Exemple #1
0
        public IntervalValues GetIntervals()
        {
            //IntervalValues intervals;

            var checkedButton = getCurrentRdoBtnSelection();

            IntervalValues intervalVals = null;

            if (Dispatcher.Invoke(() => checkedButton.Name == "rdoBtn_5_3_1"))
            {
                intervalVals = new IntervalValues(5, 3, 1);
            }
            else if (Dispatcher.Invoke(() => checkedButton.Name == "rdoBtn_15_5_3"))
            {
                intervalVals = new IntervalValues(15, 5, 3);
            }
            else if (Dispatcher.Invoke(() => checkedButton.Name == "rdoBtn_30_15_5"))
            {
                intervalVals = new IntervalValues(30, 15, 5);
            }
            else
            {
                intervalVals = new IntervalValues(5, 3, 1);;
            }

            ProductManager.SetCurrentIntervalValues(intervalVals);
            return(intervalVals);
        }
Exemple #2
0
        //use big, medium or small sma to sell depending on market conditions
        public TradeStrategyE(ref ContextValues inputContextValues, IntervalValues intervalValues) : base(ref inputContextValues)
        {
            SetCurrentAction(inputContextValues.CurrentAction);
            LastBuyAtPrice  = inputContextValues.CurrentBufferedPrice;
            LastSellAtPrice = 0;



            BigIntervalSmaValues = new SmaValues("BigInterval", ref inputContextValues, intervalValues.LargeIntervalInMin,
                                                 intervalValues.LargeSmaSlices, intervalValues.MediumSmaSlice, intervalValues.SmallSmaSlices);
            SmallIntervalSmaValues = new SmaValues("SmallInterval", ref inputContextValues, intervalValues.MediumIntervalInMin,
                                                   intervalValues.LargeSmaSlices, intervalValues.MediumSmaSlice, intervalValues.SmallSmaSlices);
            TinyIntervalSmaValues = new SmaValues("TinyInterval", ref inputContextValues, intervalValues.SmallIntervalInMin,
                                                  intervalValues.LargeSmaSlices, intervalValues.MediumSmaSlice, intervalValues.SmallSmaSlices);


            inputContextValues.WaitTimeAfterBigSmaCrossInMin = intervalValues.LargeIntervalInMin;
            //LargeSmaGroup = new SmaGroup();
            //LargeSmaGroup.SetGroup(SmallIntervalSmaValues, BigIntervalSmaValues);

            //SmallSmaGroup = new SmaGroup();
            //SmallSmaGroup.SetGroup(TinyIntervalSmaValues, SmallIntervalSmaValues);

            try
            {
                SmallPriceIncreasedPercentage = Properties.Settings.Default.StrategyE_SmallPriceIncreasedPercent;
                BigPriceIncreasedPercentage   = Properties.Settings.Default.StrategyE_BigPriceIncreasedPercent;
            }
            catch (Exception)
            {
                Logger.WriteLog("Couldnt read strategy E big and samll price change percentage values, using default of .75 and 1.75");
                SmallPriceIncreasedPercentage = 0.75m;
                BigPriceIncreasedPercentage   = 1.75m;
            }
        }
Exemple #3
0
 public void SetCurrentIntervalValues(IntervalValues inputValues)
 {
     if (CurContextValues != null)
     {
         CurContextValues.CurrentIntervalValues = inputValues;
     }
 }
Exemple #4
0
        public MacdStrategy(ref ContextValues inputContextValues, IntervalValues intervalValues) : base(ref inputContextValues)
        {
            //myMacdStrategy_Large = new Macd(ref inputContextValues, "macd_large");

            myMacdStrategy_Small = new Macd(ref inputContextValues, "macd_small");

            var genSettings = AppSettings.GetGeneralSettings();

            percent_for_using_smallmacd = genSettings.price_inc_percent_for_using_smallmacd;
        }
Exemple #5
0
 public TradeStrategyF(ref ContextValues inputContextValues, IntervalValues intervalValues) : base(ref inputContextValues, intervalValues)
 {
 }
Exemple #6
0
        public async void InitializeManager(string productName, IntervalValues intervalValues = null)
        {
            await Task.Factory.StartNew(() => InitManager(productName, intervalValues));

            await Task.Factory.StartNew(() => CheckTicker());
        }
Exemple #7
0
        public async Task <bool> CreateUpdateStrategyInstance(IntervalValues intervalValues, bool CreateNewInstance = false)
        {
            if (isBuysyDisposingCurStrategy)
            {
                Logger.WriteLog("Already busy updating interval, please wait for current operation to complete.");
                return(false);
            }

            isBuysyDisposingCurStrategy = true;

            if (!CreateNewInstance) //instance exists
            {
                try
                {
                    currentTradeStrategy.Dispose();
                }
                catch (Exception ex)
                {
                    Logger.WriteLog("Error disposing strategy, continuing to create new instance" + ex.Message);

                    ////dont stop creating new isntace even if erro occurs
                    //remnants of previous sma may be active eg an un disposed sma
                    //return false;
                }
                finally
                {
                    currentTradeStrategy = null;
                }
            }



            if (CurContextValues.UserStartedTrading)
            {
                CurContextValues.StartAutoTrading = false;
            }


            ConfigStrategyInUse = Properties.Settings.Default.StrategyInUse;

            await Task.Run(() =>
            {
                //currentTradeStrategy = new TradeStrategyE(ref CurContextValues, intervalValues);

                switch (ConfigStrategyInUse)
                {
                case "E":
                    //////Logger.WriteLog("Setting Current Strategy to E");
                    //////currentTradeStrategy = new TradeStrategyE(ref CurContextValues, intervalValues);
                    //////break;

