public AccountStatus StopLoss(FlipperDataModel fdm, TradeDecision td, ITradeApi tradeApi)
{
if (td.doTrade)
{
Ticker te = fdm.ticker.FirstOrDefault();
AccountStatus stat = new AccountStatus
{
CurrentBalance = (fdm.stats.Volume * te.last),
LastPurchasePrice = fdm.stats.LastPurchasePrice,
LastSalePrice = te.last,
StartingBalance = fdm.stats.StartingBalance,
StatDate = DateTime.Now,
Volume = 0,
IsSimulator = true,
TransactionType = TransactionType.Sell,
Source = TransactionSource.Simulator,
LastOrderDate = DateTime.Now
};
TickerDAL.InsertTransaction(stat);
return(stat);
}
else
{
return(fdm.stats);
}
}
protected override TradeDecision ShouldBuyImpl(FlipperDataModel fdm)
{
Ticker te = fdm.ticker.FirstOrDefault();
//Decimal threshold = 0.03M;
decimal saftey = ((te.high - te.low) * .8M) + te.low;
decimal safteyLow = ((te.high - te.low) * .2M) + te.low;
decimal avgHigh = fdm.macdIntervalSlow.CurrentHighPriceThresh();
decimal avgLow = fdm.macdIntervalSlow.CurrentLowPriceThresh();
var td = new TradeDecision {
doTrade = false, useMarket = false
};
if (fdm.macdIntervalSlow.isShortSMAGoingUp() /*&& macdIntervalFast.isMacdPositive() && fdm.macdIntervalSlow.isMacdGoingUp()*/)
{
td.doTrade = true;
td.useMarket = true;
// td.price = fdm.macdIntervalSlow[0].AveragePrice + fdm.algoConfig.BuyThreshold;
}
return(td);
// }
// else return false;
// return ((te.last < (average + algoConfig.BuyThreshold)) && stats.CurrentBalance > 0);
}
protected override TradeDecision ShouldSellImpl(FlipperDataModel fdm)
{
var td = new TradeDecision {
doTrade = false, useMarket = false
};
if (fdm.macdIntervalFast[0].CompareShortPrice > currentHighPrice)
{
currentHighPrice = fdm.macdIntervalFast[0].CompareShortPrice;
}
Ticker te = fdm.ticker.FirstOrDefault();
if (fdm.macd.Count > 5)
{
// if (te.last > stats.LastPurchasePrice)
// {
// if (!fdm.macdIntervalFast.isMacdGoingUp() || te.last >= (fdm.stats.LastPurchasePrice + fdm.algoConfig.FixedSellThreshold) || fdm.algoConfig.UseStrictSellThreshold)
// points += 4;
if (fdm.stats.Volume > 10)
{
decimal sellPrice;
if (fdm.algoConfig.UseStrictSellThreshold)
{
sellPrice = fdm.stats.LastPurchasePrice + fdm.algoConfig.FixedSellThreshold;
td.doTrade = true;
td.useMarket = false;
td.price = sellPrice;
currentHighPrice = 0;
}
else if (fdm.macdIntervalFast[0].ClosePrice < (fdm.algoConfig.StopLossPercentage * currentHighPrice) || (!fdm.macdIntervalFast.isShortSMAOnTop()))
{
sellPrice = fdm.ticker[0].buy;
td.doTrade = true;
td.useMarket = false;
td.price = sellPrice;
currentHighPrice = 0;
}
}
}
return(td);
}
protected override TradeDecision ShouldBuyImpl(FlipperDataModel fdm)
{
Ticker te = fdm.ticker.FirstOrDefault();
//Decimal threshold = 0.03M;
decimal saftey = ((te.high - te.low) * .8M) + te.low;
decimal safteyLow = ((te.high - te.low) * .2M) + te.low;
decimal avgHigh = fdm.macdIntervalSlow.CurrentHighPriceThresh();
decimal avgLow = fdm.macdIntervalSlow.CurrentLowPriceThresh();
var td = new TradeDecision {
doTrade = false, useMarket = false
};
