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160 kez görüntülendi
using System;

using System.Collections.Generic;

using System.Linq;

using Matriks;

using Matriks.Data.Symbol;

using Matriks.Engines;

using Matriks.Indicators;

using Matriks.Symbols;

using Matriks.Trader.Core;

using Matriks.Trader.Core.Fields;

using Matriks.Lean.Algotrader.AlgoBase;

using Matriks.Lean.Algotrader.Models;

using Matriks.Lean.Algotrader.Trading;

using Matriks.AI;

using Matriks.AI.AiParameters;

using Matriks.AI.Data;

using Matriks.Trader.Core.TraderModels;

 

namespace Matriks.Lean.Algotrader

{

public class FırsatcıTrendLong_ : MatriksAlgo

{

/// <summary>

/// Sadece LONG işlem yapmaktadır.

/// Strateji  BIST - VIOP - BINANCE (timestamp kontrollü) için uygundur.

/// ZamanKullanilsinMI parametresi EVET seçildiğinde zamana göre çalışır. Hayır seçildiğinde zamandan bağımsız olrak çalışır.

/// MAJOR trend parametresi bir kez girilmektedir.

/// kaldıraç,AyniEmirKacSeferGonderilsin ve KacSaniyeSonraTekrarGonderilsin parametreleri sadece strateji Binance'de çalıştırıldığında geçerlidir.

///

/// Parametre Girişleri 4 bölge olarak girilmektedir.

///

/// _________________________________/ LONG \________________________________________1.BÖLGE

 

//if(MOV(C,15,VAR)>OTT(C,15,7),

//MOV(C,25,VAR)>OTT(C,25,0.6)*(1+0.025)

//AND STOSK(300,150,33,VAR)+1000>OTT(STOSK(300,150,33,VAR)+1000,2,0.4)

//AND H>OTT(HHV(H,16/2),2,0.4)

//AND H>REF(HHV(H,16),-1),

/// _________________________________________________________________________________2.BÖLGE

//MOV(C,15,VAR)>(OTT(C,15,3)+REF(OTT(C,15,3)-(OTT(C,15,7)-OTT(C,15,3)),-100))/2 AND

//MOV(C,15,VAR)>OTT(C,15,0.6)*(1+0.0006)

//AND STOSK(150,150,33,VAR)+1000>OTT(STOSK(150,150,33,VAR)+1000,2,0.3)

//AND H>OTT(HHV(H,22/2),2,0.4) AND H>REF(HHV(H,22),-1))

/// ____________________________/ LONG KAPAMA \_______________________________________3.BÖLGE

 

//if(MOV(C,15,VAR)>OTT(C,15,7),

//MOV(C,30,VAR)<OTT(C,30,0.6)*(1-0.025)

//AND STOSK(250,150,33,VAR)+1000<OTT(STOSK(250,150,33,VAR)+1000,2,0.2)

//AND L<OTT(LLV(L,46/2),2,0.4)

//AND L<REF(LLV(L,46),-1),

/// __________________________________________________________________________________4.BÖLGE

//MOV(C,15,VAR)<OTT(C,15,0.6)*(1-0.0008)

//AND STOSK(150,150,33,VAR)+1000<OTT(STOSK(150,150,33,VAR)+1000,2,0.4)

//AND L<OTT(LLV(L,46/2),2,0.4) AND L<REF(LLV(L,46),-1))

 

/// </summary>

 

[SymbolParameter("EREGL")]

public string Symbol1;

[Parameter(SymbolPeriod.Min)]

public SymbolPeriod SymbolPeriod1;

/// _________________________________/ LONG \________________________________________1.BÖLGE

 

// if(MOV(C,20,VAR)>OTT(C,20,7),

 

[Parameter(15)]

public int MajorTrend_OttPeriod;

[Parameter(7)]

public decimal MajorTrend_OttOPT;

 

//MOV(C,40,VAR)>OTT(C,40,0.6)*(1+0.0004)

 

[Parameter(25)]

public int MinorTrend_TottPeriod;

[Parameter(0.6)]

public decimal MinorTrend_TottOPT;

[Parameter(0.025)]

public decimal MinorTrend_TottTwinOttCoef;

 

 

 

//AND STOSK(300,200,33,VAR)+1000>OTT(STOSK(300,200,33,VAR)+1000,2,0.4)

