//use big, medium or small sma to sell depending on market conditions
public TradeStrategyE(ref ContextValues inputContextValues, IntervalValues intervalValues) : base(ref inputContextValues)
{
SetCurrentAction(inputContextValues.CurrentAction);
LastBuyAtPrice = inputContextValues.CurrentBufferedPrice;
LastSellAtPrice = 0;
BigIntervalSmaValues = new SmaValues("BigInterval", ref inputContextValues, intervalValues.LargeIntervalInMin,
intervalValues.LargeSmaSlices, intervalValues.MediumSmaSlice, intervalValues.SmallSmaSlices);
SmallIntervalSmaValues = new SmaValues("SmallInterval", ref inputContextValues, intervalValues.MediumIntervalInMin,
intervalValues.LargeSmaSlices, intervalValues.MediumSmaSlice, intervalValues.SmallSmaSlices);
TinyIntervalSmaValues = new SmaValues("TinyInterval", ref inputContextValues, intervalValues.SmallIntervalInMin,
intervalValues.LargeSmaSlices, intervalValues.MediumSmaSlice, intervalValues.SmallSmaSlices);
inputContextValues.WaitTimeAfterBigSmaCrossInMin = intervalValues.LargeIntervalInMin;
//LargeSmaGroup = new SmaGroup();
//LargeSmaGroup.SetGroup(SmallIntervalSmaValues, BigIntervalSmaValues);
//SmallSmaGroup = new SmaGroup();
//SmallSmaGroup.SetGroup(TinyIntervalSmaValues, SmallIntervalSmaValues);
try
{
SmallPriceIncreasedPercentage = Properties.Settings.Default.StrategyE_SmallPriceIncreasedPercent;
BigPriceIncreasedPercentage = Properties.Settings.Default.StrategyE_BigPriceIncreasedPercent;
}
catch (Exception)
{
Logger.WriteLog("Couldnt read strategy E big and samll price change percentage values, using default of .75 and 1.75");
SmallPriceIncreasedPercentage = 0.75m;
BigPriceIncreasedPercentage = 1.75m;
}
}
public MacdStrategy(ref ContextValues inputContextValues, IntervalValues intervalValues) : base(ref inputContextValues)
{
//myMacdStrategy_Large = new Macd(ref inputContextValues, "macd_large");
myMacdStrategy_Small = new Macd(ref inputContextValues, "macd_small");
var genSettings = AppSettings.GetGeneralSettings();
percent_for_using_smallmacd = genSettings.price_inc_percent_for_using_smallmacd;
}
public TradeStrategyF(ref ContextValues inputContextValues, IntervalValues intervalValues) : base(ref inputContextValues, intervalValues)
{
}
public TradeStrategyBase(ref ContextValues inputContextValues)
{
CurrentValues = inputContextValues;
}
public SmaValues(string groupName, ref ContextValues inputContextValues,
int CommonIntervalMin = 5,
int LargestSmaSlice = 60,
int MediumSmaSlice = 55,
int SmallestSmaSlice = 28)
{
myContextValues = inputContextValues;
smaGroupName = groupName;
sellBufferFraction = 10; //default value
logSmaValueUpdates = false;
//int commonLargeIntervalMin = 5;
smallestSmaPrice = 0;
mediumSmaPrice = 0;
largestSmaPrice = 0;
BuyReason = "";
SellReason = "";
amountOfServerDataToDownload = 10; //default value
try
{
Properties.Settings.Default.Reload();
sellBufferFraction = Properties.Settings.Default.SellBufferFraction;
if (sellBufferFraction == 0)
{
sellBufferFraction = 10;
}
logSmaValueUpdates = Properties.Settings.Default.LogSmaUpdates;
amountOfServerDataToDownload = Properties.Settings.Default.AmountOfServerData;
}
catch (Exception)
{
Logger.WriteLog("Error loading settings value sellbufferFraction using default of 10");
}
LargestMa = new MovingAverage(ref inputContextValues.CurrentTicker, inputContextValues.ProductName, CommonIntervalMin, LargestSmaSlice, amountOfServerDataToDownload);
MediumMa = new MovingAverage(ref inputContextValues.CurrentTicker, inputContextValues.ProductName, CommonIntervalMin, MediumSmaSlice, amountOfServerDataToDownload);
SmallestMa = new MovingAverage(ref inputContextValues.CurrentTicker, inputContextValues.ProductName, CommonIntervalMin, SmallestSmaSlice, amountOfServerDataToDownload);
CommonSmaInterval = CommonIntervalMin;
LargeSmaSlice = LargestSmaSlice;
MedSmaSlice = MediumSmaSlice;
SmallSmaSlice = SmallestSmaSlice;
LargestMa.MovingAverageUpdatedEvent += LargestSmaUpdatedHandler;
MediumMa.MovingAverageUpdatedEvent += MediumSmaUpdatedHandler;
SmallestMa.MovingAverageUpdatedEvent += SmallestSmaUpdateHandler;
largestSmaPrice = LargestMa.CurrentSMAPrice;
mediumSmaPrice = MediumMa.CurrentSMAPrice;
smallestSmaPrice = SmallestMa.CurrentSMAPrice;
Buy = false;
Sell = false;
//DetermineBuySell();
}
private void InitManager(string ProductName, IntervalValues intervalValues)
{
//try to get ticker first
//Logger.WriteLog("Init Manager Thread ID: " + Thread.CurrentThread.ManagedThreadId.ToString());
try
{
Logger.WriteLog("Initializing ticker");
ProductTickerClient = new TickerClient(ProductName);
}
catch (Exception ex)
{
Logger.WriteLog("Manager cant initialize ticker");
return;
}
