public override bool Start()
{
bool res = base.Start();
if (!res)
{
return(false);
}
RsiIndicator = new RsiIndicator()
{
Ticker = Ticker, Length = Length
};
MacdIndicator = new MacdIndicator()
{
Ticker = Ticker, Length = Length
};
StochIndicator = new StochasticIndicator()
{
Ticker = Ticker, Length = Length
};
RsiIndicator.Calculate();
MacdIndicator.Calculate();
StochIndicator.Calculate();
TelegramBot.Default.SendNotification("SingleNotificationStrategy: " + Name + ": started at " + DateTime.Now.ToString("g"), ChatId);
return(true);
}
public void TestItemAdded()
{
Ticker ticker = new Binance.BinanceTicker(Binance.BinanceExchange.Default);
ticker.CandleStickData = GetCandleSticks(100);
MacdIndicator macd = new MacdIndicator()
{
Ticker = ticker, Source = IndicatorSource.Close, Length = 9
};
StochasticIndicator stoch = new StochasticIndicator()
{
Ticker = ticker, Source = IndicatorSource.Close, Length = 9
};
macd.Calculate();
stoch.Calculate();
for (int i = 0; i < 10; i++)
{
CandleStickData date = GetCandleStick(DateTime.Now.AddMinutes(1));
macd.OnAddValue();
stoch.OnAddValue();
}
Assert.AreEqual(110, macd.Result.Count);
Assert.AreEqual(110, macd.FastEmaIndicator.Result.Count);
Assert.AreEqual(110, macd.SlowEmaIndicator.Result.Count);
Assert.AreEqual(110, macd.SignalMaIndicator.Result.Count);
Assert.AreEqual(110, stoch.MinIndicator.Result.Count);
Assert.AreEqual(110, stoch.MaxIndicator.Result.Count);
Assert.AreEqual(110, stoch.Result.Count);
}
/// <summary>
/// Initialization method
/// </summary>
public override void OnInitialize()
{
log.Debug("ProfitStopStochasticLongStrategy onInitialize()");
// Adding StdDev indicator to strategy
// (see http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:standard_deviation)
stdDevIndicator = new StdDevIndicator(Bars.Close, (int)this.GetInputParameter("StdDev Period"), (int)this.GetInputParameter("StdDev Number of Deviations"));
this.AddIndicator("Std Dev indicator", stdDevIndicator);
// Adding Stochastic indicator to strategy
// (see http://stockcharts.com/help/doku.php?id=chart_school:technical_indicators:stochastic_oscillato)
stochasticIndicator = new StochasticIndicator(Bars.Bars, (int)this.GetInputParameter("Stochastic Period"));
this.AddIndicator("Stochastic", stochasticIndicator);
}
/// <summary>
/// Initialization method
/// </summary>
public override void OnInitialize()
{
log.Debug("AryaStrategy onInitialize()");
// Adding a Stochastic indicator to strategy
// (see http://stockcharts.com/help/doku.php?id=chart_school:technical_indicators:stochastic_oscillato)
stochasticIndicator = new StochasticIndicator(Bars.Bars, (int)this.GetInputParameter("Stochastic Period"));
this.AddIndicator("Stochastic Indicator", stochasticIndicator);
// Adding an ADX indicator to strategy
// (see http://www.investopedia.com/terms/a/adx.asp)
adxIndicator = new ADXIndicator(Bars.Bars, (int)this.GetInputParameter("ADX Period"));
this.AddIndicator("ADX Indicator", adxIndicator);
// Adding a SMA indicator to strategy
// (see http://www.investopedia.com/terms/s/sma.asp)
