public decimal chah_price; // хранить шах цены
public Ver_01(string name, StartProgram startProgram) // это конструктор робота
: base(name, startProgram)
{
Load(); // загрузка настроек
old_vol_dv = dola_depa; // стартовая инициализация частей входа берем из файла
TabCreate(BotTabType.Simple); // создание простой вкладки
_vkl = TabsSimple[0];
_vkl.MarketDepthUpdateEvent += _vkl_MarketDepthUpdateEvent; // событие нового стакана
_vkl.PositionNetVolumeChangeEvent += _vkl_PositionNetVolumeChangeEvent; // событие изменения обьема в позиции
_vkl.CandleFinishedEvent += _vkl_CandleFinishedEvent;
_machka = new MovingAverage("Macha", false);
_machka.Lenght = vel_machki;
_machka = (MovingAverage)_vkl.CreateCandleIndicator(_machka, "Prime");
_machka.Save();
}
public MacdRevers(string name, StartProgram startProgram)
: base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab = TabsSimple[0];
_macd = IndicatorsFactory.CreateIndicatorByName("MACD", name + "MacdArea", false);
_macd = (Aindicator)_tab.CreateCandleIndicator(_macd, "MacdArea");
_macd.Save();
Regime = CreateParameter("Regime", "Off", new[] { "Off", "On", "OnlyLong", "OnlyShort", "OnlyClosePosition" });
Volume = CreateParameter("Volume", 1, 1.0m, 50, 4);
Slippage = CreateParameter("Slippage", 0, 0, 20, 1);
_tab.CandleFinishedEvent += Strateg_CandleFinishedEvent;
}
/// <summary>
/// конструктор
/// </summary>
public MarketMakerBot(string name, StartProgram startProgram)
: base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab = TabsSimple[0];
Regime = BotTradeRegime.On;
PersentToSpreadLines = 0.5m;
Volume = 1;
Load();
_tab.CandleFinishedEvent += Strateg_CandleFinishedEvent;
DeleteEvent += Strategy_DeleteEvent;
}
public decimal _min_lot; // поле хранящее величину минимального лота для биржи
public MyBlanks(string name, StartProgram startProgram) : base(name, startProgram) // конструктор робота тут
{
// инициализация переменных и параметров
price = 1;
_kom = 0;
kvot_val = CreateParameter("КвотВалюта-Инструмент", "USDT");
tovar_val = CreateParameter("Базовая Валюта-Товар", "BTC");
komis_birgi = CreateParameter("КОМ биржи в %", 0.2m, 0, 0.1m, 0.1m);
TabCreate(BotTabType.Simple); // создание простой вкладки
_tab = TabsSimple[0]; // записываем первую вкладку в поле
_tab.MarketDepthUpdateEvent += _tab_MarketDepthUpdateEvent;
}
/// <summary>
/// конструктор
/// </summary>
public ClusterCountertrend(string name, StartProgram startProgram)
: base(name, startProgram)
{
//создание вкладку для торговли
TabCreate(BotTabType.Simple);
_tabToTrade = TabsSimple[0];
_tabToTrade.CandleFinishedEvent += _tabToTrade_CandleFinishedEvent;
// создаём вкдалку для кластера
TabCreate(BotTabType.Cluster);
_tabCluster = TabsCluster[0];
Regime = CreateParameter("Regime", "Off", new[] { "Off", "On" });
Volume = CreateParameter("Volume", 1, 1.0m, 50, 1);
BackLook = CreateParameter("Back Look", 1, 1, 10, 1);
}
// service / сервис
/// <summary>
/// constructor
/// конструктор
/// </summary>
/// <param name="nameBot">uid / имя робота</param>
/// <param name="startProgram">the program that launched the class / программа которая запустила класс</param>
public RiskManager(string nameBot, StartProgram startProgram)
{
_startProgram = startProgram;
_name = nameBot + "RiskManager";
MaxDrowDownToDayPersent = 1;
Load();
if (_startProgram != StartProgram.IsOsOptimizer)
{
if (Watcher == null)
{
Activate();
}
RiskManagersToCheck.Add(this);
}
}
public TimeOfDayBot(string name, StartProgram startProgram)
: base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab = TabsSimple[0];
Regime = CreateParameter("Regime", "Off", new[] { "Off", "Buy", "Sell" });
Volume = CreateParameter("Volume", 3, 1.0m, 50, 4);
Slippage = CreateParameter("Slippage", 0, 0, 20m, 0.1m);
TimeToInter = CreateParameterTimeOfDay("Time to Inter", 10, 0, 1, 0);
