// Aggressive buy:
// 1) If three or more DECs in a row, buy 20 % extra
// 2) If two or more DECs in a row, buy 10 % extra
// Defensive sell:
// 3) If four of last changes were INCs, sell 10 % of owned
// 4) If three of last changes were INCs, sell 5 % of owned
public void Trade(IStockTrader trader, int index, List <double> quotes)
{
double quote = quotes[index];
StockQuoteHistory sqHist = StockQuoteAnalyser.Analyse(quotes, index, HistoryLength);
if (StratsLib.TryBuyOnDecStreak(trader, sqHist, quote, 3, 5))
{
return;
}
if (StratsLib.TryBuyOnDecStreak(trader, sqHist, quote, 2, 10))
{
return;
}
if (StratsLib.TrySellOnMultiInc(trader, sqHist, quote, 4, 10))
{
return;
}
StratsLib.TrySellOnMultiInc(trader, sqHist, quote, 3, 20);
}
/// <summary>
/// This is the specific implementation of the four (currently) existing
/// trade strategies, found by combining aggressive/defensive strategies
/// for buying/selling. NB: The "quality" of the strategies as such is not
/// of importance here :-).
/// </summary>
protected override void Trade(int index, List <double> quotes)
{
int histLength = 5; // All strategies look five quotes back.
double quote = quotes[index];
StockQuoteHistory sqHist = StockQuoteAnalyser.Analyse(quotes, index, histLength);
// Aggressive buy:
// 1) If three or more DECs in a row, buy 20 % extra
// 2) If two or more DECs in a row, buy 10 % extra
// Aggressive sell:
// 3) If three or more INCs in a row, sell 20 % of owned
// 4) If two or more INCs in a row, sell 10 % of owned
if (AggrBuy && AggrSell)
{
if (sqHist.DecStreak >= 3)
{
TryToBuyStock(NoOfStocks / 5, quote);
}
else if (sqHist.DecStreak >= 2)
{
TryToBuyStock(NoOfStocks / 10, quote);
}
else if (sqHist.IncStreak >= 3)
{
TryToSellStock(NoOfStocks / 5, quote);
}
else if (sqHist.IncStreak >= 2)
{
TryToSellStock(NoOfStocks / 10, quote);
}
}
// Defensive buy:
// 1) If four of last changes were DECs, buy 10 % extra
// 2) If three of last changes were DECs, buy 5 % extra
// Aggressive sell:
// 3) If three or more INCs in a row, sell 20 % of owned
// 4) If two or more INCs in a row, sell 10 % of owned
if (!AggrBuy && AggrSell)
{
if (sqHist.Decs >= 4)
{
TryToBuyStock(NoOfStocks / 10, quote);
}
else if (sqHist.Decs >= 3)
{
TryToBuyStock(NoOfStocks / 20, quote);
}
else if (sqHist.IncStreak >= 3)
{
TryToSellStock(NoOfStocks / 5, quote);
}
else if (sqHist.IncStreak >= 2)
{
TryToSellStock(NoOfStocks / 10, quote);
}
}
// Aggressive buy:
// 1) If three or more DECs in a row, buy 20 % extra
// 2) If two or more DECs in a row, buy 10 % extra
// Defensive sell:
// 3) If four of last changes were INCs, sell 10 % of owned
// 4) If three of last changes were INCs, sell 5 % of owned
if (AggrBuy && !AggrSell)
{
if (sqHist.DecStreak >= 3)
{
TryToBuyStock(NoOfStocks / 5, quote);
}
else if (sqHist.DecStreak >= 2)
{
TryToBuyStock(NoOfStocks / 10, quote);
}
else if (sqHist.Incs >= 4)
{
TryToSellStock(NoOfStocks / 10, quote);
}
else if (sqHist.Incs >= 3)
{
TryToSellStock(NoOfStocks / 20, quote);
}
}
// Defensive buy:
// 1) If four of last changes were DECs, buy 10 % extra
// 2) If three of last changes were DECs, buy 5 % extra
// Defensive sell:
// 3) If four of last changes were INCs, sell 10 % of owned
// 4) If three of last changes were INCs, sell 5 % of owned
if (!AggrBuy && !AggrSell)
{
if (sqHist.Decs >= 4)
{
TryToBuyStock(NoOfStocks / 10, quote);
}
else if (sqHist.Decs >= 3)
{
TryToBuyStock(NoOfStocks / 20, quote);
}
else if (sqHist.Incs >= 4)
{
TryToSellStock(NoOfStocks / 10, quote);
}
else if (sqHist.Incs >= 3)
{
TryToSellStock(NoOfStocks / 20, quote);
}
}
}
