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Add CMTrendHelper

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Sean
2025-04-09 17:23:22 -04:00
parent 1c69861ad5
commit 85075cea2d
3 changed files with 191 additions and 183 deletions
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185
CMTrendHelper.cs Normal file
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@@ -0,0 +1,185 @@
using MarketData.Generator.CMTrend;
using MarketData.Utils;
using System;
using System.Collections.Generic;
using System.Linq;
namespace MarketData
{
public static class CMTrendHelper
{
public static void HandleCMTSession(CommandArgs commandArgs)
{
if (!commandArgs.Has("SESSIONFILE")) {MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Missing SESSIONFILE"));return;}
CMTTrendModel trendModel=new CMTTrendModel();
trendModel.DisplaySession(commandArgs.Coalesce<String>("SESSIONFILE"));
}
public static void HandleRunCMTrend(CommandArgs commandArgs)
{
String mode;
if(!commandArgs.Has("MODE"))
{
if(!commandArgs.Has("MODE")) MDTrace.WriteLine(LogLevel.DEBUG,"MODE is a required paramater.");
MDTrace.WriteLine(LogLevel.DEBUG,"RUNMMTREND /MODE:DAILY|BACKTEST|RUNTRENDTEMPLATE|ANALYZE|DISPLAY|CLOSEPOSITION /SELLDATE:{CLOSEPOSITION} /PRICE:{CLOSEPOSITION} /SYMBOL:{for mode ANALYZE,CLOSEPOSITION} /TRADEDATE:{for mode DAILY,RUNTRENDTEMPLATE,ANALYZE,CLOSEPOSITION) /STARTDATE:(for mode BACKTEST) /ENDDATE:(for mode BACKTEST) /INITIALCASH: /SESSIONFILE: MAXOPENPOSITIONS: /MAXDAILYPOSITIONS: Runs Mark Minervini trend");
return;
}
mode=commandArgs.Get<String>("MODE");
if("ENTRYTEST".Equals(mode))
{
CMTParams cmtParams=new CMTParams();
if(!commandArgs.Has("SYMBOL")||!commandArgs.Has("STARTDATE"))
{
if(!commandArgs.Contains("SYMBOL")) MDTrace.WriteLine(LogLevel.DEBUG,"SYMBOL is a required parameter when MODE=ENTRYTEST");
if(!commandArgs.Contains("STARTDATE")) MDTrace.WriteLine(LogLevel.DEBUG,"STARTDATE is a required parameter when MODE=ENTRYTEST");
return;
}
CMTTrendModel trendModel=new CMTTrendModel();
trendModel.EntryTest(commandArgs.Get<String>("SYMBOL"),commandArgs.Get<DateTime>("STARTDATE"));
}
else if("CLOSEPOSITION".Equals(mode))
{
CMTParams cmtParams=new CMTParams();
if(!commandArgs.Has("PURCHASEDATE,SYMBOL,SESSIONFILE,PRICE,SELLDATE"))
{
if(!commandArgs.Contains("PURCHASEDATE")) MDTrace.WriteLine(LogLevel.DEBUG,"PURCHASEDATE is a required parameter when MODE=CLOSEPOSITION");
if(!commandArgs.Contains("SYMBOL")) MDTrace.WriteLine(LogLevel.DEBUG,"SYMBOL is a required parameter when MODE=CLOSEPOSITION");
if(!commandArgs.Contains("SESSIONFILE")) MDTrace.WriteLine(LogLevel.DEBUG,"SESSIONFILE is a required parameter when MODE=CLOSEPOSITION");
if(!commandArgs.Contains("PRICE")) MDTrace.WriteLine(LogLevel.DEBUG,"PRICE is a required parameter when MODE=CLOSEPOSITION");
if(!commandArgs.Contains("SELLDATE")) MDTrace.WriteLine(LogLevel.DEBUG,"SELLDATE is a required parameter when MODE=CLOSEPOSITION");
return;
}
CMTTrendModel trendModel=new CMTTrendModel();
trendModel.ClosePosition(commandArgs.Get<String>("SYMBOL"),commandArgs.Get<DateTime>("PURCHASEDATE"),commandArgs.Get<DateTime>("SELLDATE"),commandArgs.Get<double>("PRICE"),commandArgs.Get<String>("SESSIONFILE"));
}
else if("DAILY".Equals(mode))
{
CMTParams cmtParams=new CMTParams();
if(!commandArgs.Has("TRADEDATE,SESSIONFILE"))
{
