비율로 들어가게 처리
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@@ -29,7 +29,8 @@ namespace BitgetApi.IndicatorConditionSetup
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public class SMABandConditionSetup
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{
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private readonly int rangeLookback = 12;
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private double rangeThresholdPercent = 2;
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private double rangeThresholdLongPercent = 2;
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private double rangeThresholdShortPercent = 2;
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/// <summary>
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/// false 는 구매 전, true는 판매 후
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/// </summary>
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@@ -59,6 +60,18 @@ namespace BitgetApi.IndicatorConditionSetup
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if (close.Count < 100 || high.Count < 100 || low.Count < 100 || open.Count < 100)
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return false;
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var longAverage = 0.0;
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var shortAverage = 0.0;
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for (var j = 0; j < 120; j++)
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{
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longAverage += (candles[j].High - candles[j].Low) / candles[j].Close * 100;
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shortAverage += (candles[j].High - candles[j].Low) / candles[j].Close * 100;
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}
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rangeThresholdLongPercent = longAverage / 120 * 2;
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rangeThresholdShortPercent = shortAverage / 120 * 1.7;
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double sma72 = CalculateSMA(close, i);
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double prevSma72 = CalculateSMA(close, i - 1);
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@@ -98,23 +111,34 @@ namespace BitgetApi.IndicatorConditionSetup
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bool greenCandle = open[i] < close[i];
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bool redCandle = open[i] > close[i];
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var isRecentTouch = true;
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var isLongRecentTouch = true;
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var isShortRecentTouch = true;
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for(var cnt = 0; cnt < 10; cnt++)
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{
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if (Highest(close, i - cnt, 12, 4) == CalculateSMA(close, i - cnt, 12))
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for (var cnt = 0; cnt < 10; cnt++)
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{
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if (Lowest(close, i - cnt, 12, 4) == CalculateSMA(close, i - cnt, 12) && Lowest(close, i - cnt-1, 12, 4) <= CalculateSMA(close, i - cnt-1, 12))
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{
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isRecentTouch = false;
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isLongRecentTouch = false;
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break;
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}
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}
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for (var cnt = 0; cnt < 5; cnt++)
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{
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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))
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{
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isShortRecentTouch = false;
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break;
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}
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}
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}
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// 진입/청산 조건
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bool rawNewLong = isRecentTouch && greenCandle && IsSideways(high, low, i, true) && prevSma4 <= sma4 && sma4High == sma4 && prevSma4High >= prevSma4 && (prev2Sma4Middle - prevSma4Middle) > (prevSma4Middle - sma4Middle) && sma4Middle > sma72 && sma4 > cloudTopNow;
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bool rawNewLong = isLongRecentTouch && greenCandle && IsSideways(high, low, i, true, rangeThresholdLongPercent) && prevSma4 <= sma4 && sma4High == sma4 && prevSma4High >= prevSma4 && (prev2Sma4Middle - prevSma4Middle) > (prevSma4Middle - sma4Middle) && sma4Middle > sma72 && sma4 > cloudTopNow;
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bool rawLongSell = (sma4Middle < sma72 && prevSma4Middle > prevSma72) || (sma4 == sma4Low);
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bool rawNewShort = sma4 == sma4Low && IsSideways(high, low, i, false) && redCandle && sma4 < cloudBottomNow && prevSma4 < cloudBottomNow && sma4Middle < sma72;
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bool rawShortSell = (sma4Middle > sma72) || (high[i] > sma72);
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bool rawNewShort = sma4High < cloudBottomNow && sma4 == sma4Low && IsSideways(high, low, i, false, rangeThresholdShortPercent);
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bool rawShortSell = sma4 > cloudBottomNow;
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//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;
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//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);
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@@ -185,7 +209,7 @@ namespace BitgetApi.IndicatorConditionSetup
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return GetAvgList(source, index, period, 4).Min();
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}
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private bool IsSideways(List<double> high, List<double> low, int index, bool type)
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private bool IsSideways(List<double> high, List<double> low, int index, bool type, double rangeThresholdPercent)
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{
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double highestHigh = Highest(high, index, rangeLookback, 1);
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double lowestLow = Lowest(low, index, rangeLookback, 1);
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