public static List<Trade> EmaScalp(Parameter_EMA_Scalp P, List<Price> price, bool tradeOnly)
{
A_1 = Factory_Indicator.createEMA(P.A_EMA1, price);
A_6 = Factory_Indicator.createEMA(P.A_EMA2, price);
B_1 = Factory_Indicator.createEMA(P.B_EMA1, price);
B_6 = Factory_Indicator.createEMA(P.B_EMA2, price);
E1 = Factory_Indicator.createEMA(P.C_EMA, price);
DateTime sd = E1[0].TimeStamp;
CutToSize(sd);
TradeStrategy _strategy = new TradeStrategy(price, P, B_6[0].TimeStamp, CalcTriggers,CalcTriggers2 );
_strategy.Calculate();
_T = _strategy.getStrategyList();
//for (int x = 0; x < _T.Count; x++) DP(x);
// _strategy.ClearList(); //FOR SIMULATOR
return GetTradeData(tradeOnly); // REAL TRADING
// Clear();//FOR SIMULATOR
return new List<Trade>();
}
public static List <Trade> EmaSar(Parameter_EMA_SAR P, List <Price> price, bool tradeOnly)
{
A_1 = Factory_Indicator.createEMA(P.A_EMA1, price);
A_6 = Factory_Indicator.createEMA(P.A_EMA2, price);
B_1 = Factory_Indicator.createEMA(P.B_EMA1, price);
B_6 = Factory_Indicator.createEMA(P.B_EMA2, price);
E1 = Factory_Indicator.createEMA(P.C_EMA, price);
SAR = Factory_Indicator.createSAR(P.SAR_STEP, P.SAR_MAXP, price);
DateTime sd = E1[0].TimeStamp;
CutToSize(sd);
TradeStrategy _strategy = new TradeStrategy(price, P, B_6[0].TimeStamp, CalcTriggers, CalcTriggers2);
_strategy.Calculate();
_T = _strategy.getStrategyList();
//for (int x = 0; x < _T.Count; x++) DP(x);
// _strategy.ClearList(); //FOR SIMULATOR
return(GetTradeData(tradeOnly)); // REAL TRADING
// Clear();//FOR SIMULATOR
return(new List <Trade>());
}
public static List<Trade> MAMAScalp(Parameter_MAMA P, List<Price> price, bool tradeOnly)
{
A_1 = Factory_Indicator.createEMA(P.A_EMA1, price);
A_6 = Factory_Indicator.createEMA(P.A_EMA2, price);
B_1 = Factory_Indicator.createEMA(P.B_EMA1, price);
B_6 = Factory_Indicator.createEMA(P.B_EMA2, price);
E1 = Factory_Indicator.createEMA(P.C_EMA, price);
MA = Factory_Indicator.createAdaptiveMA_MAMA(P.Fast, P.Slow, price);
//StreamWriter sr = new StreamWriter(@"d:\MAMA.txt");
//foreach (var m in MA.Skip(1000))
//{
// sr.WriteLine(m.TimeStamp + "," + m.Price_Close + "," + m.Mama + "," + m.Fama);//+","+E1.Where(z=>z.TimeStamp==m.TimeStamp).First().Ema );
//}
//sr.Close();
//Environment.Exit(0);
DateTime sd = E1[0].TimeStamp;
CutToSize(sd);
TradeStrategy _strategy = new TradeStrategy(price, P, B_6[0].TimeStamp, CalcTriggers,CalcTriggers2 );
_strategy.Calculate();
_T = _strategy.getStrategyList();
//for (int x = 0; x < _T.Count; x++) DP(x);
// _strategy.ClearList(); //FOR SIMULATOR
return GetTradeData(tradeOnly); // REAL TRADING
// Clear();//FOR SIMULATOR
return new List<Trade>();
}
public static List <Trade> MAMAScalp(Parameter_MAMA P, List <Price> price, bool tradeOnly)
{
A_1 = Factory_Indicator.createEMA(P.A_EMA1, price);
A_6 = Factory_Indicator.createEMA(P.A_EMA2, price);
B_1 = Factory_Indicator.createEMA(P.B_EMA1, price);
B_6 = Factory_Indicator.createEMA(P.B_EMA2, price);
E1 = Factory_Indicator.createEMA(P.C_EMA, price);
MA = Factory_Indicator.createAdaptiveMA_MAMA(P.Fast, P.Slow, price);
//StreamWriter sr = new StreamWriter(@"d:\MAMA.txt");
//foreach (var m in MA.Skip(1000))
//{
// sr.WriteLine(m.TimeStamp + "," + m.Price_Close + "," + m.Mama + "," + m.Fama);//+","+E1.Where(z=>z.TimeStamp==m.TimeStamp).First().Ema );
//}
//sr.Close();
//Environment.Exit(0);
DateTime sd = E1[0].TimeStamp;
CutToSize(sd);
TradeStrategy _strategy = new TradeStrategy(price, P, B_6[0].TimeStamp, CalcTriggers, CalcTriggers2);
_strategy.Calculate();
_T = _strategy.getStrategyList();
//for (int x = 0; x < _T.Count; x++) DP(x);
// _strategy.ClearList(); //FOR SIMULATOR
return(GetTradeData(tradeOnly)); // REAL TRADING
// Clear();//FOR SIMULATOR
return(new List <Trade>());
}
