public void SignalSingle_SimpleValues_Calculated()
{
//When
double?result = Macd.SignalSingle(data, period: 9);
//Then
Assert.Equal(12.44D, Math.Round(result.Value, 2));
}
public void HistogramSingle_SimpleValues_Calculated()
{
//When
double?result = Macd.HistogramSingle(data);
//Then
Assert.Equal(7.92D, Math.Round(result.Value, 2));
}
public void MacdSingle_SimpleValues_Calculated()
{
//When
double?result = Macd.MacdSingle(data, fast: 12, slow: 26);
//Then
Assert.Equal(20.36D, Math.Round(result.Value, 2));
}
public SignalAndValue Process(Candle candle)
{
var value = Macd.Process(candle);
return(SignalMa.Process(new Candle
{
CloseBid = value.Value,
IsComplete = candle.IsComplete
}));
}
public static MacdItem Macd(this IEnumerable <ICandle> candles, int?fastPeriod = null, int?slowPeriod = null, int?signalPeriod = null)
{
fastPeriod ??= 12;
slowPeriod ??= 26;
signalPeriod ??= 9;
IIndicatorOptions options = new MacdOptions(fastPeriod.Value, slowPeriod.Value, signalPeriod.Value);
Macd macd = new Macd();
return((MacdItem)macd.Get(candles, options));
}
/// <summary>
/// Called on every new bar of data.
/// </summary>
/// <param name="currentBar">The current bar of the simulation</param>
protected override void OnBarUpdate(int currentBar)
{
base.OnBarUpdate(currentBar);
Macd macd = (Macd)Dependents[0];
if (DataSeries.IsAboutToCrossAbove(macd.Value, macd.Avg, currentBar) == true)
{
WasFound[currentBar] = true;
}
}
/// <summary>
/// Обработать входное значение.
/// </summary>
/// <param name="input">Входное значение.</param>
/// <returns>Результирующее значение.</returns>
protected override IIndicatorValue OnProcess(IIndicatorValue input)
{
var macdValue = Macd.Process(input);
var signalValue = Macd.IsFormed ? SignalMa.Process(macdValue) : new DecimalIndicatorValue(this, 0);
var value = new ComplexIndicatorValue(this);
value.InnerValues.Add(Macd, input.SetValue(this, macdValue.GetValue <decimal>() - signalValue.GetValue <decimal>()));
value.InnerValues.Add(SignalMa, signalValue);
return(value);
}
/// <summary>
/// Called on every new bar of data.
/// </summary>
/// <param name="currentBar">The current bar of the simulation</param>
protected override void OnBarUpdate(int currentBar)
{
base.OnBarUpdate(currentBar);
Macd macd = (Macd)Dependents[0];
if (DataSeries.CrossBelow(macd.Value, macd.Avg, currentBar, 0) != -1)
{
WasFound[currentBar] = true;
}
}
/// <summary>
/// Called on every new bar of data.
/// </summary>
/// <param name="currentBar">The current bar of the simulation</param>
protected override void OnBarUpdate(int currentBar)
{
base.OnBarUpdate(currentBar);
if (currentBar < 2)
{
return;
}
Macd macd = (Macd)Dependents[0];
if (macd.Diff[currentBar - 2] > macd.Diff[currentBar - 1] && macd.Diff[currentBar] > macd.Diff[currentBar - 1])
{
WasFound[currentBar] = true;
}
}
public override void Execute()
{
var macd = Macd.Get();
if (State.Position.IsFlat)
{
Exchange.CancelAll();
if (!Measurer.IsPriceVolatile)
{
// open position in direction of trend
var side = macd < 0 ? Side.Sell : Side.Buy;
EnterPosition(side);
}
}
else
{
//
}
}
public Prices()
{
Type = Price.Close;
Map = new Dictionary <Price, List <double> >();
foreach (Price type in Enum.GetValues(typeof(Price)))
{
Map[type] = new List <double>();
}
FastEma = new Ema(Const.DIRECTIONAL_FAST_EMA_LENGTH);
SlowEma = new Ema(Const.DIRECTIONAL_SLOW_EMA_LENGTH);
Bb = new Bb(Const.BB_WIDTH, Const.BB_PERIOD);
//Kc = new Kc(Const.BB_WIDTH, Const.BB_PERIOD);
//Mc = new Mc(Const.BB_PERIOD);
Macd = new Macd(FastEma, SlowEma, Const.MACD_SIGNAL_LENGTH);
Rsi = new Rsi(Const.RSI_LENGTH);
StochRsi = new StochRsi(Rsi, Const.STOCH_RSI_LENGTH, Const.STOCH_RSI_D_LENGTH);
Indicators = new List <IIndicator>
{
FastEma, SlowEma, Bb, /*Kc,*/ /*Mc,*/ Macd, Rsi, StochRsi
};
}
