public override void PopulateExtendedIndicators(Entity.Indicator[] indArray)
{
double[] close = new double[indArray.Length];
double?[] rsiOutput = new double?[indArray.Length];
double?[] rsiOutput_Acc = new double?[indArray.Length];
for (int i = 0; i < indArray.Length; i++)
{
if (indArray[i].Close.HasValue)
{
close[i] = indArray[i].Close.Value;
}
else
{
close[i] = 0;
}
}
RSI.Calculate(close, 2, rsiOutput);
GenericHelper.GetAccumulate(rsiOutput, 2, 2, rsiOutput_Acc);
for (int i = 0; i < indArray.Length; i++)
{
indArray[i].ExtendedIndicators = new Dictionary <string, double?>();
indArray[i].ExtendedIndicators.Add("RSI2", rsiOutput[i]);
indArray[i].ExtendedIndicators.Add("RSI2ACC", rsiOutput_Acc[i]);
}
}
public override bool OnExecution()
{
BinanceConnectorNode binanceConnector = this.InParameters["connection"].GetValue() as BinanceConnectorNode;
var result = binanceConnector.Client.FuturesUsdt.Market.GetKlines(this.InParameters["symbol"].GetValue().ToString(), global::Binance.Net.Enums.KlineInterval.OneHour);
RSI rsi = new RSI(30);
List <Ohlc> ohlcList = new List <Ohlc>();
foreach (var candle in result.Data)
{
ohlcList.Add(new Ohlc()
{
Date = candle.CloseTime,
Open = (double)candle.Open,
High = (double)candle.High,
Low = (double)candle.Low,
Close = (double)candle.Close,
Volume = (double)candle.QuoteVolume,
AdjClose = 1
});
}
rsi.Load(ohlcList);
var serie = rsi.Calculate();
this.OutParameters["RSI"].SetValue(serie.RSI.LastOrDefault());
return(true);
}
public void Less_Data_Then_Periods_Results_CollectionData_And_Empty_Current_Values(decimal[] input,
int numberOfPeriods)
{
RSI rsi = new RSI(numberOfPeriods);
rsi.Calculate(input.AsTradesWitRates());
Assert.True(rsi.CollectingData);
Assert.Empty(rsi.Values);
}
public void RSI()
{
RSI rsi = new RSI(14);
rsi.Load(Directory.GetCurrentDirectory() + "\\table.csv");
RSISerie serie = rsi.Calculate();
Assert.NotNull(serie);
Assert.True(serie.RS.Count > 0);
Assert.True(serie.RSI.Count > 0);
}
private static RSISerie GetRsiSeries(RSI rsi, string stockName)
{
string downloadFolderName = ConfigurationManager.AppSettings["downloadLocation"];
rsi.Load(downloadFolderName + stockName + ".ax.csv");
RSISerie serie = rsi.Calculate();
//ExcelUtilities.WriteMacdhistogramDataToExcel(serie, stockName);
return(serie);
}
public void RSI()
{
RSI rsi = new RSI(14);
rsi.Load(OhlcList);
RSISerie serie = rsi.Calculate();
Assert.IsNotNull(serie);
Assert.IsTrue(serie.RS.Count > 0);
Assert.IsTrue(serie.RSI.Count > 0);
}
public void RSI()
{
RSI rsi = new RSI(14);
rsi.Load(Directory.GetCurrentDirectory() + "\\vas.csv");
RSISerie serie = rsi.Calculate();
Assert.IsNotNull(serie);
//Assert.IsTrue(serie.rsiDataPoint.RS.Count > 0);
//Assert.IsTrue(serie.rsiDataPoint.RSI.Count > 0);
}
public void RSI()
{
RSI rsi = new RSI(14);
rsi.Load(csvPath);
RSISerie serie = rsi.Calculate();
Assert.NotNull(serie);
Assert.True(serie.RS.Count > 0);
Assert.True(serie.RSI.Count > 0);
}
public void Calculate_Success_On_UpperTrend()
{
var periods = 2;
var inputStream = new decimal[4] {
1, 2, 3, 4
};
var trades = inputStream.AsTradesWitRates();
RSI rsi = new RSI(periods);
for (var i = 0; i < trades.Length - periods; i++)
{
rsi.Calculate(trades.Slice(i, periods + 1));
}
}
public void TestCalculate()
{
double[] close = new double[] {
44.34, 44.09, 44.15, 43.61, 44.33,
44.83, 45.10, 45.42, 45.84, 46.08,
45.89, 46.03, 45.61, 46.28, 46.28,
46.00, 46.03, 46.41, 46.22, 45.64,
46.21, 46.25, 45.71, 46.45, 45.78,
45.35, 44.03, 44.18, 44.22, 44.57,
43.42, 42.66, 43.13
};
double?[] outRSI = new double?[close.Length];
RSI.Calculate(close, 14, outRSI);
}
public void TestRSI()
{
double[] close = new double[] {
44.34, 44.09, 44.15, 43.61, 44.33,
44.83, 45.10, 45.42, 45.84, 46.08,
45.89, 46.03, 45.61, 46.28, 46.28,
