32 lines
1.3 KiB
C#
32 lines
1.3 KiB
C#
using MarketData.Cache;
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using MarketData.MarketDataModel;
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.Text;
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using System.Threading.Tasks;
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namespace MarketData.Generator.CMTrend
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{
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public class CMTMACDIndicator
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{
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private CMTMACDIndicator()
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{
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}
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public static bool IsMACDDowntrend(DateTime tradeDate,String symbol,CMTParams parameters)
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{
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Prices prices=GBPriceCache.GetInstance().GetPrices(symbol,tradeDate,parameters.MACDSignalDays*3);
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if(null==prices||!prices[0].Date.Date.Equals(tradeDate.Date)) return true;
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MACDSetup macdSetup=new MACDSetup(parameters.MACDSetup);
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MACDSignals macdSignals=MACDGenerator.GenerateMACD(prices,macdSetup);
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Signals signalsMACD=SignalGenerator.GenerateSignals(macdSignals);
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signalsMACD=new Signals(signalsMACD.Take(parameters.MACDSignalDays).ToList());
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int weakSellSignalCount=(from Signal signal in signalsMACD where signal.IsWeakSell() select signal).Count();
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int strongSellSignalCount=(from Signal signal in signalsMACD where signal.IsStrongSell() select signal).Count();
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if(parameters.MACDRejectWeakSells&&weakSellSignalCount>0) return true;
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if(parameters.MACDRejectStrongSells&&strongSellSignalCount>0) return true;
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return false;
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}
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}
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}
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