private bool LastBuyTimeExceedsMaxHold(DateTime currentTime, string pair, StrategyProperties properties)
{
if (DateTime.Compare(properties.lastBuyTime.AddMinutes(properties.maxHoldTime), currentTime) <= 0)
{
return(true);
}
return(false);
}
protected override void Buy(float closePrice, DateTime time, string pair, StrategyProperties properties)
{
Console.WriteLine("Trying to buy " + pair + " at " + closePrice);
properties.lastBuyPrice = closePrice;
properties.lastBuyTime = time;
properties.boughtOnDowntrend = IsDownTrend(pair, properties);
BitfinexHandler.Buy(pair, closePrice, BuyQty);
}
protected override void Sell(float closePrice, DateTime time, string pair, StrategyProperties properties)
{
Console.WriteLine("Trying to sell " + pair + " at " + closePrice);
float pl = closePrice - properties.lastBuyPrice;
properties.boughtOnDowntrend = false;
BitfinexHandler.Sell(pair);
Console.WriteLine("Sold! - P/L: " + pl);
}
private bool IsDownTrend(string pair, StrategyProperties properties)
{
long aktuellerMidBB = (long)PairBB[pair].Middle[PairBB[pair].Middle.Length - 1];
long letzterMidBB = (long)PairBB[pair].Middle[PairBB[pair].Middle.Length - 2];
long vorletzterMidBB = (long)PairBB[pair].Middle[PairBB[pair].Middle.Length - 3];
if (vorletzterMidBB > letzterMidBB && letzterMidBB > aktuellerMidBB)
{
// Sekantensteigung
float s = (aktuellerMidBB - vorletzterMidBB) / (1.5f);
if (s < properties.downTrendStrength)
{
return(true);
}
}
return(false);
}
protected override bool ShouldBuy(string pair, StrategyProperties properties)
{
float aktuellerPreis = Candles[pair][Candles[pair].Count - 1].Close;
float letzterPreis = Candles[pair][Candles[pair].Count - 2].Close;
float vorletzterPreis = Candles[pair][Candles[pair].Count - 3].Close;
float aktuellerLowBB = (long)PairBB[pair].Lower[PairBB[pair].Lower.Length - 1];
float letzterLowBB = (long)PairBB[pair].Lower[PairBB[pair].Lower.Length - 2];
float vorletzterLowBB = (long)PairBB[pair].Lower[PairBB[pair].Lower.Length - 3];
float aktuellerMidBB = (long)PairBB[pair].Middle[PairBB[pair].Middle.Length - 1];
float aktuellerLMBB = (aktuellerMidBB - aktuellerLowBB) / 1.5f;
if (letzterPreis < letzterLowBB * (float)properties.magicBuyValue && aktuellerPreis > letzterPreis && aktuellerPreis < aktuellerMidBB - aktuellerLMBB)
{
return(true);
}
return(false);
}
protected override bool ShouldSell(DateTime time, string pair, StrategyProperties properties)
{
float aktuellerPreis = Candles[pair][Candles[pair].Count - 1].Close;
float letzterPreis = Candles[pair][Candles[pair].Count - 2].Close;
float vorletzterPreis = Candles[pair][Candles[pair].Count - 3].Close;
float letzterUpperBB = (long)PairBB[pair].Upper[PairBB[pair].Upper.Length - 2];
float aktuellerMidBB = (long)PairBB[pair].Middle[PairBB[pair].Middle.Length - 1];
if (
(!properties.boughtOnDowntrend && letzterPreis > letzterUpperBB * properties.magicSellValue && aktuellerPreis < letzterPreis && aktuellerPreis > properties.lastBuyPrice * properties.minStepGain) || // Sell at top if candle shifted to short with stepGain
(properties.boughtOnDowntrend && aktuellerPreis < letzterPreis && aktuellerPreis > properties.lastBuyPrice * properties.minStepGain) || // If boughtOnDowntrend then sell at next best price with profit
(LastBuyTimeExceedsMaxHold(time, pair, properties) && aktuellerPreis >= properties.lastBuyPrice) || // If holding for longer than an hour sell at next price close and lower to buy price
(aktuellerPreis > properties.lastBuyPrice * properties.minStepGain && aktuellerPreis > aktuellerMidBB)
)
{
return(true);
}
return(false);
}
private void ExecuteStrategy(Candle c)
{
StrategyProperties props = PairProperties[c.Pair];
float close = c.Close;
BitfinexHandler.RetrieveBalances();
if (Portfolio[c.Symbol] <= 0 && Portfolio["USD"] > BuyQty)
{
if (ShouldBuy(c.Pair, props))
{
Buy(close, c.time, c.Pair, props);
}
}
else if (Portfolio[c.Symbol] > 0)
{
if (ShouldSell(c.time, c.Pair, props))
{
Sell(close, c.time, c.Pair, props);
}
}
}
protected abstract void Sell(float closePrice, DateTime time, string pair, StrategyProperties properties);
protected abstract bool ShouldSell(DateTime time, string pair, StrategyProperties properties);
protected abstract bool ShouldBuy(string pair, StrategyProperties properties);