46.00, 46.03, 46.41, 46.22, 45.64,
46.21, 46.25, 45.71, 46.45, 45.78,
45.35, 44.03, 44.18, 44.22, 44.57,
43.42, 42.66, 43.13
};
double?[] outRSI = new double?[close.Length];
RSI.Calculate(close, 14, outRSI);
Console.WriteLine(ObjectHelper.ToJson(outRSI));
}
public void Execute(Span <Trade> trades)
{
_rsi.Calculate(trades.Slice(0, _rsi._periods));
if (_rsi.CollectingData)
{
return;
}
if (_rsi.Current.RSI > _overbought)
{
BuySignal();
}
else if (_rsi.Current.RSI < _oversold)
{
SellSignal();
}
}
public void TestCalculateRealData()
{
TickerBLL tbll = new TickerBLL(_unit);
List <Ticker> tList = tbll.GetTickerListByShareDB(1585, null, 21100000);
double[] inputData = new double[tList.Count];
double?[] outData = new double?[tList.Count];
var i = 0;
foreach (var t in tList)
{
inputData[i] = t.Close;
i++;
}
Result res = RSI.Calculate(inputData, 14, outData);
}
public void Calculate_Success(decimal[] inputStream, int periods)
{
RSI rsi = new RSI(periods);
var trades = inputStream.AsTradesWitRates();
for (var i = 0; i < trades.Length - periods; i++)
{
rsi.Calculate(trades.Slice(i, periods + 1));
}
Assert.False(rsi.CollectingData);
RSI_INDEX firstIndexFromAvarage = new RSI_INDEX
{
AvgGain = 0.2384m,
AvgLoss = 0.0996m,
RS = 2.3936m,
RSI = 70.5328m
};
RSI_INDEX secondCalculated = new RSI_INDEX
{
AvgGain = 0.2214m,
AvgLoss = 0.1124m,
RS = 1.9690m,
RSI = 66.3186m
};
RSI_INDEX thirdCalculated = new RSI_INDEX
{
AvgGain = 0.2077m,
AvgLoss = 0.1044m,
RS = 1.9895m,
RSI = 66.5498m
};
Assert.Equal(firstIndexFromAvarage, rsi.Values.ElementAt(rsi.Values.Count() - 1),
RSI_INDEX_Equality.Create(4));
Assert.Equal(secondCalculated, rsi.Values.ElementAt(rsi.Values.Count() - 2), RSI_INDEX_Equality.Create(4));
Assert.Equal(thirdCalculated, rsi.Values.ElementAt(rsi.Values.Count() - 3), RSI_INDEX_Equality.Create(4));
}
public async Task<IndSingleValueEntity[]> GetRSI(string code, int period = 14, int? start = 0, int? end = 0, string type = "day")
{
TickerEntity[] tickers = await base.getTickerEntityArray(code, start, end, type);
List<IndSingleValueEntity> outList = new List<IndSingleValueEntity>();
int len = tickers.Length;
double[] close = tickers.Select(t => (double)t.C).ToArray();
double?[] outRSI = new double?[len];
RSI.Calculate(close, period, outRSI);
for (int i = 0; i < len; i++)
{
outList.Add(new IndSingleValueEntity
{
T = tickers[i].T,
P = tickers[i].P,
V = outRSI[i]
});
}
return outList.Where(r => (start == 0 || r.P >= start) && (end == 0 || r.P <= end)).ToArray();
}
public StockPriceReaderModel ParsePrices(string file)
{
var stockPriceReaderModel = new StockPriceReaderModel();
List <string> row = new List <string>();
List <StockPriceModel> s = new List <StockPriceModel>();
stockPriceReaderModel.name = "Stock: " + System.IO.Path.GetFileNameWithoutExtension(file);
using (var reader = new CsvFileReader(file))
{
while (reader.ReadRow(row))
{
//Ignore premarket and aftermarket trading eg. before 0930AM and after 0400PM
int time = int.Parse(row[1]);
if (time >= 930 && time <= 1600)
{
float open = float.Parse(row[2]);
float high = float.Parse(row[3]);
float low = float.Parse(row[4]);
float close = float.Parse(row[5]);
float volume = float.Parse(row[6]);
var stockPriceModel = new StockPriceModel(open, close, high, low, volume);
stockPriceReaderModel.prices.Add(stockPriceModel);
}
}
}
RSI.Calculate(stockPriceReaderModel.prices);
SMA.Calculate(stockPriceReaderModel.prices);
//identify and name patterns
MyStrategy.Apply(stockPriceReaderModel.prices);
return(stockPriceReaderModel);
}
public Form1()
{
InitializeComponent();
chart1.Series.Clear();
Int32 timeStampStart = (Int32)(DateTime.UtcNow.AddMonths(-12).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
