public static void TestDaysHeightsAlternation(string toolName)
{
const int maxContinuationLength = 5;
const int maxAverageDaysLength = 20;
var repository = new HistoryRepository(toolName, false);
var output = new List <string>();
var headers = new List <string> {
"Length of average interval", "Continuation length", "Alternates count", "Continuation count", "Alternates percent"
};
var tableOutput = new List <List <string> >();
for (int averageDaysLength = 5; averageDaysLength <= maxAverageDaysLength; ++averageDaysLength)
{
output.Add("Length of average interval: " + averageDaysLength);
output.Add("");
for (int continuationLength = 1; continuationLength < maxContinuationLength; ++continuationLength)
{
var current = ProbabilityAnalyzer.TesCandlesHightAlternation(repository.Days.Select(day => day.Params).ToList(), continuationLength, averageDaysLength);
decimal alternatePercent = Math.Round(current.Item1 / ((decimal)current.Item1 + current.Item2), 2);
output.Add("Continuation length: " + continuationLength);
output.Add("Alternates count: " + current.Item1 + ", continuation count: " + current.Item2 + ", alternates percent: " + alternatePercent);
output.Add("");
tableOutput.Add(new List <string> {
averageDaysLength.ToString(), continuationLength.ToString(), current.Item1.ToString(), current.Item2.ToString(), alternatePercent.ToString(new CultureInfo("en-us"))
});
}
output.Add("");
}
TablesWriter.PrintExcel("AlternationTest " + toolName + ".xlsx", headers, tableOutput);
File.WriteAllLines("AlternationTest " + toolName + ".txt", output);
}
public static void TestCorrectedExtremumsFast(string toolName, int startStop, int endStop, int stopStep,
int startTrStop, int endTrStop, int trStopStep, int pegTopSize)
{
var repository = new HistoryRepository(toolName, false);
var headers = new List <string> {
"Stop", "Trailing stop", "Breakeven size"
};
headers.AddRange(TradesResult.GetHeaders());
var table = new List <List <string> >();
for (int stop = startStop; stop <= endStop; stop += stopStep)
{
for (int trStop = Math.Max(startTrStop, stop); trStop <= endTrStop; trStop += trStopStep)
{
for (double breakevenSize = 0.0; breakevenSize <= 0.61; breakevenSize += 0.2)
{
var strat = new CorrectedExtremumStrategy(stop, pegTopSize, breakevenSize, trStop);
var result = strat.Run(repository.Days);
result.PrintDepo(@"depo\" + stop.ToString("D4") + "_" + trStop.ToString("D4") + "_" +
((int)(100 * breakevenSize)).ToString("D2") + ".txt");
var currentText = new List <string> {
stop.ToString(), trStop.ToString(), breakevenSize.ToEnString()
};
currentText.AddRange(result.GetTableRow());
table.Add(currentText);
}
}
}
TablesWriter.PrintExcel("out.xlsx", headers, table);
}