private void BuildIndicators()
{
Sma.Add(5, new Sma(_candleSticks, 5, pair));
Sma.Add(10, new Sma(_candleSticks, 10, pair));
Sma.Add(15, new Sma(_candleSticks, 15, pair));
Sma.Add(20, new Sma(_candleSticks, 20, pair));
Sma.Add(40, new Sma(_candleSticks, 40, pair));
Sma.Add(100, new Sma(_candleSticks, 100, pair));
Ema.Add(5, new Ema(_candleSticks, 5, pair));
Ema.Add(10, new Ema(_candleSticks, 10, pair));
Ema.Add(15, new Ema(_candleSticks, 15, pair));
Ema.Add(20, new Ema(_candleSticks, 20, pair));
Ema.Add(40, new Ema(_candleSticks, 40, pair));
Ema.Add(80, new Ema(_candleSticks, 80, pair));
Gsma.Add(20, new Gsma(_candleSticks, 20, 10, pair));
stochRsi = new StochRsi(_candleSticks, 14, 14, 8, 8, pair);
rsi = new Rsi(_candleSticks, 14, pair);
macd = new Macd(_candleSticks, 12, 26, 9, pair);
}
public MacdSeries(C1FlexChart chart, string plotAreaName) : base()
{
Chart = chart;
Chart.BeginUpdate();
AxisY.TitleStyle = new ChartStyle();
AxisY.TitleStyle.FontWeight = FontWeights.Bold;
AxisY.Position = C1.Chart.Position.Right;
AxisY.PlotAreaName = plotAreaName;
AxisY.Title = "MACD";
AxisY.Labels = false;
AxisY.MajorTickMarks = AxisY.MinorTickMarks = C1.Chart.TickMark.None;
Macd series = new Macd();
series.MacdLineStyle = new ChartStyle();
series.MacdLineStyle.StrokeThickness = 1;
series.SignalLineStyle = new ChartStyle();
series.SignalLineStyle.StrokeThickness = 1;
series.ChartType = C1.Chart.Finance.FinancialChartType.Line;
series.Style = new C1.WPF.Chart.ChartStyle();
series.Style.StrokeThickness = 1;
series.BindingX = "Date";
series.Binding = "High,Low,Close";
series.AxisY = AxisY;
Chart.Series.Add(series);
MacdHistogram histogram = new MacdHistogram();
histogram.Style = new C1.WPF.Chart.ChartStyle();
histogram.Style.StrokeThickness = 1;
histogram.BindingX = "Date";
histogram.Binding = "High,Low,Close";
double[] values = null;
ViewModel.ViewModel.Instance.PropertyChanged += (o, e) =>
{
if (e.PropertyName == "CurrectQuote")
{
values = histogram.GetValues(0); // this is the value;
}
};
histogram.SymbolRendering += (sender, ev) =>
{
if (values == null)
{
values = histogram.GetValues(0); // this is the volume value;
}
if (values != null)
{
if (values[ev.Index] > 0)
{
if (IncreasingBar is SolidColorBrush)
{
Color c = (IncreasingBar as SolidColorBrush).Color;
Color cf = Color.FromArgb(128, c.R, c.G, c.B);
ev.Engine.SetStroke(c.ToArgb());
ev.Engine.SetFill(cf.ToArgb());
}
}
else
{
if (DecreasingBar is SolidColorBrush)
{
Color c = (DecreasingBar as SolidColorBrush).Color;
Color cf = Color.FromArgb(128, c.R, c.G, c.B);
ev.Engine.SetStroke(c.ToArgb());
ev.Engine.SetFill(cf.ToArgb());
}
}
}
};
histogram.AxisY = AxisY;
Chart.Series.Add(histogram);
Utilities.Helper.BindingSettingsParams(chart, series, typeof(Macd), "MACD",
new Data.PropertyParam[]
{
new Data.PropertyParam("FastPeriod", typeof(int)),
new Data.PropertyParam("SlowPeriod", typeof(int)),
new Data.PropertyParam("SmoothingPeriod", typeof(int)),
new Data.PropertyParam("MacdLineStyle.Stroke", typeof(Brush), "Series"),
new Data.PropertyParam("SignalLineStyle.Stroke", typeof(Brush), "Series"),
},
() =>
{
this.OnSettingParamsChanged();
}
);
//Utilities.Helper.BindingSettingsParams(chart, histogram, typeof(MacdHistogram), "MACD",
// new Data.PropertyParam[]
// {
// new Data.PropertyParam("Style.Stroke", typeof(Brush), "Histogram"),
// new Data.PropertyParam("Style.Fill", typeof(Brush), "Histogram"),
// },
// () =>
// {
// this.OnSettingParamsChanged();
// }
//);
Utilities.Helper.BindingSettingsParams(chart, this, typeof(MacdSeries), "MACD",
new Data.PropertyParam[]
{
new Data.PropertyParam("IncreasingBar", typeof(Brush)),
new Data.PropertyParam("DecreasingBar", typeof(Brush)),
},
() =>
{
this.OnSettingParamsChanged();
}
);
//binding series color to axis title.
