public void CalAvk(String path, int range)
{
int bound = 1;
int pretype = (int)TRADE_TYPE.TRADE_NONE;
long lastprice = -1;
int type = (int)TRADE_TYPE.TRADE_NONE;
int step = range;
TickBase tickBase = new TickBase(path);
TickBaseHandle handle = new TickBaseHandle();
GraphBase graphBase = new GraphBase(System.DateTime.Now, 100);
FutureTick tick;
TickGraph lastGraph;
TickGraph graph = new TickGraph();
TickGraph slowAverage;
TickGraph fastAverage;
TickGraph lastAverage;
TickGraph temp = new TickGraph();
TickGraph average = new TickGraph();
TickGraph[] graph_a = new TickGraph[50];
TickGraph[] average_a = new TickGraph[50];
String table;
graphBase.CreateTable("TXF_AK");
do
{
tick = tickBase.GetFutureTick("TXF", ref handle);
if (tick == null)
{
break;
}
if (graph.type == TICK_GRAPH.TICK_GRAPH_NONE)
{
temp.value[TickGraph.VALUE_B] = tick.price * tick.quanty;
temp.value[TickGraph.VALUE_C] = tick.quanty;
temp.value[TickGraph.VALUE_A] = temp.value[TickGraph.VALUE_B] / temp.value[TickGraph.VALUE_C];
graph.type = TICK_GRAPH.TICK_GRAPH_KBAR;
graph.value[TickGraph.VALUE_A] = temp.value[TickGraph.VALUE_A];
graph.value[TickGraph.VALUE_B] = temp.value[TickGraph.VALUE_A];
graph.value[TickGraph.VALUE_C] = temp.value[TickGraph.VALUE_A];
graph.value[TickGraph.VALUE_D] = temp.value[TickGraph.VALUE_A];
graph.value[TickGraph.VALUE_E] = handle.index;
}
else
{
lastGraph = null;
lastGraph = graphBase.GetLatestItem("TXF_AK");
temp.value[TickGraph.VALUE_B] += tick.price * tick.quanty;
temp.value[TickGraph.VALUE_C] += tick.quanty;
temp.value[TickGraph.VALUE_A] = temp.value[TickGraph.VALUE_B] / temp.value[TickGraph.VALUE_C];
if (step == -1)
{
if (temp.value[TickGraph.VALUE_A] <= graph.value[TickGraph.VALUE_D] || graph.value[TickGraph.VALUE_C] <= temp.value[TickGraph.VALUE_A])
{
graphBase.UpdateLatestItem("TXF_AK", graph);
//temp.value[TickGraph.VALUE_B] = tick.price * tick.quanty;
//temp.value[TickGraph.VALUE_C] = tick.quanty;
//temp.value[TickGraph.VALUE_A] = temp.value[TickGraph.VALUE_B] / temp.value[TickGraph.VALUE_C];
graph = new TickGraph();
graph.type = TICK_GRAPH.TICK_GRAPH_KBAR;
graph.value[TickGraph.VALUE_A] = temp.value[TickGraph.VALUE_A];
graph.value[TickGraph.VALUE_B] = temp.value[TickGraph.VALUE_A];
graph.value[TickGraph.VALUE_C] = temp.value[TickGraph.VALUE_A];
graph.value[TickGraph.VALUE_D] = temp.value[TickGraph.VALUE_A];
graph.value[TickGraph.VALUE_E] = handle.index;
step = range;
}
else
{
graph.value[TickGraph.VALUE_B] = temp.value[TickGraph.VALUE_A];
if (temp.value[TickGraph.VALUE_A] > graph.value[TickGraph.VALUE_C]) graph.value[TickGraph.VALUE_C] = temp.value[TickGraph.VALUE_A];
if (temp.value[TickGraph.VALUE_A] < graph.value[TickGraph.VALUE_D]) graph.value[TickGraph.VALUE_D] = temp.value[TickGraph.VALUE_A];
}
}
else
{
if (lastGraph != null && lastGraph.value[TickGraph.VALUE_C] >= temp.value[TickGraph.VALUE_A] && temp.value[TickGraph.VALUE_A] >= lastGraph.value[TickGraph.VALUE_D] /*&& !(lastGraph.value[TickGraph.VALUE_F] != (long)TRADE_TYPE.TRADE_NONE && lastGraph.value[TickGraph.VALUE_H] != (long)TRADE_TYPE.TRADE_NONE)*/)