Int32 timeStampNow = (Int32)(DateTime.UtcNow.Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
String yahooAPI = $"https://query1.finance.yahoo.com/v7/finance/download/BTC-EUR?period1={timeStampStart}&period2={timeStampNow}&interval=1d&events=history";
using (var client = new WebClient())
{
client.DownloadFile(yahooAPI, "fileLOG");
}
String csvFile = @"fileLOG";
List <Ohlc> ohlcList = new List <Ohlc>();
StreamReader r = new StreamReader(csvFile);
String file = r.ReadToEnd();
String[] pricesClose = file.Split(new String[] { "\r\n", "\n" }, StringSplitOptions.RemoveEmptyEntries);
chart1.Series.Add("Price").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.FastPoint;
// chart1.Series["Price"].Color = Color.Black;
int j = 0;
List <DateTime> dates = new List <DateTime>();
foreach (var s in pricesClose)
{
String[] pricesOscillation = s.Split(new String[] { "," }, StringSplitOptions.RemoveEmptyEntries);
try
{
int index = 0;
DateTime date = DateTime.Parse(pricesOscillation[index++]);
double open = double.Parse(pricesOscillation[index++]);
double high = double.Parse(pricesOscillation[index++]);
double low = double.Parse(pricesOscillation[index++]);
double close = double.Parse(pricesOscillation[index++]);
double adjClose = double.Parse(pricesOscillation[index++]);
double volume = double.Parse(pricesOscillation[index++]);
Ohlc newOhlc = new Ohlc();
newOhlc.Open = open;
newOhlc.High = high;
newOhlc.Low = low;
newOhlc.Close = close;
newOhlc.AdjClose = adjClose;
newOhlc.Volume = volume;
ohlcList.Add(newOhlc);
dates.Add(date);
chart1.Series["Price"].Points.AddXY(date, close);
}
catch (Exception err)
{
}
}
BollingerBand bollingerBand = new BollingerBand();
bollingerBand.Load(ohlcList);
BollingerBandSerie serie = bollingerBand.Calculate();
MACD macd = new MACD();
macd.Load(ohlcList);
MACDSerie macdserie = macd.Calculate();
EMA ema = new EMA();
ema.Load(ohlcList);
SingleDoubleSerie singleDoubleSerie = ema.Calculate();
RSI rsi = new RSI(14);
rsi.Load(ohlcList);
RSISerie serieRSI = rsi.Calculate();
chart1.Series.Add("bUP").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart1.Series.Add("bDOWN").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart1.Series.Add("bMIDDLE").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart1.Series.Add("RSI").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart1.Series.Add("EMA").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart1.Series.Add("MACD").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart1.Series.Add("MACDHistogram").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
for (int i = 0; i < serie.BandWidth.Count; i++)
{
if (macdserie.MACDLine[i] != null)
{
chart1.Series["MACD"].Points.AddXY(dates[i], macdserie.MACDLine[i]);
}
if (macdserie.MACDHistogram[i] != null)
{
chart1.Series["MACDHistogram"].Points.AddXY(dates[i], macdserie.MACDHistogram[i]);
}
if (singleDoubleSerie.Values[i] != null)
{
chart1.Series["EMA"].Points.AddXY(dates[i], singleDoubleSerie.Values[i]);
}
if (serie.UpperBand[i] != null)
{
chart1.Series["bUP"].Points.AddXY(dates[i], serie.UpperBand[i]);
}
if (serie.MidBand[i] != null)
{
chart1.Series["bMIDDLE"].Points.AddXY(dates[i], serie.MidBand[i]);
}
if (serie.LowerBand[i] != null)
{
chart1.Series["bDOWN"].Points.AddXY(dates[i], serie.LowerBand[i]);
}
if (serieRSI.RSI[i] != null)
{
chart1.Series["RSI"].Points.AddXY(dates[i], serieRSI.RSI[i]);
}
}
}
public void RSIWithHardCodedValues()
{
RSI rsi = new RSI(14);
List <Ohlc> ohlcList = new List <Ohlc>
{
new Ohlc {
Close = 44.34
},
new Ohlc {
Close = 44.09
},
new Ohlc {
Close = 44.15
},
new Ohlc {
Close = 43.61
},
new Ohlc {
Close = 44.33
},
new Ohlc {
Close = 44.83
},
new Ohlc {
Close = 45.10
},
new Ohlc {
Close = 45.42
},
new Ohlc {
Close = 45.84
},
new Ohlc {
Close = 46.08
},
new Ohlc {
