private double SSTOk(int kperiod, DateTime FromDate)
{
TradingDay mod = History.OrderBy(x => Math.Abs(x.TradeDate.Ticks - FromDate.Ticks)).First();
int index = History.IndexOf(mod);
double High = 0;
double Low = 99999999;
for (int i = 0; i < kperiod; i++)
{
if (History[i + index].Low < Low)
{
Low = History[i + index].Low;
}
if (History[i + index].High > High)
{
High = History[i + index].High;
}
}
double K = 100 * ((History[0 + index].AdjustedClose) - Low) / (High - Low);
return(K);
}
public void tawrap(int fastk, int k, int d, DateTime from, int period, out int begid, out int noblemen, out Core.RetCode b)
{
TradingDay mod = History.OrderBy(x => Math.Abs(x.TradeDate.Ticks - from.Ticks)).First();
int index = History.IndexOf(mod);
double[] Highs = History.Select(x => x.High).ToArray();
double[] Lows = History.Select(x => x.Low).ToArray();
double[] Close = History.Select(x => x.ClosingPrice).ToArray();
int endindex = index + period;
int begidx;
int NBElement;
double[] slowk = new double[endindex];
double[] slowd = new double[endindex];
Core.RetCode a = TicTacTec.TA.Library.Core.Stoch(index, endindex, Highs, Lows, Close, fastk, k, Core.MAType.Ema, d, Core.MAType.Ema, out begidx, out NBElement, slowk, slowd);
begid = begidx;
noblemen = NBElement;
b = a;
Stoick = slowk.ToList();
Stoicd = slowd.ToList();
System.IO.StreamWriter t = new System.IO.StreamWriter(@"C:\Temp\Res.csv");
for (int i = 0; i < endindex; i++)
{
string wrietline = Environment.NewLine + slowk[i] + " ," + slowd[i];
t.Write(wrietline);
}
}
public static List <TradingDay> DownloadStocksUsingString(string Ticks, DateTime From)
{
List <TradingDay> Market = new List <TradingDay>();
int c = 1;
HistQuotesDownload dl = new HistQuotesDownload();
dl.Settings.IDs = new string[] { Ticks };
dl.Settings.FromDate = From;
dl.Settings.ToDate = DateTime.Today;
dl.Settings.Interval = HistQuotesInterval.Daily;
Response <HistQuotesResult> resp = dl.Download();
foreach (HistQuotesDataChain hqc in resp.Result.Chains)
{
foreach (HistQuotesData hqd in hqc)
{
TradingDay tempday = new TradingDay(hqc.ID, c, hqd.TradingDate.ToLocalTime(), hqd.Open, hqd.Close,
hqd.High,
hqd.Low, hqd.CloseAdjusted, hqd.PreviousClose, (int)hqd.Volume);
c++;
Market.Add(tempday);
}
}
return(Market);
}
private double SSTOd(int dPeriod, int kPeriod, DateTime FromDate)
{
TradingDay mod = History.OrderBy(x => Math.Abs(x.TradeDate.Ticks - FromDate.Ticks)).First();
int index = History.IndexOf(mod);
double Ks = new double();
for (int i = 0; i < dPeriod; i++)
{
Ks += SSTOk(kPeriod, History[i + index].TradeDate);
}
Ks = Ks / dPeriod;
return(Ks);
}
public List <double> GetSSTO(int kperiod, int dperiod, DateTime Fromdte, bool useEMA)
{
List <double> result = new List <double>();
TradingDay mod = History.OrderBy(x => Math.Abs(x.TradeDate.Ticks - Fromdte.Ticks)).First();
int index = History.IndexOf(mod);
double k = SSTOk(kperiod, History[index].TradeDate);
double d;
if (useEMA)
{
d = SSTOdEMA(dperiod, kperiod, History[index].TradeDate);
}
else
{
d = SSTOd(dperiod, kperiod, History[index].TradeDate);
}
result.Add(k);
result.Add(d);
if (useEMA)
{
double Period = Convert.ToDouble(dperiod);
double Weight = (2.0 / (Period + 1.0));
double numerator = d;
double denomn = 1.0;
for (int i = dperiod; i >= 1; i--)
{
numerator += Math.Pow((1.0 - Weight), i) * SSTOdEMA(dperiod, kperiod, History[i + index].TradeDate);
denomn += Math.Pow((1.0 - Weight), i);
}
double EMA = numerator / denomn;
d = EMA;
}
else
{
for (int i = 1; i < dperiod; i++)
{
d += SSTOd(dperiod, kperiod, History[index + i].TradeDate);
