// Beyond 0.6 and less than 0.3 does not work good, at least surely in nifty
// Stoploss 1 is most optimized
// Min profit 0.5, 0.75 and 1 are optimized. Not needed to dabble with them
public static TradingAlgo GetAlgo(short algoId, AlgoParams algoParams, bool onlyCheckAlgoExist)//bool doLimitLoss = false)
{
TradingAlgo algo = null;
bool isAlgoFound = true;
//algoParams.AllowInitialTickStabilization = true;
switch (algoId)
{
// -------------------- New Experiments Scalper 150 Algos-------------------------------- //
case 150:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.5;
break;
case 151:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 1;
break;
case 152:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.75;
break;
case 153:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.3;
break;
// --------------------Scalper Algos: Immediate squareoff on min profit. No peak or minmax reset-------------------------------- //
case 13:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.5;
algoParams.IsFixedTradesPerDay = true;
algoParams.NumTradesStopForDay = 2;
break;
case 14:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 1;
algoParams.IsFixedTradesPerDay = true;
algoParams.NumTradesStopForDay = 2;
break;
case 15:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.75;
algoParams.IsFixedTradesPerDay = true;
algoParams.NumTradesStopForDay = 2;
break;
case 17:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.5;
break;
case 18:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 1;
break;
case 19:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.75;
break;
// --------------------Scalper Algos: Immediate squareoff on min profit. Reset peaktype and minmax-------------------------------- //
case 20:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.5;
break;
case 21:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 1;
break;
case 22:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.75;
break;
case 23:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.35;
break;
// ----------------------Min Profit must. threshold moves (perc-minprofit) ---------------------------------- //
case 30:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.5;
break;
case 31:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 1;
break;
case 32:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.75;
break;
// ---------------------Min profit + half of over that is must. threshold moves (perc-minprofit)/2------------------------------------------- //
case 40:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.5;
break;
case 41:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 1;
break;
case 42:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.75;
break;
// -------------------------Same like 40s with reset min-max--------------------------- //
case 50:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.5;
break;
case 51:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.75;
break;
case 52:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 1;
break;
case 53:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.35;
break;
case 60:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.5;
algoParams.IsFixedTradesPerDay = true;
algoParams.NumTradesStopForDay = 1;
break;
case 61:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.5;
algoParams.IsFixedTradesPerDay = true;
algoParams.NumTradesStopForDay = 2;
break;
case 62:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.5;
algoParams.IsFixedTradesPerDay = true;
algoParams.NumTradesStopForDay = 3;
break;
// ------------------ Stop loss threshold moves with profit : lenient------------------------- //
case 100:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.5;
break;
case 101:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 1;
break;
case 102:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.75;
break;
case 113:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.5;
algoParams.IsFixedTradesPerDay = true;
algoParams.NumTradesStopForDay = 2;
break;
case 114:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 1;
algoParams.IsFixedTradesPerDay = true;
algoParams.NumTradesStopForDay = 2;
break;
case 115:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.75;
algoParams.IsFixedTradesPerDay = true;
algoParams.NumTradesStopForDay = 2;
break;
// ------------------ Stop loss threshold moves with profit :Straight profit/3 lenient------------------------- //
case 116:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.5;
break;
case 117:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 1;
break;
case 118:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.75;
break;
case 119:
algoParams.PercSquareOffThreshold = 1;
algoParams.PercMinProfit = 0.35;
algoParams.IsFixedTradesPerDay = true;
algoParams.NumTradesStopForDay = 2;
break;
default:
isAlgoFound = false;
break;
}
// Temporary test
//if (algoParams.IsReplayMode)
//{
// //algoParams.PercSquareOffThreshold = 1;
// //algoParams.AllowInitialTickStabilization = true;
// //algoParams.IsFixedTradesPerDay = true;
// algoParams.IsLimitLossPerDay = true;
// algoParams.NumTradesStopForDay = 2;
// algoParams.PercSquareOffThreshold = 1.25;
//}
if (!isAlgoFound)
{
return(null);
}
else if (onlyCheckAlgoExist)
{
algoParams.I = new Instrument("dummy", InstrumentType.FutureIndex, 100);
if (algoParams.IsHedgeAlgo)
{
algo = new AlgoHedge(algoParams);
}
else
{
algo = new AlgoScalper(algoParams);
}
return(algo);
}
algoParams.IsLimitLossPerDay = true;
algoParams.PercLossStopForDay = 2.5;
algoParams.NumNettLossTradesStopForDay = 5;
if (algoId >= 10)
{
algoParams.IsMinProfitMust = true;
}
if (StockUtils.IsInstrumentOptionType(algoParams.I.InstrumentType))
{
algoParams.PercMinProfit += 5;
if (algoParams.PercMarketDirectionChange == 7.05)
{
algoParams.PercSquareOffThreshold += 5;
}
else if (algoParams.PercMarketDirectionChange == 7.15)
{
//algoParams.PercMarketDirectionChange += 3.6;
algoParams.PercSquareOffThreshold += 15;
}
else
{
algoParams.PercSquareOffThreshold += 10;
}
algoParams.PercBrokerage = 12000 / (algoParams.I.StrikePrice * algoParams.I.Qty);
//algoParams.SquareOffBrokerageFactor = 1.3;
}
//if (algoId < 10)
// algo = new AlgoMinMax(algoParams);
//else
if (algoParams.IsHedgeAlgo)
{
algo = new AlgoHedge(algoParams);
}
else
{
algo = new AlgoScalper(algoParams);
}
return(algo);
}
