public static void TestCorrectedExtremumsFast(string toolName, int startStop, int endStop, int stopStep,
int startTrStop, int endTrStop, int trStopStep, int pegTopSize)
{
var repository = new HistoryRepository(toolName, false);
var headers = new List <string> {
"Stop", "Trailing stop", "Breakeven size"
};
headers.AddRange(TradesResult.GetHeaders());
var table = new List <List <string> >();
for (int stop = startStop; stop <= endStop; stop += stopStep)
{
for (int trStop = Math.Max(startTrStop, stop); trStop <= endTrStop; trStop += trStopStep)
{
for (double breakevenSize = 0.0; breakevenSize <= 0.61; breakevenSize += 0.2)
{
var strat = new CorrectedExtremumStrategy(stop, pegTopSize, breakevenSize, trStop);
var result = strat.Run(repository.Days);
result.PrintDepo(@"depo\" + stop.ToString("D4") + "_" + trStop.ToString("D4") + "_" +
((int)(100 * breakevenSize)).ToString("D2") + ".txt");
var currentText = new List <string> {
stop.ToString(), trStop.ToString(), breakevenSize.ToEnString()
};
currentText.AddRange(result.GetTableRow());
table.Add(currentText);
}
}
}
TablesWriter.PrintExcel("out.xlsx", headers, table);
}
public static void RunCorrectedExtremums(string toolName, int stopLoss, int pegTopSize, double breakevenSize)
{
var repository = new HistoryRepository(toolName, false);
var resultText = new List <string>();
var strat = new CorrectedExtremumStrategy(stopLoss, pegTopSize, breakevenSize, 900);
var result = strat.Run(repository.Days);
result.PrintDepo(@"depo\run.txt");
resultText.Add(result.ToString());
resultText.Add("");
File.WriteAllLines("out.txt", resultText);
}
public static void TestTrailingCorrectedExtremums(string toolName, int stopLoss, int pegTopSize, double breakevenSize)
{
var repository = new HistoryRepository(toolName, false);
var resultText = new List <string>();
for (int trailingSize = 700; trailingSize <= 1800; trailingSize += 100)
{
var strat = new CorrectedExtremumStrategy(stopLoss, pegTopSize, breakevenSize, trailingSize);
var result = strat.Run(repository.Days);
result.PrintDepo(@"depo\" + trailingSize + ".txt");
resultText.Add(trailingSize.ToString());
resultText.Add(result.ToString());
resultText.Add("");
}
File.WriteAllLines("out.txt", resultText);
}