public void RunMultiple()
{
//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(2012, 08, 01);
DateTime end = new DateTime(2013, 01, 01);
var prices = AlsiUtils.DataBase.readDataFromDataBase(GlobalObjects.TimeInterval.Minute_2, AlsiUtils.DataBase.dataTable.MasterMinute,
s, end, false);
Debug.WriteLine("Start Date " + prices[0].TimeStamp);
for (int x = ema.A1_start; x <= ema.A1_end; x++)
{
for (int y = ema.A2_start; y <= ema.A2_end; y++)
{
for (int a = ema.B1_start; a <= ema.B1_end; a++)
{
for (int b = ema.B1_start; b <= ema.B2_end; b++)
{
for (int z = ema.C1_start; z <= ema.C1_end; z++)
{
if (x < y && y < a && a < b && b < z)
{
E = new AlsiUtils.Strategies.Parameter_EMA_Scalp()
{
A_EMA1 = x,
A_EMA2 = y,
B_EMA1 = a,
B_EMA2 = b,
C_EMA = z,
TakeProfit = 1000,
StopLoss = -1000,
CloseEndofDay = true,
Period = 2012,
};
// var Trades = AlsiUtils.Strategies.EMA_Scalp.EmaScalp(E, prices, false);
var Trades = AlsiUtils.Strategies.EmaSalp2.EmaScalp(E, prices, false);
if (Trades.Count != 0)
{
S.CalcBasicTradeStats(Trades);
}
//if (Trades.Count != 0) S.CalcBasicTradeStats_old(Trades);
}
}
}
}
}
}
}
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 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);
}
