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; /// /// false 는 구매 전, true는 판매 후 /// private bool firstCloudFlag = true; public bool Calculate(List candles, SMABandType type, string market, 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 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); // 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 = CalculateSMA(close, i, 12); double sma4Low = Lowest(close, i, 12, 4); double prevSma4High = Highest(close, i - 1, 12, 4); double prevSma4Middle = CalculateSMA(close, i - 1, 12); 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 = CalculateSMA(close, i - 2, 12); double prev3Sma4High = Highest(close, i - 3, 12, 4); double prev3Sma4Low = Lowest(close, i - 3, 12, 4); double prev3Sma4Middle = CalculateSMA(close, i - 3, 12); 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); bool isSma4BelowCloud = low[i] < cloudBottomNow; bool isSma4AboveCloud = high[i] > cloudTopNow; bool greenCandle = open[i] < close[i]; bool redCandle = open[i] > close[i]; var isLongRecentTouch = true; var isShortRecentTouch = true; 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)) { 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 = 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 = 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); //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 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 GetAvgList(List source, int index, int period, int num) { var list = new List(); for (var i = 0; i < period; i++) { list.Add(CalculateSMA(source, index - i, num)); } return list; } private double Highest(List source, int index, int period, int num) { return GetAvgList(source, index, period, 4).Max(); } private double Lowest(List source, int index, int period, int num) { return GetAvgList(source, index, period, 4).Min(); } 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); // 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 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 }; } } }