public void LoadOptions(TimeFrame TFrame, List <string> LSProducts, int count)
{
for (int i = 0; i < LSProducts.Count; i++)
{
string product = LSProducts[i];
if (this.HaveOptions(product))
{
continue;
}
int iShift = 0;
int iShiftAlternative = 0;
string alternative = "";
string alternativeCounter = "";
bool bFound = ANALYSIS.AlternateProduct(ORBlotter, TFrame, count, product, ref iShift, ref iShiftAlternative, 2, ref alternative, ref alternativeCounter);
if (!bFound)
{
return;
}
DSSAlternatives.Add(product, alternative);
DSSCounterAlternatives.Add(product, alternativeCounter);
}
}
public AddAnalisisWindow(ANALYSIS analysis)
{
InitializeComponent();
DataContext = new AddAnalysisWindowViewModel(analysis);
TextUpdated += ((AddAnalysisWindowViewModel)DataContext).TextUpdated;
((AddAnalysisWindowViewModel)DataContext).closeWindow += WindowClose;
}
private ChartPointsPredition Predict(TimeFrame TFrame, string product, int deep, int ahead, int position, List <ChartPoint> LCPoints)
{
int iDeep = deep;
int iAhead = ahead;
if (position < iDeep)
{
return(null);
}
int iDecimals = int.Parse(OSBlotter.Get(product).DecimalPlaces);
int iMinMatches = 1;
double dMinResolution = 1;
List <ChartPoint> LCPSub = LCPoints.GetRange(0, position);
List <ChartPoint> LCPSubSpecified = LCPoints.GetRange(position - iDeep, iDeep);
//List<ChartPoint> LCPSubPredicted = LCPoints.GetRange(position, iAhead);//TODO comment
ChartPointsPredition CPsP = ANALYSIS.PredictNextSpecified(product, LCPSub, LCPSubSpecified, TFrame, iDecimals, iMinMatches, dMinResolution, iAhead, new double[] { 0, 0, 0, 0, 0 });
CPsP.Prognosis(0);
CPsP.Position = position;
return(CPsP);
}
private void Next()
{
Save();
if (error)
{
error = false;
return;
}
WindowOrgAnalysis_2 wo2 = new WindowOrgAnalysis_2();
wo2.Title = "Работа - " + TextOrganization;
wo2.DataContext = this;
analysis = new ObservableCollection <ANALYSIS>(methodsEntities.ANALYSIS.Where(p => p.ANL_ORG_ID == org_id));
anl_id = 0;
analysis_new = new ANALYSIS();
closeWindow2 += wo2.WindowClose;
focusName2 += wo2.focusName;
wo2.ShowDialog();
if (prev)
{
prev = false;
focusName();
}
else
{
closeWindow();
}
}
public AddAnalysisWindowViewModel(ANALYSIS analysis)
{
this.analysis = analysis;
if (!String.IsNullOrEmpty(analysis.ANL_INVOICE))
{
invoice = analysis.ANL_INVOICE;
}
}
private void PrepareNewAnalysis()
{
//подготовка к новому вводу
TextAnalysis = String.Empty;
RaisePropertyChanged(() => TextAnalysis);
analysis_new = new ANALYSIS();
focusName2(); //установка фокуса на поле ввода
}
private void CheckupTendencyToday(ref ChartPointsPredition CPsP)
{
List <ChartPoint> LCPToday = ARCHIVE.GetDATA(CPsP.TimeFrame, CPsP.Product, CPsP.DTOriginal.Date, CPsP.DTOriginal);
//List<double> LDChanges = (from CP in LCPToday select CP.Change).ToList();
double dExtremumTodayDistance;
CPsP.TendencyToday = ANALYSIS.TendencyLastExtremum(LCPToday, out dExtremumTodayDistance);//ANALYSIS.Tendency(LDChanges, LDChanges.Count);
CPsP.ExtremumTodayDistance = dExtremumTodayDistance;
}
public void Predict(TimeFrame TFrame, double[] IASymiliarities)
{
if (this.AvalaibleMeans() <= 0)
{
return;
}
//int iMinutes = ABBREVIATIONS.ToMinutes(TFrame);
List <string> LSLiquids = ANALYSIS.GetLiquids(ARCHIVE.GetProducts(), ORBlotter, 60, 30, dSpreadFactor, TFrame); //Chooce only those products whose Activity in last 5 minutes is above 0.5 of spread //List<string> LSLiquidsLive = ANALYSIS.GetLiquidsLive(ORBlotter, 50, 3, 0.2, TFrame);