[Parameter(300)]

public int MinorTrend_SottPeriodK;

 

[Parameter(150)]

public int MinorTrend_SottPeriodSlowK;

[Parameter(2)]

public int MinorTrend_SottOttPeriod;

[Parameter(0.4)]

public decimal MinorTrend_SottOttOPT;

 

 

//AND H>OTT(HHV(H,16/2),2,0.4)

 

[Parameter(16)] // buraya yazılan periyot kod içerisinde 2 ye bölünür.  -->  16/2

public int MinorTrend_HHV;

[Parameter(2)]

public int MinorTrend_HOttPeriod;

[Parameter(0.4)]

public decimal MinorTrend_HOttOpt;

 

//AND H>REF(HHV(H,16),-1),

 

[Parameter(16)]

public int MinorTrend_REFHHV;

 

/// ______________________________________/ Fırsatçı Trend \___________________________________________2.BÖLGE

 

//MOV(C,20,VAR)>(OTT(C,20,3)+REF(OTT(C,20,3)-(OTT(C,20,7)-OTT(C,20,3)),-100))/2

 

[Parameter(15)]

public int FirsatciTrend_OttPeriod;

[Parameter(3)]

public decimal FirsatciTrend_OttOpt;

 

//AND MOV(C,20,VAR)>OTT(C,20,0.6)*(1+0.0006)

 

[Parameter(20)]

public int MinorTrend2_TottPeriod;

[Parameter(0.6)]

public decimal MinorTrend2_TottOpt;

[Parameter(0.0006)]

public decimal MinorTrend2_TottTwinOttCoef;

 

 

//AND STOSK(200,200,33,VAR)+1000>OTT(STOSK(200,200,33,VAR)+1000,2,0.3)

 

[Parameter(200)]

public int MinorTrend2_SottPeriodK;

[Parameter(200)]

public int MinorTrend2_SottPeriodSlowK;

[Parameter(2)]

public int MinorTrend2_SottOttPeriod;

[Parameter(0.3)]

public decimal MinorTrend2_SottOttOpt;

 

 

//AND H>OTT(HHV(H,22/2),2,0.4)

 

 

[Parameter(22)]

public int MinorTrend2_HHV;

[Parameter(2)]

public int MinorTrend2_HOttPeriod;

[Parameter(0.4)]

public decimal MinorTrend2_HOttOpt;

 

//AND H>REF(HHV(H,22),-1))

 

[Parameter(22)]

public int MinorTrend2_REFHHV;

 

///

/// ____________________________/ LONG KAPAMA \_______________________________________3.BÖLGE

 

// MOV(C,30,VAR)<OTT(C,30,0.6)*(1-0.0004)

 

[Parameter(30)]

public int MinorTrend3_TottPeriod;

[Parameter(0.6)]

public decimal MinorTrend3_TottOpt;

[Parameter(0.0004)]

public decimal MinorTrend3_TottTwinOttCoef;

 

 

//AND STOSK(250,200,33,VAR)+1000<OTT(STOSK(250,200,33,VAR)+1000,2,0.2)

 

[Parameter(250)]

public int MinorTrend3_SottPeriodK;

 

[Parameter(200)]

public int MinorTrend3_SottPeriodSlowK;

 

[Parameter(2)]

public int MinorTrend3_SottOttPeriod;

 

[Parameter(0.2)]

public decimal MinorTrend3_SottOttOpt;

 

 

 

//AND L<OTT(LLV(L,46/2),2,0.4)

 

[Parameter(46)]

public int MinorTrend3_LLV;

 

[Parameter(2)]

public int MinorTrend3_LOttPeriod;

 

[Parameter(0.4)]

public decimal MinorTrend3_LOttOpt;

 

// AND L<REF(LLV(L,46),-1),

 

[Parameter(46)]

public int MinorTrend3_REFLLV;

/// __________________________________________________________________________________4.BÖLGE

 

//MOV(C,20,VAR)<OTT(C,20,0.6)*(1-0.0008)

 

[Parameter(20)]

public int MinorTrend4_TottPeriod;

[Parameter(0.6)]

public decimal MinorTrend4_TottOpt;

[Parameter(0.0008)]

public decimal MinorTrend4_TottTwinOttCoef;

