/// <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); }
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(); }
public void RunCciCorrection() { var strategy = CCICorrectionStrategy.BuildStrategy(_series); PrintAllResults(strategy); }