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 readonly double rangeThresholdPercent = 1.5; /// /// false 는 구매 전, true는 판매 후 /// private bool firstCloudFlag = true; public bool Calculate(List 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; // SMA4 관련 double sma4 = Sma4(close, i); double prevSma4 = Sma4(close, i - 1); double prev2Sma4 = Sma4(close, i - 2); double prev3Sma4 = Sma4(close, i - 3); // 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); double prev3Sma4High = Highest(close, i - 3, 12); double prev3Sma4Low = Lowest(close, i - 3, 12); double prev3Sma4Middle = SMA(close, i - 3, 12); var ichmok = GetIchimokuCloud(candles, i - 25); var cloudTopNow = Math.Max(ichmok.SenkouSpanA, ichmok.SenkouSpanB); var cloudBottomNow = Math.Min(ichmok.SenkouSpanA, ichmok.SenkouSpanB); bool isSma4BelowCloud = low[i] < cloudBottomNow; bool isSma4AboveCloud = high[i] > cloudTopNow; //bool cloudFlag = false; //if (!firstCloudFlag) //{ // if(isSma4BelowCloud) // cloudFlag = true; //} //else //{ // if (!isSma4BelowCloud) // firstCloudFlag = false; //} bool greenCandle = open[i] < close[i]; bool redCandle = open[i] > close[i]; // 진입/청산 조건 bool rawNewLong = sma4 > cloudBottomNow && IsSideways(high, low, i, true) && isSma4AboveCloud && (sma4 == sma4High && prevSma4 <= prevSma4High && prev2Sma4 <= prev2Sma4High) && (sma4 >= prevSma4 && prevSma4 >= prev2Sma4 && prev2Sma4 >= prev3Sma4); bool rawLongSell = (sma4 <= prevSma4 && prevSma4 <= prev2Sma4 && sma4 < sma4Middle); //cloudFlag && bool rawNewShort = sma4 < cloudBottomNow && IsSideways(high, low, i, false) && isSma4BelowCloud && (sma4 == sma4Low && prevSma4 >= prevSma4Low && prev2Sma4 >= prev2Sma4Low) && (sma4 <= prevSma4 && prevSma4 <= prev2Sma4 && prev2Sma4 <= prev3Sma4); bool rawShortSell = (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; } 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, bool type) { double highestHigh = high.Skip(index - rangeLookback).Take(rangeLookback + 1).Max(); double lowestLow = low.Skip(index - rangeLookback).Take(rangeLookback + 1).Min(); // long if (type) { double range = high[index] - lowestLow; return range > (high[index] * rangeThresholdPercent / 100.0) && highestHigh == high[index]; } //short else { double range = highestHigh - low[index]; return range > (low[index] * rangeThresholdPercent / 100.0) && lowestLow == low[index]; } } private IchimokuResult GetIchimokuCloud(List 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 }; } } }