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Fixed calculations for Negative Volume Index and Positive Volume Index …
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…#40

Changed many variables to use var keyword instead
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@ooples
ooples committed Aug 2, 2023
1 parent 838150f commit 78fdb04
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Showing 23 changed files with 10,500 additions and 10,498 deletions.
292 changes: 146 additions & 146 deletions src/Calculations/BollingerBands.cs
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314 changes: 157 additions & 157 deletions src/Calculations/Chande.cs
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158 changes: 79 additions & 79 deletions src/Calculations/Demark.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -26,34 +26,34 @@ public static StockData CalculateDemarkRangeExpansionIndex(this StockData stockD
List<Signal> signalsList = new();
var (inputList, highList, lowList, _, _) = GetInputValuesList(stockData);

for (int i = 0; i < stockData.Count; i++)
for (var i = 0; i < stockData.Count; i++)
{
double high = highList[i];
double prevHigh2 = i >= 2 ? highList[i - 2] : 0;
double prevHigh5 = i >= 5 ? highList[i - 5] : 0;
double prevHigh6 = i >= 6 ? highList[i - 6] : 0;
double low = lowList[i];
double prevLow2 = i >= 2 ? lowList[i - 2] : 0;
double prevLow5 = i >= 5 ? lowList[i - 5] : 0;
double prevLow6 = i >= 6 ? lowList[i - 6] : 0;
double prevClose7 = i >= 7 ? inputList[i - 7] : 0;
double prevClose8 = i >= 8 ? inputList[i - 8] : 0;
double prevRei1 = i >= 1 ? reiList[i - 1] : 0;
double prevRei2 = i >= 2 ? reiList[i - 2] : 0;
var high = highList[i];
var prevHigh2 = i >= 2 ? highList[i - 2] : 0;
var prevHigh5 = i >= 5 ? highList[i - 5] : 0;
var prevHigh6 = i >= 6 ? highList[i - 6] : 0;
var low = lowList[i];
var prevLow2 = i >= 2 ? lowList[i - 2] : 0;
var prevLow5 = i >= 5 ? lowList[i - 5] : 0;
var prevLow6 = i >= 6 ? lowList[i - 6] : 0;
var prevClose7 = i >= 7 ? inputList[i - 7] : 0;
var prevClose8 = i >= 8 ? inputList[i - 8] : 0;
var prevRei1 = i >= 1 ? reiList[i - 1] : 0;
var prevRei2 = i >= 2 ? reiList[i - 2] : 0;
double n = (high >= prevLow5 || high >= prevLow6) && (low <= prevHigh5 || low <= prevHigh6) ? 0 : 1;
double m = prevHigh2 >= prevClose8 && (prevLow2 <= prevClose7 || prevLow2 <= prevClose8) ? 0 : 1;
double s = high - prevHigh2 + (low - prevLow2);
var s = high - prevHigh2 + (low - prevLow2);

double s1 = n * m * s;
var s1 = n * m * s;
s1List.AddRounded(s1);

double s2 = Math.Abs(s);
var s2 = Math.Abs(s);
s2List.AddRounded(s2);

double s1Sum = s1List.TakeLastExt(length).Sum();
double s2Sum = s2List.TakeLastExt(length).Sum();
var s1Sum = s1List.TakeLastExt(length).Sum();
var s2Sum = s2List.TakeLastExt(length).Sum();

double rei = s2Sum != 0 ? s1Sum / s2Sum * 100 : 0;
var rei = s2Sum != 0 ? s1Sum / s2Sum * 100 : 0;
reiList.AddRounded(rei);

var signal = GetRsiSignal(rei - prevRei1, prevRei1 - prevRei2, rei, prevRei1, 100, -100);
Expand Down Expand Up @@ -85,31 +85,31 @@ public static StockData CalculateDemarkPressureRatioV1(this StockData stockData,
List<Signal> signalsList = new();
var (inputList, highList, lowList, openList, volumeList) = GetInputValuesList(stockData);

for (int i = 0; i < stockData.Count; i++)
for (var i = 0; i < stockData.Count; i++)
{
double currentHigh = highList[i];
double currentLow = lowList[i];
double currentOpen = openList[i];
double currentClose = inputList[i];
double currentVolume = volumeList[i];
double prevClose = i >= 1 ? inputList[i - 1] : 0;
double prevPr1 = i >= 1 ? pressureRatioList[i - 1] : 0;
double prevPr2 = i >= 2 ? pressureRatioList[i - 2] : 0;
double gapup = prevClose != 0 ? (currentOpen - prevClose) / prevClose : 0;
double gapdown = currentOpen != 0 ? (prevClose - currentOpen) / currentOpen : 0;

