Pine Tradition(Pine pine, Pine pVolume)
{
var tci = TCI(pine);
var mf = MF(pine, pVolume);
var rsi = TA.RSI(pine, 3);
OutValues.Add("tci", tci);
OutValues.Add("mf", mf);
OutValues.Add("rsi", rsi);
return(Pine.ZipEnd(tci, mf, rsi, (t, m, r) => (t + r + m) / 3.0));
}
public void BestStrategy(int countCandles = 720)
{
DateTime?lastTimeStamp = LastCandle?.TimeStamp;
if (lastTimeStamp != null)
{
int countNotCalc = allCandles.Count(cand => cand.TimeStamp > lastTimeStamp);
if (countNotCalc + 150 < countCandles)
{
countCandles = countNotCalc + 150;
}
}
List <Candle> candlesCalc;
int begInd = allCandles.Count - countCandles;
if (begInd < 0)
{
begInd = 0;
}
if (begInd < allCandles.Count)
{
candlesCalc = allCandles.GetRange(begInd, allCandles.Count - begInd);
}
else
{
candlesCalc = new List <Candle>();
}
Pine close = candlesCalc.Close().ToPine();
Pine volume = candlesCalc.Volume().ToPine();
Pine high = candlesCalc.High().ToPine();
Pine low = candlesCalc.Low().ToPine();
Pine hlc3 = (high + low + close) / 3.0;
IEnumerable <DateTime> timeStamp = candlesCalc.TimeStamp();
IEnumerable <DateTime> timeOpen = candlesCalc.TimeOpen();
OutValues.AddRowHeaders(timeOpen);
OutValues.Add("Close", close);
Pine change = Change(close);
Pine fast_ma = Sma(low, 16);
Pine slow_ma = Sma(low, 29);
Pine macd = fast_ma - slow_ma;
Pine signal = Ema(macd, 9);
Pine hist = macd - signal;
Pine hist_2 = hist.Drop(2);
Pine hist_3 = hist.Drop(3);
Pine close_2 = close.Drop(2);
PineBool LOL = hist_3 <3 & hist_3> -3 & hist_2 <3 & hist_2> -3;
PineBool longCond = hist > 0 & (close - close_2) < 66 & !LOL;
PineBool shortCond = hist < 0 & (close_2 - close) < 66 & !LOL;
OutValues.Add("hist_3", hist_3);
OutValues.Add("hist", hist);
OutValues.Add("LOL", LOL);
OutValues.Add("longCond", longCond);
OutValues.Add("shortCond", shortCond);
Pine longShortCond = PineBool.ZipEnd(longCond, shortCond, (ln, sh) => ln ? 1.0 : sh ? -1.0 : na).ToPineNA().ToPine(Approximation.Step);
var handCond = Pine.ZipEnd(longShortCond, longShortCond.Drop(1), (lsc, lscd) => (lsc > 0.5 && lscd < -0.5) ? "Long" : (lsc <0.5 && lscd> -0.5) ? "Short" : "");
OutValues.Add("Сигнал", handCond);
if (longShortCond.Last() == 1.0 && longShortCond.Drop(1).Last() == -1.0)
{
OnSignal(SignalEnum.Long);
}
if (longShortCond.Last() == -1.0 && longShortCond.Drop(1).Last() == 1.0)
{
OnSignal(SignalEnum.Short);
}
}