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SMA_Band_I
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@@ -112,6 +112,7 @@
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<Compile Include="IndicatorConditionSetup\IchimokuConditionSetup.cs" />
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<Compile Include="IndicatorConditionSetup\ImpulseMacdConditionSetup.cs" />
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<Compile Include="IndicatorConditionSetup\MovingAverageConditionSetup.cs" />
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<Compile Include="IndicatorConditionSetup\SMABandConditionSetup.cs" />
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<Compile Include="IndicatorConditionSetup\TradingViewConditionSetup.cs" />
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<Compile Include="IndicatorData\IchimokData.cs" />
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<Compile Include="IndicatorConditionSetup\IndicatorProcess.cs" />
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@@ -48,6 +48,15 @@ namespace BitgetAPI
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MARGIN_보류 = 2
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}
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// SMA Band Type
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public enum SMABandType
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{
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LongBuy = 0,
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LongSell = 1,
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ShortBuy = 2,
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ShortSell = 3
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}
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public ExchangePlace selectedChangePlace;
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public PaymentType selectedPaymentType;
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public BitgetProductType selectedBitgetProductType;
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@@ -4,6 +4,7 @@ using BitgetApi.IndicatorConditionSetup;
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using BitgetApi.IndicatorData;
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using BitgetAPI.Data;
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using BitgetAPI.WebService;
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using DevExpress.XtraGrid.Views.Base;
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using Newtonsoft.Json;
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using Serilog;
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using Serilog.Debugging;
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@@ -30,7 +31,7 @@ namespace BitgetAPI.IndicatorConditionSetup
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return options.SelectAPI.AccessKey;
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}
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}
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// = "bg_f93aa530288b6ec9d62095994c51972a";
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// = "bg_f93aa55288b6ec9d62095994c51972a";
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private string YHKIM_SecreteKey
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{
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get
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@@ -114,14 +115,14 @@ namespace BitgetAPI.IndicatorConditionSetup
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public Dictionary<string, Dictionary<int, bool>> SellShortStep = new Dictionary<string, Dictionary<int, bool>>();
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public Dictionary<string, Dictionary<int, bool>> SellLongStep = new Dictionary<string, Dictionary<int, bool>>();
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public Dictionary<string, int> BuyShortStep = new Dictionary<string, int>();
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public Dictionary<string, int> BuyLongStep = new Dictionary<string, int>();
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//public Dictionary<string, int> BuyShortStep = new Dictionary<string, int>();
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//public Dictionary<string, int> BuyLongStep = new Dictionary<string, int>();
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public Dictionary<string, double> BuyShortStepStampData = new Dictionary<string, double>();
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public Dictionary<string, double> BuyLongStepStampData = new Dictionary<string, double>();
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//public Dictionary<string, double> BuyShortStepStampData = new Dictionary<string, double>();
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//public Dictionary<string, double> BuyLongStepStampData = new Dictionary<string, double>();
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public Dictionary<string, bool> FirstFlag = new Dictionary<string, bool>();
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public int 전가Flag = 1;
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// 전봉이 구름떼 돌파후 시가가 구름떼 위에서 시작하는 것
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@@ -133,6 +134,7 @@ namespace BitgetAPI.IndicatorConditionSetup
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IchimokuConditionSetup ichimokuConditionSetup = new IchimokuConditionSetup();
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MovingAverageConditionSetup movingAverageConditionSetup = new MovingAverageConditionSetup();
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TradingViewConditionSetup tradingViewConditionSetup = new TradingViewConditionSetup();
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SMABandConditionSetup sMABandConditionSetup = new SMABandConditionSetup();
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signals_LU.Clear();
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signals_SD.Clear();
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signals_LD.Clear();
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@@ -151,7 +153,7 @@ namespace BitgetAPI.IndicatorConditionSetup
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//var sellData = FutureOrder("XRPUSDT", FutureMarginMode.isolated, 10, 0, FutureSide.SellShort, OrderType.market, 10, orderDic["orderId"]);
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var totalImperseMACDData = new Dictionary<string, Dictionary<DateTime, ImpulseMacdData>>();
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var 전저고점Flag = true;
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// 추후 공통화 및 소스정리 필요
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while (true)
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{
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@@ -229,467 +231,139 @@ namespace BitgetAPI.IndicatorConditionSetup
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var strInterval = Utils.Convertor.GetEnumDescription((Enum)interval);
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if (!intervalList.Contains(strInterval)) continue;
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if (nowTime.Minute == 0 && nowTime.Hour == 24 && 전저고점Flag)
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//if (nowTime.Minute == 0 && nowTime.Hour == 24 && 전저고점Flag)
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//{
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// 전저고점.Clear();
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// 전저고점Flag = false;
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//}
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if (!FirstFlag.ContainsKey(market + strInterval + "Long"))
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{
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전저고점.Clear();
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전저고점Flag = false;
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FirstFlag.Add(market + strInterval + "Long", false);
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FirstFlag.Add(market + strInterval + "Short", false);
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//var dic = new Dictionary<string, double>
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//{
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// { "전고가", 0 },
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// { "전저가", 0 },
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// { "전전고가", 0 },
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// { "전전저가", 0 },
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// { "전전전저가", 0 },
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// { "전전전고가", 0 },
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// { "전전전전저가", 0 },
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// { "전전전전고가", 0 },
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// { "tempHighVal", 0 },
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// { "tempLowVal", 0 },
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// { "tempHigh2Val", 0 },
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// { "tempLow2Val", 0 },
