public AccountStatus StopLoss(FlipperDataModel fdm, TradeDecision td, ITradeApi tradeApi)
{
if (td.doTrade)
{
Ticker te = fdm.ticker.FirstOrDefault();
AccountStatus stat = new AccountStatus
{
CurrentBalance = (fdm.stats.Volume * te.last),
LastPurchasePrice = fdm.stats.LastPurchasePrice,
LastSalePrice = te.last,
StartingBalance = fdm.stats.StartingBalance,
StatDate = DateTime.Now,
Volume = 0,
IsSimulator = true,
TransactionType = TransactionType.Sell,
Source = TransactionSource.Simulator,
LastOrderDate = DateTime.Now
};
TickerDAL.InsertTransaction(stat);
return(stat);
}
else
{
return(fdm.stats);
}
}
protected override TradeDecision ShouldBuyImpl(FlipperDataModel fdm)
{
Ticker te = fdm.ticker.FirstOrDefault();
//Decimal threshold = 0.03M;
decimal saftey = ((te.high - te.low) * .8M) + te.low;
decimal safteyLow = ((te.high - te.low) * .2M) + te.low;
decimal avgHigh = fdm.macdIntervalSlow.CurrentHighPriceThresh();
decimal avgLow = fdm.macdIntervalSlow.CurrentLowPriceThresh();
var td = new TradeDecision {
doTrade = false, useMarket = false
};
if (fdm.macdIntervalSlow.isShortSMAGoingUp() /*&& macdIntervalFast.isMacdPositive() && fdm.macdIntervalSlow.isMacdGoingUp()*/)
{
td.doTrade = true;
td.useMarket = true;
// td.price = fdm.macdIntervalSlow[0].AveragePrice + fdm.algoConfig.BuyThreshold;
}
return(td);
// }
// else return false;
// return ((te.last < (average + algoConfig.BuyThreshold)) && stats.CurrentBalance > 0);
}
public void Simulate(DateTime from, DateTime to)
{
DateTime dateTime = from;
TradePosition tradePosition = null;
while (dateTime < to)
{
Candle candle = _candleCollection.GetCandle(dateTime);
if (candle == null)
{
dateTime = dateTime.AddSeconds(5);
continue;
}
if (tradePosition != null)
{
tradePosition.Evaluate(candle.Close);
if (tradePosition.IsClosed)
{
_activity.Add(tradePosition);
tradePosition = null;
}
}
else
{
TradeDecision decision = _tradeStrategy.Evaluate(candle);
if (decision.ShouldTrade)
{
tradePosition = new TradePosition(dateTime, candle.Close, decision);
}
}
dateTime = dateTime.AddSeconds(5);
var currentWin = _activity.Sum(c => c.Win);
var currentLoss = _activity.Sum(c => c.Loss);
var currentProfit = currentWin + currentLoss;
var currentwincount = _activity.Count(c => c.Win > 0);
var currentlossCount = _activity.Count(c => c.Loss < 0);
}
var Win = _activity.Sum(c => c.Win);
var wincount = _activity.Count(c => c.Win > 0);
var Loss = _activity.Sum(c => c.Loss);
var lossCount = _activity.Count(c => c.Loss < 0);
var profit = Win + Loss;
double profitPercent = (double)wincount / (double)_activity.Count;
Console.WriteLine($"\tProfit {profit}({profitPercent:#.##}) Win {Win}({wincount}) Loss {Loss}({lossCount}) trades {_activity.Count}");
}
protected override TradeDecision ShouldSellImpl(FlipperDataModel fdm)
{
var td = new TradeDecision {
doTrade = false, useMarket = false
};
if (fdm.macdIntervalFast[0].CompareShortPrice > currentHighPrice)
{
currentHighPrice = fdm.macdIntervalFast[0].CompareShortPrice;