{
if (graph.value[TickGraph.VALUE_C] > lastGraph.value[TickGraph.VALUE_C]) lastGraph.value[TickGraph.VALUE_C] = graph.value[TickGraph.VALUE_C];
if (graph.value[TickGraph.VALUE_D] < lastGraph.value[TickGraph.VALUE_D]) lastGraph.value[TickGraph.VALUE_D] = graph.value[TickGraph.VALUE_D];
lastGraph.value[TickGraph.VALUE_B] = temp.value[TickGraph.VALUE_A];
lastGraph.value[TickGraph.VALUE_F] = graph.value[TickGraph.VALUE_F] != -1 ? graph.value[TickGraph.VALUE_F] : lastGraph.value[TickGraph.VALUE_F];
lastGraph.value[TickGraph.VALUE_G] = graph.value[TickGraph.VALUE_G] != -1 ? graph.value[TickGraph.VALUE_G] : lastGraph.value[TickGraph.VALUE_G];
lastGraph.value[TickGraph.VALUE_H] = graph.value[TickGraph.VALUE_H] != -1 ? graph.value[TickGraph.VALUE_H] : lastGraph.value[TickGraph.VALUE_H];
lastGraph.value[TickGraph.VALUE_I] = graph.value[TickGraph.VALUE_I] != -1 ? graph.value[TickGraph.VALUE_I] : lastGraph.value[TickGraph.VALUE_I];
lastGraph.value[TickGraph.VALUE_J] += graph.value[TickGraph.VALUE_J] != -1 ? graph.value[TickGraph.VALUE_J] : 0;
graph = lastGraph;
step = -1;
}
else
{
if (temp.value[TickGraph.VALUE_A] - graph.value[TickGraph.VALUE_D] > step || graph.value[TickGraph.VALUE_C] - temp.value[TickGraph.VALUE_A] > step)
{
graphBase.AddNewItem("TXF_AK", graph);
//temp.value[TickGraph.VALUE_B] = tick.price * tick.quanty;
//temp.value[TickGraph.VALUE_C] = tick.quanty;
//temp.value[TickGraph.VALUE_A] = temp.value[TickGraph.VALUE_B] / temp.value[TickGraph.VALUE_C];
graph = new TickGraph();
graph.type = TICK_GRAPH.TICK_GRAPH_KBAR;
graph.value[TickGraph.VALUE_A] = temp.value[TickGraph.VALUE_A];
graph.value[TickGraph.VALUE_B] = temp.value[TickGraph.VALUE_A];
graph.value[TickGraph.VALUE_C] = temp.value[TickGraph.VALUE_A];
graph.value[TickGraph.VALUE_D] = temp.value[TickGraph.VALUE_A];
graph.value[TickGraph.VALUE_E] = handle.index;
}
else
{
graph.value[TickGraph.VALUE_B] = temp.value[TickGraph.VALUE_A];
if (temp.value[TickGraph.VALUE_A] > graph.value[TickGraph.VALUE_C]) graph.value[TickGraph.VALUE_C] = temp.value[TickGraph.VALUE_A];
if (temp.value[TickGraph.VALUE_A] < graph.value[TickGraph.VALUE_D]) graph.value[TickGraph.VALUE_D] = temp.value[TickGraph.VALUE_A];
}
}
}
}
} while (true);
}
public void CalTrade(String path, int range, int main, int favg, int savg, int maxloss, int maxgain)
{
int bound = 1;
int pretype = (int)TRADE_TYPE.TRADE_NONE;
long lastprice = -1;
int type = (int)TRADE_TYPE.TRADE_NONE;
int step = range;
String slowAvg = String.Format("TXF_A{0}", savg);
String fastAvg = String.Format("TXF_A{0}", favg);
TickBase tickBase = new TickBase(path);
TickBaseHandle handle = new TickBaseHandle();
GraphBase graphBase = new GraphBase(System.DateTime.Now, 100);
FutureTick tick;
TickGraph lastGraph;
TickGraph graph = new TickGraph();
TickGraph slowAverage;
TickGraph fastAverage;
TickGraph lastAverage;
TickGraph average = new TickGraph();
TickGraph[] graph_a = new TickGraph[50];
TickGraph[] average_a = new TickGraph[50];
graphBase.CreateTable("TXF_K");
graphBase.CreateTable("TXF_A");
for (int i = 1; i <= 50; i++)
