using BitgetAPI.Data; using DevExpress.XtraBars.ViewInfo; 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 bool wasBelowCloud = false; private bool allowNewShortEntry = true; public bool Calculate(List candles, SMABandType type) { 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(); 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 - 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); double prev3Sma4High = Highest(close, i - 3, 12); double prev3Sma4Low = Lowest(close, i - 3, 12); double prev3Sma4Middle = SMA(close, i - 3, 12); bool isSideways = IsSideways(high, low, i); //구름떼 double conversionLine = (high.Skip(i - 8).Take(9).Max() + low.Skip(i - 8).Take(9).Min()) / 2.0; double baseLine = (high.Skip(i - 25).Take(26).Max() + low.Skip(i - 25).Take(26).Min()) / 2.0; double leadingSpan1 = (conversionLine + baseLine) / 2.0; double leadingSpan2 = (high.Skip(i - 51).Take(52).Max() + low.Skip(i - 51).Take(52).Min()) / 2.0; double cloudTopNow = Math.Max(leadingSpan1, leadingSpan2); double cloudBottomNow = Math.Min(leadingSpan1, leadingSpan2); bool isSma4BelowCloud = sma4 < cloudBottomNow; bool isSma4AboveCloud = sma4 > cloudTopNow; if (isSma4BelowCloud && !wasBelowCloud) { allowNewShortEntry = true; wasBelowCloud = true; } else if (!isSma4BelowCloud) { allowNewShortEntry = false; wasBelowCloud = false; } bool greenCandle = open[i] < close[i]; bool redCandle = open[i] > close[i]; // 진입/청산 조건 bool rawNewLong = isSideways && isSma4AboveCloud && (sma4 == sma4High && prevSma4 <= prevSma4High && prev2Sma4 <= prev2Sma4High) && (sma4 >= prevSma4 && prevSma4 >= prev2Sma4 && prev2Sma4 >= prev3Sma4); bool rawLongSell = (sma4 <= prevSma4 && prevSma4 <= prev2Sma4 && prev2Sma4 <= prev3Sma4 && sma4 == sma4Low); bool rawNewShort = allowNewShortEntry && isSideways && isSma4BelowCloud && (sma4 == sma4Low && prevSma4 >= prevSma4Low && prev2Sma4 >= prev2Sma4Low) && (sma4 <= prevSma4 && prevSma4 <= prev2Sma4 && prev2Sma4 <= prev3Sma4); bool rawShortSell = (sma4 >= prevSma4 && prevSma4 >= prev2Sma4 && prev2Sma4 >= prev3Sma4 && sma4 == sma4High); // === 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); } } }