Stop = CreateParameter("Stop", 1, 1.0m, 10, 0.1m);
Profit = CreateParameter("Profit", 1, 1.0m, 10, 0.1m);
_tab.NewTickEvent += TabOnNewTickEvent;
_tab.PositionOpeningSuccesEvent += TabOnPositionOpeningSuccesEvent;
}
public void TestCalendarSystemTestForth()
{
var output = new StringWriter();
var input = new StringReader(
@"AddEvent 2011-11-11T11:11:22 | party Viki | home
AddEvent 2011-11-11T11:11:22 | party Viki
AddEvent 2011-11-11T11:11:55 | party Viki | home
AddEvent 2011-11-11T11:11:33 | party Viki
AddEvent 2011-11-11T11:11:11 | party Viki | home
AddEvent 2011-11-11T11:11:44 | party Viki
AddEvent 2011-11-11T11:11:55 | party Viki
AddEvent 2011-11-11T11:11:33 | party Viki | home
AddEvent 2011-11-11T11:11:11 | party Viki
AddEvent 2011-11-11T11:11:44 | party Viki | home
ListEvents 2011-11-11T11:11:22 | 5
End");
string expected = @"Event added
Event added
Event added
Event added
Event added
Event added
Event added
Event added
Event added
Event added
2011-11-11T11:11:22 | party Viki
2011-11-11T11:11:22 | party Viki | home
2011-11-11T11:11:33 | party Viki
2011-11-11T11:11:33 | party Viki | home
2011-11-11T11:11:44 | party Viki
";
using (output)
{
using (input)
{
Console.SetIn(input);
Console.SetOut(output);
StartProgram.Main();
string actual = output.ToString();
Assert.AreEqual(expected, actual);
}
}
}
public event Action <MarketFaze> MarketFazeChangeEvent; // событие изменения фазы рынка
#endregion
/// <summary>
/// Конструктор класса робота
/// </summary>
/// <param name="name">имя робота</param>
/// <param name="startProgram">программа, которая запустила робота</param>
public OneLegArbitrageMy(string name, StartProgram startProgram) : base(name, startProgram)
{
//Запоминаем имя программы, которая запустила бота
//Это может быть тестер, оптимизатор, терминал
_startProgram = startProgram;
//Создаем вкладки бота
TabCreate(BotTabType.Simple);
TabCreate(BotTabType.Index);
_tabSec = TabsSimple[0];
_tabIndex = TabsIndex[0];
// создаем настроечные параметры робота
LenghtMa = CreateParameter("Lenght MA", 100, 50, 200, 10);
LenghtBollinger = CreateParameter("Lenght Bollinger", 100, 50, 200, 10);
DeviationBollinger = CreateParameter("Deviation Bollinger", 1, 0.5m, 2.5m, 0.5m);
LenghtAtr = CreateParameter("Lenght ATR", 20, 20, 100, 10);
MultiplyAtr = CreateParameter("Multiplay ATR", 1, 1, 5, 0.5m);
// cоздаем индикаторы
_ma = new MovingAverage(name + "MA", false);
_ma = (MovingAverage)_tabIndex.CreateCandleIndicator(_ma, "Prime");
_ma.Lenght = LenghtMa.ValueInt;
_ma.Save();
_bollinger = new Bollinger(name + "Bollinger", false);
_bollinger = (Bollinger)_tabIndex.CreateCandleIndicator(_bollinger, "Prime");
_bollinger.Lenght = LenghtBollinger.ValueInt;
_bollinger.Deviation = DeviationBollinger.ValueDecimal;
_bollinger.Save();
_atr = new Atr(name + "ATR", false);
_atr = (Atr)_tabIndex.CreateCandleIndicator(_atr, "Second");
_atr.Lenght = LenghtAtr.ValueInt;
_atr.Save();
// загружаем настроечные параметры робота
Load();
// подписываемся на события
_tabIndex.SpreadChangeEvent += TabIndex_SpreadChangeEvent;
_tabSec.CandleFinishedEvent += TabSec_CandleFinishedEvent;
ParametrsChangeByUser += OneLegArbitrage_ParametrsChangeByUser;
DeleteEvent += OneLegArbitrage_DeleteEvent;
//todo доработать OneLegArbitrage_DeleteEvent, чтобы удалялись все файлы робота
}
public EnvelopFlatBitmex(string name, StartProgram startProgram) : base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab = TabsSimple[0];
_tab.CandleFinishedEvent += _tab_CandleFinishedEvent;
_tab.PositionOpeningSuccesEvent += _tab_PositionOpeningSuccesEvent;
_tab.PositionClosingSuccesEvent += _tab_PositionClosingSuccesEvent;
_envelop = new Envelops(name + "Envelop", false);
_envelop = (Envelops)_tab.CreateCandleIndicator(_envelop, "Prime");
