示例#1
0
        /// <param name="series"> the time series </param>
        /// <returns> a map (key: strategy, value: name) of trading strategies </returns>
        public static IDictionary <Strategy, string> buildStrategiesMap(TimeSeries series)
        {
            Dictionary <Strategy, string> strategies = new Dictionary <Strategy, string>();

            strategies[CCICorrectionStrategy.buildStrategy(series)]  = "CCI Correction";
            strategies[GlobalExtremaStrategy.buildStrategy(series)]  = "Global Extrema";
            strategies[MovingMomentumStrategy.buildStrategy(series)] = "Moving Momentum";
            strategies[RSI2Strategy.buildStrategy(series)]           = "RSI-2";
            return(strategies);
        }
示例#2
0
        public static void Main(string[] args)
        {
            // Run the various examples in turn...
            var demo = new Quickstart();

            demo.QuickStart();
            PressAnyKey();

            CsvTicksLoader.Main();
            PressAnyKey();

            CsvTradesLoader.Main();
            PressAnyKey();

            CCICorrectionStrategy.Main();
            PressAnyKey();

            GlobalExtremaStrategy.Main();
            PressAnyKey();

            MovingMomentumStrategy.Main();
            PressAnyKey();

            RSI2Strategy.Main();
            PressAnyKey();

            var s = new StrategyAnalysis();

            s.RunCciCorrection();
            PressAnyKey();

            s.RunGlobalExtrema();
            PressAnyKey();

            s.RunMovingMomentum();
            PressAnyKey();

            s.RunRSI2();
            PressAnyKey();
        }
示例#3
0
        public void RunCciCorrection()
        {
            var strategy = CCICorrectionStrategy.BuildStrategy(_series);

            PrintAllResults(strategy);
        }