public static int Start_and_Stop_FLG_13_09(WorkClasses.Ticks_In TicksIn, WorkClasses.Ticks_Out TicksOut, int cur_in_flg, int count_parameter, double[] cur_in_Array, double Slice_Criteria_IN_SELL, double Slice_Criteria_IN_BUY, double Slice_Criteria_OUT, int max_ticks_activ_cnt, double Stohastic_SellLimit, double Stohastic_BuyLimit, string mode, string mode_out) { if (cur_in_flg == 0) { int ii_minus = 0; int ii_plus = 0; for (int j = 0; j < count_parameter; j++) { if (cur_in_Array[TicksIn.dim - 1 - j] < -Slice_Criteria_IN_SELL) { ii_minus++; } if (cur_in_Array[TicksIn.dim - 1 - j] > Slice_Criteria_IN_BUY) { ii_plus++; } } if (ii_minus == count_parameter && TicksOut.AskSpeed[TicksIn.dim - 1] * 100000.0 < 0.0 && TicksOut.Ask_F_avg_3[TicksIn.dim - 1] < 0.0) { if (TicksIn.Only_BUY_flg) { } else { bool new_mode = false; if (TicksIn.Stohastic_Param > Stohastic_SellLimit && mode == "old") new_mode = true; else if ((TicksIn.Stohastic_Param > Stohastic_SellLimit || (TicksIn.Stohastic_Param <= Stohastic_SellLimit && TicksIn.StM5_733_3 >= TicksIn.StM5_733_2)) && mode == "new") //else if ((TicksIn.StM5_733_3 >= TicksIn.StM5_733_2) && mode == "new") new_mode = true; else new_mode = false; if (new_mode == true) { cur_in_flg = -1; TicksOut.OpenOrderFLG = 1; TicksOut.OpenASK = TicksIn.Ask[TicksIn.dim - 1]; TicksOut.OpenBID = TicksIn.Bid[TicksIn.dim - 1]; } } } else if (ii_plus == count_parameter && TicksOut.AskSpeed[TicksIn.dim - 1] * 100000.0 > 0.0 && TicksOut.Ask_F_avg_3[TicksIn.dim - 1] > 0.0) { if (TicksIn.Only_SELL_flg) { } else { bool new_mode = false; if (TicksIn.Stohastic_Param < Stohastic_BuyLimit && mode == "old") new_mode = true; else if ((TicksIn.Stohastic_Param < Stohastic_BuyLimit || (TicksIn.Stohastic_Param >= Stohastic_BuyLimit && TicksIn.StM5_733_3 >= TicksIn.StM5_733_2)) && mode == "new") //else if ((TicksIn.StM5_733_3 >= TicksIn.StM5_733_2) && mode == "new") new_mode = true; else new_mode = false; if (new_mode == true) { cur_in_flg = 1; TicksOut.OpenOrderFLG = 1; TicksOut.OpenASK = TicksIn.Ask[TicksIn.dim - 1]; TicksOut.OpenBID = TicksIn.Bid[TicksIn.dim - 1]; } } } } else if (Math.Abs(cur_in_flg) != 2) { TicksOut.OpenOrderFLG = 0; if (cur_in_flg == -1 && TicksIn.AskIncrement[TicksIn.dim - 1] > Slice_Criteria_OUT) TicksOut.MoreThanSlice++; if (cur_in_flg == 1 && TicksIn.AskIncrement[TicksIn.dim - 1] < -Slice_Criteria_OUT) TicksOut.MoreThanSlice++; if (TicksIn.Count >= 9815038) TicksIn.Count = TicksIn.Count; if (cur_in_flg == -1 && ( (TicksIn.AskIncrement[TicksIn.dim - 1] > Slice_Criteria_OUT && (TicksIn.StM5_733_2 > TicksIn.StM5_733_1 || mode_out == "old" || TicksIn.AskIncrement[TicksIn.dim - 1] > 0.00040)) || (TicksOut.ticks_activ_cnt > max_ticks_activ_cnt && max_ticks_activ_cnt != 0) )) { cur_in_flg = -2; TicksOut.MoreThanSlice = 0; } if (cur_in_flg == 1 && ( //(TicksIn.AskIncrement[TicksIn.dim - 1] < -Slice_Criteria_OUT && (TicksIn.StM5_733_2 < TicksIn.StM5_733_1 || mode_out == "old" || TicksIn.AskIncrement[TicksIn.dim - 1] < -0.00040)) //(TicksIn.AskIncrement[TicksIn.dim - 1] < -Slice_Criteria_OUT && (TicksIn.StM5_733_3 > TicksIn.StM5_733_2 || mode_out == "old" || TicksIn.AskIncrement[TicksIn.dim - 1] < -0.00040)) //(TicksIn.AskIncrement[TicksIn.dim - 1] < -Slice_Criteria_OUT || (TicksIn.StM5_733_0 < TicksIn.StM5_733_1 - 1 && (TicksIn.Bid[TicksIn.dim - 1] - TicksOut.OpenASK) * 100000 < 0.0 && TicksIn.AskIncrement[TicksIn.dim - 1] < -0.00008)) (TicksIn.AskIncrement[TicksIn.dim - 1] < -Slice_Criteria_OUT) || (TicksOut.ticks_activ_cnt > max_ticks_activ_cnt && max_ticks_activ_cnt != 0) )) { cur_in_flg = 2; TicksOut.MoreThanSlice = 0; } } return cur_in_flg; }
//public static void Read_Indicators(WorkClasses.Ticks_In TicksIn) //{ // if (TicksIn.With_indicators == true) // { // string[] dataArray = TicksIn.dataArray[9].Split(' '); // TicksIn.StM5_733_0 = Convert.ToDouble(TicksIn.dataArray[7]); // TicksIn.StM5_733_0 = Convert.ToDouble(dataArray[0]); // TicksIn.StM5_733_1 = Convert.ToDouble(dataArray[1]); // TicksIn.StM5_733_2 = Convert.ToDouble(dataArray[2]); // TicksIn.StM5_733_3 = Convert.ToDouble(dataArray[3]); // TicksIn.StM5_733_4 = Convert.ToDouble(dataArray[4]); // TicksIn.Stohastic_Param = TicksIn.StM5_733_3; // } //} public static int Start_and_Stop_FLG(WorkClasses.Ticks_In TicksIn, WorkClasses.Ticks_Out TicksOut, double SELL_SPREAD, double BUY_SPREAD, int cur_in_flg, int count_parameter_sell, int count_parameter_buy, double Slice_Criteria_IN_SELL, double Slice_Criteria_IN_BUY, double Slice_Criteria_OUT_sell, double Slice_Criteria_OUT_buy, int max_ticks_activ_cnt_sell, int max_ticks_activ_cnt_buy, double Stohastic_SellLimit, double Stohastic_BuyLimit, string mode, string mode_out, int MaxCurProfitToClose_BUY, int MaxCurProfitToClose_SELL, int MaxCurStopLossToClose_BUY, int MaxCurStopLossToClose_SELL, double VolBigMassSELL_negative, double VolBigMassSELL_positiv, double VolBigMassBUY_positive, double VolBigMassBUY_negative, int BigMassCnt) { if (MaxCurProfitToClose_BUY == 0) MaxCurProfitToClose_BUY = 5000; if (MaxCurProfitToClose_SELL == 0) MaxCurProfitToClose_SELL = 5000; if (MaxCurStopLossToClose_BUY == 0) MaxCurStopLossToClose_BUY = -1000; if (MaxCurStopLossToClose_SELL == 0) MaxCurStopLossToClose_SELL = -1000; double[] cur_in_Array = new double[TicksIn.dim]; for (int i = 0; i < TicksIn.dim; i++) cur_in_Array[i] = TicksOut.Ask_F_avg_6[i]; if (TicksIn.Count == 9811215) TicksIn.Count = TicksIn.Count; if (BigMassCnt != 0) { for (int j = 0; j < BigMassCnt - 1; j++) TicksIn.AskIncremBigMass[j] = TicksIn.AskIncremBigMass[j + 1]; TicksIn.AskIncremBigMassSumm_Positive = TicksIn.AskIncremBigMassSumm_Negative = 0.0; TicksIn.AskIncremBigMass[BigMassCnt - 1] = TicksIn.AskIncrement[TicksIn.dim - 1]; if (VolBigMassSELL_positiv == 0 && VolBigMassBUY_negative == 0) { TicksIn.AskIncremBigMassSumm_Positive = TicksIn.AskIncremBigMass.Sum(); TicksIn.AskIncremBigMassSumm_Negative = TicksIn.AskIncremBigMass.Sum(); } else { for (int i = 0; i < BigMassCnt; i++) { if (TicksIn.AskIncremBigMass[i] >= 0) TicksIn.AskIncremBigMassSumm_Positive += TicksIn.AskIncremBigMass[i]; if (TicksIn.AskIncremBigMass[i] <= 0) TicksIn.AskIncremBigMassSumm_Negative += TicksIn.AskIncremBigMass[i]; } } TicksIn.AskIncremBigMassSumm_Positive *= 100000.0; TicksIn.AskIncremBigMassSumm_Negative *= 100000.0; //for (int j = 1; j <= BigMassCnt; j++) //{ // double[] temp = new double[j]; // for (int ij = 0; ij < j; ij++) temp[ij] = TicksIn.AskIncremBigMass[BigMassCnt - 1 - ij]; // if (Math.Abs(TicksIn.AskIncremBigMassSumm) < Math.Abs(temp.Sum() * 100000.0)) // TicksIn.AskIncremBigMassSumm = temp.Sum() * 100000.0; //} } if (cur_in_flg == 0) { int ii_minus = 0; int ii_plus = 0; for (int j = 0; j < count_parameter_buy; j++) { if (cur_in_Array[TicksIn.dim - 1 - j] > Slice_Criteria_IN_BUY) { ii_plus++; } } for (int j = 0; j < count_parameter_sell; j++) { if (cur_in_Array[TicksIn.dim - 1 - j] < -Slice_Criteria_IN_SELL) { ii_minus++; } } if (( (ii_minus == count_parameter_sell && TicksOut.AskSpeed[TicksIn.dim - 1] * 100000.0 < 0.0 && TicksOut.Ask_F_avg_3[TicksIn.dim - 1] < 0.0) || (TicksIn.AskIncremBigMassSumm_Negative < -VolBigMassSELL_negative && (TicksIn.AskIncremBigMassSumm_Positive <= VolBigMassSELL_positiv || VolBigMassSELL_positiv == 0) && BigMassCnt != 0) ) && Math.Abs(TicksIn.AskIncrement[TicksIn.dim - 1]) > -0.00300 ) { if (TicksIn.Spread[TicksIn.dim - 1] < SELL_SPREAD) { if (TicksIn.Only_BUY_flg) { } else { bool new_mode = false; if (TicksIn.Stohastic_Param > Stohastic_SellLimit && mode == "old") new_mode = true; else if ((TicksIn.Stohastic_Param > Stohastic_SellLimit || (TicksIn.Stohastic_Param <= Stohastic_SellLimit && TicksIn.StM5_733_3 >= TicksIn.StM5_733_2)) && mode == "new") //else if ((TicksIn.StM5_733_3 >= TicksIn.StM5_733_2) && mode == "new") new_mode = true; else new_mode = false; if (new_mode == true) { cur_in_flg = -1; TicksOut.OpenOrderFLG = 1; TicksOut.OpenASK = TicksIn.Ask[TicksIn.dim - 1]; TicksOut.OpenBID = TicksIn.Bid[TicksIn.dim - 1]; } } } else ii_minus = ii_minus; } else if (( (ii_plus == count_parameter_buy && TicksOut.AskSpeed[TicksIn.dim - 1] * 100000.0 > 0.0 && TicksOut.Ask_F_avg_3[TicksIn.dim - 1] > 0.0) || (TicksIn.AskIncremBigMassSumm_Positive > VolBigMassBUY_positive && (TicksIn.AskIncremBigMassSumm_Negative >= -VolBigMassBUY_negative || VolBigMassBUY_negative == 0) && BigMassCnt != 0) ) //&& Math.Abs(TicksIn.AskIncrement[TicksIn.dim - 1]) < 0.00300 && TicksOut.AskSpeed[TicksIn.dim - 1] * 100000.0 < 380.0 ) { if (TicksIn.Spread[TicksIn.dim - 1] < BUY_SPREAD) { if (TicksIn.Only_SELL_flg) { } else { bool new_mode = false; if (TicksIn.Stohastic_Param < Stohastic_BuyLimit && mode == "old") new_mode = true; else if ((TicksIn.Stohastic_Param < Stohastic_BuyLimit || (TicksIn.Stohastic_Param >= Stohastic_BuyLimit && TicksIn.StM5_733_3 >= TicksIn.StM5_733_2)) && mode == "new") //else if ((TicksIn.StM5_733_3 >= TicksIn.StM5_733_2) && mode == "new") new_mode = true; else new_mode = false; if (new_mode == true) { cur_in_flg = 1; TicksOut.OpenOrderFLG = 1; TicksOut.OpenASK = TicksIn.Ask[TicksIn.dim - 1]; TicksOut.OpenBID = TicksIn.Bid[TicksIn.dim - 1]; } } } else ii_minus = ii_minus; } } else if (Math.Abs(cur_in_flg) != 2) { TicksOut.OpenOrderFLG = 0; //if (TicksIn.flag_ByCycle == false) // Read_Indicators(TicksIn); if (cur_in_flg == -1 && TicksIn.AskIncrement[TicksIn.dim - 1] > Slice_Criteria_OUT_sell) TicksOut.MoreThanSlice++; if (cur_in_flg == 1 && TicksIn.AskIncrement[TicksIn.dim - 1] < -Slice_Criteria_OUT_sell) TicksOut.MoreThanSlice++; if (TicksIn.Count == 10458330) TicksIn.Count = TicksIn.Count; //if (TicksIn.AskIncrement[TicksIn.dim - 1] > Slice_Criteria_OUT_sell) // TicksIn.Count = TicksIn.Count; if (cur_in_flg == -1 && ( (TicksIn.AskIncrement[TicksIn.dim - 1] > Slice_Criteria_OUT_sell && (TicksIn.StM5_733_2 > TicksIn.StM5_733_1 - TicksIn.SellCustomSthCorrection || mode_out == "old" /*|| TicksIn.AskIncrement[TicksIn.dim - 1] > 0.00040*/)) || (TicksOut.ticks_activ_cnt > max_ticks_activ_cnt_sell && max_ticks_activ_cnt_sell != 0) || ((TicksOut.local_Open_vs_Cur) * 100000 >= Convert.ToDouble(MaxCurProfitToClose_SELL)) || ((TicksOut.local_Open_vs_Cur) * 100000 <= Convert.ToDouble(MaxCurStopLossToClose_SELL)) //|| (TicksIn.StM1_733_0[0] < 10.0 && (TicksIn.StM1_733_0[0] - TicksIn.StM1_733_0[TicksIn.StM1_733_0.Length - 1]) >= 7.0 && TicksIn.StM5_733_1 <= 40.0 && TicksIn.StM5_733_2 < TicksIn.StM5_733_1) ) && TicksIn.Spread[TicksIn.dim - 1] < 30.0 //&& TicksOut.ticks_activ_cnt > 3 //Не проканало. Можно попробовать ввести еще проверку на состояние по индикаторам, т.к. при "3" есть ордер, который выходит в +240, хотя до этого в "-" ) { cur_in_flg = -2; TicksOut.MoreThanSlice = 0; if (TicksIn.Spread[TicksIn.dim - 1] >= 20.0) TicksIn.Spread = TicksIn.Spread; } if (cur_in_flg == 1 && ( //(TicksIn.AskIncrement[TicksIn.dim - 1] < -Slice_Criteria_OUT && (TicksIn.StM5_733_2 < TicksIn.StM5_733_1 || mode_out == "old" || TicksIn.AskIncrement[TicksIn.dim - 1] < -0.00040)) //(TicksIn.AskIncrement[TicksIn.dim - 1] < -Slice_Criteria_OUT && (TicksIn.StM5_733_3 > TicksIn.StM5_733_2 || mode_out == "old" || TicksIn.AskIncrement[TicksIn.dim - 1] < -0.00040)) //(TicksIn.AskIncrement[TicksIn.dim - 1] < -Slice_Criteria_OUT || (TicksIn.StM5_733_0 < TicksIn.StM5_733_1 - 1 && (TicksIn.Bid[TicksIn.dim - 1] - TicksOut.OpenASK) * 100000 < 0.0 && TicksIn.AskIncrement[TicksIn.dim - 1] < -0.00008)) (TicksIn.AskIncrement[TicksIn.dim - 1] < -Slice_Criteria_OUT_buy) || (TicksOut.ticks_activ_cnt > max_ticks_activ_cnt_buy && max_ticks_activ_cnt_buy != 0) || ((TicksOut.local_Open_vs_Cur) * 100000 >= Convert.ToDouble(MaxCurProfitToClose_BUY)) || ((TicksOut.local_Open_vs_Cur) * 100000 <= Convert.ToDouble(MaxCurStopLossToClose_BUY)) //|| (TicksIn.StM1_733_0[0] > 89.0 && (TicksIn.StM1_733_0[TicksIn.StM1_733_0.Length - 1] - TicksIn.StM1_733_0[0]) >= 7.0 && TicksIn.StM5_733_1 >= 60.0) //?