At the beginning of each market session "hour", I'd like to "go back" through that corresponding "hour" of daily history chart data and collect data to store temporarily for analysis:
- how many EMA cross-above/cross-belows, price at crossover point, ticks above/below that price during each crossover, ending price when EMAs cross back over and maybe time in minutes of each crossover......I have about 13 elsements (fields) I'd like to collect for EACH crossover in the current hour. [I could make them all doubles if need be].
I'm relatively new to C# but have many decades of other programming languages. So, should/could I use a generic collection of some sort? Perhaps a "List Collection"?
The number of crossovers in a given hour is limited but I'd keep a record for each crossover and for each history day (30-days max probably) FOR THE "HOUR" being analyzed.
Once I've collected the data, I'd need to iterate through it to create weighted averages of some of the elements, etc. The results could be stored in variables and would be used to supplement entry/exit decision making.
Sorry if this is too complex,or if I've explained it poorly. But anyone have ideas on what feature(s) of C# i could use to (temporarily) store/sort/filter/summarize/analyze the data?
Thanks! -Bill-
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