Binding binding = new Binding("Stroke");
binding.Source = series.MacdLineStyle;
BindingOperations.SetBinding(AxisY.TitleStyle, ChartStyle.StrokeProperty, binding);
Chart.EndUpdate();
this.Series = new FinancialSeries[] { series, histogram };
}
public void MACD_SimpleValue_Calculated()
{
//When
(double?[] macd, double?[] signal, double?[] histogram) = Macd.MACD(data);
//Then
double?[] expected_macd = { null, null, null, null,
null, null, null, null,
null, null, null, null,
null, null, null, null,
null, null, null, null,
null, null, null, null,
null, null, null, null,
null, null, null, null,
null, 20.9580082, 13.95922686, 7.40338135,
2.13879148, -2.55669962, -5.11348952, -6.71537917,
-6.0232371, -6.81231968, -7.34892489, -8.50724607,
-9.74060601, -10.74348795, -11.59824174, -12.11979253,
-12.31052557, -8.7299258, -8.87640831, -10.01879309,
-11.25833908, -12.16102225, -13.57524954, -14.12969828,
-12.16546641, -11.76026518, -14.08883669, -16.05180483,
-18.95838324, -19.12498019, -18.57886691, -17.329019,
-16.16028893, -14.9727051, -15.11208865, -14.87756479,
-13.99778039, -14.05438486, -15.64170307, -15.16348567,
-14.8513383, -13.79935574, -13.71931977, -14.96807426,
-14.62316027, -13.5840036, -12.99795205, -12.18326263,
-11.54573373, -11.77620843, -12.67613923, -13.07721163,
-11.85039129, -11.61569854, -10.43392275, -7.30308505,
-5.14185226, -3.37402769, -2.90380584, 0.9039612,
4.88606972, 7.48759555, 9.59605486, 12.24346823,
15.70177252, 18.3360363, 19.76417987, 20.36270627 };
double?[] expected_signal = { null, null, null, null,
null, null, null, null,
null, null, null, null,
null, null, null, null,
null, null, null, null,
null, null, null, null,
null, null, null, null,
null, null, null, null,
null, 34.71873678, 30.5668348, 25.93414411,
21.17507358, 16.42871894, 12.12027725, 8.35314596,
5.47786935, 3.01983155, 0.94608026, -0.94458501,
-2.70378921, -4.31172896, -5.76903151, -7.03918372,
-8.09345209, -8.22074683, -8.35187913, -8.68526192,
-9.19987735, -9.79210633, -10.54873497, -11.26492764,
-11.44503539, -11.50808135, -12.02423242, -12.8297469,
-14.05547417, -15.06937537, -15.77127368, -16.08282274,
-16.09831598, -15.8731938, -15.72097277, -15.55229118,
-15.24138902, -15.00398819, -15.13153116, -15.13792207,
-15.08060531, -14.8243554, -14.60334827, -14.67629347,
-14.66566683, -14.44933418, -14.15905776, -13.76389873,
-13.32026573, -13.01145427, -12.94439126, -12.97095534,
-12.74684253, -12.52061373, -12.10327553, -11.14323744,
-9.9429604, -8.62917386, -7.48410025, -5.80648796,
-3.66797643, -1.43686203, 0.76972135, 3.06447072,
5.59193108, 8.14075213, 10.46543768, 12.44489139 };
double?[] expected_histogram = { null, null, null, null,
null, null, null, null,
null, null, null, null,
null, null, null, null,
null, null, null, null,
null, null, null, null,
null, null, null, null,
null, null, null, null,
null, -13.76072858, -16.60760793, -18.53076276,
-19.0362821, -18.98541856, -17.23376677, -15.06852513,
-11.50110645, -9.83215122, -8.29500515, -7.56266106,
-7.0368168, -6.43175899, -5.82921023, -5.08060881,
-4.21707348, -0.50917897, -0.52452919, -1.33353117,
-2.05846173, -2.36891592, -3.02651457, -2.86477065,
-0.72043102, -0.25218383, -2.06460427, -3.22205793,
-4.90290907, -4.05560482, -2.80759323, -1.24619625,
-0.06197295, 0.9004887, 0.60888412, 0.67472639,
1.24360863, 0.94960333, -0.5101719, -0.02556361,
0.22926701, 1.02499966, 0.88402851, -0.29178079,
0.04250656, 0.86533058, 1.16110571, 1.5806361,
1.774532, 1.23524584, 0.26825204, -0.10625629,
0.89645124, 0.90491519, 1.66935278, 3.84015239,
4.80110814, 5.25514617, 4.58029441, 6.71044916,
8.55404615, 8.92445758, 8.82633352, 9.17899751,
10.10984143, 10.19528417, 9.2987422, 7.91781487 };
Assert.Equal(expected_macd.Select(x => x.HasValue ? (double?)Math.Round(x.Value, 4) : null).ToArray(),
macd.Select(x => x.HasValue ? (double?)Math.Round(x.Value, 4) : null).ToArray());
Assert.Equal(expected_signal, signal);
Assert.Equal(expected_histogram, histogram);
}
public Macd Macd(IEnumerable <Candle> candles, int fastPeriod = 12, int slowPeriod = 26, int signalPeriod = 9)