if (fdm.macdIntervalSlow.isShortSMAGoingUp() && fdm.macdIntervalSlow.isShortSMAOnTop() && (fdm.macdIntervalSlow[1].BBHigh - fdm.macdIntervalSlow[1].BBLow > 4))
{
td.doTrade = true;
td.useMarket = true;
}
return(td);
}
public TradeDecision ShouldBuy(FlipperDataModel fdm)
{
Ticker te = fdm.ticker.FirstOrDefault();
//Decimal threshold = 0.03M;
decimal saftey = ((te.high - te.low) * .8M) + te.low;
decimal safteyLow = ((te.high - te.low) * .2M) + te.low;
decimal avgHigh = fdm.macdIntervalSlow.CurrentHighPriceThresh();
decimal avgLow = fdm.macdIntervalSlow.CurrentLowPriceThresh();
Console.WriteLine("AvgLow:{0} TickerLast:{1} Difference:{2} AvgHigh:{3} Spread:{4}", avgLow, te.last, (te.last - avgLow), avgHigh, (avgHigh - avgLow));
//if (macdInterval.isMacdGoingUp()||(macdInterval[0].Hist>0.01M)
// {
//-----------------------------------------------------------------------------------------------------------
// if (macd.Count > 5 && (stats.StatDate < DateTime.Now.AddSeconds(-5) || te.last < stats.LastSalePrice))
// {
// if (macdInterval.isMacdGoingUp())
// {
// if (macd.isLastCandlePositive())
// {
// if (te.last < saftey)
// {
// int points = 0;
// // if (te.last < (average + algoConfig.BuyThreshold) || macdInterval.isPriceLow())
// // {
// if (!macd.isMacdPlummit())
// {
// // if (macdInterval.isMacdPositive())
// points += 3;
// // points += 3;
// // if (macd[0].Direction == MacdDirection.Up.ToString() && macd[1].Direction == MacdDirection.Up.ToString()) //&& macd[2].Direction.ToString() == MacdDirection.Down.ToString() && macd[3].Direction == MacdDirection.Down.ToString())
// // points += 3;
// // if (macd[1].Direction == MacdDirection.Up.ToString() && macd[2].Direction == MacdDirection.Up.ToString())
// // points += 3;
// // }
// }
// return (points >= 3 && stats.CurrentBalance > 1);
// }
// }
// // }
// }
//}
//return false;
//--------------------------------------------------------------------------------------------------------------------------------------------------------------------
int points = 0;
if (fdm.macdIntervalSlow.isMacdGoingUp() && /*macdIntervalFast.isMacdPositive() && */ fdm.macdIntervalFast.isMacdGoingUp())
{
points += 3;
}
// if (macdIntervalSlow.isMacdPositive() && macdIntervalFast.isMacdPositive())
// {
// points += 3;
// }
if (points >= 3 && fdm.stats.CurrentBalance > 10)
{
return(new TradeDecision {
doTrade = true, useMarket = true
});
}
else
{
return(new TradeDecision {
doTrade = false, useMarket = false
});
}
// }
// else return false;
// return ((te.last < (average + algoConfig.BuyThreshold)) && stats.CurrentBalance > 0);
}
public TradeDecision ShouldStopLoss(FlipperDataModel fdm)
{
int points = 0;
Ticker te = fdm.ticker.FirstOrDefault();
switch (fdm.algoConfig.StopLossMode)
{
case StopMode.Any:
if (fdm.stats.Volume > 1)
{
// foreach (Order o in fdm.openOrders.orders)
// {
if (fdm.stats.LastPurchasePrice * fdm.algoConfig.StopLossPercentage >= te.buy || fdm.stats.LastOrderDate <= DateTime.Now.AddMinutes(-fdm.algoConfig.StopLossTime))
{
points += 4;
}
