// run a simulation on backfilled data
/*Options:
* --conf <path> path to optional conf overrides file
* --strategy <name> strategy to use (default: "trend_ema")
* --order_type <type> order type to use (maker/taker)
* (default: "maker")
* --reverse use this and all your signals(buy/sell)
* will be switch! TAKE CARE! (default:
* false)
* --filename <filename> filename for the result output (ex:
* result.html). "none" to disable
* --start <datetime> start ("YYYYMMDDhhmm")
* --end <datetime> end ("YYYYMMDDhhmm")
* --days <days> set duration by day count (default: 14)
* --currency_capital <amount> amount of start capital in currency
* (default: 1000)
* --asset_capital <amount> amount of start capital in asset
* (default: 0)
* --avg_slippage_pct <pct> avg. amount of slippage to apply to
* trades (default: 0.045)
* --buy_pct <pct> buy with this % of currency balance
* (default: 99)
* --sell_pct <pct> sell with this % of asset balance
* (default: 99)
* --markdown_buy_pct <pct> % to mark down buy price (default: 0)
* --markup_sell_pct <pct> % to mark up sell price (default: 0)
* --order_adjust_time <ms> adjust bid/ask on this interval to keep
* orders competitive (default: 5000)
* --order_poll_time <ms> poll order status on this interval
* (default: 5000)
* --sell_cancel_pct <pct> cancels the sale if the price is
* between this percentage (for more or
* less)
* --sell_stop_pct <pct> sell if price drops below this % of
* bought price (default: 0)
* --buy_stop_pct <pct> buy if price surges above this % of
* sold price (default: 0)
* --profit_stop_enable_pct <pct> enable trailing sell stop when reaching
* this % profit (default: 0)
* --profit_stop_pct <pct> maintain a trailing stop this % below
* the high-water mark of profit (default:
* 1)
* --max_sell_loss_pct <pct> avoid selling at a loss pct under this
* float (default: 99)
* --max_buy_loss_pct <pct> avoid buying at a loss pct over this
* float (default: 99)
* --max_slippage_pct <pct> avoid selling at a slippage pct above
* this float (default: 5)
* --symmetrical reverse time at the end of the graph,
* normalizing buy/hold to 0 (default:
* false)
* --rsi_periods <periods> number of periods to calculate RSI at
* (default: 14)
* --exact_buy_orders instead of only adjusting maker buy
* when the price goes up, adjust it if
* price has changed at all
* --exact_sell_orders instead of only adjusting maker sell
* when the price goes down, adjust it if
* price has changed at all
* --disable_options disable printing of options
* --quarentine_time <minutes> For loss trade, set quarentine time for
* cancel buys
* --enable_stats enable printing order stats
* --backtester_generation <generation> creates a json file in simulations with
* the generation number (default: -1)
* --verbose print status lines on every period
* --silent only output on completion (can speed up
* sim)
* -h, --help output usage information
*/
public BacktestResult start(string strategy, string OrderType, DateTime start, DateTime end, double sell_stop_pct, int quarentine_time, string strategyDependentParams)
{
BacktestResult bt = new BacktestResult();
if (!resultFolder.EndsWith("/"))
{
resultFolder = resultFolder + "/";
}
string resultFile = resultFolder + strategy + OrderType + "-" + start.ToString("yyyyMMddHHmm") + "-" + end.ToString("yyyyMMddHHmm") + "sell_stop_pct" + sell_stop_pct.ToString().Replace(".", "_") + "-quarentine_time" + quarentine_time.ToString() + strategyDependentParams.Replace(" ", "-").Replace(".", "_") + ".html";
using (Process process = new Process())
{
string agruments = "sim " + selector + " --strategy " + strategy + " --OrderType " + OrderType + " --start " + start.ToString("yyyyMMddHHmm") + " --end " + end.ToString("yyyyMMddHHmm") + " --filename " + resultFile;
if (sell_stop_pct != 0.0)
{
agruments += " --sell_stop_pct " + sell_stop_pct.ToString();
}
if (quarentine_time != 0)
{
agruments += " --quarentine_time " + quarentine_time.ToString();
}
if (!string.IsNullOrEmpty(strategyDependentParams))
{
agruments += " " + strategyDependentParams;
}
process.StartInfo.FileName = zenbotAppName;
process.StartInfo.WorkingDirectory = zenbotDir;
process.StartInfo.Arguments = agruments;
process.StartInfo.UseShellExecute = false;
process.StartInfo.RedirectStandardOutput = true;
Console.WriteLine(zenbotAppName + " " + process.StartInfo.Arguments);
process.Start();
// Synchronously read the standard output of the spawned process.