_envelop.Save();
this.ParametrsChangeByUser += EnvelopTrendBitmex_ParametrsChangeByUser;
Regime = CreateParameter("Regime", "Off", new[] { "Off", "On" });
Slippage = CreateParameter("Slippage", 0, 0, 20, 1);
Volume = CreateParameter("Volume", 0.1m, 0.1m, 50, 0.1m);
EnvelopDeviation = CreateParameter("Envelop Deviation", 0.3m, 0.3m, 4, 0.1m);
EnvelopMovingLength = CreateParameter("Envelop Moving Length", 10, 10, 200, 5);
TrailStop = CreateParameter("Trail Stop", 0.1m, 0m, 5, 0.1m);
MinProfitTraling = CreateParameter("Минимальный профит для трэйлинга", 0.2m, 0.2m, 2, 0.1m);
leverage = CreateParameter("Маржинальное плечо", 0.1m, 0.1m, 10, 0.1m);
MaxStop = CreateParameter("MaxStop", 1, 1, 10, 0.1m);
isContract = CreateParameter("Торгуем контрактами", false);
DepoCurrency = CreateParameter("DepoCurrency", "Currency2", new[] { "Currency1", "Currency2" });
VolMaFast = new MovingAverage(name + "VolMaFast", false)
{
ColorBase = System.Drawing.Color.Yellow, Lenght = 10, TypePointsToSearch = PriceTypePoints.Volume
};
VolMaFast = (MovingAverage)_tab.CreateCandleIndicator(VolMaFast, "New1");
VolMaFast.Lenght = (int)(EnvelopMovingLength.ValueInt);
VolMaFast.Save();
VolMaSlow = new MovingAverage(name + "VolMaSlow", false)
{
ColorBase = System.Drawing.Color.Green, TypePointsToSearch = PriceTypePoints.Volume
};
VolMaSlow = (MovingAverage)_tab.CreateCandleIndicator(VolMaSlow, "New1");
VolMaSlow.Lenght = (int)(VolMaFast.Lenght * 10);
VolMaSlow.Save();
_envelop.Deviation = EnvelopDeviation.ValueDecimal;
_envelop.MovingAverage.Lenght = EnvelopMovingLength.ValueInt;
CanTrade = false;
}
/// <summary>
/// constructor
/// конструктор
/// </summary>
public PositionUi(Position position, StartProgram startProgram)
{
_startProgramm = startProgram;
_position = position;
InitializeComponent();
CreateMainTable();
CreateOrdersTable();
CreateTradeTable();
RePaint();
Title = OsLocalization.Entity.TitlePositionUi + " " + _position.Number;
PositionLabel1.Content = OsLocalization.Entity.PositionLabel1;
PositionLabel2.Content = OsLocalization.Entity.PositionLabel2;
PositionLabel3.Content = OsLocalization.Entity.PositionLabel3;
SaveChangesButton.Content = OsLocalization.Entity.PositionLabel4;
}
/// <summary>
/// Конструктор класса робота
/// </summary>
/// <param name="name">Имя робота</param>
/// <param name="startProgram">Имя программы, запустившей робота</param>
public PairArbitrage(string name, StartProgram startProgram) : base(name, startProgram)
{
// сохраняем программу, которая запустила робота
// это может быть тестер, оптимизатор, терминал
_startProgram = StartProgram;
// создаем вкладки
TabCreate(BotTabType.Simple);
TabCreate(BotTabType.Simple);
TabCreate(BotTabType.Index);
_tab1 = TabsSimple[0];
_tab2 = TabsSimple[1];
_tabIndex = TabsIndex[0];
// создаем оптимизируемые параметры
LenghtMA = CreateParameter("LenghtMA", 60, 60, 200, 20);
LenghtIvashovMA = CreateParameter("LenghtIvashovMA", 100, 60, 200, 20);
LenghtIvashovAverage = CreateParameter("LenghtIvashovAverage", 100, 60, 200, 20);
Multiply = CreateParameter("Multiply", 1.0m, 0.6m, 2, 0.2m);
// создаем индикаторы
_ma = new MovingAverage(name + "ma", false);
_ma = (MovingAverage)_tabIndex.CreateCandleIndicator(_ma, "Prime");
_ma.Lenght = LenghtMA.ValueInt;
_ma.Save();
_ivashov = new IvashovRange(name + "ivashov", false);
_ivashov = (IvashovRange)_tabIndex.CreateCandleIndicator(_ivashov, "Second");
_ivashov.LenghtAverage = LenghtIvashovAverage.ValueInt;
_ivashov.LenghtMa = LenghtIvashovMA.ValueInt;
_ivashov.Save();
// загружаем настроечные параметры бота
Load();
// подписка на событие обновление индекса
_tabIndex.SpreadChangeEvent += _tabIndex_SpreadChangeEvent;
// подписка на событие успешного открытия сделки по вкладкам
_tab1.PositionOpeningSuccesEvent += _tab1_PositionOpeningSuccesEvent;
