public override bool Start()
{
bool res = base.Start();
if (!res)
{
return(false);
}
RsiIndicator = new RsiIndicator()
{
Ticker = Ticker, Length = Length
};
MacdIndicator = new MacdIndicator()
{
Ticker = Ticker, Length = Length
};
StochIndicator = new StochasticIndicator()
{
Ticker = Ticker, Length = Length
};
RsiIndicator.Calculate();
MacdIndicator.Calculate();
StochIndicator.Calculate();
TelegramBot.Default.SendNotification("SingleNotificationStrategy: " + Name + ": started at " + DateTime.Now.ToString("g"), ChatId);
return(true);
}
public void TestItemAdded()
{
Ticker ticker = new Binance.BinanceTicker(Binance.BinanceExchange.Default);
ticker.CandleStickData = GetCandleSticks(100);
MacdIndicator macd = new MacdIndicator()
{
Ticker = ticker, Source = IndicatorSource.Close, Length = 9
};
StochasticIndicator stoch = new StochasticIndicator()
{
Ticker = ticker, Source = IndicatorSource.Close, Length = 9
};
macd.Calculate();
stoch.Calculate();
for (int i = 0; i < 10; i++)
{
CandleStickData date = GetCandleStick(DateTime.Now.AddMinutes(1));
macd.OnAddValue();
stoch.OnAddValue();
}
Assert.AreEqual(110, macd.Result.Count);
Assert.AreEqual(110, macd.FastEmaIndicator.Result.Count);
Assert.AreEqual(110, macd.SlowEmaIndicator.Result.Count);
Assert.AreEqual(110, macd.SignalMaIndicator.Result.Count);
Assert.AreEqual(110, stoch.MinIndicator.Result.Count);
Assert.AreEqual(110, stoch.MaxIndicator.Result.Count);
Assert.AreEqual(110, stoch.Result.Count);
}
public void SignalLineTest()
{
var indicator = new MacdIndicator();
var actual9DaysSignalLine = indicator.Calculate(MacdData.HistoricalData);
var expected9DaysSignalLine = MacdData.Signal9DaysResults;
Assert.Equal(expected9DaysSignalLine.Count, actual9DaysSignalLine.Count);
for (var i = 0; i < expected9DaysSignalLine.Count; i++)
{
var doubleLineIndicator = (DoubleLineIndicatorValue)actual9DaysSignalLine[i];
Assert.Equal(expected9DaysSignalLine[i].Date, doubleLineIndicator.Date);
Assert.Equal(expected9DaysSignalLine[i].Value, doubleLineIndicator.SecondLineValue, MacdData.DataPrecision);
}
}
private IndicatorBase CreateMACDIndicator()
{
MacdIndicator indicator = new MacdIndicator();
indicator.ShortPeriod = 9;
indicator.LongPeriod = 12;
indicator.SignalPeriod = 6;
indicator.CategoryMember = "Date";
indicator.ValueMember = "Close";
indicator.DataSource = viewModel.Data;
ConfigureAxis(-2, 2, 1);
return(indicator);
}
public override bool Start()
{
bool res = base.Start();
if (!res)
{
return(false);
}
MacdIndicator = new MacdIndicator()
{
Ticker = Ticker, Length = SignalLength, FastLength = FastEmaLength, SlowLength = SlowEmaLength
};
MacdIndicator.Calculate();
TelegramBot.Default.SendNotification(Name + "[" + GetType().Name + "]" + ": started at " + DateTime.Now.ToString("g"), ChatId);
return(true);
}
public void TestCalculate()
{
Ticker ticker = new Binance.BinanceTicker(Binance.BinanceExchange.Default);
ticker.CandleStickData = GetCandleSticks(100);
MacdIndicator macd = new MacdIndicator()
{
Ticker = ticker, Source = IndicatorSource.Close, Length = 9
};
StochasticIndicator stoch = new StochasticIndicator()
{
Ticker = ticker, Source = IndicatorSource.Close, Length = 9
};
macd.Calculate();
stoch.Calculate();
Assert.AreEqual(100, macd.Result.Count);
Assert.AreEqual(100, macd.FastEmaIndicator.Result.Count);
Assert.AreEqual(100, macd.SlowEmaIndicator.Result.Count);
Assert.AreEqual(100, macd.SignalMaIndicator.Result.Count);
Assert.AreEqual(100, stoch.MinIndicator.Result.Count);
Assert.AreEqual(100, stoch.MaxIndicator.Result.Count);
Assert.AreEqual(100, stoch.MaIndicator.Result.Count);
Assert.AreEqual(100, stoch.Result.Count);
macd.Calculate();
stoch.Calculate();
Assert.AreEqual(100, macd.Result.Count);
Assert.AreEqual(100, macd.FastEmaIndicator.Result.Count);
Assert.AreEqual(100, macd.SlowEmaIndicator.Result.Count);
Assert.AreEqual(100, macd.SignalMaIndicator.Result.Count);
Assert.AreEqual(100, stoch.MinIndicator.Result.Count);
Assert.AreEqual(100, stoch.MaxIndicator.Result.Count);
Assert.AreEqual(100, stoch.Result.Count);
}
private IndicatorBase CreateIndicator(Indicators indicatorToAdd)
{
switch (indicatorToAdd)
{
case Indicators.CommodityChannelIndexIndicator:
var cciIndicator = new CommodityChannelIndexIndicator();
cciIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
cciIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
cciIndicator.LowBinding = new PropertyNameDataPointBinding("Low");
cciIndicator.HighBinding = new PropertyNameDataPointBinding("High");
cciIndicator.CloseBinding = new PropertyNameDataPointBinding("Close");
cciIndicator.Period = 10;
cciIndicator.Stroke = Color.Green;
cciIndicator.StrokeThickness = 1;
return(cciIndicator);
case Indicators.AverageTrueRangeIndicator:
var artIndicator = new AverageTrueRangeIndicator();
artIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
artIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
artIndicator.LowBinding = new PropertyNameDataPointBinding("Low");
artIndicator.HighBinding = new PropertyNameDataPointBinding("High");
artIndicator.CloseBinding = new PropertyNameDataPointBinding("Close");
artIndicator.Period = 14;
artIndicator.Stroke = Color.Green;
artIndicator.StrokeThickness = 1;
return(artIndicator);
case Indicators.TrueRangeIndicator:
var trIndicator = new TrueRangeIndicator();
trIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
trIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
trIndicator.LowBinding = new PropertyNameDataPointBinding("Low");
trIndicator.HighBinding = new PropertyNameDataPointBinding("High");
trIndicator.CloseBinding = new PropertyNameDataPointBinding("Close");
trIndicator.Stroke = Color.Green;
trIndicator.StrokeThickness = 1;
return(trIndicator);
case Indicators.MacdIndicator:
var macdIndicator = new MacdIndicator();
macdIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
macdIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
macdIndicator.ValueBinding = new PropertyNameDataPointBinding("Close");
macdIndicator.ShortPeriod = 2;
macdIndicator.SignalPeriod = 6;
macdIndicator.LongPeriod = 9;
macdIndicator.Stroke = Color.Green;
macdIndicator.SignalStroke = Color.Red;
macdIndicator.StrokeThickness = 1;
return(macdIndicator);
case Indicators.RelativeMomentumIndexIndicator:
var rmiIndicator = new RelativeMomentumIndexIndicator();
rmiIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
rmiIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
rmiIndicator.ValueBinding = new PropertyNameDataPointBinding("Close");
rmiIndicator.Stroke = Color.Green;
rmiIndicator.Period = 12;
rmiIndicator.StrokeThickness = 1;
return(rmiIndicator);
case Indicators.RateOfChangeIndicator:
var rocIndicator = new RateOfChangeIndicator();
rocIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
rocIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
rocIndicator.ValueBinding = new PropertyNameDataPointBinding("Close");
rocIndicator.Stroke = Color.Green;
rocIndicator.Period = 8;
rocIndicator.StrokeThickness = 1;
return(rocIndicator);
case Indicators.RelativeStrengthIndexIndicator:
var rsiIndicator = new RelativeStrengthIndexIndicator();
rsiIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
rsiIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
rsiIndicator.ValueBinding = new PropertyNameDataPointBinding("Close");
rsiIndicator.Stroke = Color.Green;
rsiIndicator.Period = 8;
rsiIndicator.StrokeThickness = 1;
return(rsiIndicator);
case Indicators.StochasticFastIndicator:
var sfIndicator = new StochasticFastIndicator();
sfIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
sfIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
sfIndicator.LowBinding = new PropertyNameDataPointBinding("Low");
sfIndicator.HighBinding = new PropertyNameDataPointBinding("High");
sfIndicator.CloseBinding = new PropertyNameDataPointBinding("Close");
sfIndicator.MainPeriod = 14;
sfIndicator.SignalPeriod = 3;
sfIndicator.SignalStroke = Color.Red;
sfIndicator.Stroke = Color.Green;
sfIndicator.StrokeThickness = 1;
return(sfIndicator);
case Indicators.StochasticSlowIndicator:
var ssIndicator = new StochasticSlowIndicator();
ssIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
ssIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
ssIndicator.LowBinding = new PropertyNameDataPointBinding("Low");
ssIndicator.HighBinding = new PropertyNameDataPointBinding("High");
ssIndicator.CloseBinding = new PropertyNameDataPointBinding("Close");
ssIndicator.MainPeriod = 14;
ssIndicator.SlowingPeriod = 2;
ssIndicator.SignalPeriod = 3;
ssIndicator.SignalStroke = Color.Red;
ssIndicator.Stroke = Color.Green;
ssIndicator.StrokeThickness = 1;
return(ssIndicator);
case Indicators.TrixIndicator:
var trixIndicator = new TrixIndicator();
trixIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
trixIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
trixIndicator.ValueBinding = new PropertyNameDataPointBinding("Close");
trixIndicator.Stroke = Color.Green;
trixIndicator.Period = 15;
trixIndicator.StrokeThickness = 1;
return(trixIndicator);
case Indicators.UltimateOscillatorIndicator:
var uoIndicator = new UltimateOscillatorIndicator();
uoIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
uoIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
uoIndicator.LowBinding = new PropertyNameDataPointBinding("Low");
uoIndicator.HighBinding = new PropertyNameDataPointBinding("High");
uoIndicator.CloseBinding = new PropertyNameDataPointBinding("Close");
uoIndicator.Period = 5;
uoIndicator.Period2 = 8;
uoIndicator.Period3 = 10;
uoIndicator.Stroke = Color.Green;
uoIndicator.StrokeThickness = 1;
return(uoIndicator);
default:
return(null);
}
}
