public static List <Trade> EmaSar(Parameter_EMA_SAR P, List <Price> price, bool tradeOnly)
{
A_1 = Factory_Indicator.createEMA(P.A_EMA1, price);
A_6 = Factory_Indicator.createEMA(P.A_EMA2, price);
B_1 = Factory_Indicator.createEMA(P.B_EMA1, price);
B_6 = Factory_Indicator.createEMA(P.B_EMA2, price);
E1 = Factory_Indicator.createEMA(P.C_EMA, price);
SAR = Factory_Indicator.createSAR(P.SAR_STEP, P.SAR_MAXP, price);
DateTime sd = E1[0].TimeStamp;
CutToSize(sd);
TradeStrategy _strategy = new TradeStrategy(price, P, B_6[0].TimeStamp, CalcTriggers, CalcTriggers2);
_strategy.Calculate();
_T = _strategy.getStrategyList();
//for (int x = 0; x < _T.Count; x++) DP(x);
// _strategy.ClearList(); //FOR SIMULATOR
return(GetTradeData(tradeOnly)); // REAL TRADING
// Clear();//FOR SIMULATOR
return(new List <Trade>());
}
public static List<Trade> EmaSar(Parameter_EMA_SAR P, List<Price> price, bool tradeOnly)
{
A_1 = Factory_Indicator.createEMA(P.A_EMA1, price);
A_6 = Factory_Indicator.createEMA(P.A_EMA2, price);
B_1 = Factory_Indicator.createEMA(P.B_EMA1, price);
B_6 = Factory_Indicator.createEMA(P.B_EMA2, price);
E1 = Factory_Indicator.createEMA(P.C_EMA, price);
SAR = Factory_Indicator.createSAR(P.SAR_STEP , P.SAR_MAXP , price);
DateTime sd = E1[0].TimeStamp;
CutToSize(sd);
TradeStrategy _strategy = new TradeStrategy(price, P, B_6[0].TimeStamp, CalcTriggers, CalcTriggers2);
_strategy.Calculate();
_T = _strategy.getStrategyList();
//for (int x = 0; x < _T.Count; x++) DP(x);
// _strategy.ClearList(); //FOR SIMULATOR
return GetTradeData(tradeOnly); // REAL TRADING
// Clear();//FOR SIMULATOR
return new List<Trade>();
}
public static List<Trade> RunEMASAR(Parameter_EMA_SAR Parameter, GlobalObjects.TimeInterval Interval, bool TradesOnly, DateTime Start, DateTime End, DataBase.dataTable Table)
{
GlobalObjects.Points = AlsiUtils.DataBase.readDataFromDataBase(Interval, Table, Start, End, false);
return AlsiUtils.Strategies.EMA_SAR.EmaSar(Parameter, GlobalObjects.Points, TradesOnly);
}
