public override void Setup(bool simulated = false)
{
GUI.GUIManager.AddStrategyScreenPair(this.pair);
// ----------------------------------
SetupRules();
// ----------------------------------
// Check file if this has been bought already
double openPos = Utility.TradeTracker.GetOpenPosition(pair);
LastBuyTime = Utility.TradeTracker.GetOpenPositionBuyTime(pair);
openPosition = openPos;
predictorExtremes = new Data.Predictors.PriceExtremes(pair);
predictorPriceDelta = new Data.Predictors.PriceDelta(pair);
TickerChangedEventArgs[] tickers = Data.Store.GetTickerData(pair);
if (tickers == null)
{
throw new Exception("Couldn't build predictor history for " + pair + " - no tickers available");
}
predictorExtremes.Update(tickers);
predictorPriceDelta.Recalculate(tickers);
}
public override void Setup(bool simulate = false)
{
GUI.GUIManager.AddStrategyScreenPair(this.pair);
// ----------------------------------
try {
Data.VarAnalysis.VarPairData vpd = Data.VarAnalysis.LoadResults(pair);
optTrigger = vpd.deltaValue;
Console.WriteLine(pair + ": " + optTrigger.ToString("F8"));
// todo: check vpd timestamp
// (if older then 24h then it needs refreshing)
}
catch (Exception e) {
CLI.Manager.PrintWarning("No optimized pair data for " + pair + "!");
}
optTrigger *= 50;
// ----------------------------------
SetupRules(optTrigger);
// ----------------------------------
// Check file if this has been bought already
double openPos = Utility.TradeTracker.GetOpenPosition(pair);
LastBuyTime = Utility.TradeTracker.GetOpenPositionBuyTime(pair);
openPosition = openPos;
predictorExtremes = new Data.Predictors.PriceExtremes(pair);
predictorDX = new Data.Predictors.DirectionIndex(pair);
TickerChangedEventArgs[] tickers = Data.Store.GetTickerData(pair);
if (tickers == null)
{
throw new Exception("Couldn't build predictor history for " + pair + " - no tickers available");
}
predictorExtremes.Update(tickers);
List <TickerChangedEventArgs> tickerList = new List <TickerChangedEventArgs>();
for (int i = 0; i < tickers.Length; i++)
{
tickerList.Add(tickers[i]);
predictorDX.Recalculate(tickerList.ToArray());
if (i % 100 == 0)
{
Utility.ThreadManager.ReportAlive("LowAlts");
}
}
}
// ------------------------------
public override void Reset()
{
base.Reset();
openPosition = 0;
predictorExtremes = null;
Setup(true);
}
// ------------------------------
public override void Reset()
{
base.Reset();
openPosition = 0;
predictorExtremes = null;
predictorVolume = null;
predictorPriceDelta = null;
Setup(true);
}
public override void Setup(bool simulate = false)
{
GUI.GUIManager.AddStrategyScreenPair(this.pair);
// ----------------------------------
SetupRules();
// ----------------------------------
// Check file if this has been bought already
double openPos = Utility.TradeTracker.GetOpenPosition(pair);
LastBuyTime = Utility.TradeTracker.GetOpenPositionBuyTime(pair);
openPosition = openPos;
TickerChangedEventArgs lastTicker = Data.Store.GetLastTicker(pair);
if (lastTicker == null)
{
throw new Exception("Couldn't build timeframe model for " + pair + " - no tickers available");
}
predictorExtremes = new Data.Predictors.PriceExtremes(pair);
predictorMACD = new Data.Predictors.MACD(pair, 7200);
predictorVolume = new Data.Predictors.Volume(pair, 300, 7200);
predictorMeanRev = new Data.Predictors.MeanReversion(pair, 7200);
TickerChangedEventArgs[] tickers = Data.Store.GetTickerData(pair);
if (tickers == null)
{
