. This operation named
and take 3-4 hours on Celeron1.7Ghz 2GbRAM. The result of optimization save to file as format
. It take 1-3 seconds on Celeron1.7Ghz 2GbRAM and show power of pairs in two columns.
contain linux sources calculator.cpp,calculator.h and win32 sources main.h, main.cpp, otskok.h,otskok.cpp
#ifndef OTSKOK_H
#define OTSKOK_H
class Otskok
{
char* intToStr(int i);
bool strToInt(const char *s, int *i);
int strToInt(const char *s);
char* doubleToStr(double d,int precsion);
int rdtsc();
int find(const char *s, const char *key);
int find2(const char *s, const char *key);
char* substr(const char* S, const int pos, const int len);
char* timeToStr(const time_t st=0);
char* gmtimeToStr(const time_t st=0);
void sleep(int delay);
int mode;
/* TODO (root#1#): Journals */
struct deal{
int iOrderTicket;
int iOrderType;
int iOrderProfit;
int iOrderOpenTime;
int iOrderCloseTime;
double iOpenPrice;
double iOrderOpenPrice;
double iOrderClosePrice;
double iOrderStopLoss;
double iOrderTakeProfit;
int iOrderOpclose;
};
int curorderticket;
int totalorders;
int iTradesTotal;
int iTradesCurrent;
int iTradesTotalOP_BUY;
int iTradesTotalOP_SELL;
int iTradesTotalOP_BUYLIMIT;
int iTradesTotalOP_SELLLIMIT;
int iTradesTotalOP_BUYSTOP;
int iTradesTotalOP_SELLSTOP;
int iHistoryTotal;
int iHistoryCurrent;
int minprofit;
int maxprofit;
int minprofitcntmax;
int maxprofitcntmax;
bool prevorderprofitorno;
int drawdowncntmax;
int profitcntmax;
int drawdowncnt;
int profitcnt;
int sorderscnt;
int lorderscnt;
int totalprofit;
int curOrderTicket;
int curOrderType;
int curOrderProfit;
int curOrderOpenTime;
int curOrderCloseTime;
double curOpenPrice;
double curOrderOpenPrice;
double curOrderClosePrice;
double curOrderStopLoss;
double curOrderTakeProfit;
int curOrderOpclose;
deal *trades;
deal *history;
void journalsinit(bool init=true);
void add_row_history(double tOrderPrice, int opclose);
void add_row_trades(short tCmd,double tPrice,double tStop,double tTake);
void del_row_trades(double tOrderPrice, short opclose);
void OrderSelect(int tIndex, int selmode);
void OrderModify(double tOrderPrice,double tStop,double tTake);
void OrderSend(int cmd, double price, double stop, double take);
void OrderClose(int OrderTicket, double tOrderPrice, int opclose);
void OrderDelete(int OrderTicket);
void iOrdersControl();
/* TODO (root#1#): Tester */
struct optimizationvalparams{
short int param1;
short int param2;
short int param3;
short int param4;
short int param5;
short int param6;
short int param7;
int datetimeopt;
};
struct optimizationvals{
optimizationvalparams params[4];
/* int datetimestart;
int datetimeend;
int totalprofit;
int totalorders;
double totalprofitindex;
int totaldrawdown;*/
};
struct mdata{
time_t ctm[10000];//time_t
double open[10000];
double low[10000];
double high[10000];
double close[10000];
double volume[10000];
};
char testerpath[255];
char strategyset[255];
char datfile[255];
mdata* testermetadata;
char testersmas[36][22];
char testervals[255][22];
optimizationvals* testeroptval;
int testerperiod,testerspread;//,stopavg1b,stopavg1s,stopavg2b,stopavg2s;
int stopavg1b[2101],stopavg1s[2101],stopavg2b[2101],stopavg2s[2101],spreadtp[2101];
int testervalcnt,testersmacnt,testercuritem,testercursma;
bool testerfxok,testerdataok;
double topen,topen1,thigh,tlow,tclose;double tvolume;
int testerdigits,testercntper,tester2point;
double testerpoint;
double testercurh,testercuro,testercurl,testercurc;
int testercurbar;
time_t testercurdatetime;
int testermincnttrades,testermdrawdownclimit;
int randptr,randcnt,randcnt2,randbytes[65536];
void initrandbytes();
int getrand(int x1, int x2);
double mpage[33][2101][257][8];
bool mpageis[33][2101][257][8];
void mpage_update();
int testertest(int p1,int p2,int p3,int p4,int p5,int p6,int p7,int p8,int p9);
void testerstart(int k1,int d1,int k2,int d2,int k3,int d3,int l1,int l2,int limit);
double testersignal(int k1,int d1,int k2,int d2,int k3,int d3,int l1,int l2,int limit);
double maindex(const int index,const int period, const int price, const int shift);
double sma(const int period, const int price, const int shift );
double isma(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double cci(const int period, const int shift );
double icci(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double atr(const int period, const int shift );
double iatr(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double rsi(const int period, const int price, const int shift );
double irsi(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double ichimoku(const int period, const int shift );
double iichimoku(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double momentum(const int period, const int price, const int shift );
double imomentum(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double ema(const int period, const int price, const int shift );
