コード例 #1
0
        public override void Reset()
        {
            base.Reset();

            openPosition = 0;
            maximumPrice = 0;

            predictorBollingerBands = null;
            predictorMeanReverse    = null;

            Setup(true);
        }
コード例 #2
0
        public override void Setup(bool simulated = false)
        {
            GUI.GUIManager.AddStrategyScreenPair(this.pair);

            // ----------------------------------

            SetupRules();

            // ----------------------------------

            // Check file if this has been bought already
            double openPos = Utility.TradeTracker.GetOpenPosition(pair);

            LastBuyTime  = Utility.TradeTracker.GetOpenPositionBuyTime(pair);
            openPosition = openPos;
            maximumPrice = openPos;

            predictorBollingerBands = new Data.Predictors.BollingerBands(pair);
            predictorMeanReverse    = new Data.Predictors.MeanReversion(pair);

            TickerChangedEventArgs[] tickers = Data.Store.GetTickerData(pair);
            if (tickers == null)
            {
                throw new Exception("Couldn't build predictor history for " + pair + " - no tickers available");
            }

            List <TickerChangedEventArgs> tickerList = new List <TickerChangedEventArgs>();

            for (int i = 0; i < tickers.Length; i++)
            {
                tickerList.Add(tickers[i]);

                predictorBollingerBands.Recalculate(tickerList.ToArray());
                predictorMeanReverse.Recalculate(tickerList.ToArray());

                if (i % 100 == 0)
                {
                    Utility.ThreadManager.ReportAlive("LowAlts");
                }
            }
        }