{
if (candles.Count() < (slowPeriod + signalPeriod - 1))
{
throw new Exception("Could not calculate MACD!");
}
var candleData = candles.ToList().OrderBy(c => c.Timestamp).ToList();
var candleCount = candles.Count();
var diList = new decimal[candleCount];
var emaFastList = new decimal?[candleCount];
var emaSlowList = new decimal?[candleCount];
var difList = new decimal?[candleCount];
var macdList = new decimal?[candleCount];
var oscList = new decimal?[candleCount];
#region DI
for (int i = 0; i < candleCount; i++)
{
var candle = candleData[i];
var high = candle.High;
var low = candle.Low;
var open = candle.Open;
var close = candle.Close;
var di = (high + low + close * 2) / 4;
diList[i] = di;
}
#endregion
#region Ema Fast
decimal firstEmaFast = 0;
decimal emaFastWarmSum = 0;
for (int i = 0; i < fastPeriod; i++)
{
emaFastWarmSum += diList[i];
}
firstEmaFast = emaFastWarmSum / fastPeriod;
emaFastList[fastPeriod - 1] = firstEmaFast;
for (int i = fastPeriod; i < candleCount; i++)
{
var previous = emaFastList[i - 1];
var emaFast = (previous * (fastPeriod - 1) + diList[i] * 2) / (fastPeriod + 1);
emaFastList[i] = emaFast;
}
#endregion
#region Ema Slow
decimal firstEmaSlow = 0;
decimal emaSlowWarmSum = 0;
for (int i = 0; i < slowPeriod; i++)
{
emaSlowWarmSum += diList[i];
}
firstEmaSlow = emaSlowWarmSum / slowPeriod;
emaSlowList[slowPeriod - 1] = firstEmaSlow;
for (int i = slowPeriod; i < candleCount; i++)
{
var previous = emaSlowList[i - 1];
var emaSlow = (previous * (slowPeriod - 1) + diList[i] * 2) / (slowPeriod + 1);
emaSlowList[i] = emaSlow;
}
#endregion
#region DIF
for (int i = slowPeriod - 1; i < candleCount; i++)
{
var dif = emaFastList[i] - emaSlowList[i];
difList[i] = dif;
}
#endregion
#region Macd
decimal firstMacd = 0;
decimal difWarmSum = 0;
for (int i = slowPeriod - 1; i < slowPeriod - 1 + signalPeriod; i++)
{
difWarmSum += (decimal)difList[i];
}
firstMacd = difWarmSum / signalPeriod;
macdList[slowPeriod - 1 + signalPeriod - 1] = firstMacd;
for (int i = slowPeriod - 1 + signalPeriod; i < candleCount; i++)
{
var previous = macdList[i - 1];
var macd = (previous * (signalPeriod - 1) + (decimal)difList[i] * 2) / (signalPeriod + 1);
macdList[i] = macd;
}
#endregion
#region
for (int i = slowPeriod - 1 + signalPeriod - 1; i < candleCount; i++)
{
oscList[i] = difList[i] - macdList[i];
}
#endregion
var macdItem = new Macd
{
DIF = difList.ToList(),
DEM = macdList.ToList(),
OSC = oscList.ToList()
};
return(macdItem);
/*int outBegIdx, outNbElement;
* double[] macdValues = new double[candles.Count()];
* double[] signalValues = new double[candles.Count()];
* double[] histValues = new double[candles.Count()];
* var closes = candles.Select(x => Convert.ToDouble(x.Close)).ToArray();
*
* var macd = TicTacTec.TA.Library.Core.Macd(0, candles.Count() - 1, closes,
* fastPeriod, slowPeriod, signalPeriod, out outBegIdx, out outNbElement, macdValues, signalValues, histValues);
*
* if (macd == TicTacTec.TA.Library.Core.RetCode.Success)
* {
* return new Macd()
* {
* Value = macdValues.ToList().FixIndicatorOrdering(outBegIdx, outNbElement),
* Signal = signalValues.ToList().FixIndicatorOrdering(outBegIdx, outNbElement),
* Hist = histValues.ToList().FixIndicatorOrdering(outBegIdx, outNbElement)
* };
* }
*
* throw new Exception("Could not calculate MACD!"); */
}
/// <summary>
/// If the runnable has already been created, returns that object. If not then
/// returns an new runnable object based on the name and the instrument.
/// </summary>
/// <param name="nameAndParameters">Name of the runnable</param>
/// <returns>The runnable object</returns>
public Runnable GetRunnable(string nameAndParameters)
{
Runnable requestedItem = null;
// The name can have parameters to pass to the runnable construtor
// and are separated by commas.
// Ex: Rsi,11,3 would create the Rsi and pass the numbers to it in a
// list. Its up to the indicator to do what it will with each number.
string[] splitParams = nameAndParameters.Split(',');
string runnableName = splitParams[0];
