public bool SellCondition(
ref SimulationVariable simulationVariable,
ref DataList dataList,
ref BasicFinancialReportListModel financialdata, int j)
{
if (simulationVariable.HasBuy && dataList.TechData[j].ReturnOnInvestment > 0)
{
CountRaiseDays++;
}
else if (dataList.TechData[j].ReturnOnInvestment != 0 || simulationVariable.HasBuy)
{
CountRaiseDays = 0;
}
simulationVariable.MoveStopLossPercentage = Acc;
if (
(simulationVariable.Accumulation > 6) ||// && dataList.TechData[j].ReturnOnInvestment < 4)
simulationVariable.Accumulation < -5 ||
CountRaiseDays == 5
)
{
CountRaiseDays = 0;
return(true);
}
return(false);
}
double LatestYearValuation(ref BasicFinancialReportListModel financialdata)
{
double returnValuation = 0;
if (financialdata.FinancialDataList[financialdata.BasicFinancialInt].Date.Year <= 2007)
{
if (financialdata.BasicFinancialInt >= 1)
{
returnValuation = Valuation(financialdata.FinancialDataList[financialdata.BasicFinancialInt])
+ Valuation(financialdata.FinancialDataList[financialdata.BasicFinancialInt - 1]);
}
}
else
{
if (financialdata.BasicFinancialInt >= 3)
{
returnValuation = Valuation(financialdata.FinancialDataList[financialdata.BasicFinancialInt])
+ Valuation(financialdata.FinancialDataList[financialdata.BasicFinancialInt - 1])
+ Valuation(financialdata.FinancialDataList[financialdata.BasicFinancialInt - 2])
+ Valuation(financialdata.FinancialDataList[financialdata.BasicFinancialInt - 3]);
}
}
return(returnValuation);
}
int CountKeepingRaise(ref BasicFinancialReportListModel financialdata, string field)
{
int count = 1;
int counting = financialdata.BasicFinancialInt;
for (int i = financialdata.BasicFinancialInt; i > 0; i--)
{
PropertyInfo propertyNext = financialdata.FinancialDataList[i].GetType().GetProperty(field);
double? valueNext = (double?)propertyNext.GetValue(financialdata.FinancialDataList[i]);
PropertyInfo propertyPre = financialdata.FinancialDataList[i - 1].GetType().GetProperty(field);
double? valuePre = (double?)propertyNext.GetValue(financialdata.FinancialDataList[i - 1]);
if (valueNext > valuePre)
{
count++;
}
else
{
break;
}
}
return(count);
}
double?AccumulationYoY(ref BasicFinancialReportListModel financialdata, string field)
{
int counting = financialdata.BasicFinancialInt;
if (counting < 8)
{
return(-1000);
}
double?valueNext = 0;
double?valuePre = 0;
for (int i = 0; i < 4; i++)
{
PropertyInfo propertyNext = financialdata.FinancialDataList[counting - i].GetType().GetProperty(field);
valueNext += (double?)propertyNext.GetValue(financialdata.FinancialDataList[counting - i]);
}
for (int i = 4; i < 8; i++)
{
PropertyInfo propertyPre = financialdata.FinancialDataList[counting - i].GetType().GetProperty(field);
valuePre += (double?)propertyPre.GetValue(financialdata.FinancialDataList[counting - i]);
}
double?yoy = ((valueNext / valuePre) - 1) * 100;
return(yoy);
}
public bool BuyCondition(
ref SimulationVariable simulationVariable,
ref DataList dataList,
ref BasicFinancialReportListModel financialdata, int j)
{
if (
dataList.ReturnValue("CountRaiseinDays-20", j) > 12
)
{
return(true);
}
return(false);
}
void UpdateOutputData(ref BasicFinancialReportListModel financialdata)
{
double latestYearValuation = LatestYearValuation(ref financialdata);
double[] BeforeYearValuationArray = new double[4];
BeforeYearValuationArray[0] = BeforeYearValuation(ref financialdata, 1);