{
String table = String.Format("TXF_K{0}", i);
graphBase.CreateTable(table);
graph_a[i - 1] = new TickGraph();
table = String.Format("TXF_A{0}", i);
graphBase.CreateTable(table);
average_a[i - 1] = new TickGraph();
}
do
{
tick = tickBase.GetFutureTick("TXF", ref handle);
if (tick == null)
{
break;
}
if (graph.type == TICK_GRAPH.TICK_GRAPH_NONE)
{
graph.type = TICK_GRAPH.TICK_GRAPH_KBAR;
graph.value[TickGraph.VALUE_A] = tick.price;
graph.value[TickGraph.VALUE_B] = tick.price;
graph.value[TickGraph.VALUE_C] = tick.price;
graph.value[TickGraph.VALUE_D] = tick.price;
graph.value[TickGraph.VALUE_E] = handle.index;
average.type = TICK_GRAPH.TICK_GRAPH_LINE;
average.value[TickGraph.VALUE_B] = tick.price * tick.quanty;
average.value[TickGraph.VALUE_C] = tick.quanty;
}
else
{
lastGraph = null;
lastGraph = graphBase.GetLatestItem("TXF_K");
lastAverage = null;
lastAverage = graphBase.GetLatestItem("TXF_A");
slowAverage = null;
slowAverage = graphBase.GetLatestItem(slowAvg);
fastAverage = null;
fastAverage = graphBase.GetLatestItem(fastAvg);
if (step == -1)
{
if (tick.price <= graph.value[TickGraph.VALUE_D] || graph.value[TickGraph.VALUE_C] <= tick.price)
{
average.value[TickGraph.VALUE_A] = average.value[TickGraph.VALUE_B] / average.value[TickGraph.VALUE_C];
for (int i = 1; i <= 50; i++)
{
graph_a[i - 1].type = TICK_GRAPH.TICK_GRAPH_LINE;
graph_a[i - 1].value[TickGraph.VALUE_A] = graphBase.CalAverage("TXF_K", TickGraph.VALUE_C, i);
average_a[i - 1].type = TICK_GRAPH.TICK_GRAPH_LINE;
long m = graphBase.CalAverage("TXF_A", TickGraph.VALUE_C, i);
if (m != 0)
{
average_a[i - 1].value[TickGraph.VALUE_A] = graphBase.CalAverage("TXF_A", TickGraph.VALUE_B, i) / m;
}
else
{
average_a[i - 1].value[TickGraph.VALUE_A] = -1;
}
}
/********************/
if (average_a[main - 1].value[TickGraph.VALUE_A] != -1 && average_a[favg - 1].value[TickGraph.VALUE_A] != -1 && average_a[savg - 1].value[TickGraph.VALUE_A] != -1)
{
if (type == (int)TRADE_TYPE.TRADE_NONE)
{
if (average_a[main - 1].value[TickGraph.VALUE_A] >= average_a[favg - 1].value[TickGraph.VALUE_A] && average_a[main - 1].value[TickGraph.VALUE_A] > average_a[savg - 1].value[TickGraph.VALUE_A])
{
if (graph.value[TickGraph.VALUE_F] == (long)TRADE_TYPE.TRADE_NONE)
{
performance += AddBuy(tick.price);
lastprice = tick.price;
graph.value[TickGraph.VALUE_F] = (long)TRADE_TYPE.TRADE_BUY_OPEN;
graph.value[TickGraph.VALUE_G] = (long)tick.price;
graph.value[TickGraph.VALUE_J] = (long)new System.Diagnostics.StackTrace(true).GetFrame(0).GetFileLineNumber();
type = (int)TRADE_TYPE.TRADE_BUY_OPEN;
Console.WriteLine("performance = {0}, price = {1}, line = {2} - Buy", performance, tick.price, graph.value[TickGraph.VALUE_J]);
}
}
else if (average_a[main - 1].value[TickGraph.VALUE_A] <= average_a[favg - 1].value[TickGraph.VALUE_A] && average_a[main - 1].value[TickGraph.VALUE_A] < average_a[savg - 1].value[TickGraph.VALUE_A])
{
if (graph.value[TickGraph.VALUE_F] == (long)TRADE_TYPE.TRADE_NONE)
{
performance += AddSell(tick.price);
lastprice = tick.price;
graph.value[TickGraph.VALUE_F] = (long)TRADE_TYPE.TRADE_SELL_OPEN;