string[] runnableParams = splitParams.Skip(1).Take(splitParams.Length - 1).ToArray();
// See if the runnable is created already and return that object if it is.
int key = nameAndParameters.GetHashCode();
if (_createdItems.ContainsKey(key))
{
requestedItem = _createdItems[key];
}
else
{
switch (runnableName)
{
// Indicators.
case "Bollinger":
requestedItem = new Bollinger(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BressertDss":
requestedItem = new BressertDss(_tickerData, this, runnableParams);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BressertTimingBands":
requestedItem = new BressertTimingBands(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BearBeltHold":
requestedItem = new BearBeltHold(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BearEngulfing":
requestedItem = new BearEngulfing(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BearHarami":
requestedItem = new BearHarami(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BearHaramiCross":
requestedItem = new BearHaramiCross(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BullBeltHold":
requestedItem = new BullBeltHold(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BullEngulfing":
requestedItem = new BullEngulfing(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BullHarami":
requestedItem = new BullHarami(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BullHaramiCross":
requestedItem = new BullHaramiCross(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Cci14":
requestedItem = new Cci(_tickerData, this, 14);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "DarkCloudCover":
requestedItem = new DarkCloudCover(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Doji":
requestedItem = new Doji(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BearDoji":
requestedItem = new BearDoji(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "DownsideTasukiGap":
requestedItem = new DownsideTasukiGap(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "EaseOfMovement":
requestedItem = new EaseOfMovement(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "EveningStar":
requestedItem = new EveningStar(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "FallingThreeMethods":
requestedItem = new FallingThreeMethods(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Hammer":
requestedItem = new Hammer(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "HangingMan":
requestedItem = new HangingMan(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "InvertedHammer":
requestedItem = new InvertedHammer(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "KeltnerChannel":
requestedItem = new KeltnerChannel(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Macd":
requestedItem = new Macd(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Momentum14":
requestedItem = new Momentum(_tickerData, this, 14);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "MorningStar":
requestedItem = new MorningStar(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "PiercingLine":
requestedItem = new PiercingLine(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "PriceOscillator":
requestedItem = new PriceOscillator(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "RisingThreeMethods":
requestedItem = new RisingThreeMethods(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Rsi":
requestedItem = new Rsi(_tickerData, this, runnableParams);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Rsi3m3":
requestedItem = new Rsi3m3(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "ShootingStar":
requestedItem = new ShootingStar(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Sma":
requestedItem = new Sma(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "StickSandwitch":
requestedItem = new StickSandwitch(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "StochasticsFast":
requestedItem = new StochasticsFast(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Stochastics":
requestedItem = new Stochastics(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "StochRsi":