StreamReader reader = process.StandardOutput;
//string stream = reader.ReadToEnd();
string stream = "";
string line = "";
while ((line = reader.ReadLine()) != null)
{
Console.WriteLine(line);
stream += line;
}
//Console.WriteLine(stream);
bt.resultFile = resultFile;
bt.buyHold = KeywordExtractor.getPercent("buy hold:", stream);
bt.endBalance = KeywordExtractor.getPercent("end balance:", stream);
process.WaitForExit();
}
return(bt);
}
public static void Main()
{
// first backfill
Backfill bf = new Backfill(zenbotDir, zenbotAppName, selector);
bf.start();
/*
* zenbot list-strategies
*
* bollinger
* description:
* Buy when (Signal ≤ Lower Bollinger Band) and sell when (Signal ≥ Upper Bollinger Band).
* options:
* --period=<value> period length, same as --period_length (default: 1h)
* --period_length=<value> period length, same as --period (default: 1h)
* --min_periods=<value> min. number of history periods (default: 52)
* --bollinger_size=<value> period size (default: 20)
* --bollinger_time=<value> times of standard deviation between the upper band and the moving averages (default: 2)
* --bollinger_upper_bound_pct=<value> pct the current price should be near the bollinger upper bound before we sell (default: 0)
* --bollinger_lower_bound_pct=<value> pct the current price should be near the bollinger lower bound before we buy (default: 0)
*
* cci_srsi
* description:
* Stochastic CCI Strategy
* options:
* --period=<value> period length, same as --period_length (default: 20m)
* --period_length=<value> period length, same as --period (default: 20m)
* --min_periods=<value> min. number of history periods (default: 30)
* --ema_acc=<value> sideways threshold (0.2-0.4) (default: 0.03)
* --cci_periods=<value> number of RSI periods (default: 14)
* --rsi_periods=<value> number of RSI periods (default: 14)
* --srsi_periods=<value> number of RSI periods (default: 9)
* --srsi_k=<value> %K line (default: 5)
* --srsi_d=<value> %D line (default: 3)
* --oversold_rsi=<value> buy when RSI reaches or drops below this value (default: 18)
* --overbought_rsi=<value> sell when RSI reaches or goes above this value (default: 85)
* --oversold_cci=<value> buy when CCI reaches or drops below this value (default: -90)
* --overbought_cci=<value> sell when CCI reaches or goes above this value (default: 140)
* --constant=<value> constant (default: 0.015)
* If you have questions about this strategy, contact me... @talvasconcelos
*
* crossover_vwap
* description:
* Estimate trends by comparing "Volume Weighted Average Price" to the "Exponential Moving Average".
* options:
* --period=<value> period length, same as --period_length (default: 120m)
* --period_length=<value> period length, same as --period (default: 120m)
* --emalen1=<value> Length of EMA 1 (default: 30)
* --smalen1=<value> Length of SMA 1 (default: 108)
* --smalen2=<value> Length of SMA 2 (default: 60)
* --vwap_length=<value> Min periods for vwap to start (default: 10)
* --vwap_max=<value> Max history for vwap. Increasing this makes it more sensitive to short-term changes (default: 8000)
*
* dema
* description:
* Buy when (short ema > long ema) and sell when (short ema < long ema).
* options:
* --period=<value> period length (default: 1h)
* --min_periods=<value> min. number of history periods (default: 21)
* --ema_short_period=<value> number of periods for the shorter EMA (default: 10)
* --ema_long_period=<value> number of periods for the longer EMA (default: 21)
* --up_trend_threshold=<value> threshold to trigger a buy signal (default: 0)
* --down_trend_threshold=<value> threshold to trigger a sold signal (default: 0)
* --overbought_rsi_periods=<value> number of periods for overbought RSI (default: 9)
* --overbought_rsi=<value> sold when RSI exceeds this value (default: 80)
* --noise_level_pct=<value> do not trade when short ema is with this % of last short ema, 0 disables this feature (default: 0)
*
* macd
* description:
* Buy when (MACD - Signal > 0) and sell when (MACD - Signal < 0).
