Pine Willy(Pine pine)
{
var highest = TA.Highest(pine, 5);
var lowest = TA.Lowest(pine, 5);
return(60.0 * (pine - highest) / (highest - lowest) + 80);
}
public static PineNA ValueWhen(PineNA condition, Pine source, uint occurrence = 0)
{
PineNA ret = new PineNA();
Queue <double> Queue = new Queue <double>();
foreach ((double?cond, double sour)tuple in ZipEnd(condition, source, (cond, sour) => (cond, sour)))
{
if (tuple.cond == null)
{
ret.Add(null);
}
else
{
Queue.Enqueue(tuple.sour);
if (occurrence == 0)
{
ret.Add(Queue.Dequeue());
}
else
{
ret.Add(null);
occurrence--;
}
}
}
return(ret);
}
public static Pine ZipEnd(
Pine first, Pine second, Pine third, Pine fourth,
Pine fifth, Pine sixth, Pine seventh, Pine eighth,
Func <double, double, double, double, double, double, double, double, double> result)
{
var fR = ((IEnumerable <double>)first).Reverse();
var sR = ((IEnumerable <double>)second).Reverse();
var tR = ((IEnumerable <double>)third).Reverse();
var fH = ((IEnumerable <double>)fourth).Reverse();
var fF = ((IEnumerable <double>)fifth).Reverse();
var sX = ((IEnumerable <double>)sixth).Reverse();
var sV = ((IEnumerable <double>)seventh).Reverse();
var eG = ((IEnumerable <double>)eighth).Reverse();
var fs = fR.Zip(sR, (s1, s2) => (s1, s2));
var tf = tR.Zip(fH, (s3, s4) => (s3, s4));
var f6 = fF.Zip(sX, (s5, s6) => (s5, s6));
var sE = sV.Zip(eG, (s7, s8) => (s7, s8));
var fstf = fs.Zip(tf, (f, s) => (f.s1, f.s2, s.s3, s.s4));
var fsse = f6.Zip(sE, (f, s) => (f.s5, f.s6, s.s7, s.s8));
var ret = fstf.Zip(fsse, (f, ff) => (f.s1, f.s2, f.s3, f.s4, ff.s5, ff.s6, ff.s7, ff.s8));
return(ret.Reverse().Select(x => result(x.s1, x.s2, x.s3, x.s4, x.s5, x.s6, x.s7, x.s8)).ToPine());
}
public static Pine Linreg(Pine source, int period, int offset = 0)
{
Pine intercept = Intercept(source, period);
Pine slope = Slope(source, period);
return(intercept + slope * (period - 1 - offset));
}
public static PineNA ZipEnd(Pine first, Pine second, Func <double, double, double?> result)
{
var fR = ((IEnumerable <double>)first).Reverse();
var sR = ((IEnumerable <double>)second).Reverse();
var fs = fR.Zip(sR, (f, s) => (f, s));
return(fs.Reverse().Select(x => result(x.f, x.s)).ToPineNA());
}
public static Pine ToPine(this IEnumerable <double> source)
{
Pine ret = new Pine();
foreach (double num in source)
{
ret.Add(num);
}
return(ret);
}
public static Pine operator /(double number, Pine pine)
{
Pine ret = new Pine();
foreach (double num in pine)
{
ret.Add(number / num);
}
return(ret);
}
Pine TSIfor3min(Pine pine)
{//csi = 90+91 * (ema(ema(low-low[1], 36), 2) / ema(ema(abs(low-low[1]), 36), 2))
Pine emaSrc36 = TA.Ema(pine, 36);
Pine emaSrc36abs = TA.Ema(TA.Abs(pine), 36);
Pine emaemaSrc36 = TA.Ema(emaSrc36, 2);
Pine emaemaSrc36abs = TA.Ema(emaSrc36abs, 2);
Pine ret = 90 + (91 * emaemaSrc36) / emaemaSrc36abs;
return(ret);
}
public static Pine operator -(Pine pine, double number)
{
Pine ret = new Pine();
foreach (double num in pine)
{
ret.Add(num - number);
}
return(ret);
}
/// <summary>Выбирает возвращаемые значения из элементов двух последовательностей по условию в первой последовательности</summary>