}
Ticker te = fdm.ticker.FirstOrDefault();
if (fdm.macd.Count > 5)
{
// if (te.last > stats.LastPurchasePrice)
// {
// if (!fdm.macdIntervalFast.isMacdGoingUp() || te.last >= (fdm.stats.LastPurchasePrice + fdm.algoConfig.FixedSellThreshold) || fdm.algoConfig.UseStrictSellThreshold)
// points += 4;
if (fdm.stats.Volume > 10)
{
decimal sellPrice;
if (fdm.algoConfig.UseStrictSellThreshold)
{
sellPrice = fdm.stats.LastPurchasePrice + fdm.algoConfig.FixedSellThreshold;
td.doTrade = true;
td.useMarket = false;
td.price = sellPrice;
currentHighPrice = 0;
}
else if (fdm.macdIntervalFast[0].ClosePrice < (fdm.algoConfig.StopLossPercentage * currentHighPrice) || (!fdm.macdIntervalFast.isShortSMAOnTop()))
{
sellPrice = fdm.ticker[0].buy;
td.doTrade = true;
td.useMarket = false;
td.price = sellPrice;
currentHighPrice = 0;
}
}
}
return(td);
}
protected override TradeDecision ShouldBuyImpl(FlipperDataModel fdm)
{
Ticker te = fdm.ticker.FirstOrDefault();
//Decimal threshold = 0.03M;
decimal saftey = ((te.high - te.low) * .8M) + te.low;
decimal safteyLow = ((te.high - te.low) * .2M) + te.low;
decimal avgHigh = fdm.macdIntervalSlow.CurrentHighPriceThresh();
decimal avgLow = fdm.macdIntervalSlow.CurrentLowPriceThresh();
var td = new TradeDecision {
doTrade = false, useMarket = false
};
if (fdm.macdIntervalSlow.isShortSMAGoingUp() && fdm.macdIntervalSlow.isShortSMAOnTop() && (fdm.macdIntervalSlow[1].BBHigh - fdm.macdIntervalSlow[1].BBLow > 4))
{
td.doTrade = true;
td.useMarket = true;
}
return(td);
}
public TradePosition(DateTime dateTime, decimal close, TradeDecision decision)
{
this.dateTime = dateTime;
this.open = close;
this.decision = decision;
IsClosed = false;
switch (decision.TradeDecisionKind)
{
case TradeDecisionKind.Long:
open = open - 0.00015m; //spread
StopWinPrice = open + (0.0001m * decision.StopWinPrice);
StopLossPrice = open - (0.0001m * decision.StopLossPrice);
break;
case TradeDecisionKind.Short:
open = open + 0.00015m; //spread
StopWinPrice = open - (0.0001m * decision.StopWinPrice);
StopLossPrice = open + (0.0001m * decision.StopLossPrice);
break;
}
}
protected override Model.TradeDecision ShouldSellImpl(Model.FlipperDataModel fdm)
{
var td = new TradeDecision {
doTrade = false, useMarket = false
};
if (fdm.macdIntervalFast[0].CompareShortPrice > currentHighPrice)
{
currentHighPrice = fdm.macdIntervalFast[0].CompareShortPrice;
}
decimal calculatedMarketPrice = fdm.depth.ActualMarketBid(fdm.stats.Volume - fdm.algoConfig.ReservedCoin).Price;
if (fdm.macd.Count > 5)
{
if (fdm.stats.Volume > 10)
{
decimal sellPrice;
if (fdm.algoConfig.UseStrictSellThreshold)
{
sellPrice = fdm.stats.LastPurchasePrice + fdm.algoConfig.FixedSellThreshold;
td.doTrade = true;
td.useMarket = false;
td.price = sellPrice;
}
else if (calculatedMarketPrice < (fdm.algoConfig.StopLossPercentage * currentHighPrice))
{
sellPrice = calculatedMarketPrice;
td.doTrade = true;
td.useMarket = true;
td.price = sellPrice;
}
}
}
return(td);
}
