public event Action <MarketFaze> MarketFazeChangeEvent; // событие изменения фазы рынка
#endregion
/// <summary>
/// Конструктор класса робота
/// </summary>
/// <param name="name">имя робота</param>
/// <param name="startProgram">программа, которая запустила робота</param>
public OneLegArbitrageMy(string name, StartProgram startProgram) : base(name, startProgram)
{
//Запоминаем имя программы, которая запустила бота
//Это может быть тестер, оптимизатор, терминал
_startProgram = startProgram;
//Создаем вкладки бота
TabCreate(BotTabType.Simple);
TabCreate(BotTabType.Index);
_tabSec = TabsSimple[0];
_tabIndex = TabsIndex[0];
// создаем настроечные параметры робота
LenghtMa = CreateParameter("Lenght MA", 100, 50, 200, 10);
LenghtBollinger = CreateParameter("Lenght Bollinger", 100, 50, 200, 10);
DeviationBollinger = CreateParameter("Deviation Bollinger", 1, 0.5m, 2.5m, 0.5m);
LenghtAtr = CreateParameter("Lenght ATR", 20, 20, 100, 10);
MultiplyAtr = CreateParameter("Multiplay ATR", 1, 1, 5, 0.5m);
// cоздаем индикаторы
_ma = new MovingAverage(name + "MA", false);
_ma = (MovingAverage)_tabIndex.CreateCandleIndicator(_ma, "Prime");
_ma.Lenght = LenghtMa.ValueInt;
_ma.Save();
_bollinger = new Bollinger(name + "Bollinger", false);
_bollinger = (Bollinger)_tabIndex.CreateCandleIndicator(_bollinger, "Prime");
_bollinger.Lenght = LenghtBollinger.ValueInt;
_bollinger.Deviation = DeviationBollinger.ValueDecimal;
_bollinger.Save();
_atr = new Atr(name + "ATR", false);
_atr = (Atr)_tabIndex.CreateCandleIndicator(_atr, "Second");
_atr.Lenght = LenghtAtr.ValueInt;
_atr.Save();
// загружаем настроечные параметры робота
Load();
// подписываемся на события
_tabIndex.SpreadChangeEvent += TabIndex_SpreadChangeEvent;
_tabSec.CandleFinishedEvent += TabSec_CandleFinishedEvent;
ParametrsChangeByUser += OneLegArbitrage_ParametrsChangeByUser;
DeleteEvent += OneLegArbitrage_DeleteEvent;
//todo доработать OneLegArbitrage_DeleteEvent, чтобы удалялись все файлы робота
}
public FractialMA_work(string name, StartProgram startProgram)
: base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab = TabsSimple[0];
_pc = new PriceChannel(name + "PriceChannel", false)
{
LenghtUpLine = 3, LenghtDownLine = 3, ColorUp = Color.DodgerBlue, ColorDown = Color.DarkRed
};
_atr = new Atr(name + "ATR", false)
{
Lenght = 14, ColorBase = Color.DodgerBlue,
};
_pc.Save();
_atr.Save();
_tab.CandleFinishedEvent += Strateg_CandleFinishedEvent;
_tab.PositionOpeningSuccesEvent += Strateg_PositionOpen;
_tab.PositionOpeningFailEvent += Strateg_PositionOpeningFailEvent;
_tab.PositionClosingSuccesEvent += Strateg_PositionClosingSuccesEvent;
Regime = CreateParameter("Regime", "Off", new[] { "Off", "On", "OnlyClosePosition", "OnlyShort", "OnlyLong" });
Slipage = CreateParameter("Slipage", 0m, 0m, 20, 0.1m);
VolumeFix1 = CreateParameter("VolumeFix1", 0m, 0.01m, 20, 0.01m);
VolumeFix2 = CreateParameter("VolumeFix2", 0m, 0.01m, 20, 0.01m);
LengthAtr = CreateParameter("LengthAtr", 14, 0, 200, 1);
LengthUp = CreateParameter("LengthUp", 3, 0, 200, 1);
LengthDown = CreateParameter("LengthDown", 3, 0, 200, 1);
//Slipage = 10;
//VolumeFix1 = 1;
//VolumeFix2 = 1;
//LengthAtr = 14;
KofAtr = 0.5m;
//LengthUp = 3;
//LengthDown = 3;
DeleteEvent += Strategy_DeleteEvent;
Thread closerThread = new Thread(CloseFailPosition);
closerThread.IsBackground = true;
closerThread.Start();
}
// сервис