_tab2.PositionOpeningSuccesEvent += _tab2_PositionOpeningSuccesEvent;
// подписка на сервисные события
ParametrsChangeByUser += PairArbitrage_ParametrsChangeByUser;
DeleteEvent += Strategy_DeleteEvent;
}
public SmaScreener(string name, StartProgram startProgram) : base(name, startProgram)
{
TabCreate(BotTabType.Screener);
_screenerTab = TabsScreener[0];
_screenerTab.NewTabCreateEvent += _screenerTab_NewTabCreateEvent;
_screenerTab.CreateCandleIndicator(1, "Sma", new List <string>()
{
"100"
}, "Prime");
Regime = CreateParameter("Regime", "Off", new[] { "Off", "On" });
Slippage = CreateParameter("Slippage", 0, 0, 20, 1);
Volume = CreateParameter("Volume", 0.1m, 0.1m, 50, 0.1m);
TrailStop = CreateParameter("Trail Stop", 0.7m, 0.5m, 5, 0.1m);
CandlesLookBack = CreateParameter("Candles Look Back count", 10, 5, 100, 1);
}
public FractialMA_work(string name, StartProgram startProgram)
: base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab = TabsSimple[0];
_pc = new PriceChannel(name + "PriceChannel", false)
{
LenghtUpLine = 3, LenghtDownLine = 3, ColorUp = Color.DodgerBlue, ColorDown = Color.DarkRed
};
_atr = new Atr(name + "ATR", false)
{
Lenght = 14, ColorBase = Color.DodgerBlue,
};
_pc.Save();
_atr.Save();
_tab.CandleFinishedEvent += Strateg_CandleFinishedEvent;
_tab.PositionOpeningSuccesEvent += Strateg_PositionOpen;
_tab.PositionOpeningFailEvent += Strateg_PositionOpeningFailEvent;
_tab.PositionClosingSuccesEvent += Strateg_PositionClosingSuccesEvent;
Regime = CreateParameter("Regime", "Off", new[] { "Off", "On", "OnlyClosePosition", "OnlyShort", "OnlyLong" });
Slipage = CreateParameter("Slipage", 0m, 0m, 20, 0.1m);
VolumeFix1 = CreateParameter("VolumeFix1", 0m, 0.01m, 20, 0.01m);
VolumeFix2 = CreateParameter("VolumeFix2", 0m, 0.01m, 20, 0.01m);
LengthAtr = CreateParameter("LengthAtr", 14, 0, 200, 1);
LengthUp = CreateParameter("LengthUp", 3, 0, 200, 1);
LengthDown = CreateParameter("LengthDown", 3, 0, 200, 1);
//Slipage = 10;
//VolumeFix1 = 1;
//VolumeFix2 = 1;
//LengthAtr = 14;
KofAtr = 0.5m;
//LengthUp = 3;
//LengthDown = 3;
DeleteEvent += Strategy_DeleteEvent;
Thread closerThread = new Thread(CloseFailPosition);
closerThread.IsBackground = true;
closerThread.Start();
}
public void CreateNewBots(List <string> botsName, string botType, bool isScript, StartProgram startProgramm)
{
_botType = botType;
for (int i = 0; i < _botsToStart.Count; i++)
{
List <string> names = _botsToStart[i];
for (int i2 = i; i2 < botsName.Count; i2 += _botsToStart.Count)
{
names.Add(botsName[i2]);
}
}
_isScript = isScript;
_startProgramm = startProgramm;
}
public OsTraderMaster(StartProgram startProgram, WindowsFormsHost hostLogPrime)
{
NumberGen.GetNumberOrder(startProgram);
_startProgram = startProgram;
if (_startProgram == StartProgram.IsTester)
{
_typeWorkKeeper = ConnectorWorkType.Tester;
((TesterServer)ServerMaster.GetServers()[0]).TestingStartEvent += StrategyKeeper_TestingStartEvent;
((TesterServer)ServerMaster.GetServers()[0]).TestingFastEvent += StrategyKeeper_TestingFastEvent;
((TesterServer)ServerMaster.GetServers()[0]).TestingEndEvent += StrategyKeeper_TestingEndEvent;
}
if (_startProgram != StartProgram.IsTester)
{
ServerMaster.ActivateAutoConnection();
}
ServerMaster.LogMessageEvent += SendNewLogMessage;
_riskManager = new RiskManager.RiskManager("GlobalRiskManager", _startProgram);
_riskManager.RiskManagerAlarmEvent += _riskManager_RiskManagerAlarmEvent;
_riskManager.LogMessageEvent += SendNewLogMessage;
_globalController = new GlobalPosition(_hostAllDeals, _startProgram);
_globalController.LogMessageEvent += SendNewLogMessage;
_log = new Log("Prime", _startProgram);
_log.StartPaint(hostLogPrime);
_log.Listen(this);
_hostLogPrime = hostLogPrime;
SendNewLogMessage(OsLocalization.Trader.Label1, LogMessageType.User);