 

//AND STOSK(200,200,33,VAR)+1000<OTT(STOSK(200,200,33,VAR)+1000,2,0.4)

 

[Parameter(200)]

public int MinorTrend4_SottPeriodK;

 

[Parameter(200)]

public int MinorTrend4_SottPeriodSlowK;

 

[Parameter(2)]

public int MinorTrend4_SottOttPeriod;

 

[Parameter(0.4)]

public decimal MinorTrend4_SottOttOpt;

 

 

//AND L<OTT(LLV(L,46/2),2,0.4)

 

[Parameter(46)]

public int MinorTrend4_LLV;

 

[Parameter(2)]

public int MinorTrend4_LOttPeriod;

 

[Parameter(0.4)]

public decimal MinorTrend4_LOttOpt;

 

 

//AND L<REF(LLV(L,46),-1))

 

[Parameter(46)]

public int MinorTrend4_REFLLV;

 

[Parameter(1)]

public decimal OrderQuantity;

 

OTT ott;

TOTT tott;

HighestHigh highestHigh;

OTT ott2;

HighestHigh highestHigh2;

SOTT sott;

OTT ott3;

TOTT tott2;

SOTT sott2;

HighestHigh highestHigh3;

OTT ott4;

HighestHigh highestHigh4;

TOTT tott3;

SOTT sott3;

LowestLow lowestLow;

OTT ott5;

LowestLow lowestLow2;

TOTT tott4;

SOTT sott4;

LowestLow lowestLow3;

OTT ott6;

LowestLow lowestLow4;

 

 

// Gerekli zaman aralığı

 

public enum ZamanKullanilsinMI

{

EVET,

HAYIR

 

}

 

[Parameter(ZamanKullanilsinMI.EVET)]

public ZamanKullanilsinMI Zaman;

 

public bool ZamanKontrol;

 

[Parameter("10:03:00")]

public string Baslangic;

[Parameter("17:58:00")]

public string Bitis;

 

public bool FX_ZamanindaMI(DateTime zaman)

{

var bas = TimeSpan.Parse(Baslangic);

var bit = TimeSpan.Parse(Bitis);

return (zaman.TimeOfDay >= bas && zaman.TimeOfDay <= bit);

}

 

// # Gerekli zaman aralığı    

[Parameter(3)]

public int Kaldirac;

 

public override void OnDataUpdate(BarDataEventArgs barData)

{

var ZamanKontrol = Zaman == ZamanKullanilsinMI.EVET ? FX_ZamanindaMI(barData.BarData.Dtime) == true? true:false: true;

var barData1 = GetBarData(Symbol1, SymbolPeriod1);

var ohlcData1 = GetSelectedValueFromBarData(barData1, OHLCType.High);

var ohlcData2 = GetSelectedValueFromBarData(barData1, OHLCType.Low);

 

// LONG

if (ZamanKontrol && ott.Value[1][ott.CurrentIndex] > ott.Value[0][ott.CurrentIndex])

{

if (LastOrderSide.Obj != Side.Buy

&& tott.Value[0][tott.CurrentIndex] > tott.Value[1][tott.CurrentIndex]

&& sott.Value[0][sott.CurrentIndex] > sott.Value[1][sott.CurrentIndex]

&& ott2.Value[0][ott2.CurrentIndex] < ohlcData1

&& highestHigh2.Value[0][highestHigh2.CurrentIndex - 1] < ohlcData1)

{

SendMarketOrder(Symbol1, OrderQuantity, OrderSide.Buy, includeAfterSession:false);

Debug("****LONG  ****");

}

}else if (ZamanKontrol && LastOrderSide.Obj != Side.Buy

&& ott3.Value[1][ott3.CurrentIndex] > (ott3.Value[0][ott3.CurrentIndex] + ott3.Value[0][ott3.CurrentIndex -100] - ott.Value[0][ott.CurrentIndex -100] + ott3.Value[0][ott3.CurrentIndex - 100]) / 2

&& tott2.Value[0][tott2.CurrentIndex] > tott2.Value[1][tott2.CurrentIndex]

&& sott2.Value[0][sott2.CurrentIndex] > sott2.Value[1][sott2.CurrentIndex]

