using System;
using System.Collections.Generic;
using NSEpy;
using NSEpy.Interfaces;
using NSEpy.Models;
using NSEpy.Orchestrators;
using TaLib.Extension;
class Backtester
{
static void Main()
{
// Define the stock details
string symbol = "TCS";
int emaPeriod = 9;
int rsiPeriod = 14;
double sarAcceleration = 0.02;
double sarMaximum = 0.2;
int supportResistanceLookback = 20;
double supportResistanceBuffer = 0.02;
// Connect to the NSE data source
NSE nse = new NSE();
// Fetch historical data for backtesting
var data = nse.GetHistoricalData(symbol, new DateTime(2022, 1, 1), new DateTime(2022, 12, 31), NSEIndex.NIFTY_50);
// Calculate EMA
double[] ema = data.Close.EMA(emaPeriod);
// Calculate RSI
double[] rsi = data.Close.RSI(rsiPeriod);
// Calculate Parabolic SAR
double[] sar = data.SAR(sarAcceleration, sarMaximum);
// Calculate support and resistance levels
double supportLevel = data.Close.TakeLast(supportResistanceLookback).Min() * (1 - supportResistanceBuffer);
double resistanceLevel = data.Close.TakeLast(supportResistanceLookback).Max() * (1 + supportResistanceBuffer);
// Initialize variables for tracking trades
bool inPosition = false;
double entryPrice = 0;
double exitPrice = 0;
double pnl = 0;
// Perform backtesting
for (int i = 0; i < data.Close.Count; i++)
{
// Detect divergence in RSI
bool bullishDivergence = DetectBullishDivergence(data.Close.GetRange(0, i + 1), rsi.GetRange(0, i + 1));
bool bearishDivergence = DetectBearishDivergence(data.Close.GetRange(0, i + 1), rsi.GetRange(0, i + 1));
// Check for buy signal
if (!inPosition && data.Close[i] > ema[i] && rsi[i] > 50 && data.Close[i] > sar[i] && data.Close[i] > resistanceLevel)
{
if (bullishDivergence)
{
inPosition = true;
entryPrice = data.Close[i];
Console.WriteLine("Buy Signal: " + symbol + " at " + entryPrice);
}
}
// Check for sell signal
else if (inPosition && data.Close[i] < ema[i] && rsi[i] < 50 && data.Close[i] < sar[i] && data.Close[i] < supportLevel)
{
if (bearishDivergence)
{
inPosition = false;
exitPrice = data.Close[i];
pnl += (exitPrice - entryPrice);
Console.WriteLine("Sell Signal: " + symbol + " at " + exitPrice);
Console.WriteLine("Profit/Loss: " + pnl);
}
}
}
}
static bool DetectBullishDivergence(List<double> price, List<double> rsi)
{
// TODO: Implement bullish divergence detection logic
return false;
}
static bool DetectBearishDivergence(List<double> price, List<double> rsi) {
// TODO: Implement bearish divergence detection logic
return false;
}
} Write, Run & Share C# code online using OneCompiler's C# online compiler for free. It's one of the robust, feature-rich online compilers for C# language, running on the latest version 8.0. Getting started with the OneCompiler's C# compiler is simple and pretty fast. The editor shows sample boilerplate code when you choose language as C# and start coding.
OneCompiler's C# online compiler supports stdin and users can give inputs to programs using the STDIN textbox under the I/O tab. Following is a sample program which takes name as input and print your name with hello.
using System;
namespace Sample
{
class Test
{
public static void Main(string[] args)
{
string name;
name = Console.ReadLine();
Console.WriteLine("Hello {0} ", name);
}
}
}
C# is a general purpose object-oriented programming language by Microsoft. Though initially it was developed as part of .net but later it was approved by ECMA and ISO standards.
You can use C# to create variety of applications, like web, windows, mobile, console applications and much more using Visual studio.
| Data Type | Description | Range | size |
|---|---|---|---|
| int | To store integers | -2,147,483,648 to 2,147,483,647 | 4 bytes |
| double | to store large floating point numbers with decimals | can store 15 decimal digits | 8 bytes |
| float | to store floating point numbers with decimals | can store upto 7 decimal digits | 4 bytes |
| char | to store single characters | - | 2 bytes |
| string | to stores text | - | 2 bytes per character |
| bool | to stores either true or false | - | 1 bit |
datatype variable-name = value;
When ever you want to perform a set of operations based on a condition or set of few conditions IF-ELSE is used.
if(conditional-expression) {
// code
}
else {
// code
}
You can also use if-else for nested Ifs and If-Else-If ladder when multiple conditions are to be performed on a single variable.
Switch is an alternative to If-Else-If ladder.
switch(conditional-expression) {
case value1:
// code
break; // optional
case value2:
// code
break; // optional
...
default:
// code to be executed when all the above cases are not matched;
}
For loop is used to iterate a set of statements based on a condition.
for(Initialization; Condition; Increment/decrement) {
// code
}
While is also used to iterate a set of statements based on a condition. Usually while is preferred when number of iterations are not known in advance.
while(condition) {
// code
}
Do-while is also used to iterate a set of statements based on a condition. It is mostly used when you need to execute the statements atleast once.
do {
// code
} while (condition);
Array is a collection of similar data which is stored in continuous memory addresses. Array values can be fetched using index. Index starts from 0 to size-1.
data-type[] array-name;
Method is a set of statements which gets executed only when they are called. Call the method name in the main function to execute the method.
static void method-name()
{
// code to be executed
}