override public TradePoints Execute(application.Data data, int[] parameters)
{
//application.Data vnidxData1 = data.New("^VNINDEX");
adviceInfo = new TradePoints();
DataSeries minusDmi_14 = new Indicators.MinusDI(data.Bars, parameters[0], "");
DataSeries plusDmi_14 = new Indicators.PlusDI(data.Bars, parameters[1], "");
AppTypes.MarketTrend lastTrend = AppTypes.MarketTrend.Unspecified;
AppTypes.MarketTrend currentTrend = AppTypes.MarketTrend.Unspecified;
for (int idx = 0; idx < minusDmi_14.Count; idx++)
{
currentTrend = ((plusDmi_14[idx] > minusDmi_14[idx]) ? AppTypes.MarketTrend.Upward : AppTypes.MarketTrend.Downward);
if (lastTrend == AppTypes.MarketTrend.Downward && currentTrend == AppTypes.MarketTrend.Upward)
{
BuyAtClose(idx);
}
if (lastTrend == AppTypes.MarketTrend.Upward && currentTrend == AppTypes.MarketTrend.Downward)
{
SellAtClose(idx);
}
lastTrend = currentTrend;
}
return(adviceInfo);
}
private void DoRanking()
{
this.myValueType = ValueTypes.Amount;
this.Amount2PercentDenominator = application.Settings.sysStockTotalCapAmt;
resultTab.TabPages.Clear();
StringCollection stockCodeList = stockCodeSelectLb.myValues;
StringCollection strategyList = strategyClb.myCheckedValues;
StringCollection timeRangeList = timeRangeLb.myCheckedValues;
progressBar.Value = 0; progressBar.Minimum = 0; progressBar.Maximum = stockCodeList.Count * timeRangeList.Count;
for (int stockCodeId = 0; stockCodeId < stockCodeList.Count; stockCodeId++)
{
string stockCode = stockCodeList[stockCodeId].ToString();
DataTable testRetsultTbl = CreateDataTable(timeRangeList, strategyList);
common.controls.baseDataGridView resultGrid = CreateResultGrid(stockCode, testRetsultTbl);
for (int colId = 0; colId < timeRangeList.Count; colId++)
{
AppTypes.TimeRanges timeRange = AppTypes.TimeRangeFromCode(timeRangeList[colId]);
decimal profit = 0;
application.Data analysisData = new application.Data(timeRange, cbTimeScale.myValue, stockCode);
for (int rowId = 0; rowId < strategyList.Count; rowId++)
{
profit = 0;
//Analysis cached data so we MUST clear cache to ensure the system run correctly
Strategy.Data.ClearCache();
Strategy.TradePoints advices = Strategy.Libs.Analysis(analysisData, strategyList[rowId]);
if (advices != null)
{
myTmpDS.tradeEstimate.Clear();
Strategy.Libs.EstimateTrading(analysisData, advices, new Strategy.Libs.EstimateOptions(), myTmpDS.tradeEstimate);
profit = (myTmpDS.tradeEstimate.Count == 0 ? 0 : profit = myTmpDS.tradeEstimate[myTmpDS.tradeEstimate.Count - 1].profit);
}
testRetsultTbl.Rows[rowId][colId + 1] = profit;
}
progressBar.Value++;
Application.DoEvents();
}
}
FormResize();
}
private void DoRanking()
{
this.myValueType = ValueTypes.Amount;
this.Amount2PercentDenominator = application.Settings.sysStockTotalCapAmt;
resultTab.TabPages.Clear();
StringCollection stockCodeList = stockCodeSelectLb.myValues;
StringCollection strategyList = strategyClb.myCheckedValues;
StringCollection timeRangeList = timeRangeLb.myCheckedValues;
progressBar.Value = 0; progressBar.Minimum = 0; progressBar.Maximum = stockCodeList.Count * timeRangeList.Count;
for (int stockCodeId = 0; stockCodeId < stockCodeList.Count; stockCodeId++)
{
string stockCode = stockCodeList[stockCodeId].ToString();
DataTable testRetsultTbl = CreateDataTable(timeRangeList, strategyList);
common.controls.baseDataGridView resultGrid = CreateResultGrid(stockCode, testRetsultTbl);
for (int colId = 0; colId < timeRangeList.Count; colId++)
{
AppTypes.TimeRanges timeRange = AppTypes.TimeRangeFromCode(timeRangeList[colId]);
decimal profit = 0;
application.Data analysisData = new application.Data(timeRange, cbTimeScale.myValue, stockCode);
for (int rowId = 0; rowId < strategyList.Count; rowId++)
{
profit = 0;
//Analysis cached data so we MUST clear cache to ensure the system run correctly
Strategy.Data.ClearCache();
Strategy.TradePoints advices = Strategy.Libs.Analysis(analysisData, strategyList[rowId]);
if (advices != null)
{
myTmpDS.tradeEstimate.Clear();
Strategy.Libs.EstimateTrading(analysisData, advices, new Strategy.Libs.EstimateOptions(), myTmpDS.tradeEstimate);
profit = (myTmpDS.tradeEstimate.Count == 0 ? 0 : profit = myTmpDS.tradeEstimate[myTmpDS.tradeEstimate.Count - 1].profit);
}
testRetsultTbl.Rows[rowId][colId + 1] = profit;
}
progressBar.Value++;
Application.DoEvents();
}
}
FormResize();
}