private static void GetDynamicStopLoss(List <Price> prices, double StopLossFactor, double TakeProfitFactor)
{
var fortnight = from q in prices
group q by new
{
Y = q.TimeStamp.Year,
M = q.TimeStamp.Month,
W = q.TimeStamp.Day <= 15 ? 1 : 2,
//D=(DateTime)q.TimeStamp
}
into FGroup
orderby FGroup.Key.Y, FGroup.Key.M, FGroup.Key.W
select new
{
Year = FGroup.Key.Y,
Month = FGroup.Key.M,
Week = FGroup.Key.W,
AvPrice = Math.Round((double)FGroup.Average(t => t.Close), 3),
};
foreach (var v in fortnight)
{
var d = new DateTime(v.Year, v.Month, v.Week == 1 ? 1 : 15);
var tpst = new TP_SL()
{
Datum = d,
AvgMarketPrice = v.AvPrice,
StopLoss = (int)(v.AvPrice * StopLossFactor),
TakeProfit = (int)(v.AvPrice * TakeProfitFactor),
};
TPSL.Add(tpst);
}
}
private static void GetDynamicStopLoss(List<Price> prices, double StopLossFactor, double TakeProfitFactor)
{
var fortnight = from q in prices
group q by new
{
Y = q.TimeStamp.Year,
M = q.TimeStamp.Month,
W = q.TimeStamp.Day <= 15 ? 1 : 2,
//D=(DateTime)q.TimeStamp
}
into FGroup
orderby FGroup.Key.Y, FGroup.Key.M, FGroup.Key.W
select new
{
Year = FGroup.Key.Y,
Month = FGroup.Key.M,
Week = FGroup.Key.W,
AvPrice = Math.Round((double)FGroup.Average(t => t.Close), 3),
};
foreach (var v in fortnight)
{
var d = new DateTime(v.Year, v.Month, v.Week == 1 ? 1 : 15);
var tpst = new TP_SL()
{
Datum = d,
AvgMarketPrice = v.AvPrice,
StopLoss = (int)(v.AvPrice * StopLossFactor),
TakeProfit = (int)(v.AvPrice * TakeProfitFactor),
};
TPSL.Add(tpst);
}
}
