296 lines
12 KiB
C#
296 lines
12 KiB
C#
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 highestData = Highest(high, cntData, 12, 1);
|
|
var lowestData = Lowest(low, cntData, 12, 1);
|
|
|
|
var highData = high[cntData];
|
|
var lowData = low[cntData];
|
|
|
|
avgLongList.Add((highData - lowestData)/lowestData * 100);
|
|
avgShortList.Add((highestData - lowData) / highestData * 100);
|
|
}
|
|
|
|
rangeThresholdLongPercent = avgLongList.Average();
|
|
rangeThresholdShortPercent = avgShortList.Average();
|
|
|
|
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 = 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 < cloudTopAfter && sma72 < cloudTopNow) && sma72 > sma4 && sma4High > cloudTopNow && sma4 == sma4Low && IsSideways(high, low, i, false, rangeThresholdShortPercent) && redCandle && sma4 < cloudTopNow;
|
|
bool rawShortSell = sma4High < close[i] || 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
|
|
};
|
|
|
|
}
|
|
}
|
|
}
|