public static List <Trade> DoYourThing(string Instrument, Parameter_EMA_Scalp Param, DateTime StartPeriod) { Statistics _Stats = new Statistics(); GlobalObjects.TimeInterval t = GlobalObjects.TimeInterval.Minute_5; DataBase.dataTable dt = DataBase.dataTable.MasterMinute; var _tempTradeList = AlsiTrade_Backend.RunCalcs.RunEMAScalp(Param, t, false, StartPeriod, DateTime.Now.AddHours(5), dt); var _trades = _Stats.CalcBasicTradeStats_old(_tempTradeList); return(_trades); }
private void start() { Cursor = Cursors.WaitCursor; GlobalObjects.TimeInterval t = GlobalObjects.TimeInterval.Minute_5; DataBase.dataTable dt = DataBase.dataTable.MasterMinute; //_FullTradeList = AlsiTrade_Backend.RunCalcs.RunEMAScalp(GetParametersSAR_EMA(), t, false, new DateTime(2012, 01, 01), new DateTime(2014, 01, 01), dt); _FullTradeList = AlsiTrade_Backend.RunCalcs.RunMAMAScalp(GetParametersMAMA(), t, false, new DateTime(2005, 01, 01), new DateTime(2014, 12, 31), dt); _FullTradeList = _Stats.CalcBasicTradeStats_old(_FullTradeList); NewTrades = AlsiUtils.Strategies.TradeStrategy.Expansion.ApplyRegressionFilter(11, _FullTradeList); NewTrades = _Stats.CalcExpandedTradeStats(NewTrades); _TradeOnlyList = CompletedTrade.CreateList(NewTrades); Cursor = Cursors.Default; }
public static List <Trade> RunMAMAScalp(Parameter_MAMA Parameter, GlobalObjects.TimeInterval Interval, bool TradesOnly, DateTime Start, DateTime End, DataBase.dataTable Table) { GlobalObjects.Points = AlsiUtils.DataBase.readDataFromDataBase(Interval, Table, Start, End, false); return(AlsiUtils.Strategies.MAMA_Scalp.MAMAScalp(Parameter, GlobalObjects.Points, TradesOnly)); }