public List <MACD> MACD(int fastPeriod = 12, int slowPeriod = 26, int signalPeriod = 9)
{
int startIndex, count;
double[] macd = new double[Candles.Count];
double[] macdSignal = new double[Candles.Count];
double[] macdHistogram = new double[Candles.Count];
List <MACD> macdData = new List <MACD>();
TA.Core.Macd(0, Candles.Count - 1, Candles.Select(quote => (double)quote.Close).ToArray(), fastPeriod, slowPeriod, signalPeriod, out startIndex, out count, macd, macdSignal, macdHistogram);
for (int index = 0; index < macd.Length; ++index)
{
macdData.Add(new MACD()
{
Value = (decimal)macd[index],
Signal = (decimal)macdSignal[index],
Histogram = (decimal)macdHistogram[index],
});
}
macdData = macdData.Take(count).ToList();
if (macdData.Count > 0)
{
}
return(macdData);
}
public List <decimal> WilliamR(int period)
{
int startIndex, count;
double[] willR = new double[Candles.Count];
TA.Core.WillR(0, Candles.Count - 1, Candles.Select(quote => (double)quote.High).ToArray(), Candles.Select(quote => (double)quote.Low).ToArray(), Candles.Select(quote => (double)quote.Close).ToArray(), period, out startIndex, out count, willR);
return(willR.Select(x => (decimal)x).ToList());
}
public decimal RSI(int period = 14)
{
int startIndex, count;
double[] rsi = new double[Candles.Count];
TA.Core.Rsi(0, Candles.Count - 1, Candles.Select(quote => (double)quote.Close).ToArray(), period, out startIndex, out count, rsi);
return(rsi.Select(x => (decimal)x).Where(x => x != 0).LastOrDefault());
}
public List <decimal> EMA(int period)
{
int startIndex, count;
double[] ema = new double[Candles.Count];
TA.Core.Ema(0, Candles.Count - 1, Candles.Select(quote => (float)quote.Close).ToArray(), period, out startIndex, out count, ema);
return(ema.Select(x => (decimal)x).Take(ema.Count() - period + 1).ToList());
}
public List <decimal> SMA(int period)
{
int startIndex, count;
double[] sma = new double[Candles.Count];
TA.Core.Sma(0, Candles.Count - 1, Candles.Select(quote => quote.Close).Cast <float>().ToArray(), period, out startIndex, out count, sma);
return(sma.Select(x => (decimal)x).ToList());
}
public CryptoTraderStats StartFromFile(string market)
{
_market = market;
var prices = Candles.Select(c => CreateTicker(_market, c.Low, c.High, c.Timestamp)).ToList();
_trades.Add(CreateTrade(_market, prices[0], Strategy.Settings.TradingBudget));
foreach (var ticker in prices)
{
UpdateTicker(ticker);
}
GetStats();
return(_stats);
}
public List <Stochastic> Stochastic(int periodK = 14, int periodD = 3, int periodDN = 3)
{
List <Stochastic> stochastic = new List <Stochastic>();
//var Candles = GetData().ToList();
int start, count;
double[] slowK = new double[Candles.Count];
double[] slowD = new double[Candles.Count];
TA.Core.Stoch(0, Candles.Count - 1, Candles.Select(x => (double)x.High).ToArray(), Candles.Select(x => (double)x.Low).ToArray(), Candles.Select(x => (double)x.Close).ToArray(), periodK, periodD, TA.Core.MAType.Sma, periodDN, TA.Core.MAType.Sma, out start, out count, slowK, slowD);
for (int i = 0; i < count; ++i)
{
stochastic.Add(new Stochastic()
{
Value = (decimal)slowD[i], Signal = (decimal)slowK[i]
});
}
return(stochastic.ToList());
}
public List <decimal> AveragePrice()
{
return(Candles.Select(candle => (candle.Open + candle.High + candle.Low + candle.Close) / 4).ToList());
}
