Example #1
0
        public void Start(int barsPause = 0)
        {
            this.barsPause = barsPause;

            if (dataStreamSource is string)
            {
                string barDataFile = dataStreamSource as string;

                BacktestBroker backtestBroker = new BacktestBroker();

                brokerAccount = new BrokerAccount();

                backtestBroker.LoadAccount(brokerAccount, cacheId);

                backtestSession = backtestBroker.CreateSession(brokerAccount.AccountId, tickerType, barType, dataStreamSource.ToString(), cacheId);

                foreach (AnalyticsItem item in registeredAnalytics)
                {
                    if (item.AnaylticsType == AnalyticsTypeOption.Indicator)
                    {
                        backtestSession.Indicators.Add <IIndicatorCore>(item.Instance as IIndicatorCore);
                    }

                    if (item.AnaylticsType == AnalyticsTypeOption.Signal)
                    {
                        backtestSession.Signals.Add <ISignal>(item.Instance as ISignal);
                    }
                }

                barCount = 0;

                backtestSession.NewBar += OnNewBar;

                backtestSession.Signals.OpenCache(barType);

                backtestSession.Start();

                backtestSession.Signals.CloseCache(barType);


                //SignalCacheNavigator signalCacheNavigator = new SignalCacheNavigator("cache", barType, cacheId, registeredAnalytics[0].IdentityCode);

                //ignalDataFrame signalDataFrame= signalCacheNavigator.GetSignalDataFrame(signalCacheNavigator.StartBarDate, 300);

                chartControl.Initialize(200, 100, "cache", barType, cacheId, registeredAnalytics[0].IdentityCode);

                if (barsPause == 0)
                {
                    //Refresh();
                }

                //double profit= brokerAccount.Orders.GetTotalProfit(SpotForex.EURUSD);
                //double loss = brokerAccount.Orders.GetTotalLoss(SpotForex.EURUSD);
            }
        }
Example #2
0
        public void M2Timeframe()
        {
            BacktestBroker backtestBroker = new BacktestBroker();

            BrokerAccount brokerAccount = new BrokerAccount();

            backtestBroker.LoadAccount(new BrokerAccount(), Guid.Empty);

            BacktestSession backtestSession = backtestBroker.CreateSession(brokerAccount.AccountId, SpotForex.EURUSD, Timeframes.M1, @"data\EURUSD-M1.bar", Guid.Empty);

            BollingerBands bollingerBands = new BollingerBands(Timeframes.M2, 21);

            backtestSession.Indicators.Add(bollingerBands);

            backtestSession.Start();
        }
Example #3
0
        public void MACDTest()
        {
            BacktestBroker backtestBroker = new BacktestBroker();

            BrokerAccount brokerAccount = new BrokerAccount();

            backtestBroker.LoadAccount(new BrokerAccount(), Guid.Empty);

            BacktestSession backtestSession = backtestBroker.CreateSession(brokerAccount.AccountId, SpotForex.EURUSD, Timeframes.M1, @"data\EURUSD-M1.bar", Guid.Empty);

            MACD macd = new MACD(Timeframes.M1, 12, 26, 9);

            backtestSession.Indicators.Add(macd);

            backtestSession.Start();
        }
Example #4
0
        public void EMATest()
        {
            BacktestBroker backtestBroker = new BacktestBroker();

            BrokerAccount brokerAccount = new BrokerAccount();

            backtestBroker.LoadAccount(new BrokerAccount(), Guid.Empty);

            BacktestSession backtestSession = backtestBroker.CreateSession(brokerAccount.AccountId, SpotForex.EURUSD, Timeframes.M1, @"data\EURUSD-M1.bar", Guid.Empty);

            EMA ema = new EMA(Timeframes.M1, 100);

            backtestSession.Indicators.Add(ema);

            backtestSession.Start();
        }
Example #5
0
        public BrokerAccount Start(int barsPause = 0)
        {
            this.barsPause = barsPause;
            BrokerAccount brokerAccount = null;

            if (dataStreamSource is string)
            {
                string barDataFile = dataStreamSource as string;

                BacktestBroker backtestBroker = new BacktestBroker();

                brokerAccount = new BrokerAccount();

                backtestBroker.LoadAccount(brokerAccount, cacheId);

                backtestSession = backtestBroker.CreateSession(brokerAccount.AccountId, tickerType, barType, dataStreamSource.ToString(), cacheId);

                foreach (AnalyticsItem item in registeredAnalytics)
                {
                    if (item.AnaylticsType == AnalyticsTypeOption.Indicator)
                    {
                        backtestSession.Indicators.Add <IIndicatorCore>(item.Instance as IIndicatorCore);
                    }

                    if (item.AnaylticsType == AnalyticsTypeOption.Signal)
                    {
                        backtestSession.Signals.Add <ISignal>(item.Instance as ISignal);
                    }

                    //if (item.AnaylticsType == AnalyticsTypeOption.Strategy)
                    //{
                    //    backtestSession.Strategies.Add<IStrategy>(item.Instance as IStrategy);
                    //}
                }

                barCount = 0;

                backtestSession.NewBar += OnNewBar;

                backtestSession.Start();
            }

            return(brokerAccount);
        }