smaIndicator = new SMAIndicator(Bars.Close, (int)this.GetInputParameter("SMA Period"));
this.AddIndicator("SMA Indicator", smaIndicator);
}
public void TestCalculate()
{
Ticker ticker = new Binance.BinanceTicker(Binance.BinanceExchange.Default);
ticker.CandleStickData = GetCandleSticks(100);
MacdIndicator macd = new MacdIndicator()
{
Ticker = ticker, Source = IndicatorSource.Close, Length = 9
};
StochasticIndicator stoch = new StochasticIndicator()
{
Ticker = ticker, Source = IndicatorSource.Close, Length = 9
};
macd.Calculate();
stoch.Calculate();
Assert.AreEqual(100, macd.Result.Count);
Assert.AreEqual(100, macd.FastEmaIndicator.Result.Count);
Assert.AreEqual(100, macd.SlowEmaIndicator.Result.Count);
Assert.AreEqual(100, macd.SignalMaIndicator.Result.Count);
Assert.AreEqual(100, stoch.MinIndicator.Result.Count);
Assert.AreEqual(100, stoch.MaxIndicator.Result.Count);
Assert.AreEqual(100, stoch.MaIndicator.Result.Count);
Assert.AreEqual(100, stoch.Result.Count);
macd.Calculate();
stoch.Calculate();
Assert.AreEqual(100, macd.Result.Count);
Assert.AreEqual(100, macd.FastEmaIndicator.Result.Count);
Assert.AreEqual(100, macd.SlowEmaIndicator.Result.Count);
Assert.AreEqual(100, macd.SignalMaIndicator.Result.Count);
Assert.AreEqual(100, stoch.MinIndicator.Result.Count);
Assert.AreEqual(100, stoch.MaxIndicator.Result.Count);
Assert.AreEqual(100, stoch.Result.Count);
}
void labelDisplayMode_SelectedIndexChanged(object sender, EventArgs e)
{
animationPickerLabel.Text = animationPicker.Items[animationPicker.SelectedIndex];
NumericalAxis numericalAxis = new NumericalAxis();
numericalAxis.OpposedPosition = true;
numericalAxis.ShowMajorGridLines = false;
if (Device.RuntimePlatform == Device.UWP)
{
numericalAxis.LabelStyle.LabelFormat = "'$'0.00";
}
else
{
numericalAxis.LabelStyle.LabelFormat = "'$'##.##";
}
switch (animationPicker.SelectedIndex)
{
case 0:
Chart.TechnicalIndicators.RemoveAt(0);
AccumulationDistributionIndicator sma = new AccumulationDistributionIndicator();
sma.SeriesName = "Series";
sma.YAxis = numericalAxis;
Chart.TechnicalIndicators.Add(sma);
break;
case 1:
Chart.TechnicalIndicators.RemoveAt(0);
AverageTrueIndicator sma1 = new AverageTrueIndicator();
sma1.SeriesName = "Series";
sma1.Period = 14;
sma1.YAxis = numericalAxis;
Chart.TechnicalIndicators.Add(sma1);
break;
case 2:
Chart.TechnicalIndicators.RemoveAt(0);
ExponentialMovingAverageIndicator sma2 = new ExponentialMovingAverageIndicator();
sma2.SeriesName = "Series";
sma2.Period = 14;
sma2.YAxis = numericalAxis;
Chart.TechnicalIndicators.Add(sma2);
break;
case 3:
Chart.TechnicalIndicators.RemoveAt(0);
MomentumIndicator sma3 = new MomentumIndicator();
sma3.SeriesName = "Series";
sma3.Period = 14;
sma3.YAxis = numericalAxis;
Chart.TechnicalIndicators.Add(sma3);
break;
case 4:
if (Chart.TechnicalIndicators.Count > 0)
{
Chart.TechnicalIndicators.RemoveAt(0);
}
SimpleMovingAverageIndicator sma4 = new SimpleMovingAverageIndicator();
sma4.YAxis = numericalAxis;
sma4.SeriesName = "Series";
sma4.Period = 14;
Chart.TechnicalIndicators.Add(sma4);
break;
case 5:
Chart.TechnicalIndicators.RemoveAt(0);