public StrategyBearish(string name, StartProgram startProgram) : base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab = TabsSimple[0];
_atr = new Atr(name + "Atr", false)
{
Lenght = 14,
ColorBase = Color.DodgerBlue,
PaintOn = true,
};
_atr = _tab.CreateCandleIndicator(_atr, "atrArea");
_atr.Save();
_chandelier = new Line(name + "chandelier", false)
{
ColorBase = Color.DodgerBlue,
PaintOn = true,
};
_chandelier = _tab.CreateCandleIndicator(_chandelier, "Prime");
_chandelier.Save();
_alert = new AlertToPrice(NameStrategyUniq);
_alert.IsOn = false;
_tab.DeleteAllAlerts();
_tab.SetNewAlert(_alert);
_tab.CandleFinishedEvent += StrategyAdxVolatility_CandleFinishedEvent;
IsOn = false;
Volume = 1;
SlipageOpenSecond = 0;
SlipageCloseSecond = 0;
TimeFrom = 10;
TimeTo = 22;
AlertIsOn = false;
SlipageToAlert = 10;
LagTimeToOpenClose = new TimeSpan(0, 0, 0, 15);
LagPunctToOpenClose = 20;
EmulatorIsOn = false;
Multiple = 1.5m;
WhiteJohnson = 1;
ChandelierMult = 4m;
Load();
Thread worker = new Thread(TimeWatcherArea);
worker.IsBackground = true;
worker.Start();
Thread worker2 = new Thread(WatcherOpenPosition);
worker2.IsBackground = true;
worker2.Start();
Thread worker3 = new Thread(AreaCloserPositionThread);
worker3.IsBackground = true;
worker3.Start();
_tab.OrderUpdateEvent += _tab_OrderUpdateEvent;
_tab.NewTickEvent += _tab_NewTickEvent;
_tab.PositionClosingFailEvent += _tab_PositionClosingFailEvent;
_tab.PositionOpeningFailEvent += _tab_PositionOpeningFailEvent;
}
public EnvelopTrendBitmex(string name, StartProgram startProgram) : base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab = TabsSimple[0];
_tab.CandleFinishedEvent += _tab_CandleFinishedEvent;
_tab.PositionOpeningSuccesEvent += _tab_PositionOpeningSuccesEvent;
_tab.PositionClosingSuccesEvent += _tab_PositionClosingSuccesEvent;
_envelop = new Envelops(name + "Envelop", false);
_envelop = (Envelops)_tab.CreateCandleIndicator(_envelop, "Prime");
_envelop.Save();
_atr = new Atr(name + "ATR", false)
{
Lenght = 14, ColorBase = Color.DodgerBlue,
};
_atr.Save();
this.ParametrsChangeByUser += EnvelopTrendBitmex_ParametrsChangeByUser;
this.DeleteEvent += Strategy_DeleteEvent;
Regime = CreateParameter("Regime", "Off", new[] { "Off", "On", "OnlyClosePosition", "OnlyShort", "OnlyLong" });
RegimeML = CreateParameter("RegimeML", "Off", new[] { "Off", "Parser", "Client" });
Slippage = CreateParameter("Slippage", 0, 0, 20, 1);
EnvelopDeviation = CreateParameter("Envelop Deviation", 0.3m, 0.3m, 4, 0.1m);
EnvelopMovingLength = CreateParameter("Envelop Moving Length", 10, 10, 200, 5);
TrailStop = CreateParameter("Trail Stop", 0.1m, 0m, 5, 0.1m);
MinProfitTraling = CreateParameter("Минимальный профит для трэйлинга", 0.2m, 0.2m, 2, 0.1m);
leverage = CreateParameter("Маржинальное плечо", 0.1m, 0.1m, 10, 0.1m);
MaxStop = CreateParameter("MaxStop", 1, 1, 10, 0.1m);
isContract = CreateParameter("Торгуем контрактами", false);
DepoCurrency = CreateParameter("DepoCurrency", "Currency2", new[] { "Currency1", "Currency2" });
VolumeDecimals = CreateParameter("Volume Decimals", 0, 0, 20, 1);
FastMA = new MovingAverage(name + "FastMA", false)
{
ColorBase = System.Drawing.Color.Yellow, Lenght = 15, TypePointsToSearch = PriceTypePoints.Close, TypeCalculationAverage = MovingAverageTypeCalculation.Simple
};
FastMA = (MovingAverage)_tab.CreateCandleIndicator(FastMA, "Prime");
FastMA.Lenght = 15;
FastMA.Save();
SlowMA = new MovingAverage(name + "SlowMA", false)
{
