/// <summary>
/// Performs a scan for all filtered symbols
/// </summary>
/// <returns></returns>
public async Task <Signal> ScanAsync(string symbol)
{
try
{
// download the new candles
var candles = (await _api.GetCandlesAsync(symbol, 60 * _minutes, DateTime.Now.AddMinutes(-5 * 50))).Reverse().ToList();
candles = AddMissingCandles(candles);
// scan candles for buy/sell signal
TradeType tradeType = TradeType.Long;
var strategy = new DayTradingStrategy(symbol, _settings);
if (strategy.IsValidEntry(candles, 0, out tradeType))
{
// ignore signals for shorts when not allowed
if (tradeType == TradeType.Short && !_settings.AllowShorts)
{
return(null);
}
// got buy/sell signal.. write to console
Console.Beep();
return(new Signal()
{
Symbol = symbol,
Trade = tradeType.ToString(),
Date = $"{candles[0].Timestamp.AddHours(2):dd-MM-yyyy HH:mm}"
});
}
private static void Main(string[] args)
{
// create a virtual trade manager
var virtualTradeManager = new VirtualTradeManager();
// create day trading strategy
var strategy = new DayTradingStrategy("NEOUSD");
// create new backtester
var tester = new BackTester();
// test the strategy on bitfinex
tester.Test(new ExchangeBitfinexAPI(), strategy);
}
private static void Main(string[] args)
{
var startTime = new DateTime(2018, 5, 14, 0, 0, 0);
var settings = new Settings();
// create a virtual trade manager
var virtualTradeManager = new VirtualTradeManager();
// create day trading strategy
var strategy = new DayTradingStrategy("ETHBTC", settings);
// create new backtester
var tester = new BackTester();
// test the strategy on bitfinex
tester.Test(new ExchangeBitfinexAPI(), strategy, startTime);
}
/// <summary>
/// Performs a scan for all filtered symbols
/// </summary>
/// <returns></returns>
public async Task <Signal> ScanAsync(ExtendedSymbol symbol, int minutes)
{
try
{
// download the new candles
var candles = (await _api.GetCandlesAsync(symbol.Symbol.MarketSymbol, 60 * minutes, DateTime.Now.AddMinutes(-5 * 50))).Reverse().ToList();
candles = AddMissingCandles(candles, minutes);
// scan candles for buy/sell signal
TradeType tradeType = TradeType.Long;
var strategy = new DayTradingStrategy(symbol.Symbol.MarketSymbol, _settings);
if (strategy.IsValidEntry(candles, 0, out tradeType, out decimal bandwitdh))
{
// ignore signals for shorts when not allowed
if (tradeType == TradeType.Short && !_settings.AllowShorts)
{
return(null);
}
// got buy/sell signal.. write to console
int beepFrequency = symbol.Trends[1].Trend > 0 ? 1000 : 500;
Console.Beep(beepFrequency, 200);
return(new Signal()
{
Symbol = symbol.Symbol.MarketSymbol,
Trade = tradeType.ToString(),
Date = $"{candles[0].Timestamp.AddHours(2):dd-MM-yyyy HH:mm}",
TimeFrame = $"{minutes} min",
HyperTraderURI = GetHyperTradeURI(symbol.Symbol, minutes),
Volume = symbol.Ticker.Volume,
FourHourTrend = String.Format("{00:P2}", symbol.Trends[0].Trend),
OneHourTrend = String.Format("{00:P2}", symbol.Trends[1].Trend),
FourHourTrendObject = symbol.Trends[0],
OneHourTrendObject = symbol.Trends[1],
BBBandwidth = String.Format("{0:0.0#}", bandwitdh)
});
}