ProductTickerClient.PriceUpdated += ProductTickerClient_UpdateHandler;
AvoidExchangeFees = true;
ProductTickerClient.TickerConnectedEvent += TickerConnectedHandler;
ProductTickerClient.TickerDisconnectedEvent += TickerDisconnectedHandler;
MyAuth = new CBAuthenticationContainer(MyKey, MyPassphrase, MySecret);
MyProductOrderBook = new MyOrderBook(MyAuth, ProductName, ref ProductTickerClient);
MyProductOrderBook.OrderUpdateEvent += FillUpdateEventHandler;
CurContextValues = new ContextValues(ref MyProductOrderBook, ref ProductTickerClient);
CurContextValues.ProductName = ProductName;
CurContextValues.Auth = MyAuth;
CurContextValues.AutoTradingStartEvent += autoTradeStartEventHandler;
CurContextValues.AutoTradingStopEvent += autoTradeStopEventHandler;
////update ui with initial prices
ProductTickerClient_UpdateHandler(this, new TickerMessage(ProductTickerClient.CurrentPrice));
CurrentDisplaySmaTimeInterval = intervalValues.LargeIntervalInMin;
CurrentDisplaySmaSlices = intervalValues.LargeSmaSlices; //default large sma slice value
//SmaSmall = new MovingAverage(ref ProductTickerClient, ProductName, CurContextValues.CurrentSmallSmaTimeInterval, CurContextValues.CurrentSmallSmaSlices);
//SmaSmall.MovingAverageUpdated += SmaSmallChangedEventHandler;
Logger.WriteLog(string.Format("{0} manager started", ProductName));
//currentTradeStrategy = new TradeStrategyA(ref CurContextValues);
//currentTradeStrategy = new TradeStrategyB(ref CurContextValues);
//currentTradeStrategy = new TradeStrategyC(ref CurContextValues);
//currentTradeStrategy = new TradeStrategyB(ref CurContextValues);
//currentTradeStrategy = new TradeStrategyD(ref CurContextValues);
if (intervalValues == null)
{
intervalValues = new IntervalValues(30, 15, 5);//IntervalValues(5, 3, 1);
}
//currentTradeStrategy = new TradeStrategyE(ref CurContextValues, intervalValues);
CreateUpdateStrategyInstance(intervalValues, true).Wait();
currentTradeStrategy.CurrentActionChangedEvent += CUrrentActionChangeEventHandler;
//save the interval values for later use
//CurContextValues.CurrentIntervalValues = intervalValues;
SetCurrentIntervalValues(intervalValues);
DisplaySma = new MovingAverage(ref ProductTickerClient, ProductName, CurrentDisplaySmaTimeInterval, CurrentDisplaySmaSlices);
DisplaySma.MovingAverageUpdatedEvent += DisplaySmaChangedEventHandler;
UpdateDisplaySmaParameters(CurrentDisplaySmaTimeInterval, CurrentDisplaySmaSlices);
UpdateBuySellAmount(0.01m); //default
//UpdateBuySellBuffer(0.03m); //default
try
{
UpdateFunds();
}
catch (Exception)
{
Logger.WriteLog("Error getting available funds details, please check your gdax credentials");
}
AppSettings.MajorSettingsChangEvent += MajorSettingsChangedEventHandler;
//writeCurrentStrategySmaValues();
//ShowGraph(gra);
}
public Macd(ref ContextValues inputContextValues, string macdStrategyName)
{
Buy = false;
Sell = false;
stopLossCounter = 0;
StopLossInEffect = false;
_StategyName = macdStrategyName;
settings = AppSettings.GetStrategySettings2(_StategyName);
if (settings == null)
{
throw new Exception("CantInitSettingsError");
}
Logger.WriteLog("macd settings found: ");
AppSettings.PrintStrategySetting(settings.StrategyName);
LastBuyAtPrice = settings.last_buy_price; //Convert.ToDecimal(settings[0]["last_buy_price"].ToString());
LastSellAtPrice = settings.last_sell_price; //Convert.ToDecimal(settings[0]["last_sell_price"].ToString());
CommonINTERVAL = settings.time_interval; //30;//30; //min
int largeSmaLENGTH = settings.slow_sma; //100;
int smallSmaLENGTH = settings.fast_sma; //15;
updateInterval = CommonINTERVAL; //update values every 1 min to keep sma data updated
BigSma = new MovingAverage(ref inputContextValues.CurrentTicker, inputContextValues.ProductName, CommonINTERVAL, largeSmaLENGTH);
SmallSma = new MovingAverage(ref inputContextValues.CurrentTicker, inputContextValues.ProductName, CommonINTERVAL, smallSmaLENGTH);
contextVals = inputContextValues;
//if (aTimer != null) //timer already in place
//{
// aTimer.Elapsed -= UpdateMacdValues;
// aTimer.Stop();
// aTimer = null;
//}
//aTimer = new System.Timers.Timer();
//aTimer.Elapsed += UpdateMacdValues;
//aTimer.Interval = updateInterval * 60 * 1000;
//aTimer.Enabled = true;
//aTimer.Start();
BigSma.MovingAverageUpdatedEvent += UpdateMacdValues;
UpdateMacdValues(this, null);
if (StopLossTimer != null) //timer already in place
{
StopLossTimer.Elapsed -= DetermineStopLoss;
StopLossTimer.Stop();
StopLossTimer = null;
}
StopLossTimer = new System.Timers.Timer();
StopLossTimer.Elapsed += DetermineStopLoss;
StopLossTimer.Interval = 1 * 60 * 1000; //every minute check the stop loss condition
StopLossTimer.Enabled = true;
StopLossTimer.Start();
DetermineStopLoss(this, null);
}