RSIIndicator sma5 = new RSIIndicator();
sma5.SeriesName = "Series";
sma5.Period = 14;
sma5.YAxis = numericalAxis;
Chart.TechnicalIndicators.Add(sma5);
break;
case 6:
Chart.TechnicalIndicators.RemoveAt(0);
TriangularMovingAverageIndicator sma6 = new TriangularMovingAverageIndicator();
sma6.SeriesName = "Series";
sma6.Period = 14;
sma6.YAxis = numericalAxis;
Chart.TechnicalIndicators.Add(sma6);
break;
case 7:
Chart.TechnicalIndicators.RemoveAt(0);
MACDIndicator sma7 = new MACDIndicator();
sma7.ItemsSource = (Chart.BindingContext as TechnicalIndicatorViewModel).TechnicalIndicatorData;
sma7.SeriesName = "Series";
sma7.LongPeriod = 10;
sma7.ShortPeriod = 2;
sma7.Trigger = 14;
sma7.YAxis = numericalAxis;
Chart.TechnicalIndicators.Add(sma7);
break;
case 8:
Chart.TechnicalIndicators.RemoveAt(0);
StochasticIndicator sma8 = new StochasticIndicator();
sma8.SeriesName = "Series";
sma8.Period = 14;
sma8.KPeriod = 5;
sma8.DPeriod = 6;
sma8.YAxis = numericalAxis;
Chart.TechnicalIndicators.Add(sma8);
break;
case 9:
Chart.TechnicalIndicators.RemoveAt(0);
BollingerBandIndicator sma9 = new BollingerBandIndicator();
sma9.Period = 14;
sma9.SeriesName = "Series";
sma9.YAxis = numericalAxis;
Chart.TechnicalIndicators.Add(sma9);
break;
}
}
/// <summary>
/// Initialization method
/// </summary>
public override void OnInitialize()
{
log.Debug("AryaStrategy onInitialize()");
// Adding a Stochastic indicator to strategy
// (see http://stockcharts.com/help/doku.php?id=chart_school:technical_indicators:stochastic_oscillato)
stochasticIndicator = new StochasticIndicator(Bars.Bars, (int)this.GetInputParameter("Stochastic Period"));
this.AddIndicator("Stochastic Indicator", stochasticIndicator);
// Adding an ADX indicator to strategy
// (see http://www.investopedia.com/terms/a/adx.asp)
adxIndicator = new ADXIndicator(Bars.Bars, (int)this.GetInputParameter("ADX Period"));
this.AddIndicator("ADX Indicator", adxIndicator);
// Adding a SMA indicator to strategy
// (see http://www.investopedia.com/terms/s/sma.asp)
smaIndicator = new SMAIndicator(Bars.Close, (int)this.GetInputParameter("SMA Period"));
this.AddIndicator("SMA Indicator", smaIndicator);
}
void labelDisplayMode_SelectedIndexChanged(object sender, EventArgs e)
{
switch (animationPicker.SelectedIndex)
{
case 0:
Chart.TechnicalIndicators.RemoveAt(0);
AccumulationDistributionIndicator sma = new AccumulationDistributionIndicator();
sma.SeriesName = "Series";
NumericalAxis numericalAxis = new NumericalAxis();
numericalAxis.OpposedPosition = true;
numericalAxis.ShowMajorGridLines = false;
sma.YAxis = numericalAxis;
Chart.TechnicalIndicators.Add(sma);
break;
case 1:
Chart.TechnicalIndicators.RemoveAt(0);
AverageTrueIndicator sma1 = new AverageTrueIndicator();
sma1.SeriesName = "Series";
sma1.Period = 14;
NumericalAxis numericalAxis1 = new NumericalAxis();
numericalAxis1.OpposedPosition = true;
numericalAxis1.ShowMajorGridLines = false;
sma1.YAxis = numericalAxis1;
Chart.TechnicalIndicators.Add(sma1);
break;
case 2:
Chart.TechnicalIndicators.RemoveAt(0);
ExponentialMovingAverageIndicator sma2 = new ExponentialMovingAverageIndicator();
