private void DoTrade(TradeOrders orders)
{
DateTime now = DateTime.Now;
DateTime nowMinutes = new DateTime(now.Year, now.Month, now.Day, now.Hour, now.Minute, 0, now.Kind);
foreach (var order in orders)
{
var mouseClickPosition = GetMouseClickPosition(order.Instrument);
if (order.TradeType == TradeType.Settle)
{
if (DateTime.Today.Add(order.Time) == nowMinutes && now.Second % 10 == randomSecond)
{
Cursor.Position = mouseClickPosition.Settle;
mouse_event(MOUSEEVENTF_LEFTDOWN, 0, 0, 0, 0);
mouse_event(MOUSEEVENTF_LEFTUP, 0, 0, 0, 0);
}
}
else
{
if (DateTime.Today.Add(order.Time) == nowMinutes && !havePositionSet.Contains(order))
{
Cursor.Position = order.TradeType == TradeType.Ask ? mouseClickPosition.Ask : mouseClickPosition.Bid;
mouse_event(MOUSEEVENTF_LEFTDOWN, 0, 0, 0, 0);
mouse_event(MOUSEEVENTF_LEFTUP, 0, 0, 0, 0);
havePositionSet.Add(order);
}
}
}
}
private void USDJPY0550_0710_Click(object sender, EventArgs e)
{
RunTask(sender, (Report report) => {
report.Version = 1;
report.IsForceOverride = true;
report.Comment = "";
var tradeOrders = new TradeOrders(
new TimeTradeOrder()
{
Instrument = "USD_JPY",
TradeType = TradeType.Ask,
Time = new TimeSpan(5, 50, 0),
},
new TimeTradeOrder()
{
Instrument = "USD_JPY",
TradeType = TradeType.Settle,
Time = new TimeSpan(7, 10, 0),
}
);
TradeCondition[] conditions = new TimeOfDayPattern[] {
new TimeOfDayPattern()
{
Instrument = "USD_JPY",
CheckStartTime = new TimeSpan(0, 30, 0),
CheckEndTime = new TimeSpan(4, 50, 0),
IsCheckUp = false,
},
new TimeOfDayPattern()
{
Instrument = "USD_JPY",
CheckStartTime = new TimeSpan(0, 20, 0),
CheckEndTime = new TimeSpan(5, 40, 0),
IsCheckUp = false,
},
};
ReportMultiCondition(report, tradeOrders, conditions, GetM10Candles(new TimeSpan(365 * 5, 0, 0, 0), "USD_JPY"));
});
}
private void EURUSD1100_1140_rev_Click(object sender, EventArgs e)
{
RunTask(sender, (Report report) => {
report.Version = 2;
report.IsForceOverride = true;
report.Comment = "";
var tradeOrders = new TradeOrders(
new TimeTradeOrder()
{
Instrument = "EUR_USD",
TradeType = TradeType.Bid,
Time = new TimeSpan(11, 00, 0),
},
new TimeTradeOrder()
{
Instrument = "EUR_USD",
TradeType = TradeType.Settle,
Time = new TimeSpan(11, 40, 0),
}
);
TradeCondition[] conditions = new TimeOfDayPattern[] {
new TimeOfDayPattern()
{
Instrument = "EUR_USD",
CheckStartTime = new TimeSpan(8, 50, 0),
CheckEndTime = new TimeSpan(11, 00, 0),
IsCheckUp = true,
},
new TimeOfDayPattern()
{
Instrument = "EUR_USD",
CheckStartTime = new TimeSpan(6, 50, 0),
CheckEndTime = new TimeSpan(7, 50, 0),
IsCheckUp = false,
},
};
ReportMultiCondition(report, tradeOrders, conditions, GetM10Candles(new TimeSpan(365 * 5, 0, 0, 0), "EUR_USD"));
});
}
private void ReportMultiCondition(Report report, TradeOrders tradeOrders, TradeCondition[] conditions, IEnumerable <Candlestick> candles)
{
report.SetHeader("condition", "prifit rate", "profit count", "total match");
var dateTimePrice = new Dictionary <DateTime, float>();
var dateSet = new HashSet <DateTime>();
foreach (var c in candles)
{
if (c.IsNull)
{
continue;
}
dateTimePrice[c.DateTime] = c.Open;
dateSet.Add(c.DateTime.Date);
}
Func <DateTime, float> getPrice = dateTime =>
dateTimePrice.ContainsKey(dateTime) ? dateTimePrice[dateTime] : float.NaN;
int c1, c2, c3, c4, total;
int r1, r2, r3, r4;
r1 = r2 = r3 = r4 = c1 = c2 = c3 = c4 = total = 0;
foreach (var date in dateSet)
{
var m = new List <bool>();
bool isValid = true;
foreach (var condition in conditions)
{
TradeContext c = new TradeContext()
{
Instrument = tradeOrders[0].Instrument,
Date = date,
GetPrice = getPrice,
};
Signal signal;
m.Add(condition.IsMatch(out signal, c));
if (signal == null || signal.IsValid == false)
{
isValid = false;
}
}
if (!isValid)
{
continue;
}
TradeContext context = new TradeContext()
{
Instrument = tradeOrders[0].Instrument,
Date = date,
GetPrice = getPrice,
};
tradeOrders.DoTrade(context);
if (context.IsValid == false)
{
continue;
}
bool isSuccess = context.Profit > 0f;
total++;
if (!m[0] && !m[1])
{
c1++;
r1 += isSuccess ? 1 : 0;
}
if (m[0] && !m[1])
{
c2++;
r2 += isSuccess ? 1 : 0;
}
if (!m[0] && m[1])
{
c3++;
r3 += isSuccess ? 1 : 0;
}
if (m[0] && m[1])
{
c4++;
r4 += isSuccess ? 1 : 0;
}
}
report.WriteLine("!p1 && !p2", (float)r1 / c1, r1, c1);
report.WriteLine("p1 && !p2", (float)r2 / c2, r2, c2);
report.WriteLine("!p1 && p2", (float)r3 / c3, r3, c3);
report.WriteLine("p1 && p2", (float)r4 / c4, r4, c4);
report.WriteLine("total", (float)(r1 + r2 + r3 + r4) / (c1 + c2 + c3 + c4), r1 + r2 + r3 + r4, c1 + c2 + c3 + c4);
}
