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kyh
2025-06-26 11:40:32 +09:00
parent 98c5eb598c
commit 240a53aa51
2 changed files with 78 additions and 88 deletions
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32
BitgetApi/IndicatorConditionSetup/SMABandConditionSetup.cs
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@@ -29,7 +29,7 @@ namespace BitgetApi.IndicatorConditionSetup
public class SMABandConditionSetup
{
private readonly int rangeLookback = 12;
private double rangeThresholdPercent = 0.7;
private double rangeThresholdPercent = 1;
/// <summary>
/// false 는 구매 전, true는 판매 후
/// </summary>
@@ -87,33 +87,23 @@ namespace BitgetApi.IndicatorConditionSetup
var ichmok = GetIchimokuCloud(candles, i - 25);
var ichmokCurrent = GetIchimokuCloud(candles, i);
var cloudTopNow = Math.Max(ichmok.SenkouSpanA, ichmok.SenkouSpanB);
var cloudBottomNow = Math.Min(ichmok.SenkouSpanA, ichmok.SenkouSpanB);
bool isSma4BelowCloud = low[i] < cloudBottomNow;
bool isSma4AboveCloud = high[i] > cloudTopNow;
//bool cloudFlag = false;
//if (!firstCloudFlag)
//{
// if(isSma4BelowCloud)
// cloudFlag = true;
//}
//else
//{
// if (!isSma4BelowCloud)
// firstCloudFlag = false;
//}
bool isSma4AboveCloud = high[i] > cloudTopNow;
bool greenCandle = open[i] < close[i];
bool redCandle = open[i] > close[i];
// 진입/청산 조건
bool rawNewLong = sma4 == sma4High && prevSma4 < sma4High && sma4Middle > sma72 && sma4 > cloudTopNow && ichmok.SenkouSpanA >= ichmok.SenkouSpanB; // sma4 > cloudBottomNow && IsSideways(high, low, i, true) && isSma4AboveCloud && (sma4 == sma4High && prevSma4 <= prevSma4High && prev2Sma4 <= prev2Sma4High) && (sma4 >= prevSma4 && prevSma4 >= prev2Sma4 && prev2Sma4 >= prev3Sma4);
bool rawNewLong = greenCandle && sma4Low < sma72 && IsSideways(high, low, i, true) && sma4 > cloudTopNow && prevSma4 <= prevSma4High && sma4 == sma4High && prevSma4 < sma4 && sma4Middle > sma72 && sma4 > cloudTopNow && ichmok.SenkouSpanA >= ichmok.SenkouSpanB && ichmokCurrent.SenkouSpanA >= ichmokCurrent.SenkouSpanB;
//sma4 == sma4High && prevSma4 < sma4High && sma4Middle > sma72 && sma4 > cloudTopNow && ichmokCurrent.SenkouSpanA > ichmokCurrent.SenkouSpanB && ichmok.SenkouSpanA >= ichmok.SenkouSpanB; // sma4 > cloudBottomNow && IsSideways(high, low, i, true) && isSma4AboveCloud && (sma4 == sma4High && prevSma4 <= prevSma4High && prev2Sma4 <= prev2Sma4High) && (sma4 >= prevSma4 && prevSma4 >= prev2Sma4 && prev2Sma4 >= prev3Sma4);
bool rawLongSell = (sma4Middle < sma72 && prevSma4Middle > prevSma72) || (sma4 < cloudBottomNow);// (sma4 <= prevSma4 && prevSma4 <= prev2Sma4 && sma4 < sma4Middle);
bool rawLongSell = (sma4Middle < sma72 && prevSma4Middle > prevSma72) || (sma4 == sma4Low);
//(sma4Middle < sma72 && prevSma4Middle > prevSma72) || (sma4 < cloudBottomNow);// (sma4 <= prevSma4 && prevSma4 <= prev2Sma4 && sma4 < sma4Middle);
//cloudFlag &&
bool rawNewShort = sma4 == sma4Low && prevSma4 > sma4Low && sma4Middle < sma72 && sma4 < cloudBottomNow;// sma4High < sma72 && prevSma4High > prevSma72;//sma4 < cloudTopNow && IsSideways(high, low, i, false) && isSma4BelowCloud && (sma4 == sma4Low && prevSma4 >= prevSma4Low && prev2Sma4 >= prev2Sma4Low) && (sma4 <= prevSma4 && prevSma4 <= prev2Sma4 && prev2Sma4 <= prev3Sma4);
@@ -180,20 +170,20 @@ namespace BitgetApi.IndicatorConditionSetup
private bool IsSideways(List<double> high, List<double> low, int index, bool type)
{
double highestHigh = high.Skip(index - rangeLookback).Take(rangeLookback + 1).Max();
double lowestLow = low.Skip(index - rangeLookback).Take(rangeLookback + 1).Min();
double highestHigh = Highest(high, index, rangeLookback, 1);
double lowestLow = Lowest(low, index, rangeLookback, 1);
// long
if (type)
{
double range = high[index] - lowestLow;
return range > (lowestLow * rangeThresholdPercent / 100.0) && highestHigh == high[index];
return range > (highestHigh * rangeThresholdPercent / 100.0);
}
//short
else
{
double range = highestHigh - low[index];
return range > (highestHigh * rangeThresholdPercent / 100.0) && lowestLow == low[index];
return range > (lowestLow * rangeThresholdPercent / 100.0);
}
}