From 9a9055439997055b417cfd179ecdd4d85dd38ec6 Mon Sep 17 00:00:00 2001 From: kyh <1329522@naver.com> Date: Tue, 27 May 2025 14:20:54 +0900 Subject: [PATCH] =?UTF-8?q?=EB=A7=88=EC=A7=80=EB=A7=89=20=EC=88=98?= =?UTF-8?q?=EC=A0=95=20(=EC=BD=94=EB=93=9C=20=EA=B0=84=EA=B2=B0=ED=99=94)?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- .../SMABandConditionSetup.cs | 176 ++++++++---------- 1 file changed, 82 insertions(+), 94 deletions(-) diff --git a/BitgetApi/IndicatorConditionSetup/SMABandConditionSetup.cs b/BitgetApi/IndicatorConditionSetup/SMABandConditionSetup.cs index 7b024d0..e9980a8 100644 --- a/BitgetApi/IndicatorConditionSetup/SMABandConditionSetup.cs +++ b/BitgetApi/IndicatorConditionSetup/SMABandConditionSetup.cs @@ -15,7 +15,7 @@ namespace BitgetApi.IndicatorConditionSetup private readonly double rangeThresholdPercent = 0.6; private readonly int recentTouchLookback = 5; private readonly int recentTouch2Lookback = 15; - + public bool Calculate(List candles, SMABandType type) { @@ -31,87 +31,48 @@ namespace BitgetApi.IndicatorConditionSetup var open = candles.Select(t => t.Open).ToList(); open.RemoveAt(open.Count - 1); - int i = close.Count - 1; // 최신 데이터 기준 + int i = close.Count - 1; + if (close.Count < 20 || high.Count < 20 || low.Count < 20 || open.Count < 20) + return false; - double sma4 = Avg(close[i], close[i - 1], close[i - 2], close[i - 3]); - double prevSma4 = Avg(close[i - 4], close[i - 1], close[i - 2], close[i - 3]); - double prev2Sma4 = Avg(close[i - 4], close[i - 5], close[i - 2], close[i - 3]); - double prev3Sma4 = Avg(close[i - 4], close[i - 5], close[i - 6], close[i - 3]); + // SMA4 관련 + double sma4 = Sma4(close, i); + double prevSma4 = Sma4(close, i - 1); + double prev2Sma4 = Sma4(close, i - 2); - double sma4High = Highest(close, i, 12, useSma4: true); - double sma4Middle = SMA(close, i, 12, useSma4: true); - double sma4Low = Lowest(close, i, 12, useSma4: true); + // 밴드 계산 + double sma4High = Highest(close, i, 12); + double sma4Middle = SMA(close, i, 12); + double sma4Low = Lowest(close, i, 12); - double prevSma4High = Highest(close, i - 1, 12, useSma4: true); - double prevSma4Middle = SMA(close, i - 1, 12, useSma4: true); - double prevSma4Low = Lowest(close, i - 1, 12, useSma4: true); + double prevSma4High = Highest(close, i - 1, 12); + double prevSma4Middle = SMA(close, i - 1, 12); + double prevSma4Low = Lowest(close, i - 1, 12); - double prev2Sma4High = Highest(close, i - 2, 12, useSma4: true); - double prev2Sma4Middle = SMA(close, i - 2, 12, useSma4: true); - double prev2Sma4Low = Lowest(close, i - 2, 12, useSma4: true); + double prev2Sma4High = Highest(close, i - 2, 12); + double prev2Sma4Low = Lowest(close, i - 2, 12); - double highestHigh = high.Skip(i - rangeLookback).Take(rangeLookback).Max(); - double lowestLow = low.Skip(i - rangeLookback).Take(rangeLookback).Min(); - double priceRange = highestHigh - lowestLow; - bool isSideways = priceRange > (highestHigh * rangeThresholdPercent / 100.0); + bool isSideways = IsSideways(high, low, i); - bool isLongRecentTouch = false; - for (int j = i - recentTouchLookback + 1; j <= i; j++) - { - double sma4_j = Avg(close[j], close[j - 1], close[j - 2], close[j - 3]); - double sma4Low_j = Lowest(close, j, 12, useSma4: true); - double prevSma4_j = Avg(close[j - 4], close[j - 1], close[j - 2], close[j - 3]); - double prevSma4Low_j = Lowest(close, j - 1, 12, useSma4: true); - if (sma4_j >= sma4Low_j && prevSma4_j == prevSma4Low_j) - { - isLongRecentTouch = true; - break; - } - } + // 조건 판단 + bool isLongRecentTouch = IsRecentTouch(close, i, recentTouchLookback, "low"); + bool isShortRecentTouch = IsRecentTouch(close, i, recentTouchLookback, "high"); + bool isShort2RecentTouch = IsMiddleBreakout(close, i, recentTouch2Lookback, true); + bool isLong2RecentTouch = IsMiddleBreakout(close, i, recentTouch2Lookback, false); - bool isShortRecentTouch = false; - for (int j = i - recentTouchLookback + 1; j <= i; j++) - { - double sma4_j = Avg(close[j], close[j - 1], close[j - 2], close[j - 3]); - double sma4High_j = Highest(close, j, 12, useSma4: true); - double prevSma4_j = Avg(close[j - 4], close[j - 1], close[j - 2], close[j - 3]); - double prevSma4High_j = Highest(close, j - 1, 12, useSma4: true); - if (sma4_j <= sma4High_j && prevSma4_j == prevSma4High_j) - { - isShortRecentTouch = true; - break; - } - } + bool greenCandle = open[i] < close[i]; + bool redCandle = open[i] > close[i]; - bool isShort2RecentTouch = false; - for (int j = i - recentTouch2Lookback + 1; j <= i; j++) - { - double sma4_j = Avg(close[j], close[j - 1], close[j - 2], close[j - 3]); - double sma4Middle_j = SMA(close, j, 12, useSma4: true); - if (sma4_j > sma4Middle_j) - { - isShort2RecentTouch = true; - break; - } - } + // 진입/청산 조건 + bool rawNewLong = (isSideways && !isLongRecentTouch && isLong2RecentTouch && sma4 == sma4High && prevSma4 < sma4 && prevSma4 == prevSma4High && prev2Sma4 < prev2Sma4High && greenCandle) + || (isSideways && isLong2RecentTouch && sma4 > sma4Middle && prevSma4 < prevSma4Middle && prevSma4 < sma4 && (sma4Middle - prevSma4Middle) > (prevSma4Middle - SMA(close, i - 2, 12)) && greenCandle); - bool isLong2RecentTouch = false; - for (int j = i - recentTouch2Lookback + 1; j <= i; j++) - { - double sma4_j = Avg(close[j], close[j - 1], close[j - 2], close[j - 3]); - double sma4Middle_j = SMA(close, j, 12, useSma4: true); - if (sma4_j < sma4Middle_j) - { - isLong2RecentTouch = true; - break; - } - } + bool rawLongSell = close[i] < sma4Middle || (prevSma4High == prevSma4 && sma4High > sma4); - bool rawNewLong = (isSideways && ! isLongRecentTouch && isLong2RecentTouch && sma4 == sma4High && prevSma4 (prevSma4Middle - prev2Sma4Middle))) &&(isSideways && isLong2RecentTouch && sma4 > sma4Middle && prevSma4 < prevSma4Middle && prevSma4 < sma4 &&((sma4Middle - prevSma4Middle) > (prevSma4Middle - prev2Sma4Middle) && open[open.Count - 1] < close[close.Count - 1])); - bool rawLongSell = close[close.Count - 1] < sma4Middle || prevSma4High == prevSma4 && sma4High > sma4; + bool rawNewShort = (!isShortRecentTouch && isShort2RecentTouch && sma4 == sma4Low && prevSma4 == prevSma4Low && prevSma4 > sma4 && prev2Sma4 > prev2Sma4Low && redCandle && (sma4Middle - prevSma4Middle) < (prevSma4Middle - SMA(close, i - 2, 12))) + || (isShort2RecentTouch && sma4 == sma4Low && prevSma4 == prevSma4Low && prevSma4 > sma4 && redCandle && (sma4Middle - prevSma4Middle) < (prevSma4Middle - SMA(close, i - 2, 12))); - bool rawNewShort = (! isShortRecentTouch && isShort2RecentTouch && sma4 == sma4Low && prevSma4 > sma4 && prevSma4 > prevSma4Low && open[open.Count - 1] > close[close.Count - 1] &&((sma4Middle - prevSma4Middle) < (prevSma4Middle - prev2Sma4Middle))) || (isShort2RecentTouch && sma4 == sma4Low && prevSma4 == prevSma4Low && prevSma4 > sma4 && open[open.Count - 