public override void Reset()
{
// we do this in reset so we can pickup the response id and keep our orders unique
_idt = new IdTracker(ID);
// prompt for parameters if specified
ParamPrompt.Popup(this, true, !_prompt);
}
public override void Reset()
{
// enable prompting of system parameters to user,
// so they do not have to recompile to change things
ParamPrompt.Popup(this, true, _black);
Int32 numOfInterval = 1;
BarInterval[] intervaltypes = new BarInterval[numOfInterval];
Int32[] intervalValues = new Int32[numOfInterval];
for (Int32 i = 0; i < numOfInterval; i++)
{
intervaltypes[i] = BarType;
intervalValues[i] = NumItemPerBar;
}
_blt = new BarListTracker(intervalValues, intervaltypes);
_blt.GotNewBar += new SymBarIntervalDelegate(blt_GotNewBar);
GenericParamUpdateHelper.updateParam(this, GenericParameter, false);
Hashtable TD_combinationInputParamTmp = new Hashtable();
TD_combinationInputParamTmp["lookbackperiod"] = _barsback;
TD_combinationInputParamTmp["minmumsignallength"] = _barsback;
_TD_combinationFromATSGlobalIndicator = new ATSGlobalIndicatorPersonal.TD_combination();
_TD_combinationFromATSGlobalIndicator.Param = TD_combinationInputParamTmp;
_TD_combinationFromATSGlobalIndicator.Initializatin();
_isShutDown = false;
TotalProfit = 0m;
_pt.Clear();
}
public override void Reset()
{
// enable prompting of system parameters to user,
// so they do not have to recompile to change things
ParamPrompt.Popup(this, true, _black);
Int32 numOfInterval = 1;
BarInterval[] intervaltypes = new BarInterval[numOfInterval];
Int32[] intervalValues = new Int32[numOfInterval];
for (Int32 i = 0; i < numOfInterval; i++)
{
intervaltypes[i] = BarType;
intervalValues[i] = NumItemPerBar;
}
_blt = new BarListTracker(intervalValues, intervaltypes);
_blt.GotNewBar += new SymBarIntervalDelegate(blt_GotNewBar);
#region <在策略中实现从外部文件读取参数>
//传递优化参数或系统参数
GenericParamUpdateHelper.updateParam(this, GenericParameter, false);
if (File.Exists(SMAExternalParam))
{
DataTable paramTableInput = null;
StreamReader sr = new StreamReader(SMAExternalParam, Encoding.GetEncoding("GB18030"));
paramTableInput = CsvParser.Parse(sr, true);
sr.Close();
foreach (DataRow dr in paramTableInput.Rows)
{
if (paramTableInput.Columns.Contains("key") && paramTableInput.Columns.Contains("value"))
{
string tmpKey = dr["key"].ToString();
string tmpValue = dr["value"].ToString();
if (tmpKey == "genericparam")
{
GenericParameter = tmpValue;
}
//传递外部参数
GenericParamUpdateHelper.updateParam(this, GenericParameter, false);
}
}
}
#endregion
Hashtable SMAInputParamTmp = new Hashtable();
SMAInputParamTmp["lookbackperiod"] = _barsback;
SMAInputParamTmp["minmumsignallength"] = 1;
_SMAFromATSGlobalIndicator = new ATSGlobalIndicatorPersonal.SMA();
_SMAFromATSGlobalIndicator.Param = SMAInputParamTmp;
_SMAFromATSGlobalIndicator.Initializatin();
_isShutDown = false;
TotalProfit = 0m;
_pt.Clear();
}
public GreyExit()
{
// here's how we prompt for parameters
ParamPrompt.Popup(this);
// set default bar interval based on user's selection
blt.DefaultInterval = Interval;
// definae names for our indicators
Indicators = new string[] { "SMA", "Crossed?" };
}
public GreyExit()
: base()
{
Version = "$Rev: 1";
Name = "GreyBox" + CleanVersion;
// here's how we prompt for parameters
ParamPrompt param = new ParamPrompt(this); // read the parameters
param.Show(); // display the prompt
}
public override void Reset()
{
// enable prompting of system parameters to user,
// so they do not have to recompile to change things
ParamPrompt.Popup(this, true, _black);
// only build bars for user's interval
blt = new BarListTracker(Interval);
// only calculate on new bars
blt.GotNewBar += new SymBarIntervalDelegate(blt_GotNewBar);
}
public override void Reset() //对于新的一天来计算的时候要进行重置
{
// enable prompting of system parameters to user,
// so they do not have to recompile to change things
ParamPrompt.Popup(this, true, _black);
Int32 numOfInterval = 1;
BarInterval[] intervaltypes = new BarInterval[numOfInterval];
Int32[] intervalValues = new Int32[numOfInterval];
for (Int32 i = 0; i < numOfInterval; i++)
{
intervaltypes[i] = BarType;
intervalValues[i] = NumItemPerBar;
}
_blt = new BarListTracker(intervalValues, intervaltypes);
_blt.GotNewBar += new SymBarIntervalDelegate(blt_GotNewBar);
GenericParamUpdateHelper.updateParam(this, GenericParameter, false);
Hashtable ShortSMAInputParamTmp = new Hashtable(); //对于SMA indicator进行更新，用今天重新计算的SMA，而不用昨天
Hashtable LongSMAInputParamTmp = new Hashtable();
ShortSMAInputParamTmp["lookbackperiod"] = _shortbarsback;
