// ------------------------------
public override void Reset()
{
base.Reset();
openPosition = 0;
predictorExtremes = null;
predictorMeanRev = null;
Setup(true);
}
public override void Reset()
{
base.Reset();
openPosition = 0;
maximumPrice = 0;
predictorBollingerBands = null;
predictorMeanReverse = 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 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;
maximumPrice = openPos;
predictorBollingerBands = new Data.Predictors.BollingerBands(pair);
predictorMeanReverse = new Data.Predictors.MeanReversion(pair);
TickerChangedEventArgs[] tickers = Data.Store.GetTickerData(pair);
if (tickers == null)
{
throw new Exception("Couldn't build predictor history for " + pair + " - no tickers available");
}
List <TickerChangedEventArgs> tickerList = new List <TickerChangedEventArgs>();
for (int i = 0; i < tickers.Length; i++)
{
tickerList.Add(tickers[i]);
predictorBollingerBands.Recalculate(tickerList.ToArray());
predictorMeanReverse.Recalculate(tickerList.ToArray());
if (i % 100 == 0)
{
Utility.ThreadManager.ReportAlive("LowAlts");
}
}
}