graph.value[TickGraph.VALUE_G] = (long)tick.price;
graph.value[TickGraph.VALUE_J] = (long)new System.Diagnostics.StackTrace(true).GetFrame(0).GetFileLineNumber();
type = (int)TRADE_TYPE.TRADE_SELL_OPEN;
Console.WriteLine("performance = {0}, price = {1}, line = {2} - Buy", performance, tick.price, graph.value[TickGraph.VALUE_J]);
}
}
}
else
{
if (type == (int)TRADE_TYPE.TRADE_BUY_OPEN)
{
if (average_a[main - 1].value[TickGraph.VALUE_A] < average_a[favg - 1].value[TickGraph.VALUE_A])
{
if (pretype == (int)TRADE_TYPE.TRADE_NONE)
{
performance += AddSell(tick.price);
lastprice = tick.price;
graph.value[TickGraph.VALUE_H] = (long)TRADE_TYPE.TRADE_SELL_OPEN;
graph.value[TickGraph.VALUE_I] = (long)tick.price;
/*if (tick.price - lastprice < 0) bound--;
else bound++;
if (bound <= 0) bound = 1;
if (bound > savg) bound = savg;*/
graph.value[TickGraph.VALUE_J] = (long)new System.Diagnostics.StackTrace(true).GetFrame(0).GetFileLineNumber();
Console.WriteLine("\tperformance = {0}, price = {1}, line = {2} - Buy", performance, tick.price, graph.value[TickGraph.VALUE_J]);
}
type = (int)TRADE_TYPE.TRADE_NONE;
pretype = (int)TRADE_TYPE.TRADE_NONE;
}
}
else if (type == (int)TRADE_TYPE.TRADE_SELL_OPEN)
{
if (average_a[main - 1].value[TickGraph.VALUE_A] > average_a[favg - 1].value[TickGraph.VALUE_A])
{
if (pretype == (int)TRADE_TYPE.TRADE_NONE)
{
performance += AddBuy(tick.price);
lastprice = tick.price;
graph.value[TickGraph.VALUE_H] = (long)TRADE_TYPE.TRADE_BUY_OPEN;
graph.value[TickGraph.VALUE_I] = (long)tick.price;
/*if (lastprice - tick.price < 0) bound--;
else bound++;
if (bound <= 0) bound = 1;
if (bound > savg) bound = savg;*/
graph.value[TickGraph.VALUE_J] = (long)new System.Diagnostics.StackTrace(true).GetFrame(0).GetFileLineNumber();
Console.WriteLine("\tperformance = {0}, price = {1}, line = {2} - Sell", performance, tick.price, graph.value[TickGraph.VALUE_J]);
}
type = (int)TRADE_TYPE.TRADE_NONE;
pretype = (int)TRADE_TYPE.TRADE_NONE;
}
}
}
}
/********************/
graphBase.UpdateLatestItem("TXF_A", average);
graphBase.UpdateLatestItem("TXF_K", graph);
for (int i = 1; i <= 50; i++)
{
String table = String.Format("TXF_K{0}", i);
graphBase.UpdateLatestItem(table, graph_a[i - 1]);
table = String.Format("TXF_A{0}", i);
graphBase.UpdateLatestItem(table, average_a[i - 1]);
}
graph = new TickGraph();
graph.type = TICK_GRAPH.TICK_GRAPH_KBAR;
graph.value[TickGraph.VALUE_A] = tick.price;
graph.value[TickGraph.VALUE_B] = tick.price;
graph.value[TickGraph.VALUE_C] = tick.price;
graph.value[TickGraph.VALUE_D] = tick.price;
graph.value[TickGraph.VALUE_E] = handle.index;
average = new TickGraph();
average.type = TICK_GRAPH.TICK_GRAPH_LINE;
average.value[TickGraph.VALUE_B] = tick.price * tick.quanty;
average.value[TickGraph.VALUE_C] = tick.quanty;
step = range;
}
else
{
graph.value[TickGraph.VALUE_B] = tick.price;
average.value[TickGraph.VALUE_B] += tick.price * tick.quanty;
average.value[TickGraph.VALUE_C] += tick.quanty;
average.value[TickGraph.VALUE_A] = average.value[TickGraph.VALUE_B] / average.value[TickGraph.VALUE_C];