&& ott4.Value[0][ott4.CurrentIndex] < ohlcData1

&& highestHigh4.Value[0][highestHigh4.CurrentIndex - 1] < ohlcData1)

{

SendMarketOrder(Symbol1, OrderQuantity, OrderSide.Buy, includeAfterSession:false);

Debug("****LONG ****");

}

 

 

// LONG KAPAT

if (ZamanKontrol && ott.Value[1][ott.CurrentIndex] > ott.Value[0][ott.CurrentIndex])

{

if (LastOrderSide.Obj != Side.Sell

&& tott3.Value[0][tott3.CurrentIndex] < tott3.Value[2][tott3.CurrentIndex]

&& sott3.Value[0][sott3.CurrentIndex] < sott3.Value[1][sott3.CurrentIndex]

&& ott5.Value[0][ott5.CurrentIndex] > ohlcData2

&& lowestLow2.Value[0][lowestLow2.CurrentIndex - 1] > ohlcData2)

{

SendMarketOrder(Symbol1, OrderQuantity, OrderSide.Sell, includeAfterSession:false);

Debug("****LONG KAPAMA ****");

}

}

else if (ZamanKontrol && LastOrderSide.Obj != Side.Sell

&& tott4.Value[0][tott4.CurrentIndex] < tott4.Value[2][tott4.CurrentIndex]

&& sott4.Value[0][sott4.CurrentIndex] < sott4.Value[1][sott4.CurrentIndex]

&& ott6.Value[0][ott6.CurrentIndex] > ohlcData2

&& lowestLow4.Value[0][lowestLow4.CurrentIndex - 1] > ohlcData2)

{

SendMarketOrder(Symbol1, OrderQuantity, OrderSide.Sell, includeAfterSession:false);

Debug("****LONG KAPAMA ****");

 

}

}

 

public override void OnInit()

{

 

ott = OTTIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, MajorTrend_OttPeriod, MajorTrend_OttOPT, MovMethod.VAR, true);

tott = TOTTIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, MinorTrend_TottPeriod, MinorTrend_TottOPT, MinorTrend_TottTwinOttCoef, MovMethod.VAR);

highestHigh = HighestHighIndicator(Symbol1, SymbolPeriod1, MinorTrend_HHV / 2);

ott2 = OTTIndicator(highestHigh, MinorTrend_HOttPeriod, MinorTrend_HOttOpt, MovMethod.VAR, true);

highestHigh2 = HighestHighIndicator(Symbol1, SymbolPeriod1, MinorTrend_REFHHV);

sott = SOTTIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, MinorTrend_SottPeriodK, MinorTrend_SottPeriodSlowK, MinorTrend_SottOttPeriod, MinorTrend_SottOttOPT, MovMethod.VAR, MovMethod.VAR);

ott3 = OTTIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, FirsatciTrend_OttPeriod, FirsatciTrend_OttOpt, MovMethod.VAR, true);

tott2 = TOTTIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, MinorTrend2_TottPeriod, MinorTrend2_TottOpt, MinorTrend2_TottTwinOttCoef, MovMethod.VAR);

sott2 = SOTTIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, MinorTrend2_SottPeriodK, MinorTrend2_SottPeriodSlowK, MinorTrend2_SottOttPeriod, MinorTrend2_SottOttOpt, MovMethod.VAR, MovMethod.VAR);

highestHigh3 = HighestHighIndicator(Symbol1, SymbolPeriod1, MinorTrend2_HHV / 2);

ott4 = OTTIndicator(highestHigh3, MinorTrend2_HOttPeriod, MinorTrend2_HOttOpt, MovMethod.VAR, true);

highestHigh4 = HighestHighIndicator(Symbol1, SymbolPeriod1, MinorTrend2_REFHHV);

tott3 = TOTTIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, MinorTrend3_TottPeriod, MinorTrend3_TottOpt, MinorTrend3_TottTwinOttCoef, MovMethod.VAR);

sott3 = SOTTIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, MinorTrend3_SottPeriodK, MinorTrend3_SottPeriodSlowK, MinorTrend3_SottOttPeriod, MinorTrend3_SottOttOpt, MovMethod.VAR, MovMethod.VAR);

lowestLow = LowestLowIndicator(Symbol1, SymbolPeriod1, MinorTrend3_LLV / 2);
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