BeforeYearValuationArray[1] = BeforeYearValuation(ref financialdata, 2);
BeforeYearValuationArray[2] = BeforeYearValuation(ref financialdata, 3);
BeforeYearValuationArray[3] = BeforeYearValuation(ref financialdata, 4);
InitialData.OutputData.Evaluation_1Year = System.Math.Round(latestYearValuation, 2);
InitialData.OutputData.Evaluation_2Year = System.Math.Round(BeforeYearValuationArray[0], 2);
InitialData.OutputData.Evaluation_3Year = System.Math.Round(BeforeYearValuationArray[1], 2);
InitialData.OutputData.Evaluation_4Year = System.Math.Round(BeforeYearValuationArray[2], 2);
InitialData.OutputData.Evaluation_5Year = System.Math.Round(BeforeYearValuationArray[3], 2);
}
public bool SellCondition(
ref SimulationVariable simulationVariable,
ref DataList dataList,
ref BasicFinancialReportListModel financialdata, int j)
{
simulationVariable.MoveStopLossPercentage = Acc;
if (simulationVariable.Accumulation < -1
//(dataList.ReturnValue("CountRaiseinDays-20", j) > 9 && simulationVariable.Accumulation > 1)
//|| (dataList.ReturnValue("CountRaiseinDays-20", j) > 9 && simulationVariable.Accumulation < -2)
|| simulationVariable.Accumulation > 1
)
{
return(true);
}
return(false);
}
double?YoY(ref BasicFinancialReportListModel financialdata, string field)
{
int counting = financialdata.BasicFinancialInt;
if (counting < 4)
{
return(-1000);
}
PropertyInfo propertyNext = financialdata.FinancialDataList[counting].GetType().GetProperty(field);
double? valueNext = (double?)propertyNext.GetValue(financialdata.FinancialDataList[counting]);
PropertyInfo propertyPre = financialdata.FinancialDataList[counting - 4].GetType().GetProperty(field);
double? valuePre = (double?)propertyNext.GetValue(financialdata.FinancialDataList[counting - 4]);
double?yoy = ((valueNext / valuePre) - 1) * 100;
return(yoy);
}
bool ValuationConditionSatisfied(ref BasicFinancialReportListModel financialdata, int countRefYear)
{
UpdateOutputData(ref financialdata);
bool condiotionsatisfied = true;
if (LatestYearValuation(ref financialdata) > BeforeYearValuation(ref financialdata, 1) * ValuationLatestParameter)
{
if (countRefYear == 4)
{
if (BeforeYearValuation(ref financialdata, 2) > BeforeYearValuation(ref financialdata, 3) * ValuationParameter &&
BeforeYearValuation(ref financialdata, 3) > BeforeYearValuation(ref financialdata, 4) * ValuationParameter)
{
return(true);
}
if (BeforeYearValuation(ref financialdata, 1) > BeforeYearValuation(ref financialdata, 2) * ValuationParameter &&
BeforeYearValuation(ref financialdata, 3) > BeforeYearValuation(ref financialdata, 4) * ValuationParameter)
{
return(true);
}
}
for (int i = 1; i <= countRefYear - 1; i++)
{
// if it is not satfified condition . test every year
if (BeforeYearValuation(ref financialdata, i) < BeforeYearValuation(ref financialdata, i + 1) * ValuationParameter)
{
condiotionsatisfied = false;
break;
}
}
}
else
{
condiotionsatisfied = false;
}
return(condiotionsatisfied);
}
double BeforeYearValuation(ref BasicFinancialReportListModel financialdata, int previousYear)
{
int referenceYear = financialdata.FinancialDataList[financialdata.BasicFinancialInt].Date.Year - previousYear;
double returnValuation = 0;
int countRef = (referenceYear >= 2008) ? 4 : 2;
int count = 0;
for (int i = financialdata.BasicFinancialInt; i >= 0; i--)
{
if (financialdata.FinancialDataList[i].Date.Year == referenceYear)
{