for (int i = 1; i <= 50; i++)
{
graph_a[i - 1].type = TICK_GRAPH.TICK_GRAPH_LINE;
graph_a[i - 1].value[TickGraph.VALUE_A] = graphBase.CalAverage("TXF_K", TickGraph.VALUE_C, i);
average_a[i - 1].type = TICK_GRAPH.TICK_GRAPH_LINE;
long m = graphBase.CalAverage("TXF_A", TickGraph.VALUE_C, i);
if (m != 0)
{
average_a[i - 1].value[TickGraph.VALUE_A] = graphBase.CalAverage("TXF_A", TickGraph.VALUE_B, i) / m;
}
else
{
average_a[i - 1].value[TickGraph.VALUE_A] = -1;
}
}
/**********************/
#if true
if (average_a[main - 1].value[TickGraph.VALUE_A] != -1 && average_a[favg - 1].value[TickGraph.VALUE_A] != -1 && average_a[savg - 1].value[TickGraph.VALUE_A] != -1)
{
if (type != (int)TRADE_TYPE.TRADE_NONE && pretype != (int)TRADE_TYPE.TRADE_PRE)
{
if (type == (int)TRADE_TYPE.TRADE_BUY_OPEN)
{
if (average_a[main - 1].value[TickGraph.VALUE_A] < average_a[favg - 1].value[TickGraph.VALUE_A])
/*if (tick.price < average_a[bound - 1].value[TickGraph.VALUE_A]
|| tick.price - lastprice <= maxloss
|| tick.price - lastprice >= maxgain)*/
//if (lastAverage.value[TickGraph.VALUE_A] >= average.value[TickGraph.VALUE_A])
{
performance += AddSell(tick.price);
graph.value[TickGraph.VALUE_H] = (long)TRADE_TYPE.TRADE_SELL_OPEN;
graph.value[TickGraph.VALUE_I] = (long)tick.price;
if (tick.price - lastprice < 0) bound--;
else bound++;
if (bound <= 0) bound = 1;
if (bound > savg) bound = savg;
graph.value[TickGraph.VALUE_J] = (long)new System.Diagnostics.StackTrace(true).GetFrame(0).GetFileLineNumber();
pretype = (int)TRADE_TYPE.TRADE_PRE;
Console.WriteLine("\tperformance = {0}, price = {1}, line = {2} - Buy", performance, tick.price, graph.value[TickGraph.VALUE_J]);
}
}
else if (type == (int)TRADE_TYPE.TRADE_SELL_OPEN)
{
if (average_a[main - 1].value[TickGraph.VALUE_A] > average_a[favg - 1].value[TickGraph.VALUE_A])
/*if (tick.price > average_a[bound - 1].value[TickGraph.VALUE_A]
|| lastprice - tick.price <= maxloss
|| lastprice - tick.price >= maxgain)*/
//if (lastAverage.value[TickGraph.VALUE_A] <= average.value[TickGraph.VALUE_A])
{
performance += AddBuy(tick.price);
graph.value[TickGraph.VALUE_H] = (long)TRADE_TYPE.TRADE_BUY_OPEN;
graph.value[TickGraph.VALUE_I] = (long)tick.price;
if (lastprice - tick.price < 0) bound--;
else bound++;
if (bound <= 0) bound = 1;
if (bound > savg) bound = savg;
graph.value[TickGraph.VALUE_J] = (long)new System.Diagnostics.StackTrace(true).GetFrame(0).GetFileLineNumber();
pretype = (int)TRADE_TYPE.TRADE_PRE;
Console.WriteLine("\tperformance = {0}, price = {1}, line = {2} - Sell", performance, tick.price, graph.value[TickGraph.VALUE_J]);
}
}
}
}
#endif
/********************/
}
}
else
{
if (lastGraph != null && lastGraph.value[TickGraph.VALUE_C] >= tick.price && tick.price >= lastGraph.value[TickGraph.VALUE_D] /*&& !(lastGraph.value[TickGraph.VALUE_F] != (long)TRADE_TYPE.TRADE_NONE && lastGraph.value[TickGraph.VALUE_H] != (long)TRADE_TYPE.TRADE_NONE)*/)
{
if (graph.value[TickGraph.VALUE_C] > lastGraph.value[TickGraph.VALUE_C]) lastGraph.value[TickGraph.VALUE_C] = graph.value[TickGraph.VALUE_C];
