private void SetupRules(double optTrigger)
{
ruleDelayAllTrades = new RuleDelayAllTrade();
ruleDelayBuy = new RuleDelayBuy();
ruleForce = new RuleManualForce();
ruleMinBase = new RuleMinimumBaseAmount();
ruleMinBasePost = new RuleMinimumBaseAmountPost();
ruleMinQuote = new RuleMinimumQuoteAmount();
ruleMinQuotePost = new RuleMinimumQuoteAmountPost();
ruleMinBaseOrders = new RuleMinimumBaseAmountOrders();
ruleMinQuoteOrders = new RuleMinimumQuoteAmountOrders();
ruleMinSellprice = new RuleMinimumSellPriceGiver();
ruleStopLoss = new RuleStopLossSpread(0.9);
rulePriceDelta = new RulePriceDelta(optTrigger);
// order doesn't matter
allRules = new TradeRule[] {
ruleDelayAllTrades, ruleDelayBuy, // time delay
ruleForce, // manual utility
ruleMinBase, ruleMinBasePost, // minimum base amount
ruleMinQuote, ruleMinQuotePost, // minimum quote amount
ruleMinBaseOrders, ruleMinQuoteOrders, // minimum amounts in orders
ruleMinSellprice, ruleStopLoss, // sell rules
rulePriceDelta
}; // buy rules
}
/// <summary>
/// Returns a TradeRule generated with two indicators and a CompareType
/// </summary>
/// <param name="indicator1">The first indicator</param>
/// <param name="compareType">The comparison type</param>
/// <param name="indicator2">The last indicator</param>
/// <returns>Returns a new TradeRule object</returns>
public static TradeRule GenerateTradeRule(string indicator1, IndicatorCompareType compareType, string indicator2)
{
try
{
TradeRule tr = null;
switch (compareType)
{
case IndicatorCompareType.GT:
case IndicatorCompareType.LT:
tr = new SimpleCompareTradeRule(indicator1, compareType, indicator2);
break;
case IndicatorCompareType.crossesAbove:
case IndicatorCompareType.crossesBelow:
tr = new CrossesCompareTradeRule(indicator1, compareType, indicator2);
break;
case IndicatorCompareType.positiveDiverge:
case IndicatorCompareType.negativeDiverge:
tr = new DivergeCompareTradeRule(indicator1, compareType, indicator2);
break;
default:
tr = null;
break;
}
return(tr);
}
catch (TradeRuleException)
{
throw;
}
}
private void SetupRules()
{
ruleDelayAllTrades = new RuleDelayAllTrade();
ruleDelayBuy = new RuleDelayBuy();
ruleDump = new RuleDump();
ruleForce = new RuleManualForce();
ruleMinBase = new RuleMinimumBaseAmount();
ruleMinBasePost = new RuleMinimumBaseAmountPost();
ruleMinQuote = new RuleMinimumQuoteAmount();
ruleMinQuotePost = new RuleMinimumQuoteAmountPost();
ruleMinSellprice = new RuleMinimumSellPrice();
ruleSellBand = new RuleSellBand();
ruleStopLoss = new RuleStopLoss();
ruleBollingerBuy = new RuleBollinger();
ruleMeanRev = new RuleMeanRev();
ruleGlobalTrend = new RuleGlobalDrop("meanRev");
// order doesn't matter
allRules = new TradeRule[] {
ruleDelayAllTrades, ruleDelayBuy, // time delay
ruleDump, ruleForce, // manual utility
ruleMinBase, ruleMinBasePost, // minimum base amount
ruleMinQuote, ruleMinQuotePost, // minimum quote amount
ruleMinSellprice, ruleSellBand, ruleStopLoss, // sell rules
ruleBollingerBuy, ruleMeanRev
}; // buy rules
}
public static void SaveRule(TradeRule rule)
{