double bp = gapup > 0.15 ? (currentHigh - prevClose + currentClose - currentLow) * currentVolume :
var currentHigh = highList[i];
var currentLow = lowList[i];
var currentOpen = openList[i];
var currentClose = inputList[i];
var currentVolume = volumeList[i];
var prevClose = i >= 1 ? inputList[i - 1] : 0;
var prevPr1 = i >= 1 ? pressureRatioList[i - 1] : 0;
var prevPr2 = i >= 2 ? pressureRatioList[i - 2] : 0;
var gapup = prevClose != 0 ? (currentOpen - prevClose) / prevClose : 0;
var gapdown = currentOpen != 0 ? (prevClose - currentOpen) / currentOpen : 0;

var bp = gapup > 0.15 ? (currentHigh - prevClose + currentClose - currentLow) * currentVolume :
currentClose > currentOpen ? (currentClose - currentOpen) * currentVolume : 0;
bpList.AddRounded(bp);

double sp = gapdown > 0.15 ? (prevClose - currentLow + currentHigh - currentClose) * currentVolume :
var sp = gapdown > 0.15 ? (prevClose - currentLow + currentHigh - currentClose) * currentVolume :
currentClose < currentOpen ? (currentClose - currentOpen) * currentVolume : 0;
spList.AddRounded(sp);

double bpSum = bpList.TakeLastExt(length).Sum();
double spSum = spList.TakeLastExt(length).Sum();
var bpSum = bpList.TakeLastExt(length).Sum();
var spSum = spList.TakeLastExt(length).Sum();

double pressureRatio = bpSum - spSum != 0 ? MinOrMax(100 * bpSum / (bpSum - spSum), 100, 0) : 0;
var pressureRatio = bpSum - spSum != 0 ? MinOrMax(100 * bpSum / (bpSum - spSum), 100, 0) : 0;
pressureRatioList.AddRounded(pressureRatio);

var signal = GetRsiSignal(pressureRatio - prevPr1, prevPr1 - prevPr2, pressureRatio, prevPr1, 75, 25);
Expand Down Expand Up @@ -141,30 +141,30 @@ public static StockData CalculateDemarkPressureRatioV2(this StockData stockData,
List<Signal> signalsList = new();
var (inputList, highList, lowList, openList, volumeList) = GetInputValuesList(stockData);

for (int i = 0; i < stockData.Count; i++)
for (var i = 0; i < stockData.Count; i++)
{
double currentHigh = highList[i];
double currentLow = lowList[i];
double currentOpen = openList[i];
double currentClose = inputList[i];
double currentVolume = volumeList[i];
double delta = currentClose - currentOpen;
double trueRange = currentHigh - currentLow;
double ratio = trueRange != 0 ? delta / trueRange : 0;
double prevPr1 = i >= 1 ? pressureRatioList[i - 1] : 0;
double prevPr2 = i >= 2 ? pressureRatioList[i - 2] : 0;

double buyingPressure = delta > 0 ? ratio * currentVolume : 0;
var currentHigh = highList[i];
var currentLow = lowList[i];
var currentOpen = openList[i];
var currentClose = inputList[i];
var currentVolume = volumeList[i];
var delta = currentClose - currentOpen;
var trueRange = currentHigh - currentLow;
var ratio = trueRange != 0 ? delta / trueRange : 0;
var prevPr1 = i >= 1 ? pressureRatioList[i - 1] : 0;
var prevPr2 = i >= 2 ? pressureRatioList[i - 2] : 0;

var buyingPressure = delta > 0 ? ratio * currentVolume : 0;
bpList.AddRounded(buyingPressure);

double sellingPressure = delta < 0 ? ratio * currentVolume : 0;
var sellingPressure = delta < 0 ? ratio * currentVolume : 0;
spList.AddRounded(sellingPressure);

double bpSum = bpList.TakeLastExt(length).Sum();
double spSum = spList.TakeLastExt(length).Sum();
double denom = bpSum + Math.Abs(spSum);
var bpSum = bpList.TakeLastExt(length).Sum();
var spSum = spList.TakeLastExt(length).Sum();
var denom = bpSum + Math.Abs(spSum);

double pressureRatio = denom != 0 ? MinOrMax(100 * bpSum / denom, 100, 0) : 50;
var pressureRatio = denom != 0 ? MinOrMax(100 * bpSum / denom, 100, 0) : 50;
pressureRatioList.AddRounded(pressureRatio);

var signal = GetRsiSignal(pressureRatio - prevPr1, prevPr1 - prevPr2, pressureRatio, prevPr1, 75, 25);
Expand Down Expand Up @@ -195,22 +195,22 @@ public static StockData CalculateDemarkReversalPoints(this StockData stockData,
List<Signal> signalsList = new();
var (inputList, _, _, _, _) = GetInputValuesList(stockData);

