public override StockOrder TryToBuy(StockDailyValue dailyValue, int index, float amount, ref float benchmark)
{
benchmark = dailyValue.CLOSE;
if (this.adxIndicator == null)
{ return null; }
#region Create Buy
if (this.adxDecorator.Events[this.exhaustionSellIndex][index - 1])
{
if (this.SupportShortSelling)
{
//if (this.adxIndicator.Events[downTrendIndex][index])
if (this.SRTrailStop.Events[downTrendIndex][index])
{
return StockOrder.CreateBuyAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE,
dailyValue.DATE.AddDays(60), amount, true);
}
}
if (this.SRTrailStop.Events[upTrendIndex][index])
{
return StockOrder.CreateBuyAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE,
dailyValue.DATE.AddDays(60), amount, false);
}
}
#endregion
return null;
}
public override StockOrder TryToSell(StockDailyValue dailyValue, int index, int number, ref float benchmark)
{
benchmark = dailyValue.CLOSE;
#region Create Sell Order
if (LastBuyOrder.IsShortOrder)
{
// Sell in case of Support detected
if (closeSerie[index] > middleBandSerie[index])
{
return StockOrder.CreateSellAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE,
dailyValue.DATE.AddDays(30), number, true);
}
}
else
{
// Sell in case of Resistance detected
if (closeSerie[index] < middleBandSerie[index])
{
return StockOrder.CreateSellAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE,
dailyValue.DATE.AddDays(30), number, false);
}
}
#endregion
return null;
}
public override StockOrder TryToBuy(StockDailyValue dailyValue, int index, float amount, ref float benchmark)
{
benchmark = dailyValue.CLOSE;
if (this.TriggerIndicator == null) { return null; }
if (this.SupportShortSelling)
{
if (float.IsNaN(hilbertSR.Series[1][index - 1]) && !float.IsNaN(hilbertSR.Series[1][index]))
{
return StockOrder.CreateBuyAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), amount, true);
}
}
// If we have a support
if (!float.IsNaN(hilbertSR.Series[0][index]) && dailyValue.CLOSE > hilbertSR.Series[0][index])
{
if (float.IsNaN(hilbertSR.Series[0][index - 1]))
{
// This is the first bar after the support
return StockOrder.CreateBuyAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), amount, false);
}
FloatSerie CloseSerie = Serie.GetSerie(StockDataType.CLOSE);
if (CloseSerie[index - 1] < hilbertSR.Series[0][index - 1] && CloseSerie[index] > hilbertSR.Series[0][index])
{
return StockOrder.CreateBuyAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), amount, false);
}
}
return null;
}
public override StockOrder TryToBuy(StockDailyValue dailyValue, int index, float amount, ref float benchmark)
{
benchmark = dailyValue.CLOSE;
if (this.SRIndicator == null)
{ return null; }
#region Create Buy
if (this.SupportShortSelling)
{
// If higher Low Detected
if (this.SRIndicator.Events[lowerHightEventIndex][index])
{
return StockOrder.CreateBuyAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), amount, true);
}
}
// If higher Low Detected
if (this.SRIndicator.Events[higherLowEventIndex][index])
{
return StockOrder.CreateBuyAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), amount, false);
}
#endregion
return null;
}
public override StockOrder TryToBuy(StockDailyValue dailyValue, int index, float amount, ref float benchmark)
{
benchmark = dailyValue.CLOSE;
if (this.trailStop == null)
{ return null; }
#region Create Buy Order
if (this.SupportShortSelling)
{
if (movingAverage.Series[0][index] > dailyValue.CLOSE) // Check if long term in down trend
{
if (trailStop.Events[5][index])
{
return StockOrder.CreateBuyAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), amount, true);
}
}
}
if (movingAverage.Series[0][index] < dailyValue.CLOSE) // Check if long term in up trend
{
if (trailStop.Events[4][index])
{
return StockOrder.CreateBuyAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), amount, false);
}
}
#endregion
return null;
}
public override StockOrder TryToSell(StockDailyValue dailyValue, int index, int number, ref float benchmark)
{
benchmark = dailyValue.CLOSE;
if (this.TriggerIndicator == null) { return null; }
if (LastBuyOrder.IsShortOrder)
{
if (float.IsNaN(hilbertSR.Series[0][index - 1]) && !float.IsNaN(hilbertSR.Series[0][index]))
{
return StockOrder.CreateSellAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), number, true);
}
}
else
{
// If we have a resistance
if (!float.IsNaN(hilbertSR.Series[1][index]))
