コード例 #1
0
ファイル: SpreadTrading.cs プロジェクト: Bullshitzu/PoloBot
        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
        }
コード例 #2
0
        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
        }
コード例 #3
0
        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
        }
コード例 #4
0
ファイル: MACD.cs プロジェクト: Bullshitzu/PoloBot
        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
        }