public BackTest(BackTestConfiguration _config)
{
//set internal vars
runLength = _config.runLength;
maxTradesPerDay = _config.maxTradesPerDay;
currencyPair = _config.currencyPair;
timeFrame = _config.timeFrame;
riskPercent = _config.riskPercent;
riskVsReward = _config.riskVsReward;
startingBalance = _config.startingBalance;
startDate = _config.startDate;
connectionString = _config.connectionString;
//initialize defaults
profitTrades = default;
lossTrades = default;
totalTrades = default;
trade = default;
closingPrice = new List <double>();
myAccountSettings = new AccountSettings {
BASEURI = BASEURI, APIKEY = APIKEY, ID = ID
};
myAccount = new AccountAccessor(myAccountSettings);
instruments = new InstrumentAccessor(myAccountSettings, currencyPair);
orders = new OrderAccessor(myAccountSettings);
}
private static void BackTest()
{
BackTestConfiguration backTestConfiguration = new BackTestConfiguration
{
logFile = "BackTestLog",
currencyPair = "EUR_USD",
timeFrame = "M1",
riskPercent = .025M,
riskVsReward = 1.25M,
maxTradesPerDay = 2,
startingBalance = 1000.00M,
startDate = new DateTime(2010, 1, 1),
runLength = 2995,
connectionString = @"Data Source=(LocalDB)\MSSQLLocalDB;AttachDbFilename=c:\pennyroyaldb\EUR_USD.mdf;Integrated Security=True"
};
BackTest backTest = new BackTest(backTestConfiguration);
//backTest.StoreData(new string[] { "M1","M2","M4","M5","M10","M15"});
backTest.Reset(new string[] { "SimpleTrendFollowings" });
backTest.Run("SimpleTrendFollowing", new string[] { "M1", "M2", "M4", "M5", "M10" });
Environment.Exit(0);
}