Load();
_tabBotNames.SelectionChanged += _tabBotControl_SelectionChanged;
ReloadRiskJournals();
_globalController.StartPaint();
Master = this;
if (_startProgram == StartProgram.IsOsTrader && PrimeSettingsMaster.AutoStartApi)
{
ApiMaster = new AdminApiMaster(Master);
}
}
// service
// сервис
/// <summary>
/// constructor
/// конструктор
/// </summary>
/// <param name="name">robot name/имя робота</param>
/// <param name="startProgram">program requesting the creation of a log/программа запрашивающая создание журнала</param>
public Journal(string name, StartProgram startProgram)
{
Name = name;
try
{
_positionController = new PositionController(name, startProgram);
_positionController.PositionStateChangeEvent += _positionController_DealStateChangeEvent;
_positionController.PositionNetVolumeChangeEvent += _positionController_PositionNetVolumeChangeEvent;
_positionController.UserSelectActionEvent += _positionController_UserSelectActionEvent;
_positionController.LogMessageEvent += SendNewLogMessage;
}
catch (Exception error)
{
SendNewLogMessage(error.ToString(), LogMessageType.Error);
}
}
public ArbitrageFutures(string name, StartProgram startProgram)
: base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab1 = TabsSimple[0];
TabCreate(BotTabType.Simple);
_tab2 = TabsSimple[1];
_tab1.PositionClosingSuccesEvent += PositionClosingSuccesEvent;
_tab2.PositionClosingSuccesEvent += PositionClosingSuccesEvent;
Analiser = new MarketDepthSpreadAnaliserArb();
Analiser.addTab(_tab1);
Analiser.addTab(_tab2);
Analiser.SpreadChangeEvent += Analiser_SpreadChangeEvent;
Analiser.ProfitChangeEvent += Analiser_ProfitChangeEvent;
Regime = CreateParameter("Regime", "Off", new[] { "Off", "On", "OnlyClosePosition" });
minSpread = CreateParameter("minSpread", 0.5m, 0.1m, 3, 0.05m);
minSpreadAdd = CreateParameter("Добирать при расхождении", 0.5m, 0.1m, 3, 0.05m);
minProfit = CreateParameter("minProfit", 0.5m, 0.1m, 3, 0.05m);
Slippage = CreateParameter("Slipage", 0, 0, 20, 1);
MaxTrade = CreateParameter("MaxTrade", 4, 1, 5, 1);
_CountTrade = CreateParameter("Открыто доборов", 0, 0, 5, 1);
leverage = CreateParameter("Маржинальное плечо", 1m, 1m, 10, 0.1m);
isContract = CreateParameter("Торгуем контрактами", false);
autoCanselTrades = CreateParameter("Принудительно закрывать по времени", true);
DepoCurrency1 = CreateParameter("Валюта 1", "Currency2", new[] { "Currency1", "Currency2" });
DepoCurrency2 = CreateParameter("Валюта 2", "Currency2", new[] { "Currency1", "Currency2" });
divider1 = CreateParameter("Размер 1 контр.", 1m, 1m, 100, 1);
divider2 = CreateParameter("Размер 2 контр.", 1m, 1m, 100, 1);
ParametrsChangeByUser += ArbitrageIndex_ParametrsChangeByUser;
Thread worker = new Thread(LogicError);
worker.IsBackground = true;
worker.Start();
}
/// <summary>
/// create order /
/// создать ордер
/// </summary>
public Order CreateOrder(
Side direction, decimal priceOrder, decimal volume,
OrderPriceType priceType, TimeSpan timeLife, StartProgram startProgram,
OrderPositionConditionType positionConditionType)
{
Order newOrder = new Order();
newOrder.NumberUser = NumberGen.GetNumberOrder(startProgram);
newOrder.Side = direction;
newOrder.Price = priceOrder;
newOrder.Volume = volume;
newOrder.TypeOrder = priceType;
newOrder.LifeTime = timeLife;
newOrder.PositionConditionType = positionConditionType;
return(newOrder);
}
public BotCreateUi(List <string> botsIncluded, List <string> botsFromScript, StartProgram startProgram)
{
InitializeComponent();
for (int i = 0; i < botsIncluded.Count; i++)
{
for (int i2 = 0; i2 < botsFromScript.Count; i2++)
{
if (botsIncluded[i].Equals(botsFromScript[i2]))
{
botsIncluded.RemoveAt(i);
i--;
break;
}
}
}
_botsIncluded = botsIncluded;
_botsFromScript = botsFromScript;