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// { "tempHigh3Val", 0 },
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// { "tempLow3Val", 0 },
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// { "tempHigh4Val", 0 },
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// { "tempLow4Val", 0 },
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// { "switchLowVal", 0 },
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// { "switchHighVal", 0 }
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//};
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//전저고점.Add(market + strInterval, dic);
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//var candleDatas_Temp = findedMarket.candleDataList[interval];
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//var candleDatas_정렬_Temp = candleDatas_Temp.OrderBy(i => i.Argument).ToList();
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//var candleDatas_Temp_List = new List<CandleData>();
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//totalImperseMACDData[market + strInterval] = new Dictionary<DateTime, ImpulseMacdData>();
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//for (var i = 0; i < 199; i++)
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// candleDatas_Temp_List.Add(candleDatas_정렬_Temp[i]);
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//for (var i = 199; i < candleDatas_정렬_Temp.Count; i++)
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//{
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// var candleData_Main = candleDatas_정렬_Temp[i];
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// if (candleData_Main == null) continue;
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// candleDatas_Temp_List.Add(candleData_Main);
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// ichimokuConditionSetup.calIchimokuData(candleDatas_Temp_List, candleData_Main);
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// movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_Temp_List, candleData_Main);
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// if (i > 210)
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// {
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// var 현재봉4_Temp = candleDatas_Temp_List[i].movingAverageDataList[4].Value;
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// var 전봉4_Temp = candleDatas_Temp_List[i - 1].movingAverageDataList[4].Value;
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// var 전전봉4_Temp = candleDatas_Temp_List[i - 2].movingAverageDataList[4].Value;
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// var 전전전봉4_Temp = candleDatas_Temp_List[i - 3].movingAverageDataList[4].Value;
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// var returnVal = Calculate전고점(market, strInterval, interval, 전봉4_Temp, 전전봉4_Temp, 전전전봉4_Temp, candleDatas_Temp_List[candleDatas_Temp_List.Count - 1]);
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// }
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//}
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}
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//else {
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// if(nowTime.Minute > 0 && nowTime.Hour == 24)
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// 전저고점Flag = true;
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//}
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if (!전저고점.ContainsKey(market + strInterval))
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{
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var dic = new Dictionary<string, double>
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{
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{ "전고가", 0 },
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{ "전저가", 0 },
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{ "전전고가", 0 },
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{ "전전저가", 0 },
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{ "전전전저가", 0 },
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{ "전전전고가", 0 },
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{ "전전전전저가", 0 },
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{ "전전전전고가", 0 },
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{ "tempHighVal", 0 },
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{ "tempLowVal", 0 },
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{ "tempHigh2Val", 0 },
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{ "tempLow2Val", 0 },
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{ "tempHigh3Val", 0 },
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{ "tempLow3Val", 0 },
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{ "tempHigh4Val", 0 },
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{ "tempLow4Val", 0 },
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{ "switchLowVal", 0 },
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{ "switchHighVal", 0 }
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};
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전저고점.Add(market + strInterval, dic);
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var candleDatas_Temp = findedMarket.candleDataList[interval];
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var candleDatas_정렬_Temp = candleDatas_Temp.OrderBy(i => i.Argument).ToList();
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var candleDatas_Temp_List = new List<CandleData>();
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totalImperseMACDData[market + strInterval] = new Dictionary<DateTime, ImpulseMacdData>();
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for (var i = 0; i < 199; i++)
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candleDatas_Temp_List.Add(candleDatas_정렬_Temp[i]);
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for (var i = 199; i < candleDatas_정렬_Temp.Count; i++)
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{
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var candleData_Main = candleDatas_정렬_Temp[i];
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if (candleData_Main == null) continue;
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candleDatas_Temp_List.Add(candleData_Main);
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ichimokuConditionSetup.calIchimokuData(candleDatas_Temp_List, candleData_Main);
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movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_Temp_List, candleData_Main);
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if (i > 210)
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{
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var 현재봉4_Temp = candleDatas_Temp_List[i].movingAverageDataList[4].Value;
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var 전봉4_Temp = candleDatas_Temp_List[i - 1].movingAverageDataList[4].Value;
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var 전전봉4_Temp = candleDatas_Temp_List[i - 2].movingAverageDataList[4].Value;
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var 전전전봉4_Temp = candleDatas_Temp_List[i - 3].movingAverageDataList[4].Value;
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var returnVal = Calculate전고점(market, strInterval, interval, 전봉4_Temp, 전전봉4_Temp, 전전전봉4_Temp, candleDatas_Temp_List[candleDatas_Temp_List.Count - 1]);
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}
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}
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}
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else {
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if(nowTime.Minute > 0 && nowTime.Hour == 24)
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전저고점Flag = true;
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}
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if (!BuyShortStep.ContainsKey(market))
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{
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BuyShortStep[market] = 0;
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BuyLongStep[market] = 0;
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}
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if (!(전저고점.ContainsKey(market + "5m")))
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continue;
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//if (!(전저고점.ContainsKey(market + "1m") && 전저고점.ContainsKey(market + "5m") && 전저고점.ContainsKey(market + "30m")))
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//if (!BuyShortStep.ContainsKey(market))
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//{
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// BuyShortStep[market] = 0;
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// BuyLongStep[market] = 0;
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//}
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//if (!(전저고점.ContainsKey(market + "30m")))
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// continue;
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#region 1분봉 처리
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// 시간별로 정렬하기 (임시 리스트)
