Macd, 가격 Range SMA 평균으로 판매 등 추가함
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kyh
258
BitgetApi/IndicatorConditionSetup/TradingViewConditionSetup.cs
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258
BitgetApi/IndicatorConditionSetup/TradingViewConditionSetup.cs
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using DevExpress.XtraEditors.TextEditController.InputHandler;
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.Text;
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using System.Threading.Tasks;
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using System.Windows.Forms;
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using static System.Windows.Forms.VisualStyles.VisualStyleElement.ToolTip;
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namespace BitgetApi.IndicatorConditionSetup
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{
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public class TradingViewConditionSetup
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{
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// 기본 파라미터
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public int LengthMA = 34;
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public int LengthSignal = 12;
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public int AdxLength = 12;
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public double AdxThreshold = 24;
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public double RangeThreshold = 2.2;
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public double RangeThresholdSell = 2.2;
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// 데이터 입력: High, Low, Close 배열 (최근 것이 맨 끝)
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public List<double> High;
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public List<double> Low;
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public List<double> Close;
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// SMA4 계산용
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private double[] Sma4;
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public void SetData(List<double> high, List<double> low, List<double> close)
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{
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High = high;
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Low = low;
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Close = close;
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Sma4 = ComputeSma4();
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}
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// 1. SMMA 계산
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private double CalcSmma(List<double> src, int len)
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{
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double smma = src.Take(len).Average();
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for (int i = len; i < src.Count; i++)
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{
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smma = (smma * (len - 1) + src[i]) / len;
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}
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return smma;
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}
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// 2. ZLEMA 계산
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private double CalcZlema(List<double> src, int length)
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{
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double ema1 = Ema(src, length);
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double ema2 = Ema(Enumerable.Repeat(ema1, src.Count).ToList(), length);
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double d = ema1 - ema2;
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return ema1 + d;
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}
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// 3. EMA 계산
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private double Ema(List<double> src, int length)
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{
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double alpha = 2.0 / (length + 1);
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double ema = src[0];
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for (int i = 1; i < src.Count; i++)
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{
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ema = alpha * src[i] + (1 - alpha) * ema;
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}
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return ema;
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}
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// 4. SMA(4) 계산
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private double[] ComputeSma4()
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{
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double[] sma4 = new double[Close.Count];
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for (int i = 3; i < Close.Count; i++)
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{
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sma4[i] = (Close[i] + Close[i - 1] + Close[i - 2] + Close[i - 3]) / 4.0;
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}
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return sma4;
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}
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// 5. ADX (가장 간단한 형태)
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private double ComputeAdx()
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{
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// 간단화: 실제 구현 시 true range, directional movement 등 추가 필요
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return 25.0; // 더미값 또는 타 라이브러리 사용 가능
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}
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// 6. Impulse MACD 계산
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public double ComputeMd(bool flag = true)
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{
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if (flag)
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{
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double hi = CalcSmma(High, LengthMA);
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double lo = CalcSmma(Low, LengthMA);
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var hlc3 = High.Zip(Low, (h, l) => (h + l + Close.Last()) / 3).ToList();
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double mi = CalcZlema(hlc3, LengthMA);
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if (mi > hi) return mi - hi;
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else if (mi < lo) return mi - lo;
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return 0;
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}
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else
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{
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var highTemp = new List<double>();
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foreach(var item in High)
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highTemp.Add(item);
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var lowTemp = new List<double>();
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foreach (var item in Low)
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lowTemp.Add(item);
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var closeTemp = new List<double>();
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foreach (var item in Close)
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closeTemp.Add(item);
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highTemp.RemoveAt(highTemp.Count - 1);
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lowTemp.RemoveAt(lowTemp.Count - 1);
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closeTemp.RemoveAt(closeTemp.Count - 1);
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double hi = CalcSmma(highTemp, LengthMA);
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double lo = CalcSmma(lowTemp, LengthMA);
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var hlc3 = highTemp.Zip(lowTemp, (h, l) => (h + l + closeTemp.Last()) / 3).ToList();
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double mi = CalcZlema(hlc3, LengthMA);
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if (mi > hi) return mi - hi;
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else if (mi < lo) return mi - lo;
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return 0;
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}
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}
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// 7. MACD, SignalLine 계산
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public (double macdLine, double signalLine) ComputeMacd()
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{
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double macdLine = Ema(Close, 34) - Ema(Close, 12);
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double signalLine = Ema(Enumerable.Repeat(macdLine, Close.Count).ToList(), 12);
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return (macdLine, signalLine);
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}
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// 8. RangeBound 필터
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public bool IsRangeBound()
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{
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double highestHigh = High.Skip(High.Count - 12).Max();
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double lowestLow = Low.Skip(Low.Count - 12).Min();
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double range = highestHigh - lowestLow;
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return range < (highestHigh * RangeThreshold / 100.0);
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}
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public bool IsRangeBoundSell()
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{
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double highestHigh = High.Skip(High.Count - 12).Max();
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double lowestLow = Low.Skip(Low.Count - 12).Min();
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double range = highestHigh - lowestLow;
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return range < (highestHigh * RangeThresholdSell / 100.0);
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}
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// 9. 트렌드 여부
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public bool IsTrending()
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{
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return ComputeAdx() > AdxThreshold;
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}
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// 10. 매수 조건
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public bool IsLongSignal()
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{
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double md = ComputeMd();
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double prevMd = ComputeMd(false);
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var (macd, signal) = ComputeMacd();
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bool isUptrend = Close.Last() > Sma4.Last();
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return isUptrend &&
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((prevMd == 0 && md > 0) || (macd < 0 && macd > signal)) &&
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IsTrending() && !IsRangeBound();
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}
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// 11. 매도 조건
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public bool IsShortSignal()
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{
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double md = ComputeMd();
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double prevMd = ComputeMd(false);
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var (macd, signal) = ComputeMacd();
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bool isDowntrend = Close.Last() < Sma4.Last();
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return isDowntrend &&
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((prevMd == 0 && md < 0) || (macd > 0 && macd < signal)) &&
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IsTrending() && !IsRangeBoundSell();
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}
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public bool IsSmaHigh(int range, int count)
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{
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var list = new List<double>();
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for (int i = Close.Count - count - 1; i < count; i++)
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{
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var sum = 0.0;
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for(int j = 0;j < range; j++)
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{
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sum += Close[i-j];
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}
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var data = sum / range;
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list.Add(data);
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}
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if (list.Max() == list[list.Count - 1])
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return true;
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else
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return false;
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}
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public bool IsSmaLow(int range, int count)
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{
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var list = new List<double>();
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for (int i = Close.Count - count - 1; i < count; i++)
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{
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var sum = 0.0;
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for (int j = 0; j < range; j++)
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{
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sum += Close[i - j];
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}
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var data = sum / range;
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list.Add(data);
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}
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if (list.Min() == list[list.Count - 1])
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return true;
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else
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return false;
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}
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public bool IsSmaMiddle(int range, int count, bool longFlag) {
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var list = new List<double>();
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for (int i = Close.Count - count - 1; i < count; i++)
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{
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var sum = 0.0;
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for (int j = 0; j < range; j++)
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{
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sum += Close[i - j];
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}
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var data = sum / range;
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list.Add(data);
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}
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if (longFlag)
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{
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if(list[list.Count - 1] > list.Average())
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{
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return true;
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}
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}
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else
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{
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if (list[list.Count - 1] < list.Average())
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{
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return true;
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}
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}
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return false;
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}
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}
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}
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