requestedItem = new StochRsi(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Trend":
requestedItem = new Trend(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "ThreeBlackCrows":
requestedItem = new ThreeBlackCrows(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "ThreeWhiteSoldiers":
requestedItem = new ThreeWhiteSoldiers(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Trix":
requestedItem = new Trix(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "UpsideGapTwoCrows":
requestedItem = new UpsideGapTwoCrows(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "UpsideTasukiGap":
requestedItem = new UpsideTasukiGap(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "WilliamsR":
requestedItem = new WilliamsR(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Dmi":
requestedItem = new Dmi(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "DtOscillator":
requestedItem = new DtOscillator(_tickerData, this, runnableParams);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "FibonacciZones":
requestedItem = new FibonacciZones(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "ElliotWaves":
requestedItem = new ElliotWaves(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "ZigZag":
requestedItem = new ZigZag(_tickerData, this, runnableParams);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
///////////////////////////// Strategies ////////////////////////////
case "BestOfRootStrategies":
requestedItem = new BestOfRootStrategies(_tickerData, this);
break;
case "ComboStrategy":
requestedItem = new ComboStrategy(_tickerData, this);
break;
case "BressertApproach":
requestedItem = new BressertApproach(_tickerData, this);
break;
case "BressertComboStrategy":
requestedItem = new BressertComboStrategy(_tickerData, this);
break;
case "FibonacciRsi3m3":
requestedItem = new FibonacciRsi3m3(_tickerData, this);
break;
case "FibonacciDtOscillator":
requestedItem = new FibonacciDtOscillator(_tickerData, this);
break;
case "ElliotWavesStrategy":
requestedItem = new ElliotWavesStrategy(_tickerData, this);
break;
//
// Bull
//
case "BullBollingerExtended":
requestedItem = new BullBollingerExtended(_tickerData, this);
break;
case "BullBeltHoldFound":
requestedItem = new BullBeltHoldFound(_tickerData, this);
break;
case "BullEngulfingFound":
requestedItem = new BullEngulfingFound(_tickerData, this);
break;
case "BullHaramiFound":
requestedItem = new BullHaramiFound(_tickerData, this);
break;
case "BullHaramiCrossFound":
requestedItem = new BullHaramiCrossFound(_tickerData, this);
break;
case "BullCciCrossover":
requestedItem = new BullCciCrossover(_tickerData, this);
break;
case "BullEaseOfMovement":
requestedItem = new BullEaseOfMovement(_tickerData, this);
break;
case "BullDojiFound":
requestedItem = new BullDojiFound(_tickerData, this);
break;
case "HammerFound":
requestedItem = new HammerFound(_tickerData, this);
break;
case "BullKeltnerExtended":
requestedItem = new BullKeltnerExtended(_tickerData, this);
break;
case "BullMacdCrossover":
requestedItem = new BullMacdCrossover(_tickerData, this);
break;
case "BullMacdMomentum":
requestedItem = new BullMacdMomentum(_tickerData, this);
break;
case "BullMomentumCrossover":
requestedItem = new BullMomentumCrossover(_tickerData, this);
break;
case "MorningStarFound":
requestedItem = new MorningStarFound(_tickerData, this);
break;
case "PiercingLineFound":
requestedItem = new PiercingLineFound(_tickerData, this);
break;
case "RisingThreeMethodsFound":
requestedItem = new RisingThreeMethodsFound(_tickerData, this);
break;
case "BullRsiCrossover":
requestedItem = new BullRsiCrossover(_tickerData, this);
break;
case "BullSmaCrossover":
requestedItem = new BullSmaCrossover(_tickerData, this);
break;
case "StickSandwitchFound":
requestedItem = new StickSandwitchFound(_tickerData, this);
break;
case "BullStochasticsFastCrossover":
requestedItem = new BullStochasticsFastCrossover(_tickerData, this);
break;
case "BullStochasticsCrossover":
requestedItem = new BullStochasticsCrossover(_tickerData, this);
break;
case "BullStochRsiCrossover":
