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가격으로 사니 늦어서 못삼 현재가로 사도록 수정

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kyh
2025-05-30 09:43:42 +09:00
parent 5c797e2b11
commit 504cfd8af6
2 changed files with 22 additions and 17 deletions
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37
BitgetApi/IndicatorConditionSetup/SMABandConditionSetup.cs
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@@ -27,19 +27,21 @@ namespace BitgetApi.IndicatorConditionSetup
public class SMABandConditionSetup
{
private readonly int rangeLookback = 12;
private readonly double rangeThresholdPercent = 0.6;
private bool wasBelowCloud = false;
private bool allowNewShortEntry = true;
private readonly double rangeThresholdPercent = 0.7;
/// <summary>
/// false 는 구매 전, true는 판매 후
/// </summary>
private bool firstCloudFlag = true;
public bool Calculate(List<CandleData> candles, SMABandType type)
{
var close = candles.Select(t => t.Close).ToList();
{
var close = candles.Select(t => t.Close).ToList();
var high = candles.Select(t=>t.High).ToList();
var high = candles.Select(t => t.High).ToList();
var low = candles.Select(t => t.Low).ToList();
var low = candles.Select(t => t.Low).ToList();
var open = candles.Select(t => t.Open).ToList();
var open = candles.Select(t => t.Open).ToList();
int i = close.Count - 1;
if (close.Count < 100 || high.Count < 100 || low.Count < 100 || open.Count < 100)
@@ -77,16 +79,17 @@ namespace BitgetApi.IndicatorConditionSetup
bool isSma4BelowCloud = sma4 < cloudBottomNow;
bool isSma4AboveCloud = sma4 > cloudTopNow;
bool cloudFlag = false;
if (isSma4BelowCloud && !wasBelowCloud)
if (!firstCloudFlag)
{
allowNewShortEntry = true;
wasBelowCloud = true;
if(isSma4BelowCloud)
cloudFlag = true;
}
else if (!isSma4BelowCloud)
else
{
allowNewShortEntry = false;
wasBelowCloud = false;
if (cloudBottomNow < sma4)
firstCloudFlag = false;
}
@@ -99,7 +102,7 @@ namespace BitgetApi.IndicatorConditionSetup
bool rawLongSell = (sma4 <= prevSma4 && prevSma4 <= prev2Sma4 && sma4 < sma4Middle);
bool rawNewShort = allowNewShortEntry && isSideways && isSma4BelowCloud && (sma4 == sma4Low && prevSma4 >= prevSma4Low && prev2Sma4 >= prev2Sma4Low) && (sma4 <= prevSma4 && prevSma4 <= prev2Sma4 && prev2Sma4 <= prev3Sma4);
bool rawNewShort = cloudFlag && isSideways && isSma4BelowCloud && (sma4 == sma4Low && prevSma4 >= prevSma4Low && prev2Sma4 >= prev2Sma4Low) && (sma4 <= prevSma4 && prevSma4 <= prev2Sma4 && prev2Sma4 <= prev3Sma4);
bool rawShortSell = (sma4 >= prevSma4 && prevSma4 >= prev2Sma4 && sma4 > sma4Middle);
@@ -114,7 +117,9 @@ namespace BitgetApi.IndicatorConditionSetup
}
else if (type == SMABandType.LongSell)
{
{
if (rawLongSell)
firstCloudFlag = true;
return rawLongSell;
}
else if (type == SMABandType.ShortSell)