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//var candleDatas = findedMarket.candleDataList[MCandleTimeType.M1];
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//var candleDatas_정렬 = candleDatas.OrderBy(i => i.Argument).ToList();
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//var calMacdCandleDatas_정렬 = candleDatas.OrderBy(i => i.Argument).ToList();
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//var candleData = candleDatas.Find(i => i.Argument == candleDatas_정렬.Last().Argument);
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//if (candleData == null) continue;
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//ichimokuConditionSetup.calIchimokuData(candleDatas_정렬, candleData);
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//movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_정렬, candleData);
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|
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|
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//candleDatas_정렬.RemoveAt(candleDatas_정렬.Count - 1);
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//var candleData_전봉 = candleDatas.Find(i => i.Argument == candleDatas_정렬.Last().Argument);
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//if (candleData_전봉 == null) continue;
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//ichimokuConditionSetup.calIchimokuData(candleDatas_정렬, candleData_전봉);
|
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//movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_정렬, candleData_전봉);
|
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|
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//candleDatas_정렬.RemoveAt(candleDatas_정렬.Count - 1);
|
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//var candleData_전전봉 = candleDatas.Find(i => i.Argument == candleDatas_정렬.Last().Argument);
|
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|
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//if (candleData_전전봉 == null) continue;
|
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//ichimokuConditionSetup.calIchimokuData(candleDatas_정렬, candleData_전전봉);
|
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//movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_정렬, candleData_전전봉);
|
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|
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//candleDatas_정렬.RemoveAt(candleDatas_정렬.Count - 1);
|
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//var candleData_전전전봉 = candleDatas.Find(i => i.Argument == candleDatas_정렬.Last().Argument);
|
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|
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//if (candleData_전전전봉 == null) continue;
|
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//ichimokuConditionSetup.calIchimokuData(candleDatas_정렬, candleData_전전전봉);
|
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//movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_정렬, candleData_전전전봉);
|
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|
||||
|
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//candleDatas_정렬.RemoveAt(candleDatas_정렬.Count - 1);
|
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//var candleData_전전전전봉 = candleDatas.Find(i => i.Argument == candleDatas_정렬.Last().Argument);
|
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|
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//if (candleData_전전전전봉 == null) continue;
|
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//ichimokuConditionSetup.calIchimokuData(candleDatas_정렬, candleData_전전전전봉);
|
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//movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_정렬, candleData_전전전전봉);
|
||||
#endregion
|
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|
||||
#region 5분봉 처리
|
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// 시간별로 정렬하기 (임시 리스트)
|
||||
var candleDatas_5 = findedMarket.candleDataList[MCandleTimeType.M5];
|
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var candleDatas_5_정렬 = candleDatas_5.OrderBy(i => i.Argument).ToList();
|
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var candleDatas_5_TempList = candleDatas_5.OrderBy(i => i.Argument).ToList();
|
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var candleData_5 = candleDatas_5.Find(i => i.Argument == candleDatas_5_정렬.Last().Argument);
|
||||
|
||||
if (candleData_5 == null) continue;
|
||||
|
||||
ichimokuConditionSetup.calIchimokuData(candleDatas_5_정렬, candleData_5);
|
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movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_5_정렬, candleData_5);
|
||||
|
||||
candleDatas_5_정렬.RemoveAt(candleDatas_5_정렬.Count - 1);
|
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var candleData_5_전봉 = candleDatas_5.Find(i => i.Argument == candleDatas_5_정렬.Last().Argument);
|
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|
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if (candleData_5_전봉 == null) continue;
|
||||
ichimokuConditionSetup.calIchimokuData(candleDatas_5_정렬, candleData_5_전봉);
|
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movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_5_정렬, candleData_5_전봉);
|
||||
|
||||
candleDatas_5_정렬.RemoveAt(candleDatas_5_정렬.Count - 1);
|
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var candleData_5_전전봉 = candleDatas_5.Find(i => i.Argument == candleDatas_5_정렬.Last().Argument);
|
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|
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if (candleData_5_전전봉 == null) continue;
|
||||
ichimokuConditionSetup.calIchimokuData(candleDatas_5_정렬, candleData_5_전전봉);
|
||||
movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_5_정렬, candleData_5_전전봉);
|
||||
|
||||
candleDatas_5_정렬.RemoveAt(candleDatas_5_정렬.Count - 1);
|
||||
var candleData_5_전전전봉 = candleDatas_5.Find(i => i.Argument == candleDatas_5_정렬.Last().Argument);
|
||||
|
||||
if (candleData_5_전전전봉 == null) continue;
|
||||
ichimokuConditionSetup.calIchimokuData(candleDatas_5_정렬, candleData_5_전전전봉);
|
||||
movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_5_정렬, candleData_5_전전전봉);
|
||||
|
||||
|
||||
candleDatas_5_정렬.RemoveAt(candleDatas_5_정렬.Count - 1);
|
||||
var candleData_5_전전전전봉 = candleDatas_5.Find(i => i.Argument == candleDatas_5_정렬.Last().Argument);
|
||||
|
||||
if (candleData_5_전전전전봉 == null) continue;
|
||||
ichimokuConditionSetup.calIchimokuData(candleDatas_5_정렬, candleData_5_전전전전봉);
|
||||
movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_5_정렬, candleData_5_전전전전봉);
|
||||
#endregion
|
||||
|
||||
#region 30분봉 처리
|
||||
// 시간별로 정렬하기 (임시 리스트)
|
||||
//var candleDatas_30 = findedMarket.candleDataList[MCandleTimeType.M30];
|
||||
//var candleDatas_30_정렬 = candleDatas_30.OrderBy(i => i.Argument).ToList();
|
||||
//var candleDatas_30_TempList = candleDatas_30.OrderBy(i => i.Argument).ToList();
|
||||
//var candleData_30 = candleDatas_30.Find(i => i.Argument == candleDatas_30_정렬.Last().Argument);
|
||||
|
||||
//if (candleData_30 == null) continue;
|
||||
var candleDatas_30 = findedMarket.candleDataList[MCandleTimeType.M30];
|
||||
var candleDatas_30_정렬 = candleDatas_30.OrderBy(i => i.Argument).ToList();
|
||||
var candleDatas_30_TempList = candleDatas_30.OrderBy(i => i.Argument).ToList();
|
||||
var candleData_30 = candleDatas_30.Find(i => i.Argument == candleDatas_30_정렬.Last().Argument);
|
||||
|
||||
//ichimokuConditionSetup.calIchimokuData(candleDatas_30_정렬, candleData_30);
|
||||
//movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_30_정렬, candleData_30);
|
||||
if (candleData_30 == null) continue;
|
||||
|
||||
////var macdData_30 = new ImpulseMacdData();
|
||||
ichimokuConditionSetup.calIchimokuData(candleDatas_30_정렬, candleData_30);
|
||||
movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_30_정렬, candleData_30);
|
||||
|
||||
////var imperseMacd_keys_30 = totalImperseMACDData[market + "30m"].Keys.OrderBy(t => t).ToList();
|
||||
candleDatas_30_정렬.RemoveAt(candleDatas_30_정렬.Count - 1);
|
||||
var candleData_30_전봉 = candleDatas_30.Find(i => i.Argument == candleDatas_30_정렬.Last().Argument);
|
||||
|
||||
////if (imperseMacd_keys_30.LastOrDefault() < candleData_30.Argument)
|
||||
////{
|
||||
//// macdData_30 = impulseMacdConditionSetup.AddDataPoint(candleData_30.High, candleData_30.Low, candleData_30.Close, true);
|
||||
//// totalImperseMACDData[market + "30m"].Add(candleData_30.Argument, macdData_30);
|
||||
////}
|
||||
////else
|
||||
////{
|
||||
//// macdData_30 = impulseMacdConditionSetup.AddDataPoint(candleData_30.High, candleData_30.Low, candleData_30.Close, false);
|
||||
//// totalImperseMACDData[market + "30m"][candleData_30.Argument] = macdData_30;
|
||||
////}
|
||||
if (candleData_30_전봉 == null) continue;
|
||||
ichimokuConditionSetup.calIchimokuData(candleDatas_30_정렬, candleData_30_전봉);
|
||||
movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_30_정렬, candleData_30_전봉);
|
||||
|
||||
////if (candleData_30.impulseMacdDataList == null) candleData_30.impulseMacdDataList = new Dictionary<int, ImpulseMacdData>();
|
||||
