public LuanchScalp(Form3 form3, EmaSettings emaSett)
{
form = form3;
S = new AlsiUtils.Statistics();
S.OnStatsCaculated += new Statistics.StatsCalculated(S_OnStatsCaculated);
E = new AlsiUtils.Strategies.Parameter_EMA_Scalp();
ema = emaSett;
}
public LuanchScalp(Form3 form3,EmaSettings emaSett)
{
form = form3;
S = new AlsiUtils.Statistics();
S.OnStatsCaculated += new Statistics.StatsCalculated(S_OnStatsCaculated);
E = new AlsiUtils.Strategies.Parameter_EMA_Scalp();
ema=emaSett ;
}
public static List<Trade> DoYourThing(string Instrument,Parameter_EMA_Scalp Param,DateTime StartPeriod)
{
Statistics _Stats = new Statistics();
GlobalObjects.TimeInterval t = GlobalObjects.TimeInterval.Minute_5;
DataBase.dataTable dt = DataBase.dataTable.MasterMinute;
var _tempTradeList = AlsiTrade_Backend.RunCalcs.RunEMAScalp(Param, t, false, StartPeriod, DateTime.Now.AddHours(5), dt);
var _trades = _Stats.CalcBasicTradeStats_old(_tempTradeList);
return _trades;
}
public static Trade GetLastTrade(Parameter_EMA_Scalp Parameter, GlobalObjects.TimeInterval t)
{
var _Stats = new AlsiUtils.Statistics();
var dt = DataBase.dataTable.MasterMinute;
var _tempTradeList = AlsiTrade_Backend.RunCalcs.RunEMAScalp(Parameter, t, true, DateTime.Now.AddMonths(-1), DateTime.Now.AddHours(12), dt);
var _trades = _Stats.CalcBasicTradeStats_old(_tempTradeList);
_trades.Reverse();
return(_trades[0]);
}
private void TradeToCandle()
{
//Laptop
// string css = @"Data Source=ALSI-PC\;Initial Catalog=AlsiTrade;Integrated Security=True";
//PC
string css = @"Data Source=PIETER-PC\;Initial Catalog=AlsiTrade;Integrated Security=True";
AlsiUtils.Data_Objects.GlobalObjects.CustomConnectionString = css;
// DateTime s = new DateTime(2006, 01, 01);
// DateTime e = new DateTime(2006, 12, 15);
DateTime s = new DateTime(2012, 1, 1);
DateTime e = new DateTime(2013, 12, 29);
var prices = AlsiUtils.DataBase.readDataFromDataBase(GlobalObjects.TimeInterval.Minute_5, AlsiUtils.DataBase.dataTable.MasterMinute,
s, e, false);
Debug.WriteLine("Start Date " + prices[0].TimeStamp);
//for (int x = 2; x < 50; x++)
//{
AlsiUtils.Strategies.Parameter_EMA_Scalp E = new AlsiUtils.Strategies.Parameter_EMA_Scalp()
{
A_EMA1 = 16,
A_EMA2 = 17,
B_EMA1 = 43,
B_EMA2 = 45,
C_EMA = 52,
TakeProfit = 450,
StopLoss = -300,
CloseEndofDay = false,
Period = prices.Count,
};
// takep = E.TakeProfit;
// takel = E.StopLoss;
AlsiUtils.Statistics S = new AlsiUtils.Statistics();
S.OnStatsCaculated += new AlsiUtils.Statistics.StatsCalculated(S_OnStatsCaculated);
var Trades = AlsiUtils.Strategies.EMA_Scalp.EmaScalp(E, prices, false);
Trades = S.CalcBasicTradeStats_old(Trades);
var rr = Statistics.IntratradeToCandle(Trades);
var RR = CompletedTrade.CreateList(rr);
PrintTradesonly(RR);
}
void S_OnStatsCaculated(object sender, Statistics.StatsCalculatedEvent e)
{
string position = E.A_EMA1 + "-" + E.A_EMA2 + " " + E.B_EMA1 + "-" + E.B_EMA2 + " " + E.C_EMA + "\n" + e.SumStats.Total_Avg_PL;
form.UpdatePos(position);
if (e.SumStats.Total_Avg_PL>10 || e.SumStats.Total_Avg_PL<-10)//(e.SumStats.TotalProfit > maxprof)
{
//maxprof = e.SumStats.TotalProfit;
StringBuilder stat = new StringBuilder("");
Debug.WriteLine("============STATS==============");
Debug.WriteLine("Total PL " + e.SumStats.TotalProfit);
Debug.WriteLine("# Trades " + e.SumStats.TradeCount);
Debug.WriteLine("Tot Avg PL " + e.SumStats.Total_Avg_PL);
Debug.WriteLine("Prof % " + e.SumStats.Pct_Prof);
Debug.WriteLine("Loss % " + e.SumStats.Pct_Loss);
Debug.WriteLine("Take P " + takep);
Debug.WriteLine("Take L " + takel);
stat.Append("============STATS==============");
stat.Append("\nTotal PL " + e.SumStats.TotalProfit);
stat.Append("\n# Trades " + e.SumStats.TradeCount);
stat.Append("\nTot Avg PL " + e.SumStats.Total_Avg_PL);
stat.Append("\nProf % " + e.SumStats.Pct_Prof);
stat.Append("\nLoss % " + e.SumStats.Pct_Loss);
stat.Append("\nTake P " + takep);
stat.Append("\nTake L " + takel);
form.UpdateDisplay(stat.ToString());
SimDBDataContext dc = new SimDBDataContext();
tbl2Min tbl = new tbl2Min()
{