returnValuation += Valuation(financialdata.FinancialDataList[i]);
count++;
}
if (count == countRef)
{
break;
}
}
return(returnValuation);
}
public bool BuyCondition(
ref SimulationVariable simulationVariable,
ref DataList dataList,
ref BasicFinancialReportListModel financialdata, int j)
{
if (!simulationVariable.HasBuy && dataList.TechData[j].ReturnOnInvestment > 0)
{
CountRaiseDays++;
}
else if (dataList.TechData[j].ReturnOnInvestment != 0 || simulationVariable.HasBuy)
{
CountRaiseDays = 0;
}
if (
CountRaiseDays == 4
)
{
return(true);
}
return(false);
}
public bool SellCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
simulationVariable.MoveStopLossPercentage = 5;
if (simulationVariable.Accumulation > Acc ||
simulationVariable.Accumulation < -5
)//|| simulationVariable.ConditionSatifiedMoveStopLoss("MoveStopLossPercentage"))//simulationVariable.ConditionSatifiedMoveStopLoss("MoveStopLossPercentage"))// || dataList.CoditionSatified("MinValue-1", "MinValue-10", j))
{
return(true);
}
return(false);
}
//double IStrategy.Acc { get { return Acc; } set => this.Acc = Acc; }
public bool BuyCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
if (dataList.CoditionSatified("MoveAverageValue-1", "BollingerBandsDown-20", j) &&
dataList.CoditionSatified("BollingerBandsDown-20", "MoveAverageValue-1", j - 1) &&
dataList.CoditionSatifiedIsBiggerValue("MoveAverageValue-30", j, 200)
//&& double.Parse(dataList.TechData[j].ClosePrice.ToString()) * double.Parse(dataList.TechData[j].Volume.ToString()) > 10000
) //&& dataList.CoditionSatified("BollingerBandsDown-5", "MoveAverageValue-1", j) && financialdata.ComparerFinancial("QCashFlowPerShare",3,4))
// if (dataList.CoditionSatified("MoveAverageValue-1", "MoveAverageValue-20", j)
//&& dataList.CoditionSatified("MoveAverageValue-20", "MoveAverageValue-1", j - 1)
// )
{
return(true);
}
return(false);
}
public bool SellCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
bool fin = financialdata.ComparerFinancial("QEarningPerShare", 0, 1, false);
if (
(simulationVariable.Accumulation > Acc ||
simulationVariable.Accumulation < -Acc) &&
(dataList.TechData[j].Date.Month == 1 || dataList.TechData[j].Date.Month == 2 || dataList.TechData[j].Date.Month == 3))
{
return(true);
}
return(false);
}
public bool BuyCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
if (!simulationVariable.HasBuy && dataList.TechData[j].ReturnOnInvestment < 0)
{
CountDropDays++;
}
else if (dataList.TechData[j].ReturnOnInvestment != 0 || simulationVariable.HasBuy)
{
CountDropDays = 0;
}
if (
dataList.ReturnValue("MinValue-10", j) == double.Parse(dataList.TechData[j].Volume.ToString()) &&
(dataList.TechData[j].Date.Month == 7 || dataList.TechData[j].Date.Month == 8) &&
dataList.CoditionSatified("BollingerBandsDown-20", "MoveAverageValue-1", j)) //&& dataList.CoditionSatified("BollingerBandsDown-5", "MoveAverageValue-1", j) && financialdata.ComparerFinancial("QCashFlowPerShare",3,4))
{
return(true);
}
return(false);
}
public bool SellCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
if (simulationVariable.HasBuy && dataList.TechData[j].ReturnOnInvestment > 0)
{
CountDropDays++;
}
else if (dataList.TechData[j].ReturnOnInvestment != 0 || simulationVariable.HasBuy)
{
CountDropDays = 0;
}
if (
(simulationVariable.Accumulation > StopLossAndRaise) ||
simulationVariable.Accumulation < -StopLossAndRaise ||
CountDropDays == Acc
