public ArbitrageIndex(string name, StartProgram startProgram)
: base(name, startProgram)
{
TabCreate(BotTabType.Index);
_tabIndex = TabsIndex[0];
_tabIndex.SpreadChangeEvent += _tabIndex_SpreadChangeEvent;
_tabIndex.UserFormula = "A0/A1";
_envelop = new Envelops(name + "Envelop", false);
_envelop = (Envelops)_tabIndex.CreateCandleIndicator(_envelop, "Prime");
_envelop.Save();
TabCreate(BotTabType.Simple);
_tab1 = TabsSimple[0];
TabCreate(BotTabType.Simple);
_tab2 = TabsSimple[1];
_tab1.PositionOpeningSuccesEvent += _PositionOpeningSuccesEvent;
_tab2.PositionOpeningSuccesEvent += _PositionOpeningSuccesEvent;
Regime = CreateParameter("Regime", "Off", new[] { "Off", "On", "OnlyLong", "OnlyShort", "OnlyClosePosition" });
DepoCurrency = CreateParameter("DepoCurrency", "Currency2", new[] { "Currency1", "Currency2" });
minSpread = CreateParameter("minSpread", 0.4m, 0.1m, 3, 0.05m);
minProfit = CreateParameter("minProfit", 0.3m, 0.1m, 3, 0.05m);
Slippage = CreateParameter("Slipage", 0, 0, 20, 1);
ParametrsChangeByUser += ArbitrageIndex_ParametrsChangeByUser;
EnvelopDeviation = CreateParameter("Envelop Deviation", 0.3m, 5m, 10, 0.3m);
EnvelopMovingLength = CreateParameter("Envelop Moving Length", 10, 5, 200, 5);
_envelop.Deviation = EnvelopDeviation.ValueDecimal;
_envelop.MovingAverage.Lenght = EnvelopMovingLength.ValueInt;
VolumeDecimals1 = CreateParameter("Volume1 Decimals", 0, 0, 20, 1);
VolumeDecimals2 = CreateParameter("Volume2 Decimals", 0, 0, 20, 1);
MaDay1 = IndicatorsFactory.CreateIndicatorByName("Sma", name + "MaDay1", false);
MaDay1 = (Aindicator)_tab1.CreateCandleIndicator(MaDay1, "Prime");
MaDay1.ParametersDigit[0].Value = 24;
MaDay1.Save();
MaDay2 = IndicatorsFactory.CreateIndicatorByName("Sma", name + "MaDay2", false);
MaDay2 = (Aindicator)_tab2.CreateCandleIndicator(MaDay2, "Prime");
MaDay2.ParametersDigit[0].Value = 24;
MaDay2.Save();
}
public EnvelopFlatBitmex(string name, StartProgram startProgram) : base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab = TabsSimple[0];
_tab.CandleFinishedEvent += _tab_CandleFinishedEvent;
_tab.PositionOpeningSuccesEvent += _tab_PositionOpeningSuccesEvent;
_tab.PositionClosingSuccesEvent += _tab_PositionClosingSuccesEvent;
_envelop = new Envelops(name + "Envelop", false);
_envelop = (Envelops)_tab.CreateCandleIndicator(_envelop, "Prime");
_envelop.Save();
this.ParametrsChangeByUser += EnvelopTrendBitmex_ParametrsChangeByUser;
Regime = CreateParameter("Regime", "Off", new[] { "Off", "On" });
Slippage = CreateParameter("Slippage", 0, 0, 20, 1);
Volume = CreateParameter("Volume", 0.1m, 0.1m, 50, 0.1m);
EnvelopDeviation = CreateParameter("Envelop Deviation", 0.3m, 0.3m, 4, 0.1m);
EnvelopMovingLength = CreateParameter("Envelop Moving Length", 10, 10, 200, 5);
TrailStop = CreateParameter("Trail Stop", 0.1m, 0m, 5, 0.1m);
MinProfitTraling = CreateParameter("Минимальный профит для трэйлинга", 0.2m, 0.2m, 2, 0.1m);
leverage = CreateParameter("Маржинальное плечо", 0.1m, 0.1m, 10, 0.1m);
MaxStop = CreateParameter("MaxStop", 1, 1, 10, 0.1m);
isContract = CreateParameter("Торгуем контрактами", false);
DepoCurrency = CreateParameter("DepoCurrency", "Currency2", new[] { "Currency1", "Currency2" });
VolMaFast = new MovingAverage(name + "VolMaFast", false)
{
ColorBase = System.Drawing.Color.Yellow, Lenght = 10, TypePointsToSearch = PriceTypePoints.Volume
};
VolMaFast = (MovingAverage)_tab.CreateCandleIndicator(VolMaFast, "New1");
VolMaFast.Lenght = (int)(EnvelopMovingLength.ValueInt);
VolMaFast.Save();
VolMaSlow = new MovingAverage(name + "VolMaSlow", false)
{
ColorBase = System.Drawing.Color.Green, TypePointsToSearch = PriceTypePoints.Volume
};
VolMaSlow = (MovingAverage)_tab.CreateCandleIndicator(VolMaSlow, "New1");
VolMaSlow.Lenght = (int)(VolMaFast.Lenght * 10);
VolMaSlow.Save();
