//
public static TradeDecisionData makeDecision(Account ac, int i, double kairi, double nanpin, double pt, double lc)
{
TradeDecisionData tdd = new TradeDecisionData();
return(tdd);
}
//lc > nanpin
//nanpin: entry when pirce was changed from ave_price more than nanpin, entry lot = num_btc * 2
public static TradeDecisionData makeDecision(Account ac, int i, double kairi_kijun, double pt, double lc, double nanpin)
{
TradeDecisionData tdd = new TradeDecisionData();
tdd.decision = "None";
if (lc <= nanpin)
{
System.Windows.Forms.MessageBox.Show("Invalid LC & Nanpin in StrategyNanpin, lc has to be larger than nanpin");
}
else
{
if (ac.getIjiritsu >= 1.0)
{
if (ac.getPosition == "Long")
{
if (ac.getAvePrice * (1 + pt) <= PriceData.close[i]) //check for pt
{
tdd.decision = "PT Long";
tdd.price = 0;
tdd.lot = ac.getNumBTC;
}
else if (ac.getAvePrice * (1 - lc) >= PriceData.close[i]) //check for lc
{
tdd.decision = "LC Long";
tdd.price = 0;
tdd.lot = ac.getNumBTC;
}
else if ((ac.getAvePrice * (1 - nanpin) >= PriceData.close[i]) && (ac.getMoney > ac.calcEstimatedRequiredShokokin(PriceData.close[i], ac.getNumBTC * 2.0))) //check for nanpin
{
tdd.decision = "Nanpin Long";
tdd.price = 0;
tdd.lot = ac.getNumBTC * 2.0;
}
else
{
tdd.decision = "Hold";
tdd.price = 0;
tdd.lot = 0;
}
}
else if (ac.getPosition == "Short")
{
if (ac.getAvePrice * (1 - pt) >= PriceData.close[i]) //check for pt
{
tdd.decision = "PT Short";
tdd.price = 0;
tdd.lot = ac.getNumBTC;
}
else if (ac.getAvePrice * (1 + lc) <= PriceData.close[i]) //check for lc
{
tdd.decision = "LC Short";
tdd.price = 0;
tdd.lot = ac.getNumBTC;
}
else if ((ac.getAvePrice * (1 + nanpin) <= PriceData.close[i]) && (ac.getMoney > ac.calcEstimatedRequiredShokokin(PriceData.close[i], ac.getNumBTC * 2.0))) //check for nanpin
{
tdd.decision = "Nanpin Short";
tdd.price = 0;
tdd.lot = ac.getNumBTC * 2.0;
}
else
{
tdd.decision = "Hold";
tdd.price = 0;
tdd.lot = 0;
}
}
else if (ac.getPosition == "None")
{
double kairi = IndexData.getMA1000[i] / PriceData.close[i];
if (kairi >= kairi_kijun)
{
double lot = ac.calcEstimatedMaxLot(i, PriceData.close[i]);
tdd.decision = "Entry Long";
tdd.price = 0;
tdd.lot = lot / 7.1;
}
else if (kairi <= kairi_kijun * -1)
{
double lot = ac.calcEstimatedMaxLot(i, PriceData.close[i]);
tdd.decision = "Entry Short";
tdd.price = 0;
tdd.lot = lot / 7.1;
}
else
{
tdd.decision = "Hold";
}
}
}
}
return(tdd);
}
public SimLog simStrategyNanpin(int from, int to, double pt, double lc, double nanpin, double kairi_kijun, bool writelog)
{
SimLog sl = new SimLog();
if (from > 1000 && to <= PriceData.date.Count - 1 && lc > nanpin)
{
Account ac = new Account();
TradeDecisionData tdd = new TradeDecisionData();
string d = "Hold";
double lot = 0;
for (int i = from; i < to; i++)
{
tdd.initialize();
if (d == "Entry Long")
{
string message = Trade.entryLong(ac, i, tdd.lot);
sl.trade_log.Add(i, message);
lot = 0;
d = "Hold";
}
else if (d == "Entry Short")
{
string message = Trade.entryShort(ac, i, tdd.lot);
sl.trade_log.Add(i, message);
lot = 0;
d = "Hold";
}
else if (d == "Exit Long")
{
string message = Trade.exitLong(ac, i, tdd.lot);
sl.trade_log.Add(i, message);
d = "Hold";
}
else if (d == "Exit Short")
{
string message = Trade.exitShort(ac, i, tdd.lot);
sl.trade_log.Add(i, message);
d = "Hold";
}
tdd = StrategyNanpin.makeDecision(ac, i, kairi_kijun, pt, lc, nanpin);
if (tdd.decision == "Entry Long" || tdd.decision == "Nanpin Long")
{
sl.decision_log.Add(i, tdd.decision);
d = "Entry Long";
lot = tdd.lot;
}
else if (tdd.decision == "Entry Short" || tdd.decision == "Nanpin Short")
{
sl.decision_log.Add(i, tdd.decision);
d = "Entry Short";
lot = tdd.lot;
}
else if (tdd.decision == "PT Long" || tdd.decision == "LC Long")
{
sl.decision_log.Add(i, tdd.decision);
d = "Exit Long";
lot = 0;
}
else if (tdd.decision == "PT Short" || tdd.decision == "LC Short")
{
sl.decision_log.Add(i, tdd.decision);
d = "Exit Short";
lot = 0;
}
else if (tdd.decision == "Hold")
{
sl.decision_log.Add(i, tdd.decision);
d = "Hold";
lot = 0;
}
ac.moveToNext(i);
sl.takeDailyLog(ac, i);
}
}
else
{
System.Windows.Forms.MessageBox.Show("Invalid input values in simStrategyNanin!");
}
return(sl);
}
