private bool EvaluteWave(List <Wave> Waves, int WaveIndexToEvalute, ElliottWave ElliotWaveToUse)
{
bool isElliotWaveDef;
if (!ElliotWaveToUse.Momentum.Equals(Waves[WaveIndexToEvalute].Momentum))
{
return(false);
}
if (ElliotWaveToUse.RatioToWave != null && ElliotWaveToUse.RatioToWave.Count() > 0)
{
bool bRatioPassed = false;
foreach (Tuple <int, double> WaveDef in ElliotWaveToUse.RatioToWave)
{
if (WaveIndexToEvalute - ElliotWaveToUse.WaveNumber - WaveDef.Item1 < 0)
{
return(false);
}
Wave ToCompare = Waves[WaveIndexToEvalute - ElliotWaveToUse.WaveNumber - WaveDef.Item1];
if (IsWaveElliot(ToCompare.Length, Waves[WaveIndexToEvalute].Length, new double[] { WaveDef.Item2 }))
{
bRatioPassed = true;
break;
}
}
isElliotWaveDef = bRatioPassed;
}
else
{
isElliotWaveDef = true;
}
return(isElliotWaveDef);
}
private TradingRecommendation GetTradingRecommendationFromWaves(List <ConfirmedElliottWave> ConfirmedWaves, DateTime Start, DateTime End)
{
//only calc on 4 and up
int MaxConfirmedWave = ConfirmedWaves.Max(c => c.WaveNumber);
//titta på senaste index som har confirmed wave > 3
int MaxIndex = ConfirmedWaves.Where(cf => cf.WaveNumber > 3).Max(c => c.Wave.SourceIndex);
if (Start.AddDays((int)(MaxIndex / 4)).Date < DateTime.Now.Date.AddDays(-2)) //just to test...
{
return(new TradingRecommendation());
}
int WaveNumber = ConfirmedWaves.Where(cf => cf.Wave.SourceIndex.Equals(MaxIndex)).First().WaveNumber;
if (MaxConfirmedWave > WaveNumber)
{
MaxConfirmedWave = WaveNumber;
}
if (MaxConfirmedWave < 4 || MaxConfirmedWave.Equals(m_oED.ElliotWaveDefinitions.Select(e => e.WaveNumber).Max()))
{
ConfirmedElliottWave MaxConfirmedWaveObject = ConfirmedWaves.Where(f => f.Wave.SourceIndex.Equals(
ConfirmedWaves.Where(cw => cw.WaveNumber.Equals(MaxConfirmedWave)).Select(e => e.Wave.SourceIndex).Max()
)).First();
double x = MaxConfirmedWaveObject.Wave.SourceIndex / 4;
//DateTime ActionDateToTrade = Start.AddDays((int)x);
//Last wave for buy!
return(new TradingRecommendation(
Instrument,
ImperaturGlobal.GetMoney(Convert.ToDecimal(MaxConfirmedWaveObject.Wave.End), Instrument.CurrencyCode),
ImperaturGlobal.GetMoney(0, Instrument.CurrencyCode),
Start.AddDays((int)x),
Start.AddDays((int)x),
TradingForecastMethod.Elliott
));
}
ElliottWave oE = m_oED.ElliotWaveDefinitions.Where(ed => ed.WaveNumber.Equals(MaxConfirmedWave + 1)).First();
List <Wave> ToCompare = new List <Wave>();
foreach (var oCW in ConfirmedWaves.Where(c => c.WaveNumber.Equals(MaxConfirmedWave)))
{
foreach (var t in oE.RatioToWave)
{
ToCompare.AddRange(ConfirmedWaves.Where(c => c.WaveNumber.Equals(t.Item1) && m_oED.IsWaveElliot(Convert.ToDouble(c.Wave.Length), Convert.ToDouble(oCW.Wave.Length), new double[] { t.Item2 })).Select(g => g.Wave).ToList());
}
}
//loop through the max waves detected(ToCompare) and get the new point according to oE
//just to be on the safe side, pick the smallest value, largets value if we are excepting a raise
double PredictedLenght = 0;
if (oE.Momentum.Equals(Momentum.Negative))
{
PredictedLenght = ToCompare.Select(s => s.Length * oE.RatioToWave.Select(t => t.Item2).Min()).Min();
}
else
{
PredictedLenght = ToCompare.Select(s => s.Length * oE.RatioToWave.Select(t => t.Item2).Min()).Max();
}
//nu måste vi interpola vilket värde som det skulle kunna vara, tror att vi kan räkna med samma lutning som den vi jämför med.
//räkna ut slope baserat på alla värden i tocompare
// double SlopeAvg = ToCompare.Select(x => Fit.Line(Enumerable.Range(0, (int)x.Length - 1).Select(y=>Convert.ToDouble(y)).ToArray(), new double[] { x.Start, x.End }).Item2).Average();
double SlopeAvg = ToCompare.Select(x => Fit.Line(new double[] { 0, 1 }, new double[] { x.Start, x.End }).Item2 / x.Length).Average();
//every day consists of four values (open low high close)
//List<double> oPriceData = GetRangeOfDataAsDoubleIncludingLowHigh(Start, End);
double XWaveIndex = (ToCompare.Select(x => x.SourceIndex).Max() + PredictedLenght) / 4;
DateTime ActionDateToTrade = Start.AddDays((int)XWaveIndex);
return(new TradingRecommendation(Instrument,
ImperaturGlobal.GetMoney(
oE.Momentum.Equals(Momentum.Negative) ? Convert.ToDecimal(ConfirmedWaves.Where(c => c.WaveNumber.Equals(MaxConfirmedWave)).Last().Wave.End + (PredictedLenght * SlopeAvg)) : 0, Instrument.CurrencyCode),
ImperaturGlobal.GetMoney(
oE.Momentum.Equals(Momentum.Positive) ? Convert.ToDecimal(ConfirmedWaves.Where(c => c.WaveNumber.Equals(MaxConfirmedWave)).Last().Wave.End + (PredictedLenght * SlopeAvg)) : 0, Instrument.CurrencyCode),
ActionDateToTrade,
ActionDateToTrade,
TradingForecastMethod.Elliott
));
}