Exemple #1
0
        public static IEnumerable <Trade> GetFallingSlopesEnum(IEnumerable <Trade> trades, double percent, TimeSpan timeSpan)
        {
            var tradeSet = new TradeSetDropWatcher(timeSpan, percent);

            foreach (Trade trade in trades)
            {
                tradeSet.AddTrade(trade);
                if (trade.IsFallingSlope(tradeSet))
                {
                    tradeSet.ClearSet();
                    yield return(trade);
                }
            }
        }
Exemple #2
0
        public static void RunStrategy(
            IEnumerable <Trade> trades,
            double buyPercent,
            TimeSpan timeSpan,
            double takeProfitPercent,
            double stopLossPercent)
        {
            var    TradeSet      = new TradeSetDropWatcher(timeSpan, buyPercent);
            var    BuyTradesList = new List <Trade>();
            var    toDelete      = new List <Trade>();
            double budget        = 100.0;
            double profit        = 0;
            var    currentTrade  = new Trade(0, 0, 0, "");

            Console.WriteLine($"|Action:                " +
                              $"|Date:               " +
                              $"|Type: " +
                              $"|Price: " +
                              $"|Amount: " +
                              $"|Profit/loss: " +
                              $"|Total profit: |");
            foreach (Trade trade in trades)
            {
                foreach (Trade buyTrade in BuyTradesList)
                {
                    if (trade.Price - buyTrade.Price > buyTrade.Price * takeProfitPercent / 100)
                    {
                        profit += trade.Price * buyTrade.Amount;
                        Console.WriteLine($"|Selling at {takeProfitPercent}% rise    " +
                                          $"|{DateTimeOffset.FromUnixTimeSeconds(trade.Date).UtcDateTime} " +
                                          $"|sell  " +
                                          $"|{trade.Price,-7}" +
                                          $"|{Math.Round(buyTrade.Amount, 4),-8}" +
                                          $"|{Math.Round(trade.Price * buyTrade.Amount, 4),-13}" +
                                          $"|{Math.Round(profit, 4), -10}    |");
                        toDelete.Add(buyTrade);
                    }
                    if (buyTrade.Price - trade.Price > buyTrade.Price * stopLossPercent / 100)
                    {
                        profit += trade.Price * buyTrade.Amount;
                        Console.WriteLine($"|Stop loss at {stopLossPercent}% drop     " +
                                          $"|{DateTimeOffset.FromUnixTimeSeconds(trade.Date).UtcDateTime} " +
                                          $"|sell  " +
                                          $"|{trade.Price,-7}" +
                                          $"|{Math.Round(buyTrade.Amount, 4),-8}" +
                                          $"|{Math.Round(trade.Price * buyTrade.Amount, 4),-13}" +
                                          $"|{Math.Round(profit, 4),-10}    |");
                        toDelete.Add(buyTrade);
                    }
                }
                foreach (Trade tradeToDelete in toDelete)
                {
                    BuyTradesList.Remove(tradeToDelete);
                }
                TradeSet.AddTrade(trade);
                if (trade.IsFallingSlope(TradeSet))
                {
                    TradeSet.ClearSet();
                    var buyTrade = new Trade(budget / trade.Price, trade.Date, trade.Price, "buy");
                    BuyTradesList.Add(buyTrade);
                    profit -= budget;
                    Console.WriteLine($"|Buying at {buyPercent}% drop     " +
                                      $"|{DateTimeOffset.FromUnixTimeSeconds(trade.Date).UtcDateTime} " +
                                      $"|buy   " +
                                      $"|{trade.Price,-7}" +
                                      $"|{Math.Round(buyTrade.Amount, 4),-8}" +
                                      $"|{Math.Round(-budget, 4),-13}" +
                                      $"|{Math.Round(profit, 4),-10}    |");
                }
                toDelete.Clear();
                currentTrade = trade;
            }
            if (BuyTradesList.Count() != 0)
            {
                foreach (Trade buyTrade in BuyTradesList)
                {
                    profit += currentTrade.Price * buyTrade.Amount;
                    Console.WriteLine($"|Selling remaining trade" +
                                      $"|{DateTimeOffset.FromUnixTimeSeconds(currentTrade.Date).UtcDateTime} " +
                                      $"|sell  " +
                                      $"|{currentTrade.Price,-7}" +
                                      $"|{Math.Round(buyTrade.Amount, 4),-8}" +
                                      $"|{Math.Round(currentTrade.Price * buyTrade.Amount, 4),-13}" +
                                      $"|{Math.Round(profit, 4),-10}    |");
                }
            }
            Console.WriteLine($"Total profit of strategy {profit}");
            Console.Write("Press enter to exit");
            var _ = Console.ReadLine();
        }
Exemple #3
0
 public bool IsFallingSlope(TradeSetDropWatcher tradeSet)
 {
     return(tradeSet.TradesList.Any(t => Price - t.Price <= -tradeSet.ProcentDivHundred * t.Price));
 }