)
{
CountDropDays = 0;
return(true);
}
return(false);
}
public bool SellCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
//return true;
//if (j < 0 || dataList.TechData.Count - j <= 0 || financialdata.RevenueInt - 1 < 0 || financialdata.RevenueInt >= financialdata.RevenueList.Count)
// return false;
if (
//dataList.TechData[j].Date.Month ==6 || dataList.TechData[j].Date.Month==9 || dataList.TechData[j].Date.Month==12 || dataList.TechData[j].Date.Month==4
simulationVariable.Accumulation > 20 || simulationVariable.Accumulation < -20
)
{
return(true);
}
return(false);
}
public bool SellCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
if (simulationVariable.Accumulation > 4 ||
simulationVariable.Accumulation < -4 ||
(simulationVariable.HaveStockDayContainHoliday > 20 && simulationVariable.Accumulation > 1)
)
{
return(true);
}
return(false);
}
public bool BuyCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
if (!simulationVariable.HasBuy && dataList.TechData[j].ReturnOnInvestment > 0)
{
CountRaiseDays++;
}
else if (dataList.TechData[j].ReturnOnInvestment != 0 || simulationVariable.HasBuy)
{
CountRaiseDays = 0;
}
//if (PreStartBuy && dataList.TechData[j].ReturnOnInvestment < 0)
//{
// StartBuy = true;
//}
//else if (PreStartBuy && dataList.TechData[j].ReturnOnInvestment > 0)
//{
// PreStartBuy = false;
//}
if (CountRaiseDays == CountRaiseDaysParameter)
{
StartBuy = true;
}
if (StartBuy
//|| dataList.ReturnValue("CountRaiseinDays-20", j) > 6
)
{
PreStartBuy = false;
StartBuy = false;
return(true);
}
return(false);
}
public bool SellCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
//if ((simulationVariable.Accumulation > Acc)//&& dataList.ReturnValue("MoveAverageValue-20", j) < dataList.ReturnValue("MoveAverageValue-1", j) * 1.1)
// || (simulationVariable.Accumulation < -StopLoss)// //|| simulationVariable.MaxRatio > 5
// //|| (simulationVariable.HaveStockDayContainHoliday > 20 && simulationVariable.Accumulation > 1)
// )
return(true);
return(false);
}
public bool BuyCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
if (
dataList.CoditionSatified("MoveAverageValue-1", "BollingerBandsDown-20", j) &&
dataList.CoditionSatified("BollingerBandsDown-20", "MoveAverageValue-1", j - 1)
)
{
return(true);
}
return(false);
}
public bool BuyCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
if (dataList.CoditionSatified("MoveAverageValue-1", "MoveAverageValue-30", j, Times: 2) &&
dataList.CoditionSatified("MoveAverageValue-1", "MoveAverageValue-30", j, 3, false) &&
dataList.TechData[j].ReturnOnInvestment >= 5 &&
dataList.TechData[j].ReturnOnInvestment <= 6
//&& dataList.TechData[j].ClosePrice >= 20
//&& dataList.TechData[j].Date.Month != 3
//&& dataList.TechData[j].Date.Month != 4
//&& dataList.TechData[j].Date.Month != 6
&& dataList.TechData[j].Date.Month == Acc
//&& (dataList.TechData[j].ClosePrice>=40 || dataList.TechData[j].ClosePrice <= 20)
&& dataList.CoditionSatifiedIsBiggerValue("MoveAverageValue-30", j, 1400) &&
!dataList.CoditionSatifiedIsBiggerValue("MoveAverageValue-30", j, 7400)
)
{
return(true);
}
return(false);
}
public bool SellCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
simulationVariable.MoveStopLossPercentage = Acc;
if ((simulationVariable.Accumulation > 7 && dataList.TechData[j].ReturnOnInvestment < 2) ||
simulationVariable.Accumulation < -7 ||
