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);