{
if (float.IsNaN(hilbertSR.Series[1][index - 1]))
{
return StockOrder.CreateSellAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), number, false);
}
}
// If we have a support
if (!float.IsNaN(hilbertSR.Series[0][index]))
{
FloatSerie CloseSerie = Serie.GetSerie(StockDataType.CLOSE);
if (CloseSerie[index - 1] > hilbertSR.Series[0][index - 1] && CloseSerie[index] < hilbertSR.Series[0][index])
{
return StockOrder.CreateSellAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), number, false);
}
}
}
return null;
}
public override StockOrder TryToSell(StockDailyValue dailyValue, int index, int number, ref float benchmark)
{
benchmark = dailyValue.CLOSE;
#region Create Sell Order
// Review buy limit according to indicators
if (LastBuyOrder.IsShortOrder)
{
//if (float.IsNaN(trailStop.Series[0][index - 1])&& !float.IsNaN(trailStop.Series[0][index]))
//{
// return StockOrder.CreateSellAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), number, true);
//}
}
else
{
// Sell in case of Resistance detected
if (this.SRIndicator.Events[resistanceEventIndex][index])
{
return StockOrder.CreateSellAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE,
dailyValue.DATE.AddDays(30), number, false);
}
}
#endregion
return null;
}
public override StockOrder TryToSell(StockDailyValue dailyValue, int index, int number, ref float benchmark)
{
benchmark = dailyValue.CLOSE;
float gapInPoints = atr.Series[0][index] * 2;
StockOrder stockOrder = StockOrder.CreateSellTrailingStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(5), number, dailyValue.CLOSE, gapInPoints, dailyValue);
return stockOrder;
}
public override StockOrder TryToBuy(StockDailyValue dailyValue, int index, float amount, ref float benchmark)
{
benchmark = dailyValue.CLOSE;
if (this.TriggerIndicator == null) { return null; }
if (this.oscSerie == null) this.oscSerie = (this.TriggerIndicator as IStockIndicator).Series[0];
if (this.oscSerie[index - 1] < 0 && this.oscSerie[index] > 0)
{
trailActivated = false;
return StockOrder.CreateBuyAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), amount, false);
}
return null;
}
public override StockOrder TryToSell(StockDailyValue dailyValue, int index, int number, ref float benchmark)
{
StockDailyValue previousValue = this.Serie.Values.ElementAt(index - 1);
benchmark = dailyValue.CLOSE;
#region Create Sell Order
StockOrder stockOrder = null;
if (dailyValue.CLOSE < previousValue.CLOSE)
{
stockOrder = StockOrder.CreateSellAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), number, false);
}
#endregion
return stockOrder;
}
public override StockOrder TryToBuy(StockDailyValue dailyValue, int index, float amount, ref float benchmark)
{
StockDailyValue previousValue = this.Serie.Values.ElementAt(index - 1);
benchmark = dailyValue.CLOSE;
#region Create Buy Order
StockOrder stockOrder = null;
if (dailyValue.CLOSE > previousValue.CLOSE)
{
stockOrder = StockOrder.CreateBuyAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), amount, false);
LastBuyOrder = stockOrder;
}
#endregion
return stockOrder;
}
public override StockOrder TryToBuy(StockDailyValue dailyValue, int index, float amount, ref float benchmark)
{
benchmark = dailyValue.CLOSE;
if (index >= this.Serie.Count - 1)
{
return null;
}
StockDailyValue tomorrowValue = this.Serie.Values.ElementAt(index + 1);
if (tomorrowValue.DATE.Month == dailyValue.DATE.Month)
{
return null;
}
return StockOrder.CreateBuyAtMarketCloseStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), amount, false);
}
public override StockOrder TryToBuy(StockDailyValue dailyValue, int index, float amount, ref float benchmark)
{
benchmark = dailyValue.CLOSE;
if (!this.Serie.HasVolume)
{
return null;
}
IStockDecorator momex = this.Serie.GetDecorator("DIV(2)", indicatorName);
if (momex.Events[1][index - 1] || momex.Events[3][index - 1])
{
return StockOrder.CreateBuyAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), amount, false);
}
return null;
}
public override StockOrder TryToSell(StockDailyValue dailyValue, int index, int number, ref float benchmark)
{
benchmark = dailyValue.CLOSE;
if (this.TriggerIndicator == null) { return null; }
trailActivated = trailActivated ? true : !float.IsNaN(trailStop.Series[0][index]);
if (!trailActivated && this.oscSerie[index - 1] < this.oscSerie[index]) return null; // Don't sell as long as it's growing up.
