public static void Main(string[] args)
{
// Getting the time series
TimeSeries series = CsvTradesLoader.loadBitstampSeries();
// Building the trading strategy
Strategy strategy = MovingMomentumStrategy.buildStrategy(series);
/// <summary>
/// Building chart datasets
/// </summary>
TimeSeriesCollection dataset = new TimeSeriesCollection();
dataset.addSeries(buildChartTimeSeries(series, new ClosePriceIndicator(series), "Bitstamp Bitcoin (BTC)"));
/// <summary>
/// Creating the chart
/// </summary>
JFreeChart chart = ChartFactory.createTimeSeriesChart("Bitstamp BTC", "Date", "Price", dataset, true, true, false); // generate URLs? - generate tooltips? - create legend? - data - y-axis label - x-axis label - title
XYPlot plot = (XYPlot)chart.Plot;
DateAxis axis = (DateAxis)plot.DomainAxis;
axis.DateFormatOverride = new SimpleDateFormat("MM-dd HH:mm");
/// <summary>
/// Running the strategy and adding the buy and sell signals to plot
/// </summary>
addBuySellSignals(series, strategy, plot);
/// <summary>
/// Displaying the chart
/// </summary>
displayChart(chart);
}
/// <param name="series"> the time series </param>
/// <returns> a map (key: strategy, value: name) of trading strategies </returns>
public static IDictionary <Strategy, string> buildStrategiesMap(TimeSeries series)
{
Dictionary <Strategy, string> strategies = new Dictionary <Strategy, string>();
strategies[CCICorrectionStrategy.buildStrategy(series)] = "CCI Correction";
strategies[GlobalExtremaStrategy.buildStrategy(series)] = "Global Extrema";
strategies[MovingMomentumStrategy.buildStrategy(series)] = "Moving Momentum";
strategies[RSI2Strategy.buildStrategy(series)] = "RSI-2";
return(strategies);
}
public static void Main(string[] args)
{
// Run the various examples in turn...
var demo = new Quickstart();
demo.QuickStart();
PressAnyKey();
CsvTicksLoader.Main();
PressAnyKey();
CsvTradesLoader.Main();
PressAnyKey();
CCICorrectionStrategy.Main();
PressAnyKey();
GlobalExtremaStrategy.Main();
PressAnyKey();
MovingMomentumStrategy.Main();
PressAnyKey();
RSI2Strategy.Main();
PressAnyKey();
var s = new StrategyAnalysis();
s.RunCciCorrection();
PressAnyKey();
s.RunGlobalExtrema();
PressAnyKey();
s.RunMovingMomentum();
PressAnyKey();
s.RunRSI2();
PressAnyKey();
}
public void RunRSI2()
{
var strategy = MovingMomentumStrategy.BuildStrategy(_series);
PrintAllResults(strategy);
}
