private void timer1_Tick(object sender, EventArgs e)
{
// this.signalDataGrid.CurrentCell = null;
using (DBUtils.OpenThreadConnection()) {
int index = 0;
this.signalDataGrid.CommitEdit(DataGridViewDataErrorContexts.Commit);
foreach (var pattern in patterns)
{
var cells = this.signalDataGrid.Rows[index].Cells;
cells["pattern"].Value = pattern.TradeCondition.GetCheckDescription();
Signal signal;
bool isMatch = false;
TradeContext tradeContext = new TradeContext()
{
Instrument = pattern.TradeOrders[0].Instrument,
Date = DateTime.Today
};
cells["trade"].Value = pattern.TradeOrders.GetTradeDescription(tradeContext);
if (pattern.TradeCondition.IsMatch(out signal, tradeContext))
{
pattern.TradeOrders.DoTrade(tradeContext);
if (tradeContext.Profit > 0f)
{
cells["trade"].Style.BackColor = Color.LightPink;
}
else
{
cells["trade"].Style.BackColor = pattern.TradeOrders.IsInTradeTime ? Color.Red : Color.Yellow;
}
isMatch = true;
}
else
{
cells["trade"].Style.BackColor = Color.White;
isMatch = false;
}
if (signal != null)
{
if (isMatch)
{
cells["match"].Value = "Matched!" + signal.GetCheckResultDescription();
cells["match"].Style.BackColor = Color.Yellow;
var isAutoTrade = cells["autoTrade"].Value;
if (isAutoTrade != null && (bool)isAutoTrade)
{
DoTrade(pattern.TradeOrders);
}
}
else
{
if (signal.IsCheckFinished)
{
cells["match"].Style.BackColor = Color.LightGray;
}
cells["match"].Value = "Not Match " + signal.GetCheckResultDescription();
}
}
else
{
cells["match"].Value = "Not Match";
}
index++;
}
this.signalDataGrid.AutoResizeColumn(0);
this.signalDataGrid.AutoResizeColumn(1);
this.signalDataGrid.AutoResizeColumn(2);
}
}
private void 急変戻り戻り_Click(object sender, EventArgs e)
{
RunTask(sender, (report) => {
using (DBUtils.OpenThreadConnection()) {
report.Version = 1;
report.IsForceOverride = true;
report.Comment = "";
report.SetHeader("t", "upc1", "upc2", "uptotal", "downc1", "downc2", "downtotal");
var candles = new CandlesticksGetter()
{
Granularity = "M1",
Start = DateTime.Today.AddYears(-5),
End = DateTime.Today
}.Execute().ToList();
List <int> indexList = GetOverMoveCandles(candles).ToList();
foreach (var t in Fibs().Take(20))
{
int upc1 = 0;
int upc2 = 0;
int uptotal = 0;
int downc1 = 0;
int downc2 = 0;
int downtotal = 0;
foreach (var i in indexList)
{
if (i + t + 15 >= candles.Count())
{
break;
}
var candleOrg = candles[i];
var candleArter15 = candles[i + t];
var candleArter30 = candles[i + t + 15];
if (candleOrg.IsNull || candleArter15.IsNull || candleArter30.IsNull)
{
continue;
}
if (candleOrg.IsUp())
{
if (candleOrg.Close > candleArter15.Close)
{
upc1++;
if (candleArter15.Close < candleArter30.Close)
{
upc2++;
}
}
uptotal++;
}
else
{
if (candleOrg.Close < candleArter15.Close)
{
downc1++;
if (candleArter15.Close > candleArter30.Close)
{
downc2++;
}
}
downtotal++;
}
}
report.WriteLine(t, upc1, upc2, uptotal, downc1, downc2, downtotal);
}
}
});
}
