public static List <BuySellSignal> SetSignalType(MACDHistogramData mACDHistogramData, List <BuySellSignal> signals)
{
if (GetMarketSentiment(mACDHistogramData) == MarketSentiment.Bearish &&
IsBullishTrendContinuing(mACDHistogramData) /*&& IsTrendEnding(mACDHistogramData)*/ /*&& macdSerie.MACDHistogramDataList.ElementAt(i).EmaLineDifference < -.3*/)
{
signals.Add(BuySellSignal.MacdBuyWithUpperLimitSet);
if (mACDHistogramData.EmaLineDifference < -.3)
{
signals.Add(BuySellSignal.MacdNegativeBelowThree);
}
}
//else if (IsBullishTrendStarting(macdSerie.MACDHistogramDataList.ElementAt(i)))
//{
// macdSerie.MACDHistogramDataList.ElementAt(i).ActionSignal = SignalTypes.BuyWithUpperLimitSet;
//}
return(signals);
}
private static MarketSentiment GetMarketSentiment(MACDHistogramData mACDHistogramData)
{
MarketSentiment marketSentiment = MarketSentiment.Unknown;
switch (mACDHistogramData.isConvergingOrDiverging)
{
case MomentumDirection.NegativeDivergence:
case MomentumDirection.NegativeConvergence:
case MomentumDirection.PositiveToNegativeDivergence:
marketSentiment = MarketSentiment.Bearish;
break;
case MomentumDirection.PositiveDivergence:
case MomentumDirection.PositiveConvergence:
case MomentumDirection.NegativeToPositiveDivergence:
marketSentiment = MarketSentiment.Bullish;
break;
}
return(marketSentiment);
}
public override MACDSerie Calculate()
{
MACDSerie macdSerie = new MACDSerie();
EMA ema = new EMA(Fast, false);
ema.Load(OhlcList);
List <double?> fastEmaValues = ema.Calculate().Values;
ema = new EMA(Slow, false);
ema.Load(OhlcList);
List <double?> slowEmaValues = ema.Calculate().Values;
for (int i = 0; i < OhlcList.Count; i++)
{
// MACD Line
if (fastEmaValues[i].HasValue && slowEmaValues[i].HasValue)
{
if (!Percent)
{
macdSerie.MACDLine.Add(fastEmaValues[i].Value - slowEmaValues[i].Value);
}
else
{
// macd <- 100 * ( mavg.fast / mavg.slow - 1 )
macdSerie.MACDLine.Add(100 * ((fastEmaValues[i].Value / slowEmaValues[i].Value) - 1));
}
OhlcList[i].Close = macdSerie.MACDLine[i].Value;
}
else
{
macdSerie.MACDLine.Add(null);
OhlcList[i].Close = 0.0;
}
}
int zeroCount = macdSerie.MACDLine.Where(x => x == null).Count();
ema = new EMA(Signal, false);
ema.Load(OhlcList.Skip(zeroCount).ToList());
List <double?> signalEmaValues = ema.Calculate().Values;
for (int i = 0; i < zeroCount; i++)
{
signalEmaValues.Insert(0, null);
}
// Fill Signal and MACD Histogram lists
for (int i = 0; i < signalEmaValues.Count; i++)
{
macdSerie.Signal.Add(signalEmaValues[i]);
//macdSerie.MACDHistogram.Add(macdSerie.MACDLine[i] - macdSerie.Signal[i]);
macdSerie.MACDHistogramDataList.Add(new MACDHistogramData()
{
DataDate = OhlcList[i].Date, EmaLineDifference = macdSerie.MACDLine[i] - macdSerie.Signal[i], ClosingValue = OhlcList[i].AdjClose
});
}
/*
* 1. Difference between MACD and signal line - For plotting histogram
* 2. Distance between difference - To find the peak-through- slant pattens
* 3. For decreasing pattern we need to find the point when the decrease intensity reduces
*/
for (int i = 1; i < macdSerie.MACDHistogramDataList.Count; i++)
{
MACDHistogramData currentElement = macdSerie.MACDHistogramDataList.ElementAt(i);
MACDHistogramData previousElement = macdSerie.MACDHistogramDataList.ElementAt(i - 1);
if (
currentElement.EmaLineDifference != null &&
previousElement.EmaLineDifference != null)
{
SetConvergenceDivergence(previousElement, currentElement);
