public bool RangeConvergeWithElliotForBuy(DateTime StartDate, DateTime EndDate, out TradingRecommendation TradingRecommendation)
{
List <Wave> oWaves = GetListOfWavesFromRange(StartDate, EndDate);
List <ConfirmedElliottWave> oConfirmedWaves;
TradingRecommendation = new TradingRecommendation();
int LastWaveNumberHit;
if (oWaves.Count > 1 && m_oED.FindElliottDefinitioninWaves(oWaves, out LastWaveNumberHit, out oConfirmedWaves))
{
if (LastWaveNumberHit > 0)
{
TradingRecommendation = GetTradingRecommendationFromWaves(oConfirmedWaves, StartDate, EndDate);
if (TradingRecommendation.Equals(new TradingRecommendation()))
{
return(false);
}
else
{
return(true);
}
}
else
{
return(false);
}
}
return(false);
}
private List <TradingRecommendation> GetTradingRecommendationsForElliot()
{
List <TradingRecommendation> Recommendations = new List <TradingRecommendation>();;
bool bReccomend;
int[] Intervals = { 20, 50, 100, 180 };
TradingRecommendation Recommendation = new TradingRecommendation();
try
{
foreach (int Interval in Intervals)
{
bReccomend = RangeConvergeWithElliotForBuy(Interval, out Recommendation);
if (bReccomend)
{
Recommendations.Add(Recommendation);
break;
}
}
}
catch (Exception ex)
{
ImperaturGlobal.GetLog().Error(string.Format("Error calculating the Elliot waves for instrument {0}, {1}", Instrument.Symbol, Instrument.Name), ex);
}
return(Recommendations);
}
public bool RangeConvergeWithElliotForBuy(int IntervalInDays, out TradingRecommendation TradingRecommendation)
{
return(RangeConvergeWithElliotForBuy(DateTime.Now.AddDays(-IntervalInDays), DateTime.Now, out TradingRecommendation));
}
private TradingRecommendation GetTradingRecommendationForBollinger()
{
int[] Intervals = { 20, 50, 100, 180 };
double[] Multiplies = new double[] { 2 };
TradingRecommendation Recommendation = new TradingRecommendation();
foreach (int Interval in Intervals)
{
try
{
List <List <double> > oB = BollingerForRange(DateTime.Now.AddDays(-Interval), DateTime.Now, 20, Multiplies);
if (oB.Select(b => b.Count()).Sum() == 0)
{
//no range found, try next interval
continue;
}
//Now create the pricerange list as well
var PriceInfo = GetDataForRange(DateTime.Now.AddDays(-Interval), DateTime.Now);
if (PriceInfo.Count() < 2)
{
continue;
}
var BDiffVariable = oB.Where(bc => bc.Count() > 1).Select(b => b[0] - b[2]).ToArray();
if (BDiffVariable == null || BDiffVariable.Count() == 0)
{
continue;
}
double SlopeTrend = Fit.Line(
PriceInfo.Select((s, i2) => new { i2, s }).Select(t => Convert.ToDouble(t.i2)).ToArray(),
PriceInfo.Select(y => Convert.ToDouble(y.Close)).ToArray()
).Item2;
double StandarDevForPercentB = BDiffVariable.StandardDeviation();
if (BDiffVariable[BDiffVariable.Length - 1] < StandarDevForPercentB && SlopeTrend > 0 && Convert.ToDouble(QuoteFromInstrument.LastTradePrice.Amount) <= oB[2][oB.Count() - 1])
{
return(new TradingRecommendation(
Instrument,
QuoteFromInstrument.LastTradePrice,
ImperaturGlobal.GetMoney(0, Instrument.CurrencyCode),
DateTime.Now,
DateTime.Now,
TradingForecastMethod.Bollinger
));
}
if (BDiffVariable[BDiffVariable.Length - 1] > StandarDevForPercentB && SlopeTrend <0 && Convert.ToDouble(QuoteFromInstrument.LastTradePrice.Amount)> oB[2][oB.Count() - 1])
{
return(new TradingRecommendation(
Instrument,
ImperaturGlobal.GetMoney(0, Instrument.CurrencyCode),
QuoteFromInstrument.LastTradePrice,
DateTime.Now,
DateTime.Now,
TradingForecastMethod.Bollinger
));
}
}
catch (Exception ex)
{
ImperaturGlobal.GetLog().Error(string.Format("Couldn't calculate recommendations from Bollinger bands on {0}, {1}", Instrument.Symbol, Instrument.Name), ex);
continue;
}
}
return(new TradingRecommendation());
}
private TradingRecommendation GetTradingRecommendationForCrossOver()
{
int[] Intervals = { 50, 200 };
TradingRecommendation Recommendation = new TradingRecommendation();
List <double[]> MovingAverageObject = new List <double[]>();
List <double> d1 = Statistics.MovingAverage(
GetBusinessDayDataForRange(DateTime.Now, Intervals[0]).
