45 lines
1.3 KiB
C#
45 lines
1.3 KiB
C#
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using Wickra;
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using Wickra.Examples;
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// Resample a 1-minute series into higher timeframes and run an indicator per timeframe.
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var oneMinute = MarketData.SyntheticCandles(1200, startTimestamp: 0, stepMs: 60_000);
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Console.WriteLine("EMA(20) of close across timeframes (resampled from 1-minute bars):");
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foreach (var factor in new[] { 1, 5, 15 })
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{
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var bars = Resample(oneMinute, factor);
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using var ema = new Ema(20);
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double last = 0;
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foreach (var b in bars)
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{
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last = ema.Update(b.Close);
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}
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Console.WriteLine($" {factor,2}m: {bars.Length,5} bars EMA(20) last = {last:F4}");
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}
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static Bar[] Resample(Bar[] source, int factor)
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{
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if (factor <= 1)
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{
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return source;
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}
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var output = new List<Bar>();
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for (var i = 0; i < source.Length; i += factor)
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{
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var end = Math.Min(i + factor, source.Length);
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double high = double.MinValue, low = double.MaxValue, volume = 0;
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for (var j = i; j < end; j++)
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{
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high = Math.Max(high, source[j].High);
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low = Math.Min(low, source[j].Low);
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volume += source[j].Volume;
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}
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output.Add(new Bar(source[i].Open, high, low, source[end - 1].Close, volume, source[i].Timestamp));
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}
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return output.ToArray();
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}
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