requestedItem = new BullStochRsiCrossover(_tickerData, this);
break;
case "ThreeWhiteSoldiersFound":
requestedItem = new ThreeWhiteSoldiersFound(_tickerData, this);
break;
case "BullTrendStart":
requestedItem = new BullTrendStart(_tickerData, this);
break;
case "BullTrixSignalCrossover":
requestedItem = new BullTrixSignalCrossover(_tickerData, this);
break;
case "BullTrixZeroCrossover":
requestedItem = new BullTrixZeroCrossover(_tickerData, this);
break;
case "UpsideTasukiGapFound":
requestedItem = new UpsideTasukiGapFound(_tickerData, this);
break;
case "BullWilliamsRCrossover":
requestedItem = new BullWilliamsRCrossover(_tickerData, this);
break;
case "BullPriceOscillator":
requestedItem = new BullPriceOscillator(_tickerData, this);
break;
case "BullDmi":
requestedItem = new BullDmi(_tickerData, this);
break;
case "BullBressertDss":
requestedItem = new BullBressertDss(_tickerData, this, runnableParams);
break;
case "BullRsi3m3":
requestedItem = new BullRsi3m3(_tickerData, this);
break;
case "BullDtOscillator":
requestedItem = new BullDtOscillator(_tickerData, this);
break;
//////////// Predicted bull strategies ///////////
case "BullCciCrossoverPredicted":
requestedItem = new BullCciCrossoverPredicted(_tickerData, this);
break;
case "BullDmiPredicted":
requestedItem = new BullDmiPredicted(_tickerData, this);
break;
case "BullEaseOfMovementPredicted":
requestedItem = new BullEaseOfMovementPredicted(_tickerData, this);
break;
case "BullKeltnerExtendedPredicted":
requestedItem = new BullKeltnerExtendedPredicted(_tickerData, this);
break;
case "BullMacdCrossoverPredicted":
requestedItem = new BullMacdCrossoverPredicted(_tickerData, this);
break;
case "BullMomentumCrossoverPredicted":
requestedItem = new BullMomentumCrossoverPredicted(_tickerData, this);
break;
case "BullPriceOscillatorPredicted":
requestedItem = new BullPriceOscillatorPredicted(_tickerData, this);
break;
case "BullRsiCrossoverPredicted":
requestedItem = new BullRsiCrossoverPredicted(_tickerData, this);
break;
case "BullSmaCrossoverPredicted":
requestedItem = new BullSmaCrossoverPredicted(_tickerData, this);
break;
case "BullStochasticsCrossoverPredicted":
requestedItem = new BullStochasticsCrossoverPredicted(_tickerData, this);
break;
case "BullStochasticsFastCrossoverPredicted":
requestedItem = new BullStochasticsFastCrossoverPredicted(_tickerData, this);
break;
case "BullStochRsiCrossoverPredicted":
requestedItem = new BullStochRsiCrossoverPredicted(_tickerData, this);
break;
case "BullTrixSignalCrossoverPredicted":
requestedItem = new BullTrixSignalCrossoverPredicted(_tickerData, this);
break;
case "BullTrixZeroCrossoverPredicted":
requestedItem = new BullTrixZeroCrossoverPredicted(_tickerData, this);
break;
case "BullWilliamsRCrossoverPredicted":
requestedItem = new BullWilliamsRCrossoverPredicted(_tickerData, this);
break;
//
// Bear
//
case "BearBollingerExtended":
requestedItem = new BearBollingerExtended(_tickerData, this);
break;
case "BearCciCrossover":
requestedItem = new BearCciCrossover(_tickerData, this);
break;
case "BearEaseOfMovement":
requestedItem = new BearEaseOfMovement(_tickerData, this);
break;
case "BearDojiFound":
requestedItem = new BearDojiFound(_tickerData, this);
break;
case "BearKeltnerExtended":
requestedItem = new BearKeltnerExtended(_tickerData, this);
break;
case "BearMacdMomentum":
requestedItem = new BearMacdMomentum(_tickerData, this);
break;
case "BearMacdCrossover":
requestedItem = new BearMacdCrossover(_tickerData, this);
break;
case "BearMomentumCrossover":
requestedItem = new BearMomentumCrossover(_tickerData, this);
break;
case "BearRsiCrossover":
requestedItem = new BearRsiCrossover(_tickerData, this);
break;
case "BearSmaCrossover":
requestedItem = new BearSmaCrossover(_tickerData, this);
break;
case "BearStochasticsCrossover":
requestedItem = new BearStochasticsCrossover(_tickerData, this);
break;
case "BearStochasticsFastCrossover":
requestedItem = new BearStochasticsFastCrossover(_tickerData, this);
break;
case "BearStochRsiCrossover":