string filename = rulePath + rule.Name + ".mrl";
EZAPI.Toolbox.Serialization.Xml.Serialize(rule.SaveData, typeof(XmlSaveRule), filename);
//Objects.SerializeObject<TradeRule>(rule, filename);
}
private void SetupRules()
{
ruleDelayAllTrades = new RuleDelayAllTrade();
ruleDelayBuy = new RuleDelayBuy();
ruleForce = new RuleManualForce();
ruleMinBase = new RuleMinimumBaseAmount();
ruleMinBasePost = new RuleMinimumBaseAmountPost();
ruleMinQuote = new RuleMinimumQuoteAmount();
ruleMinQuotePost = new RuleMinimumQuoteAmountPost();
ruleMinSellprice = new RuleMinimumSellPrice();
ruleSellBand = new RuleSellBand();
ruleStopLoss = new RuleStopLoss();
rulePriceDelta = new RulePriceDelta();
// order doesn't matter
allRules = new TradeRule[] {
ruleDelayAllTrades, ruleDelayBuy, // time delay
ruleForce, // manual utility
ruleMinBase, ruleMinBasePost, // minimum base amount
ruleMinQuote, ruleMinQuotePost, // minimum quote amount
ruleMinSellprice, ruleSellBand, ruleStopLoss, // sell rules
rulePriceDelta
}; // buy rules
}
public static TradeRule LoadRule(string ruleFileName)
{
TradeRule rule = null;
try
{
XmlSaveRule xsr = (XmlSaveRule)EZAPI.Toolbox.Serialization.Xml.Deserialize(typeof(XmlSaveRule), ruleFileName);
rule = new TradeRule(xsr.Name, xsr.RuleCombination, xsr.RuleType);
rule.Active = xsr.Active;
foreach (var xsrc in xsr.RuleConditions)
{
IDataProvider dataProvider1 = MonkeyFactory.CreateDataProviderInstance(xsrc.Value1.Name);
IDataProvider dataProvider2 = MonkeyFactory.CreateDataProviderInstance(xsrc.Value2.Name);
dataProvider1.SaveData = xsrc.Value1;
dataProvider2.SaveData = xsrc.Value2;
RuleValue value1 = new RuleValue(dataProvider1);
RuleValue value2 = new RuleValue(dataProvider2);
IRuleComparison compare = MonkeyFactory.CreateRuleComparisonInstance(xsrc.Compare.Name);
RuleCondition condition = new RuleCondition(value1, compare, value2);
rule.AddRuleCondition(condition);
}
}
catch (Exception ex)
{
// If there is a problem loading the rule, then we return null (not some partial rule).
rule = null;
ExceptionHandler.TraceException(ex);
}
return(rule);
}
/// <summary>
/// Cross the buy trade conditions.
/// </summary>
/// <param name="chromosome1">First chromosome to cross.</param>
/// <param name="chromosome2">Second chromosome to cross.</param>
private void CrossBuyTradeConditions(TradeSystemChromosome chromosome1, TradeSystemChromosome chromosome2)
{
int c1 = GetRandomPosition(chromosome1.ChromosomeValue.BuyCondition.TradeRules.Count);
int c2 = GetRandomPosition(chromosome2.ChromosomeValue.BuyCondition.TradeRules.Count);
TradeRule c1tr = chromosome1.ChromosomeValue.BuyCondition.TradeRules[c1];
TradeRule c2tr = chromosome2.ChromosomeValue.BuyCondition.TradeRules[c2];
chromosome1.ChromosomeValue.BuyCondition.TradeRules[c1] = c2tr;
chromosome2.ChromosomeValue.BuyCondition.TradeRules[c2] = c1tr;
}
public static List <TradeRule> LoadAllRules()
{
List <TradeRule> result = new List <TradeRule>();
string[] filePaths = Directory.GetFiles(rulePath);
foreach (string pathname in filePaths)
{
TradeRule rule = LoadRule(pathname);