sma2.SeriesName = "Series";
sma2.Period = 14;
NumericalAxis numericalAxis2 = new NumericalAxis();
numericalAxis2.OpposedPosition = true;
numericalAxis2.ShowMajorGridLines = false;
sma2.YAxis = numericalAxis2;
Chart.TechnicalIndicators.Add(sma2);
break;
case 3:
Chart.TechnicalIndicators.RemoveAt(0);
MomentumIndicator sma3 = new MomentumIndicator();
sma3.SeriesName = "Series";
sma3.Period = 14;
NumericalAxis numericalAxis3 = new NumericalAxis();
numericalAxis3.OpposedPosition = true;
numericalAxis3.ShowMajorGridLines = false;
sma3.YAxis = numericalAxis3;
Chart.TechnicalIndicators.Add(sma3);
break;
case 4:
if (Chart.TechnicalIndicators.Count > 0)
{
Chart.TechnicalIndicators.RemoveAt(0);
}
SimpleMovingAverageIndicator sma4 = new SimpleMovingAverageIndicator();
NumericalAxis numericalAxis4 = new NumericalAxis();
numericalAxis4.OpposedPosition = true;
numericalAxis4.ShowMajorGridLines = false;
sma4.YAxis = numericalAxis4;
sma4.SeriesName = "Series";
sma4.Period = 14;
Chart.TechnicalIndicators.Add(sma4);
break;
case 5:
Chart.TechnicalIndicators.RemoveAt(0);
RSIIndicator sma5 = new RSIIndicator();
sma5.SeriesName = "Series";
sma5.Period = 14;
NumericalAxis numericalAxis5 = new NumericalAxis();
numericalAxis5.OpposedPosition = true;
numericalAxis5.ShowMajorGridLines = false;
sma5.YAxis = numericalAxis5;
Chart.TechnicalIndicators.Add(sma5);
break;
case 6:
Chart.TechnicalIndicators.RemoveAt(0);
TriangularMovingAverageIndicator sma6 = new TriangularMovingAverageIndicator();
sma6.SeriesName = "Series";
sma6.Period = 14;
NumericalAxis numericalAxis6 = new NumericalAxis();
numericalAxis6.OpposedPosition = true;
numericalAxis6.ShowMajorGridLines = false;
sma6.YAxis = numericalAxis6;
Chart.TechnicalIndicators.Add(sma6);
break;
case 7:
Chart.TechnicalIndicators.RemoveAt(0);
MACDIndicator sma7 = new MACDIndicator();
sma7.ItemsSource = (this.BindingContext as ViewModel).TechnicalIndicatorData;
sma7.SeriesName = "Series";
sma7.LongPeriod = 10;
sma7.ShortPeriod = 2;
sma7.Trigger = 14;
NumericalAxis numericalAxis7 = new NumericalAxis();
numericalAxis7.OpposedPosition = true;
numericalAxis7.ShowMajorGridLines = false;
sma7.YAxis = numericalAxis7;
Chart.TechnicalIndicators.Add(sma7);
break;
case 8:
Chart.TechnicalIndicators.RemoveAt(0);
StochasticIndicator sma8 = new StochasticIndicator();
sma8.SeriesName = "Series";
sma8.Period = 14;
sma8.KPeriod = 5;
sma8.DPeriod = 6;
NumericalAxis numericalAxis8 = new NumericalAxis();
numericalAxis8.OpposedPosition = true;
numericalAxis8.ShowMajorGridLines = false;
sma8.YAxis = numericalAxis8;
Chart.TechnicalIndicators.Add(sma8);
break;
case 9:
Chart.TechnicalIndicators.RemoveAt(0);
BollingerBandIndicator sma9 = new BollingerBandIndicator();
sma9.Period = 14;
sma9.SeriesName = "Series";
NumericalAxis numericalAxis9 = new NumericalAxis();
numericalAxis9.OpposedPosition = true;
numericalAxis9.ShowMajorGridLines = false;
sma9.YAxis = numericalAxis9;
Chart.TechnicalIndicators.Add(sma9);
break;
}
}
private void SelectLabelMode_ItemSelected(object sender, AdapterView.ItemSelectedEventArgs e)