* options:
* --period=<value> period length, same as --period_length (default: 1h)
* --period_length=<value> period length, same as --period (default: 1h)
* --min_periods=<value> min. number of history periods (default: 52)
* --ema_short_period=<value> number of periods for the shorter EMA (default: 12)
* --ema_long_period=<value> number of periods for the longer EMA (default: 26)
* --signal_period=<value> number of periods for the signal EMA (default: 9)
* --up_trend_threshold=<value> threshold to trigger a buy signal (default: 0)
* --down_trend_threshold=<value> threshold to trigger a sold signal (default: 0)
* --overbought_rsi_periods=<value> number of periods for overbought RSI (default: 25)
* --overbought_rsi=<value> sold when RSI exceeds this value (default: 70)
*
* momentum
* description:
* MOM = Close(Period) - Close(Length)
* options:
* --momentum_size=<value> number of periods to look back for momentum (default: 5)
*
* neural
* description:
* Use neural learning to predict future price. Buy = mean(last 3 real prices) < mean(current & last prediction)
* options:
* --period=<value> period length - make sure to lower your poll trades time to lower than this value. Same as --period_length (default: 1m)
* --period_length=<value> period length - make sure to lower your poll trades time to lower than this value. Same as --period (default: 1m)
* --activation_1_type=<value> Neuron Activation Type: sigmoid, tanh, relu (default: sigmoid)
* --neurons_1=<value> Neurons in layer 1 Shoot for atleast 100 (default: 1)
* --depth=<value> Rows of data to predict ahead for matches/learning (default: 1)
* --selector=<value> Selector (default: Gdax.BTC-USD)
* --min_periods=<value> Periods to calculate learn from (default: 1000)
* --min_predict=<value> Periods to predict next number from (default: 1)
* --momentum=<value> momentum of prediction (default: 0.9)
* --decay=<value> decay of prediction, use teeny tiny increments (default: 0.1)
* --threads=<value> Number of processing threads you'd like to run (best for sim) (default: 1)
* --learns=<value> Number of times to 'learn' the neural network with past data (default: 2)
*
* noop
* description:
* Just do nothing. Can be used to e.g. for training the strategy.
* options:
* --period=<value> period length, same as --period_length (default: 30m)
* --period_length=<value> period length, same as --period (default: 30m)
*
* rsi
* description:
* Attempts to buy low and sell high by tracking RSI high-water readings.
* options:
* --period=<value> period length, same as --period_length (default: 2m)
* --period_length=<value> period length, same as --period (default: 2m)
* --min_periods=<value> min. number of history periods (default: 52)
* --rsi_periods=<value> number of RSI periods
* --oversold_rsi=<value> buy when RSI reaches or drops below this value (default: 30)
* --overbought_rsi=<value> sell when RSI reaches or goes above this value (default: 82)
* --rsi_recover=<value> allow RSI to recover this many points before buying (default: 3)
* --rsi_drop=<value> allow RSI to fall this many points before selling (default: 0)
* --rsi_divisor=<value> sell when RSI reaches high-water reading divided by this value (default: 2)
*
* sar
* description:
* Parabolic SAR
* options:
* --period=<value> period length, same as --period_length (default: 2m)
* --period_length=<value> period length, same as --period (default: 2m)
* --min_periods=<value> min. number of history periods (default: 52)
* --sar_af=<value> acceleration factor for parabolic SAR (default: 0.015)
* --sar_max_af=<value> max acceleration factor for parabolic SAR (default: 0.3)
*
* speed
* description:
* Trade when % change from last two 1m periods is higher than average.
* options:
* --period=<value> period length, same as --period_length (default: 1m)
* --period_length=<value> period length, same as --period (default: 1m)
* --min_periods=<value> min. number of history periods (default: 3000)
* --baseline_periods=<value> lookback periods for volatility baseline (default: 3000)
* --trigger_factor=<value> multiply with volatility baseline EMA to get trigger value (default: 1.6)
*
* srsi_macd
* description:
* Stochastic MACD Strategy
* options:
* --period=<value> period length, same as --period_length (default: 30m)
* --period_length=<value> period length, same as --period (default: 30m)
* --min_periods=<value> min. number of history periods (default: 200)
* --rsi_periods=<value> number of RSI periods
* --srsi_periods=<value> number of RSI periods (default: 9)
* --srsi_k=<value> %D line (default: 5)
* --srsi_d=<value> %D line (default: 3)
* --oversold_rsi=<value> buy when RSI reaches or drops below this value (default: 20)
* --overbought_rsi=<value> sell when RSI reaches or goes above this value (default: 80)
* --ema_short_period=<value> number of periods for the shorter EMA (default: 24)
* --ema_long_period=<value> number of periods for the longer EMA (default: 200)
* --signal_period=<value> number of periods for the signal EMA (default: 9)
* --up_trend_threshold=<value> threshold to trigger a buy signal (default: 0)
* --down_trend_threshold=<value> threshold to trigger a sold signal (default: 0)
*
* stddev
* description:
* Buy when standard deviation and mean increase, sell on mean decrease.