throw new Exception("Couldn't build predictor history for " + pair + " - no tickers available");
}
predictorExtremes.Update(tickers);
predictorVolume.Recalculate(tickers);
predictorMeanRev.Recalculate(tickers);
List <TickerChangedEventArgs> tickerList = new List <TickerChangedEventArgs>();
for (int i = 0; i < tickers.Length; i++)
{
tickerList.Add(tickers[i]);
predictorMACD.Recalculate(tickerList.ToArray());
if (i % 100 == 0)
{
Utility.ThreadManager.ReportAlive("MeanRevADX");
}
}
}
// ------------------------------
public override void Reset()
{
base.Reset();
openPosition = 0;
predictorExtremes = null;
predictorMACD = null;
predictorVolume = null;
predictorMeanRev = null;
Setup(true);
}
// ------------------------------
public void Setup()
{
GUI.GUIManager.AddStrategyScreenPair(this.pair);
// ----------------------------------
ruleDelayAllTrades = new RuleDelayAllTrade();
ruleDelayBuy = new RuleDelayBuy();
ruleMinBase = new RuleMinimumBaseAmount();
ruleMinBasePost = new RuleMinimumBaseAmountPost();
ruleMinQuote = new RuleMinimumQuoteAmount();
ruleMinQuotePost = new RuleMinimumQuoteAmountPost();
ruleMinSellprice = new RuleMinimumSellPrice();
ruleSellBand = new RuleSellBand();
ruleStopLoss = new RuleStopLoss();
rulePriceDelta = new RulePriceDelta();
ruleMeanRev = new RuleMeanRev();
ruleMACD = new RuleMACD();
ruleADX = new RuleADX();
// order doesn't matter
allRules = new TradeRule[] {
ruleDelayAllTrades, ruleDelayBuy, // time delay
ruleMinBase, ruleMinBasePost, // minimum base amount
ruleMinQuote, ruleMinQuotePost, // minimum quote amount
ruleMinSellprice, ruleSellBand, ruleStopLoss, // sell rules
rulePriceDelta, ruleMeanRev, ruleADX, ruleMACD
}; // buy rules
// ----------------------------------
LastBuyTime = 0;
TradeTimeBlock = 30;
LastSellTime = 0;
LastBuyTime = 0;
openPosition = 0;
predictorExtremes = new Data.Predictors.PriceExtremes(pair);
}
// ------------------------------
public override void Setup(bool simulate = false)
{
TickerChangedEventArgs[] tickers = Data.Store.GetTickerData(pair);
if (tickers == null)
{
throw new Exception("Couldn't build predictor history for " + pair + " - no tickers available");
}
if (tickers.Length > 0)
{
LastUSDTBTCPrice = tickers.Last().MarketData.PriceLast;
}
Manager.UpdateWalletValue("USDT", LastUSDTBTCPrice);
predictorExtremes = new Data.Predictors.PriceExtremes(pair);
predictorExtremes.Update(tickers);
GUI.GUIManager.UpdateMainSummary(tickers);
}
public override void Setup(bool simulate = false)
{
GUI.GUIManager.AddStrategyScreenPair(this.pair);
// ----------------------------------
SetupRules();
// ----------------------------------
// Check file if this has been bought already
double openPos = Utility.TradeTracker.GetOpenPosition(pair);
LastBuyTime = Utility.TradeTracker.GetOpenPositionBuyTime(pair);
openPosition = openPos;
predictorExtremes = new Data.Predictors.PriceExtremes(pair);
predictorPatternMatch = new Data.Predictors.PatternMatch(pair);
TickerChangedEventArgs[] tickers = Data.Store.GetTickerData(pair);
if (tickers == null)
{
throw new Exception("Couldn't build predictor history for " + pair + " - no tickers available");
}
predictorExtremes.Update(tickers);
List <TickerChangedEventArgs> currTickers = new List <TickerChangedEventArgs>();
currTickers.AddRange(tickers.Take(tickers.Length - 20));
for (int i = tickers.Length - 20; i < tickers.Length; i++)
{
currTickers.Add(tickers[i]);
predictorPatternMatch.Recalculate(currTickers.ToArray());
}
}