{
String selectedItem = adapter[e.Position];
if (selectedItem.Equals("Accumulation Distribution Indicator"))
{
chart.TechnicalIndicators.RemoveAt(0);
AccumulationDistributionIndicator accumulationDistribution = new AccumulationDistributionIndicator();
NumericalAxis numericalAxis = new NumericalAxis();
numericalAxis.OpposedPosition = true;
numericalAxis.ShowMajorGridLines = false;
accumulationDistribution.YAxis = numericalAxis;
accumulationDistribution.SeriesName = "Series";
accumulationDistribution.XBindingPath = "XValue";
accumulationDistribution.Open = "Open";
accumulationDistribution.Close = "Close";
accumulationDistribution.High = "High";
accumulationDistribution.Low = "Low";
chart.TechnicalIndicators.Add(accumulationDistribution);
}
else if (selectedItem.Equals("Average True Indicator"))
{
chart.TechnicalIndicators.RemoveAt(0);
AverageTrueIndicator aTR = new AverageTrueIndicator();
NumericalAxis numericalAxis = new NumericalAxis();
numericalAxis.OpposedPosition = true;
numericalAxis.ShowMajorGridLines = false;
aTR.YAxis = numericalAxis;
aTR.Period = 14;
aTR.SeriesName = "Series";
aTR.XBindingPath = "XValue";
aTR.Open = "Open";
aTR.Close = "Close";
aTR.High = "High";
aTR.Low = "Low";
chart.TechnicalIndicators.Add(aTR);
}
else if (selectedItem.Equals("Exponential Moving Averge Indicator"))
{
chart.TechnicalIndicators.RemoveAt(0);
ExponentialMovingAverageIndicator eMA = new ExponentialMovingAverageIndicator();
NumericalAxis numericalAxis = new NumericalAxis();
numericalAxis.OpposedPosition = true;
numericalAxis.ShowMajorGridLines = false;
eMA.YAxis = numericalAxis;
eMA.Period = 14;
eMA.SeriesName = "Series";
eMA.XBindingPath = "XValue";
eMA.Open = "Open";
eMA.Close = "Close";
eMA.High = "High";
eMA.Low = "Low";
chart.TechnicalIndicators.Add(eMA);
}
else if (selectedItem.Equals("Momentum Indicator"))
{
chart.TechnicalIndicators.RemoveAt(0);
MomentumIndicator momentum = new MomentumIndicator();
NumericalAxis numericalAxis = new NumericalAxis();
numericalAxis.OpposedPosition = true;
numericalAxis.ShowMajorGridLines = false;
momentum.YAxis = numericalAxis;
momentum.SeriesName = "Series";
momentum.XBindingPath = "XValue";
momentum.Open = "Open";
momentum.Close = "Close";
momentum.High = "High";
momentum.Low = "Low";
momentum.Period = 14;
chart.TechnicalIndicators.Add(momentum);
}
else if (selectedItem.Equals("Simple Moving Average Indicator"))
{
chart.TechnicalIndicators.RemoveAt(0);
SimpleMovingAverageIndicator sMA = new SimpleMovingAverageIndicator();
sMA.SeriesName = "Series";
sMA.XBindingPath = "XValue";
sMA.Open = "Open";
sMA.Close = "Close";
sMA.High = "High";
sMA.Low = "Low";
sMA.Period = 14;
chart.TechnicalIndicators.Add(sMA);
}
else if (selectedItem.Equals("RSI Indicator"))
{
chart.TechnicalIndicators.RemoveAt(0);
RSIIndicator rSI = new RSIIndicator();
NumericalAxis numericalAxis = new NumericalAxis();
numericalAxis.OpposedPosition = true;
numericalAxis.ShowMajorGridLines = false;
rSI.YAxis = numericalAxis;
rSI.Period = 14;
rSI.SeriesName = "Series";
rSI.XBindingPath = "XValue";
rSI.Open = "Open";
