public void Start(string simcontext)
{
SIMCONTEXT = simcontext;
var Prices = GlobalObjects.Points;
//for (int rsi = 4; rsi < 30; rsi++)
// for (int fastK = 3; fastK < 30; fastK++)
// for (int slowK = 3; slowK < 30; slowK++)
// for (int slowD = 3; slowD < 30; slowD++)
// {
var dc = new AlsiSimDataContext(simcontext);
var m = dc.tblSequences.Where(x => !x.Started).Count();
var _skip = Utils.RandomNumber(0, m - 1);
var _sequence = dc.tblSequences.Where(x => !x.Started).Skip(_skip).First();
var par = _sequence.Sequence.Split(',');
//Might cuase duplicates, but chances are slim
// _sequence.Started = true;
// dc.SubmitChanges();
_Seq = new Seq(_sequence.Sequence);
var rsi = _Seq.RSI;
var fastK = _Seq.Fast_K;
var slowK = _Seq.Slow_K;
var slowD = _Seq.Slow_D;
//START LOOOP
ClearDictionaries();
var RSI = AlsiUtils.Factory_Indicator.createRSI(rsi, Prices);
var SS = AlsiUtils.Factory_Indicator.createSlowStochastic(fastK, slowK, slowD, Prices);
//CREATE DICTIONARY
RSI_DIC = RSI.ToDictionary(x => x.TimeStamp, x => Math.Round(x.RSI, 3));
SS_DIC = SS.ToDictionary(x => x.TimeStamp, x => Math.Round(x.D, 3));
//POPULATE
foreach (var p in Prices)
{
RSI_SS_Price rsp = new RSI_SS_Price()
{
ClosePrice = p.Close,
Volume = p.Volume,
Stamp = p.TimeStamp,
RSI = 0,
SS = 0,
};
double r, s;
RSI_DIC.TryGetValue(p.TimeStamp, out r);
SS_DIC.TryGetValue(p.TimeStamp, out s);
if (r != 0 && s != 0)
{
rsp.RSI = r;
rsp.SS = s;
RSICC.Add(rsp);
}
}
//RUN CALCS
int lookback = Utils.RandomNumber(5, 15);
_Seq.Lookback = lookback;
SetTriggers_A(lookback);
var profit = AddTradeslayer();
Console.WriteLine("{0} {1} {2} {3} {4} LB:{5} H:{6} L:{7}", profit, rsi, fastK, slowK, slowD, _Seq.Lookback, _Seq.Upper, _Seq.Lower);
WriteResults();
// WriteResultsToDatabase(dc,_sequence, profit);
// Done(this, new EventArgs());
//END LOOP
//}
}
public void Start(string simcontext)
{
SIMCONTEXT = simcontext;
var Prices = GlobalObjects.Points;
//for (int rsi = 4; rsi < 30; rsi++)
// for (int fastK = 3; fastK < 30; fastK++)
// for (int slowK = 3; slowK < 30; slowK++)
// for (int slowD = 3; slowD < 30; slowD++)
// {
var dc = new AlsiSimDataContext(simcontext);
var m = dc.tblSequences.Where(x => !x.Started).Count();
var _skip = Utils.RandomNumber(0, m - 1);
var _sequence = dc.tblSequences.Where(x => !x.Started).Skip(_skip).First();
var par = _sequence.Sequence.Split(',');
//Might cuase duplicates, but chances are slim
// _sequence.Started = true;
// dc.SubmitChanges();
_Seq = new Seq(_sequence.Sequence);
var rsi = _Seq.RSI;
var fastK = _Seq.Fast_K;
var slowK = _Seq.Slow_K;
var slowD = _Seq.Slow_D;
//START LOOOP
ClearDictionaries();
var RSI = AlsiUtils.Factory_Indicator.createRSI(rsi, Prices);
var SS = AlsiUtils.Factory_Indicator.createSlowStochastic(fastK, slowK, slowD, Prices);
//CREATE DICTIONARY
RSI_DIC = RSI.ToDictionary(x => x.TimeStamp, x => Math.Round(x.RSI, 3));
SS_DIC = SS.ToDictionary(x => x.TimeStamp, x => Math.Round(x.D , 3));
//POPULATE
foreach (var p in Prices)
{
RSI_SS_Price rsp = new RSI_SS_Price()
{
ClosePrice = p.Close,
Volume = p.Volume,
Stamp = p.TimeStamp,
RSI = 0,
SS = 0,
};
double r, s;
RSI_DIC.TryGetValue(p.TimeStamp, out r);
SS_DIC.TryGetValue(p.TimeStamp, out s);
if (r != 0 && s != 0)
{
rsp.RSI = r;
rsp.SS = s;
RSICC.Add(rsp);
}
}
//RUN CALCS
int lookback = Utils.RandomNumber(5, 15);
_Seq.Lookback = lookback;
SetTriggers_A(lookback);
var profit = AddTradeslayer();
Console.WriteLine("{0} {1} {2} {3} {4} LB:{5} H:{6} L:{7}", profit, rsi, fastK, slowK, slowD,_Seq.Lookback,_Seq.Upper,_Seq.Lower );
WriteResults();
// WriteResultsToDatabase(dc,_sequence, profit);
// Done(this, new EventArgs());
//END LOOP
//}
}