(simulationVariable.HaveStockDay > 16 && simulationVariable.Accumulation < -2) ||
(simulationVariable.HaveStockDay > 15 && simulationVariable.Accumulation > 1 && dataList.TechData[j].ReturnOnInvestment < 2)
)
{
return(true);
}
return(false);
}
public bool BuyCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
// if (financialdata.RevenueInt - 2 < 0 || financialdata.BasicFinancialInt <= 0 || financialdata.BasicFinancialInt - 20 <= 0 ||j<30) return false;
// financialdata.InitialDate(dataList.TechData[j].Date);
// double? CFC_Yearly = 0;
// double? CFC_5Year = 0;
// double? QCashFlowFromOperatingAction = 0;
// double? QNetIncome = 0;
// double? LongTermLiability = 0;
// double? TotalLiability = 0;
// double? QCashFlow_QNetIncome = 0;
// int count = 0;
// int countY = 1;
// for (int i = financialdata.BasicFinancialInt; i > financialdata.BasicFinancialInt - 20; i--)
// {
// QCashFlowFromOperatingAction += financialdata.FinancialDataList[i].QCashFlowFromOperatingAction;
// QNetIncome += financialdata.FinancialDataList[i].QNetIncome;
// countY++;
// if(countY%4==0)
// {
// QCashFlow_QNetIncome += (QCashFlowFromOperatingAction/ QNetIncome);
// QCashFlowFromOperatingAction = 0;
// QNetIncome = 0;
// }
// if (count < 4)
// {
// CFC_Yearly += financialdata.FinancialDataList[i].QCashFlowFromOperatingAction - financialdata.FinancialDataList[i].QCashFlowfromInvestmentAction;
// LongTermLiability += financialdata.FinancialDataList[i].QLong_TermLiabilities;
// TotalLiability += financialdata.FinancialDataList[i].QTotalLiabilities;
// count++;
// }
// CFC_5Year += financialdata.FinancialDataList[i].QCashFlowFromOperatingAction - financialdata.FinancialDataList[i].QCashFlowfromInvestmentAction;
// }
// QCashFlow_QNetIncome = QCashFlow_QNetIncome / 5;
// if (dataList.TechData[j].CashYieldRate >= 5 &&
// financialdata.RevenueList[financialdata.RevenueInt].YoYPercentage_MonthlySale > 0 &&
// financialdata.RevenueList[financialdata.RevenueInt - 1].YoYPercentage_MonthlySale > 0 &&
// financialdata.FinancialDataList[financialdata.BasicFinancialInt].QLong_TermLiabilities / financialdata.FinancialDataList[financialdata.BasicFinancialInt].QTotalLiabilities < 0.3 &&
// //LongTermLiability/TotalLiability<0.3&&
// QCashFlowFromOperatingAction / QNetIncome >= 1 &&
// //QCashFlow_QNetIncome>=1&&
// financialdata.ComparerFinancial("QReturnonEquityPercentage_A", 20, 4, false, true) &&
// financialdata.ComparerFinancial("QReturnonEquityPercentage_A", 15, 20, false, true) &&
// CFC_5Year > 0 &&
// CFC_Yearly > 0 &&
// financialdata.ComparerFinancial("QNetIncomePercentage", 10, 20, Yearly: true) && //稅後淨利率
// financialdata.ComparerFinancial("QNetIncomePercentage", 10, 4, Yearly: true)
// //financialdata.ComparerFinancial("QNetIncomePercentage", 20, 4, true, Yearly: true)
// //&& dataList.CoditionSatifiedIsBiggerValue( "MoveAverageValue-30",j ,500)
// //&& dataList.CoditionSatified("BollingerBandsDown-20", "MoveAverageValue-1", j - 1)
// //&& dataList.CoditionSatified("MoveAverageValue-1", "BollingerBandsDown-20", j)
//)// && financialdata.ComparerFinancial("QCashFlowPerShare",3,4))
return(true);
return(false);
}
public bool SellCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
//if (j < 0 || dataList.TechData.Count - j <= 0 || financialdata.RevenueInt - 1 < 0 || financialdata.RevenueInt >= financialdata.RevenueList.Count)
// return false;
if (
