public TradesResult Run(List <Day> days) { var result = new TradesResult(); foreach (var day in days) { var profit = GetDaysDeal(day.FiveMins); if (profit == null) { continue; } result.AddDeal(profit); } return(result); }
public static TradesResult TestTakeProfit(List <List <Tick> > candles, uint timeOffset, int exitMovingSize, int stopLoss, int takeProfit) { if (timeOffset > TimeFrame) { throw new Exception("Bad time offset"); } var tradesResult = new TradesResult(); foreach (var candle in candles) { int dealResult = GetCandleResult(candle, timeOffset, exitMovingSize, stopLoss, takeProfit); if (dealResult == -1) { continue; } tradesResult.AddDeal(dealResult); } return(tradesResult); }