Latest posts of: ysle11

Wave analysis, how it work:

46 sma's (simple moveing averages) optimizing on 72 valute pairs D1. This operation named optimization and take 3-4 hours on Celeron1.7Ghz 2GbRAM. The result of optimization save to file as format array Val1(int32 period1,int32 period2,int32 period3,int32 period4,int32 period5,int32 period6)

On fresh data pairs run next process named testing. It take 1-3 seconds on Celeron1.7Ghz 2GbRAM and show power of pairs in two columns.
tarball sources contain linux sources calculator.cpp,calculator.h and win32 sources main.h, main.cpp, otskok.h,otskok.cpp

Example code otskok.h
Code:

#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