if (trailActivated && float.IsNaN(trailStop.Series[0][index])) // Stop has been triggered
{
return StockOrder.CreateSellAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), number, false);
}
return null;
}
public override StockOrder TryToBuy(StockDailyValue dailyValue, int index, float amount, ref float benchmark)
{
benchmark = dailyValue.CLOSE;
if (this.TriggerIndicator == null) { return null; }
if (this.SupportShortSelling)
{
if (float.IsNaN(hilbertSR.Series[1][index - 1]) && !float.IsNaN(hilbertSR.Series[1][index]))
{
return StockOrder.CreateBuyAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), amount, true);
}
}
if (float.IsNaN(hilbertSR.Series[0][index - 1]) && !float.IsNaN(hilbertSR.Series[0][index]))
{
return StockOrder.CreateBuyAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), amount, false);
}
return null;
}
public override StockOrder TryToBuy(StockDailyValue dailyValue, int index, float amount, ref float benchmark)
{
benchmark = dailyValue.CLOSE;
if (this.TriggerIndicator == null) { return null; }
if (this.SupportShortSelling)
{
if (SAR.Events[sarBrokenDownEventIndex][index])
{
return StockOrder.CreateBuyAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), amount, true);
}
}
if (SAR.Events[sarBrokenUpEventIndex][index])
{
return StockOrder.CreateBuyAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), amount, false);
}
return null;
}
public override StockOrder TryToSell(StockDailyValue dailyValue, int index, int number, ref float benchmark)
{
benchmark = dailyValue.CLOSE;
#region Create Sell Order
StockOrder stockOrder = null;
if (StockDictionary.StockDictionarySingleton.ContainsKey("PCR.EQUITY"))
{
FloatSerie pcRatioEMA6 = this.Serie.GetIndicator("EMA(6)").Series[0];
FloatSerie pcRatioEMA12 = this.Serie.GetIndicator("EMA(12)").Series[0];
// Review sell limit according to indicators
if (pcRatioEMA12[index] > pcRatioEMA6[index])
{
stockOrder = StockOrder.CreateSellAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(5), number, false);
}
}
#endregion
return stockOrder;
}
public override StockOrder TryToBuy(StockDailyValue dailyValue, int index, float amount, ref float benchmark)
{
benchmark = dailyValue.CLOSE;
#region Create Buy Order
if (this.SupportShortSelling)
{
//if (float.IsNaN(trailStop.Series[1][index - 1]) && !float.IsNaN(trailStop.Series[1][index]))
//{
// return StockOrder.CreateBuyAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), amount, true);
//}
}
if (this.SRIndicator.Events[supportEventIndex][index] && this.SRIndicator.Series[0][index] < bbBand.Series[1][index])
{
return StockOrder.CreateBuyAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), amount, false);
}
#endregion
return null;
}
public override StockOrder TryToSell(StockDailyValue dailyValue, int index, int number, ref float benchmark)
{
benchmark = dailyValue.CLOSE;
if (this.TriggerIndicator == null) { return null; }
if (LastBuyOrder.IsShortOrder)
{
if (SAR.Events[sarBrokenUpEventIndex][index])
{
return StockOrder.CreateSellAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), number, true);
}
}
else
{
if (SAR.Events[sarBrokenDownEventIndex][index])
{
return StockOrder.CreateSellAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), number, false);
}
}
return null;
}
public override StockOrder TryToBuy(StockDailyValue dailyValue, int index, float amount, ref float benchmark)