double iema(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double bandsup(const int period, const int price, const int shift );
double ibandsup(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double bandsdn(const int period, const int price, const int shift );
double ibandsdn(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double bears(const int period, const int price, const int shift );
double ibears(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double bulls(const int period, const int price, const int shift );
double ibulls(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double osma(const int period, const int price, const int shift );
double iosma(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double demarker(const int period, const int price, const int shift );
double idemarker(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double demarker2(const int period, const int price, const int shift );
double idemarker2(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double stddev(const int period, const int price, const int shift );
double istddev(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double stochastic(const int period, const int price, const int shift );
double istochastic(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double stochastic2(const int period, const int price, const int shift );
double istochastic2(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double force(const int period, const int price, const int shift );
double iforce(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double ac(const int period, const int price, const int shift );
double iac(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double adx(const int period, const int price, const int aprice, const int shift );
double iadx(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double iadxmain(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double iadxup(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double iadxdn(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double adx2(const int period, const int price, const int aprice, const int shift );
double iadx2(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double gma(const int period, const int price, const int shift );
double igma(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double tma(const int period, const int price, const int shift );
double itma(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double sinema(const int period, const int price, const int shift );
double isinema(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double randma(const int period, const int price, const int shift, const double rma );
double irandma(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double zerolagema(const int period, const int price, const int shift );
double izerolagema(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double lssma(const int period, const int price, const int shift );
double ilssma(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double lwma(const int period, const int price, const int shift );
double ilwma(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double volumesma(const int period, const int price, const int shift );
double ivolumesma(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double rvi(const int period, const int price, const int shift );
double irvi(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double rvi2(const int period, const int price, const int shift );
double irvi2(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double wpr(const int period, const int shift );
double iwpr(const int k1, const int d1, const int k2, const int d2, const int k3, const int d3, int l1, int l2, const int il);
double GetAppliedPrice(const int nAppliedPrice, const int nIndex);
int iLowest(int count, int start);
int iHighest(int count, int start);
void testerinit();
void testerloaddata();
void testerusefx();
void testersavefx();
int testerbacktest;
int actmode;
/* TODO (root#1#): Optimizer */
struct consolidatesorted{
char val[22];
int digits;
int datetime;
double priceopen;
double priceclose;
double pricehigh;
double pricelow;
double midBUYSTOP;
int cntBUYSTOP;
int cntBUYSTOPtotal;
int cntBUYSTOP2total;
double midSELLSTOP;
int cntSELLSTOP;
int cntSELLSTOPtotal;
int cntSELLSTOP2total;
double powerBUYSTOP;
double powerSELLSTOP;
double profitBUYSTOP;
double profitSELLSTOP;
double profitBUYSTOP2;
double profitSELLSTOP2;
int cntBUYSTOP2;
int cntSELLSTOP2;
bool used;
};
consolidatesorted* unsorted;
int datetimemin,datetimemax;
bool tradecurbar;
int optcurbuysell,cpuse,wsleep,optcntbars;
void test();
void test2();
void optimize();
/* TODO (root#1#): Debug */
void showlog();
void debug();
public:
double secsused;
int smastat[32];
Otskok();
void action(int t,int tperiod,int historymode,bool tcurbar,int tbackbar,int cntbars);
virtual ~Otskok();
};
#endif // OTSKOK_H