////if (candleData_30.impulseMacdDataList.ContainsKey(30)) candleData_30.impulseMacdDataList[30] = new ImpulseMacdData();
|
||||
candleDatas_30_정렬.RemoveAt(candleDatas_30_정렬.Count - 1);
|
||||
var candleData_30_전전봉 = candleDatas_30.Find(i => i.Argument == candleDatas_30_정렬.Last().Argument);
|
||||
|
||||
////candleData_30.impulseMacdDataList[30] = macdData_30;
|
||||
////var macdData_5 = new ImpulseMacdData();
|
||||
if (candleData_30_전전봉 == null) continue;
|
||||
ichimokuConditionSetup.calIchimokuData(candleDatas_30_정렬, candleData_30_전전봉);
|
||||
movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_30_정렬, candleData_30_전전봉);
|
||||
|
||||
////var imperseMacd_keys_5 = totalImperseMACDData[market + "5m"].Keys.OrderBy(t => t).ToList();
|
||||
candleDatas_30_정렬.RemoveAt(candleDatas_30_정렬.Count - 1);
|
||||
var candleData_30_전전전봉 = candleDatas_30.Find(i => i.Argument == candleDatas_30_정렬.Last().Argument);
|
||||
|
||||
////if (imperseMacd_keys_5.LastOrDefault() < candleData_5.Argument)
|
||||
////{
|
||||
//// macdData_5 = impulseMacdConditionSetup.AddDataPoint(candleData_5.High, candleData_5.Low, candleData_5.Close, true);
|
||||
//// totalImperseMACDData[market + "5m"].Add(candleData_5.Argument, macdData_5);
|
||||
////}
|
||||
////else
|
||||
////{
|
||||
//// macdData_5 = impulseMacdConditionSetup.AddDataPoint(candleData_5.High, candleData_5.Low, candleData_5.Close, false);
|
||||
//// totalImperseMACDData[market + "5m"][candleData_5.Argument] = macdData_5;
|
||||
////}
|
||||
|
||||
////if (candleData_5.impulseMacdDataList == null) candleData_5.impulseMacdDataList = new Dictionary<int, ImpulseMacdData>();
|
||||
////if (candleData_5.impulseMacdDataList.ContainsKey(5)) candleData_5.impulseMacdDataList[5] = new ImpulseMacdData();
|
||||
////candleData_30.impulseMacdDataList[5] = macdData_5;
|
||||
|
||||
//candleDatas_30_정렬.RemoveAt(candleDatas_30_정렬.Count - 1);
|
||||
//var candleData_30_전봉 = candleDatas_30.Find(i => i.Argument == candleDatas_30_정렬.Last().Argument);
|
||||
|
||||
//if (candleData_30_전봉 == null) continue;
|
||||
//ichimokuConditionSetup.calIchimokuData(candleDatas_30_정렬, candleData_30_전봉);
|
||||
//movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_30_정렬, candleData_30_전봉);
|
||||
|
||||
//candleDatas_30_정렬.RemoveAt(candleDatas_30_정렬.Count - 1);
|
||||
//var candleData_30_전전봉 = candleDatas_30.Find(i => i.Argument == candleDatas_30_정렬.Last().Argument);
|
||||
|
||||
//if (candleData_30_전전봉 == null) continue;
|
||||
//ichimokuConditionSetup.calIchimokuData(candleDatas_30_정렬, candleData_30_전전봉);
|
||||
//movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_30_정렬, candleData_30_전전봉);
|
||||
|
||||
//candleDatas_30_정렬.RemoveAt(candleDatas_30_정렬.Count - 1);
|
||||
//var candleData_30_전전전봉 = candleDatas_30.Find(i => i.Argument == candleDatas_30_정렬.Last().Argument);
|
||||
|
||||
//if (candleData_30_전전전봉 == null) continue;
|
||||
//ichimokuConditionSetup.calIchimokuData(candleDatas_30_정렬, candleData_30_전전전봉);
|
||||
//movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_30_정렬, candleData_30_전전전봉);
|
||||
if (candleData_30_전전전봉 == null) continue;
|
||||
ichimokuConditionSetup.calIchimokuData(candleDatas_30_정렬, candleData_30_전전전봉);
|
||||
movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_30_정렬, candleData_30_전전전봉);
|
||||
|
||||
|
||||
//candleDatas_30_정렬.RemoveAt(candleDatas_30_정렬.Count - 1);
|
||||
//var candleData_30_전전전전봉 = candleDatas_30.Find(i => i.Argument == candleDatas_30_정렬.Last().Argument);
|
||||
candleDatas_30_정렬.RemoveAt(candleDatas_30_정렬.Count - 1);
|
||||
var candleData_30_전전전전봉 = candleDatas_30.Find(i => i.Argument == candleDatas_30_정렬.Last().Argument);
|
||||
|
||||
//if (candleData_30_전전전전봉 == null) continue;
|
||||
//ichimokuConditionSetup.calIchimokuData(candleDatas_30_정렬, candleData_30_전전전전봉);
|
||||
//movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_30_정렬, candleData_30_전전전전봉);
|
||||
if (candleData_30_전전전전봉 == null) continue;
|
||||
ichimokuConditionSetup.calIchimokuData(candleDatas_30_정렬, candleData_30_전전전전봉);
|
||||
movingAverageConditionSetup.Cal_YHK_Downpublic(candleDatas_30_정렬, candleData_30_전전전전봉);
|
||||
#endregion
|
||||
//var 저고점 = 전저고점[market + strInterval];
|
||||
|
||||
//if (checked구름떼상향돌파 && candleData_전봉.Open < candleData_전봉.IchimokData.상한선 && candleData.Open > candleData.IchimokData.상한선 && candleData.Low > candleData.IchimokData.상한선
|
||||
// && candleData.Close > candleData.IchimokData.상한선)
|
||||
//{
|
||||
// var indicatorPrice = candleData.Open;
|
||||
// var indicatorRate = (candleData.Close / indicatorPrice) * 100 - 100;
|
||||
|
||||
// var description = string.Format("{0} 구름떼 상승", strInterval);
|
||||
// var signalData = signals_LU.Find(i => i.MarketName.Equals(market) && i.Description.Equals(description));
|
||||
|
||||
// // 없으면 생성
|
||||
// if (signalData == null)
|
||||
// {
|
||||
// var price = candleData.Close;
|
||||
// var rate = (candleData.Close / candleData.Open) * 100 - 100;
|
||||
|
||||
// SignalInfoData signalInfoData = new SignalInfoData();
|
||||
// signalInfoData.SignalStart = nowTime;
|
||||
// signalInfoData.MarketName = market;
|
||||
// signalInfoData.Description = description;
|
||||
// signalInfoData.Rate = rate;
|
||||
// signalInfoData.Price = price;
|
||||
// signalInfoData.IndicatorPrice = indicatorPrice;
|
||||
// signalInfoData.IndicatorRate = indicatorRate;
|
||||
// signalInfoData.MCandleTimeType = interval;
|
||||
|
||||
// signals_LU.Add(signalInfoData);
|
||||
// }
|
||||
|
||||
//}
|
||||
//else if (checked구름떼상향돌파 && candleData_전봉.Open > candleData_전봉.IchimokData.하한선 && candleData.Open < candleData.IchimokData.하한선 && candleData.High < candleData.IchimokData.하한선
|
||||
// && candleData.Close < candleData.IchimokData.하한선)
|
||||
//{
|
||||
|
||||
// var indicatorPrice = candleData.Open;
|
||||
// var indicatorRate = (candleData.Close / indicatorPrice) * 100 - 100;
|
||||
|
||||
// var description = string.Format("{0} 구름떼 하락", strInterval);
|
||||
// var signalData = signals_SD.Find(i => i.MarketName.Equals(market) && i.Description.Equals(description));
|
||||
|
||||
// // 없으면 생성
|
||||
// if (signalData == null)
|
||||
// {
|
||||
// var price = candleData.Close;
|
||||
// var rate = (candleData.Close / candleData.Open) * 100 - 100;
|
||||
|
||||
|
||||
// SignalInfoData signalInfoData = new SignalInfoData();
|
||||
// signalInfoData.SignalStart = nowTime;
|
||||
// signalInfoData.MarketName = market;
|
||||
// signalInfoData.Description = description;
|
||||
// signalInfoData.Rate = rate;
|
||||
// signalInfoData.Price = price;
|
||||
// signalInfoData.IndicatorPrice = indicatorPrice;
|
||||
// signalInfoData.IndicatorRate = indicatorRate;
|
||||
// signalInfoData.MCandleTimeType = interval;
|
||||
|
||||
// signals_SD.Add(signalInfoData);
|
||||
// }
|
||||
//}
|
||||
|
||||
if (영호조건식_상향돌파 || 영호조건식_하향돌파)
|
||||
{
|
||||
|
||||
#region Main 봉 계산
|
||||
/*
|
||||
var 전전전봉3 = candleData_전전전봉.movingAverageDataList[3].Value;
|
||||
var 전전전봉4 = candleData_전전전봉.movingAverageDataList[4].Value;
|
||||
var 전전전봉8 = candleData_전전전봉.movingAverageDataList[8].Value;
|
||||
var 전전전봉12 = candleData_전전전봉.movingAverageDataList[12].Value;
|
||||
var 전전전봉24 = candleData_전전전봉.movingAverageDataList[24].Value;
|
||||
var 전전전봉36 = candleData_전전전봉.movingAverageDataList[36].Value;
|
||||
var 전전전봉72 = candleData_전전전봉.movingAverageDataList[72].Value;
|
||||
var 전전전봉40 = candleData_전전전봉.movingAverageDataList[40].Value;
|
||||
|
||||
var 전전전전봉4 = candleData_전전전전봉.movingAverageDataList[4].Value;
|
||||
|
||||
var 전전봉3 = candleData_전전봉.movingAverageDataList[3].Value;
|
||||
var 전전봉4 = candleData_전전봉.movingAverageDataList[4].Value;
|
||||
var 전전봉8 = candleData_전전봉.movingAverageDataList[8].Value;
|
||||
var 전전봉12 = candleData_전전봉.movingAverageDataList[12].Value;
|
||||
var 전전봉24 = candleData_전전봉.movingAverageDataList[24].Value;
|
||||
var 전전봉36 = candleData_전전봉.movingAverageDataList[36].Value;
|
||||
var 전전봉72 = candleData_전전봉.movingAverageDataList[72].Value;
|
||||
|
||||
var 전전봉144 = candleData_전전봉.movingAverageDataList[144].Value;
|
||||
var 전전봉20 = candleData_전전봉.movingAverageDataList[20].Value;
|
||||
var 전전봉40 = candleData_전전봉.movingAverageDataList[40].Value;
|
||||
var 전전봉120 = candleData_전전봉.movingAverageDataList[120].Value;
|
||||
var 전전봉160 = candleData_전전봉.movingAverageDataList[160].Value;
|
||||
//var 전전봉240 = candleData_전전봉.movingAverageDataList[240].Value;
|
||||
var 전전봉80 = candleData_전전봉.movingAverageDataList[80].Value;
|
||||
//var 전전봉480 = candleData_전전봉.movingAverageDataList[480].Value;
|
||||
|
||||
var 전봉3 = candleData_전봉.movingAverageDataList[3].Value;
|
||||
var 전봉4 = candleData_전봉.movingAverageDataList[4].Value;
|
||||
var 전봉8 = candleData_전봉.movingAverageDataList[8].Value;
|
||||
var 전봉12 = candleData_전봉.movingAverageDataList[12].Value;
|
||||
var 전봉24 = candleData_전봉.movingAverageDataList[24].Value;
|
||||
var 전봉36 = candleData_전봉.movingAverageDataList[36].Value;
|
||||
var 전봉48 = candleData_전봉.movingAverageDataList[48].Value;
|
||||
var 전봉72 = candleData_전봉.movingAverageDataList[72].Value;
|
||||
var 전봉120 = candleData_전봉.movingAverageDataList[120].Value;
|
||||
var 전봉144 = candleData_전봉.movingAverageDataList[144].Value;
|
||||
|
||||
