public List<string> Start(string Sequence, string simcontext, bool single)
{
// Console.WriteLine("Getting Sequence");
if (!single)
{
_sequence = Utils.GetRandomSequence();
if (_sequence == "None")
{
Console.WriteLine("No elements found");
return null;
}
}
else
{
_sequence = Sequence;
}
var par = _sequence.Split(',');
// _Seq = new Seq();
_Seq = new Seq(_sequence);
// Debug.WriteLine("Sequence selected " + _sequence);
List<Price> Prices= GlobalObjects.Points;
SSPOP = new List<SS_Price>();
SSPOP_Raw_Trades_Only = new List<SS_Price>();
Dictionary<DateTime, SlowStoch> SS_DIC = new Dictionary<DateTime, SlowStoch>();
Dictionary<DateTime, double> PROF_DIC = new Dictionary<DateTime, double>();
Dictionary<DateTime, double> VOL_DIC = new Dictionary<DateTime, double>();
//START LOOOP
var SS = AlsiUtils.Factory_Indicator.createSlowStochastic(_Seq.Fast_K, _Seq.Slow_K, _Seq.Slow_D, Prices);
//CREATE DICTIONARY
SS_DIC = SS.ToDictionary(x => x.TimeStamp, x => x);
//POPULATE
foreach (var p in Prices)
{
SS_Price rsp = new SS_Price()
{
ClosePrice = p.Close,
Volume = p.Volume,
Stamp = p.TimeStamp,
SS = null,
LastCross = SS_Price.CrossType.None,
TrailingLevel = -1,
};
SlowStoch s;
SS_DIC.TryGetValue(p.TimeStamp, out s);
if (s != null)
{
rsp.SS = s;
SSPOP.Add(rsp);
}
}
//RUN CALCS
SetTriggers_Crossed();
SetTriggers_Limits();
SetTriggers_TradeSignals();
SetTriggers_StopLoss_TakeProfit();
GetTrades();
CalcBasicStats();
WriteResults();
if (Profit > 15000 || Profit < -15000 && !single) ;
// WriteResultsToDatabase(_sequence);
else
if (single)
{
// WriteResults();
}
var output = new List<string>()
{
_sequence,
Profit.ToString(),
Trades.ToString(),
};
return output;
//END LOOP
//}
}
public List <string> Start(string Sequence, string simcontext, bool single)
{
// Console.WriteLine("Getting Sequence");
if (!single)
{
_sequence = Utils.GetRandomSequence();
if (_sequence == "None")
{
Console.WriteLine("No elements found");
return(null);
}
}
else
{
_sequence = Sequence;
}
var par = _sequence.Split(',');
// _Seq = new Seq();
_Seq = new Seq(_sequence);
// Debug.WriteLine("Sequence selected " + _sequence);
List <Price> Prices = GlobalObjects.Points;
SSPOP = new List <SS_Price>();
SSPOP_Raw_Trades_Only = new List <SS_Price>();
Dictionary <DateTime, SlowStoch> SS_DIC = new Dictionary <DateTime, SlowStoch>();
Dictionary <DateTime, double> PROF_DIC = new Dictionary <DateTime, double>();
Dictionary <DateTime, double> VOL_DIC = new Dictionary <DateTime, double>();
//START LOOOP
var SS = AlsiUtils.Factory_Indicator.createSlowStochastic(_Seq.Fast_K, _Seq.Slow_K, _Seq.Slow_D, Prices);
//CREATE DICTIONARY
SS_DIC = SS.ToDictionary(x => x.TimeStamp, x => x);
//POPULATE
foreach (var p in Prices)
{
SS_Price rsp = new SS_Price()
{
ClosePrice = p.Close,
Volume = p.Volume,
Stamp = p.TimeStamp,
SS = null,
LastCross = SS_Price.CrossType.None,
TrailingLevel = -1,
};
SlowStoch s;
SS_DIC.TryGetValue(p.TimeStamp, out s);
if (s != null)
{
rsp.SS = s;
SSPOP.Add(rsp);
}
}
//RUN CALCS
SetTriggers_Crossed();
SetTriggers_Limits();
SetTriggers_TradeSignals();
SetTriggers_StopLoss_TakeProfit();
GetTrades();
CalcBasicStats();
WriteResults();
if (Profit > 15000 || Profit < -15000 && !single)
{
;
}
// WriteResultsToDatabase(_sequence);
else
if (single)
{
// WriteResults();
}
var output = new List <string>()
{
_sequence,
Profit.ToString(),
Trades.ToString(),
};
return(output);
//END LOOP
//}
}