}
d = d / dperiod;
}
result.Add(d);
return(result);
}
public double GetSMA(int period, DateTime FromDate)
{
double SMA = 0.0;
double Period = Convert.ToDouble(period);
TradingDay mod = History.OrderBy(x => Math.Abs(x.TradeDate.Ticks - FromDate.Ticks)).First();
int index = History.IndexOf(mod);
for (int i = 0; i < period; i++)
{
SMA += History[i + index].AdjustedClose;
}
SMA = SMA / Period;
return(SMA);
}
public List <double> GetMACD(int LongPeriod, int ShortPeriod, int Signal, DateTime From)
{
List <double> result = new List <double>();
TradingDay mod = History.OrderBy(x => Math.Abs(x.TradeDate.Ticks - From.Ticks)).First();
int index = History.IndexOf(mod);
double l = GetEMA(LongPeriod, From);
double s = GetEMA(ShortPeriod, From);
double sig = GetEMA(Signal, From);
result.Add(l);
result.Add(s);
result.Add(sig);
return(result);
}
private double SSTOdEMA(int dPeriod, int kPeriod, DateTime FromDate)
{
TradingDay mod = History.OrderBy(x => Math.Abs(x.TradeDate.Ticks - FromDate.Ticks)).First();
int index = History.IndexOf(mod);
double Period = Convert.ToDouble(dPeriod);
double Weight = (2.0 / (Period + 1.0));
double numerator = SSTOk(kPeriod, History[index].TradeDate);
double denomn = 1.0;
for (int i = dPeriod; i >= 1; i--)
{
numerator += Math.Pow((1.0 - Weight), i) * SSTOk(kPeriod, History[i + index].TradeDate);
denomn += Math.Pow((1.0 - Weight), i);
}
double EMA = numerator / denomn;
return(EMA);
}
public double GetEMA(int period, DateTime FromDate)
{
TradingDay mod = History.OrderBy(x => Math.Abs(x.TradeDate.Ticks - FromDate.Ticks)).First();
int index = History.IndexOf(mod);
double Period = Convert.ToDouble(period);
double Weight = (2.0 / (Period + 1.0));
double numerator = History[index].AdjustedClose;
double denomn = 1.0;
for (int i = period; i >= 1; i--)
{
numerator += Math.Pow((1.0 - Weight), i) * History[i + index].AdjustedClose;
denomn += Math.Pow((1.0 - Weight), i);
}
double EMA = numerator / denomn;
return(EMA);
}
public List <Stock> InitialiseStocks(bool test)
{
List <Stock> Result = new List <Stock>();
System.Data.SqlClient.SqlConnection con = new System.Data.SqlClient.SqlConnection();
con.ConnectionString = @"Data Source=(LocalDB)\MSSQLLocalDB;
AttachDbFilename=C:\Users\Ben Roberts\Dropbox\WOERK.mdf;
Integrated Security=True;
Connect Timeout=30;";
con.Open();
DbCommand t = con.CreateCommand();
if (test)
{
Result.Add(new Stock());
Result.Add(new Stock());
Result[0].Ticker = "CBA.AX";
Result[1].Ticker = "BHP.AX";
}
else
{
t.Connection = con;
t.CommandText = "SELECT DISTINCT Ticker FROM StockHist;";
using (DbDataReader dr = t.ExecuteReader())
{
int i = 0;
if (dr.HasRows)
{
while (dr.Read())
{
Stock temp = new Stock();
object c = dr.GetValue(0);
temp.Ticker = (string)c;
Result.Add(temp);
i++;
}
}
}
}
foreach (var c in Result)
{
c.History = new List <TradingDay>();
string temp = "SELECT * FROM StockHist WHERE Ticker = '" + c.Ticker + "';";
t.CommandText = temp;
using (DbDataReader dr = t.ExecuteReader())
{
int i = 0;
if (dr.HasRows)
{
while (dr.Read())
{
object x = dr.GetValue(2);
DateTime date = (DateTime)dr.GetValue(2);
double Opening = (double)dr.GetValue(3);
double Closing = (double)dr.GetValue(4);
double High = (double)dr.GetValue(5);
double Low = (double)dr.GetValue(6);
int Volume = (int)dr.GetValue(7);
double PrevClose = (double)dr.GetValue(9);
double AdjClose = (double)dr.GetValue(10);
TradingDay tempDay = new TradingDay(c.Ticker, i, date, Opening, Closing, High, Low, AdjClose,
PrevClose, Volume);
c.History.Add(tempDay);
i++;
}
}
}
c.SortDates();
}
return(Result);
}