{
benchmark = dailyValue.CLOSE;
if (this.OSCSerie == null)
{ return null; }
#region Create Buy Order
if (this.SupportShortSelling)
{
if (OSCSerie[index - 1] > 0 && OSCSerie[index] <= 0)
{
return StockOrder.CreateBuyAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), amount, true);
}
}
if (OSCSerie[index - 1] <= 0 && OSCSerie[index] > 0)
{
return StockOrder.CreateBuyAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), amount, false);
}
return null;
#endregion
}
public override StockOrder TryToSell(StockDailyValue dailyValue, int index, int number, ref float benchmark)
{
benchmark = dailyValue.CLOSE;
if (this.TriggerIndicator == null) { return null; }
if (LastBuyOrder.IsShortOrder)
{
if (float.IsNaN(hilbertSR.Series[0][index - 1]) && !float.IsNaN(hilbertSR.Series[0][index]))
{
return StockOrder.CreateSellAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), number, true);
}
}
else
{
if (float.IsNaN(hilbertSR.Series[1][index - 1]) && !float.IsNaN(hilbertSR.Series[1][index]))
{
return StockOrder.CreateSellAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), number, false);
}
}
return null;
}
public override StockOrder TryToBuy(StockDailyValue dailyValue, int index, float amount, ref float benchmark)
{
benchmark = dailyValue.CLOSE;
#region Create Buy
if (this.SupportShortSelling)
{
if (highSerie[index] < middleDownBandSerie[index])
{
return StockOrder.CreateBuyAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE,
dailyValue.DATE.AddDays(30), amount, true);
}
}
// If higher Low Detected
if (lowSerie[index] > middleUpBandSerie[index])
{
return StockOrder.CreateBuyAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), amount, false);
}
#endregion
return null;
}
public override StockOrder TryToBuy(StockDailyValue dailyValue, int index, float amount, ref float benchmark)
{
benchmark = dailyValue.CLOSE;
if (this.trailStop == null)
{ return null; }
#region Create Buy Order
if (this.SupportShortSelling)
{
if (float.IsNaN(trailStop.Series[1][index - 1]) && !float.IsNaN(trailStop.Series[1][index]))
{
return StockOrder.CreateBuyAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), amount, true);
}
}
if (float.IsNaN(trailStop.Series[0][index - 1]) && !float.IsNaN(trailStop.Series[0][index]))
{
return StockOrder.CreateBuyAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), amount, false);
}
#endregion
return null;
}
public override StockOrder TryToSell(StockDailyValue dailyValue, int index, int number, ref float benchmark)
{
benchmark = dailyValue.CLOSE;
#region Create Sell Order
// Review buy limit according to indicators
if (LastBuyOrder.IsShortOrder)
{
if (float.IsNaN(trailStop.Series[0][index - 1]) && !float.IsNaN(trailStop.Series[0][index]))
{
return StockOrder.CreateSellAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), number, true);
}
}
else
{
if (float.IsNaN(trailStop.Series[1][index - 1]) && !float.IsNaN(trailStop.Series[1][index]))
{
return StockOrder.CreateSellAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), number, false);
}
}
#endregion
return null;
}
public override StockOrder TryToSell(StockDailyValue dailyValue, int index, int number, ref float benchmark)
{
benchmark = dailyValue.CLOSE;
#region Create Sell Order
StockOrder stockOrder = null;
// Review buy limit according to indicators
if (LastBuyOrder.IsShortOrder)
{
