diff --git a/BitgetApi/IndicatorConditionSetup/SMABandConditionSetup.cs b/BitgetApi/IndicatorConditionSetup/SMABandConditionSetup.cs index de372a7..fc3be73 100644 --- a/BitgetApi/IndicatorConditionSetup/SMABandConditionSetup.cs +++ b/BitgetApi/IndicatorConditionSetup/SMABandConditionSetup.cs @@ -29,7 +29,8 @@ namespace BitgetApi.IndicatorConditionSetup public class SMABandConditionSetup { private readonly int rangeLookback = 12; - private double rangeThresholdPercent = 2; + private double rangeThresholdLongPercent = 2; + private double rangeThresholdShortPercent = 2; /// /// false 는 구매 전, true는 판매 후 /// @@ -59,6 +60,18 @@ 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; + + for (var j = 0; j < 120; j++) + { + longAverage += (candles[j].High - candles[j].Low) / candles[j].Close * 100; + shortAverage += (candles[j].High - candles[j].Low) / candles[j].Close * 100; + } + + rangeThresholdLongPercent = longAverage / 120 * 2; + rangeThresholdShortPercent = shortAverage / 120 * 1.7; + double sma72 = CalculateSMA(close, i); double prevSma72 = CalculateSMA(close, i - 1); @@ -98,23 +111,34 @@ namespace BitgetApi.IndicatorConditionSetup bool greenCandle = open[i] < close[i]; bool redCandle = open[i] > close[i]; - var isRecentTouch = true; + var isLongRecentTouch = true; + var isShortRecentTouch = true; - for(var cnt = 0; cnt < 10; cnt++) - { - if (Highest(close, i - cnt, 12, 4) == CalculateSMA(close, i - cnt, 12)) + for (var cnt = 0; cnt < 10; cnt++) + { + 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)) { - isRecentTouch = false; + isLongRecentTouch = false; + break; + } + } + + 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 = isRecentTouch && greenCandle && IsSideways(high, low, i, true) && prevSma4 <= sma4 && sma4High == sma4 && prevSma4High >= prevSma4 && (prev2Sma4Middle - prevSma4Middle) > (prevSma4Middle - sma4Middle) && sma4Middle > sma72 && sma4 > cloudTopNow; + 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 = sma4 == sma4Low && IsSideways(high, low, i, false) && redCandle && sma4 < cloudBottomNow && prevSma4 < cloudBottomNow && sma4Middle < sma72; - bool rawShortSell = (sma4Middle > sma72) || (high[i] > sma72); + bool rawNewShort = sma4High < cloudBottomNow && sma4 == sma4Low && IsSideways(high, low, i, false, rangeThresholdShortPercent); + 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; //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); @@ -185,7 +209,7 @@ namespace BitgetApi.IndicatorConditionSetup return GetAvgList(source, index, period, 4).Min(); } - private bool IsSideways(List high, List low, int index, bool type) + private bool IsSideways(List high, List low, int index, bool type, double rangeThresholdPercent) { double highestHigh = Highest(high, index, rangeLookback, 1); double lowestLow = Lowest(low, index, rangeLookback, 1);