Ejemplo n.º 1
0
        public override void Reset()
        {
            base.Reset();

            predictorMACD = null;

            Setup(true);
        }
Ejemplo n.º 2
0
        // ------------------------------

        public override void Reset()
        {
            base.Reset();

            openPosition = 0;

            predictorExtremes = null;
            predictorMacd     = null;
            predictorRSI      = null;

            Setup(true);
        }
Ejemplo n.º 3
0
        public override void Setup(bool simulate = false)
        {
            GUI.GUIManager.AddStrategyScreenPair(this.pair);

            // ----------------------------------

            SetupRules();

            // ----------------------------------

            // Check file if this has been bought already
            double openPos = Utility.TradeTracker.GetOpenPosition(pair);

            LastBuyTime  = Utility.TradeTracker.GetOpenPositionBuyTime(pair);
            openPosition = openPos;

            TickerChangedEventArgs lastTicker = Data.Store.GetLastTicker(pair);

            if (lastTicker == null)
            {
                throw new Exception("Couldn't build timeframe model for " + pair + " - no tickers available");
            }

            predictorExtremes = new Data.Predictors.PriceExtremes(pair);
            predictorMACD     = new Data.Predictors.MACD(pair, 7200);
            predictorVolume   = new Data.Predictors.Volume(pair, 300, 7200);
            predictorMeanRev  = new Data.Predictors.MeanReversion(pair, 7200);

            TickerChangedEventArgs[] tickers = Data.Store.GetTickerData(pair);
            if (tickers == null)
            {
                throw new Exception("Couldn't build predictor history for " + pair + " - no tickers available");
            }

            predictorExtremes.Update(tickers);
            predictorVolume.Recalculate(tickers);
            predictorMeanRev.Recalculate(tickers);

            List <TickerChangedEventArgs> tickerList = new List <TickerChangedEventArgs>();

            for (int i = 0; i < tickers.Length; i++)
            {
                tickerList.Add(tickers[i]);

                predictorMACD.Recalculate(tickerList.ToArray());

                if (i % 100 == 0)
                {
                    Utility.ThreadManager.ReportAlive("MeanRevADX");
                }
            }
        }
Ejemplo n.º 4
0
        // ------------------------------

        public override void Reset()
        {
            base.Reset();

            openPosition = 0;

            predictorExtremes = null;
            predictorMACD     = null;
            predictorVolume   = null;
            predictorMeanRev  = null;

            Setup(true);
        }
Ejemplo n.º 5
0
        public override void Setup(bool simulate = false)
        {
            predictorMACD = new Data.Predictors.MACD(pair);

            TickerChangedEventArgs[] tickers = Data.Store.GetTickerData(pair);
            if (tickers == null)
            {
                throw new Exception("Couldn't build predictor history for " + pair + " - no tickers available");
            }

            predictorMACD.Recalculate(tickers);

            Data.ResultSet.Variable tempVar;
            if (predictorMACD.GetLastResult().variables.TryGetValue("macd", out tempVar))
            {
                USDT_BTC_Trend = tempVar.value;
            }
        }