1] > close[close.Count - 1] &&((sma4Middle - prevSma4Middle) < (prevSma4Middle - prev2Sma4Middle))); - bool rawShortSell = rawShortSell = close[close.Count - 1] > sma4Middle || (sma4High == sma4 && prevSma4High > prevSma4) || (prev2Sma4Low == prev2Sma4 && prevSma4Low < prevSma4); + bool rawShortSell = close[i] > sma4Middle || (sma4High == sma4 && prevSma4High > prevSma4) || (prev2Sma4Low == prev2Sma4 && prevSma4Low < prevSma4); // === 시그널 계산 === if (type == SMABandType.LongBuy) @@ -135,39 +96,66 @@ namespace BitgetApi.IndicatorConditionSetup return false; } - private double Avg(params double[] values) => values.Average(); + private double Sma4(List list, int index) => + Avg(list[index], list[index - 1], list[index - 2], list[index - 3]); - private double SMA(List source, int currentIndex, int period, bool useSma4) + private double Avg(params double[] values) => + values.Average(); + + private double SMA(List source, int currentIndex, int period) { - var values = new List(); - for (int i = currentIndex - period + 1; i <= currentIndex; i++) - { - double sma4 = Avg(source[i], source[i - 1], source[i - 2], source[i - 3]); - values.Add(sma4); - } - return values.Average(); + return Enumerable.Range(currentIndex - period + 1, period) + .Select(i => Sma4(source, i)) + .Average(); } - private double Highest(List source, int currentIndex, int period, bool useSma4) + private double Highest(List source, int currentIndex, int period) { - var values = new List(); - for (int i = currentIndex - period + 1; i <= currentIndex; i++) - { - double sma4 = Avg(source[i], source[i - 1], source[i - 2], source[i - 3]); - values.Add(sma4); - } - return values.Max(); + return Enumerable.Range(currentIndex - period + 1, period) + .Select(i => Sma4(source, i)) + .Max(); } - private double Lowest(List source, int currentIndex, int period, bool useSma4) + private double Lowest(List source, int currentIndex, int period) { - var values = new List(); - for (int i = currentIndex - period + 1; i <= currentIndex; i++) + return Enumerable.Range(currentIndex - period + 1, period) + .Select(i => Sma4(source, i)) + .Min(); + } + + private bool IsSideways(List high, List low, int index) + { + double highestHigh = high.Skip(index - rangeLookback).Take(rangeLookback).Max(); + double lowestLow = low.Skip(index - rangeLookback).Take(rangeLookback).Min(); + double range = highestHigh - lowestLow; + return range > (highestHigh * rangeThresholdPercent / 100.0); + } + + private bool IsRecentTouch(List close, int currentIndex, int lookback, string type) + { + for (int j = currentIndex - lookback + 1; j <= currentIndex; j++) { - double sma4 = Avg(source[i], source[i - 1], source[i - 2], source[i - 3]); - values.Add(sma4); + double sma4 = Sma4(close, j); + double band = (type == "low") ? Lowest(close, j, 12) : Highest(close, j, 12); + double prevSma4 = Sma4(close, j - 1); + double prevBand = (type == "low") ? Lowest(close, j - 1, 12) : Highest(close, j - 1, 12); + + if (sma4 >= band && prevSma4 == prevBand) + return true; } - return values.Min(); + return false; + } + + private bool IsMiddleBreakout(List close, int currentIndex, int lookback, bool above) + { + for (int j = currentIndex - lookback + 1; j <= currentIndex; j++) + { + double sma4 = Sma4(close, j); + double middle = SMA(close, j, 12); + if (above && sma4 > middle) return true; + if (!above && sma4 < middle) return true; + } + return false; } } }