34 lines
1.1 KiB
C#
34 lines
1.1 KiB
C#
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using Wickra;
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using Wickra.Examples;
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// Compute a basket of indicators over an OHLCV series and print a summary.
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// Pass a CSV path (timestamp,open,high,low,close,volume) or run on synthetic data.
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var source = args.Length > 0 ? args[0] : "synthetic";
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Bar[] bars = args.Length > 0 ? MarketData.LoadOhlcvCsv(args[0]) : MarketData.SyntheticCandles(1000);
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Console.WriteLine($"Backtest over {bars.Length} bars ({source}):");
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using var sma = new Sma(20);
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using var ema = new Ema(50);
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using var rsi = new Rsi(14);
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using var atr = new Atr(14);
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double lastSma = 0, lastEma = 0, lastRsi = 0, lastAtr = 0;
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var oversold = 0;
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foreach (var b in bars)
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{
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lastSma = sma.Update(b.Close);
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lastEma = ema.Update(b.Close);
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lastRsi = rsi.Update(b.Close);
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lastAtr = atr.Update(b.Open, b.High, b.Low, b.Close, b.Volume, b.Timestamp);
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if (double.IsFinite(lastRsi) && lastRsi < 30.0)
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{
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oversold++;
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}
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}
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Console.WriteLine($" SMA(20) last = {lastSma:F4}");
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Console.WriteLine($" EMA(50) last = {lastEma:F4}");
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Console.WriteLine($" RSI(14) last = {lastRsi:F4} ({oversold} oversold bars)");
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Console.WriteLine($" ATR(14) last = {lastAtr:F4}");
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