if (te.buy * fdm.algoConfig.StopLossPercentage >= fdm.stats.LastPurchasePrice || fdm.stats.LastOrderDate <= DateTime.Now.AddMinutes(-fdm.algoConfig.StopLossTime))
{
points += 4;
}
// }
}
if ((fdm.stats.LastPurchasePrice * fdm.algoConfig.StopLossPercentage >= te.buy || ((te.buy * fdm.algoConfig.StopLossPercentage) >= fdm.stats.LastPurchasePrice && fdm.stats.LastSalePrice == 0) || fdm.stats.LastOrderDate <= DateTime.Now.AddMinutes(-fdm.algoConfig.StopLossTime) || points >= 4) && ((fdm.stats.Volume > 1) || (fdm.stats.Volume < 1 && fdm.stats.CurrentBalance < 5)))
{
return(new TradeDecision {
doTrade = true, useMarket = true
});
}
else
{
return(new TradeDecision {
doTrade = false, useMarket = false
});
}
// break;
case StopMode.Both:
if (fdm.stats.Volume > 1)
{
// foreach (Order o in fdm.openOrders.orders)
// {
if (fdm.stats.LastPurchasePrice * fdm.algoConfig.StopLossPercentage >= te.buy && fdm.stats.LastOrderDate <= DateTime.Now.AddMinutes(-fdm.algoConfig.StopLossTime))
{
points += 4;
}
if (te.buy * fdm.algoConfig.StopLossPercentage >= Convert.ToDecimal(fdm.stats.LastPurchasePrice) && fdm.stats.LastOrderDate <= DateTime.Now.AddMinutes(-fdm.algoConfig.StopLossTime))
{
points += 4;
}
// }
}
if (((fdm.stats.LastPurchasePrice * fdm.algoConfig.StopLossPercentage >= te.buy || ((te.buy * fdm.algoConfig.StopLossPercentage) >= fdm.stats.LastPurchasePrice && fdm.stats.LastSalePrice == 0)) && fdm.stats.LastOrderDate <= DateTime.Now.AddMinutes(-fdm.algoConfig.StopLossTime) || points >= 4) && ((fdm.stats.Volume > 1) || (fdm.stats.Volume < 1 && fdm.stats.CurrentBalance < 5)))
{
return(new TradeDecision {
doTrade = true, useMarket = true
});
}
else
{
return(new TradeDecision {
doTrade = false, useMarket = false
});
}
// break;
case StopMode.None:
return(new TradeDecision {
doTrade = false, useMarket = false
});
// break;
case StopMode.Percentage:
if (fdm.stats.Volume > 1)
{
// foreach (Order o in fdm.openOrders.orders)
// {
if ((fdm.stats.LastPurchasePrice * fdm.algoConfig.StopLossPercentage) >= te.buy)
{
points += 4;
}
if (te.buy * fdm.algoConfig.StopLossPercentage >= fdm.stats.LastPurchasePrice)
{
points += 4;
}
// }
}
if ((Convert.ToDecimal(fdm.stats.LastPurchasePrice * fdm.algoConfig.StopLossPercentage) >= te.buy || ((te.buy * fdm.algoConfig.StopLossPercentage) >= fdm.stats.LastPurchasePrice && fdm.stats.LastSalePrice == 0) || points >= 4) && ((fdm.stats.Volume > 1) || (fdm.stats.Volume < 1 && fdm.stats.CurrentBalance < 5)))
{
return(new TradeDecision {
doTrade = true, useMarket = true
});
}
else
{
return(new TradeDecision {
doTrade = false, useMarket = false
});
}
// break;
case StopMode.Time:
if (fdm.stats.Volume > 1)
{
// foreach (Order o in fdm.openOrders.orders)
// {
if (fdm.stats.LastOrderDate <= DateTime.Now.AddMinutes(-fdm.algoConfig.StopLossTime))
{
points += 4;
}
// }
}
if ((fdm.stats.LastOrderDate <= DateTime.Now.AddMinutes(-fdm.algoConfig.StopLossTime) || points >= 4) && ((fdm.stats.Volume > 1) || (fdm.stats.Volume < 1 && fdm.stats.CurrentBalance < 5)))
{
return(new TradeDecision {
doTrade = true, useMarket = true
});
}
else
{
return(new TradeDecision {
