//crossup: avgList1 crossup avgList2
public bool AveragedPriceCrossed(PriceList avgList1, PriceList avgList2, DateTime date, bool crossUp)
{
if (avgList1 == null || avgList2 == null || avgList1.period != avgList2.period || avgList1.interval == avgList2.interval)
{
return(false);
}
var adjustedDate = MathLib.GetDateForPeriod(date, avgList1.period);
var index1 = avgList1.FindIndex(adjustedDate);
var index2 = avgList2.FindIndex(adjustedDate);
var previousIndex1 = index1 - 1;
var previousIndex2 = index2 - 1;
if (previousIndex1 < 0 || previousIndex2 < 0)
{
return(false);
}
if (avgList1[index1].Date != avgList2[index2].Date || avgList1[previousIndex1].Date != avgList2[previousIndex2].Date)
{
return(false);
}
if (crossUp)
{
return(avgList1[previousIndex1].Close <= avgList2[previousIndex2].Close &&
avgList1[index1].Close >= avgList2[index2].Close);
}
else
{
return(avgList1[previousIndex1].Close >= avgList2[previousIndex2].Close &&
avgList1[index1].Close <= avgList2[index2].Close);
}
}
public void FindCross(Period period, int range, bool crossUp, DateTime startDate)
{
AddAveragedData(period);
startDate = MathLib.GetDateForPeriod(startDate, period);
var dataShort = FindList(period, Intervals[0]);
var dataMedium = FindList(period, Intervals[1]);
var dataLong = FindList(period, Intervals[2]);
var count = dataShort.Count;
if (dataLong.Count < range)
{
return;
}
for (var i = 0; i < range; i++)
{
if (AveragedPriceCrossed(dataShort, dataMedium, dataShort[count - i - 1].Date, CrossRange, crossUp) &&
AveragedPriceCrossed(dataShort, dataLong, dataShort[count - i - 1].Date, CrossRange, crossUp))
{
//Console.WriteLine($"find {Code} in {dataShort[count - i - 1].Date}"
// + (dataShort[count - i - 1].Close < RawData[RawData.Count-1].Close ? "price up" : "price down"));
StockCrossData.Add(new CrossData {
Period = period, CrossDate = dataShort[count - i - 1].Date,
Direction = dataShort[count - i - 1].Close < RawData[RawData.Count - 1].Close ? CrossDirection.Up : CrossDirection.Down
});
}
}
}
public bool AveragedPriceCrossed(PriceList avgList1, PriceList avgList2, DateTime date, int intervalRange, bool crossUp)
{
if (avgList1 == null || avgList2 == null || avgList1.period != avgList2.period || avgList1.interval == avgList2.interval)
{
return(false);
}
var adjustedDate = MathLib.GetDateForPeriod(date, avgList1.period);
var index1 = avgList1.FindIndex(adjustedDate);
var index2 = avgList2.FindIndex(adjustedDate);
if (index1 < 0 || index2 < 0 || index1 < intervalRange || index2 < intervalRange)
{
return(false);
}
if (crossUp)
{
if (avgList1[index1].Close >= avgList2[index2].Close)
{
for (var i = 1; i <= intervalRange; i++)
{
if (avgList1[index1 - i].Date != avgList2[index2 - i].Date)
{
return(false);
}
if (avgList1[index1 - i].Close <= avgList2[index2 - i].Close)
{
return(true);
}
}
}
return(false);
}
else
{
if (avgList1[index1].Close <= avgList2[index2].Close)
{
for (var i = 1; i < intervalRange; i++)
{
if (avgList1[index1 - i].Date != avgList2[index2 - i].Date)
{
return(false);
}
if (avgList1[index1 - i].Close >= avgList2[index2 - i].Close)
{
return(true);
}
}
}
return(false);
}
}
