예제 #1
0
        /// <summary>
        /// enter position logic
        /// логика входа в позицию
        /// </summary>
        private void Trade()
        {
            if (_candles1.Count - 1 - CountCandles <= 0)
            {
                return;
            }

            if (_candles1.Count < 10)
            {
                _positionNumbers = new List <PairDealStausSaver>();
                return;
            }

            if (_positionNumbers == null)
            {
                _positionNumbers = new List <PairDealStausSaver>();
            }

            decimal movePersent1 = 100 / _candles1[_candles1.Count - 1 - CountCandles].Close *
                                   _candles1[_candles1.Count - 1].Close;

            decimal movePersent2 = 100 / _candles2[_candles2.Count - 1 - CountCandles].Close *
                                   _candles2[_candles2.Count - 1].Close;

            if (movePersent1 > movePersent2 &&
                movePersent1 - movePersent2 > SpreadDeviation)
            {
                List <Position> positons1 = _tab1.PositionOpenShort;

                if (positons1 == null || positons1.Count == 0)
                {
                    Position pos1 = _tab1.SellAtLimit(Volume1, _candles1[_candles1.Count - 1].Close - Slipage1);
                    Position pos2 = _tab2.BuyAtLimit(Volume2, _candles2[_candles2.Count - 1].Close + Slipage2);

                    PairDealStausSaver saver = new PairDealStausSaver();
                    saver.Spred = movePersent1 - movePersent2;
                    saver.NumberPositions.Add(pos1.Number);
                    saver.NumberPositions.Add(pos2.Number);
                    _positionNumbers.Add(saver);
                }
            }

            if (movePersent2 > movePersent1 &&
                movePersent2 - movePersent1 > SpreadDeviation)
            {
                List <Position> positons2 = _tab2.PositionOpenShort;

                if (positons2 == null || positons2.Count == 0)
                {
                    Position pos1 = _tab2.SellAtLimit(Volume2, _candles2[_candles2.Count - 1].Close - Slipage2);
                    Position pos2 = _tab1.BuyAtLimit(Volume1, _candles1[_candles1.Count - 1].Close + Slipage1);

                    PairDealStausSaver saver = new PairDealStausSaver();
                    saver.Spred = movePersent2 - movePersent1;
                    saver.NumberPositions.Add(pos1.Number);
                    saver.NumberPositions.Add(pos2.Number);
                    _positionNumbers.Add(saver);
                }
            }
        }
예제 #2
0
        /// <summary>
        /// save settings
        /// загрузить публичные настройки из файла
        /// </summary>
        private void Load()
        {
            if (!File.Exists(@"Engine\" + NameStrategyUniq + @"SettingsBot.txt"))
            {
                return;
            }
            try
            {
                using (StreamReader reader = new StreamReader(@"Engine\" + NameStrategyUniq + @"SettingsBot.txt"))
                {
                    Enum.TryParse(reader.ReadLine(), true, out Regime);
                    Volume1 = Convert.ToDecimal(reader.ReadLine());
                    Volume2 = Convert.ToDecimal(reader.ReadLine());

                    Slipage1 = Convert.ToDecimal(reader.ReadLine());
                    Slipage2 = Convert.ToDecimal(reader.ReadLine());

                    CountCandles = Convert.ToInt32(reader.ReadLine());

                    SpreadDeviation = Convert.ToDecimal(reader.ReadLine());

                    Loss   = Convert.ToDecimal(reader.ReadLine());
                    Profit = Convert.ToDecimal(reader.ReadLine());

                    string[] positions = reader.ReadLine().Split('%');
                    if (positions.Length != 0)
                    {
                        for (int i = 0; i < positions.Length; i++)
                        {
                            string[] pos = positions[i].Split('$');

                            if (pos.Length == 2)
                            {
                                PairDealStausSaver save = new PairDealStausSaver();
                                save.NumberPositions.Add(Convert.ToInt32(pos[0]));
                                save.Spred = Convert.ToDecimal(pos[1]);
                                _positionNumbers.Add(save);
                            }
                        }
                    }

                    reader.Close();
                }
            }
            catch (Exception)
            {
                // ignore
            }
        }
예제 #3
0
        /// <summary>
        /// exit position logic
        /// логика выхода из позиции
        /// </summary>
        private void CheckExit()
        {
            if (_candles1.Count - 1 - CountCandles < 0)
            {
                return;
            }

            decimal movePersent1 = 100 / _candles1[_candles1.Count - 1 - CountCandles].Close *
                                   _candles1[_candles1.Count - 1].Close;

            decimal movePersent2 = 100 / _candles2[_candles2.Count - 1 - CountCandles].Close *
                                   _candles2[_candles2.Count - 1].Close;

            decimal spredNow = Math.Abs(movePersent1 - movePersent2);

            for (int i = 0; _positionNumbers != null && i < _positionNumbers.Count; i++)
            {
                PairDealStausSaver pairDeal = _positionNumbers[i];

                if (spredNow > pairDeal.Spred &&
                    spredNow - pairDeal.Spred > Loss)
                {
                    NeadToClose(pairDeal.NumberPositions[0]);
                    NeadToClose(pairDeal.NumberPositions[1]);
                    _positionNumbers.Remove(pairDeal);
                    i--;
                    continue;
                }

                if (pairDeal.Spred > spredNow &&
                    pairDeal.Spred - spredNow > Profit)
                {
                    NeadToClose(pairDeal.NumberPositions[0]);
                    NeadToClose(pairDeal.NumberPositions[1]);
                    _positionNumbers.Remove(pairDeal);
                    i--;
                }
            }
        }