public void TestRandomTradingZeroOutput()
{
symbol = Factory.Symbol.LookupSymbol("EUR/USD");
Random random = new Random(12349871);
var monteCarloPass = new MonteCarloPass(symbol, priceChanges);
monteCarloPass.RandomPass(343031777, false);
}
public void TestRandomTrading()
{
symbol = Factory.Symbol.LookupSymbol("EUR/USD");
Random random = new Random(818519479);
var monteCarloPass = new MonteCarloPass(symbol, priceChanges);
monteCarloPass.RandomPass(603378611, true);
}
public void TestOnlyIncrease()
{
symbol = Factory.Symbol.LookupSymbol("EUR/USD");
Random random = new Random(818519479);
var monteCarloPass = new MonteCarloPass(symbol, priceChanges);
monteCarloPass.IsRandom = false;
monteCarloPass.RandomPass(2122675590, true);
}
public void MonteCarloTesting()
{
Assert.Ignore();
symbol = Factory.Symbol.LookupSymbol("EUR/USD");
Random random = new Random(12349871);
var list = new List <MonteCarloPass>();
for (var i = 1; i < 100; i++)
{
var monteCarloPass = new MonteCarloPass(symbol, priceChanges);
//monteCarloPass.iterations = 25000;
monteCarloPass.RandomPass(random.Next(), false, true);
//Console.WriteLine(monteCarloPass);
list.Add(monteCarloPass);
}
var maxRunUp = 0D;
var maxDrawDown = 0D;
var maxInventory = 0D;
var maxProfit = 0D;
var profitableCount = 0;
var profitSum = 0D;
foreach (var pass in list)
{
if (pass.MaxRunUp > maxRunUp)
{
maxRunUp = pass.MaxRunUp;
}
if (pass.MaxDrawDown < maxDrawDown)
{
maxDrawDown = pass.MaxDrawDown;
}
if (pass.MaxInventorySize > maxInventory)
{
maxInventory = pass.MaxInventorySize;
}
if (pass.ProfitLoss > maxProfit)
{
maxProfit = pass.ProfitLoss;
}
if (pass.ProfitLoss > 0)
{
profitableCount++;
}
profitSum += pass.ProfitLoss;
}
//Console.WriteLine("Max Run Up " + Round(maxRunUp));
//Console.WriteLine("Max DrawDown " + Round(maxDrawDown));
//Console.WriteLine("Max Inventory " + Round(maxInventory));
//Console.WriteLine("Max Profit " + Round(maxProfit));
//Console.WriteLine("Profitable % " + Round(profitableCount*100/list.Count));
//Console.WriteLine("Total Profit " + Round(profitSum));
}
