private ROCLists CalculateRocR14Days(ROCLists indicators, int index)
{
var rocr14 = ROCCalculation.CalculcateRocR(indicators.Select(x => x.Quote.Close).ToList(), 14, index);
indicators[index].SetROC14Day(rocr14);
return(indicators);
}
public ROCLists EvaluateTrigger(ROCLists indicators, int index)
{
if (indicators[index].EMA9Day <= 0)
{
return(indicators);
}
var tradeType = indicators[index].ROC14Days > indicators[index].ROCOnEMA9Day ? ActionTypeEnum.Buy : ActionTypeEnum.Sell;
var isTriggered = indicators[index - 1].TriggerDetail == null || indicators[index - 1].TriggerDetail.TradeType == tradeType ? false : true;
indicators[index].SetTriggerDetail(TriggerDetail.Create(isTriggered, indicators[index].Quote.Today, indicators[index].Quote.Close, tradeType));
return(indicators);
}
private ROCLists CalculateRocROn9DayEMA(ROCLists indicators, int index)
{
var emaList = indicators.Select(x => x.EMA9Day)
.ToList();
if (indicators.Where(z => z.EMA9Day > 0).Count() <= 9)
{
return(indicators);
}
var rocrOn9DayEMA = ROCCalculation.CalculcateRocR(emaList, 9, index);
indicators[index].SetRocOn9DayEMA(rocrOn9DayEMA);
return(indicators);
}
private ROCLists CalculateEMA9Day(ROCLists indicators, int index)
{
if (index < 11)
{
return(indicators);
}
if (index == 11)
{
var average = indicators.Take(11).Average(x => x.Quote.Close);
indicators[index].SetEMA9Day(average);
return(indicators);
}
var ema11Day = EMACalculation.CalculcateEMA(indicators.Select(x => x.EMA9Day == 0?x.Quote.Close:x.EMA9Day)
.ToList(), 9, index);
indicators[index].SetEMA9Day(ema11Day);
return(indicators);
}