public void Analyse(TechnicalNet.RealData.StockHistory stock, int today)
{
double[] data1 = new double[stock.Count];
data1[0] = stock.Closes[0];
double[] data2 = new double[stock.Count];
data2[0] = stock.Closes[0];
for (int i = 1; i < stock.Count; i++)
{
data1[i] = ((1 - Rate1) * stock.Closes[i]) + (Rate1 * data1[i - 1]);
}
for (int i = 1; i < stock.Count; i++)
{
data2[i] = ((1 - Rate2) * stock.Closes[i]) + (Rate2 * data2[i - 1]);
}
Val = 0D;
for (int i = 1; i < today; i++)
{
if ((data1[i - 1] < data2[i - 1]) && (data1[i] > data2[i]))
{
Val = -1D;
}
if ((data1[i - 1] > data2[i - 1]) && (data1[i] < data2[i]))
{
Val = 1D;
}
}
}
public void Analyse(TechnicalNet.RealData.StockHistory stock, int today)
{
double dmplus = 0;
double dmminus = 0;
double alpha = 0.1;
for (int i = today; i > 50; i--)
{
double upmove = stock.Highs[i] - stock.Highs[i - 1];
double downmove = stock.Lows[i - 1] - stock.Lows[i];
if (upmove > downmove && upmove > 0)
{
dmplus = alpha * upmove + (1 - alpha) * dmplus;
}
else
{
dmplus = 0;
}
if (downmove > upmove && downmove > 0)
{
dmminus = alpha * downmove + (1 - alpha) * dmminus;
}
}
double diplus = (100 * dmplus) / stock.ATR[today];
double diminus = (100 * dmplus) / stock.ATR[today];
}
public void Analyse(TechnicalNet.RealData.StockHistory data, int today)
{
double finalClose = data.Closes[today];
double fromAgoClose = data.Closes[today - N];
double ratio = ((((finalClose - fromAgoClose)) / fromAgoClose) / N) * 100;
Val = Math.Tanh(ratio);
}
public override double PredictValue(TechnicalNet.RealData.StockHistory stockHistory, int today, int daysInFuture)
{
int N = Math.Min(daysInFuture, today - 1);
double todayCloseL = Math.Log(stockHistory.Closes[today]);
double fromAgoCloseL = Math.Log(stockHistory.Closes[today - N]);
double slope = (todayCloseL - fromAgoCloseL) / (double)N;
return(Math.Exp(todayCloseL + (slope * (double)daysInFuture)));
}
public Graph(TechnicalNet.RealData.StockHistory stockHistory, List <TechnicalNet.Metrics.IMetric> metrics)
{
m_StockHistory = stockHistory;
m_Metrics = metrics;
Bitmap = new Bitmap(BitmapWidth, BitmapHeight);
m_Graphics = Graphics.FromImage(Bitmap);
yMin = stockHistory.Opens.Min();
yMax = stockHistory.Opens.Max();
xMin = stockHistory.StartDate.Ticks;
xMax = stockHistory.EndDate.Ticks;
yRange = yMax - yMin;
GraphHeight = BitmapHeight - (MarginVertical * 2);
GraphWidth = BitmapWidth - (MarginHorizontal * 2);
HorizontalStretch = ((double)GraphWidth / 250D);
DrawLeftAxis();
DrawBottomAxis();
DrawValues();
DrawMetrics();
DrawCutoff();
}
public Graph(TechnicalNet.RealData.StockHistory stockHistory, List<TechnicalNet.Metrics.IMetric> metrics)
{
m_StockHistory = stockHistory;
m_Metrics = metrics;
Bitmap = new Bitmap(BitmapWidth, BitmapHeight);
m_Graphics = Graphics.FromImage(Bitmap);
yMin = stockHistory.Opens.Min();
yMax = stockHistory.Opens.Max();
xMin = stockHistory.StartDate.Ticks;
xMax = stockHistory.EndDate.Ticks;
yRange = yMax - yMin;
GraphHeight = BitmapHeight - (MarginVertical * 2);
GraphWidth = BitmapWidth - (MarginHorizontal * 2);
HorizontalStretch = ((double)GraphWidth / 250D);
DrawLeftAxis();
DrawBottomAxis();
DrawValues();
DrawMetrics();
DrawCutoff();
}
public override double PredictValue(TechnicalNet.RealData.StockHistory stockHistory, int today, int daysInFuture)
{
double todayClose = stockHistory.Closes[today];
return(todayClose * 2);
}
public void Analyse(TechnicalNet.RealData.StockHistory stock, int today)
{
throw new NotImplementedException();
}
public override double PredictValue(TechnicalNet.RealData.StockHistory stockHistory, int today, int daysInFuture)
{
return(stockHistory.Closes[today + daysInFuture]);
}
public void Analyse(TechnicalNet.RealData.StockHistory data)
{
Val = (new System.Random()).NextDouble() - 0.5D;
}