public static void OptimizeNotMain(string toolName, int startStop, int endStop, int stopStep)
{
var repository = new HistoryRepository(toolName, false);
var resultText = new List <string>();
const double breakevenPercent = 0.15;
var lastTradeTime = new TimeSpan(15, 45, 00);
const int monotoneCount = 4;
const int invertCount = 3;
const double stopPercent = 1;
//for (double stopPercent = 0.5; stopPercent < 1.6; stopPercent += 0.1)
//{
for (int stopLoss = startStop; stopLoss <= endStop; stopLoss += stopStep)
{
var strat = new MonotoneExtremumsStrategy(monotoneCount, stopLoss, invertCount, breakevenPercent, lastTradeTime, stopPercent);
var result = strat.Run(repository.Days);
result.PrintDepo(@"mono\depo\" + stopLoss + "_" + (int)(stopPercent * 10) + ".txt");
if (result.DealsCount == 0)
{
continue;
}
resultText.Add(stopLoss + " " + stopPercent);
resultText.Add(result.ToString());
resultText.Add("");
}
//}
File.WriteAllLines(@"mono\out.txt", resultText);
}
public static void RunMonotoneExtremums(string toolName, int stopLoss, int pegTopSize, double breakevenSize)
{
var repository = new HistoryRepository(toolName, false);
var resultText = new List <string>();
var strat = new MonotoneExtremumsStrategy(5, stopLoss, 3, 0.2);
var result = strat.Run(repository.Days);
result.PrintDepo(@"mono\depo\run.txt");
resultText.Add(result.ToString());
resultText.Add("");
File.WriteAllLines(@"mono\out.txt", resultText);
}
public static void OptimizeEndTime(string toolName, int stopLoss, int monotoneCount, int invertCount)
{
var repository = new HistoryRepository(toolName, false);
var resultText = new List <string>();
for (int hours = 12; hours <= 23; ++hours)
{
for (int minutes = 0; minutes < 60; minutes += 15)
{
var time = new TimeSpan(hours, minutes, 0);
var strat = new MonotoneExtremumsStrategy(monotoneCount, stopLoss, invertCount, 0.15, time);
var result = strat.Run(repository.Days);
result.PrintDepo(@"mono\depo\" + hours + "_" + minutes + ".txt");
resultText.Add(hours + "_" + minutes);
resultText.Add(result.ToString());
resultText.Add("");
}
}
File.WriteAllLines(@"mono\out.txt", resultText);
}