SetChangeInMomentum(previousElement, currentElement);
/* For ith Element
* (i-1) - (1) < (i-2)-(i-1)
*/
//macdSerie.MACDHistogramDataList.ElementAt(i).isDiffereneAmountDecreasing =
// (
// macdSerie.MACDHistogramDataList.ElementAt(i - 1).EmaLineDifference -
// macdSerie.MACDHistogramDataList.ElementAt(i).EmaLineDifference) <
// (
// macdSerie.MACDHistogramDataList.ElementAt(i - 2).EmaLineDifference -
// macdSerie.MACDHistogramDataList.ElementAt(i - 1).EmaLineDifference
// ) ? true : false;
if (currentElement.changeInDivergenceMomentum != null && previousElement.changeInDivergenceMomentum != null)
{
currentElement.isDiffereneAmountDecreasing =
currentElement.changeInDivergenceMomentum.Value <
previousElement.changeInDivergenceMomentum.Value;
}
//SetSignalType(macdSerie.MACDHistogramDataList.ElementAt(i));
}
}
return(macdSerie);
}
private void SetConvergenceDivergence(MACDHistogramData previousElement, MACDHistogramData currentElement)
{
var currentDataPoint = currentElement.EmaLineDifference;
var previousDataPoint = previousElement.EmaLineDifference;
if (previousDataPoint > 0)
{
if (currentDataPoint > 0)
{
if (currentDataPoint > previousDataPoint)
{
currentElement.isConvergingOrDiverging = MomentumDirection.PositiveDivergence;
}
else if (currentDataPoint < previousDataPoint)
{
currentElement.isConvergingOrDiverging = MomentumDirection.PositiveConvergence;
}
}
else if (currentDataPoint == 0)
{
currentElement.isConvergingOrDiverging = MomentumDirection.PositiveConvergence;;
}
else if (currentDataPoint < 0)
{
currentElement.isConvergingOrDiverging = MomentumDirection.PositiveToNegativeDivergence;
}
}
else if (previousDataPoint == 0)
{
if (currentDataPoint > 0)
{
currentElement.isConvergingOrDiverging = MomentumDirection.PositiveDivergence;
}
else if (currentDataPoint == 0)
{
currentElement.isConvergingOrDiverging = MomentumDirection.NoChange;
}
else if (currentDataPoint < 0)
{
currentElement.isConvergingOrDiverging = MomentumDirection.NegativeDivergence;
}
}
else if (previousDataPoint < 0)
{
if (currentDataPoint > 0)
{
currentElement.isConvergingOrDiverging = MomentumDirection.NegativeToPositiveDivergence;
}
else if (currentDataPoint == 0)
{
currentElement.isConvergingOrDiverging = MomentumDirection.NegativeConvergence;
}
else if (currentDataPoint < 0)
{
if (currentDataPoint > previousDataPoint)
{
currentElement.isConvergingOrDiverging = MomentumDirection.NegativeConvergence;;
}
else if (currentDataPoint < previousDataPoint)
{
currentElement.isConvergingOrDiverging = MomentumDirection.NegativeDivergence;
}
}
}
}
private void SetChangeInMomentum(MACDHistogramData previousElement, MACDHistogramData currentElement)
{
currentElement.changeInDivergenceMomentum = Math.Abs(previousElement.EmaLineDifference.Value - currentElement.EmaLineDifference.Value);
}
private static bool IsTrendEnding(MACDHistogramData mACDHistogramData)
{
return(mACDHistogramData.isDiffereneAmountDecreasing);
}
private static bool IsBullishTrendContinuing(MACDHistogramData mACDHistogramData)
{
return(mACDHistogramData.isConvergingOrDiverging == MomentumDirection.NegativeDivergence ||
mACDHistogramData.isConvergingOrDiverging == MomentumDirection.PositiveToNegativeDivergence);
}
private static bool IsBullishTrendStarting(MACDHistogramData currentElement)
{
return(currentElement.isConvergingOrDiverging == MomentumDirection.PositiveToNegativeDivergence);
}