private void SignalForm_Load(object sender, EventArgs e)
{
using (DBUtils.OpenThreadConnection()) {
// 81.56%
patterns.Add(
new TradePattern()
{
TradeCondition = new TradeConditionAnd()
{
TradeConditions = new TradeCondition[] {
new TimeOfDayPattern()
{
Instrument = "USD_JPY",
CheckStartTime = new TimeSpan(0, 30, 0),
CheckEndTime = new TimeSpan(4, 50, 0),
IsCheckUp = false,
},
new TimeOfDayPattern()
{
Instrument = "USD_JPY",
CheckStartTime = new TimeSpan(3, 20, 0),
CheckEndTime = new TimeSpan(3, 30, 0),
IsCheckUp = false,
},
},
},
TradeOrders = new TradeOrders(
new TimeTradeOrder()
{
Instrument = "USD_JPY",
TradeType = TradeType.Ask,
Time = new TimeSpan(4, 50, 0),
},
new TimeTradeOrder()
{
Instrument = "USD_JPY",
TradeType = TradeType.Settle,
Time = new TimeSpan(7, 10, 0),
}
)
}
);
// 83.08%
patterns.Add(
new TradePattern()
{
TradeCondition = new TradeConditionAnd()
{
TradeConditions = new TradeCondition[] {
new TimeOfDayPattern()
{
Instrument = "USD_JPY",
CheckStartTime = new TimeSpan(1, 00, 0),
CheckEndTime = new TimeSpan(3, 40, 0),
IsCheckUp = false,
},
new TimeOfDayPattern()
{
Instrument = "USD_JPY",
CheckStartTime = new TimeSpan(3, 50, 0),
CheckEndTime = new TimeSpan(4, 20, 0),
IsCheckUp = false,
},
},
},
TradeOrders = new TradeOrders(
new TimeTradeOrder()
{
Instrument = "USD_JPY",
TradeType = TradeType.Ask,
Time = new TimeSpan(4, 50, 0),
},
new TimeTradeOrder()
{
Instrument = "USD_JPY",
TradeType = TradeType.Settle,
Time = new TimeSpan(7, 10, 0),
}
)
}
);
//73.78%
patterns.Add(
new TradePattern()
{
TradeCondition = new TimeOfDayPattern()
{
Instrument = "USD_JPY",
CheckStartTime = new TimeSpan(0, 20, 0),
CheckEndTime = new TimeSpan(5, 40, 0),
IsCheckUp = false,
},
TradeOrders = new TradeOrders(
new TimeTradeOrder()
{
Instrument = "USD_JPY",
TradeType = TradeType.Ask,
Time = new TimeSpan(5, 49, 0),
},
new TimeTradeOrder()
{
Instrument = "USD_JPY",
TradeType = TradeType.Settle,
Time = new TimeSpan(7, 10, 0),
}
)
}
);
/*
* patterns.Add(new TimeOfDayPattern() {
* Instrument = "USD_JPY",
* CheckStartTime = new TimeOfDayPattern.Time(5, 50),
* CheckEndTime = new TimeOfDayPattern.Time(6, 00),
* IsCheckUp = false,
* TradeStartTime = new TimeOfDayPattern.Time(6, 00),
* TradeEndTime = new TimeOfDayPattern.Time(6, 10),
* TradeType = TradeType.Ask
* });*/
// 64.19%
patterns.Add(
new TradePattern()
{
TradeCondition = new TimeOfDayPattern()
{
Instrument = "USD_JPY",
CheckStartTime = new TimeSpan(7, 50, 0),
CheckEndTime = new TimeSpan(8, 40, 0),
IsCheckUp = true,
},
TradeOrders = new TradeOrders(
new TimeTradeOrder()
{
Instrument = "USD_JPY",
TradeType = TradeType.Bid,
Time = new TimeSpan(8, 50, 0),
},
new TimeTradeOrder()
{
Instrument = "USD_JPY",
TradeType = TradeType.Settle,
Time = new TimeSpan(11, 30, 0),
}
)
}
);
// 62.87%
patterns.Add(
new TradePattern()
{
TradeCondition = new TimeOfDayPattern()
{
Instrument = "USD_JPY",
CheckStartTime = new TimeSpan(1, 30, 0),
