public static List <Trade> DoYourThing(string Instrument, Parameter_EMA_Scalp Param, DateTime StartPeriod)
{
Statistics _Stats = new Statistics();
GlobalObjects.TimeInterval t = GlobalObjects.TimeInterval.Minute_5;
DataBase.dataTable dt = DataBase.dataTable.MasterMinute;
var _tempTradeList = AlsiTrade_Backend.RunCalcs.RunEMAScalp(Param, t, false, StartPeriod, DateTime.Now.AddHours(5), dt);
var _trades = _Stats.CalcBasicTradeStats_old(_tempTradeList);
return(_trades);
}
private void start()
{
Cursor = Cursors.WaitCursor;
GlobalObjects.TimeInterval t = GlobalObjects.TimeInterval.Minute_5;
DataBase.dataTable dt = DataBase.dataTable.MasterMinute;
//_FullTradeList = AlsiTrade_Backend.RunCalcs.RunEMAScalp(GetParametersSAR_EMA(), t, false, new DateTime(2012, 01, 01), new DateTime(2014, 01, 01), dt);
_FullTradeList = AlsiTrade_Backend.RunCalcs.RunMAMAScalp(GetParametersMAMA(), t, false, new DateTime(2005, 01, 01), new DateTime(2014, 12, 31), dt);
_FullTradeList = _Stats.CalcBasicTradeStats_old(_FullTradeList);
NewTrades = AlsiUtils.Strategies.TradeStrategy.Expansion.ApplyRegressionFilter(11, _FullTradeList);
NewTrades = _Stats.CalcExpandedTradeStats(NewTrades);
_TradeOnlyList = CompletedTrade.CreateList(NewTrades);
Cursor = Cursors.Default;
}
public static List <Trade> RunMAMAScalp(Parameter_MAMA Parameter, GlobalObjects.TimeInterval Interval, bool TradesOnly, DateTime Start, DateTime End, DataBase.dataTable Table)
{
GlobalObjects.Points = AlsiUtils.DataBase.readDataFromDataBase(Interval, Table, Start, End, false);
return(AlsiUtils.Strategies.MAMA_Scalp.MAMAScalp(Parameter, GlobalObjects.Points, TradesOnly));
}