//dataList.TechData[j].CashYieldRate <= 2.5
//|| financialdata.RevenueList[financialdata.RevenueInt].YoYPercentage_MonthlySale < -20
//|| (financialdata.RevenueList[financialdata.RevenueInt].YoYPercentage_MonthlySale < -10 && financialdata.RevenueList[financialdata.RevenueInt - 1].YoYPercentage_MonthlySale < -10)
simulationVariable.Accumulation > 20 || //|| !ValuationConditionSatisfied(ref financialdata, valuationParameter)
simulationVariable.Accumulation < -20
)
{
return(true);
}
return(false);
}
public bool BuyCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
if (!simulationVariable.HasBuy && dataList.TechData[j].ReturnOnInvestment < 0)
{
CountDropDays++;
}
else if (dataList.TechData[j].ReturnOnInvestment != 0 || simulationVariable.HasBuy)
{
CountDropDays = 0;
}
if (CountDropDays == CountDropDaysParameter
//|| dataList.ReturnValue("CountDropinDays-20", j) > 9
)
{
//CountDropDays = 0;
return(true);
}
return(false);
}
public bool SellCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
if (j < 0 || dataList.TechData.Count - j <= 0 || financialdata.RevenueInt - 1 < 0 || financialdata.RevenueInt >= financialdata.RevenueList.Count)
{
return(false);
}
simulationVariable.MoveStopLossPercentage = Acc;
if (
dataList.TechData[j].CashYieldRate <= 2.5 ||
financialdata.RevenueList[financialdata.RevenueInt].YoYPercentage_MonthlySale < -20
//|| simulationVariable.Accumulation > 50
//|| simulationVariable.Accumulation < -Acc
|| (financialdata.RevenueList[financialdata.RevenueInt].YoYPercentage_MonthlySale < -10 && financialdata.RevenueList[financialdata.RevenueInt - 1].YoYPercentage_MonthlySale < -10)
//|| financialdata.RevenueList[financialdata.RevenueInt ].YoYPercentage_MonthlySale<-10
//|| dataList.CoditionSatified("MoveAverageValue-1", "MoveAverageValue-10", j,false)//&& dataList.CoditionSatified("BollingerBandsDown-5", "MoveAverageValue-1", j - 1,false)
//|| simulationVariable.ConditionSatifiedMoveStopLoss("MoveStopLossPercentage")
//|| ( dataList.CoditionSatified("MoveAverageValue-60", "MoveAverageValue-1", j )
// && dataList.CoditionSatified("MoveAverageValue-1", "MoveAverageValue-60", j -1))
)//simulationVariable.ConditionSatifiedMoveStopLoss("MoveStopLossPercentage"))// || dataList.CoditionSatified("MinValue-1", "MinValue-10", j))
{
return(true);
}
return(false);
}
public bool SellCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
//if (dataList.TechData[j].ReturnOnInvestment > 5)
// return false;
if (simulationVariable.Accumulation > 3 ||
simulationVariable.Accumulation < -3 || simulationVariable.MaxRatio > 4 ||
(simulationVariable.HaveStockDayContainHoliday > 10 && simulationVariable.Accumulation > 1)
)
{
return(true);
}
return(false);
}
public bool BuyCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
InitialData.OutputData = new OutputModel();
if (financialdata.FinancialDataList.Count == 0)
{
return(false);
}
if (financialdata.FinancialDataList[financialdata.BasicFinancialInt].EarningPerShare_Consol == null ||
financialdata.FinancialDataList[financialdata.BasicFinancialInt].BPS_A__Consol == null ||
financialdata.FinancialDataList[financialdata.BasicFinancialInt].CashFlow_Operating_Consol == null)
{
return(false);
}
double?BPS = financialdata.FinancialDataList[financialdata.BasicFinancialInt].BPS_A__Consol;
double?OperationCashFlow = financialdata.FinancialDataList[financialdata.BasicFinancialInt].CashFlow_Operating_Consol;