requestedItem = new BearStochRsiCrossover(_tickerData, this);
break;
case "BearTrendStart":
requestedItem = new BearTrendStart(_tickerData, this);
break;
case "BearTrixSignalCrossover":
requestedItem = new BearTrixSignalCrossover(_tickerData, this);
break;
case "BearTrixZeroCrossover":
requestedItem = new BearTrixZeroCrossover(_tickerData, this);
break;
case "BearWilliamsRCrossover":
requestedItem = new BearWilliamsRCrossover(_tickerData, this);
break;
case "BearBeltHoldFound":
requestedItem = new BearBeltHoldFound(_tickerData, this);
break;
case "BearEngulfingFound":
requestedItem = new BearEngulfingFound(_tickerData, this);
break;
case "BearHaramiFound":
requestedItem = new BearHaramiFound(_tickerData, this);
break;
case "BearHaramiCrossFound":
requestedItem = new BearHaramiCrossFound(_tickerData, this);
break;
case "DarkCloudCoverFound":
requestedItem = new DarkCloudCoverFound(_tickerData, this);
break;
case "DownsideTasukiGapFound":
requestedItem = new DownsideTasukiGapFound(_tickerData, this);
break;
case "EveningStarFound":
requestedItem = new EveningStarFound(_tickerData, this);
break;
case "FallingThreeMethodsFound":
requestedItem = new FallingThreeMethodsFound(_tickerData, this);
break;
case "HangingManFound":
requestedItem = new HangingManFound(_tickerData, this);
break;
case "InvertedHammerFound":
requestedItem = new InvertedHammerFound(_tickerData, this);
break;
case "ShootingStarFound":
requestedItem = new ShootingStarFound(_tickerData, this);
break;
case "ThreeBlackCrowsFound":
requestedItem = new ThreeBlackCrowsFound(_tickerData, this);
break;
case "UpsideGapTwoCrowsFound":
requestedItem = new UpsideGapTwoCrowsFound(_tickerData, this);
break;
case "BearPriceOscillator":
requestedItem = new BearPriceOscillator(_tickerData, this);
break;
case "BearDmi":
requestedItem = new BearDmi(_tickerData, this);
break;
case "BearBressertDss":
requestedItem = new BearBressertDss(_tickerData, this, runnableParams);
break;
case "BearRsi3m3":
requestedItem = new BearRsi3m3(_tickerData, this);
break;
case "BearDtOscillator":
requestedItem = new BearDtOscillator(_tickerData, this);
break;
//////////// Predicted bear strategies ///////////
case "BearCciCrossoverPredicted":
requestedItem = new BearCciCrossoverPredicted(_tickerData, this);
break;
case "BearDmiPredicted":
requestedItem = new BearDmiPredicted(_tickerData, this);
break;
case "BearEaseOfMovementPredicted":
requestedItem = new BearEaseOfMovementPredicted(_tickerData, this);
break;
case "BearKeltnerExtendedPredicted":
requestedItem = new BearKeltnerExtendedPredicted(_tickerData, this);
break;
case "BearMacdCrossoverPredicted":
requestedItem = new BearMacdCrossoverPredicted(_tickerData, this);
break;
case "BearMomentumCrossoverPredicted":
requestedItem = new BearMomentumCrossoverPredicted(_tickerData, this);
break;
case "BearPriceOscillatorPredicted":
requestedItem = new BearPriceOscillatorPredicted(_tickerData, this);
break;
case "BearRsiCrossoverPredicted":
requestedItem = new BearRsiCrossoverPredicted(_tickerData, this);
break;
case "BearSmaCrossoverPredicted":
requestedItem = new BearSmaCrossoverPredicted(_tickerData, this);
break;
case "BearStochasticsCrossoverPredicted":
requestedItem = new BearStochasticsCrossoverPredicted(_tickerData, this);
break;
case "BearStochasticsFastCrossoverPredicted":
requestedItem = new BearStochasticsFastCrossoverPredicted(_tickerData, this);
break;
case "BearStochRsiCrossoverPredicted":
requestedItem = new BearStochRsiCrossoverPredicted(_tickerData, this);
break;
case "BearTrixSignalCrossoverPredicted":
requestedItem = new BearTrixSignalCrossoverPredicted(_tickerData, this);
break;
case "BearTrixZeroCrossoverPredicted":
requestedItem = new BearTrixZeroCrossoverPredicted(_tickerData, this);
break;
case "BearWilliamsRCrossoverPredicted":
requestedItem = new BearWilliamsRCrossoverPredicted(_tickerData, this);
break;
default:
throw new Exception(nameAndParameters + " doesn't exist");
}
_createdItems[key] = requestedItem;
}
return(requestedItem);
}
public void Reset()
{
Macd.Reset();
SignalMa.Reset();
}
