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Sideway Percent로직 추가

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kyh
2025-07-31 13:36:43 +09:00
parent e6e9753b6d
commit 29cdaa5156
1 changed files with 17 additions and 21 deletions
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38
BitgetApi/IndicatorConditionSetup/SMABandConditionSetup.cs
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@@ -60,17 +60,23 @@ namespace BitgetApi.IndicatorConditionSetup
if (close.Count < 100 || high.Count < 100 || low.Count < 100 || open.Count < 100)
return false;
var longAverage = 0.0;
var shortAverage = 0.0;
var avgLongList = new List<double>();
var avgShortList = new List<double>();
for (var j = 0; j < 120; j++)
for (var cntData = high.Count - 120; cntData < high.Count; cntData++)
{
longAverage += (candles[j].High - candles[j].Low) / candles[j].Close * 100;
shortAverage += (candles[j].High - candles[j].Low) / candles[j].Close * 100;
var highestData = Highest(high, cntData, 12, 1);
var lowestData = Lowest(low, cntData, 12, 1);
var highData = high[cntData];
var lowData = low[cntData];
avgLongList.Add((highData - lowestData)/lowestData * 100);
avgShortList.Add((highestData - lowData) / highestData * 100);
}
rangeThresholdLongPercent = longAverage / 120 * 2;
rangeThresholdShortPercent = shortAverage / 120 * 1.7;
rangeThresholdLongPercent = avgLongList.Average();
rangeThresholdShortPercent = avgShortList.Average();
double sma72 = CalculateSMA(close, i);
double prevSma72 = CalculateSMA(close, i - 1);
@@ -112,7 +118,7 @@ namespace BitgetApi.IndicatorConditionSetup
bool redCandle = open[i] > close[i];
var isLongRecentTouch = true;
var isShortRecentTouch = true;
for (var cnt = 0; cnt < 10; cnt++)
{
@@ -123,21 +129,11 @@ namespace BitgetApi.IndicatorConditionSetup
}
}
for (var cnt = 0; cnt < 5; cnt++)
{
if (Highest(close, i - cnt, 12, 4) == CalculateSMA(close, i - cnt, 12) && Highest(close, i - cnt - 1, 12, 4) >= CalculateSMA(close, i - cnt - 1, 12))
{
isShortRecentTouch = false;
break;
}
}
// 진입/청산 조건
bool rawNewLong = isLongRecentTouch && greenCandle && IsSideways(high, low, i, true, rangeThresholdLongPercent) && prevSma4 <= sma4 && sma4High == sma4 && prevSma4High >= prevSma4 && (prev2Sma4Middle - prevSma4Middle) > (prevSma4Middle - sma4Middle) && sma4Middle > sma72 && sma4 > cloudTopNow;
bool rawLongSell = (sma4Middle < sma72 && prevSma4Middle > prevSma72) || (sma4 == sma4Low);
bool rawNewShort = sma4High < cloudBottomNow && sma4 == sma4Low && IsSideways(high, low, i, false, rangeThresholdShortPercent);
bool rawNewShort = sma4High < cloudBottomNow && sma4 == sma4Low && IsSideways(high, low, i, false, rangeThresholdShortPercent) && redCandle;
bool rawShortSell = sma4 > cloudBottomNow;
//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;
@@ -200,13 +196,13 @@ namespace BitgetApi.IndicatorConditionSetup
private double Highest(List<double> source, int index, int period, int num)
{
return GetAvgList(source, index, period, 4).Max();
return GetAvgList(source, index, period, num).Max();
}
private double Lowest(List<double> source, int index, int period, int num)
{
return GetAvgList(source, index, period, 4).Min();
return GetAvgList(source, index, period, num).Min();
}
private bool IsSideways(List<double> high, List<double> low, int index, bool type, double rangeThresholdPercent)