double?NetIncomePercentageCount = CountKeepingRaise(ref financialdata, "NetIncome0_Consol");
double?OperationIncomePercentageCount = CountKeepingRaise(ref financialdata, "OperatingIncome0_Consol");
double?EPS = financialdata.FinancialDataList[financialdata.BasicFinancialInt].EarningPerShare_Consol;
double?EPSCount = CountKeepingRaise(ref financialdata, "EarningPerShare_Consol");
double?EPSQoQ = QoQ(ref financialdata, "EarningPerShare_Consol");
double?EPSYoY = YoY(ref financialdata, "EarningPerShare_Consol");
double?EPSAccumulationYoY = YoY(ref financialdata, "EarningPerShare_Consol");
if (NetIncomePercentageCount != null)
{
InitialData.OutputData.netIncomePercentageCount = (double)NetIncomePercentageCount;
}
if (OperationIncomePercentageCount != null)
{
InitialData.OutputData.operationIncomePercentageCount = (double)OperationIncomePercentageCount;
}
if (EPSCount != null)
{
InitialData.OutputData.EPSCount = (double)EPSCount;
}
if (EPSQoQ != null)
{
InitialData.OutputData.EPSQoQ = System.Math.Round((double)EPSQoQ, 2);
}
if (EPSYoY != null)
{
InitialData.OutputData.EPSYoY = System.Math.Round((double)EPSYoY, 2);
}
if (EPSAccumulationYoY != null)
{
InitialData.OutputData.EPSAccumulationYoY = System.Math.Round((double)EPSAccumulationYoY, 2);
}
if (EPS != null)
{
InitialData.OutputData.EPS = System.Math.Round((double)EPS, 2);
}
if (ValuationConditionSatisfied(ref financialdata, valuationParameter) && OperationCashFlow > 0 &&
NetIncomePercentageCount >= netIncomePercentageCountSet &&
OperationIncomePercentageCount >= operationIncomePercentageCountSet &&
EPS >= EPSSet &&
EPSCount >= EPSCountSet &&
EPSQoQ >= EPSQoQSet &&
EPSYoY >= EPSYoYSet &&
EPSAccumulationYoY >= EPSAccumulationYoYSet
//&& FinancialPublished(ref dataList , j)
&& j > 240 &&
((OperationCashFlowSet && OperationCashFlow > 0) || !OperationCashFlowSet) &&
(dataList.ReturnValue("MaxValue-240", j - 1)) < (double)dataList.TechData[j].ClosePrice
)
{
return(true);
}
return(false);
}
public bool BuyCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
if (j - 2 < 0)
{
return(false);
}
if (!simulationVariable.HasBuy && dataList.TechData[j].ReturnOnInvestment < 0)
{
CountDropDays++;
}
else if (dataList.TechData[j].ReturnOnInvestment != 0 || simulationVariable.HasBuy)
{
CountDropDays = 0;
}
if (Company != 0)
{
CheckCompany = true;
}
if (//CountDropDays==3
//dataList.TechData[j-1].ReturnOnInvestment > Var && dataList.TechData[j-1].ReturnOnInvestment<Var+1
dataList.TechData[j - 1].ClosePrice > dataList.TechData[j - 1].OpenPrice
//&& dataList.TechData[j - 2].ClosePrice < dataList.TechData[j - 2].OpenPrice
//&& dataList.TechData[j ].OpenPrice < dataList.TechData[j - 1].HighestPrice
&& dataList.TechData[j].OpenPrice < dataList.TechData[j - 1].LowestPrice
//&& dataList.TechData[j].OpenPrice > dataList.TechData[j-1].ClosePrice
// && dataList.TechData[j-1].OpenPrice < dataList.TechData[j - 2].HighestPrice
//((CheckCompany && Company == dataList.TechData[j].Company ) || !CheckCompany)
//&&dataList.ReturnValue("MoveAverageValue-20", j - 1) < dataList.ReturnValue("MoveAverageValue-1", j - 1) * Var
//&& dataList.ReturnValue("MoveAverageValue-20", j) > dataList.ReturnValue("MoveAverageValue-1", j) * Var
&& dataList.ReturnValue("MinValue-20", j) > 200)//CountDropDays == CountDropDaysParameter )
{
CountDropDays = 0;
return(true);
}
return(false);
}