if (OSCSerie[index - 1] <= 0 && OSCSerie[index] > 0)
{
stockOrder = StockOrder.CreateSellAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), number, true);
}
}
else
{
if (OSCSerie[index - 1] > 0 && OSCSerie[index] <= 0)
{
stockOrder = StockOrder.CreateSellAtMarketOpenStockOrder(dailyValue.NAME, dailyValue.DATE, dailyValue.DATE.AddDays(30), number, false);
}
}
#endregion
return stockOrder;
}
private void startButton_Click(object sender, EventArgs e)
{
if (started)
{
replaySerie = null;
started = false;
startButton.Text = "Start";
startButton.Focus();
nextButton.Enabled = false;
moveButton.Enabled = false;
this.Position.Number = 0;
this.Position.OpenValue = 0;
this.totalValue = 0;
this.buyButton.Enabled = false;
this.sellButton.Enabled = false;
this.shortButton.Enabled = false;
this.coverButton.Enabled = false;
string msg = "Replay serie was:\t" + refSerie.StockName + Environment.NewLine +
"Start date:\t\t" + startDate.ToShortDateString() + Environment.NewLine +
"NbTrades:\t\t\t" + nbTrade + Environment.NewLine +
"NbWinTrades:\t\t" + nbWinTrade + Environment.NewLine +
"NbLostTrades:\t\t" + nbLostTrade + Environment.NewLine +
"AvgGain:\t\t\t" + (tradeGains.Sum() / nbTrade).ToString("P2");
MessageBox.Show(msg);
}
else
{
Cursor cursor = this.Cursor;
this.Cursor = Cursors.WaitCursor;
try
{
// Initialise stats
nbTrade = 0;
nbWinTrade = 0;
nbLostTrade = 0;
tradeGains.Clear();
// Create Portfolio
StockAnalyzerForm.MainFrame.CurrentPortofolio = portfolio;
portfolio.Clear();
replaySerie = new StockSerie("Replay", "Replay", StockSerie.Groups.ALL, StockDataProvider.Replay);
// Random pick
Random rand = new Random(DateTime.Now.Millisecond);
var series =
StockDictionary.StockDictionarySingleton.Values.Where(s => !s.IsPortofolioSerie && s.BelongsToGroup(StockSerie.Groups.COUNTRY))
.Select(s => s.StockName);
StockSerie serie = null;
do
{
string stockName = series.ElementAt(rand.Next(0, series.Count()));
serie = StockDictionary.StockDictionarySingleton[stockName];
serie.Initialise();
serie.BarDuration = StockSerie.StockBarDuration.Daily;
}
while (serie.Count < 400);
DateTime currentDate = DateTime.Today;
refSerie = new StockSerie(serie.StockName, serie.ShortName, serie.StockGroup, StockDataProvider.Replay);
foreach (StockDailyValue dailyVal in serie.Values)
{
StockDailyValue newValue = new StockDailyValue(serie.StockName, dailyVal.OPEN, dailyVal.HIGH, dailyVal.LOW, dailyVal.CLOSE, dailyVal.VOLUME, currentDate);
refSerie.Add(currentDate, newValue);
currentDate = currentDate.AddDays(1);
}
currentDate = DateTime.Today;
int nbInitBars = rand.Next(200, refSerie.Count - 200);
for (index = 0; index < nbInitBars; index++)
{
replaySerie.Add(currentDate, refSerie.ValueArray[index]);
currentDate = currentDate.AddDays(1);
}
dailyValue = serie.Values.Last();
startDate = dailyValue.DATE;
startButton.Text = "Stop";
nextButton.Enabled = true;
moveButton.Enabled = true;
nextButton.Focus();
OnPositionClosed();
this.Position.Number = 0;
this.Position.OpenValue = 0;
this.Position.CurrentValue = replaySerie.Values.Last().CLOSE;
this.totalValue = 0;
started = true;
refSerie.BarDuration = StockAnalyzerForm.MainFrame.BarDuration;
replaySerie.BarDuration = StockAnalyzerForm.MainFrame.BarDuration;
StockAnalyzerForm.MainFrame.CurrentStockSerie = replaySerie;
StockAnalyzerForm.MainFrame.Activate();
}
catch
{
}
finally
{
this.Cursor = cursor;
}
}
}
