public void Predict(TimeFrame TFrame, double[] IASymiliarities)
{
if (this.AvalaibleMeans() <= 0)
{
return;
}
//int iMinutes = ABBREVIATIONS.ToMinutes(TFrame);
List <string> LSLiquids = ANALYSIS.GetLiquids(ARCHIVE.GetProducts(), ORBlotter, 60, 30, dSpreadFactor, TFrame); //Chooce only those products whose Activity in last 5 minutes is above 0.5 of spread //List<string> LSLiquidsLive = ANALYSIS.GetLiquidsLive(ORBlotter, 50, 3, 0.2, TFrame);
if (LSLiquids.Count < 10 && dSpreadFactor > 0.35)
{
dSpreadFactor -= 0.0025;
}
else if (LSLiquids.Count > 20)
{
dSpreadFactor += 0.0025;
}
//List<Thread> LThrdLiquid = new List<Thread>();
foreach (string product in LSLiquids)//ORBlotter.GetProducts)
{
//LThrdLiquid.Add(new Thread(delegate() {
List <ChartPoint> LCPoints = ARCHIVE.GetDATA(TFrame, product);
ChartPoint CPLAst = LCPoints.Last();
List <ChartPoint> LCPointsSpecified = ORBlotter.Archive.Get(product, TFrame, IASymiliarities.Length);
if (LCPointsSpecified != null)
{
ChartPointPredition CPPrediction = ANALYSIS.PredictNextSpecified(product, LCPoints, LCPointsSpecified, TFrame, ORBlotter.Get(product).Decimals, IASymiliarities);
ChartPointPredition.Kind CPPKind = CPPrediction.Prognosis();
if (CPPKind != ChartPointPredition.Kind.Uncertain)
{
this.TryUpdate(CPPrediction);
}
}
// }));
// LThrdLiquid.Last().Priority = ThreadPriority.BelowNormal;
// LThrdLiquid.Last().Start();
}
//foreach (Thread Thrd in LThrdLiquid) Thrd.Join();
}
private void TimrControls_Tick(object sender, EventArgs e)
{
int InLbxPairs = LbxCCYPairs.Items.Count;
int InLbxDeals = LbxDealsOpened.Items.Count;
List <Rates> LRATES = ORBlotter.GetData;
List <Deals> LDEALS = ODBlotter.GetData;
int LRCount = LRATES.Count;
if (InLbxPairs < LRCount)
{
if (InLbxPairs > 0)
{
LbxCCYPairs.Items.Clear();
}
for (int i = 0; i < LRCount; i++)
{
LbxCCYPairs.Items.Add(LRATES[i].CCY_Pair);
}
}
if (LbxDealsOpened.SelectedIndex >= 0)
{
Deals DEAL = ODBlotter.Get(LbxDealsOpened.SelectedItem.ToString());
TbxDealPair.Text = DEAL.PRODUCT;
if (DEAL.BUY)
{
TbxDealKind.Text = "BUY ";
}
else
{
TbxDealKind.Text = "SELL";
}
TbxDealProfitOrLoss.Text = AUTOTREADER.ConvertToUSD(DEAL.PRODUCT, DEAL.BUY, ACCOUNT.CalculateProfitOrLoss(DEAL, ORBlotter.Get(DEAL.PRODUCT))) + "";
ChartPointPredition CPP = AUTOTREADER.TryGet(DEAL.PRODUCT, TimeFrame.ONE_MINUTE);
if (CPP == null || CPP.Type == ChartPointPredition.Kind.Uncertain || !CPP.IsActual)
{
TbxDealPredictionKind.Text = "Uncertain";
TbxDealPredictionPercentage.Text = "";
TbxDealPredictionValue.Text = "";
}
else
{
if (CPP.Type == ChartPointPredition.Kind.Average)
{
TbxDealPredictionKind.Text = "Average";
}
else if (CPP.Type == ChartPointPredition.Kind.Down)
{
TbxDealPredictionKind.Text = "Down";
}
else if (CPP.Type == ChartPointPredition.Kind.Up)
{
TbxDealPredictionKind.Text = "Up";
}