/// <param name="pineBool">Последовательность задающая условие выбора</param>
/// <param name="pineTrue">Последовательность для True</param>
/// <param name="pineFalse">Последовательность для False</param>
/// <returns></returns>
public static Pine IIF(PineBool pineBool, Pine pineTrue, Pine pineFalse)
{
var bl = ((IEnumerable <bool>)pineBool).Reverse();
var tr = ((IEnumerable <double>)pineTrue).Reverse();
var fl = ((IEnumerable <double>)pineFalse).Reverse();
var btf = bl.Zip(tr, (b, t) => (b, t)).Zip(fl, (bt, f) => (bt.b, bt.t, f));
return(btf.Reverse().Select(x => x.b ? x.t : x.f).ToPine());
}
public static Pine IIF(PineBool pineBool, double pineTrue, Pine pineFalse)
{
var bl = ((IEnumerable <bool>)pineBool).Reverse();
var tr = pineTrue;
var fl = ((IEnumerable <double>)pineFalse).Reverse();
var bf = bl.Zip(fl, (b, f) => (b, f));
return(bf.Reverse().Select(x => x.b ? tr : x.f).ToPine());
}
public static Pine IIF(PineBool pineBool, Pine pineTrue, double pineFalse)
{
var bl = ((IEnumerable <bool>)pineBool).Reverse();
var tr = ((IEnumerable <double>)pineTrue).Reverse();
var fl = pineFalse;
var bt = bl.Zip(tr, (b, t) => (b, t));
return(bt.Reverse().Select(x => x.b ? x.t : fl).ToPine());
}
public static Pine ZipEnd(Pine first, Pine second, Pine third, Func <double, double, double, double> result)
{
var fR = ((IEnumerable <double>)first).Reverse();
var sR = ((IEnumerable <double>)second).Reverse();
var tR = ((IEnumerable <double>)third).Reverse();
var fsr = fR.Zip(sR, (f, s) => (f, s)).Zip(tR, (fs, t) => (fs.f, fs.s, t));
return(fsr.Reverse().Select(x => result(x.f, x.s, x.t)).ToPine());
}
Pine Tradition(Pine pine, Pine pVolume)
{
var tci = TCI(pine);
var mf = MF(pine, pVolume);
var rsi = TA.RSI(pine, 3);
OutValues.Add("tci", tci);
OutValues.Add("mf", mf);
OutValues.Add("rsi", rsi);
return(Pine.ZipEnd(tci, mf, rsi, (t, m, r) => (t + r + m) / 3.0));
}
public static Pine ToPine_v1(this IEnumerable <decimal?> source)
{
Pine p = new Pine();
List <double?> boo = new List <double?>();
foreach (var item in source)
{
boo.Add(decimal.ToDouble((decimal)item));
}
return(p);
}
Pine TCI(Pine pine)
{
//Pine emaSrc35, src_emaSrc35, abs_src_emaSrc35, emaAbs, comm, ret;
Pine
emaSrc35 = TA.Ema(pine, 35);
Pine src_emaSrc35 = pine - emaSrc35;
Pine abs_src_emaSrc35 = TA.Abs(src_emaSrc35);
Pine emaAbs = TA.Ema(abs_src_emaSrc35, 35);
Pine comm = src_emaSrc35 / (0.025 * emaAbs);
Pine ret = TA.Ema(comm, 5) + 50;
return(ret);
}
public static Pine VolumeToPine(this List <TradeBucketedDto> source)
{
Pine p = new Pine();
List <double?> boo = new List <double?>();
foreach (var item in source.OrderBy(x => x.Timestamp))
{
boo.Add(item.Volume == null ? null : (double?)Convert.ToDouble(item.Volume));//
}
p = boo.ToPine(Enums.Approximation.LinearNew);
return(p);
}
public static Pine ZipEnd(Pine first, Pine second, Pine third, Pine fourth, Func <double, double, double, double, double> result)
{
var fR = ((IEnumerable <double>)first).Reverse();
var sR = ((IEnumerable <double>)second).Reverse();
var tR = ((IEnumerable <double>)third).Reverse();
var fH = ((IEnumerable <double>)fourth).Reverse();
var fs = fR.Zip(sR, (f, s) => (s1: f, s2: s));
var tf = tR.Zip(fH, (t, f4) => (s3: t, s4: f4));