if (startProgram == StartProgram.IsOsTrader)
{
TextBoxName.Text = "MyNewBot";
}
else if (startProgram == StartProgram.IsOsOptimizer)
{
TextBoxName.Text = "No name";
TextBoxName.IsEnabled = false;
}
Title = OsLocalization.Trader.Label59;
LabelName.Content = OsLocalization.Trader.Label61;
ButtonAccept.Content = OsLocalization.Trader.Label17;
_gridIncludeBots = GetDataGridView();
HostNamesIncludedBots.Child = _gridIncludeBots;
_gridScriptBots = GetDataGridView();
HostNamesScriptBots.Child = _gridScriptBots;
UpdateGrids();
ItemInclude.Header = OsLocalization.Charts.Label6;
ItemScript.Header = OsLocalization.Charts.Label7;
}
public EnvelopCountertrend(string name, StartProgram startProgram) : base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab = TabsSimple[0];
_tab.CandleFinishedEvent += _tab_CandleFinishedEvent;
_tab.PositionOpeningSuccesEvent += _tab_PositionOpeningSuccesEvent;
_tab.PositionClosingSuccesEvent += _tab_PositionClosingSuccesEvent;
this.ParametrsChangeByUser += EnvelopCountertrend_ParametrsChangeByUser;
Regime = CreateParameter("Regime", "Off", new[] { "Off", "On", "OnlyClosePosition", "OnlyShort", "OnlyLong" });
Slippage = CreateParameter("Slippage", 0, 0, 20, 1);
EnvelopDeviation = CreateParameter("Envelop Deviation", 0.3m, 5m, 10, 0.3m);
EnvelopMovingLength = CreateParameter("Envelop Moving Length", 10, 5, 200, 5);
leverage = CreateParameter("Маржинальное плечо", 1m, 1m, 10, 0.1m);
DepoCurrency = CreateParameter("DepoCurrency", "Currency2", new[] { "Currency1", "Currency2" });
isContract = CreateParameter("Торгуем контрактами", false);
MaxStop = CreateParameter("MaxStop", 1, 25, 30, 0.1m);
SmaLength = CreateParameter("SmaLength", 10, 5, 150, 2);
VolumeDecimals = CreateParameter("Volume Decimals", 0, 0, 20, 1);
MinVolume = CreateParameter("MinVolume", 1, 1, 10000, 0.0001m);
MaxPosition = CreateParameter("Макс. открытых позиций", 1, 1, 10, 1);
_sma = new MovingAverage(name + "_sma", false);
_sma = (MovingAverage)_tab.CreateCandleIndicator(_sma, "Prime");
_sma.Lenght = SmaLength.ValueInt;
_sma.Save();
_envelop = new Envelops(name + "Envelop", false);
_envelop = (Envelops)_tab.CreateCandleIndicator(_envelop, "Prime");
_envelop.Deviation = EnvelopDeviation.ValueDecimal;
_envelop.MovingAverage.Lenght = EnvelopMovingLength.ValueInt;
_envelop.Save();
DeleteEvent += Strategy_DeleteEvent;
Thread worker = new Thread(Logic);
worker.IsBackground = true;
worker.Start();
}
public TimeFrameBuilder(string name, StartProgram startProgram)
{
_name = name;
_candleCreateType = CandleMarketDataType.Tick;
_seriesCreateMethodType = CandleCreateMethodType.Simple;
TimeFrame = TimeFrame.Min1;
TradeCount = 100;
_volumeToCloseCandleInVolumeType = 1000;
_rencoPunktsToCloseCandleInRencoType = 100;
_deltaPeriods = 1000;
if (startProgram != StartProgram.IsOsOptimizer)
{
Load();
_canSave = true;
}
}
public MyTest(string name, StartProgram startProgram) : base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab = TabsSimple[0];
_tab.CandleFinishedEvent += _tab_CandleFinishedEvent;
_tab.PositionOpeningSuccesEvent += _tab_PositionOpeningSuccesEvent;
Regime = CreateParameter("Regime", "Off", new[] { "Off", "On" });
Slippage = CreateParameter("Slippage %", 0, 0, 100, 0.1m);
Volume = CreateParameter("Volume", 0.1m, 0.1m, 50, 0.1m);
EnvelopDeviation = CreateParameter("Envelop Deviation", 0.3m, 0.2m, 10, 0.1m);
EnvelopMovingLength = CreateParameter("Envelop Moving Length", 40, 10, 200, 5);
TrailStop = CreateParameter("Trail Stop %", 1, 0.1m, 100, 0.1m);
_sma = new LinearRegressionCurve(name + "LRC1", false);
_sma = (LinearRegressionCurve)_tab.CreateCandleIndicator(_sma, "Prime");
_sma.Lenght = 8;
_sma.Save();
_envelop1 = new Envelops(name + "Envelop1", false);
_envelop1 = (Envelops)_tab.CreateCandleIndicator(_envelop1, "Prime");