_envelop.Deviation = EnvelopDeviation.ValueDecimal;
_envelop.MovingAverage.Lenght = EnvelopMovingLength.ValueInt;
CanTrade = false;
}
public EnvelopCountertrend(string name, StartProgram startProgram) : base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab = TabsSimple[0];
_tab.CandleFinishedEvent += _tab_CandleFinishedEvent;
_tab.PositionOpeningSuccesEvent += _tab_PositionOpeningSuccesEvent;
_tab.PositionClosingSuccesEvent += _tab_PositionClosingSuccesEvent;
this.ParametrsChangeByUser += EnvelopCountertrend_ParametrsChangeByUser;
Regime = CreateParameter("Regime", "Off", new[] { "Off", "On", "OnlyClosePosition", "OnlyShort", "OnlyLong" });
Slippage = CreateParameter("Slippage", 0, 0, 20, 1);
EnvelopDeviation = CreateParameter("Envelop Deviation", 0.3m, 5m, 10, 0.3m);
EnvelopMovingLength = CreateParameter("Envelop Moving Length", 10, 5, 200, 5);
leverage = CreateParameter("Маржинальное плечо", 1m, 1m, 10, 0.1m);
DepoCurrency = CreateParameter("DepoCurrency", "Currency2", new[] { "Currency1", "Currency2" });
isContract = CreateParameter("Торгуем контрактами", false);
MaxStop = CreateParameter("MaxStop", 1, 25, 30, 0.1m);
SmaLength = CreateParameter("SmaLength", 10, 5, 150, 2);
VolumeDecimals = CreateParameter("Volume Decimals", 0, 0, 20, 1);
MinVolume = CreateParameter("MinVolume", 1, 1, 10000, 0.0001m);
MaxPosition = CreateParameter("Макс. открытых позиций", 1, 1, 10, 1);
_sma = new MovingAverage(name + "_sma", false);
_sma = (MovingAverage)_tab.CreateCandleIndicator(_sma, "Prime");
_sma.Lenght = SmaLength.ValueInt;
_sma.Save();
_envelop = new Envelops(name + "Envelop", false);
_envelop = (Envelops)_tab.CreateCandleIndicator(_envelop, "Prime");
_envelop.Deviation = EnvelopDeviation.ValueDecimal;
_envelop.MovingAverage.Lenght = EnvelopMovingLength.ValueInt;
_envelop.Save();
DeleteEvent += Strategy_DeleteEvent;
Thread worker = new Thread(Logic);
worker.IsBackground = true;
worker.Start();
}
public MyTest(string name, StartProgram startProgram) : base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab = TabsSimple[0];
_tab.CandleFinishedEvent += _tab_CandleFinishedEvent;
_tab.PositionOpeningSuccesEvent += _tab_PositionOpeningSuccesEvent;
Regime = CreateParameter("Regime", "Off", new[] { "Off", "On" });
Slippage = CreateParameter("Slippage %", 0, 0, 100, 0.1m);
Volume = CreateParameter("Volume", 0.1m, 0.1m, 50, 0.1m);
EnvelopDeviation = CreateParameter("Envelop Deviation", 0.3m, 0.2m, 10, 0.1m);
EnvelopMovingLength = CreateParameter("Envelop Moving Length", 40, 10, 200, 5);
TrailStop = CreateParameter("Trail Stop %", 1, 0.1m, 100, 0.1m);
_sma = new LinearRegressionCurve(name + "LRC1", false);
_sma = (LinearRegressionCurve)_tab.CreateCandleIndicator(_sma, "Prime");
_sma.Lenght = 8;
_sma.Save();
_envelop1 = new Envelops(name + "Envelop1", false);
_envelop1 = (Envelops)_tab.CreateCandleIndicator(_envelop1, "Prime");
_envelop1.Save();
_envelop2 = new Envelops(name + "Envelop2", false);
_envelop2 = (Envelops)_tab.CreateCandleIndicator(_envelop2, "Prime");
_envelop2.Save();
_envelop3 = new Envelops(name + "Envelop3", false);
_envelop3 = (Envelops)_tab.CreateCandleIndicator(_envelop3, "Prime");
_envelop3.Save();
_envelop1.Deviation = EnvelopDeviation.ValueDecimal;
_envelop1.MovingAverage.Lenght = EnvelopMovingLength.ValueInt;
//_envelop1.ColorUp = Color.Red;
_envelop2.Deviation = EnvelopDeviation.ValueDecimal * 2m;
_envelop2.MovingAverage.Lenght = EnvelopMovingLength.ValueInt;
_envelop3.Deviation = EnvelopDeviation.ValueDecimal * 3m;
_envelop3.MovingAverage.Lenght = EnvelopMovingLength.ValueInt;
ParametrsChangeByUser += MyTest_ParametrsChangeByUser;
}
private void button1_Click(object sender, EventArgs e)
{
Header header = new Header();
header.MessageName = "LifeSignRequest";
header.MessageTime = DateTime.Now.ToString("yyyy-MM-dd HH:mm:ss");