if (rule != null)
{
result.Add(rule);
}
}
return(result);
}
private void btnNewRule_Click(object sender, EventArgs e)
{
this.Opacity = .3;
parentForm.Opacity = .3;
using (var form = new RuleBuilderForm())
{
var result = form.ShowDialog();
if (result == DialogResult.OK)
{
TradeRule tradeRule = form.Rule;
ruleSheet.AddRule(tradeRule);
MonkeyIO.SaveRule(tradeRule);
}
}
this.Opacity = 1.0;
parentForm.Opacity = 1.0;
}
// ------------------------------
public void Setup()
{
GUI.GUIManager.AddStrategyScreenPair(this.pair);
// ----------------------------------
ruleDelayAllTrades = new RuleDelayAllTrade();
ruleDelayBuy = new RuleDelayBuy();
ruleMinBase = new RuleMinimumBaseAmount();
ruleMinBasePost = new RuleMinimumBaseAmountPost();
ruleMinQuote = new RuleMinimumQuoteAmount();
ruleMinQuotePost = new RuleMinimumQuoteAmountPost();
ruleMinSellprice = new RuleMinimumSellPrice();
ruleSellBand = new RuleSellBand();
ruleStopLoss = new RuleStopLoss();
rulePriceDelta = new RulePriceDelta();
ruleMeanRev = new RuleMeanRev();
ruleMACD = new RuleMACD();
ruleADX = new RuleADX();
// order doesn't matter
allRules = new TradeRule[] {
ruleDelayAllTrades, ruleDelayBuy, // time delay
ruleMinBase, ruleMinBasePost, // minimum base amount
ruleMinQuote, ruleMinQuotePost, // minimum quote amount
ruleMinSellprice, ruleSellBand, ruleStopLoss, // sell rules
rulePriceDelta, ruleMeanRev, ruleADX, ruleMACD
}; // buy rules
// ----------------------------------
LastBuyTime = 0;
TradeTimeBlock = 30;
LastSellTime = 0;
LastBuyTime = 0;
openPosition = 0;
predictorExtremes = new Data.Predictors.PriceExtremes(pair);
}
private void SetupRules()
{
ruleDelayAllTrades = new RuleDelayAllTrade();
ruleDelayBuy = new RuleDelayBuy();
ruleForce = new RuleManualForce();
ruleMinBase = new RuleMinimumBaseAmount();
ruleMinBasePost = new RuleMinimumBaseAmountPost();
ruleMinQuote = new RuleMinimumQuoteAmount();
ruleMinQuotePost = new RuleMinimumQuoteAmountPost();
ruleMinQuoteOrders = new RuleMinimumQuoteAmountOrders();
ruleMinSellprice = new RuleMinimumSellPrice();
ruleSellBand = new RuleSellBand();
ruleStopLoss = new RuleStopLoss(0.85);
ruleMinSellPriceDump = new RuleMinimumSellPriceDump();
ruleDump = new RuleDump();
ruleMACD = new RuleMACD();
ruleVolume = new RuleVolumeRatio(5);
ruleMeanRev = new RuleMeanRev(2.5);
// order doesn't matter
allRules = new TradeRule[] {
ruleDelayAllTrades, ruleDelayBuy, // time delay
ruleForce, // manual utility
ruleMinBase, ruleMinBasePost, // minimum base amount
ruleMinQuote, ruleMinQuotePost, // minimum quote amount
ruleMinQuoteOrders, // minimum orders amount
ruleMinSellprice, ruleSellBand, ruleStopLoss, // sell rules
ruleMinSellPriceDump, ruleDump, // dump rules
ruleMACD, ruleVolume, ruleMeanRev
}; // buy rules
}
public void AddRule(TradeRule rule, bool Active = true)
{
rule.Active = Active;
bindingSource.Add(rule);
gridRules.Refresh();
}
public RuleSelectEventArgs(TradeRule rule)
{
this.tradeRule = rule;
}
public void AddRule(TradeRule rule, bool Active = true)
{
ruleSheet.AddRule(rule, Active);
}