|| (TicksIn.StM1_733_0[0] > 89.0 && (TicksIn.StM1_733_0.Max()- TicksIn.StM1_733_0.Min()) >= 7.0 && TicksIn.StM5_733_1 >= 60.0) ) && TicksIn.Spread[TicksIn.dim - 1] < 30.0 //&& TicksOut.ticks_activ_cnt > 3 //Не проканало. Можно попробовать ввести еще проверку на состояние по индикаторам, т.к. при "3" есть ордер, который выходит в +240, хотя до этого в "-" ) { cur_in_flg = 2; TicksOut.MoreThanSlice = 0; if (TicksIn.Spread[TicksIn.dim - 1] >= 20.0) TicksIn.Spread = TicksIn.Spread; } } return cur_in_flg; }
public static int ChouseTheSet(int flg_F_avg_6, WorkClasses.Ticks_In TicksIn, WorkClasses.Ticks_Out TicksOut, int BaseCountToSkip, bool only_full_part) { //---FullScan + Limit + Ind----------------------------------------------------------------------------------------------------------------------------- //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 20, flg_F_avg_6, 9, 9, 4.37, 4.37, 0.00011, 0.00011, 450, 450, 22, 89, "new", "new", 0, 0, 0, 0, 0); //3744 11195 12855 -267 -239 88 //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 20, flg_F_avg_6, 9, 9, 4.65, 4.65, 0.00009, 0.00009, 450, 450, 22, 89, "new", "new", 0, 0, 0, 0, 0, 0, 0); //3811 20743 22277 -181 -174 73 //окейный медленный //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 20, flg_F_avg_6, 11, 11, 3.44, 3.44, 0.00012, 0.00012, 0, 0, 22, 99, "old", "old", 0, 0, 0, 0, 0); //2695 10112 10112 -208 -208 85 //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 20, flg_F_avg_6, 11, 11, 4.30, 4.30, 0.00010, 0.00012, 0, 0, 22, 89, "new", "new", 0, 0, 0, 0, 0, 0, 0, 0, 0); //(!!!!!)3163 143741 143741 -64 -64 39 //* //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 20, flg_F_avg_6, 11, 11, 3.45, 3.45, 0.00009, 0.00009, 2310, 2310, 22, 89, "new", "new", 0, 0, 0, 0, 0); //3158 9931 16134 -247 -172 82 //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 20, flg_F_avg_6, 11, 11, 3.75, 3.75, 0.00009, 0.00009, 2310, 2310, 22, 89, "new", "new", 0, 0, 0, 0, 0); //3240 20937 57748 -151 -95 67 //Only SELL +IND------------------------------------------------------------------------------------------------------------------------------------- //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 20, flg_F_avg_6, 10, 10, 3.00, 3.00, 0.00014, 0.00014, 770, 770, 26, 97, "new", "new", 0, 0, 0, 0, 0,0,0); //4564 10030 12372 -362 -306 65 //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 20, flg_F_avg_6, 10, 10, 3.03, 3.03, 0.00015, 0.00015, 2000, 2000, 22, 99, "old", "old", 0, 0, 0, 0, 0,0,0); //3249 13419 13419 -202 -202 61 /*--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------*/ /*--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------*/ //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 20, flg_F_avg_6, 10, 10, 3.00, 4.52, 0.00014, 0.00012, 725, 250, 30, 97, "new", "new", 350, 620, 300.0, 0, 225.0, 0, 9); //8161 15028 19976 -490 -414 123 //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 20, flg_F_avg_6, 10, 9, 3.08, 4.68, 0.00013, 0.00013, 725, 250, 30, 97, "new", "new", 350, 620, 300.0, 225.0, 9); //7746 14891 14891 -467 -467 124 //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 20, flg_F_avg_6, 10, 10, 3.00, 4.62, 0.00013, 0.00012, 725, 250, 30, 97, "new", "new", 350, 620, 300.0, 225.0, 9); //7684 25946 46598 -341 -265 122 //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 20, flg_F_avg_6, 10, 10, 3.00, 4.72, 0.00014, 0.00012, 725, 250, 30, 97, "new", "new", 350, 620, 300.0, 225.0, 9); //8169 23342 37884 -382 -306 119 //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 18, flg_F_avg_6, 11, 10, 3.59, 4.72, 13E-5, 11E-5, 725, 275, 30, 94, "new", "new", 350, 350, 300.0, 225.0, 9); //5569 38520 84001 -203 -151 86 (Хорош после 09.2013) //---Можно изменить правило выхода на: "TicksIn.StM5_733_2 > TicksIn.StM5_733_1 - 5.0"---// TicksIn.SellCustomSthCorrection = 0.0; TicksIn.SellCustomSthCorrection = 5.0; //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 21, flg_F_avg_6, 10, 10, 3.09, 4.70, 13E-5, 11E-5, 800, 275, 30, 94, "new", "new", 350, 350, 0, 0, 0, 0, 0); //5049 11017 11017 -375 -375 96 //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 21, flg_F_avg_6, 10, 10, 3.09, 4.70, 13E-5, 11E-5, 800, 275, 30, 94, "new", "new", 350, 350, 200, 60, 125, 30, 6); //6892 21333 21333 -333 -333 //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 21, flg_F_avg_6, 10, 11, 3.09, 4.34, 13E-5, 12E-5, 775, 375, 30, 94, "new", "new", 350, 350, 240, 0, 180, 0, 7); //7089 30053 30053 -292 -292 //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 21, flg_F_avg_6, 10, 11, 3.09, 4.78, 13E-5, 12E-5, 775, 275, 30, 94, "new", "new", 350, 350, 240, 0, 180, 0, 7); //6970 28949 28949 -292 -292 124 //flg_F_avg_6 = StrtStp.Start_and_StopFLG(TicksIn, TicksOut, 35, 21, flg_F_avg_6, 10, 10, 3.09, 4.70, 13E-5, 11E-5, 800, 275, 30, 94, "new", "new", 350, 350, 350, 0, 180, 0, 6); //7455 30433 72837 -307 -219 127 //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 21, flg_F_avg_6, 10, 10, 3.09, 4.70, 13E-5, 11E-5, 800, 275, 30, 94, "new", "new", 350, 350, 220, 0, 180, 0, 6); //7443 18892 18892 -388 -388 139 //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 21, flg_F_avg_6, 10, 10, 3.15, 4.85, 13E-5, 11E-5, 800, 275, 30, 94, "new", "new", 350, 350, -0, -0, 220, 0, 180, 0, 6); //(!)7281 82381 82381 -204 -204 130 //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 21, flg_F_avg_6, 10, 10, 3.50, 3.90, 11E-5, 11E-5, 800, 275, 30, 94, "new", "new", 350, 350, 220, 0, 180, 0, 6); //5082 22147 36993 -234 -182 160 //===После перевода на ECN 22.07.14=== //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 0, flg_F_avg_6, 10, 0, 4.20, 0.0, 17E-5, 0E-5, 0, 0, 22, 82, "new", "new", 0, 300, -0, -0, 0, 0, 0, 0, 0); //(!)3334 18833 59525 -166 -96 39 //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 21, flg_F_avg_6, 10, 0, 5.60, 0.0, 10E-5, 0E-5, 1200, 0, 30, 94, "new", "new", 0, 350, 0, 0, 0, 0, 0); //714 8863 10290 -57 -49 28 (но нет) //===НОВАЯ ИСТОРИЯ 2015 ===// //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 25, 21, flg_F_avg_6, 12, 9, 5.5, 4.5, 29E-5, 28E-5, 0, 0, 19, 96, "new", "new", 0, 300, -0, -600, /**/ 0, 0, 0, 0, 0); //5796 5967 7367 -809 -612 //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 25, 21, flg_F_avg_6, 12, 9, 7.1, 4.5, 27E-5, 28E-5, 0, 0, 19, 86, "new", "new", 0, 150, -0, -0, /**/ 0, 0, 0, 0, 0); //5668 9092 24908 -494 -251 //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 25, 21, flg_F_avg_6, 12, 9, 7.0, 4.5, 29E-5, 28E-5, 0, 0, 19, 96, "new", "new", 0, 150, -0, -500, /**/ 0, 0, 0, 0, 0); //5213 6230 10630 -691 -389 //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 25, 21, flg_F_avg_6, 12, 9, 7.1, 4.5, 29E-5, 28E-5, 0, 0, 19, 86, "new", "new", 0, 150, -0, -450, /**/ 0, 0, 0, 0, 0); //5030 7887 13930 -494 -300 //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 25, 21, flg_F_avg_6, 12, 9, 7.5, 4.5, 27E-5, 28E-5, 0, 0, 19, 86, "new", "new", 0, 200, -0, -0, /**/ 0, 0, 0, 0, 0); //4537 8243 15959 -428 -251 //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 25, 21, flg_F_avg_6, 13, 9, 6.50, 4.5, 29E-5, 28E-5, 0, 0, 19, 96, "new", "new", 0, 200, -0, -500, /**/ 0, 0, 0, 0, 0); //4392 6944 6944 -502 -502 хорош в конце июля 2015 //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 21, flg_F_avg_6, 10, 9, 9.50, 4.5, 28E-5, 28E-5, 0, 0, 19, 96, "new", "new", 150, 120, -0, -350, /**/100, 300, 100, 300, 9); //4300 4777 5684 -888 -636 bigmass //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 21, flg_F_avg_6, 10, 9, 9.50, 4.5, 28E-5, 28E-5, 0, 0, 19, 96, "new", "new", 150, 120, -0, -350, /**/ 0, 0, 0, 0, 0); //3748 4380 4982 -950 -698 flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 21, flg_F_avg_6, 10, 9, 9.50, 4.5, 28E-5, 28E-5, 0, 0, 19, 96, "new", "new", 150, 120, -0, -350, /**/ 0, 0, 0, 0, 0); //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 21, flg_F_avg_6, 10, 9, 9.50, 4.5, 28E-5, 28E-5, 0, 0, 19, 96, "new", "new", 150, 120, -0, -350, /**/ 0, 0, 0, 0, 0); //На этом можно прогонять подбор параметров определения трендов //flg_F_avg_6 = StrtStp.Start_and_Stop_FLG(TicksIn, TicksOut, 35, 21, flg_F_avg_6, 10, 11, 9.50, 6.5, 28E-5, 30E-5, 0, 0, 19, 96, "new", "new", 200, 120, -0, -350, /**/ 0, 0, 0, 0, 0); //Buy+Sell 6812 4614 14773 -1536 -374 123 if (TicksIn.Count == 1 || (TicksIn.Count == BaseCountToSkip+1 && only_full_part == true)) TicksIn.Count = TicksIn.Count; return flg_F_avg_6; }