CheckEndTime = new TimeSpan(4, 20, 0),
IsCheckUp = false,
},
TradeOrders = new TradeOrders(
new TimeTradeOrder()
{
Instrument = "USD_JPY",
TradeType = TradeType.Bid,
Time = new TimeSpan(9, 50, 0),
},
new TimeTradeOrder()
{
Instrument = "USD_JPY",
TradeType = TradeType.Settle,
Time = new TimeSpan(13, 10, 0),
}
)
}
);
// 64.54% ... A
patterns.Add(
new TradePattern()
{
TradeCondition = new TimeOfDayPattern()
{
Instrument = "EUR_USD",
CheckStartTime = new TimeSpan(8, 50, 0),
CheckEndTime = new TimeSpan(11, 00, 0),
IsCheckUp = false,
},
TradeOrders = new TradeOrders(
new TimeTradeOrder()
{
Instrument = "EUR_USD",
TradeType = TradeType.Ask,
Time = new TimeSpan(11, 01, 0),
},
new TimeTradeOrder()
{
Instrument = "EUR_USD",
TradeType = TradeType.Settle,
Time = new TimeSpan(11, 40, 0),
}
)
}
);
/*
*
* //62.9% ... B
* patterns.Add(
* new TradePattern() {
* TradeCondition = new TimeOfDayPattern() {
* Instrument = "EUR_USD",
* CheckStartTime = new TimeSpan(6, 50, 0),
* CheckEndTime = new TimeSpan(7, 50, 0),
* IsCheckUp = true,
* },
* TradeOrders = new TradeOrders(
* new TimeTradeOrder() {
* Instrument = "EUR_USD",
* TradeType = TradeType.Ask,
* Time = new TimeSpan(11, 00, 0),
* },
* new TimeTradeOrder() {
* Instrument = "EUR_USD",
* TradeType = TradeType.Settle,
* Time = new TimeSpan(11, 30, 0),
* }
* )
* }
* );
*/
// 11:00-11:40の上昇確率
// !A && !B => 42.86%
// A && !B => 57.76%
// !A && B => 53.82%
// A && B => 68.81%
patterns.Add(
new TradePattern()
{
TradeCondition = new TradeConditionAnd()
{
TradeConditions = new TradeCondition[] {
new TimeOfDayPattern()
{
Instrument = "EUR_USD",
CheckStartTime = new TimeSpan(6, 50, 0),
CheckEndTime = new TimeSpan(7, 50, 0),
IsCheckUp = true,
},
new TimeOfDayPattern()
{
Instrument = "EUR_USD",
CheckStartTime = new TimeSpan(8, 50, 0),
CheckEndTime = new TimeSpan(11, 00, 0),
IsCheckUp = false,
},
},
},
TradeOrders = new TradeOrders(
new TimeTradeOrder()
{
Instrument = "EUR_USD",
TradeType = TradeType.Ask,
Time = new TimeSpan(11, 00, 0),
},
new TimeTradeOrder()
{
Instrument = "EUR_USD",
TradeType = TradeType.Settle,
Time = new TimeSpan(11, 40, 0),
}
)
}
);
//63.98%
patterns.Add(
new TradePattern()
{
TradeCondition = new TimeOfDayPattern()
{
Instrument = "EUR_USD",
CheckStartTime = new TimeSpan(0, 50, 0),
CheckEndTime = new TimeSpan(4, 00, 0),
IsCheckUp = true,
},
TradeOrders = new TradeOrders(
new TimeTradeOrder()
{
Instrument = "EUR_USD",
TradeType = TradeType.Bid,
Time = new TimeSpan(6, 20, 0),
},
new TimeTradeOrder()
{
Instrument = "EUR_USD",
TradeType = TradeType.Settle,
Time = new TimeSpan(7, 40, 0),
}
)
}
);
this.signalDataGrid.Columns.Add("pattern", "パターン");
this.signalDataGrid.Columns.Add("match", "マッチ状況");
this.signalDataGrid.Columns.Add("trade", "トレード");
this.signalDataGrid.Columns.Add(new DataGridViewCheckBoxColumn()
{
Name = "autoTrade",
HeaderText = "自動取引"
});
foreach (var pattern in patterns)
{
this.signalDataGrid.Rows.Add();
}
}
}