rSI.Close = "Close";
rSI.High = "High";
rSI.Low = "Low";
chart.TechnicalIndicators.Add(rSI);
}
else if (selectedItem.Equals("Triangular Moving Average Indicator"))
{
chart.TechnicalIndicators.RemoveAt(0);
TriangularMovingAverageIndicator tMA = new TriangularMovingAverageIndicator();
NumericalAxis numericalAxis = new NumericalAxis();
numericalAxis.OpposedPosition = true;
numericalAxis.ShowMajorGridLines = false;
tMA.YAxis = numericalAxis;
tMA.Period = 14;
tMA.SeriesName = "Series";
tMA.XBindingPath = "XValue";
tMA.Open = "Open";
tMA.Close = "Close";
tMA.High = "High";
tMA.Low = "Low";
chart.TechnicalIndicators.Add(tMA);
}
else if (selectedItem.Equals("MACD Indicator"))
{
chart.TechnicalIndicators.RemoveAt(0);
MACDIndicator mACD = new MACDIndicator();
NumericalAxis numericalAxis = new NumericalAxis();
numericalAxis.OpposedPosition = true;
numericalAxis.ShowMajorGridLines = false;
mACD.YAxis = numericalAxis;
mACD.SeriesName = "Series";
mACD.XBindingPath = "XValue";
mACD.Open = "Open";
mACD.Close = "Close";
mACD.High = "High";
mACD.Low = "Low";
mACD.ShortPeriod = 2;
mACD.LongPeriod = 10;
mACD.Trigger = 14;
chart.TechnicalIndicators.Add(mACD);
}
else if (selectedItem.Equals("Stochastic Indicator"))
{
chart.TechnicalIndicators.RemoveAt(0);
StochasticIndicator stochastic = new StochasticIndicator();
NumericalAxis numericalAxis = new NumericalAxis();
numericalAxis.OpposedPosition = true;
numericalAxis.ShowMajorGridLines = false;
stochastic.YAxis = numericalAxis;
stochastic.SeriesName = "Series";
stochastic.XBindingPath = "XValue";
stochastic.Open = "Open";
stochastic.Close = "Close";
stochastic.High = "High";
stochastic.Low = "Low";
stochastic.Period = 14;
stochastic.KPeriod = 5;
stochastic.DPeriod = 6;
chart.TechnicalIndicators.Add(stochastic);
}
else if (selectedItem.Equals("Bollinger Band Indicator"))
{
chart.TechnicalIndicators.RemoveAt(0);
BollingerBandIndicator bB = new BollingerBandIndicator();
bB.Period = 14;
NumericalAxis numericalAxis = new NumericalAxis();
numericalAxis.OpposedPosition = true;
numericalAxis.ShowMajorGridLines = false;
//bB.YAxis = numericalAxis;
bB.SeriesName = "Series";
bB.XBindingPath = "XValue";
bB.Open = "Open";
bB.Close = "Close";
bB.High = "High";
bB.Low = "Low";
chart.TechnicalIndicators.Add(bB);
}
}
/// <summary>
/// Initialization method
/// </summary>
public override void OnInitialize()
{
log.Debug("ProfitStopStochasticLongStrategy onInitialize()");
// Adding StdDev indicator to strategy
// (see http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:standard_deviation)
stdDevIndicator = new StdDevIndicator(Bars.Close, (int)this.GetInputParameter("StdDev Period"), (int)this.GetInputParameter("StdDev Number of Deviations"));
this.AddIndicator("Std Dev indicator", stdDevIndicator);
// Adding Stochastic indicator to strategy
// (see http://stockcharts.com/help/doku.php?id=chart_school:technical_indicators:stochastic_oscillato)
stochasticIndicator = new StochasticIndicator(Bars.Bars, (int)this.GetInputParameter("Stochastic Period"));
this.AddIndicator("Stochastic", stochasticIndicator);
}