_envelop1.Save();
_envelop2 = new Envelops(name + "Envelop2", false);
_envelop2 = (Envelops)_tab.CreateCandleIndicator(_envelop2, "Prime");
_envelop2.Save();
_envelop3 = new Envelops(name + "Envelop3", false);
_envelop3 = (Envelops)_tab.CreateCandleIndicator(_envelop3, "Prime");
_envelop3.Save();
_envelop1.Deviation = EnvelopDeviation.ValueDecimal;
_envelop1.MovingAverage.Lenght = EnvelopMovingLength.ValueInt;
//_envelop1.ColorUp = Color.Red;
_envelop2.Deviation = EnvelopDeviation.ValueDecimal * 2m;
_envelop2.MovingAverage.Lenght = EnvelopMovingLength.ValueInt;
_envelop3.Deviation = EnvelopDeviation.ValueDecimal * 3m;
_envelop3.MovingAverage.Lenght = EnvelopMovingLength.ValueInt;
ParametrsChangeByUser += MyTest_ParametrsChangeByUser;
}
public MovingChanelFlat(string name, StartProgram startProgram) : base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab = TabsSimple[0];
_tab.CandleFinishedEvent += _tab_CandleFinishedEvent;
_tab.PositionOpeningSuccesEvent += _tab_PositionOpeningSuccesEvent;
_tab.PositionClosingSuccesEvent += _tab_PositionClosingSuccesEvent;
_movingChanel = new MovingChanel(name + "MovingChanel", false);
_movingChanel = (MovingChanel)_tab.CreateCandleIndicator(_movingChanel, "Prime");
_movingChanel.Save();
this.ParametrsChangeByUser += _ParametrsChangeByUser;
Regime = CreateParameter("Regime", "Off", new[] { "Off", "On" });
Slippage = CreateParameter("Slippage", 0, 0, 20, 1);
Volume = CreateParameter("Volume", 0.1m, 0.1m, 50, 0.1m);
MovingChanelDeviation = CreateParameter("MovingChanel Deviation", 3m, 1m, 300, 10m);
MovingChanelMovingLength = CreateParameter("MovingChanel Moving Length", 9, 3, 300, 1);
TrailStop = CreateParameter("Trail Stop", 0.1m, 0m, 5, 0.1m);
TralingMaLenth = CreateParameter("Размр скользящей трэлинга", 1, 1, 100, 1);
MinProfitTraling = CreateParameter("Минимальный профит для трэйлинга", 0.2m, 0.2m, 2, 0.1m);
leverage = CreateParameter("Маржинальное плечо", 0.1m, 0.1m, 10, 0.1m);
MaxStop = CreateParameter("MaxStop", 0.1m, 0.1m, 10, 0.1m);
isContract = CreateParameter("Торгуем контрактами", false);
DepoCurrency = CreateParameter("DepoCurrency", "Currency2", new[] { "Currency1", "Currency2" });
_movingChanel.Deviation = MovingChanelDeviation.ValueDecimal;
_movingChanel.MaLenth = MovingChanelMovingLength.ValueInt;
TabCreate(BotTabType.Simple);
_tabFast = TabsSimple[1];
_tabFast.CandleFinishedEvent += _tabFast_CandleFinishedEvent;
TralingMA = new MovingAverage(name + "TralingMA", false);
TralingMA = (MovingAverage)_tabFast.CreateCandleIndicator(TralingMA, "Prime");
TralingMA.Lenght = TralingMaLenth.ValueInt;
TralingMA.Save();
TrendCandleCount = 24;
CanTrade = false;
}
public BotManualControl(string name, BotTabSimple botTab, StartProgram startProgram)
{
_name = name;
_startProgram = startProgram;
StopIsOn = false;
StopDistance = 30;
StopSlipage = 5;
ProfitIsOn = false;
ProfitDistance = 30;
ProfitSlipage = 5;
DoubleExitIsOn = true;
DoubleExitSlipage = 10;
SecondToOpenIsOn = true;
SecondToOpen = new TimeSpan(0, 0, 0, 50);
SecondToCloseIsOn = true;
SecondToClose = new TimeSpan(0, 0, 0, 50);
SetbackToOpenIsOn = false;
SetbackToOpenPosition = 10;
SetbackToCloseIsOn = false;
SetbackToClosePosition = 10;
if (Load() == false)
{
Save();
}
_botTab = botTab;
if (_startProgram != StartProgram.IsTester)
{
if (Watcher == null)
{
Activate();
}
TabsToCheck.Add(this);
}
}
public RsiTrade(string name, StartProgram startProgram)
: base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab = TabsSimple[0];
_rsi = IndicatorsFactory.CreateIndicatorByName("RSI", name + "RSI", false);
_rsi = (Aindicator)_tab.CreateCandleIndicator(_rsi, "RsiArea");
Upline = new LineHorisontal("upline", "RsiArea", false)
{
Color = Color.Green,
Value = 0,
};
_tab.SetChartElement(Upline);