if (graph.value[TickGraph.VALUE_D] < lastGraph.value[TickGraph.VALUE_D]) lastGraph.value[TickGraph.VALUE_D] = graph.value[TickGraph.VALUE_D];
lastGraph.value[TickGraph.VALUE_B] = tick.price;
lastGraph.value[TickGraph.VALUE_F] = graph.value[TickGraph.VALUE_F] != -1 ? graph.value[TickGraph.VALUE_F] : lastGraph.value[TickGraph.VALUE_F];
lastGraph.value[TickGraph.VALUE_G] = graph.value[TickGraph.VALUE_G] != -1 ? graph.value[TickGraph.VALUE_G] : lastGraph.value[TickGraph.VALUE_G];
lastGraph.value[TickGraph.VALUE_H] = graph.value[TickGraph.VALUE_H] != -1 ? graph.value[TickGraph.VALUE_H] : lastGraph.value[TickGraph.VALUE_H];
lastGraph.value[TickGraph.VALUE_I] = graph.value[TickGraph.VALUE_I] != -1 ? graph.value[TickGraph.VALUE_I] : lastGraph.value[TickGraph.VALUE_I];
lastGraph.value[TickGraph.VALUE_J] += graph.value[TickGraph.VALUE_J] != -1 ? graph.value[TickGraph.VALUE_J] : 0;
graph = lastGraph;
lastAverage = graphBase.GetLatestItem("TXF_A");
lastAverage.value[TickGraph.VALUE_B] += average.value[TickGraph.VALUE_B];
lastAverage.value[TickGraph.VALUE_C] += average.value[TickGraph.VALUE_C];
lastAverage.value[TickGraph.VALUE_B] += tick.price * tick.quanty;
lastAverage.value[TickGraph.VALUE_C] += tick.quanty;
average = lastAverage;
step = -1;
}
else
{
if (tick.price - graph.value[TickGraph.VALUE_D] > step || graph.value[TickGraph.VALUE_C] - tick.price > step)
{
average.value[TickGraph.VALUE_A] = average.value[TickGraph.VALUE_B] / average.value[TickGraph.VALUE_C];
for (int i = 1; i <= 50; i++)
{
graph_a[i - 1].type = TICK_GRAPH.TICK_GRAPH_LINE;
graph_a[i - 1].value[TickGraph.VALUE_A] = graphBase.CalAverage("TXF_K", TickGraph.VALUE_C, i);
average_a[i - 1].type = TICK_GRAPH.TICK_GRAPH_LINE;
long m = graphBase.CalAverage("TXF_A", TickGraph.VALUE_C, i);
if (m != 0)
{
average_a[i - 1].value[TickGraph.VALUE_A] = graphBase.CalAverage("TXF_A", TickGraph.VALUE_B, i) / m;
}
else
{
average_a[i - 1].value[TickGraph.VALUE_A] = -1;
}
}
graphBase.AddNewItem("TXF_A", average);
graphBase.AddNewItem("TXF_K", graph);
graph = new TickGraph();
/********************/
if (average_a[main - 1].value[TickGraph.VALUE_A] != -1 && average_a[favg - 1].value[TickGraph.VALUE_A] != -1 && average_a[savg - 1].value[TickGraph.VALUE_A] != -1)
{
if (type == (int)TRADE_TYPE.TRADE_NONE)
{
if (average_a[main - 1].value[TickGraph.VALUE_A] >= average_a[favg - 1].value[TickGraph.VALUE_A] && average_a[main - 1].value[TickGraph.VALUE_A] > average_a[savg - 1].value[TickGraph.VALUE_A])
{
if (graph.value[TickGraph.VALUE_F] == (long)TRADE_TYPE.TRADE_NONE)
{
performance += AddBuy(tick.price);
lastprice = tick.price;
graph.value[TickGraph.VALUE_F] = (long)TRADE_TYPE.TRADE_BUY_OPEN;
graph.value[TickGraph.VALUE_G] = (long)tick.price;
graph.value[TickGraph.VALUE_J] = (long)new System.Diagnostics.StackTrace(true).GetFrame(0).GetFileLineNumber();
type = (int)TRADE_TYPE.TRADE_BUY_OPEN;
Console.WriteLine("performance = {0}, price = {1}, line = {2} - Buy", performance, tick.price, graph.value[TickGraph.VALUE_J]);
}
}