if (LSLiquids.Count < 10 && dSpreadFactor > 0.35)
{
dSpreadFactor -= 0.0025;
}
else if (LSLiquids.Count > 20)
{
dSpreadFactor += 0.0025;
}
//List<Thread> LThrdLiquid = new List<Thread>();
foreach (string product in LSLiquids)//ORBlotter.GetProducts)
{
//LThrdLiquid.Add(new Thread(delegate() {
List <ChartPoint> LCPoints = ARCHIVE.GetDATA(TFrame, product);
ChartPoint CPLAst = LCPoints.Last();
List <ChartPoint> LCPointsSpecified = ORBlotter.Archive.Get(product, TFrame, IASymiliarities.Length);
if (LCPointsSpecified != null)
{
ChartPointPredition CPPrediction = ANALYSIS.PredictNextSpecified(product, LCPoints, LCPointsSpecified, TFrame, ORBlotter.Get(product).Decimals, IASymiliarities);
ChartPointPredition.Kind CPPKind = CPPrediction.Prognosis();
if (CPPKind != ChartPointPredition.Kind.Uncertain)
{
this.TryUpdate(CPPrediction);
}
}
// }));
// LThrdLiquid.Last().Priority = ThreadPriority.BelowNormal;
// LThrdLiquid.Last().Start();
}
//foreach (Thread Thrd in LThrdLiquid) Thrd.Join();
}
public double Resolute(string product, int minResolutions, int index)
{
ChartPointsPredition CPsPOriginal = DATA[product][index];
if (CPsPOriginal == null || CPsPOriginal.Type == ChartPointsPredition.Kind.Uncertain || CPsPOriginal.Type == ChartPointsPredition.Kind.Average || CPsPOriginal.Tendency == 50 || CPsPOriginal.TendencyToday == 50 || CPsPOriginal.TendencyComplementary == 50)
{
return(0);
}
List <ChartPointsPredition> LCPsPAll = this.ExtractType(DATA[product].GetRange(0, index), CPsPOriginal); //All of type
//1 - 67%//ExtractTendencyToTendencyComplementary ExtractTendenciesDirectted ExtractTendencyUncertainity
//1-3 - 67%
LCPsPAll = this.ExtractTendencyToTendencyComplementary(LCPsPAll, CPsPOriginal);
//0.87 ratio - ExtractTendencyToTendencyComplementary
double[] DAParametersOryginal = CPsPOriginal.Parameters;
List <double[]> LDAPStrikes = this.ExtractParameters(LCPsPAll, CPsPOriginal, true, false);
List <double[]> LDAPFails = this.ExtractParameters(LCPsPAll, CPsPOriginal, false, false);
double dRatio = ((double)LDAPStrikes.Count / LCPsPAll.Count()) * 100;
if (LDAPStrikes.Count < minResolutions || LDAPFails.Count < minResolutions || dRatio < 25)
{
return(0);
}
double dSFS = ANALYSIS.SimilarityFactor(LDAPStrikes, DAParametersOryginal);
double dSFF = ANALYSIS.SimilarityFactor(LDAPFails, DAParametersOryginal);// *((double)LDAPFails.Count() / LCPsPAll.Count());
if (dSFS > dSFF)
{
return(((double)dSFS / dSFF) * 100 * ((double)LDAPStrikes.Count() / LCPsPAll.Count()));
}
else
{
return(0);
}
}
private bool CheckupTest(ref ChartPointsPredition CPsP)//, List<ChartPoint> LCPointsToPredict, double spread)
{
if (CPsP.Type == ChartPointsPredition.Kind.Uncertain)
{
return(false);
}
List <ChartPoint> LCPointsToPredict = DLSCPoints[CPsP.Product].GetRange(CPsP.Position, CPsP.Ahead);
this.CheckupTendencyToday(ref CPsP);
// this.CheckupTendencyComplementary(ref CPsP);
this.CheckupStrengthFactor(ref CPsP);
bool bStrike = false;
double dRealTendency = 50;
if (CPsP.Type == ChartPointsPredition.Kind.Down)
{
dRealTendency = ANALYSIS.Tendency(LCPointsToPredict, false);
if (CPsP.Tendency < 50 && dRealTendency < 50)
{
bStrike = true;
}
}
else if (CPsP.Type == ChartPointsPredition.Kind.Up)
{