private void PerformSell(StockDailyValue dailyValue, int qty, float value)
{
this.Position.Close();
// Statistics
//nbTrade++;
//if (AddedValue > 0)
//{
// nbWinTrade++;
//}
//else
//{
// nbLostTrade++;
//}
//tradeGains.Add(this.CalculateAddedValuePercent(value));
//this.totalValue += 1000f * this.CalculateAddedValuePercent(value);
//OnPropertyChanged("TotalValue");
StockOrder stockOrder = StockOrder.CreateExecutedOrder(replaySerie.StockName, StockOrder.OrderType.SellAtMarketClose, (bool)(this.Position.Number < 0), dailyValue.DATE, dailyValue.DATE, 1, value, 0);
this.portfolio.OrderList.Add(stockOrder);
nextButton.Focus();
this.HalfPosition = false;
this.Stop = 0;
this.Target = 0;
}
private void NextStep()
{
index++;
DateTime currentDate = DateTime.Today;
refSerie.BarDuration = StockSerie.StockBarDuration.Daily;
if (index < refSerie.Count)
{
replaySerie.IsInitialised = false;
replaySerie.ClearBarDurationCache();
replaySerie.BarDuration = StockSerie.StockBarDuration.Daily;
StockDailyValue dailyVal = null;
for (int i = 0; i < index; i++)
{
dailyVal = refSerie.ValueArray[i];
replaySerie.Add(currentDate, dailyVal);
currentDate = currentDate.AddDays(1);
}
replaySerie.Initialise();
dailyValue = dailyVal;
this.Position.CurrentValue = dailyValue.CLOSE;
this.Variation = dailyValue.VARIATION;
this.Position.ValidatePosition();
replaySerie.BarDuration = StockAnalyzerForm.MainFrame.BarDuration;
StockAnalyzerForm.MainFrame.CurrentStockSerie = replaySerie;
}
else
{
MessageBox.Show("Replay finished !!!");
}
}
public bool LowerOrEquals(StockDataType dataType, StockDailyValue dailyValue, float accuracyPercent)
{
float thisValue = this.GetStockData(dataType);
float otherValue = dailyValue.GetStockData(dataType);
float accuracy = thisValue * accuracyPercent;
if (((thisValue - accuracy) <= otherValue))
{
return true;
}
else
{
return false;
}
}
public static StockDailyValue ReadMarketDataFromCSVStream(StreamReader sr, string stockName, bool useAdjusted)
{
StockDailyValue stockValue = null;
try
{
// File format
// Date,Open,High,Low,Close,Volume,Adj Close (UpVolume, Tick, Uptick)
// 2010-06-18,10435.00,10513.75,10379.60,10450.64,4555360000,10450.64
string[] row = sr.ReadLine().Split(',');
if (row.Length == 7)
{
if (useAdjusted || row[4] != row[6])
{
float close = float.Parse(row[4], usCulture);
float adjClose = float.Parse(row[6], usCulture);
float adjRatio = adjClose / close;
stockValue = new StockDailyValue(
stockName,
float.Parse(row[1], usCulture) * adjRatio,
float.Parse(row[2], usCulture) * adjRatio,
float.Parse(row[3], usCulture) * adjRatio,
adjClose,
long.Parse(row[5], usCulture),
DateTime.Parse(row[0], usCulture));
}
else
{
stockValue = new StockDailyValue(
stockName,
float.Parse(row[1], usCulture),
float.Parse(row[2], usCulture),
float.Parse(row[3], usCulture),
float.Parse(row[4], usCulture),
long.Parse(row[5], usCulture),
DateTime.Parse(row[0], usCulture));
}
}
else if (row.Length == 10)
{
stockValue = new StockDailyValue(
stockName,
float.Parse(row[1], usCulture),
float.Parse(row[2], usCulture),
float.Parse(row[3], usCulture),
float.Parse(row[4], usCulture),
long.Parse(row[5], usCulture),
long.Parse(row[7], usCulture),
int.Parse(row[8], usCulture),
int.Parse(row[9], usCulture),
DateTime.Parse(row[0], usCulture));
}
}
catch (System.Exception)
{
// Assume input is right, Ignore invalid lines
}
return stockValue;
}