var 전봉20 = candleData_전봉.movingAverageDataList[20].Value;
|
||||
var 전봉40 = candleData_전봉.movingAverageDataList[40].Value;
|
||||
var 전봉80 = candleData_전봉.movingAverageDataList[80].Value;
|
||||
var 전봉160 = candleData_전봉.movingAverageDataList[160].Value;
|
||||
//var 전봉240 = candleData_전봉.movingAverageDataList[240].Value;
|
||||
//var 전봉480 = candleData_전봉.movingAverageDataList[480].Value;
|
||||
|
||||
var 현재봉3 = candleData.movingAverageDataList[3].Value;
|
||||
var 현재봉4 = candleData.movingAverageDataList[4].Value;
|
||||
var 현재봉8 = candleData.movingAverageDataList[8].Value;
|
||||
var 현재봉12 = candleData.movingAverageDataList[12].Value;
|
||||
var 현재봉24 = candleData.movingAverageDataList[24].Value;
|
||||
var 현재봉36 = candleData.movingAverageDataList[36].Value;
|
||||
var 현재봉20 = candleData.movingAverageDataList[20].Value;
|
||||
var 현재봉40 = candleData.movingAverageDataList[40].Value;
|
||||
var 현재봉48 = candleData.movingAverageDataList[48].Value;
|
||||
var 현재봉72 = candleData.movingAverageDataList[72].Value;
|
||||
var 현재봉120 = candleData.movingAverageDataList[120].Value;
|
||||
var 현재봉144 = candleData.movingAverageDataList[144].Value;
|
||||
//var 현재봉240 = candleData.movingAverageDataList[240].Value;
|
||||
var 현재봉160 = candleData.movingAverageDataList[160].Value;
|
||||
var 현재봉80 = candleData.movingAverageDataList[80].Value;
|
||||
|
||||
var 전봉Bol4_Down = candleData_전봉.movingAverageDataList[4].BolangerValue_Down;
|
||||
var 전봉Bol12_Down = candleData_전봉.movingAverageDataList[12].BolangerValue_Down;
|
||||
var 전봉Bol24_Down = candleData_전봉.movingAverageDataList[24].BolangerValue_Down;
|
||||
var 전봉Bol72_Down = candleData_전봉.movingAverageDataList[72].BolangerValue_Down;
|
||||
|
||||
var 전전봉Bol4_Down = candleData_전전봉.movingAverageDataList[4].BolangerValue_Down;
|
||||
var 전전봉Bol12_Down = candleData_전전봉.movingAverageDataList[12].BolangerValue_Down;
|
||||
var 전전봉Bol24_Down = candleData_전전봉.movingAverageDataList[24].BolangerValue_Down;
|
||||
var 전전봉Bol72_Down = candleData_전전봉.movingAverageDataList[72].BolangerValue_Down;
|
||||
|
||||
var Bol4_Down = candleData.movingAverageDataList[4].BolangerValue_Down;
|
||||
var Bol12_Down = candleData.movingAverageDataList[12].BolangerValue_Down;
|
||||
var Bol24_Down = candleData.movingAverageDataList[24].BolangerValue_Down;
|
||||
var Bol72_Down = candleData.movingAverageDataList[72].BolangerValue_Down;
|
||||
|
||||
var 전봉Bol4_Up = candleData_전봉.movingAverageDataList[4].BolangerValue_Up;
|
||||
var 전봉Bol12_Up = candleData_전봉.movingAverageDataList[12].BolangerValue_Up;
|
||||
var 전봉Bol24_Up = candleData_전봉.movingAverageDataList[24].BolangerValue_Up;
|
||||
var 전봉Bol72_Up = candleData_전봉.movingAverageDataList[72].BolangerValue_Up;
|
||||
|
||||
var 전전봉Bol4_Up = candleData_전전봉.movingAverageDataList[4].BolangerValue_Up;
|
||||
var 전전봉Bol12_Up = candleData_전전봉.movingAverageDataList[12].BolangerValue_Up;
|
||||
var 전전봉Bol24_Up = candleData_전전봉.movingAverageDataList[24].BolangerValue_Up;
|
||||
var 전전봉Bol72_Up = candleData_전전봉.movingAverageDataList[72].BolangerValue_Up;
|
||||
|
||||
var Bol4_Up = candleData.movingAverageDataList[4].BolangerValue_Up;
|
||||
var Bol12_Up = candleData.movingAverageDataList[12].BolangerValue_Up;
|
||||
var Bol24_Up = candleData.movingAverageDataList[24].BolangerValue_Up;
|
||||
var Bol72_Up = candleData.movingAverageDataList[72].BolangerValue_Up;
|
||||
*/
|
||||
#endregion
|
||||
|
||||
var 현재봉3_5 = candleData_5.movingAverageDataList[3].Value;
|
||||
var 전봉3_5 = candleData_5_전봉.movingAverageDataList[3].Value;
|
||||
var 전전봉3_5 = candleData_5_전전봉.movingAverageDataList[3].Value;
|
||||
var 전전전봉3_5 = candleData_5_전전전봉.movingAverageDataList[3].Value;
|
||||
|
||||
//var 현재봉3_30 = candleData_30.movingAverageDataList[3].Value;
|
||||
//var 전봉3_30 = candleData_30_전봉.movingAverageDataList[3].Value;
|
||||
//var 전전봉3_30 = candleData_30_전전봉.movingAverageDataList[3].Value;
|
||||
//var 전전전봉3_30 = candleData_30_전전전봉.movingAverageDataList[3].Value;
|
||||
|
||||
var 현재봉4_5 = candleData_5.movingAverageDataList[4].Value;
|
||||
var 전봉4_5 = candleData_5_전봉.movingAverageDataList[4].Value;
|
||||
var 전전봉4_5 = candleData_5_전전봉.movingAverageDataList[4].Value;
|
||||
var 전전전봉4_5 = candleData_5_전전전봉.movingAverageDataList[4].Value;
|
||||
|
||||
//var 현재봉4_30 = candleData_30.movingAverageDataList[4].Value;
|
||||
//var 전봉4_30 = candleData_30_전봉.movingAverageDataList[4].Value;
|
||||
//var 전전봉4_30 = candleData_30_전전봉.movingAverageDataList[4].Value;
|
||||
//var 전전전봉4_30 = candleData_30_전전전봉.movingAverageDataList[4].Value;
|
||||
|
||||
//var 현재봉72_30 = candleData_30.movingAverageDataList[72].Value;
|
||||
var 현재봉72_5 = candleData_5.movingAverageDataList[72].Value;
|
||||
|
||||
//var 저고점_1 = 전저고점[market + "1m"];
|
||||
var 저고점_5 = 전저고점[market + "5m"];
|
||||
//var 저고점_30 = 전저고점[market + "30m"];
|
||||
|
||||
//var returnVal = Calculate전고점(market, "1m", MCandleTimeType.M1, 전봉4, 전전봉4, 전전전봉4, candleData);
|
||||
//if (!returnVal) continue;
|
||||
var returnVal = Calculate전고점(market, "5m", MCandleTimeType.M5, 전봉4_5, 전전봉4_5, 전전전봉4_5, candleData_5);
|
||||
if (!returnVal) continue;
|
||||
//var returnVal = Calculate전고점(market, "30m", MCandleTimeType.M30, 전봉4_30, 전전봉4_30, 전전전봉4_30, candleData_30);
|
||||
//if (!returnVal) continue;
|
||||
|
||||
//var 전봉macdData_30 = totalImperseMACDData[market + "30m"][imperseMacd_keys_30[imperseMacd_keys_30.Count - 2]];
|
||||
//var 전전봉macdData_30 = totalImperseMACDData[market + "30m"][imperseMacd_keys_30[imperseMacd_keys_30.Count - 3]];
|
||||
//var 전전전봉macdData_30 = totalImperseMACDData[market + "30m"][imperseMacd_keys_30[imperseMacd_keys_30.Count - 4]];
|
||||
|
||||
//var 전봉macdData_5 = totalImperseMACDData[market + "5m"][imperseMacd_keys_5[imperseMacd_keys_5.Count - 2]];
|
||||
//var 전전봉macdData_5 = totalImperseMACDData[market + "5m"][imperseMacd_keys_5[imperseMacd_keys_5.Count - 3]];
|
||||
//var 전전전봉macdData_5 = totalImperseMACDData[market + "5m"][imperseMacd_keys_5[imperseMacd_keys_5.Count - 4]];
|
||||
|
||||
//신규 데이터 Setup
|
||||
tradingViewConditionSetup.SetData(candleDatas_5_TempList.Select(t => t.High).ToList(),
|
||||
candleDatas_5_TempList.Select(t => t.Low).ToList(), candleDatas_5_TempList.Select(t => t.Close).ToList());
|
||||
|
||||
if (영호조건식_상향돌파)
|
||||
{
|
||||
var price = candleData_5.Close;
|
||||
var rate = (candleData_5.Close / candleData_5.Open) * 100 - 100;
|
||||
var indicatorPrice = candleData_5.Open;
|
||||
var indicatorRate = (candleData_5.Close / indicatorPrice) * 100 - 100;
|
||||
var price = candleData_30.Close;
|
||||
var rate = (candleData_30.Close / candleData_30.Open) * 100 - 100;
|
||||
var indicatorPrice = candleData_30.Open;
|
||||
var indicatorRate = (candleData_30.Close / indicatorPrice) * 100 - 100;
|
||||
|
||||
var description = string.Format("{0} 72,24,4 상승", strInterval);
|
||||
var signalData = signals_SD.Find(i => i.MarketName.Equals(market) && i.Description.Equals(description));
|
||||
@@ -701,45 +375,21 @@ namespace BitgetAPI.IndicatorConditionSetup
|
||||
//사는 시점
|
||||
if (!UpBuyList.ContainsKey(market))
|
||||
{
|
||||
|
||||
var buyFlag = false;
|
||||
|
||||
if (!BuyLongStep.ContainsKey(market))
|
||||
BuyLongStep[market] = 0;
|
||||
|
||||
if (BuyLongStep[market] == 0)
|
||||
if (!FirstFlag[market + strInterval + "Long"])
|
||||
{
|
||||
if (tradingViewConditionSetup.IsLongSignal())
|
||||
if (sMABandConditionSetup.Calculate(candleDatas_30_TempList, SMABandType.LongSell, true))
|
||||
{
|
||||
BuyLongStep[market] = 1;
|
||||
//BuyLongStepStampData[market] = 저고점_30["tempLowVal"];
|
||||
FirstFlag[market + strInterval + "Long"] = true;
|
||||
}
|
||||
}
|
||||
|
||||
if(BuyLongStep[market] == 1 )//&& BuyLongStepStampData[market] < 저고점_30["tempLowVal"])
|
||||
{
|
||||
buyFlag = ((저고점_5["Type"] == 0 &&
|
||||
저고점_5["전전전저가"] > 저고점_5["전전저가"] && 저고점_5["전전저가"] < 저고점_5["전저가"] && candleData_5_전봉.Close < 저고점_5["전고가"] && candleData_5.Close > 저고점_5["전고가"])
|
||||
|| (저고점_5["Type"] == 1 &&
|
||||
저고점_5["전저가"] > 저고점_5["전전저가"] && 저고점_5["전저가"] < 전봉4_5 && candleData_5_전봉.Close < 저고점_5["전고가"] && candleData_5.Close > 저고점_5["전고가"] && 전봉4_5 < 현재봉4_5 && 전봉4_5 < 전전봉4_5)
|
||||
|| (저고점_5["Type"] == 0 &&
|
||||
저고점_5["전전전저가"] > 저고점_5["전전저가"] && 저고점_5["전전저가"] > 저고점_5["전저가"] && candleData_5_전봉.Close < 저고점_5["전고가"] && candleData_5.Close > 저고점_5["전고가"]))
|
||||
&& 전봉4_5 < 현재봉4_5 && candleData_5.Open < candleData_5.Close;
|
||||
if (sMABandConditionSetup.Calculate(candleDatas_30_TempList, SMABandType.LongBuy, true)
|
||||
&& FirstFlag[market + strInterval + "Long"]
|
||||
|
||||
|
||||
//초기화 처리 필요
|
||||
if (저고점_5["전고가"] < 저고점_5["전전고가"] ||
|
||||
저고점_5["전저가"] < 저고점_5["전전저가"] ||
|
||||
tradingViewConditionSetup.IsShortSignal())
|
||||
//&& 저고점["전저가"] > 저고점["전전저가"]
|
||||
)
|
||||
{
|
||||
BuyLongStep[market] = 0;
|
||||
buyFlag = false;
|
||||
}
|
||||
}
|
||||
|
||||
if (buyFlag)
|
||||
{
|
||||
BuyLongStep[market] = 0;
|
||||
//BuyLongStep[market] = 0;
|
||||
// 없으면 생성
|
||||
if (signalData == null)
|
||||
{
|
||||
@@ -761,10 +411,10 @@ namespace BitgetAPI.IndicatorConditionSetup
|
||||
{ "MarketName", market },
|
||||
{ "BuyDate", nowTime },
|
||||
{ "Price", price },
|
||||
{ "Flag", 저고점_5["전고가"] > 저고점_5["전전고가"]},
|
||||
//{ "Flag", 저고점["전저가"] > 저고점["전전저가"] },