dRealTendency = ANALYSIS.Tendency(LCPointsToPredict, true);
if (CPsP.Tendency > 50 && dRealTendency > 50)
{
bStrike = true;
}
}
CPsP.Strike = bStrike;
//CPsP.Accuracity = Accuracity;
return(true);
}
private void Next(Object o)
{
prev = true;
if (!String.IsNullOrEmpty(TextOrganization))
{
Save();
if (error)
{
error = false;
return;
}
}
WindowOrgAnalysis_2 wo2 = new WindowOrgAnalysis_2();
if (org_id != 0)
{
wo2.Title = "Работа - " + Organizations.Where(p => p.ORG_ID == org_id).FirstOrDefault().ORG_NAME;
analysis = new ObservableCollection <ANALYSIS>(methodsEntities.ANALYSIS.Where(p => p.ANL_ORG_ID == org_id));
anl_id = analysis.Any() ? analysis[0].ANL_ID : 0;
}
wo2.DataContext = this;
analysis_new = new ANALYSIS();
TextAnalysis = String.Empty;
RaisePropertyChanged(() => TextAnalysis);
closeWindow2 += wo2.WindowClose;
focusName2 += wo2.focusName;
wo2.ShowDialog();
if (prev)
{
prev = false;
focusName();
}
else
{
closeWindow();
}
}
private void CheckupTendencyComplementary(ref ChartPointsPredition CPsP)
{
List <ChartPoint> LCPToday = ARCHIVE.GetDATA(CPsP.TimeFrame, CPsP.Product, CPsP.DTOriginal.Date, CPsP.DTOriginal);
int iPosition = ANALYSIS.ExtremumComplementaryPosition(LCPToday, LCPToday.Count, (double)CPsP.Deep / 2);
//int iPositionBefore = ANALYSIS.ExtremumComplementaryPosition(LCPToday, iPosition + 1, (double)CPsP.Deep / 2);
int iShiftCount = LCPToday.Count - iPosition;
if (iShiftCount <= 0 || iPosition >= LCPToday.Count || iPosition - iShiftCount < 0)
{
CPsP.ExtremumConplementaryDistance = -1;
CPsP.TendencyComplementary = 50;
return;
}
else
{
//List<double> LDChanges = (from CP in LCPToday select CP.Change).ToList(); int iCount = LDChanges.Count - iPosition; CPsP.TendencyComplementary = ANALYSIS.Tendency(LDChanges, iPosition, iCount);
List <ChartPoint> LDCPRanged = LCPToday.GetRange(iPosition, iShiftCount);
List <ChartPoint> LDCPRangedBefore = LCPToday.GetRange(iPosition - iShiftCount, iShiftCount);
double dTendency = ANALYSIS.Tendency(LDCPRanged);
double dTendencyBefore = ANALYSIS.Tendency(LDCPRangedBefore);
if (dTendency < 50 && dTendencyBefore > 50 || dTendency > 50 && dTendencyBefore < 50)
{
CPsP.ExtremumConplementaryDistance = -1;
CPsP.TendencyComplementary = 50;
return;
}
CPsP.ExtremumConplementaryDistance = (LDCPRanged.Last().Time - LDCPRanged[0].Time).TotalMinutes;
CPsP.TendencyComplementary = (dTendency / dTendencyBefore) * 100;
}
}
public double ResoluteTest(string product, int minResolutions, int index)
{
ChartPointsPredition CPsPOriginal = DATA[product][index];
if (CPsPOriginal.Type == ChartPointsPredition.Kind.Uncertain || CPsPOriginal.Type == ChartPointsPredition.Kind.Average)
{
return(0);
}
//ExtractTypeExtremumTendencyTest
List <ChartPointsPredition> LCPsPAll = this.ExtractTypeTest(DATA[product].GetRange(0, index), CPsPOriginal, false); //All of type
List <ChartPointsPredition> LCPsPAllReversed = this.ExtractTypeTest(DATA[product].GetRange(0, index), CPsPOriginal, true); //All of type
// LCPsPAll = this.ExtractSimilarityTest(LCPsPAll); LCPsPAllReversed = this.ExtractSimilarityTest(LCPsPAllReversed);
// LCPsPAll = this.ExtractTypeExtremumTendencyTest(LCPsPAll); LCPsPAllReversed = this.ExtractTypeExtremumTendencyTest(LCPsPAllReversed);
//LCPsPAll = this.ExtractTestContinuous(LCPsPAll); LCPsPAllReversed = this.ExtractTestContinuous(LCPsPAllReversed);