Downline = new LineHorisontal("downline", "RsiArea", false)
{
Color = Color.Yellow,
Value = 0
};
_tab.SetChartElement(Downline);
Regime = CreateParameter("Regime", "Off", new[] { "Off", "On", "OnlyLong", "OnlyShort", "OnlyClosePosition" });
Volume = CreateParameter("Volume", 1, 1.0m, 50, 4);
Slippage = CreateParameter("Slippage", 0, 0, 20, 1);
RsiLength = CreateParameter("Rsi Length", 20, 10, 40, 2);
UpLineValue = CreateParameter("Up Line Value", 65, 60.0m, 90, 0.5m);
DownLineValue = CreateParameter("Down Line Value", 35, 10.0m, 40, 0.5m);
_rsi.ParametersDigit[0].Value = RsiLength.ValueInt;
_rsi.Save();
Upline.Value = UpLineValue.ValueDecimal;
Downline.Value = DownLineValue.ValueDecimal;
Upline.TimeEnd = DateTime.Now;
Downline.TimeEnd = DateTime.Now;
_tab.CandleFinishedEvent += Strateg_CandleFinishedEvent;
DeleteEvent += Strategy_DeleteEvent;
ParametrsChangeByUser += Event_ParametrsChangeByUser;
}
/// <summary>
/// constructor
/// конструктор
/// </summary>
/// <param name="allPositionHost">the host on which we will draw the date grid / хост на который будем рисовать дата грид</param>
/// <param name="startProgram">program running class / программа запустившая класс</param>
public GlobalPosition(WindowsFormsHost allPositionHost, StartProgram startProgram)
{
_startProgram = startProgram;
_host = allPositionHost;
_grid = CreateNewTable();
_host.Child = _grid;
_host.Child.Show();
if (Watcher == null)
{
Watcher = new Thread(WatcherHome);
Watcher.IsBackground = true;
Watcher.Name = "GlobalPositionThread";
Watcher.Start();
}
}
/// <summary>
/// create position /
/// создать сделку
/// </summary>
public Position CreatePosition(string botName, Side direction, decimal priceOrder, decimal volume, OrderPriceType priceType, TimeSpan timeLife,
Security security, Portfolio portfolio, StartProgram startProgram)
{
Position newDeal = new Position();
newDeal.Number = NumberGen.GetNumberDeal(startProgram);
newDeal.Direction = direction;
newDeal.State = PositionStateType.Opening;
newDeal.AddNewOpenOrder(CreateOrder(direction, priceOrder, volume, priceType, timeLife, startProgram, OrderPositionConditionType.Open));
newDeal.NameBot = botName;
newDeal.Lots = security.Lot;
newDeal.PriceStepCost = security.PriceStepCost;
newDeal.PriceStep = security.PriceStep;
newDeal.PortfolioValueOnOpenPosition = portfolio.ValueCurrent;
return(newDeal);
}
public OneLegArbitrage(string name, StartProgram startProgram)
: base(name, startProgram)
{
TabCreate(BotTabType.Index);
_tab1 = TabsIndex[0];
Regime = CreateParameter("Regime", "Off", new[] { "Off", "On", "OnlyLong", "OnlyShort", "OnlyClosePosition" });
Volume = CreateParameter("Volume", 3, 1.0m, 50, 4);
Slippage = CreateParameter("Slipage", 0, 0, 20, 1);
_ma = IndicatorsFactory.CreateIndicatorByName("Sma", name + "MovingAverage", false);
_ma = (Aindicator)_tab1.CreateCandleIndicator(_ma, "Prime");
_ma.Save();
TabCreate(BotTabType.Simple);
_tab2 = TabsSimple[0];
_tab2.CandleFinishedEvent += Strateg_CandleFinishedEvent;
}
public ParabolicSarTrade(string name, StartProgram startProgram)
: base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab = TabsSimple[0];
_sar = new ParabolicSaR(name + "Prime", false);
_sar = (ParabolicSaR)_tab.CreateCandleIndicator(_sar, "Prime");
_sar.Save();
_tab.CandleFinishedEvent += Strateg_CandleFinishedEvent;
Slipage = 0;
VolumeFix = 1;
Load();
DeleteEvent += Strategy_DeleteEvent;
}
public virtual IEnumerator<ITask> StartLegoProgramHandler(StartProgram startLegoProgram)
{
yield return Arbiter.Choice(_legoBrickPort.SendNxtCommand(
new nxtcmd.LegoStartProgram(startLegoProgram.Body.Program)),
delegate(nxtcmd.LegoResponse ok)
{
startLegoProgram.ResponsePort.Post(DefaultSubmitResponseType.Instance);
},
delegate(Fault fault)
{
startLegoProgram.ResponsePort.Post(fault);
});
yield break;
}