var fsrf = fs.Zip(tf, (f, s) => (f.s1, f.s2, s.s3, s.s4));
return(fsrf.Reverse().Select(x => result(x.s1, x.s2, x.s3, x.s4)).ToPine());
}
Pine MF(Pine pine, Pine pVolume)
{
var pChange = TA.Change(pine);
var chnM = TA.ZipEnd(pChange, pine, (ch, cl) => ch <= 0 ? 0 : cl).ToPine();
var sumChnM = TA.Sum(pVolume * chnM, 3);
var chnL = TA.ZipEnd(pChange, pine, (ch, cl) => ch >= 0 ? 0 : cl).ToPine();
var sumChnL = TA.Sum(pVolume * chnL, 3);
//mf(src) => rsi(sum(volume * (change(src) <= 0 ? 0 : src), 3), sum(volume * (change(src) >= 0 ? 0 : src), 3))
return(TA.RSI(sumChnM, sumChnL));
//var result = TradingAlgos.Alroritm(candles6, 35, 5, 3);
}
public static PineBool CrossOver(Pine xSource, Pine ySource)
{
IEnumerable <(double x, double y)> tuples = ZipEnd(xSource, ySource, (x, y) => (x, y));
PineBool ret = new PineBool();
(double x, double y)prev = tuples.First();
ret.Add(prev.x == prev.y);
tuples = tuples.Skip(1);
foreach ((double x, double y)tupl in tuples)
{
ret.Add(tupl.x == tupl.y || (tupl.x > tupl.y && prev.x < prev.y));
prev = tupl;
}
return(ret);
}
public static Pine Ema(Pine source, int period)
{
double[] emaValues = new double[source.Count];
var sourceFix = source.ToArray();
var sma = TA.Ema(0, source.Count - 1, sourceFix, period, out int outBegIdx, out int outNbElement, emaValues);
if (sma == TA.RetCode.Success)
{
return(emaValues.Take(outNbElement).ToPine());
}
throw new Exception("Could not calculate EMA!");
}
public static Pine Linreg(Pine source, int period = 14)
{
// int outBegIdx, outNbElement;
double[] outValues = new double[source.Count];
var sourceFix = source.ToArray();
var ema = TA.LinearReg(0, source.Count - 1, sourceFix, period, out int outBegIdx, out int outNbElement, outValues);
if (ema == TA.RetCode.Success)
{
return(outValues.Take(outNbElement).ToPine());
}
throw new Exception("Could not calculate RSI!");
}
public static Pine Sma(Pine source, int period = 30)
{
// int outBegIdx, outNbElement;
double[] smaValues = new double[source.Count];
//List<double?> outValues = new List<double?>();
var sourceFix = source.ToArray();
var sma = TA.Sma(0, source.Count - 1, sourceFix, period, out int outBegIdx, out int outNbElement, smaValues);
if (sma == TA.RetCode.Success)
{
return(smaValues.Take(outNbElement).ToPine()); /*FixIndicatorOrderingD(smaValues.ToList(), outBegIdx, outNbElement);*/
}
throw new Exception("Could not calculate SMA!");
}
public static List <(double tci, double mf, double willy)> Alroritm(List <Candle> candles, int EMA1Period, int EMA2Period, int MfPeriod)
{
var candlesSort = candles.OrderBy(x => x.TimeStamp).ToList();
Pine close = candlesSort.Close().ToPine();
Pine open = candlesSort.Open().ToPine();
Pine volume = candlesSort.Volume().ToPine();
Pine change = candlesSort.Select(cnd => cnd.Close - cnd.Open).ToPine();
//tci(src) => ema((src - ema(src, 35)) / (0.025 * ema(abs(src - ema(src, 35)), 35)), 5) + 50
Pine tci;
{
Pine emaSrc35 = Ema(close, EMA1Period);
Pine src_emaSrc35 = close - emaSrc35;
Pine abs_src_emaSrc35 = Abs(src_emaSrc35);
tci = Ema(src_emaSrc35, EMA1Period) / (0.025 * Ema(abs_src_emaSrc35, EMA2Period)) + 50;
}
// mf(src) => rsi(sum(volume * (change(src) <= 0 ? 0 : src), 3), sum(volume * (change(src) >= 0 ? 0 : src), 3))