* options:
* --period=<value> period length, set poll trades to 100ms, poll order 1000ms. Same as --period_length (default: 100ms)
* --period_length=<value> period length, set poll trades to 100ms, poll order 1000ms. Same as --period (default: 100ms)
* --trendtrades_1=<value> Trades for array 1 to be subtracted stddev and mean from (default: 5)
* --trendtrades_2=<value> Trades for array 2 to be calculated stddev and mean from (default: 53)
* --min_periods=<value> min_periods (default: 1250)
*
* ta_ema
* description:
* Buy when (EMA - last(EMA) > 0) and sell when (EMA - last(EMA) < 0). Optional buy on low RSI.
* options:
* --period=<value> period length, same as --period_length (default: 10m)
* --period_length=<value> period length, same as --period (default: 10m)
* --min_periods=<value> min. number of history periods (default: 52)
* --trend_ema=<value> number of periods for trend EMA (default: 20)
* --neutral_rate=<value> avoid trades if abs(trend_ema) under this float (0 to disable, "auto" for a variable filter) (default: 0.06)
* --oversold_rsi_periods=<value> number of periods for oversold RSI (default: 20)
* --oversold_rsi=<value> buy when RSI reaches this value (default: 30)
*
* ta_macd
* description:
* Buy when (MACD - Signal > 0) and sell when (MACD - Signal < 0).
* options:
* --period=<value> period length, same as --period_length (default: 1h)
* --period_length=<value> period length, same as --period (default: 1h)
* --min_periods=<value> min. number of history periods (default: 52)
* --ema_short_period=<value> number of periods for the shorter EMA (default: 12)
* --ema_long_period=<value> number of periods for the longer EMA (default: 26)
* --signal_period=<value> number of periods for the signal EMA (default: 9)
* --up_trend_threshold=<value> threshold to trigger a buy signal (default: 0)
* --down_trend_threshold=<value> threshold to trigger a sold signal (default: 0)
* --overbought_rsi_periods=<value> number of periods for overbought RSI (default: 25)
* --overbought_rsi=<value> sold when RSI exceeds this value (default: 70)
*
* ta_macd_ext
* description:
* Buy when (MACD - Signal > 0) and sell when (MACD - Signal < 0) with controllable talib TA types
* options:
* --period=<value> period length, same as --period_length (default: 1h)
* --min_periods=<value> min. number of history periods (default: 52)
* --ema_short_period=<value> number of periods for the shorter EMA (default: 12)
* --ema_long_period=<value> number of periods for the longer EMA (default: 26)
* --signal_period=<value> number of periods for the signal EMA (default: 9)
* --fast_ma_type=<value> fast_ma_type of talib: SMA, EMA, WMA, DEMA, TEMA, TRIMA, KAMA, MAMA, T3 (default: null)
* --slow_ma_type=<value> slow_ma_type of talib: SMA, EMA, WMA, DEMA, TEMA, TRIMA, KAMA, MAMA, T3 (default: null)
* --signal_ma_type=<value> signal_ma_type of talib: SMA, EMA, WMA, DEMA, TEMA, TRIMA, KAMA, MAMA, T3 (default: null)
* --default_ma_type=<value> set default ma_type for fast, slow and signal. You are able to overwrite single types separately (fast_ma_type, slow_ma_type, signal_ma_type) (default: SMA)
* --up_trend_threshold=<value> threshold to trigger a buy signal (default: 0)
* --down_trend_threshold=<value> threshold to trigger a sold signal (default: 0)
* --overbought_rsi_periods=<value> number of periods for overbought RSI (default: 25)
* --overbought_rsi=<value> sold when RSI exceeds this value (default: 70)
*
* ta_trix
* description:
* TRIX - 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA with rsi oversold
* options:
* --period=<value> period length eg 10m (default: 5m)
* --timeperiod=<value> timeperiod for TRIX (default: 30)
* --overbought_rsi_periods=<value> number of periods for overbought RSI (default: 25)
* --overbought_rsi=<value> sold when RSI exceeds this value (default: 70)
*
* trend_ema (default)
* description:
* Buy when (EMA - last(EMA) > 0) and sell when (EMA - last(EMA) < 0). Optional buy on low RSI.