|
||||
{ "MCandleTimeType", (int)interval },
|
||||
{ "CandleTime", candleData_5.Argument },
|
||||
{ "Candle", candleData_5 }
|
||||
{ "CandleTime", candleData_30.Argument },
|
||||
{ "Candle", candleData_30 }
|
||||
};
|
||||
|
||||
UpBuyList.Add(market, buyDic);
|
||||
@@ -781,7 +431,7 @@ namespace BitgetAPI.IndicatorConditionSetup
|
||||
if (LongCount < 5)
|
||||
{
|
||||
double size = YHKIM_OrderAmount / price * YHKIM_Leverage;
|
||||
var orderData = FutureOrder(market, FutureMarginMode.isolated, size, price, FutureSide.BuyLong, OrderType.limit, YHKIM_Leverage);
|
||||
var orderData = FutureOrder(market, FutureMarginMode.isolated, size, 0, FutureSide.BuyLong, OrderType.market, YHKIM_Leverage);
|
||||
if (orderData != null)
|
||||
{
|
||||
var orderDic = JsonConvert.DeserializeObject<Dictionary<string, string>>(JsonConvert.SerializeObject(orderData["data"]));
|
||||
@@ -792,7 +442,7 @@ namespace BitgetAPI.IndicatorConditionSetup
|
||||
{ "BuyDate", nowTime },
|
||||
{ "Price", price },
|
||||
{ "MCandleTimeType", (int)interval },
|
||||
{ "Candle", candleData_5 },
|
||||
{ "Candle", candleData_30 },
|
||||
{ "Size", size },
|
||||
{ "orderId", orderDic["orderId"] }
|
||||
};
|
||||
@@ -808,12 +458,13 @@ namespace BitgetAPI.IndicatorConditionSetup
|
||||
{
|
||||
|
||||
var buyItem = UpBuyList[market];
|
||||
var flag = (bool)buyItem["Flag"];
|
||||
|
||||
if (interval < MCandleTimeType.H1)
|
||||
{
|
||||
var buyTime = ((DateTime)buyItem["BuyDate"]).AddMinutes(30);
|
||||
if (nowTime < buyTime)
|
||||
continue;
|
||||
|
||||
}
|
||||
//임시로 처리
|
||||
else
|
||||
@@ -825,19 +476,22 @@ namespace BitgetAPI.IndicatorConditionSetup
|
||||
|
||||
var sellFlag = false;
|
||||
|
||||
if( 저고점_5["전고가"] < 저고점_5["전전고가"] ||
|
||||
저고점_5["전저가"] > candleData_5_전봉.Close ||
|
||||
tradingViewConditionSetup.IsShortSignal())
|
||||
{
|
||||
sellFlag = true;
|
||||
}
|
||||
//if (!flag)
|
||||
//{
|
||||
// if (저고점["전저가"] > 저고점["전전저가"])
|
||||
// buyItem["Flag"] = true;
|
||||
//}
|
||||
//else
|
||||
//{
|
||||
// if (저고점["전저가"] < 저고점["전전저가"] || 저고점["전저가"] > candleData_30_전봉.Close)
|
||||
// sellFlag = true;
|
||||
//}
|
||||
|
||||
|
||||
if (sellFlag)
|
||||
if (sMABandConditionSetup.Calculate(candleDatas_30_TempList, SMABandType.LongSell, true) || sellFlag)
|
||||
{
|
||||
double.TryParse(buyItem["Price"].ToString(), out var buyPrice);
|
||||
var resultRate = ((price - buyPrice) / buyPrice) * 100;
|
||||
BuyLongStep[market] = 0;
|
||||
//BuyLongStep[market] = 0;
|
||||
var result = new Dictionary<string, object>()
|
||||
{
|
||||
{ "MarketName", market },
|
||||
@@ -848,7 +502,7 @@ namespace BitgetAPI.IndicatorConditionSetup
|
||||
{ "BuyCandle", buyItem["Candle"] },
|
||||
{ "SellDate", nowTime},
|
||||
{ "SellPrice", price },
|
||||
{ "SellCandle", candleData_5 },
|
||||
{ "SellCandle", candleData_30 },
|
||||
{ "Rate", resultRate }
|
||||
};
|
||||
|
||||
@@ -889,7 +543,7 @@ namespace BitgetAPI.IndicatorConditionSetup
|
||||
{ "BuyCandle", buyItem["Candle"] },
|
||||
{ "SellDate", nowTime},
|
||||
{ "SellPrice", price},
|
||||
{ "SellCandle", candleData_5 },
|
||||
{ "SellCandle", candleData_30 },
|
||||
{ "Rate", resultRateData }
|
||||
};
|
||||
ResultList.Add(orderResult);
|
||||
@@ -909,10 +563,10 @@ namespace BitgetAPI.IndicatorConditionSetup
|
||||
}
|
||||
if (영호조건식_하향돌파)
|
||||
{
|
||||
var price = candleData_5.Close;
|
||||
var rate = (candleData_5.Close / candleData_5.Open) * 100 - 100;
|
||||
var indicatorPrice = candleData_5.Open;
|
||||
var indicatorRate = (candleData_5.Close / indicatorPrice) * 100 - 100;
|
||||
var price = candleData_30.Close;
|
||||
var rate = (candleData_30.Close / candleData_30.Open) * 100 - 100;
|
||||
var indicatorPrice = candleData_30.Open;
|
||||
var indicatorRate = (candleData_30.Close / indicatorPrice) * 100 - 100;
|
||||
|
||||
var description = string.Format("{0} 72,24,4 하락", strInterval);
|
||||
var signalData = signals_SD.Find(i => i.MarketName.Equals(market) && i.Description.Equals(description));
|
||||
@@ -922,43 +576,20 @@ namespace BitgetAPI.IndicatorConditionSetup
|
||||
//사는 시점
|
||||
if (!DownBuyList.ContainsKey(market))
|
||||
{
|
||||
|
||||
var buyFlag = false;
|
||||
|
||||
if (!BuyShortStep.ContainsKey(market))
|
||||
BuyShortStep[market] = 0;
|
||||
|
||||
if (BuyShortStep[market] == 0)
|
||||
if (!FirstFlag[market + strInterval + "Short"])
|
||||
{
|
||||
if (tradingViewConditionSetup.IsShortSignal())
|
||||
if (sMABandConditionSetup.Calculate(candleDatas_30_TempList, SMABandType.ShortSell, true))
|
||||
{
|
||||
BuyShortStep[market] = 1;
|
||||
BuyShortStepStampData[market] = 저고점_5["tempHighVal"];
|
||||
FirstFlag[market + strInterval + "Short"] = true;
|
||||
}
|
||||
}
|
||||
|
||||
if (BuyShortStep[market] == 1 && BuyShortStepStampData[market] < 저고점_5["tempHighVal"])
|
||||
{
|
||||
buyFlag = ((저고점_5["Type"] == 1 &&
|
||||
저고점_5["전전전고가"] < 저고점_5["전전고가"] && 저고점_5["전전고가"] > 저고점_5["전고가"] && candleData_5.Close < 저고점_5["전저가"] && candleData_5_전봉.Close > 저고점_5["전저가"])
|
||||
|| (저고점_5["Type"] == 0 &&
|
||||
저고점_5["전고가"] < 저고점_5["전전고가"] && 저고점_5["전고가"] > 전봉4_5 && candleData_5_전봉.Close > 저고점_5["전저가"] && candleData_5.Close < 저고점_5["전저가"] && 전봉4_5 > 현재봉4_5 && 전봉4_5 > 전전봉4_5)
|
||||
|| (저고점_5["Type"] == 1 &&
|
||||
저고점_5["전전전고가"] < 저고점_5["전전고가"] && 저고점_5["전전고가"] < 저고점_5["전고가"] && candleData_5_전봉.Close > 저고점_5["전저가"] && candleData_5.Close < 저고점_5["전저가"]))
|
||||
&& 전봉4_5 > 현재봉4_5 && candleData_5.Open > candleData_5.Close;
|
||||
}
|
||||
else if (저고점_5["전고가"] > 저고점_5["전전고가"] ||
|
||||
저고점_5["전저가"] > 저고점_5["전전저가"] ||
|
||||
tradingViewConditionSetup.IsLongSignal())
|
||||
{
|
||||
BuyShortStep[market] = 0;
|
||||
buyFlag = false;
|
||||
|
||||
}
|
||||
|
||||
if (buyFlag)
|
||||
if (sMABandConditionSetup.Calculate(candleDatas_30_TempList, SMABandType.ShortBuy, true)
|
||||
&& FirstFlag[market + strInterval + "Short"])
|
||||
{
|
||||
BuyShortStep[market] = 0;
|
||||
//BuyShortStep[market] = 0;
|
||||
// 없으면 생성
|
||||
if (signalData == null)
|
||||
{
|
||||
@@ -979,10 +610,9 @@ namespace BitgetAPI.IndicatorConditionSetup
|
||||
{ "MarketName", market },
|
||||
{ "BuyDate", nowTime },
|
||||
{ "Price", price },
|
||||
{ "Flag", 저고점_5["전저가"] < 저고점_5["전전저가"]},
|
||||
{ "MCandleTimeType", (int)interval },
|
||||
{ "CandleTime", candleData_5.Argument },
|
||||
{ "Candle", candleData_5 }
|
||||
{ "CandleTime", candleData_30.Argument },
|
||||
{ "Candle", candleData_30 }
|
||||
};
|
||||
|
||||
DownBuyList.Add(market, buyDic);
|
||||
@@ -999,7 +629,7 @@ namespace BitgetAPI.IndicatorConditionSetup
|
||||
if (ShortCount < 5)
|
||||
{
|
||||
double size = YHKIM_OrderAmount / price * YHKIM_Leverage;
|
||||
var orderData = FutureOrder(market, FutureMarginMode.isolated, size, price, FutureSide.BuyShort, OrderType.limit, YHKIM_Leverage);
|
||||
var orderData = FutureOrder(market, FutureMarginMode.isolated, size, 0, FutureSide.BuyShort, OrderType.market, YHKIM_Leverage);
|
||||
if (orderData != null)
|
||||
{
|
||||
var orderDic = JsonConvert.DeserializeObject<Dictionary<string, string>>(JsonConvert.SerializeObject(orderData["data"]));
|
||||
@@ -1010,7 +640,7 @@ namespace BitgetAPI.IndicatorConditionSetup
|
||||
{ "BuyDate", nowTime },
|
||||
{ "Price", price },
|
||||
{ "MCandleTimeType", (int)interval },
|
||||
{ "Candle", candleData_5 },
|
||||
{ "Candle", candleData_30 },
|
||||
{ "Size", size },
|
||||
{ "orderId", orderDic["orderId"] }
|
||||
};
|
||||
@@ -1026,33 +656,41 @@ namespace BitgetAPI.IndicatorConditionSetup
|
||||
else
|
||||
{
|
||||
var buyItem = DownBuyList[market];
|
||||
var flag = (bool)buyItem["Flag"];
|
||||
|
||||
if (interval < MCandleTimeType.H1)
|
||||
{
|
||||
var buyTime = ((DateTime)buyItem["BuyDate"]).AddMinutes(30);
|
||||
|
||||
if (nowTime < buyTime)
|
||||
continue;
|
||||
|
||||
}
|
||||
//임시로 처리
|
||||
else
|
||||
{
|
||||
var buyTime = ((DateTime)buyItem["BuyDate"]).AddHours((int)interval / 60);
|
||||
|
||||
if (nowTime < buyTime)
|
||||
continue;
|
||||
|
||||
}
|
||||
|
||||
var sellFlag = false;
|
||||
|
||||
if (저고점_5["전저가"] > 저고점_5["전전저가"] ||
|
||||
저고점_5["전고가"] < candleData_5_전봉.Close ||
|
||||
tradingViewConditionSetup.IsLongSignal())
|
||||
//if (!flag)
|
||||
//{
|
||||
// if (저고점["전고가"] < 저고점["전전고가"])
|
||||
// buyItem["Flag"] = true;
|
||||
//}
|
||||
//else
|
||||
//{
|
||||
// if (저고점["전고가"] > 저고점["전전고가"] || 저고점["전고가"] < candleData_30_전봉.Close)
|
||||
// sellFlag = true;
|
||||
//}
|
||||
|
||||
if (sMABandConditionSetup.Calculate(candleDatas_30_TempList, SMABandType.ShortSell, true) || sellFlag)
|
||||
{
|
||||
sellFlag = true;
|
||||
}
|
||||
|
||||
if (sellFlag)
|
||||
{
|
||||
BuyShortStep[market] = 0;
|
||||
//BuyShortStep[market] = 0;
|
||||
double.TryParse(buyItem["Price"].ToString(), out var buyPrice);
|
||||
var resultRate = ((price - buyPrice) / buyPrice) * 100;
|
||||
|
||||
@@ -1066,7 +704,7 @@ namespace BitgetAPI.IndicatorConditionSetup
|
||||
{ "BuyCandle", buyItem["Candle"] },
|
||||
{ "SellDate", nowTime},
|
||||
{ "SellPrice", price },
|
||||
{ "SellCandle", candleData_5 },
|
||||
{ "SellCandle", candleData_30 },
|
||||
{ "Rate", resultRate }
|
||||
};
|
||||
|
||||
@@ -1108,7 +746,7 @@ namespace BitgetAPI.IndicatorConditionSetup