var mf = Mf(candlesSort, MfPeriod);
/// willy(src) => 60 * (src - highest(src, 5)) / (highest(src, 5) - lowest(src, 5)) + 80
var willy = ZipEnd(candles.Close().Select(x => (double)x), Highest(candles.Close(), 5), Lowest(candles.Close(), 5), (c, h, l) => 60.0 * (c - h) / (h - l) + 80).ToList();
//var mfi = Mfi(candlesSort, RSIPeriod);
//var rsi = RSI(candlesSort.Close(), RSIPeriod);
////csi(src) => avg(rsi(src, 3),tsi(src0,35,5)*50+50)
//var csi = ZipEnd(RSI(candles.Close(), 3), TCI)
//int countTrad = new int[] { tsi.Count, mfi.Count, rsi.Count }.Min();
//var tradition = ZipEnd(tsi, mfi, rsi, (t, m, r) => (t + r + m) / 3.0);
//tsi.Skip(tsi.Count - countTrad).Zip(mfi.Skip(mfi.Count - countTrad), (t, m) => t + m).Zip(rsi.Skip(rsi.Count - countTrad), (r, tm) => (r + tm) / 3.0).ToList();
return(ZipEnd(tci, mf, willy, (t, m, w) => (t, m, w)).ToList());
}
public static Pine BarsSince(PineBool source)
{
Pine ret = new Pine();
double count = 0;
foreach (bool x in source)
{
if (x)
{
count++;
}
else
{
count = 0;
}
ret.Add(count);
}
return(ret);
}
public static Pine ZipEnd(Pine first, Pine second, Pine third, Pine fourth, Pine fifth, Pine sixth, Pine seventh,
Func <double, double, double, double, double, double, double, double> result)
{
var fR = ((IEnumerable <double>)first).Reverse();
var sR = ((IEnumerable <double>)second).Reverse();
var tR = ((IEnumerable <double>)third).Reverse();
var fH = ((IEnumerable <double>)fourth).Reverse();
var fF = ((IEnumerable <double>)fifth).Reverse();
var sX = ((IEnumerable <double>)sixth).Reverse();
var sV = ((IEnumerable <double>)seventh).Reverse();
var fs = fR.Zip(sR, (s1, s2) => (s1, s2));
var tf = tR.Zip(fH, (s3, s4) => (s3, s4));
var f6 = fF.Zip(sX, (s5, s6) => (s5, s6)).Zip(sV, (f, s7) => (f.s5, f.s6, s7));
var fsrf = fs.Zip(tf, (f, s) => (f.s1, f.s2, s.s3, s.s4)).Zip(f6, (f, ff) => (f.s1, f.s2, f.s3, f.s4, ff.s5, ff.s6, ff.s7));
return(fsrf.Reverse().Select(x => result(x.s1, x.s2, x.s3, x.s4, x.s5, x.s6, x.s7)).ToPine());
}
Pine f_fractalize(Pine pine)
{
double minMaxFract(IEnumerable <double> segm)
{
int index = segm.Count() / 2;
double elm = segm.ElementAt(index);
IEnumerable <double> items = segm.Take(index).Concat(segm.Skip(index + 1));
if (items.Max() < elm)
{
return(1.0);
}
if (items.Min() > elm)
{
return(-1.0);
}
return(0.0);
}
return(pine.SplitSegments(5).Select(x => minMaxFract(x)).ToPine());
}
//public static Pine BarsSince(PineBool source)
//{
// Pine ret = new Pine();
// foreach (bool x in source)
// {
// if (x)
// count++;
// else if()
// else
// count = 0;
// ret.Add(count);
// }
// return ret;
//}
public static Pine BarsSince(PineBool source)
{
Pine buf = new Pine();
double count = 0;
for (int i = 0; i < source.Count; i++)
{
if (source[i])
{
count = 1;
}
else if (i > 0 && !source[i] && buf.ElementAt(i - 1) > 0)
{
count++;
}
else
{
count = 0;
}
buf.Add(count);
}
buf.Reverse();
return(buf);
}
PineBool CrossOver(Pine xSource, Pine ySource) => TA.CrossOver(xSource, ySource);
Pine ValueWhen(PineNA condition, Pine source, uint occurrence) => TA.ValueWhen(condition, source, occurrence).ToPine(Enums.Approximation.Step);