public static IEnumerable <Trade> GetFallingSlopesEnum(IEnumerable <Trade> trades, double percent, TimeSpan timeSpan)
{
var tradeSet = new TradeSetDropWatcher(timeSpan, percent);
foreach (Trade trade in trades)
{
tradeSet.AddTrade(trade);
if (trade.IsFallingSlope(tradeSet))
{
tradeSet.ClearSet();
yield return(trade);
}
}
}
public static void RunStrategy(
IEnumerable <Trade> trades,
double buyPercent,
TimeSpan timeSpan,
double takeProfitPercent,
double stopLossPercent)
{
var TradeSet = new TradeSetDropWatcher(timeSpan, buyPercent);
var BuyTradesList = new List <Trade>();
var toDelete = new List <Trade>();
double budget = 100.0;
double profit = 0;
var currentTrade = new Trade(0, 0, 0, "");
Console.WriteLine($"|Action: " +
$"|Date: " +
$"|Type: " +
$"|Price: " +
$"|Amount: " +
$"|Profit/loss: " +
$"|Total profit: |");
foreach (Trade trade in trades)
{
foreach (Trade buyTrade in BuyTradesList)
{
if (trade.Price - buyTrade.Price > buyTrade.Price * takeProfitPercent / 100)
{
profit += trade.Price * buyTrade.Amount;
Console.WriteLine($"|Selling at {takeProfitPercent}% rise " +
$"|{DateTimeOffset.FromUnixTimeSeconds(trade.Date).UtcDateTime} " +
$"|sell " +
$"|{trade.Price,-7}" +
$"|{Math.Round(buyTrade.Amount, 4),-8}" +
$"|{Math.Round(trade.Price * buyTrade.Amount, 4),-13}" +
$"|{Math.Round(profit, 4), -10} |");
toDelete.Add(buyTrade);
}
if (buyTrade.Price - trade.Price > buyTrade.Price * stopLossPercent / 100)
{
profit += trade.Price * buyTrade.Amount;
Console.WriteLine($"|Stop loss at {stopLossPercent}% drop " +
$"|{DateTimeOffset.FromUnixTimeSeconds(trade.Date).UtcDateTime} " +
$"|sell " +
$"|{trade.Price,-7}" +
$"|{Math.Round(buyTrade.Amount, 4),-8}" +
$"|{Math.Round(trade.Price * buyTrade.Amount, 4),-13}" +
$"|{Math.Round(profit, 4),-10} |");
toDelete.Add(buyTrade);
}
}
foreach (Trade tradeToDelete in toDelete)
{
BuyTradesList.Remove(tradeToDelete);
}
TradeSet.AddTrade(trade);
if (trade.IsFallingSlope(TradeSet))
{
TradeSet.ClearSet();
var buyTrade = new Trade(budget / trade.Price, trade.Date, trade.Price, "buy");
BuyTradesList.Add(buyTrade);
profit -= budget;
Console.WriteLine($"|Buying at {buyPercent}% drop " +
$"|{DateTimeOffset.FromUnixTimeSeconds(trade.Date).UtcDateTime} " +
$"|buy " +
$"|{trade.Price,-7}" +
$"|{Math.Round(buyTrade.Amount, 4),-8}" +
$"|{Math.Round(-budget, 4),-13}" +
$"|{Math.Round(profit, 4),-10} |");
}
toDelete.Clear();
currentTrade = trade;
}
if (BuyTradesList.Count() != 0)
{
foreach (Trade buyTrade in BuyTradesList)
{
profit += currentTrade.Price * buyTrade.Amount;
Console.WriteLine($"|Selling remaining trade" +
$"|{DateTimeOffset.FromUnixTimeSeconds(currentTrade.Date).UtcDateTime} " +
$"|sell " +
$"|{currentTrade.Price,-7}" +
$"|{Math.Round(buyTrade.Amount, 4),-8}" +
$"|{Math.Round(currentTrade.Price * buyTrade.Amount, 4),-13}" +
$"|{Math.Round(profit, 4),-10} |");
}
}
Console.WriteLine($"Total profit of strategy {profit}");
Console.Write("Press enter to exit");
var _ = Console.ReadLine();
}
public bool IsFallingSlope(TradeSetDropWatcher tradeSet)
{
return(tradeSet.TradesList.Any(t => Price - t.Price <= -tradeSet.ProcentDivHundred * t.Price));
}