else if (average_a[main - 1].value[TickGraph.VALUE_A] <= average_a[favg - 1].value[TickGraph.VALUE_A] && average_a[main - 1].value[TickGraph.VALUE_A] < average_a[savg - 1].value[TickGraph.VALUE_A])
{
if (graph.value[TickGraph.VALUE_F] == (long)TRADE_TYPE.TRADE_NONE)
{
performance += AddSell(tick.price);
lastprice = tick.price;
graph.value[TickGraph.VALUE_F] = (long)TRADE_TYPE.TRADE_SELL_OPEN;
graph.value[TickGraph.VALUE_G] = (long)tick.price;
graph.value[TickGraph.VALUE_J] = (long)new System.Diagnostics.StackTrace(true).GetFrame(0).GetFileLineNumber();
type = (int)TRADE_TYPE.TRADE_SELL_OPEN;
Console.WriteLine("performance = {0}, price = {1}, line = {2} - Buy", performance, tick.price, graph.value[TickGraph.VALUE_J]);
}
}
}
else
{
if (type == (int)TRADE_TYPE.TRADE_BUY_OPEN)
{
if (average_a[main - 1].value[TickGraph.VALUE_A] < average_a[favg - 1].value[TickGraph.VALUE_A])
{
if (pretype == (int)TRADE_TYPE.TRADE_NONE)
{
performance += AddSell(tick.price);
lastprice = tick.price;
graph.value[TickGraph.VALUE_H] = (long)TRADE_TYPE.TRADE_SELL_OPEN;
graph.value[TickGraph.VALUE_I] = (long)tick.price;
/*if (tick.price - lastprice < 0) bound--;
else bound++;
if (bound <= 0) bound = 1;
if (bound > savg) bound = savg;*/
graph.value[TickGraph.VALUE_J] = (long)new System.Diagnostics.StackTrace(true).GetFrame(0).GetFileLineNumber();
Console.WriteLine("\tperformance = {0}, price = {1}, line = {2} - Buy", performance, tick.price, graph.value[TickGraph.VALUE_J]);
}
type = (int)TRADE_TYPE.TRADE_NONE;
pretype = (int)TRADE_TYPE.TRADE_NONE;
}
}
else if (type == (int)TRADE_TYPE.TRADE_SELL_OPEN)
{
if (average_a[main - 1].value[TickGraph.VALUE_A] > average_a[favg - 1].value[TickGraph.VALUE_A])
{
if (pretype == (int)TRADE_TYPE.TRADE_NONE)
{
performance += AddBuy(tick.price);
lastprice = tick.price;
graph.value[TickGraph.VALUE_H] = (long)TRADE_TYPE.TRADE_BUY_OPEN;
graph.value[TickGraph.VALUE_I] = (long)tick.price;
/*if (lastprice - tick.price < 0) bound--;
else bound++;
if (bound <= 0) bound = 1;
if (bound > savg) bound = savg;*/
graph.value[TickGraph.VALUE_J] = (long)new System.Diagnostics.StackTrace(true).GetFrame(0).GetFileLineNumber();
Console.WriteLine("\tperformance = {0}, price = {1}, line = {2} - Sell", performance, tick.price, graph.value[TickGraph.VALUE_J]);
}
type = (int)TRADE_TYPE.TRADE_NONE;
pretype = (int)TRADE_TYPE.TRADE_NONE;
}
}
}
}
/********************/
graph.type = TICK_GRAPH.TICK_GRAPH_KBAR;
graph.value[TickGraph.VALUE_A] = tick.price;
graph.value[TickGraph.VALUE_B] = tick.price;
graph.value[TickGraph.VALUE_C] = tick.price;
graph.value[TickGraph.VALUE_D] = tick.price;
graph.value[TickGraph.VALUE_E] = handle.index;
average = new TickGraph();
average.type = TICK_GRAPH.TICK_GRAPH_LINE;
average.value[TickGraph.VALUE_B] = tick.price * tick.quanty;
average.value[TickGraph.VALUE_C] = tick.quanty;
for (int i = 1; i <= 50; i++)
{
String table = String.Format("TXF_K{0}", i);
graphBase.AddNewItem(table, graph_a[i - 1]);
table = String.Format("TXF_A{0}", i);
graphBase.AddNewItem(table, average_a[i - 1]);
}
}
else
{
graph.value[TickGraph.VALUE_B] = tick.price;
