private void CalcStoic_OnClick(object sender, RoutedEventArgs e)
{
try
{
DateTime Recent = EndDate.SelectedDate.Value;
DateTime Early = StartDate.SelectedDate.Value;
Stock k = AllStocks.Where(x => x.Ticker == StockList.Text).First();
int P = Convert.ToInt32(MAPeriod.Text);
k.GetWeeklyAdjustment();
int recent = k.GetIndexWeekly(Recent);
int early = k.GetIndexWeekly(Early);
k.indicate = new Indicators();
k.indicate.EmaIndicators = new Indicators.Ema(early, recent, k.WeeklyHistory.Select(x => x.ClosingPrice).ToArray(), P);
SSTOGraph Peter = new SSTOGraph(k.indicate.GetIntoChartFormat(k.WeeklyHistory.GetRange(early, recent - early).Select(x => x.ClosingPrice).ToList()), k.indicate.GetIntoChartFormat(k.indicate.EmaIndicators.EmaHist));
closeingP.Children.Add(Peter);
TestHolding Benj = new TestHolding();
Benj.CashHeld = 2000;
DateTime Start = new DateTime(2013, 01, 01);
Benj = Strategies.TestThesis(AllStocks, Start, Benj);
bool Continue = true;
while (Continue)
{
if (Benj.TickHistSell.Last().SellDate < DateTime.Now.AddDays(-10) && Benj.CashHeld > 50)
{
Start = Benj.TickHistSell.Last().SellDate;
Benj = Strategies.TestThesis(AllStocks, Start, Benj);
}
else
{
Continue = false;
}
}
Benj.PrintData();
}
catch
{
System.Windows.MessageBox.Show("ss", "ss", MessageBoxButton.OK, MessageBoxImage.Asterisk);
}
}
public static TestHolding TestThesis(List <Stock> StockMarket, DateTime startTime, TestHolding Holder)
{
foreach (var p in StockMarket)
{
p.GetWeeklyAdjustment();
p.CWP = p.GetIndexWeekly(startTime);
p.CDP = p.GetIndexDaily(startTime);
int recent = p.GetIndexWeekly(DateTime.Now);
int early = p.GetIndexWeekly(startTime - TimeSpan.FromDays(365 * 10));
int RecDay = p.GetIndexDaily(DateTime.Now);
int earlDay = p.GetIndexDaily(startTime - TimeSpan.FromDays(365 * 10));
p.indicate = new Indicators();
p.indicate.EmaIndicators = new Indicators.Ema(early, recent, p.WeeklyHistory.Select(x => x.ClosingPrice).ToArray(), 75);
p.indicate.RSIIndicators = new Indicators.RSI(earlDay, RecDay, p.DailyHistory.Select(x => (double)x.Volume).ToArray(), 14);
p.TestEmaFormat.AddRange(p.CleanTicTac(p.indicate.EmaIndicators.EmaHist));
p.TestRSIFormat.AddRange(p.CleanTicTac(p.indicate.RSIIndicators.RSIHist));
}
List <Stock> ValidStocks = new List <Stock>();
List <Stock> InvestMECandidates = new List <Stock>();
foreach (var r in StockMarket)
{
if (r.TestEmaFormat.Count > r.CWP)
{
ValidStocks.Add(r);
}
}
Stock InvestMe = new Stock();
while (InvestMECandidates.Count == 0)
{
InvestMECandidates = new List <Stock>();
InvestMECandidates.AddRange(
ValidStocks.Where(
x =>
x.TestEmaFormat[x.CWP] / (x.WeeklyHistory[x.CWP].ClosingPrice) < 1 &&
x.TestEmaFormat[x.CWP] / (x.WeeklyHistory[x.CWP].ClosingPrice) > 0.8
));
for (int l = InvestMECandidates.Count - 1; l >= 0; l--)
{
List <double> priorrange = new List <double>();
bool noZero = true;
bool NotEnoughData = false;
int zerocount = 0;
while (noZero)
{
if (InvestMECandidates[l].TestEmaFormat[zerocount] != 0)
{
noZero = false;
}
else
{
if (InvestMECandidates[l].TestEmaFormat.Count - 1 <= zerocount)
{
NotEnoughData = true;
noZero = false;
}
zerocount++;
}
}
if (!NotEnoughData)
{
priorrange.AddRange(InvestMECandidates[l].TestEmaFormat.GetRange(zerocount, InvestMECandidates[l].CWP));
double gradient = (priorrange.Last() - priorrange.First()) / priorrange.Count;
if (gradient < -0.05)
{
InvestMECandidates.Remove(InvestMECandidates[l]);
}
}
else
{
InvestMECandidates.Remove(InvestMECandidates[l]);
}
}
if (InvestMECandidates.Count == 0)
{
for (int i = ValidStocks.Count - 1; i >= 0; i--)
{
ValidStocks[i].CWP = ValidStocks[i].CWP + 1;
if (ValidStocks[i].WeeklyHistory.Count - 1 < ValidStocks[i].CWP)
{
ValidStocks.Remove(ValidStocks[i]);
}
}
}
if (ValidStocks.Count == 0)
{
Holder.Sell("No Opportunities", null, DateTime.Now);
return(Holder);
}
}
Random randd = new Random();
int qw = randd.Next(0, InvestMECandidates.Count);
InvestMe = InvestMECandidates[qw];
startTime = InvestMe.WeeklyHistory[InvestMe.CWP].TradeDate;
Holder.Buy(InvestMe, startTime);
int periodCount = 0;
double originalEMA = InvestMe.TestEmaFormat[InvestMe.CWP];
double BuyPrice = InvestMe.DailyHistory[InvestMe.CDP].High;
bool PriceAboveEMa = true;
bool TakeReturns = true;
bool StopLoss = true;
bool c4 = true;
bool SlowEarner = true;