Select(s => Convert.ToDouble(s.Close)).ToArray(), Intervals[0]).ToList();
List <double> d2 = Statistics.MovingAverage(
GetBusinessDayDataForRange(DateTime.Now, Intervals[1]).
Select(s => Convert.ToDouble(s.Close)).ToArray(), Intervals[1]).ToList();
double[] xd = d1.ToArray();
double[] yd = d2.Skip(d2.Count() - d1.Count()).ToArray();
CubicSpline Curvedata = CubicSpline.InterpolateAkima(
d1.Select((s, i2) => new { i2, s })
.Select(t => Convert.ToDouble(t.i2)).ToArray(),
d1);
while (d1.Count() != d2.Count())
{
if (d1.Count() > d2.Count())
{
d2.Insert(0, 0);
}
else
{
d1.Insert(0, 0);
}
}
double[] intersects0 = Polyfit(xd, yd, 0);
List <Tuple <int, double> > Intersects = new List <Tuple <int, double> >();
int i = 0;
foreach (double di in yd)
{
if (di * 0.999 <= intersects0[0] && di * 1.001 >= intersects0[0])
{
Intersects.Add(new Tuple <int, double>(i, di));
}
i++;
}
/*
*
*
* CubicSpline Curvedata = CubicSpline.InterpolateAkima(
* d1.Select((s, i2) => new { i2, s })
* .Select(t => Convert.ToDouble(t.i2)).ToArray(),
* d1);
*
*
* while (d1.Count() != d2.Count())
* {
* if (d1.Count() > d2.Count())
* {
* d2.Insert(0, double.NaN);
* }
* else
* {
* d1.Insert(0, double.NaN);
* }
* }
* List<Tuple<int, double>> Intersects = new List<Tuple<int, double>>();
* int i = 0;
* foreach (double di in d1)
* {
* //need to add a little bit of gliding here as well...
* if (!double.IsNaN(di) && !double.IsNaN(d2[i]) && (di <= d2[i]*0.92 && di >= d2[i] * 1.07))
* {
* Intersects.Add(new Tuple<int, double>(i, di));
* }
* i++;
* }*/
try
{
int Sellmax = (Intersects.Where(x => Curvedata.Differentiate(x.Item2) < 0).Count() > 0) ? Intersects.Where(x => Curvedata.Differentiate(x.Item2) < 0).Last().Item1 : 0;
int Buymax = (Intersects.Where(x => Curvedata.Differentiate(x.Item2) > 0).Count() > 0) ? Intersects.Where(x => Curvedata.Differentiate(x.Item2) > 0).Last().Item1 : 0;
if (Sellmax > Buymax && Sellmax > 0)
{
return(new TradingRecommendation(
Instrument,
ImperaturGlobal.GetMoney(0, Instrument.CurrencyCode),
ImperaturGlobal.GetMoney(Convert.ToDecimal(Intersects.Where(x => x.Item1.Equals(Sellmax)).Last().Item2), Instrument.CurrencyCode),
DateTime.Now,
DateTime.Now,
TradingForecastMethod.Crossover
));
}
if (Buymax > Sellmax && Buymax > 0)
{
return(new TradingRecommendation(
Instrument,
ImperaturGlobal.GetMoney(Convert.ToDecimal(Intersects.Where(x => x.Item1.Equals(Buymax)).Last().Item2), Instrument.CurrencyCode),
ImperaturGlobal.GetMoney(0, Instrument.CurrencyCode),
DateTime.Now,
DateTime.Now,
TradingForecastMethod.Crossover
));
}
}
catch (Exception ex)
{
int gg = 0;
}
return(Recommendation);
}