LongSMAInputParamTmp["lookbackperiod"] = _shortbarsback + _incrementbarsback;
ShortSMAInputParamTmp["minmumsignallength"] = _shortbarsback;
LongSMAInputParamTmp["minmumsignallength"] = _shortbarsback + _incrementbarsback;
_ShortSMAFromATSGlobalIndicator = new ATSGlobalIndicatorPersonal.SMA();
_LongSMAFromATSGlobalIndicator = new ATSGlobalIndicatorPersonal.SMA();
_ShortSMAFromATSGlobalIndicator.Param = ShortSMAInputParamTmp;
_LongSMAFromATSGlobalIndicator.Param = LongSMAInputParamTmp;
_ShortSMAFromATSGlobalIndicator.Initializatin();
_LongSMAFromATSGlobalIndicator.Initializatin();
// reset the parameters of ATR
Hashtable ATRInputParamTmp = new Hashtable();
ATRInputParamTmp["lookbackperiod"] = _shortbarsback;
ATRInputParamTmp["minmumsignallength"] = 14;
_ATRFromATSGlobalIndicator = new ATSGlobalIndicatorPersonal.ATR();
_ATRFromATSGlobalIndicator.Param = ATRInputParamTmp;
_ATRFromATSGlobalIndicator.Initializatin();
//---------------------------------------------------------
_isShutDown = false;
TotalProfit = 0m;
_pt.Clear();
if (_shortbarsback != 34 || _incrementbarsback != 84)
{
Console.WriteLine("yo hey");
}
}
/// <summary>
/// Demo of box order-canceling features
/// </summary>
public OpenCancel()
{
Name = "OpenCancel";
// we'll use full orders, not just market-based adjustments
QuickOrder = false;
// prompt for parameters so user can change minsize if they want
ParamPrompt p = new ParamPrompt(this);
p.Show();
}
public override void Reset()
{
// get parameters from user if we're not running in auto
ParamPrompt.Popup(this, !_auto, _auto);
// create pairs tracker if not already
if (pairs == null)
{
pairs = new PairsTracker(Asym, Bsym, RatioA2B, BasisPointEntry);
pairs.SpreadOutsideBounds += new DecimalDelegate(pairs_SpreadOutsideBounds);
}
// subscribe to symbols
sendbasket(new string[] { Asym, Bsym });
D("Subscribed to pair: [" + Asym + "," + Bsym + "]");
}
public SMAResponse(bool prompt)
{
// enable prompting of system parameters to user,
// so they do not have to recompile to change things
ParamPrompt.Popup(this, !prompt);
// only build bars for user's interval
blt = new BarListTracker(Interval);
// only calculate on new bars
blt.GotNewBar += new SymBarIntervalDelegate(blt_GotNewBar);
// set our indicator names, in case we import indicators into R
// or excel, or we want to view them in gauntlet or kadina
Indicators = new string[] { "SMA" };
}
/// <summary>
/// Reset the respose system
/// </summary>
public override void Reset()
{
// enable prompting of system parameters to user,
// so they do not have to recompile to change things
ParamPrompt.Popup(this, true, _black);
// Initialize "_blt", the bar list tracker
Initialize_blt();
// Update generic parameters
GenericParamUpdateHelper.updateParam(this, GenericParameter, false);
#if EXTERNAL_PARAM
//传递优化参数或系统参数
GenericParamUpdateHelper.updateParam(this, GenericParameter, false);
if (File.Exists(SMAExternalParam))
{
DataTable paramTableInput = null;
StreamReader sr = new StreamReader(SMAExternalParam, Encoding.GetEncoding("GB18030"));
paramTableInput = CsvParser.Parse(sr, true);
sr.Close();
foreach (DataRow dr in paramTableInput.Rows)
{
if (paramTableInput.Columns.Contains("key") && paramTableInput.Columns.Contains("value"))
{
string tmpKey = dr["key"].ToString();
string tmpValue = dr["value"].ToString();
if (tmpKey == "genericparam")
{
GenericParameter = tmpValue;
}
//传递外部参数
GenericParamUpdateHelper.updateParam(this, GenericParameter, false);
}
}
}
#endif
//Initialize_Indicators();
// set to false to indicate the system is on
_isShutDown = false;
// clear total profit
TotalProfit = 0m;
// Clear all position
_pt.Clear();
ResetIndicators();
LocalReset();
}
/// <summary>
/// Reset the respose system
/// </summary>
public override void Reset()
{
// enable prompting of system parameters to user,
// so they do not have to recompile to change things
ParamPrompt.Popup(this, true, _black);
// Initialize "_blt", the bar list tracker
Initialize_blt();
// Update generic parameters
GenericParamUpdateHelper.updateParam(this, GenericParameter, false);
Initialize_Indicators();
// set to false to indicate the system is on
_isShutDown = false;
// clear total profit
_totalprofit = 0m;
// Clear all position
_pt.Clear();
}
public OpenCancel()
{
// enable feature to prompt user
ParamPrompt.Popup(this);
}
public override void Reset()
{
ParamPrompt.Popup(this, true, false);
base.Reset();
}
public OpenAsymetry()
{
// enable prompting of user for parameters
ParamPrompt.Popup(this);
}