if (tick.price > graph.value[TickGraph.VALUE_C]) graph.value[TickGraph.VALUE_C] = tick.price;
if (tick.price < graph.value[TickGraph.VALUE_D]) graph.value[TickGraph.VALUE_D] = tick.price;
average.value[TickGraph.VALUE_B] += tick.price * tick.quanty;
average.value[TickGraph.VALUE_C] += tick.quanty;
average.value[TickGraph.VALUE_A] = average.value[TickGraph.VALUE_B] / average.value[TickGraph.VALUE_C];
for (int i = 1; i <= 50; i++)
{
graph_a[i - 1].type = TICK_GRAPH.TICK_GRAPH_LINE;
graph_a[i - 1].value[TickGraph.VALUE_A] = graphBase.CalAverage("TXF_K", TickGraph.VALUE_C, i);
average_a[i - 1].type = TICK_GRAPH.TICK_GRAPH_LINE;
long m = graphBase.CalAverage("TXF_A", TickGraph.VALUE_C, i);
if (m != 0)
{
average_a[i - 1].value[TickGraph.VALUE_A] = graphBase.CalAverage("TXF_A", TickGraph.VALUE_B, i) / m;
}
else
{
average_a[i - 1].value[TickGraph.VALUE_A] = -1;
}
}
/**********************/
#if true
if (average_a[main - 1].value[TickGraph.VALUE_A] != -1 && average_a[favg - 1].value[TickGraph.VALUE_A] != -1 && average_a[savg - 1].value[TickGraph.VALUE_A] != -1)
{
if (type != (int)TRADE_TYPE.TRADE_NONE && pretype != (int)TRADE_TYPE.TRADE_PRE)
{
if (type == (int)TRADE_TYPE.TRADE_BUY_OPEN)
{
if (average_a[main - 1].value[TickGraph.VALUE_A] < average_a[favg - 1].value[TickGraph.VALUE_A])
/*if (tick.price < average_a[bound - 1].value[TickGraph.VALUE_A]
|| tick.price - lastprice <= maxloss
|| tick.price - lastprice >= maxgain)*/
//if (lastAverage.value[TickGraph.VALUE_A] >= average.value[TickGraph.VALUE_A])
{
performance += AddSell(tick.price);
graph.value[TickGraph.VALUE_H] = (long)TRADE_TYPE.TRADE_SELL_OPEN;
graph.value[TickGraph.VALUE_I] = (long)tick.price;
if (tick.price - lastprice < 0) bound--;
else bound++;
if (bound <= 0) bound = 1;
if (bound > savg) bound = savg;
graph.value[TickGraph.VALUE_J] = (long)new System.Diagnostics.StackTrace(true).GetFrame(0).GetFileLineNumber();
pretype = (int)TRADE_TYPE.TRADE_PRE;
Console.WriteLine("\tperformance = {0}, price = {1}, line = {2} - Buy", performance, tick.price, graph.value[TickGraph.VALUE_J]);
}
}
else if (type == (int)TRADE_TYPE.TRADE_SELL_OPEN)
{
if (average_a[main - 1].value[TickGraph.VALUE_A] > average_a[favg - 1].value[TickGraph.VALUE_A])
/*if (tick.price > average_a[bound - 1].value[TickGraph.VALUE_A]
|| lastprice - tick.price <= maxloss
|| lastprice - tick.price >= maxgain)*/
//if (lastAverage.value[TickGraph.VALUE_A] <= average.value[TickGraph.VALUE_A])
{
performance += AddBuy(tick.price);
graph.value[TickGraph.VALUE_H] = (long)TRADE_TYPE.TRADE_BUY_OPEN;
graph.value[TickGraph.VALUE_I] = (long)tick.price;
if (lastprice - tick.price < 0) bound--;
else bound++;
if (bound <= 0) bound = 1;
if (bound > savg) bound = savg;
graph.value[TickGraph.VALUE_J] = (long)new System.Diagnostics.StackTrace(true).GetFrame(0).GetFileLineNumber();
pretype = (int)TRADE_TYPE.TRADE_PRE;
Console.WriteLine("\tperformance = {0}, price = {1}, line = {2} - Sell", performance, tick.price, graph.value[TickGraph.VALUE_J]);
}
}
}
}
#endif
/********************/
}
}
}
}
} while (true);
}
