private DiverSpan GetDivergence()
{
var allDivers = new List <DiverSpan>();
foreach (var ind in IndexList)
{
var indexDiv = ind;
var divers = ind.DiverType == IndexDivergencyInfo.DivergenceType.Классические
? Divergency.FindDivergencePointsClassic(candles.Count,
ind.PeriodExtremum, ind.MaxPastExtremum,
index => candles[index].close,
index => indexDiv.lastIndicies[index], ind.WaitOneBar)
: Divergency.FindDivergencePointsQuasi(candles.Count,
(double)ind.IndexMarginUp, (double)ind.IndexMarginDn,
index => candles[index].close,
index => indexDiv.lastIndicies[index]);
allDivers.AddRange(divers);
}
// нас интересует знак последнего дивера
var diverSpan = allDivers.Count == 0
? null
: allDivers[allDivers.IndexOfMin(d => - d.end)];
if (diverSpan != null && candles.Count - diverSpan.end > ForgetDiverCandles)
{
diverSpan = null; // дивер устарел
}
return(diverSpan);
}
private List <DiverSpan> FindDivergencePointsQuasi()
{
return(Divergency.FindDivergencePointsQuasi(SourceDataCount,
MarginUpper,
MarginLower,
GetSourcePrice,
GetIndexPrice));
}
/// <summary>
/// полу-классические диверы: первая точка должна быть экстремумом
/// </summary>
private List <DiverSpan> FindDivergencePointsClassic()
{
return(Divergency.FindDivergencePointsClassic(SourceDataCount,
PeriodExtremum,
MaxPastExtremum,
GetSourcePrice,
GetIndexPrice,
WaitOneBar));
}
private int FindDivPointsClassic(List <CandleData> candles)
{
var spans = Divergency.FindDivergencePointsClassic(candles.Count, periodExtremum,
maxPastExtremum,
i => (double)candles[i].close,
i => lastIndicies[i],
WaitOneBar);
return(spans.Sum(s => s.end == candles.Count - (WaitOneBar ? 2 : 1) ? s.sign : 0));
}
private int FindDivPointsQuasi(List <CandleData> candles)
{
var spans = Divergency.FindDivergencePointsQuasi(
candles.Count,
(double)IndexMarginUp,
(double)IndexMarginDn,
i => (double)candles[i].close,
i => lastIndicies[i]);
return(spans.Sum(s => s.end == candles.Count - (WaitOneBar ? 2 : 1) ? s.sign : 0));
}