Close = 45.89
},
new Ohlc {
Close = 46.03
},
new Ohlc {
Close = 45.61
},
new Ohlc {
Close = 46.28
},
new Ohlc {
Close = 46.28
},
new Ohlc {
Close = 46.00
},
new Ohlc {
Close = 46.03
},
new Ohlc {
Close = 46.41
},
new Ohlc {
Close = 46.22
},
new Ohlc {
Close = 45.64
}
};
rsi.Load(ohlcList);
RSISerie serie = rsi.Calculate();
Assert.NotNull(serie);
Assert.True(serie.RS.Count > 0);
Assert.True(Math.Round(serie.RS[14].Value, 2) == 2.39);
Assert.True(Math.Round(serie.RS[15].Value, 2) == 1.96);
Assert.True(Math.Round(serie.RS[16].Value, 2) == 1.98);
Assert.True(Math.Round(serie.RS[17].Value, 2) == 2.26);
Assert.True(Math.Round(serie.RS[18].Value, 2) == 1.97);
Assert.True(Math.Round(serie.RS[19].Value, 2) == 1.38);
Assert.True(serie.RSI.Count > 0);
Assert.True(Math.Round(serie.RSI[14].Value, 2) == 70.46);
Assert.True(Math.Round(serie.RSI[15].Value, 2) == 66.25);
Assert.True(Math.Round(serie.RSI[16].Value, 2) == 66.48);
Assert.True(Math.Round(serie.RSI[17].Value, 2) == 69.35);
Assert.True(Math.Round(serie.RSI[18].Value, 2) == 66.29);
Assert.True(Math.Round(serie.RSI[19].Value, 2) == 57.92);
}
public override List <IndicatorResult> Calculate(IIndicatorEntity indicator, List <QuotesModel> quotes)
{
Validate(indicator, quotes);
return(_calculator.Calculate(quotes, ExtractPeriod(indicator)));
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
var basePrice = (BasePrice)IndParam.ListParam[2].Index;
var referencePeriod = (int)IndParam.NumParam[1].Value;
int previous = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
// ---------------------------------------------------------
var rsi = new RSI();
rsi.Initialize(SlotType);
rsi.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
rsi.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index;
rsi.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value;
rsi.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
rsi.Calculate(DataSet);
double[] indicatorMa = MovingAverage(referencePeriod, previous, MAMethod.Simple, rsi.Component[0].Value);
double[] marketMa = MovingAverage(referencePeriod, previous, MAMethod.Simple, Price(basePrice));
// ----------------------------------------------------------
int firstBar = rsi.Component[0].FirstBar + referencePeriod + 2;
var cd = new double[Bars];
if (IndParam.ListParam[0].Text == "Convergence")
{
for (int bar = firstBar; bar < Bars; bar++)
{
cd[bar] = IsConvergence(indicatorMa, marketMa, bar);
}
}
else if (IndParam.ListParam[0].Text == "Divergence")
{
for (int bar = firstBar; bar < Bars; bar++)
{
cd[bar] = IsDivergence(indicatorMa, marketMa, bar);
}
}
// Saving the components
Component = new IndicatorComp[4];
Component[0] = new IndicatorComp
{
CompName = "RSI",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Line,
ChartColor = Color.Blue,
FirstBar = firstBar,
Value = rsi.Component[0].Value
};
Component[1] = new IndicatorComp
{
CompName = "RSI MA",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Line,
ChartColor = Color.Red,
FirstBar = firstBar,
Value = indicatorMa
};
Component[2] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = firstBar,
Value = cd
};
Component[3] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = firstBar,
Value = cd
};
// Sets the Component's type
if (SlotType == SlotTypes.OpenFilter)
{
Component[2].DataType = IndComponentType.AllowOpenLong;
Component[2].CompName = "Is long entry allowed";
Component[3].DataType = IndComponentType.AllowOpenShort;
Component[3].CompName = "Is short entry allowed";
}
else if (SlotType == SlotTypes.CloseFilter)
{
Component[2].DataType = IndComponentType.ForceCloseLong;
Component[2].CompName = "Close out long position";
Component[3].DataType = IndComponentType.ForceCloseShort;
Component[3].CompName = "Close out short position";
}
}