doTrade = false, useMarket = false
});
}
// break;
}
//if (openOrders.orders != null)
//{
// foreach (Order o in openOrders.orders)
// {
// if (Convert.ToDecimal(o.rate * .997) >= te.buy && stats.LastOrderDate <= DateTime.Now.AddMinutes(-10))
// {
// points += 4;
// }
// }
//}
//if (macd.isMacdPlummit() || macdIntervalFast.isMacdPlummit())
//{
// points += 4;
//}
//if ((Convert.ToDecimal(stats.LastPurchasePrice * .997M) >= te.buy) && (stats.Volume > 1) && stats.LastOrderDate <= DateTime.Now.AddMinutes(-10))
//{
// points += 4;
//}
return(new TradeDecision {
doTrade = false, useMarket = false
}); //(points >= 4);
// return (((te.last > (average + algoConfig.SellThreshold)) && (stats.Volume > 0) && te.last > stats.LastPurchasePrice + algoConfig.SellThreshold) ||( (stats.Volume > 0) && te.last > stats.LastPurchasePrice + algoConfig.FixedSellThreshold));
}
public TradeDecision ShouldSell(FlipperDataModel fdm)
{
Ticker te = fdm.ticker.FirstOrDefault();
// if (stats.IsSimulator)Thiscommentedsojustrideitout
// {
if (fdm.macd.Count > 5)
{
// if (te.last > stats.LastPurchasePrice)
// {
int points = 0;
// if (macd[0].Direction == MacdDirection.Down.ToString() && macd[2].Direction == MacdDirection.Down.ToString() && te.last > stats.LastPurchasePrice)
// points += 4;
// if (te.last >= (average + algoConfig.SellThreshold) && te.last > stats.LastPurchasePrice)
// points += 4;
//// if (te.last >= stats.LastPurchasePrice + algoConfig.SellThreshold)
// points += 4;
// if (macd[1].Direction == MacdDirection.Down.ToString() && macd[2].Direction == MacdDirection.Up.ToString() && te.last > stats.LastPurchasePrice)
// points += 4;
//--------MACD Exit------------------------------------------
if (!fdm.macdIntervalFast.isMacdGoingUp() || te.last >= (fdm.stats.LastPurchasePrice + fdm.algoConfig.FixedSellThreshold) /*|| fdm.algoConfig.UseStrictSellThreshold*/)
{
points += 4;
}
//---------------------------------------------------
//---11/14/2014--------------------------------------------------------------------
//if (te.last >= stats.LastPurchasePrice + algoConfig.FixedSellThreshold)
// points += 4;
//if (!macdIntervalSlow.isMacdGoingUp() && te.last >= stats.LastPurchasePrice)
// points += 4;
//---------------------------------------------------------------------
//Stop loss code here
//if (macd[0].Close < macd[0].Open && te.last >= (stats.LastPurchasePrice - 0.05M) && stats.StatDate.AddMinutes(2) <= DateTime.Now)
// points += 4;
if (points >= 4 && fdm.stats.Volume > 10)
{
return(new TradeDecision {
doTrade = true, useMarket = true
});
}
else
{
return(new TradeDecision {
doTrade = false, useMarket = false
});
}
}
else
{
return(new TradeDecision {
doTrade = false, useMarket = false
});
}
// }
// else return false;
//}
// else return false;
// }
// else
// {
// return true;
// }
//// return (((te.last > (average + algoConfig.SellThreshold)) && (stats.Volume > 0) && te.last > stats.LastPurchasePrice + algoConfig.SellThreshold) ||( (stats.Volume > 0) && te.last > stats.LastPurchasePrice + algoConfig.FixedSellThreshold));
}