for (int i = 0; i < stockData.Count; i++)
for (var i = 0; i < stockData.Count; i++)
{
double currentValue = inputList[i];
var currentValue = inputList[i];

double uCount = 0, dCount = 0;
for (int j = 0; j < length1; j++)
for (var j = 0; j < length1; j++)
{
double value = i >= j ? inputList[i - j] : 0;
double prevValue = i >= j + length2 ? inputList[i - (j + length2)] : 0;
var value = i >= j ? inputList[i - j] : 0;
var prevValue = i >= j + length2 ? inputList[i - (j + length2)] : 0;

uCount += value > prevValue ? 1 : 0;
dCount += value < prevValue ? 1 : 0;
}

double drp = dCount == length1 ? 1 : uCount == length1 ? -1 : 0;
double drpPrice = drp != 0 ? currentValue : 0;
var drpPrice = drp != 0 ? currentValue : 0;
drpPriceList.AddRounded(drpPrice);

var signal = GetConditionSignal(drp > 0 || uCount > dCount, drp < 0 || dCount > uCount);
Expand Down Expand Up @@ -240,22 +240,22 @@ public static StockData CalculateDemarkSetupIndicator(this StockData stockData,
List<Signal> signalsList = new();
var (inputList, _, _, _, _) = GetInputValuesList(stockData);

for (int i = 0; i < stockData.Count; i++)
for (var i = 0; i < stockData.Count; i++)
{
double currentValue = inputList[i];
var currentValue = inputList[i];

double uCount = 0, dCount = 0;
for (int j = 0; j < length; j++)
for (var j = 0; j < length; j++)
{
double value = i >= j ? inputList[i - j] : 0;
double prevValue = i >= j + length ? inputList[i - (j + length)] : 0;
var value = i >= j ? inputList[i - j] : 0;
var prevValue = i >= j + length ? inputList[i - (j + length)] : 0;

uCount += value > prevValue ? 1 : 0;
dCount += value < prevValue ? 1 : 0;
}

double drp = dCount == length ? 1 : uCount == length ? -1 : 0;
double drpPrice = drp != 0 ? currentValue : 0;
var drpPrice = drp != 0 ? currentValue : 0;
drpPriceList.AddRounded(drpPrice);

var signal = GetConditionSignal(drp > 0 || uCount > dCount, drp < 0 || dCount > uCount);
Expand Down Expand Up @@ -288,30 +288,30 @@ public static StockData CalculateDemarker(this StockData stockData, MovingAvgTyp
List<Signal> signalsList = new();
var (_, highList, lowList, _, _) = GetInputValuesList(stockData);

for (int i = 0; i < stockData.Count; i++)
for (var i = 0; i < stockData.Count; i++)
{
double currentLow = lowList[i];
double currentHigh = highList[i];
double prevHigh = i >= 1 ? highList[i - 1] : 0;
double prevLow = i >= 1 ? lowList[i - 1] : 0;
var currentLow = lowList[i];
var currentHigh = highList[i];
var prevHigh = i >= 1 ? highList[i - 1] : 0;
var prevLow = i >= 1 ? lowList[i - 1] : 0;

double dMax = currentHigh > prevHigh ? currentHigh - prevHigh : 0;
var dMax = currentHigh > prevHigh ? currentHigh - prevHigh : 0;
dMaxList.AddRounded(dMax);

double dMin = currentLow < prevLow ? prevLow - currentLow : 0;
var dMin = currentLow < prevLow ? prevLow - currentLow : 0;
dMinList.AddRounded(dMin);
}

var maxMaList = GetMovingAverageList(stockData, maType, length, dMaxList);
var minMaList = GetMovingAverageList(stockData, maType, length, dMinList);
for (int i = 0; i < stockData.Count; i++)
for (var i = 0; i < stockData.Count; i++)
{
double maxMa = maxMaList[i];
double minMa = minMaList[i];
double prevDemarker1 = i >= 1 ? demarkerList[i - 1] : 0;
double prevDemarker2 = i >= 2 ? demarkerList[i - 2] : 0;
var maxMa = maxMaList[i];
var minMa = minMaList[i];
var prevDemarker1 = i >= 1 ? demarkerList[i - 1] : 0;
var prevDemarker2 = i >= 2 ? demarkerList[i - 2] : 0;

double demarker = maxMa + minMa != 0 ? MinOrMax(maxMa / (maxMa + minMa) * 100, 100, 0) : 0;
var demarker = maxMa + minMa != 0 ? MinOrMax(maxMa / (maxMa + minMa) * 100, 100, 0) : 0;
demarkerList.AddRounded(demarker);

var signal = GetRsiSignal(demarker - prevDemarker1, prevDemarker1 - prevDemarker2, demarker, prevDemarker1, 70, 30);
Expand Down
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