public BasicDMI(analysis.workData d, string code, bool fExport, string curStrategy, Parameters p) : base(d, code, fExport, curStrategy, p)
{
}
public static analysis.analysisResult Strategy(analysis.workData data, string strategyCode)
{
GenericStrategy strategy;
curStrategyCode = strategyCode;
switch (strategyCode)
{
//Screening
case "SCRPRICE":
{
Parameters p = null;
strategy = new PriceScreening(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
}
case "SCRMACD01":
{
Parameters p = new Parameters(12, 26, 9);
strategy = new BasicMACD(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Screening());
}
case "SCRMACD02":
{
Parameters p = new Parameters(12, 26, 9);
strategy = new MACD_HistogramChanged(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Screening());
}
case "SCRDMI":
{
Parameters p = new Parameters(14, 14);
strategy = new BasicDMI(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Screening());
}
case "SCRSupport":
{
Parameters p = new Parameters(30, 0.01);
strategy = new SupportScreening(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Screening());
}
case "SCRResist":
{
Parameters p = new Parameters(30, 0.01);
strategy = new ResistanceScreening(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Screening());
}
case "BUYANDHOLD":
{
strategy = new BuyAndHoldStrategy(data, strategyCode, fExportData, curStrategyCode);
return(strategy.Execute());
}
#region SMA Strategy
case "SMAONLY":
{
Parameters p = new Parameters(5, 10);
strategy = new TwoSMA(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
}
case "EMAONLY":
{
Parameters p = new Parameters(5, 10);
strategy = new TwoEMA(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
}
case "WMAONLY":
{
strategy = new BasicWMA_5_10(data, strategyCode, fExportData, curStrategyCode);
return(strategy.Execute());
}
case "SMAPRICE":
{
//strategy = new Price_SMA_5_10(data, strategyCode, fExportData, curStrategyCode);
//return strategy.Execute();
Parameters p = new Parameters(50, 100);
strategy = new PriceTwoSMA(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
}
case "SMAVFIL":
{
Parameters p = new Parameters(5, 10, 50000);
strategy = new TwoSMA_VolumeFilter(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
}
case "3SMAPRICE":
{
Parameters p = new Parameters(5, 10, 20);
strategy = new BasicPrice_3SMA(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
}
case "3SMANEW":
{
Parameters p = new Parameters(10, 20, 30);
strategy = new BasicPrice_3SMA(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
}
case "SMARIRW":
{
Parameters p = new Parameters(5, 10, 20);
strategy = new Price_3SMA_Risk_Reward(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
}
case "SMAMID":
{
Parameters p = new Parameters(20, 50);
strategy = new PriceTwoSMA(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
//strategy = new Price_SMA_20_50(data, strategyCode, fExportData, curStrategyCode);
//return strategy.Execute();
}
case "SMAM50_100":
{
Parameters p = new Parameters(50, 100);
strategy = new PriceTwoSMA(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
}
#endregion
//Statistic
case "AVERAGE":
{
Parameters p = new Parameters(30, -15, 10);
strategy = new AverageStrategy(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
}
//Statistic
case "AVERAGE1":
{
Parameters p = new Parameters(30, -15, 15);
strategy = new AverageStrategy(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
}
case "RAND":
{
Parameters p = null;
strategy = new RandomStrategy(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
}
//Statistic
case "MARKOV":
{
Parameters p = null;
strategy = new SimpleMarkov(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
}
#region MACD strategy
//MACD strategy
case "MACDBAS":
{
Parameters p = new Parameters(12, 26, 9);
strategy = new BasicMACD(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
}
case "MACD1":
{
strategy = new MACD_Line_Cut(data, strategyCode, fExportData, curStrategyCode);
return(strategy.Execute());
}
case "MACD2":
{
Parameters p = new Parameters(12, 26, 9);
strategy = new MACD_HistogramChanged(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
}
case "MACD_CL":
{
strategy = new MACD_HistogramChanged_CutLoss(data, strategyCode, fExportData, curStrategyCode);
return(strategy.Execute());
}
#endregion
//Strategy with DMI indicator
case "DMI":
{
Parameters p = new Parameters(14, 14);
strategy = new BasicDMI(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
}
case "DMI_CL":
{
Parameters p = new Parameters(14, 14, -5);
strategy = new BasicDMI(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute_CutLoss());
}
//Strategy with Stochastic
case "STOCHFAST":
{
Parameters p = new Parameters(14, 3);
strategy = new StochasticFast(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
}
//Strategy with Stochastic
case "STOCHSLOW":
{
Parameters p = new Parameters(15, 5, 3);
strategy = new StochasticSlow(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
}
//Strategy with pattern
case "PATERN32":
{
const int CONSECUTIVE_UP = 4;
const int CONSECUTIVE_DOWN = 3;
Parameters p = new Parameters(CONSECUTIVE_DOWN, CONSECUTIVE_UP);
strategy = new Pattern_Consecutive_UpAndDown(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
}
#region Hybrid strategy
////Hybrid strategy
case "RSI":
{
int RSI_LOWER_LEVEL = 30;
int RSI_UPPER_LEVEL = 70;
double[] d = { 14, 26, 12, 9, RSI_LOWER_LEVEL, RSI_UPPER_LEVEL };
Parameters p = new Parameters(d);
strategy = new RSI_MACD_Histogram(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
}
case "SMASTOCH":
{
double[] d = { 5, 10, 15, 5, 3 };
Parameters p = new Parameters(d);;
strategy = new SMA_Stochastic(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
}
case "MACDSTOC":
{
double[] d = { 20, 12, 26, 9, 15, 5, 3 };
Parameters p = new Parameters(d);
strategy = new MACD_Stochastic(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
}
case "MS_BOTTOM":
{
Parameters p = null;
strategy = new MACD_Stochastic_Bottom(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
}
case "MS_BOTv1":
{
Parameters p = null;
strategy = new MACD_Stochastic_Bottom_v1(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
}
case "TEST":
{
Parameters p = new Parameters(5, 10, 1.5);
strategy = new TestStrategy(data, strategyCode, fExportData, curStrategyCode, p);
return(strategy.Execute());
}
#endregion
default:
return(null);
}
}
