vwap ignore mix candles
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6acd3e7c9a
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@ -247,6 +247,7 @@ public static class Patterns{
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bool isBelowVwap = curReport.Open < curReport.VwapWeekly || curReport.Close < curReport.VwapWeekly;
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bool isBelowVwap = curReport.Open < curReport.VwapWeekly || curReport.Close < curReport.VwapWeekly;
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bool isSolid = IsSolid(curReport.candle) ;
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bool isSolid = IsSolid(curReport.candle) ;
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bool isRed = curReport.RSI50 <= 50;
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bool isRed = curReport.RSI50 <= 50;
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bool isRedCandle = curReport.candle.Open > curReport.Close;
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bool beenAcrossVwap = (highCount / lowCount) > 0;
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bool beenAcrossVwap = (highCount / lowCount) > 0;
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bool mostlyGreen = greenCandlesAmount > length /3f;
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bool mostlyGreen = greenCandlesAmount > length /3f;
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bool isCrossingVwap = curReport.candle.High > curReport.VwapWeekly && curReport.candle.Low < curReport.VwapWeekly;
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bool isCrossingVwap = curReport.candle.High > curReport.VwapWeekly && curReport.candle.Low < curReport.VwapWeekly;
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@ -257,7 +258,7 @@ public static class Patterns{
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bool crossedRecently = candlesSinceLastHigh < (length/3);
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bool crossedRecently = candlesSinceLastHigh < (length/3);
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bool isLarge = curReport.candle.getCandleLength() > avgSize;
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bool isLarge = curReport.candle.getCandleLength() > avgSize;
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bool final = isRed && isSolid && isBelowVwap && beenAcrossVwap && mostlyGreen && !isCrossingVwap;
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bool final = isRed && isRedCandle && isSolid && isBelowVwap && beenAcrossVwap && mostlyGreen && !isCrossingVwap;
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if(final){
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if(final){
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// Console.WriteLine($"Vwap(S) signal on {curReport.pair}({curReport.interval}m) : {highCount} / {lowCount} = {highCount/lowCount} , {candlesSinceLastHigh} last High");
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// Console.WriteLine($"Vwap(S) signal on {curReport.pair}({curReport.interval}m) : {highCount} / {lowCount} = {highCount/lowCount} , {candlesSinceLastHigh} last High");
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@ -307,6 +308,7 @@ public static class Patterns{
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bool isAboveVwap = curReport.Open > curReport.VwapWeekly || curReport.Close > curReport.VwapWeekly;
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bool isAboveVwap = curReport.Open > curReport.VwapWeekly || curReport.Close > curReport.VwapWeekly;
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bool isSolid = IsSolid(curReport.candle) ;
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bool isSolid = IsSolid(curReport.candle) ;
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bool isGreen = curReport.RSI50 >= 50;
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bool isGreen = curReport.RSI50 >= 50;
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bool isGreenCandle = curReport.candle.Open < curReport.candle.Close;
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bool beenAcrossVwap = (highCount / lowCount) > 0;
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bool beenAcrossVwap = (highCount / lowCount) > 0;
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bool mostylRed = greenCandlesAmount < length /3f;
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bool mostylRed = greenCandlesAmount < length /3f;
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@ -317,7 +319,7 @@ public static class Patterns{
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bool isLarge = curReport.candle.getCandleLength() > avgSize;
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bool isLarge = curReport.candle.getCandleLength() > avgSize;
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bool isCrossingVwap = curReport.candle.High > curReport.VwapWeekly && curReport.candle.Low < curReport.VwapWeekly;
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bool isCrossingVwap = curReport.candle.High > curReport.VwapWeekly && curReport.candle.Low < curReport.VwapWeekly;
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bool final = isGreen && isSolid && isAboveVwap && beenAcrossVwap && mostylRed && !isCrossingVwap;
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bool final = isGreen && isGreenCandle && isSolid && isAboveVwap && beenAcrossVwap && mostylRed && !isCrossingVwap;
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if(final){
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if(final){
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// Console.WriteLine($"Vwap(L) signal on {curReport.pair}({curReport.interval}m) : {highCount} / {lowCount} = {highCount/lowCount} , {candlesSinceLastHigh} last High");
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// Console.WriteLine($"Vwap(L) signal on {curReport.pair}({curReport.interval}m) : {highCount} / {lowCount} = {highCount/lowCount} , {candlesSinceLastHigh} last High");
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