public override Trader.MarketResults StrategyOutcome(Trader trader, ExchangeBroker exchange)
{
Trader.MarketResults MR = new Trader.MarketResults();
for (int i = 0; i < MarketWatchers.Count; i++)
{
MR.Results.Add(new Tuple <Company, float>(MarketWatchers[i].cp, MarketWatchers[i].UpdateInsights()));
}
return(MR);
}
public override MarketResults StrategyOutcome(Trader trader, ExchangeBroker exchange)
{
//double money = trader.money;
//Company cp = exchange.Companies[rn.Next(exchange.BidAskSpreads.Count - 1)]; //invest in this company
//Stock s = exchange.GetCheapestStock(cp);
//if (s.SellPrice <= cp.Value * 0.01 * s.Percentage) //if stock is right price
//{
// exchange.BuyStock(cp, trader); //buy the stock
// trader.ActionTime -= 3;
//}
//trader.ActionTime -= 5;
return(null);
}
public override MarketResults StrategyOutcome(Trader trader, ExchangeBroker exchange)
{
return(null);
//price exploration
double money = trader.money;
Company cp = interestedCompanies[rn.Next(interestedCompanies.Count)]; //invest in this company
if (cp.stockPrices.Count < MinimumPriceCount + 1) //safeguard
{
return(null);
}
bool Traded = false;
if (rn.NextDouble() < trader.skill)
{
Traded = Patterns(cp, trader, exchange);
}
if (!Traded)
{
//for (int i = 0; i < trader.Stocks.Count; i++) //check on stocks
//{
// exchange.SellStock(trader.Stocks[i], trader.Stocks[i].SellPrice / 2 +
// (cp.Value * trader.Stocks[i].Percentage / trader.Stocks[i].SellPrice) / 2);
//}
//Stock st = exchange.GetCheapestStock(cp);
//if (1 * (cp.Value * st.Percentage / st.SellPrice) > 1) //competitiveness
//{
// for (int i = 0; i < 10; i++)
// {
// if (exchange.BuyStock(st, trader)) //if transaction succeeded
// exchange.SellStock(st, st.SellPrice * 1.01);
// }
//}
trader.ActionTime -= 150;
}
else
{
trader.ActionTime -= 300;
}
//breakout fase
}
public abstract MarketResults StrategyOutcome(Trader trader, ExchangeBroker exchange);
bool Patterns(Company cp, Trader trader, ExchangeBroker exchange)
{
#region Checks and Data Gathering
bool OwnsStocks = false;
List <Stock> cpstocks = null;
for (int i = 0; i < trader.Stocks.Count; i++) //check on stocks
{
if (trader.Stocks[i].company == cp)
{
OwnsStocks = true;
if (cpstocks == null)
{
cpstocks = new List <Stock>();
}
cpstocks.Add(trader.Stocks[i]);
break;
}
}
bool Traded = false;
List <StockPriceGraph> stockPrices = new List <StockPriceGraph>();
for (int i = 0; i < MinimumPriceCount; i++)
{
StockPriceGraph spg = cp.stockPrices[cp.stockPrices.Count - 1 - (int)(i * scale)];
if (spg != null)
{
stockPrices.Add(spg);
}
else
{
i--;
}
}
#endregion
#region price discovery
List <StockPriceGraph> highs = new List <StockPriceGraph>();
List <StockPriceGraph> lows = new List <StockPriceGraph>();
for (int i = 1; i < MinimumPriceCount - 1; i++)
{
if (stockPrices[i].Close > stockPrices[i - 1].Close &&
stockPrices[i].Close > stockPrices[i + 1].Close) //this is a high
{
highs.Add(stockPrices[i]);
}
if (highs.Count > 0) //first top always high
{
if (stockPrices[i].Close < stockPrices[i - 1].Close &&
stockPrices[i].Close < stockPrices[i + 1].Close) //this is a low
{
lows.Add(stockPrices[i]);
}
}
}
trader.ActionTime -= 45;
List <StockPriceGraph> avHighs = new List <StockPriceGraph>();
List <StockPriceGraph> avLows = new List <StockPriceGraph>();
if (highs.Count < 5 || lows.Count < 5)
{
return(Traded);
}
for (float i = 0; i < highs.Count; i += 5.0f / highs.Count)
{
avHighs.Add(highs[(int)i]);
}
for (float i = 0; i < lows.Count; i += 5.0f / lows.Count)
{
avLows.Add(lows[(int)i]);
}
#endregion
#region Pattern Recognition
//channel pattern
// _ H H-h H-h H-h
// _ / \/ L L-h L-h
// _ / \/ =========> breakout signal
// / \/
// /
// /
if (avHighs[0].High > avHighs[4].High && avLows[0].Low > avLows[4].Low)
{
//first check
if (avHighs[2].High > avHighs[4].High && avLows[2].Low > avLows[4].Low)
{
//second check
if (avHighs[2].High < avHighs[0].High && avLows[2].Low < avLows[0].Low)
{
//Satisfied, BUY!!
Traded = true;
//for (int i = 0; i < 10; i++)
//{
// Stock st = exchange.GetCheapestStock(cp);
// if (exchange.BuyStock(st, trader)) //if transaction succeeded
// exchange.SellStock(st, st.SellPrice * 1.01);
//}
MainPage.Log.Text += "Bought 10 stocks";
}
}
}
if (OwnsStocks)
{
//headnshoulders pattern
// _ H H-h H-l
// _ / \ _ L L-s
// / \/ \/ \ ======> Reversal signal
// /
// /
if (Math.Abs(avLows[1].Low - avLows[3].Low) < 0.01)
{
//lows are same height
if (avHighs[3].High > avHighs[2].High && avHighs[2].High < avHighs[1].High)
{
//probably headnshoulders, try to sell at profit
Traded = true;
//Stock st = exchange.GetCheapestStock(cp);
//if (st != null)
//{
// foreach (Stock stock in cpstocks)
// exchange.SellStock(stock, st.SellPrice);
//}
MainPage.Log.Text += "sold stocks";
}
}
}
//flag pattern
// Flat top H H-s H-s
// _ _ _ L L-h L-h
// / \ / \/ ======> powerful break signal
// / \/
// /
if (Math.Abs(avHighs[0].High - avHighs[4].High) < 0.02)
{
//flat top, first satisfaction
if (avLows[4].Low < avLows[2].Low && avLows[2].Low < avLows[0].Low)
{
//FLAG!!! BUY BUY BUY!!!!!!!
Traded = true;
for (int i = 0; i < 100; i++)
{
//Stock st = exchange.GetCheapestStock(cp);
exchange.BuyStock(cp, trader); //transaction succeeded
}
}
}
//wedge pattern
//
// /\
// / \ /\ __ ======> direction of break uncertain
// / \ / \/
// / \/
if (avHighs[4].High > avHighs[2].High && avHighs[2].High > avHighs[0].High)
{
//decreasing highs
if (avLows[4].Low < avLows[2].Low && avLows[2].Low < avLows[0].Low)
{
//Wedge, maybe buy
Traded = true;
if (rn.NextDouble() < trader.skill)
{
//sell
if (OwnsStocks)
{
foreach (Stock stock in cpstocks)
{
exchange.SellStock(stock);
}
}
}
else
{
//buy
for (int i = 0; i < 10; i++)
{
exchange.BuyStock(cp, trader); //if transaction succeeded
}
}
}
}
#endregion
return(Traded);
}