Trades = (int)e.SumStats.TradeCount,
TotalPL = (int)e.SumStats.TotalProfit,
AvgPL = e.SumStats.Total_Avg_PL,
Win = e.SumStats.Pct_Prof,
Loose = e.SumStats.Pct_Loss,
E_A1 = E.A_EMA1,
E_A2 = E.A_EMA2,
E_B1 = E.B_EMA1,
E_B2 = E.B_EMA2,
E_C = E.C_EMA,
Period = 2012,
CloseEndDay = "True",
};
dc.tbl2Mins.InsertOnSubmit(tbl);
dc.SubmitChanges();
}
}
public void RunSingleNEW()
{
//Laptop
// string css = @"Data Source=ALSI-PC\;Initial Catalog=AlsiTrade;Integrated Security=True";
//PC
string css = @"Data Source=PIETER-PC\;Initial Catalog=AlsiTrade;Integrated Security=True";
AlsiUtils.Data_Objects.GlobalObjects.CustomConnectionString = css;
// DateTime s = new DateTime(2006, 01, 01);
// DateTime e = new DateTime(2006, 12, 15);
DateTime s = new DateTime(2011, 12, 15);
DateTime e = new DateTime(2013, 09, 29);
var prices = AlsiUtils.DataBase.readDataFromDataBase(GlobalObjects.TimeInterval.Minute_5, AlsiUtils.DataBase.dataTable.MasterMinute,
s, e, false);
Debug.WriteLine("Start Date " + prices[0].TimeStamp);
//for (int x = 2; x < 50; x++)
//{
AlsiUtils.Strategies.Parameter_EMA_Scalp E = new AlsiUtils.Strategies.Parameter_EMA_Scalp()
{
A_EMA1 = 18,
A_EMA2 = 19,
B_EMA1 = 25,
B_EMA2 = 26,
C_EMA = 32,
TakeProfit = 25,
StopLoss = -25,
CloseEndofDay = true,
Period = prices.Count,
};
var Trades = AlsiUtils.Strategies.EmaSalp2.EmaScalp(E, prices, false);
S = new AlsiUtils.Statistics();
S.OnStatsCaculated += new AlsiUtils.Statistics.StatsCalculated(S_OnStatsCaculated);
//var Trades = AlsiUtils.Strategies.EMA_Scalp.EmaScalp(E, prices, false);
Trades = S.CalcBasicTradeStats(Trades);
// var NewTrades = AlsiUtils.Strategies.TradeStrategy.Expansion.ApplyRegressionFilter(10, Trades);
// NewTrades = S.CalcExpandedTradeStats(NewTrades);
// PrintTradesonly(Trades);
}
public static Trade GetLastTrade(Parameter_EMA_Scalp Parameter, GlobalObjects.TimeInterval t)
{
var _Stats = new AlsiUtils.Statistics();
var dt = DataBase.dataTable.MasterMinute;
var _tempTradeList = AlsiTrade_Backend.RunCalcs.RunEMAScalp(Parameter, t, true, DateTime.Now.AddMonths(-1), DateTime.Now.AddHours(12), dt);
var _trades = _Stats.CalcBasicTradeStats_old(_tempTradeList);
_trades.Reverse();
return _trades[0];
}
void _Stats_OnStatsCaculated(object sender, Statistics.StatsCalculatedEvent e)
{
Debug.WriteLine("============STATS==============");
Debug.WriteLine("Total PL " + e.SumStats.TotalProfit);
Debug.WriteLine("# Trades " + e.SumStats.TradeCount);
Debug.WriteLine("Tot Avg PL " + e.SumStats.Total_Avg_PL);
Debug.WriteLine("Prof % " + e.SumStats.Pct_Prof);
Debug.WriteLine("Loss % " + e.SumStats.Pct_Loss);
PopulateStatBox(e.SumStats);
}
public void RunSingle()
{
//Laptop
// string css = @"Data Source=ALSI-PC\;Initial Catalog=AlsiTrade;Integrated Security=True";
//PC
string css = @"Data Source=PIETER-PC\;Initial Catalog=AlsiTrade;Integrated Security=True";
AlsiUtils.Data_Objects.GlobalObjects.CustomConnectionString = css;
// DateTime s = new DateTime(2006, 01, 01);
// DateTime e = new DateTime(2006, 12, 15);
DateTime s = new DateTime(2012, 1, 1);
DateTime e = new DateTime(2013, 12, 29);
var prices = AlsiUtils.DataBase.readDataFromDataBase(GlobalObjects.TimeInterval.Minute_2, AlsiUtils.DataBase.dataTable.MasterMinute,
s, e, false);
Debug.WriteLine("Start Date " + prices[0].TimeStamp);
//for (int x = 2; x < 50; x++)
//{
AlsiUtils.Strategies.Parameter_EMA_Scalp E = new AlsiUtils.Strategies.Parameter_EMA_Scalp()
{
A_EMA1 = 16,
A_EMA2 = 17,
B_EMA1 = 43,
B_EMA2 = 45,
C_EMA = 52,
TakeProfit = 450,
StopLoss = -300,
CloseEndofDay = false,
Period = prices.Count,
};
//takep = E.TakeProfit;
//takel = E.StopLoss;
AlsiUtils.Statistics S = new AlsiUtils.Statistics();
S.OnStatsCaculated += new AlsiUtils.Statistics.StatsCalculated(S_OnStatsCaculated);
var Trades = AlsiUtils.Strategies.EMA_Scalp.EmaScalp(E, prices, false);
Trades = S.CalcBasicTradeStats_old(Trades);
var NewTrades = AlsiUtils.Strategies.TradeStrategy.Expansion.ApplyRegressionFilter(10, Trades);
NewTrades = S.CalcExpandedTradeStats(NewTrades);
// PrintTradesonly(NewTrades);
}
