private bool CheckupTest(ref ChartPointsPredition CPsP)//, List<ChartPoint> LCPointsToPredict, double spread)
{
if (CPsP.Type == ChartPointsPredition.Kind.Uncertain)
{
return(false);
}
List <ChartPoint> LCPointsToPredict = DLSCPoints[CPsP.Product].GetRange(CPsP.Position, CPsP.Ahead);
this.CheckupTendencyToday(ref CPsP);
// this.CheckupTendencyComplementary(ref CPsP);
this.CheckupStrengthFactor(ref CPsP);
bool bStrike = false;
double dRealTendency = 50;
if (CPsP.Type == ChartPointsPredition.Kind.Down)
{
dRealTendency = ANALYSIS.Tendency(LCPointsToPredict, false);
if (CPsP.Tendency < 50 && dRealTendency < 50)
{
bStrike = true;
}
}
else if (CPsP.Type == ChartPointsPredition.Kind.Up)
{
dRealTendency = ANALYSIS.Tendency(LCPointsToPredict, true);
if (CPsP.Tendency > 50 && dRealTendency > 50)
{
bStrike = true;
}
}
CPsP.Strike = bStrike;
//CPsP.Accuracity = Accuracity;
return(true);
}
private void CheckupTendencyComplementary(ref ChartPointsPredition CPsP)
{
List <ChartPoint> LCPToday = ARCHIVE.GetDATA(CPsP.TimeFrame, CPsP.Product, CPsP.DTOriginal.Date, CPsP.DTOriginal);
int iPosition = ANALYSIS.ExtremumComplementaryPosition(LCPToday, LCPToday.Count, (double)CPsP.Deep / 2);
//int iPositionBefore = ANALYSIS.ExtremumComplementaryPosition(LCPToday, iPosition + 1, (double)CPsP.Deep / 2);
int iShiftCount = LCPToday.Count - iPosition;
if (iShiftCount <= 0 || iPosition >= LCPToday.Count || iPosition - iShiftCount < 0)
{
CPsP.ExtremumConplementaryDistance = -1;
CPsP.TendencyComplementary = 50;
return;
}
else
{
//List<double> LDChanges = (from CP in LCPToday select CP.Change).ToList(); int iCount = LDChanges.Count - iPosition; CPsP.TendencyComplementary = ANALYSIS.Tendency(LDChanges, iPosition, iCount);
List <ChartPoint> LDCPRanged = LCPToday.GetRange(iPosition, iShiftCount);
List <ChartPoint> LDCPRangedBefore = LCPToday.GetRange(iPosition - iShiftCount, iShiftCount);
double dTendency = ANALYSIS.Tendency(LDCPRanged);
double dTendencyBefore = ANALYSIS.Tendency(LDCPRangedBefore);
if (dTendency < 50 && dTendencyBefore > 50 || dTendency > 50 && dTendencyBefore < 50)
{
CPsP.ExtremumConplementaryDistance = -1;
CPsP.TendencyComplementary = 50;
return;
}
CPsP.ExtremumConplementaryDistance = (LDCPRanged.Last().Time - LDCPRanged[0].Time).TotalMinutes;
CPsP.TendencyComplementary = (dTendency / dTendencyBefore) * 100;
}
}
private void TimrAutoTrader_Tick(object sender, EventArgs e)
{
//if (ThrdAutoTread != null && ThrdAutoTread.IsAlive) return;
List <ChartPointsPredition> LCPsPSimulated = this.LCPsPTestSelected.OrderByDescending(CPsP => CPsP.Resolution).ToList();
if (LCPsPSimulated.Count < 1)
{
return;
}
ChartPointsPredition CPsPBest = null;
List <Deals> LDeals = ODBlotter.GetData;
for (int i = 0; i < LCPsPSimulated.Count; i++)
{
if (!LCPsPSimulated[i].IsActual)
{
continue;
}
//if ((LCPsPSimulated[i].Tendency <= 50 && LCPsPSimulated[i].TendencyToday >= 50) || (LCPsPSimulated[i].Tendency >= 50 && LCPsPSimulated[i].TendencyToday <= 50)) continue;
bool found = false;
for (int i2 = 0; i2 < LDeals.Count; i++)
{
try
{
if (LDeals[i2].PRODUCT == LCPsPSimulated[i].Product)
{
found = true;
break;
}
}
catch
{
found = true;
break;
}
}
if (!found)
{
CPsPBest = LCPsPSimulated[i];
break;
}
}
if (CPsPBest == null)
{
return;
}
string product = CPsPBest.Product;
DateTime DTLastGMT = CPsPBest.DTOriginal.AddMinutes(ABBREVIATIONS.ToMinutes(TimeFrame.ONE_MINUTE));
List <Rates> LRAll = ORBlotter.Archive.Get(product, DTLastGMT);
// double dExecutionDataCount = (double)(ABBREVIATIONS.GreenwichMeanTime - DTLastGMT).TotalSeconds / 5;
if (LRAll == null || LRAll.Count < 7)//dExecutionDataCount)
{
if (LRAll != null)
{
TsslInfo2.Text = "Missing Execution Data "; // +LRAll.Count + " / " + (int)dExecutionDataCount;
}
return;
}
//double dMin = 0, dMax = 0; if (!this.Extrema(product, 60, ref dMin, ref dMax)) return;
//List<ChartPoint> LCPAll = ARCHIVE.GetDATA(TFrame, product, ABBREVIATIONS.GreenwichMeanTime.Date);
//double dTendencyGlobal = ANALYSIS.Tendency(LCPAll, -1, false);
//double dTendencyLoacl = ANALYSIS.Tendency(LCPAll, 15, true);
bool bBUY = false;
if (CPsPBest.Type == ChartPointsPredition.Kind.Up)
{
bBUY = true;
}
int iLRCount = LRAll.Count;
bool bMatch = true;
double dTendencyNow, dTendencyPrev;
if (bBUY)
{
dTendencyPrev = 0;
}
else
{
dTendencyPrev = 100;
}
int iOFFTendencies = 0; int iOKTendencies = 0;
int iSteps = 2;
for (int i = iLRCount - 1; i > 2 && iSteps-- > 0; i /= 2)
{
dTendencyNow = ANALYSIS.Tendency(LRAll, i);
if (bBUY && dTendencyNow < dTendencyPrev)
{
bMatch = false;
break;
}
else if (!bBUY && dTendencyNow > dTendencyPrev)
{
bMatch = false;
break;
}
dTendencyPrev = dTendencyNow;
if ((dTendencyPrev >= 50 && bBUY) || (dTendencyPrev <= 50 && !bBUY))
{
++iOFFTendencies;
}
else
{
++iOKTendencies;
}
}
double dOPRatio = ((double)iOFFTendencies / (iOFFTendencies + iOKTendencies)) * 100;
//if (dOPRatio >= 40) return;
if (!bMatch)
{
return; // && dOPRatio > 40
}
this.Action(product, bBUY);
Thread ThrdBeep = new Thread(delegate() { Console.Beep(250, 100); }); ThrdBeep.Start();
}