public static void TestExtremums(string toolName, int startStop, int endStop, int stopStep,
int startPegTopSize, int endPegTopSize, int pegTopSizeStep)
{
var repository = new HistoryRepository(toolName, false);
var resultText = new List <string>();
//var good = new List<int>();
//var bad = new List<int>();
for (int stop = startStop; stop <= endStop; stop += stopStep)
{
for (int pegTopSize = startPegTopSize; pegTopSize <= endPegTopSize; pegTopSize += pegTopSizeStep)
{
for (double breakevenSize = 0.8; breakevenSize <= 2.0; breakevenSize += 0.1)
{
var strat = new ExtremumStrategy(stop, pegTopSize, breakevenSize);
var result = strat.Run(repository.Days);
result.PrintDepo(@"depo\" + stop.ToString("D4") + "_" + pegTopSize + "_" + ((int)(100 * breakevenSize)).ToString("D2") + ".txt");
resultText.Add("stop: " + stop + " pegTopSize: " + pegTopSize + " breakevenSize: " + breakevenSize.ToString(new CultureInfo("en-us")));
resultText.Add(result.ToString());
resultText.Add("");
//good.Add(strat.Good);
//bad.Add(strat.Bad);
}
}
}
//var a = good.Average();
//var b = bad.Average();
File.WriteAllLines("out.txt", resultText);
}
public static void TestExtremumsSimple(string toolName)
{
var repository = new HistoryRepository(toolName, false);
var resultText = new List <string>();
for (int stop = 200; stop <= 1000; stop += 100)
{
var strat = new ExtremumStrategy(stop, 0, 50);
var result = strat.Run(repository.Days);
result.PrintDepo(@"depo\" + stop + ".txt");
resultText.Add("stop: " + stop);
resultText.Add(result.ToString());
resultText.Add("");
}
File.WriteAllLines("out.txt", resultText);
}
public static void RunExtremums(string toolName, int stopLoss, int pegTopSize, double breakevenSize)
{
var repository = new HistoryRepository(toolName, false);
var resultText = new List <string>();
/*var date = new DateTime(2014, 06, 01);
* var avgCandles = repository.Days.SelectMany(day => day.FiveMins).ToList();
* var avg = avgCandles.Average(c => Math.Abs(c.Close - c.Open));*/
var strat = new ExtremumStrategy(stopLoss, pegTopSize, breakevenSize);
var result = strat.Run(repository.Days);
result.PrintDepo(@"depo\run.txt");
resultText.Add(result.ToString());
resultText.Add("");
File.WriteAllLines("out.txt", resultText);
}
public static void TestEndTimeExtremums(string toolName, int stopLoss, int pegTopSize, double breakevenSize)
{
var repository = new HistoryRepository(toolName, false);
var resultText = new List <string>();
for (int hours = 15; hours <= 23; ++hours)
{
for (int minutes = 0; minutes < 60; minutes += 15)
{
var time = new TimeSpan(hours, minutes, 0);
var strat = new ExtremumStrategy(stopLoss, pegTopSize, breakevenSize, time);
var result = strat.Run(repository.Days);
result.PrintDepo(@"depo\" + hours + "_" + minutes + ".txt");
resultText.Add(hours + "_" + minutes);
resultText.Add(result.ToString());
resultText.Add("");
}
}
File.WriteAllLines("out.txt", resultText);
}