using BitgetAPI.Data; using System; using System.Collections.Generic; using System.Linq; using System.Text; using System.Threading.Tasks; using static BitgetAPI.CommonProperty; using static System.Windows.Forms.VisualStyles.VisualStyleElement.ToolTip; namespace BitgetApi.IndicatorConditionSetup { public class SMABandConditionSetup { private readonly int rangeLookback = 12; private readonly double rangeThresholdPercent = 0.6; private readonly int recentTouchLookback = 5; private readonly int recentTouch2Lookback = 15; public bool Calculate(List candles, SMABandType type) { var close = candles.Select(t => t.Close).ToList(); close.RemoveAt(close.Count - 1); var high = candles.Select(t=>t.High).ToList(); high.RemoveAt(high.Count - 1); var low = candles.Select(t => t.Low).ToList(); low.RemoveAt(low.Count - 1); var open = candles.Select(t => t.Open).ToList(); open.RemoveAt(open.Count - 1); int i = close.Count - 1; if (close.Count < 20 || high.Count < 20 || low.Count < 20 || open.Count < 20) return false; // SMA4 관련 double sma4 = Sma4(close, i); double prevSma4 = Sma4(close, i - 1); double prev2Sma4 = Sma4(close, i - 2); // 밴드 계산 double sma4High = Highest(close, i, 12); double sma4Middle = SMA(close, i, 12); double sma4Low = Lowest(close, i, 12); double prevSma4High = Highest(close, i - 1, 12); double prevSma4Middle = SMA(close, i - 1, 12); double prevSma4Low = Lowest(close, i - 1, 12); double prev2Sma4High = Highest(close, i - 2, 12); double prev2Sma4Low = Lowest(close, i - 2, 12); double prev2Sma4Middle = SMA(close, i - 2, 12); bool isSideways = IsSideways(high, low, i); // 조건 판단 bool isLongRecentTouch = IsRecentTouch(close, i, recentTouchLookback, "low"); bool isShortRecentTouch = IsRecentTouch(close, i, recentTouchLookback, "high"); bool isShort2RecentTouch = IsMiddleBreakout(close, i, recentTouch2Lookback, true); bool isLong2RecentTouch = IsMiddleBreakout(close, i, recentTouch2Lookback, false); bool greenCandle = open[i] < close[i]; bool redCandle = open[i] > close[i]; // 진입/청산 조건 bool rawNewLong = (isSideways && !isLongRecentTouch && isLong2RecentTouch && sma4 == sma4High && prevSma4 < sma4 && prevSma4 == prevSma4High && prev2Sma4 < prev2Sma4High && greenCandle) || (isSideways && isLong2RecentTouch && sma4 > sma4Middle && prevSma4 < prevSma4Middle && prevSma4 < sma4 && (sma4Middle - prevSma4Middle) > (prevSma4Middle - SMA(close, i - 2, 12)) && greenCandle); bool rawLongSell = close[i] < sma4Middle || (prevSma4High == prevSma4 && sma4High > sma4); bool rawNewShort = (sma4 == sma4Low && prevSma4 > sma4 && prevSma4 > prevSma4Low && open[i] > close[i] && ((sma4Middle - prevSma4Middle) < (prevSma4Middle - prev2Sma4Middle))); bool rawShortSell = close[i] > sma4Middle || (sma4High == sma4 && prevSma4High > prevSma4) || (prev2Sma4Low == prev2Sma4 && prevSma4Low < prevSma4); // === 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) { return rawShortSell; } return false; } private double Sma4(List list, int index) => Avg(list[index], list[index - 1], list[index - 2], list[index - 3]); private double Avg(params double[] values) => values.Average(); private double SMA(List source, int currentIndex, int period) { return Enumerable.Range(currentIndex - period + 1, period) .Select(i => Sma4(source, i)) .Average(); } private double Highest(List source, int currentIndex, int period) { return Enumerable.Range(currentIndex - period + 1, period) .Select(i => Sma4(source, i)) .Max(); } private double Lowest(List source, int currentIndex, int period) { return Enumerable.Range(currentIndex - period + 1, period) .Select(i => Sma4(source, i)) .Min(); } private bool IsSideways(List high, List low, int index) { double highestHigh = high.Skip(index - rangeLookback).Take(rangeLookback).Max(); double lowestLow = low.Skip(index - rangeLookback).Take(rangeLookback).Min(); double range = highestHigh - lowestLow; return range > (highestHigh * rangeThresholdPercent / 100.0); } private bool IsRecentTouch(List close, int currentIndex, int lookback, string type) { for (int j = currentIndex - lookback + 1; j <= currentIndex; j++) { double sma4 = Sma4(close, j); double band = (type == "low") ? Lowest(close, j, 12) : Highest(close, j, 12); double prevSma4 = Sma4(close, j - 1); double prevBand = (type == "low") ? Lowest(close, j - 1, 12) : Highest(close, j - 1, 12); if (sma4 >= band && prevSma4 == prevBand) return true; } return false; } private bool IsMiddleBreakout(List close, int currentIndex, int lookback, bool above) { for (int j = currentIndex - lookback + 1; j <= currentIndex; j++) { double sma4 = Sma4(close, j); double middle = SMA(close, j, 12); if (above && sma4 > middle) return true; if (!above && sma4 < middle) return true; } return false; } } }