* options:
* --period=<value> period length, same as --period_length (default: 2m)
* --period_length=<value> period length, same as --period (default: 2m)
* --min_periods=<value> min. number of history periods (default: 52)
* --trend_ema=<value> number of periods for trend EMA (default: 26)
* --neutral_rate=<value> avoid trades if abs(trend_ema) under this float (0 to disable, "auto" for a variable filter) (default: auto)
* --oversold_rsi_periods=<value> number of periods for oversold RSI (default: 14)
* --oversold_rsi=<value> buy when RSI reaches this value (default: 10)
*
* ta_ppo
* description:
* PPO - Percentage Price Oscillator with rsi oversold
* options:
* --period=<value> period length, same as --period_length (default: 10m)
* --ema_short_period=<value> number of periods for the shorter EMA (default: 12)
* --ema_long_period=<value> number of periods for the longer EMA (default: 26)
* --signal_period=<value> number of periods for the signal EMA (default: 9)
* --overbought_rsi_periods=<value> number of periods for overbought RSI (default: 25)
* --ma_type==<value> moving average type of talib: SMA, EMA, WMA, DEMA, TEMA, TRIMA, KAMA, MAMA, T3 (default: SMA)
* --overbought_rsi=<value> sold when RSI exceeds this value (default: 70)
*
* ta_ultosc
* description:
* ULTOSC - Ultimate Oscillator with rsi oversold
* options:
* --period=<value> period length eg 5m (default: 5m)
* --min_periods=<value> min. number of history periods (default: 52)
* --signal=<value> Provide signal and indicator "simple" (buy@65, sell@50), "low" (buy@65, sell@30), "trend" (buy@30, sell@70) (default: simple)
* --timeperiod1=<value> talib ULTOSC timeperiod1 (default: 7)
* --timeperiod2=<value> talib ULTOSC timeperiod2 (default: 14)
* --timeperiod3=<value> talib ULTOSC timeperiod3 (default: 28)
* --overbought_rsi_periods=<value> number of periods for overbought RSI (default: 25)
* --overbought_rsi=<value> sold when RSI exceeds this value (default: 90)
*
* ti_hma
* description:
* HMA - Hull Moving Average
* options:
* --period=<value> period length eg 10m (default: 15m)
* --min_periods=<value> min. number of history periods (default: 52)
* --trend_hma=<value> number of periods for trend hma (default: 36)
* --overbought_rsi_periods=<value> number of periods for overbought RSI (default: 25)
* --overbought_rsi=<value> sold when RSI exceeds this value (default: 70)
*
* trendline
* description:
* Calculate a trendline and trade when trend is positive vs negative.
* options:
* --period=<value> period length (default: 30s)
* --period_length=<value> period length (default: 30s)
* --lastpoints=<value> Number of trades for short trend average (default: 100)
* --avgpoints=<value> Number of trades for long trend average (default: 1000)
* --lastpoints2=<value> Number of trades for short trend average (default: 10)
* --avgpoints2=<value> Number of trades for long trend average (default: 100)
* --min_periods=<value> Basically avgpoints + a BUNCH of more preroll periods for anything less than 5s period (default: 15000)
* --markup_sell_pct=<value> test (default: 0)
* --markdown_buy_pct=<value> test (default: 0)
*
* trust_distrust
* description:
* Sell when price higher than $sell_min% and highest point - $sell_threshold% is reached. Buy when lowest price point + $buy_threshold% reached.
* options:
* --period=<value> period length, same as --period_length (default: 30m)
* --period_length=<value> period length, same as --period (default: 30m)
* --min_periods=<value> min. number of history periods (default: 52)
* --sell_threshold=<value> sell when the top drops at least below this percentage (default: 2)
* --sell_threshold_max=<value> sell when the top drops lower than this max, regardless of sell_min (panic sell, 0 to disable) (default: 0)
* --sell_min=<value> do not act on anything unless the price is this percentage above the original price (default: 1)
* --buy_threshold=<value> buy when the bottom increased at least above this percentage (default: 2)
* --buy_threshold_max=<value> wait for multiple buy signals before buying (kill whipsaw, 0 to disable) (default: 0)
* --greed=<value> sell if we reach this much profit (0 to be greedy and either win or lose) (default: 0)
*
* wavetrend
* description:
* Buy when (Signal < Oversold) and sell when (Signal > Overbought).