Body body = new Body();
body.Source = "CRCS";
body.Target = "DVIRS";
Envelops envelop = new Envelops();
envelop.Header = header;
envelop.Body = body;
Type type = typeof(Envelops);
string str = Serializer(type, envelop);
text.Text = str;
}
public EnvelopTrend(string name, StartProgram startProgram) : base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab = TabsSimple[0];
_tab.CandleFinishedEvent += _tab_CandleFinishedEvent;
_tab.PositionOpeningSuccesEvent += _tab_PositionOpeningSuccesEvent;
_envelop = new Envelops(name + "Envelop", false);
_envelop = (Envelops)_tab.CreateCandleIndicator(_envelop, "Prime");
_envelop.Save();
Regime = CreateParameter("Regime", "Off", new[] { "Off", "On" });
Slippage = CreateParameter("Slippage", 0, 0, 20, 1);
Volume = CreateParameter("Volume", 0.1m, 0.1m, 50, 0.1m);
EnvelopDeviation = CreateParameter("Envelop Deviation", 0.3m, 0.3m, 4, 0.3m);
EnvelopMovingLength = CreateParameter("Envelop Moving Length", 10, 10, 200, 5);
TrailStop = CreateParameter("Trail Stop", 0.1m, 0.1m, 5, 0.1m);
_envelop.Deviation = EnvelopDeviation.ValueDecimal;
_envelop.MovingAverage.Lenght = EnvelopMovingLength.ValueInt;
}
public EnvelopTrendBitmex(string name, StartProgram startProgram) : base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab = TabsSimple[0];
_tab.CandleFinishedEvent += _tab_CandleFinishedEvent;
_tab.PositionOpeningSuccesEvent += _tab_PositionOpeningSuccesEvent;
_tab.PositionClosingSuccesEvent += _tab_PositionClosingSuccesEvent;
_envelop = new Envelops(name + "Envelop", false);
_envelop = (Envelops)_tab.CreateCandleIndicator(_envelop, "Prime");
_envelop.Save();
_atr = new Atr(name + "ATR", false)
{
Lenght = 14, ColorBase = Color.DodgerBlue,
};
_atr.Save();
this.ParametrsChangeByUser += EnvelopTrendBitmex_ParametrsChangeByUser;
this.DeleteEvent += Strategy_DeleteEvent;
Regime = CreateParameter("Regime", "Off", new[] { "Off", "On", "OnlyClosePosition", "OnlyShort", "OnlyLong" });
RegimeML = CreateParameter("RegimeML", "Off", new[] { "Off", "Parser", "Client" });
Slippage = CreateParameter("Slippage", 0, 0, 20, 1);
EnvelopDeviation = CreateParameter("Envelop Deviation", 0.3m, 0.3m, 4, 0.1m);
EnvelopMovingLength = CreateParameter("Envelop Moving Length", 10, 10, 200, 5);
TrailStop = CreateParameter("Trail Stop", 0.1m, 0m, 5, 0.1m);
MinProfitTraling = CreateParameter("Минимальный профит для трэйлинга", 0.2m, 0.2m, 2, 0.1m);
leverage = CreateParameter("Маржинальное плечо", 0.1m, 0.1m, 10, 0.1m);
MaxStop = CreateParameter("MaxStop", 1, 1, 10, 0.1m);
isContract = CreateParameter("Торгуем контрактами", false);
DepoCurrency = CreateParameter("DepoCurrency", "Currency2", new[] { "Currency1", "Currency2" });
VolumeDecimals = CreateParameter("Volume Decimals", 0, 0, 20, 1);
FastMA = new MovingAverage(name + "FastMA", false)
{
ColorBase = System.Drawing.Color.Yellow, Lenght = 15, TypePointsToSearch = PriceTypePoints.Close, TypeCalculationAverage = MovingAverageTypeCalculation.Simple
};
FastMA = (MovingAverage)_tab.CreateCandleIndicator(FastMA, "Prime");
FastMA.Lenght = 15;
FastMA.Save();
SlowMA = new MovingAverage(name + "SlowMA", false)
{
ColorBase = System.Drawing.Color.Blue, Lenght = 30, TypePointsToSearch = PriceTypePoints.Close, TypeCalculationAverage = MovingAverageTypeCalculation.Simple
};
SlowMA = (MovingAverage)_tab.CreateCandleIndicator(SlowMA, "Prime");
SlowMA.Lenght = 30;
SlowMA.Save();
_envelop.Deviation = EnvelopDeviation.ValueDecimal;
_envelop.MovingAverage.Lenght = EnvelopMovingLength.ValueInt;
_name = name;
#region ML Region
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
Load();
if (RegimeML.ValueString != "Off") // создаем файл(ы) если несуществуют и очищаем если существуют
{
initML();
}
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
#endregion
}