bool BigDiff = true;
startTime = startTime.Add(TimeSpan.FromDays(7));
while (PriceAboveEMa && TakeReturns && StopLoss && c4 && SlowEarner && BigDiff)
{
startTime = startTime.Add(TimeSpan.FromDays(1));
InvestMe.CDP = InvestMe.GetIndexDaily(startTime);
InvestMe.CWP = InvestMe.GetIndexWeekly(startTime);
PriceAboveEMa = InvestMe.WeeklyHistory[InvestMe.CWP].ClosingPrice >
(InvestMe.TestEmaFormat[InvestMe.CWP] * 0.9);
TakeReturns = InvestMe.DailyHistory[InvestMe.CDP].ClosingPrice / BuyPrice < 2;
//c3 = InvestMe.DailyHistory[BuyPeriod].ClosingPrice/
// InvestMe.DailyHistory[BuyPeriod + 1].ClosingPrice > 1.005;
c4 = startTime < DateTime.Now.AddDays(-5);
//SlowEarner = (InvestMe.DailyHistory[InvestMe.CDP].ClosingPrice - BuyPrice) / periodCount < /*10*/ *(InvestMe.TestEmaFormat[InvestMe.CWP] -originalEMA)/periodCount ;
BigDiff = InvestMe.DailyHistory[InvestMe.CDP].ClosingPrice / InvestMe.TestEmaFormat[InvestMe.CWP] < 1.3;
StopLoss = InvestMe.DailyHistory[InvestMe.CDP].ClosingPrice / BuyPrice > 0.9;
periodCount++;
}
string reason = "";
if (!PriceAboveEMa)
{
reason += "Closing price was lower than 1 times EMA. ";
}
if (!TakeReturns)
{
reason += "Closing price return exceeded 300%. ";
}
if (!StopLoss)
{
reason += "Closing price was less than 95% of buy price. ";
}
if (!c4)
{
reason += "End of investment period. ";
}
if (!SlowEarner)
{
reason += " Return was too low over the investment period. ";
}
if (!BigDiff)
{
reason += " Ratio of close to ema was big";
}
Holder.Sell(reason, InvestMe, InvestMe.WeeklyHistory[InvestMe.CWP].TradeDate);
return(Holder);
}
public MainWindow()
{
InitializeComponent();
EndDate.SelectedDate = DateTime.Now;
StartDate.SelectedDate = DateTime.Now.AddYears(-5);
Startup NewProgram = new Startup();
AllStocks = NewProgram.InitialiseStocks(false);
//AllStocks = NewProgram.UpdatePrices(AllStocks);
TestHolding Benj = new TestHolding();
Benj.CashHeld = 2000;
DateTime Start = new DateTime(2014, 01, 01);
Benj = Strategies.TestThesis(AllStocks, Start, Benj);
bool Continue = true;
while (Continue)
{
if (Benj.TickHistSell.Last().SellDate < DateTime.Now.AddDays(-10) && Benj.CashHeld > 50)
{
Start = Benj.TickHistSell.Last().SellDate;
Benj = Strategies.TestThesis(AllStocks, Start, Benj);
}
else
{
Continue = false;
}
}
Benj.PrintData();
StockList.ItemsSource = AllStocks.Select(x => x.Ticker).Distinct();
//DateTime Recent = new DateTime(2016, 5, 13);
//DateTime Early = new DateTime(2016, 2, 1);
//List<double> Results = new List<double>();
//List<List<double>> ListResults = new List<List<double>>();
//foreach (var p in AllStocks)
//{
// int r1 = p.GetIndex(Recent);
// int e1 = p.GetIndex(Early);
// p.indicate.EmaIndicators = new Indicators.Ema(r1, e1,
// p.History.Select(x => x.ClosingPrice).ToArray(), 10);
//}
//List<KeyValuePair<int, double>> ff = AllStocks[0].indicate.GetIntoChartFormat(AllStocks[0].History.Where(x => x.TradeDate > DateTime.Now.AddYears(-1)).Select(x => (double)x.ClosingPrice).Reverse().ToList());
//Chart Close = new Chart(ff);
//closeingP.Children.Add(Close);
//int optinTimePeriod = 15;
//int OptinFastPeriod = 5;
//int OptinSlowPeriod = 20;
//foreach(var c in AllStocks)
//{
// int recent = c.GetIndex(DateTime.Now);
// int early = c.GetIndex(DateTime.Now.AddMonths(-4));
// double[] OP = c.History.GetRange(recent, early - recent).Select(x => x.OpeningPrice).ToArray();
// double[] CP = c.History.GetRange(recent, early - recent).Select(x => x.ClosingPrice).ToArray();
// double[] HP = c.History.GetRange(recent, early - recent).Select(x => x.High).ToArray();
// double[] LP = c.History.GetRange(recent, early - recent).Select(x => x.Low).ToArray();
// double[] Vol = c.History.GetRange(recent, early - recent).Select(x => (double)x.Volume).ToArray();
// c.indicate.AcosIndicators = new Indicators.Acos(recent, early, OP);
// c.indicate.ADDIndicators = new Indicators.ADD(recent, early, OP, CP);
// c.indicate.ADIndicators = new Indicators.AD(recent, early, HP, LP, CP, Vol);
// c.indicate.AdOscIndicators = new Indicators.AdOsc(recent, early, HP, LP, CP, Vol,OptinFastPeriod, OptinSlowPeriod);
// c.indicate.AdxRIndicators = new Indicators.AdxR(recent, early, HP, LP, CP, optinTimePeriod);
// c.indicate.ApoIndicators = new Indicators.Apo(recent, early, CP, OptinFastPeriod, OptinSlowPeriod);
//}
}