* options:
* --period=<value> period length, same as --period_length (default: 1h)
* --period_length=<value> period length, same as --period (default: 1h)
* --min_periods=<value> min. number of history periods (default: 21)
* --wavetrend_channel_length=<value> wavetrend channel length (default: 10)
* --wavetrend_average_length=<value> wavetrend average length (default: 21)
* --wavetrend_overbought_1=<value> wavetrend overbought limit 1 (default: 60)
* --wavetrend_overbought_2=<value> wavetrend overbought limit 2 (default: 53)
* --wavetrend_oversold_1=<value> wavetrend oversold limit 1 (default: -60)
* --wavetrend_oversold_2=<value> wavetrend oversold limit 2 (default: -53)
* --wavetrend_trends=<value> act on trends instead of limits (default: false)
* --overbought_rsi_periods=<value> number of periods for overbought RSI (default: 9)
* --overbought_rsi=<value> sold when RSI exceeds this value (default: 80)
*/
//backtest strategies and timespans
Backtest bt = new Backtest(zenbotDir, zenbotAppName, selector, resultFolder);
List <string> strategies = new List <string> ();
/*strategies.Add("bollinger");
* strategies.Add("cci_srsi");
* strategies.Add("crossover_vwap");
* strategies.Add("dema");
* strategies.Add("macd");
* strategies.Add("momentum");
* strategies.Add("rsi");
* strategies.Add("sar");
* strategies.Add("speed");*/
strategies.Add("stddev");
strategies.Add("ta_ema");
strategies.Add("ta_macd");
strategies.Add("ta_macd_ext");
strategies.Add("ta_trix");
strategies.Add("trend_ema ");
strategies.Add("ta_ppo");
strategies.Add("ta_ultosc");
strategies.Add("ti_hma");
strategies.Add("trendline");
strategies.Add("trust_distrust");
strategies.Add("wavetrend");
strategies.Add("srsi_macd");
strategies.Add("neural");
// jan feb march 17 side trend market
// oct nov dez 17 bullish
// oct nov dez 18 bearish
List <Span> timeSpans = new List <Span>();
timeSpans.Add(new Span(new DateTime(2019, 1, 1), new DateTime(2019, 4, 1), "side trend 90 days"));
timeSpans.Add(new Span(new DateTime(2017, 10, 1), new DateTime(2018, 1, 1), "bullish 90 days"));
timeSpans.Add(new Span(new DateTime(2018, 10, 1), new DateTime(2019, 1, 1), "bearish 90 days"));
List <string> makertaker = new List <string>();
makertaker.Add("maker");
//makertaker.Add("taker");
string csvresultfile = "";
if (!resultFolder.EndsWith("/"))
{
csvresultfile = resultFolder + "/";
csvresultfile = csvresultfile + "BacktestResult.csv";
}
if (System.IO.File.Exists(csvresultfile))
{
System.IO.File.Copy(csvresultfile, csvresultfile + Backfill.DateTimeToUnixTimestamp(System.DateTime.Now));
}
using (var writer = new StreamWriter(csvresultfile))
{
writer.WriteLine("spantype;resultFile;endBalance;buyHold");
writer.Flush();
for (int timeout = 0; timeout <= 120; timeout = timeout + 10)
{
for (int stoploss = 0; stoploss <= 100; stoploss++)
{
double dStoploss = 0.0;
if (stoploss != 0)
{
dStoploss = (double)stoploss / 10.0;
}
foreach (string strategy in strategies)
{
foreach (Span s in timeSpans)
{
foreach (string mt in makertaker)
{
BacktestResult btr = bt.start(strategy, mt, s.start, s.end, dStoploss, timeout, "");
writer.WriteLine(s.spantype + ";" + btr.resultFile + ";" + btr.endBalance + ";" + btr.buyHold);
writer.Flush();
}
}
}
}
}
}
Console.WriteLine("\n\nPress any key to exit.");
Console.ReadLine();
}