private void initialSetup()
{
if (_StartUp == true)
{
_StartUp = false;
//_instr.SendOrder("BUY", 1, "MKT");
//_instr.SendOrder("SELL", 1, "MKT");
double[] m2IS = new double[12];
m2IS = MassFuncs.mass2(AskPriList, BidPriList, AskSizeList, BidSizeList);
int percentageChange = Math.Abs(percentDecision(m2IS));
// Here we place the order
if (percentageChange > 0)
{
_instr.SendOrder("BUY", 1, "MKT"); //Using Oddlots to preserve
}
if (percentageChange < 0)
{
_instr.SendOrder("SELL", 1, "MKT");
}
else if (percentageChange == 0)
{
_instr.SendOrder("BUY", 1, "MKT");
}
}
}
private void OnTimedEvent(object sender, ElapsedEventArgs e)
{
if (_PriceChangeCounter > 52)
{
// this is where we make mass1, depending on the MAs calculated above
double[] m1 = new double[12];
double[] m2 = new double[12];
m1 = MassFuncs.mass1(MA100_old, MA100_new, MA200_old, MA200_new, MA500_old, MA500_new);
// Bid m2m = new Bid();
m2 = MassFuncs.mass2(AskPriList, BidPriList, AskSizeList, BidSizeList);
// now we call the DST fusion. You need to insert the other mass function somewhere
double[] M = new double[12];
// MassFuncs.massFusion Mass = new massFusion();
M = MassFuncs.massFusionFunc(m1, m2);
//Timer DSTtime = new Timer();
// Here we figure out what are position decision will be, i.e. increase/decrease and by what percentage
//percentageChange = percentDecision(M);
int percentageChange = percentDecision(M);
for (int i = 0; i < 12; i++)
{
Debug.WriteLine(M[i]);
}
Debug.WriteLine("im working nooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo0000000000w" + _Counter + " " + percentageChange);
Debug.WriteLine(percentageChange);
// Here we place the order
if (percentageChange > 0)
{
_instr.SendOrder("BUY", (Math.Abs(percentageChange)), "MKT");
}
if (percentageChange < 0)
{
_instr.SendOrder("SELL", (Math.Abs(percentageChange)), "MKT");
}
orderPlaced++;
}
}