                    Logger.WriteLog("Setting Current Strategy to MACD");


                    var gSettings = AppSettings.GetGeneralSettings();

                    try
                    {
                        currentTradeStrategy = new MacdStrategy(ref CurContextValues, intervalValues);
                    }
                    catch (Exception ex)
                    {
                        Logger.WriteLog("Cant initialize current strategy, please check settings json file... exiting");
                        System.Environment.Exit(0);
                        //throw ex;
                    }


                    break;

                case "F":
                    Logger.WriteLog("Setting Current Strategy to F");
                    currentTradeStrategy = new TradeStrategyF(ref CurContextValues, intervalValues);
                    break;

                default:
                    Logger.WriteLog("Using Default Strategy: F");
                    currentTradeStrategy = new TradeStrategyF(ref CurContextValues, intervalValues);
                    break;
                }

                //Logger.WriteLog("Waiting 20 sec for data download to complete ");
                //Thread.Sleep(20 * 1000);
            }).ContinueWith((t) => t.Wait());

            //await createNewTradeInstance(intervalValues);


            var x = UpdateDisplaySmaParameters(CurrentDisplaySmaTimeInterval, CurrentDisplaySmaSlices, true);

            x.Wait();

            isBuysyDisposingCurStrategy = false;
            Logger.WriteLog("Done updating intervals");

            writeCurrentStrategySmaValues();

            return(true);
        }
Exemple #8
0
        private void InitManager(string ProductName, IntervalValues intervalValues)
        {
            //try to get ticker first



            //Logger.WriteLog("Init Manager Thread ID: " + Thread.CurrentThread.ManagedThreadId.ToString());

            try
            {
                Logger.WriteLog("Initializing ticker");
                ProductTickerClient = new TickerClient(ProductName);
            }
            catch (Exception ex)
            {
                Logger.WriteLog("Manager cant initialize ticker");
                return;
            }


            ProductTickerClient.PriceUpdated += ProductTickerClient_UpdateHandler;

            AvoidExchangeFees = true;

            ProductTickerClient.TickerConnectedEvent    += TickerConnectedHandler;
            ProductTickerClient.TickerDisconnectedEvent += TickerDisconnectedHandler;

            MyAuth             = new CBAuthenticationContainer(MyKey, MyPassphrase, MySecret);
            MyProductOrderBook = new MyOrderBook(MyAuth, ProductName, ref ProductTickerClient);
            MyProductOrderBook.OrderUpdateEvent += FillUpdateEventHandler;



            CurContextValues             = new ContextValues(ref MyProductOrderBook, ref ProductTickerClient);
            CurContextValues.ProductName = ProductName;

            CurContextValues.Auth = MyAuth;

            CurContextValues.AutoTradingStartEvent += autoTradeStartEventHandler;
            CurContextValues.AutoTradingStopEvent  += autoTradeStopEventHandler;

            ////update ui with initial prices
            ProductTickerClient_UpdateHandler(this, new TickerMessage(ProductTickerClient.CurrentPrice));


            CurrentDisplaySmaTimeInterval = intervalValues.LargeIntervalInMin;
            CurrentDisplaySmaSlices       = intervalValues.LargeSmaSlices; //default large sma slice value



            //SmaSmall = new MovingAverage(ref ProductTickerClient, ProductName, CurContextValues.CurrentSmallSmaTimeInterval, CurContextValues.CurrentSmallSmaSlices);
            //SmaSmall.MovingAverageUpdated += SmaSmallChangedEventHandler;

            Logger.WriteLog(string.Format("{0} manager started", ProductName));


            //currentTradeStrategy = new TradeStrategyA(ref CurContextValues);
            //currentTradeStrategy = new TradeStrategyB(ref CurContextValues);
            //currentTradeStrategy = new TradeStrategyC(ref CurContextValues);
            //currentTradeStrategy = new TradeStrategyB(ref CurContextValues);
            //currentTradeStrategy = new TradeStrategyD(ref CurContextValues);

            if (intervalValues == null)
            {
                intervalValues = new IntervalValues(30, 15, 5);//IntervalValues(5, 3, 1);
            }
            //currentTradeStrategy = new TradeStrategyE(ref CurContextValues, intervalValues);

            CreateUpdateStrategyInstance(intervalValues, true).Wait();

            currentTradeStrategy.CurrentActionChangedEvent += CUrrentActionChangeEventHandler;



            //save the interval values for later use
            //CurContextValues.CurrentIntervalValues = intervalValues;
            SetCurrentIntervalValues(intervalValues);


            DisplaySma = new MovingAverage(ref ProductTickerClient, ProductName, CurrentDisplaySmaTimeInterval, CurrentDisplaySmaSlices);
            DisplaySma.MovingAverageUpdatedEvent += DisplaySmaChangedEventHandler;

            UpdateDisplaySmaParameters(CurrentDisplaySmaTimeInterval, CurrentDisplaySmaSlices);

            UpdateBuySellAmount(0.01m); //default
            //UpdateBuySellBuffer(0.03m); //default


            try
            {
                UpdateFunds();
            }
            catch (Exception)
            {
                Logger.WriteLog("Error getting available funds details, please check your gdax credentials");
            }

            AppSettings.MajorSettingsChangEvent += MajorSettingsChangedEventHandler;

            //writeCurrentStrategySmaValues();



            //ShowGraph(gra);
        }