//LCPsPAll = this.ExtractTestContinuousTendency(LCPsPAll); LCPsPAllReversed = this.ExtractTestContinuousTendency(LCPsPAllReversed);
double[] DAParametersOryginal = CPsPOriginal.Parameters;
List <double[]> LDAPStrikes = this.ExtractParameters(LCPsPAll, CPsPOriginal, true, false);
List <double[]> LDAPFails = this.ExtractParameters(LCPsPAll, CPsPOriginal, false, false);
List <double[]> LDAPStrikesReversed = this.ExtractParameters(LCPsPAllReversed, CPsPOriginal, true, true);
List <double[]> LDAPFailsReversed = this.ExtractParameters(LCPsPAllReversed, CPsPOriginal, false, true);
double dRatio = ((double)LDAPStrikes.Count / LCPsPAll.Count()) * 100;
double dRatioReversed = ((double)LDAPStrikesReversed.Count / LCPsPAllReversed.Count()) * 100;
//50.14-50.85 - clear
if (LDAPStrikesReversed.Count < minResolutions || LDAPFailsReversed.Count < minResolutions)
{
return(0);
}
if (LDAPStrikes.Count < minResolutions || LDAPFails.Count < minResolutions)
{
return(0);
}
if (dRatio < 45 || dRatioReversed < 45)
{
//throw new Exception("Something is f****d up !");
}
for (int i = 0; i < LDAPStrikes.Count; i++)
{
if (LDAPStrikes[i] == null)
{
var v = 0;
var P = 1 + v;
}
}
for (int i = 0; i < LDAPFails.Count; i++)
{
if (LDAPFails[i] == null)
{
var v = 0;
var P = 1 + v;
}
}
return(1);
double dSFS = ANALYSIS.SimilarityFactor(LDAPStrikes, DAParametersOryginal);
double dSFF = ANALYSIS.SimilarityFactor(LDAPFails, DAParametersOryginal);// *((double)LDAPFails.Count() / LCPsPAll.Count());
return(1);
if (dSFS > dSFF)
{
return(((double)dSFS / dSFF) * 100 * ((double)LDAPStrikes.Count() / LCPsPAll.Count()));
}
else
{
return(0);
}
}
private void TimrAutoTraderSquare_Tick(object sender, EventArgs e)
{
if (ODBlotter.COUNT == 0)
{
return;
}
else
{
TimeFrame TFrame = TimeFrame.ONE_MINUTE;
List <Deals> LDeals = ODBlotter.GetData.ToList();
for (int i = 0; i < LDeals.Count; i++)
{
Deals DEAL = LDeals[i];
string product = DEAL.PRODUCT;
List <ChartPointsPredition> LCPsPSimulated = this.LCPsPTestSelected.OrderByDescending(CPsP => CPsP.Resolution).ToList();
ChartPointsPredition CPsPrediction = null;
List <Rates> LRAll = ORBlotter.Archive.TryGet(product);
for (int i2 = 0; i2 < LCPsPSimulated.Count; i2++)
{
if (LCPsPSimulated[i2].Product == product)
{
CPsPrediction = LCPsPSimulated[i2];
break;
}
}
double dMinDeal = 0, dMaxDeal = 0;
if (!this.Extrema(DEAL, 10, ref dMinDeal, ref dMaxDeal))
{
return;
}
bool bBUY = DEAL.BUY;
Rates RATE = ORBlotter.Get(DEAL.PRODUCT);
double onePip = Math.Pow(10, -RATE.Decimals);
int iSpread = ANALYSIS.SpreadPips(DEAL, RATE.Decimals, true) + 2;
double dLevel = (double)iSpread;
bool bLooseWarning = false;
double dGainLoosePercentage = 75;
double dStartSpread = (double)(DEAL.ASK - DEAL.BID) / onePip;
if (CPsPrediction != null && CPsPrediction.IsActual)
{
if ((bBUY && CPsPrediction.Type == ChartPointsPredition.Kind.Down) ||
(!bBUY && CPsPrediction.Type == ChartPointsPredition.Kind.Up))
{
DEAL.LooseWaring = true;
dGainLoosePercentage = 85;
}
else if ((!bBUY && CPsPrediction.Type == ChartPointsPredition.Kind.Down) ||
(bBUY && CPsPrediction.Type == ChartPointsPredition.Kind.Up))
{
dGainLoosePercentage = 60;
}
}
if (bBUY)
{
double dPLMax = (double)(dMaxDeal - DEAL.ASK) / onePip;
double dPLNow = (double)(RATE.BID - DEAL.ASK) / onePip;
if (dPLMax > 0 && dPLNow > 0)
{
double dGainPercentage = ((double)(dPLNow + dStartSpread) / (dPLMax + dStartSpread)) * 100;
