public static List <Candle> HA_D_Candles(Instrument instrument, out InstrumentDetails instrumentDetails)
{
instrumentDetails = new InstrumentDetails();
Candle haPreviounsCandle = null;
Candle haCurrentCandle = null;
List <Candle> haCandles = new List <Candle>();
int emaPeriod = 21;
List <Candle> candles = OANDA.Data.Prices.GetCandles(instrument.Name, emaPeriod, "D");
instrumentDetails.Current = candles.LastOrDefault().Close;
EMA ema = new EMA(emaPeriod);
List <MyTrade.Core.Model.Candle> wcandles = MyTrade.Core.SqliteDataAccess.WeekyCandles.LoadCandles(instrument.Name);
PivotPoints pps = new PivotPoints();
PivotPoint wpps = pps.Get(wcandles[wcandles.Count - 2], instrumentDetails.Current);
instrumentDetails.W_PivotPoints = wpps;
List <MyTrade.Core.Model.Candle> mcandles = MyTrade.Core.SqliteDataAccess.MonthlyCandles.LoadCandles(instrument.Name);
PivotPoint mpps = pps.Get(mcandles[mcandles.Count - 2], instrumentDetails.Current);
instrumentDetails.M_PivotPoints = mpps;
instrumentDetails.TimeFrame = Core.Constants.TimeFrame.DAILY;
for (int i = 0; i < candles.Count; i++)
{
instrumentDetails.Max = Math.Max(instrumentDetails.Max, candles[i].High);
if (i == 0)
{
instrumentDetails.Min = candles[i].Low;
instrumentDetails.Min = Math.Min(candles[i].Low, instrumentDetails.Min);
haPreviounsCandle = HeikinAshi.GeneratePrevious(candles[i]);
haCandles.Add(haPreviounsCandle);
}
else
{
haCurrentCandle = HeikinAshi.Generate(haPreviounsCandle, candles[i]);
haCandles.Add(haCurrentCandle);
haPreviounsCandle = haCurrentCandle;
}
if (i == (candles.Count - 1))
{
instrumentDetails.EMAs = new List <Core.Model.Indicators.EMA>();
ema.AddDataPoint(candles[i].Close);
instrumentDetails.EMAs.Add(new Core.Model.Indicators.EMA()
{
Period = 21, Value = ema.Average
});
}
else
{
ema.AddDataPoint(candles[i].Close);
}
}
return(haCandles);
}
public static InstrumentDetails WeeklyinstrumentDetails(Instrument instrument)
{
InstrumentDetails instrumentDetails = new InstrumentDetails();
int ema50Period = 50;
int ema9Period = 9;
List <Candle> candles = OANDA.Data.Prices.GetCandles(instrument.Name, ema50Period, "W");
instrumentDetails.Current = candles.LastOrDefault().Close;
EMA ema50 = new EMA(ema50Period);
EMA ema9 = new EMA(ema9Period);
List <MyTrade.Core.Model.Candle> wcandles = MyTrade.Core.SqliteDataAccess.WeekyCandles.LoadCandles(instrument.Name);
PivotPoints pps = new PivotPoints();
PivotPoint wpps = pps.Get(wcandles[wcandles.Count - 2], instrumentDetails.Current);
instrumentDetails.W_PivotPoints = wpps;
instrumentDetails.TimeFrame = Core.Constants.TimeFrame.DAILY;
for (int i = 0; i < candles.Count; i++)
{
instrumentDetails.Max = Math.Max(instrumentDetails.Max, candles[i].High);
if (i == 0)
{
instrumentDetails.Min = candles[i].Low;
instrumentDetails.Min = Math.Min(candles[i].Low, instrumentDetails.Min);
}
if (i == (candles.Count - 1))
{
if (instrumentDetails.EMAs == null)
{
instrumentDetails.EMAs = new List <Core.Model.Indicators.EMA>();
}
ema50.AddDataPoint(candles[i].Close);
ema9.AddDataPoint(candles[i].Close);
instrumentDetails.EMAs.Add(new Core.Model.Indicators.EMA()
{
Period = 50, Value = ema50.Average
});
instrumentDetails.EMAs.Add(new Core.Model.Indicators.EMA()
{
Period = 9, Value = ema9.Average
});
}
else
{
ema50.AddDataPoint(candles[i].Close);
ema9.AddDataPoint(candles[i].Close);
}
}
return(instrumentDetails);
}
public void GetPivotPointsLevels_GivenBullishTrend_ShouldReturnExtensionLevelGreaterThanPointAandB(double high, double low, double close, PivotPointsType type = PivotPointsType.Default)
{
//Arrange
//Act
var pivotPoints = (type == PivotPointsType.Default) ? PivotPoints.GetPivotPointsLevels(high, low, close) : PivotPoints.GetPivotPointsLevels(high, low, close, type);
//Assert
Assert.Greater(pivotPoints.R2, pivotPoints.R1);
Assert.Greater(pivotPoints.R1, pivotPoints.PivotPoint);
Assert.Less(pivotPoints.S2, pivotPoints.S1);
Assert.Less(pivotPoints.S1, pivotPoints.PivotPoint);
}
public PivotPointsRobot(string name, StartProgram startProgram)
: base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab = TabsSimple[0];
_pivot = new PivotPoints(name + "Prime", false);
_pivot = (PivotPoints)_tab.CreateCandleIndicator(_pivot, "Prime");
_pivot.Save();
//_tab.CandleFinishedEvent += TradeLogic;
_tab.CandleFinishedEvent += TradeLogic;
Slipage = 0;
VolumeFix = 1;
Stop = 0.5m;
Load();
DeleteEvent += Strategy_DeleteEvent;
}
