public void OnInit()
{
//set the asset details filename
AssetDetailsFile = @"C:\ForexData\Assets.csv";
RequiredData.Add(60, 200);
TradeAssetList.Add("TEST1");
MinBars = 30;
OptimiseParameters.Add(new OptimiseParameter("Period1", 3, 5, 1));
OptimiseParameters.Add(new OptimiseParameter("Period2", 15, 17, 1));
OptimiseParameters.Add(new OptimiseParameter("JumpFactor", 1.3, 1.6, 0.1));
ExternalFeatures.Add(new ExternalFeatureData(60, @"C:\\ForexData\\ShareData\\TEST1_m60_test_strategy_f.bin",
new string[] { "SMA_4", "SMA_20" }));
}
public void OnInit()
{
//set the asset details filename
AssetDetailsFile = System.IO.Path.Combine("data_files", "AssetsDemo.csv");
//Add in the 60 min timeframe
RequiredData.Add(60, 211);
//select the assets to trade
TradeAssetList.AddRange(new string[] { "EURUSD", "EURJPY" });
//Only take trade if spread is less than 4 pips
SpreadFilter = 4;
MinBars = 211;
Cpus = 12;
ReduceCorrelatedParams = new ReduceCorrelatedParams(80, 0.75, 1.0);
ReduceByRankParams = new ReduceByRankParams(110, 1.0);
TradeDataLabels = new string[] { "Period1", "Period2", "JumpFactor", "jumpSma", "volatilityLogMA12", "volumeLogMA12", "atrNow", "atrTotal", "lastMove", "bbRange" };
OptimiseParameters.Add(new OptimiseParameter("Period1", 3, 5, 1));
OptimiseParameters.Add(new OptimiseParameter("Period2", 14, 18, 1));
OptimiseParameters.Add(new OptimiseParameter("JumpFactor", 1.2, 1.8, 0.1));
//buildpythonfeatures 60 USDJPY C:\ForexData\Assets.csv C:\ForexData\ShareData\[ASSET]_m60_Share_f.bin ATR(3,close,high,low);ATR(4,close,high,low);ATR(5,close,high,low);ATR(100,close,high,low);VOLATILITY_LOG_MA(12,high,low);VOLUME_LOG_MA(12,volume);BBANDS(20,1.8,1,close);BBANDS(20,1.8,2,close)
/*ExternalFeatures.Add(new ExternalFeatureData(60, @"C:\\ForexData\\ShareData\\[ASSET]_m60_Share_f.bin",
* new string[] { "ATR(3, close, high, low)", "ATR(4, close, high, low)", "ATR(5, close, high, low)", "ATR(100, close, high, low)",
* "VOLATILITY_LOG_MA(12, high, low)", "VOLUME_LOG_MA(12, volume)",
* "BBANDS(20, 1.8, 1, close)", "BBANDS(20, 1.8, 2, close)" }));
*/
ExternalFeatures.Add(new ExternalFeatureData(60, System.IO.Path.Combine(new string[] { "data_files", "share_data", "[ASSET]_m60_Share_f.bin" }),
new string[] { "ATR_3", "ATR_4", "ATR_5", "ATR_100",
"VOLATILITY_LOG_MA_12", "VOLUME_LOG_MA_12",
"BBANDS_UP", "BBANDS_LOW" }));
}