|
||||
{ "BuyCandle", buyItem["Candle"] },
|
||||
{ "SellDate", nowTime},
|
||||
{ "SellPrice", price },
|
||||
{ "SellCandle", candleData_5 },
|
||||
{ "SellCandle", candleData_30 },
|
||||
{ "Rate", resultRateData }
|
||||
};
|
||||
ResultList.Add(orderResult);
|
||||
@@ -1251,13 +889,13 @@ namespace BitgetAPI.IndicatorConditionSetup
|
||||
{"ACCESS-TIMESTAMP",timestamp}
|
||||
};
|
||||
|
||||
return (Dictionary<string, object>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetPendingOrder_Future, BitgetURL_PendingOrders_Future, null, MCandleTimeType.M1, "", "", nvc);
|
||||
return (Dictionary<string, object>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetPendingOrder_Future, BitgetURL_PendingOrders_Future, null, MCandleTimeType.M30, "", "", nvc);
|
||||
}
|
||||
|
||||
public long GetTimeStamp()
|
||||
{
|
||||
|
||||
var result = (Dictionary<string, object>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetGetTimeStamp, BitgetURL_GetTimestamp, null, MCandleTimeType.M1, "", "", null);
|
||||
var result = (Dictionary<string, object>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetGetTimeStamp, BitgetURL_GetTimestamp, null, MCandleTimeType.M30, "", "", null);
|
||||
if (result == null)
|
||||
{
|
||||
return 0;
|
||||
@@ -1283,7 +921,7 @@ namespace BitgetAPI.IndicatorConditionSetup
|
||||
{"ACCESS-TIMESTAMP",timestamp}
|
||||
};
|
||||
|
||||
return (List<Dictionary<string, object>>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetAccountList_Future, BitgetURL_AccountList_Future, null, MCandleTimeType.M1, "", "", nvc);
|
||||
return (List<Dictionary<string, object>>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetAccountList_Future, BitgetURL_AccountList_Future, null, MCandleTimeType.M30, "", "", nvc);
|
||||
}
|
||||
|
||||
public Dictionary<string, object> CancelFutureOrder(string symbol, string orderId)
|
||||
@@ -1301,7 +939,7 @@ namespace BitgetAPI.IndicatorConditionSetup
|
||||
{"ACCESS-TIMESTAMP", timestamp}
|
||||
};
|
||||
|
||||
return (Dictionary<string, object>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetCancelOrder_Future, BitgetURL_CancelOrder_Future, null, MCandleTimeType.M1, postStr, "", nvc);
|
||||
return (Dictionary<string, object>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetCancelOrder_Future, BitgetURL_CancelOrder_Future, null, MCandleTimeType.M30, postStr, "", nvc);
|
||||
}
|
||||
|
||||
public Dictionary<string, object> ChangeFuturePositionMode(FuturePositionMode mode)
|
||||
@@ -1320,7 +958,7 @@ namespace BitgetAPI.IndicatorConditionSetup
|
||||
{"ACCESS-TIMESTAMP", timestamp}
|
||||
};
|
||||
|
||||
return (Dictionary<string, object>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetChangePositionMode_Future, BitgetURL_ChangePositionMode_Future, null, MCandleTimeType.M1, postStr, "", nvc);
|
||||
return (Dictionary<string, object>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetChangePositionMode_Future, BitgetURL_ChangePositionMode_Future, null, MCandleTimeType.M30, postStr, "", nvc);
|
||||
}
|
||||
|
||||
public Dictionary<string, object> GetFutureOrderDetail(string symbol, string orderId)
|
||||
@@ -1338,7 +976,7 @@ namespace BitgetAPI.IndicatorConditionSetup
|
||||
{"ACCESS-TIMESTAMP",timestamp}
|
||||
};
|
||||
|
||||
return (Dictionary<string, object>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetOrderDetail_Future, BitgetURL_OrderDetail_Future + "?symbol=" + symbol.ToString() + "&orderId=" + orderId.ToString() + "&productType=USDT-FUTURES", null, MCandleTimeType.M1, "", "", orderDetailnvc);
|
||||
return (Dictionary<string, object>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetOrderDetail_Future, BitgetURL_OrderDetail_Future + "?symbol=" + symbol.ToString() + "&orderId=" + orderId.ToString() + "&productType=USDT-FUTURES", null, MCandleTimeType.M30, "", "", orderDetailnvc);
|
||||
|
||||
}
|
||||
|
||||
@@ -1391,7 +1029,7 @@ namespace BitgetAPI.IndicatorConditionSetup
|
||||
{"ACCESS-PASSPHRASE", YHKIM_PassphraseKey },
|
||||
{"ACCESS-TIMESTAMP", timestamp}
|
||||
};
|
||||
var result = (Dictionary<string, object>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetChangeMarginMode_Future, BitgetURL_ChangeMarginMode_Future, null, MCandleTimeType.M1, changeMarginModeStr, "", nvcMargin);
|
||||
var result = (Dictionary<string, object>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetChangeMarginMode_Future, BitgetURL_ChangeMarginMode_Future, null, MCandleTimeType.M30, changeMarginModeStr, "", nvcMargin);
|
||||
if (result == null || result["msg"]?.ToString() != "success")
|
||||
{
|
||||
return null;
|
||||
@@ -1405,7 +1043,7 @@ namespace BitgetAPI.IndicatorConditionSetup
|
||||
{"ACCESS-PASSPHRASE", YHKIM_PassphraseKey },
|
||||
{"ACCESS-TIMESTAMP", timestamp}
|
||||
};
|
||||
result = (Dictionary<string, object>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetChangeLeverage_Future, BitgetURL_ChangeLeverage_Future, null, MCandleTimeType.M1, leverageStr, "", nvcLeverage);
|
||||
result = (Dictionary<string, object>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetChangeLeverage_Future, BitgetURL_ChangeLeverage_Future, null, MCandleTimeType.M30, leverageStr, "", nvcLeverage);
|
||||
if (result == null || result["msg"]?.ToString() != "success")
|
||||
{
|
||||
return null;
|
||||
@@ -1430,7 +1068,7 @@ namespace BitgetAPI.IndicatorConditionSetup
|
||||
{"ACCESS-PASSPHRASE", YHKIM_PassphraseKey },
|
||||
{"ACCESS-TIMESTAMP", timestamp}
|
||||
};
|
||||
return (Dictionary<string, object>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetOrder_Future, BitgetURL_BuySellOrder_Future, null, MCandleTimeType.M1, postStr, "", nvc);
|
||||
return (Dictionary<string, object>)WebConnection.SendWebServer(ExchangeWebReqType.BitgetOrder_Future, BitgetURL_BuySellOrder_Future, null, MCandleTimeType.M30, postStr, "", nvc);
|
||||
}
|
||||
|
||||
public string GenerateSignString(string timestamp, string method, string requestPath, string queryString, string body, string secretKey)
|
||||
|
||||
304
BitgetApi/IndicatorConditionSetup/SMABandConditionSetup.cs
Normal file
304
BitgetApi/IndicatorConditionSetup/SMABandConditionSetup.cs
Normal file
@@ -0,0 +1,304 @@
|
||||
using BitgetAPI.Data;
|
||||
using BitgetAPI.Data.IndicatorData;
|
||||
using DevExpress.Utils.Extensions;
|
||||
using DevExpress.XtraBars.Ribbon.Gallery;
|
||||
using DevExpress.XtraBars.ViewInfo;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Text;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows.Media.Media3D;
|
||||
using static BitgetAPI.CommonProperty;
|
||||
using static DevExpress.Utils.Diagnostics.GUIResources;
|
||||
using static System.Windows.Forms.VisualStyles.VisualStyleElement.ToolTip;
|
||||
|
||||
namespace BitgetApi.IndicatorConditionSetup
|
||||
{
|
||||
public class IchimokuResult
|
||||
{
|
||||
public DateTime Time { get; set; }
|
||||
public double TenkanSen { get; set; } // 전환선
|
||||
public double KijunSen { get; set; } // 기준선
|
||||
public double SenkouSpanA { get; set; } // 선행스팬1
|
||||
public double SenkouSpanB { get; set; } // 선행스팬2
|
||||
public double ChikouSpan { get; set; } // 후행스팬
|
||||
}
|
||||
|
||||
|
||||
public class SMABandConditionSetup
|
||||
{
|
||||
private readonly int rangeLookback = 12;
|
||||
private double rangeThresholdLongPercent = 2;
|
||||
private double rangeThresholdShortPercent = 2;
|
||||
/// <summary>
|
||||
/// false 는 구매 전, true는 판매 후
|
||||
/// </summary>
|
||||
private bool firstCloudFlag = true;
|
||||
|
||||
|
||||
public bool Calculate(List<CandleData> candles, SMABandType type, bool flag = false)
|
||||
{
|
||||
|
||||
var close = candles.Select(t => t.Close).ToList();
|
||||
|
||||
var high = candles.Select(t => t.High).ToList();
|
||||
|
||||
var low = candles.Select(t => t.Low).ToList();
|
||||
|
||||
var open = candles.Select(t => t.Open).ToList();
|
||||
|
||||
if (flag)
|
||||
{
|
||||
close.RemoveAt(close.Count - 1);
|
||||
high.RemoveAt(high.Count - 1);
|
||||
low.RemoveAt(low.Count - 1);
|
||||
open.RemoveAt(open.Count - 1);
|
||||
}
|
||||
|
||||
int i = close.Count - 1;
|
||||
if (close.Count < 100 || high.Count < 100 || low.Count < 100 || open.Count < 100)
|
||||
return false;
|
||||
|
||||
var avgLongList = new List<double>();
|
||||
var avgShortList = new List<double>();
|
||||
|
||||
for (var cntData = high.Count - 120; cntData < high.Count; cntData++)
|
||||
{
|
||||
var lowestData = Lowest(low, cntData, 12, 1);
|
||||
var highData = high[cntData];
|
||||
|
||||
avgLongList.Add((highData - lowestData)/lowestData * 100);
|
||||
}
|
||||
|
||||
for (var cntData = high.Count - 12; cntData < high.Count; cntData++)
|
||||
{
|
||||
var highestData = Highest(high, cntData, 4, 1);
|
||||
var lowData = low[cntData];
|
||||
|
||||
avgShortList.Add((highestData - lowData) / highestData * 100);
|
||||
}
|
||||
|
||||
|
||||
rangeThresholdLongPercent = avgLongList.Average();
|
||||
rangeThresholdShortPercent = avgShortList.Average() * 2.5;
|
||||
|
||||
double sma72 = CalculateSMA(close, i);
|
||||
double prevSma72 = CalculateSMA(close, i - 1);
|
||||
|
||||
double sma24 = CalculateSMA(close, i, 24);
|
||||
double prevSma24 = CalculateSMA(close, i - 1, 24);
|
||||
|