TbxDealPredictionPercentage.Text = Math.Round(CPP.Propability, 2).ToString();
TbxDealPredictionValue.Text = Math.Round(CPP.Change, 5).ToString();
}
}
if (this.IsConnected())
{
this.UpdateMargin();
this.UpdateAction();
}
if (!OSBlotter.IsLoaded)
{
BtnAutoTrader.Enabled = false;
BtnBuy.Enabled = false;
BtnClose.Enabled = false;
BtnSell.Enabled = false;
}
else
{
BtnAutoTrader.Enabled = true;
BtnBuy.Enabled = true;
BtnClose.Enabled = true;
BtnSell.Enabled = true;
}
}
private void TimrAutoTraderSquare_Tick(object sender, EventArgs e)
{
if (ODBlotter.COUNT == 0)
{
return;
}
else
{
TimeFrame TFrame = TimeFrame.ONE_MINUTE;
List <Deals> LDeals = ODBlotter.GetData.ToList();
for (int i = 0; i < LDeals.Count; i++)
{
Deals DEAL = LDeals[i];
string product = DEAL.PRODUCT;
List <ChartPointsPredition> LCPsPSimulated = this.LCPsPTestSelected.OrderByDescending(CPsP => CPsP.Resolution).ToList();
ChartPointsPredition CPsPrediction = null;
List <Rates> LRAll = ORBlotter.Archive.TryGet(product);
for (int i2 = 0; i2 < LCPsPSimulated.Count; i2++)
{
if (LCPsPSimulated[i2].Product == product)
{
CPsPrediction = LCPsPSimulated[i2];
break;
}
}
double dMinDeal = 0, dMaxDeal = 0;
if (!this.Extrema(DEAL, 10, ref dMinDeal, ref dMaxDeal))
{
return;
}
bool bBUY = DEAL.BUY;
Rates RATE = ORBlotter.Get(DEAL.PRODUCT);
double onePip = Math.Pow(10, -RATE.Decimals);
int iSpread = ANALYSIS.SpreadPips(DEAL, RATE.Decimals, true) + 2;
double dLevel = (double)iSpread;
bool bLooseWarning = false;
double dGainLoosePercentage = 75;
double dStartSpread = (double)(DEAL.ASK - DEAL.BID) / onePip;
if (CPsPrediction != null && CPsPrediction.IsActual)
{
if ((bBUY && CPsPrediction.Type == ChartPointsPredition.Kind.Down) ||
(!bBUY && CPsPrediction.Type == ChartPointsPredition.Kind.Up))
{
DEAL.LooseWaring = true;
dGainLoosePercentage = 85;
}
else if ((!bBUY && CPsPrediction.Type == ChartPointsPredition.Kind.Down) ||
(bBUY && CPsPrediction.Type == ChartPointsPredition.Kind.Up))
{
dGainLoosePercentage = 60;
}
}
if (bBUY)
{
double dPLMax = (double)(dMaxDeal - DEAL.ASK) / onePip;
double dPLNow = (double)(RATE.BID - DEAL.ASK) / onePip;
if (dPLMax > 0 && dPLNow > 0)
{
double dGainPercentage = ((double)(dPLNow + dStartSpread) / (dPLMax + dStartSpread)) * 100;
if (dGainPercentage < dGainLoosePercentage || DEAL.LooseWaring)
{
bLooseWarning = true;
}
}
}
else//sell for bid, buy for ask
{
double dPLMin = (double)(DEAL.BID - dMinDeal) / onePip;
double dPLNow = (double)(DEAL.BID - RATE.ASK) / onePip;
if (dPLMin > 0 && dPLNow > 0)
{
double dGainPercentage = ((double)(dPLNow + dStartSpread) / (dPLMin + dStartSpread)) * 100;
if (dGainPercentage < dGainLoosePercentage || DEAL.LooseWaring)
{
bLooseWarning = true;
}
}
}
if (bLooseWarning)
{
this.CloseDeal(DEAL);
Thread ThrdBeep = new Thread(delegate() { Console.Beep(200, 50); Console.Beep(200, 50); }); ThrdBeep.Start();
}
return;
}
}
}