public OpenCloseStrategy()
{
BuyCounter = 0;
SellCounter = 0;
prevOutput = StrategyOutput.None;
//set strategy variables
KandleMultiplier = OpenCloseStrategySettings.settings.KandleMultiplier;
ExitSignalStrength = OpenCloseStrategySettings.settings.ExitSignalStrength;
ExitImmediate = OpenCloseStrategySettings.settings.ExitImmediate;
Smoothing = OpenCloseStrategySettings.settings.Smoothing;
//set escape strategy variables
EscapeTraps = OpenCloseStrategySettings.settings.EscapeTraps;
EscapeTrapCandleIdx = OpenCloseStrategySettings.settings.EscapeTrapCandleIdx;
EscapeTrapSignalStrength = OpenCloseStrategySettings.settings.EscapeTrapSignalStrength;
//set missed position strategy variables
GrabMissedPosition = OpenCloseStrategySettings.settings.GrabMissedPosition;
MissedPositionStartCandleIndex = OpenCloseStrategySettings.settings.MissedPositionStartCandleIndex;
MissedPositionEndCandleIndex = OpenCloseStrategySettings.settings.MissedPositionEndCandleIndex;
MissedPositionSignalStrength = OpenCloseStrategySettings.settings.MissedPositionSignalStrength;
HeavyRiskPercentage = OpenCloseStrategySettings.settings.HeavyRiskPercentage;
}
private void ResetCounters()
{
BuyCounter = 0;
SellCounter = 0;
prevOutput = StrategyOutput.None;
LatestSignalStrength = 0;
}
public void PlaceOrders(decimal quantity, decimal currrentClose, StrategyOutput strategyOutput, StrategyData strategyData)
{
BinancePlacedOrder placedOrder = null;
if (strategyOutput == StrategyOutput.OpenPositionWithBuy || strategyOutput == StrategyOutput.ExitPositionWithBuy ||
strategyOutput == StrategyOutput.BookProfitWithBuy || strategyOutput == StrategyOutput.MissedPositionBuy ||
strategyOutput == StrategyOutput.ExitPositionHeavyLossWithBuy)
{
placedOrder = webCall.PlaceBuyOrder(quantity, -1, true);
}
else if (strategyOutput == StrategyOutput.OpenPositionWithSell || strategyOutput == StrategyOutput.ExitPositionWithSell ||
strategyOutput == StrategyOutput.BookProfitWithSell || strategyOutput == StrategyOutput.MissedPositionSell ||
strategyOutput == StrategyOutput.ExitPositionHeavyLossWithSell)
{
placedOrder = webCall.PlaceSellOrder(quantity, -1, true);
}
else if (strategyOutput == StrategyOutput.EscapeTrapWithBuy)
{
if (BinanceBotSettings.settings.ReOpenOnEscape)
{
placedOrder = webCall.PlaceBuyOrder(quantity * 2, -1, true);
}
else
{
placedOrder = webCall.PlaceBuyOrder(quantity, -1, true);
}
}
else if (strategyOutput == StrategyOutput.EscapeTrapWithSell)
{
if (BinanceBotSettings.settings.ReOpenOnEscape)
{
placedOrder = webCall.PlaceSellOrder(quantity * 2, -1, true);
}
else
{
placedOrder = webCall.PlaceSellOrder(quantity, -1, true);
}
}
else
{
//no action
}
if (placedOrder != null)
{
DumpToLog(currrentClose, strategyOutput.ToString(), strategyData);
}
}
private string Smoothing; //DEMA
#endregion
#region -Validator Methods for Buy Sell Decision-
private bool IsValidSignal(bool isBuy, bool isSell, int signalStrength, StrategyOutput currentState, ref StrategyOutput prevState)
{
LatestSignalStrength = signalStrength;
if (prevState != currentState)
{
BuyCounter = 0;
SellCounter = 0;
prevState = currentState;
}
//simple logic of current and previous states match
if (prevState == currentState && prevState != StrategyOutput.None)
{
if (isBuy && (currentState == StrategyOutput.OpenPositionWithBuy || currentState == StrategyOutput.BookProfitWithBuy))
{
++BuyCounter;
return(BuyCounter >= signalStrength);
}
if (isSell && (currentState == StrategyOutput.OpenPositionWithSell || currentState == StrategyOutput.BookProfitWithSell))
{
++SellCounter;
return(SellCounter >= signalStrength);
}
if (isBuy && currentState == StrategyOutput.ExitPositionWithBuy)
{
++BuyCounter;
return(BuyCounter >= signalStrength);
}
if (isSell && currentState == StrategyOutput.ExitPositionWithSell)
{
++SellCounter;
return(SellCounter >= signalStrength);
}
if (ExitImmediate && currentState == StrategyOutput.ExitPositionWithBuy)
{
++BuyCounter;
return(BuyCounter >= signalStrength);
}
if (ExitImmediate && currentState == StrategyOutput.ExitPositionWithSell)
{
++SellCounter;
return(SellCounter >= signalStrength);
}
if (!isBuy && !isSell && currentState == StrategyOutput.EscapeTrapWithBuy)
{
++BuyCounter;
return(BuyCounter >= signalStrength);
}
if (!isBuy && !isSell && currentState == StrategyOutput.EscapeTrapWithSell)
{
++SellCounter;
return(SellCounter >= signalStrength);
}
if (!isBuy && !isSell && currentState == StrategyOutput.MissedPositionBuy)
{
++BuyCounter;
return(BuyCounter >= signalStrength);
}
if (!isBuy && !isSell && currentState == StrategyOutput.MissedPositionSell)
{
++SellCounter;
return(SellCounter >= signalStrength);
}
}
return(false);
}