ColorBase = System.Drawing.Color.Blue, Lenght = 30, TypePointsToSearch = PriceTypePoints.Close, TypeCalculationAverage = MovingAverageTypeCalculation.Simple
};
SlowMA = (MovingAverage)_tab.CreateCandleIndicator(SlowMA, "Prime");
SlowMA.Lenght = 30;
SlowMA.Save();
_envelop.Deviation = EnvelopDeviation.ValueDecimal;
_envelop.MovingAverage.Lenght = EnvelopMovingLength.ValueInt;
_name = name;
#region ML Region
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
Load();
if (RegimeML.ValueString != "Off") // создаем файл(ы) если несуществуют и очищаем если существуют
{
initML();
}
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
#endregion
}
public PriceChanel_work(string name, StartProgram startProgram)
: base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab = TabsSimple[0];
_pc = new PriceChannel(name + "PriceChannel", false)
{
LenghtUpLine = 3, LenghtDownLine = 3, ColorUp = Color.DodgerBlue, ColorDown = Color.DarkRed
};
_atr = new Atr(name + "ATR", false)
{
Lenght = 14, ColorBase = Color.DodgerBlue,
};
_pc.Save();
_atr.Save();
_tab.CandleFinishedEvent += Strateg_CandleFinishedEvent;
_tab.PositionOpeningSuccesEvent += Strateg_PositionOpen;
_tab.PositionOpeningFailEvent += Strateg_PositionOpeningFailEvent;
_tab.PositionClosingSuccesEvent += Strateg_PositionClosingSuccesEvent;
this.ParametrsChangeByUser += PriceChanel_work_ParametrsChangeByUser;
_tab.BestBidAskChangeEvent += _tab_BestBidAskChangeEvent;
Regime = CreateParameter("Regime", "Off", new[] { "Off", "On", "OnlyClosePosition", "OnlyShort", "OnlyLong" });
leverage = CreateParameter("Маржинальное плечо", 1m, 1m, 10, 0.1m);
DepoCurrency = CreateParameter("DepoCurrency", "Currency2", new[] { "Currency1", "Currency2" });
isContract = CreateParameter("Торгуем контрактами", false);
MaxStop = CreateParameter("MaxStop", 1, 1, 10, 0.1m);
Fractaillenth = CreateParameter("Длина фрактала", 51, 5, 200, 1);
Slipage = CreateParameter("Slipage", 0m, 0m, 20, 0.1m);
LengthAtr = CreateParameter("LengthAtr", 14, 14, 200, 1);
LengthUp = CreateParameter("LengthUp", 14, 14, 200, 1);
LengthDown = CreateParameter("LengthDown", 14, 14, 200, 1);
LengthPC = CreateParameter("Длина скользящей для PriceChannel", 14, 14, 200, 1);
LengthAtr.ValueInt = LengthPC.ValueInt;
LengthUp.ValueInt = LengthPC.ValueInt;
LengthDown.ValueInt = LengthPC.ValueInt;
//Slipage = 10;
//VolumeFix1 = 1;
//VolumeFix2 = 1;
//LengthAtr = 14;
KofAtr = 0.5m;
//LengthUp = 3;
//LengthDown = 3;
DeleteEvent += Strategy_DeleteEvent;
FastMA = new MovingAverage(name + "FastMA", false)
{
ColorBase = System.Drawing.Color.Yellow, Lenght = 15, TypePointsToSearch = PriceTypePoints.Close, TypeCalculationAverage = MovingAverageTypeCalculation.Simple
};
FastMA = (MovingAverage)_tab.CreateCandleIndicator(FastMA, "Prime");
FastMA.Lenght = 15;
FastMA.Save();
SlowMA = new MovingAverage(name + "SlowMA", false)
{
ColorBase = System.Drawing.Color.Blue, Lenght = 30, TypePointsToSearch = PriceTypePoints.Close, TypeCalculationAverage = MovingAverageTypeCalculation.Simple
};
SlowMA = (MovingAverage)_tab.CreateCandleIndicator(SlowMA, "Prime");
SlowMA.Lenght = 30;
SlowMA.Save();
Fractail = IndicatorsFactory.CreateIndicatorByName("Fractail_lenth", name + "Fractail", false);
Fractail = (Aindicator)_tab.CreateCandleIndicator(Fractail, "Prime");
Fractail.ParametersDigit[0].Value = Fractaillenth.ValueInt;
Fractail.Save();
Thread closerThread = new Thread(CloseFailPosition);
closerThread.IsBackground = true;
closerThread.Start();
}