if (dGainPercentage < dGainLoosePercentage || DEAL.LooseWaring)
{
bLooseWarning = true;
}
}
}
else//sell for bid, buy for ask
{
double dPLMin = (double)(DEAL.BID - dMinDeal) / onePip;
double dPLNow = (double)(DEAL.BID - RATE.ASK) / onePip;
if (dPLMin > 0 && dPLNow > 0)
{
double dGainPercentage = ((double)(dPLNow + dStartSpread) / (dPLMin + dStartSpread)) * 100;
if (dGainPercentage < dGainLoosePercentage || DEAL.LooseWaring)
{
bLooseWarning = true;
}
}
}
if (bLooseWarning)
{
this.CloseDeal(DEAL);
Thread ThrdBeep = new Thread(delegate() { Console.Beep(200, 50); Console.Beep(200, 50); }); ThrdBeep.Start();
}
return;
}
}
}
private void TimrAutoTrader_Tick(object sender, EventArgs e)
{
//if (ThrdAutoTread != null && ThrdAutoTread.IsAlive) return;
List <ChartPointsPredition> LCPsPSimulated = this.LCPsPTestSelected.OrderByDescending(CPsP => CPsP.Resolution).ToList();
if (LCPsPSimulated.Count < 1)
{
return;
}
ChartPointsPredition CPsPBest = null;
List <Deals> LDeals = ODBlotter.GetData;
for (int i = 0; i < LCPsPSimulated.Count; i++)
{
if (!LCPsPSimulated[i].IsActual)
{
continue;
}
//if ((LCPsPSimulated[i].Tendency <= 50 && LCPsPSimulated[i].TendencyToday >= 50) || (LCPsPSimulated[i].Tendency >= 50 && LCPsPSimulated[i].TendencyToday <= 50)) continue;
bool found = false;
for (int i2 = 0; i2 < LDeals.Count; i++)
{
try
{
if (LDeals[i2].PRODUCT == LCPsPSimulated[i].Product)
{
found = true;
break;
}
}
catch
{
found = true;
break;
}
}
if (!found)
{
CPsPBest = LCPsPSimulated[i];
break;
}
}
if (CPsPBest == null)
{
return;
}
string product = CPsPBest.Product;
DateTime DTLastGMT = CPsPBest.DTOriginal.AddMinutes(ABBREVIATIONS.ToMinutes(TimeFrame.ONE_MINUTE));
List <Rates> LRAll = ORBlotter.Archive.Get(product, DTLastGMT);
// double dExecutionDataCount = (double)(ABBREVIATIONS.GreenwichMeanTime - DTLastGMT).TotalSeconds / 5;
if (LRAll == null || LRAll.Count < 7)//dExecutionDataCount)
{
if (LRAll != null)
{
TsslInfo2.Text = "Missing Execution Data "; // +LRAll.Count + " / " + (int)dExecutionDataCount;
}
return;
}
//double dMin = 0, dMax = 0; if (!this.Extrema(product, 60, ref dMin, ref dMax)) return;
//List<ChartPoint> LCPAll = ARCHIVE.GetDATA(TFrame, product, ABBREVIATIONS.GreenwichMeanTime.Date);
//double dTendencyGlobal = ANALYSIS.Tendency(LCPAll, -1, false);
//double dTendencyLoacl = ANALYSIS.Tendency(LCPAll, 15, true);
bool bBUY = false;
if (CPsPBest.Type == ChartPointsPredition.Kind.Up)
{
bBUY = true;
}
int iLRCount = LRAll.Count;
bool bMatch = true;
double dTendencyNow, dTendencyPrev;
if (bBUY)
{
dTendencyPrev = 0;
}
else
{
dTendencyPrev = 100;
}
int iOFFTendencies = 0; int iOKTendencies = 0;
int iSteps = 2;
for (int i = iLRCount - 1; i > 2 && iSteps-- > 0; i /= 2)
{
dTendencyNow = ANALYSIS.Tendency(LRAll, i);
if (bBUY && dTendencyNow < dTendencyPrev)
{
bMatch = false;
break;
}
else if (!bBUY && dTendencyNow > dTendencyPrev)
{
bMatch = false;
break;
}
dTendencyPrev = dTendencyNow;
if ((dTendencyPrev >= 50 && bBUY) || (dTendencyPrev <= 50 && !bBUY))
{
++iOFFTendencies;
}
else
{
++iOKTendencies;
}
}
double dOPRatio = ((double)iOFFTendencies / (iOFFTendencies + iOKTendencies)) * 100;
//if (dOPRatio >= 40) return;
if (!bMatch)
{
return; // && dOPRatio > 40
}
this.Action(product, bBUY);
Thread ThrdBeep = new Thread(delegate() { Console.Beep(250, 100); }); ThrdBeep.Start();
}