||||
|
||||
// SMA4 관련
|
||||
double sma4 = CalculateSMA(close, i, 4);
|
||||
double prevSma4 = CalculateSMA(close, i - 1, 4);
|
||||
double prev2Sma4 = CalculateSMA(close, i - 2, 4);
|
||||
double prev3Sma4 = CalculateSMA(close, i - 3, 4);
|
||||
|
||||
// 밴드 계산
|
||||
double sma4High = Highest(close, i, 12, 4);
|
||||
double sma4Middle = Middle(close, i, 12, 4);
|
||||
double sma4Low = Lowest(close, i, 12, 4);
|
||||
|
||||
double prevSma4High = Highest(close, i - 1, 12, 4);
|
||||
double prevSma4Middle = Middle(close, i - 1, 12, 4);
|
||||
double prevSma4Low = Lowest(close, i - 1, 12, 4);
|
||||
|
||||
double prev2Sma4High = Highest(close, i - 2, 12, 4);
|
||||
double prev2Sma4Low = Lowest(close, i - 2, 12, 4);
|
||||
double prev2Sma4Middle = Middle(close, i - 2, 12, 4);
|
||||
|
||||
double prev3Sma4High = Highest(close, i - 3, 12, 4);
|
||||
double prev3Sma4Low = Lowest(close, i - 3, 12, 4);
|
||||
double prev3Sma4Middle = Middle(close, i - 3, 12, 4);
|
||||
|
||||
|
||||
var ichmok = GetIchimokuCloud(candles, i - 25);
|
||||
var ichmokCurrent = GetIchimokuCloud(candles, i);
|
||||
|
||||
var cloudTopNow = Math.Max(ichmok.SenkouSpanA, ichmok.SenkouSpanB);
|
||||
var cloudBottomNow = Math.Min(ichmok.SenkouSpanA, ichmok.SenkouSpanB);
|
||||
|
||||
var cloudTopAfter = Math.Max(ichmokCurrent.SenkouSpanA, ichmokCurrent.SenkouSpanB);
|
||||
var cloudBottomAfter = Math.Min(ichmokCurrent.SenkouSpanA, ichmokCurrent.SenkouSpanB);
|
||||
|
||||
bool isSma4BelowCloud = low[i] < cloudBottomNow;
|
||||
bool isSma4AboveCloud = high[i] > cloudTopNow;
|
||||
|
||||
bool greenCandle = open[i] < close[i];
|
||||
bool redCandle = open[i] > close[i];
|
||||
|
||||
var isLongRecentTouch = false;
|
||||
|
||||
|
||||
for (var cnt = 0; cnt < 10; cnt++)
|
||||
{
|
||||
if (Lowest(close, i - cnt, 12, 4) == CalculateSMA(close, i - cnt, 4) && Lowest(close, i - cnt - 1, 12, 4) <= CalculateSMA(close, i - cnt - 1, 4))
|
||||
{
|
||||
isLongRecentTouch = true;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
//high 데이터 비교(기본 12개)
|
||||
var highestTempData = Highest(high, i, 12, 1);
|
||||
|
||||
// 진입/청산 조건
|
||||
bool rawNewLong = highestTempData == high[i] && 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 = (sma72 < cloudTopNow && prevSma4Middle > prevSma24 && sma4Middle > cloudBottomNow && sma4 < sma72 && sma4High > sma72 && sma24 > sma4Middle && sma4 == sma4Low && IsSideways(high, low, i, false, rangeThresholdShortPercent) && prevSma4 > sma4 && sma4 < cloudBottomNow) || (sma4 < sma72 && sma4High > sma72 && sma24 < sma4Middle && sma4 == sma4Low && IsSideways(high, low, i, false, rangeThresholdShortPercent) && redCandle && sma4 < cloudBottomNow && sma4Middle < cloudTopNow);
|
||||
bool rawShortSell = (sma4High <= sma4 && sma4High < sma72) || sma4 > sma72;
|
||||
|
||||
//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);
|
||||
|
||||
//bool rawLongSell = (sma4Middle < sma72 && prevSma4Middle > prevSma72) || (sma4 == sma4Low);
|
||||
//(sma4Middle < sma72 && prevSma4Middle > prevSma72) || (sma4 < cloudBottomNow);// (sma4 <= prevSma4 && prevSma4 <= prev2Sma4 && sma4 < sma4Middle);
|
||||
|
||||
//cloudFlag &&
|
||||
//bool rawNewShort = sma4 == sma4Low && prevSma4 > sma4Low && sma4Middle < sma72 && sma4 < cloudBottomNow;// sma4High < sma72 && prevSma4High > prevSma72;//sma4 < cloudTopNow && IsSideways(high, low, i, false) && isSma4BelowCloud && (sma4 == sma4Low && prevSma4 >= prevSma4Low && prev2Sma4 >= prev2Sma4Low) && (sma4 <= prevSma4 && prevSma4 <= prev2Sma4 && prev2Sma4 <= prev3Sma4);
|
||||
|
||||
//bool rawShortSell = (sma4Middle > sma72 && prevSma4Middle < prevSma72) || (sma4 > cloudTopNow);//(sma4 >= prevSma4 && prevSma4 >= prev2Sma4 && sma4 > sma4Middle);
|
||||
|
||||
// === 시그널 계산 ===
|
||||
if (type == SMABandType.LongBuy)
|
||||
{
|
||||
return rawNewLong;
|
||||
}
|
||||
else if (type == SMABandType.ShortBuy)
|
||||
{
|
||||
return rawNewShort;
|
||||
}
|
||||
|
||||
else if (type == SMABandType.LongSell)
|
||||
{
|
||||
return rawLongSell;
|
||||
}
|
||||
else if (type == SMABandType.ShortSell)
|
||||
{
|
||||
//if (rawShortSell)
|
||||
// firstCloudFlag = true;
|
||||
return rawShortSell;
|
||||
|
||||
}
|
||||
return false;
|
||||
}
|
||||
|
||||
public static double CalculateSMA(List<double> data, int index, int period = 72)
|
||||
{
|
||||
var result = 0.0;
|
||||
for (var i = 0; i < period; i++)
|
||||
result += data[index - i];
|
||||
|
||||
|
||||
return result / period;
|
||||
}
|
||||
|
||||
private List<double> GetAvgList(List<double> source, int index, int period, int num)
|
||||
{
|
||||
var list = new List<double>();
|
||||
|
||||
for (var i = 0; i < period; i++)
|
||||
{
|
||||
list.Add(CalculateSMA(source, index - i, num));
|
||||
}
|
||||
|
||||
return list;
|
||||
}
|
||||
|
||||
private double Highest(List<double> source, int index, int period, int num)
|
||||
{
|
||||
|
||||
return GetAvgList(source, index, period, num).Max();
|
||||
|
||||
}
|
||||
|
||||
private double Middle(List<double> source, int index, int period, int num)
|
||||
{
|
||||
|
||||
return GetAvgList(source, index, period, num).Average();
|
||||
|
||||
}
|
||||
|
||||
private double Lowest(List<double> source, int index, int period, int num)
|
||||
{
|
||||
return GetAvgList(source, index, period, num).Min();
|
||||
}
|
||||
|
||||
private bool IsSideways(List<double> high, List<double> low, int index, bool type, double rangeThresholdPercent)
|
||||
{
|
||||
double highestHigh = Highest(high, index, rangeLookback, 1);
|
||||
double lowestLow = Lowest(low, index, rangeLookback, 1);
|
||||
|
||||
// long
|
||||
if (type)
|
||||
{
|
||||
double range = high[index] - lowestLow;
|
||||
return range > (highestHigh * rangeThresholdPercent / 100.0);
|
||||
}
|
||||
//short
|
||||
else
|
||||
{
|
||||
double range = highestHigh - low[index];
|
||||
return range > (lowestLow * rangeThresholdPercent / 100.0);
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
private IchimokuResult GetIchimokuCloud(List<CandleData> candles, int i)
|
||||
{
|
||||
var highs = candles.Select(t => t.High).ToList();
|
||||
var lows = candles.Select(t => t.Low).ToList();
|
||||
var closes = candles.Select(t => t.Close).ToList();
|
||||
|
||||
var result = new IchimokuResult();
|
||||
|
||||
double tenkan = 0;
|
||||
double kijun = 0;
|
||||
double senkouA = 0;
|
||||
double senkouB = 0;
|
||||
double chikou = 0;
|
||||
|
||||
// Tenkan-sen (9)
|
||||
if (i >= 8)
|
||||
{
|
||||
double max9 = highs.GetRange(i - 8, 9).Max();
|
||||
double min9 = lows.GetRange(i - 8, 9).Min();
|
||||
tenkan = (max9 + min9) / 2.0;
|
||||
}
|
||||
|
||||
// Kijun-sen (26)
|
||||
if (i >= 25)
|
||||
{
|
||||
double max26 = highs.GetRange(i - 25, 26).Max();
|
||||
double min26 = lows.GetRange(i - 25, 26).Min();
|
||||
kijun = (max26 + min26) / 2.0;
|
||||
}
|
||||
|
||||
// Senkou Span A (현재 시점에서 계산만, 시프트는 X)
|
||||
if (tenkan != 0 && kijun != 0)
|
||||
{
|
||||
senkouA = (tenkan + kijun) / 2.0;
|
||||
}
|
||||
|
||||
// Senkou Span B (52)
|
||||
if (i >= 51)
|
||||
{
|
||||
double max52 = highs.GetRange(i - 51, 52).Max();
|
||||
double min52 = lows.GetRange(i - 51, 52).Min();
|
||||
senkouB = (max52 + min52) / 2.0;
|
||||
}
|
||||
return new IchimokuResult
|
||||
{
|
||||
TenkanSen = tenkan,
|
||||
KijunSen = kijun,
|
||||
SenkouSpanA = senkouA,
|
||||
SenkouSpanB = senkouB,
|
||||
ChikouSpan = chikou
|
||||
};
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -117,6 +117,8 @@ namespace BitgetAPI.WebService
|
||||
}
|
||||
|
||||
using (var wRes = (HttpWebResponse)wReq.GetResponse())
|
||||
{
|
||||
try
|
||||
{
|
||||
var respPostStream = wRes.GetResponseStream();
|
||||
var readerPost = new StreamReader(respPostStream, Encoding.UTF8, true);
|
||||
@@ -302,6 +304,10 @@ namespace BitgetAPI.WebService
|
||||
}
|
||||
#endregion
|
||||
}
|
||||
}catch(Exception e)
|
||||
{
|
||||
return returnJsonData;
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (WebException webEx)
|
||||
@@ -1050,7 +1056,7 @@ namespace BitgetAPI.WebService
|
||||
candleDataList.Add(candleData);
|
||||
|
||||
// 기존 데이터 삭제
|
||||
if (candleDataList.Count > 500)
|
||||
if (candleDataList.Count > 1000)
|
||||
{
|
||||
// 가장 오래된 데이터 삭제
|
||||
candleDataList.Remove(j => j.Argument == candleDataList.Min(i => i.Argument));
|
||||
@@ -1107,6 +1113,7 @@ namespace BitgetAPI.WebService
|
||||
foreach (var min in timeList)
|
||||
{
|
||||
var minDataList = temp.Where(t => t.reciveTime.Minute == min).OrderBy(t => t.reciveTime).ToList();
|
||||
|
||||
var lastData = minDataList[minDataList.Count - 1];
|
||||
var candleData = new CandleData();
|
||||
|
||||
@@ -1238,7 +1245,8 @@ namespace BitgetAPI.WebService
|
||||
{
|
||||
candleData.WebSocketUpdate = true;
|
||||
lastCandleData.Close = candleData.Open;
|
||||
if(lastCandleData.High < lastCandleData.Close)
|
||||
|
||||
if (lastCandleData.High < lastCandleData.Close)
|
||||
{
|
||||
lastCandleData.High = lastCandleData.Close;
|
||||
}
|
||||
@@ -1255,7 +1263,6 @@ namespace BitgetAPI.WebService
|
||||
dt = dt.AddMinutes(dt.Minute * -1);
|
||||
}
|
||||
|
||||
|
||||
// 새 데이터 등록
|
||||
candleDataList.Add(candleData);
|
||||
|
||||
|
||||
Reference in New Issue
Block a user