if(!commandArgs.Contains("TRADEDATE")) MDTrace.WriteLine(LogLevel.DEBUG,"TRADEDATE is a required parameter when MODE=DAILY");
if(!commandArgs.Contains("SESSIONFILE")) MDTrace.WriteLine(LogLevel.DEBUG,"SESSIONFILE is a required parameter when MODE=DAILY");
return;
}
if(commandArgs.Contains("INITIALCASH")) cmtParams.InitialCash=commandArgs.Get<double>("INITIALCASH");
if(commandArgs.Contains("MAXDAILYPOSITIONS")) cmtParams.MaxDailyPositions=commandArgs.Get<int>("MAXDAILYPOSITIONS");
if(commandArgs.Contains("MAXOPENPOSITIONS")) cmtParams.MaxOpenPositions=commandArgs.Get<int>("MAXOPENPOSITIONS");
if(commandArgs.Has("ONLYTRADESYMBOLS")) cmtParams.OnlyTradeSymbols=commandArgs.Get<String>("ONLYTRADESYMBOLS");
if(commandArgs.Contains("POSITIONRISKPERCENTDECIMAL"))
{
cmtParams.PositionRiskPercentDecimal=commandArgs.Get<double>("POSITIONRISKPERCENTDECIMAL");
}
if(commandArgs.Contains("ENTRYTYPE"))
{
List<String> entryTypes=Utility.ToList(commandArgs.Get<String>("ENTRYTYPE"));
List<String> constraints=new List<String> { "OVEREXTENDED","MVP","NARROWRANGE","MACD","PRICETREND","VOLUMETREND" };
bool results=entryTypes.All(i => constraints.ContainsIgnoreCase(i));
if(!results)
{
MDTrace.WriteLine(LogLevel.DEBUG,"ENTRYTYPE must consist of one or more OVEREXTENDED, MVP, NarrowRange, MACD, PriceTrend, VolumeTrend");
return;
}
cmtParams.EntryType=commandArgs.Get<String>("ENTRYTYPE");
}
CMTTrendModel trendModel=new CMTTrendModel();
if(commandArgs.Contains("USETRADEONLYSECTORS"))
{
cmtParams.UseTradeOnlySectors=commandArgs.Get<bool>("USETRADEONLYSECTORS");
if(cmtParams.UseTradeOnlySectors)
{
cmtParams.UseTradeOnlySectorsSectors=commandArgs.Get<String>("USETRADEONLYSECTORSSECTORS");
}
}
CMTTrendModelResult result=trendModel.RunDaily(commandArgs.Get<DateTime>("TRADEDATE"),commandArgs.Get<String>("SESSIONFILE"),cmtParams);
}
else if("BACKTEST".Equals(mode))
{
CMTParams cmtParams=new CMTParams();
bool sellAtEndOfSimulation=true;
if(!commandArgs.Has("STARTDATE,ENDDATE,SESSIONFILE"))
{
if(!commandArgs.Contains("STARTDATE")) MDTrace.WriteLine(LogLevel.DEBUG,"STARTDATE is a required parameter");
if(!commandArgs.Contains("ENDDATE")) MDTrace.WriteLine(LogLevel.DEBUG,"ENDDATE is a required parameter");
if(!commandArgs.Contains("SESSIONFILE")) MDTrace.WriteLine(LogLevel.DEBUG,"SESSIONFILE is a required parameter");
return;
}
CMTTrendModel trendModel=new CMTTrendModel();
if(commandArgs.Contains("USETRADEONLYSECTORS"))
{
cmtParams.UseTradeOnlySectors=commandArgs.Get<bool>("USETRADEONLYSECTORS");
if(cmtParams.UseTradeOnlySectors)
{
cmtParams.UseTradeOnlySectorsSectors=commandArgs.Get<String>("USETRADEONLYSECTORSSECTORS");
}
}
if(commandArgs.Contains("USEPROFITMAXIMIZATION"))
{
cmtParams.UseProfitMaximization=commandArgs.Get<bool>("USEPROFITMAXIMIZATION");
if(commandArgs.Contains("USEPROFITMAXIMIZATIONEXPRESSION"))
{
cmtParams.UseProfitMaximizationExpression=commandArgs.Get<String>("USEPROFITMAXIMIZATIONEXPRESSION");
}
}
if(commandArgs.Contains("MAXDAILYPOSITIONS")) cmtParams.MaxDailyPositions=commandArgs.Get<int>("MAXDAILYPOSITIONS");
if(commandArgs.Contains("MAXOPENPOSITIONS")) cmtParams.MaxOpenPositions=commandArgs.Get<int>("MAXOPENPOSITIONS");
if(commandArgs.Contains("BENCHMARKMOVINGAVERAGEDAYS")) cmtParams.BenchmarkMovingAverageDays=commandArgs.Get<int>("BENCHMARKMOVINGAVERAGEDAYS");
if(commandArgs.Contains("BENCHMARKMOVINGAVERAGEHORIZON")) cmtParams.BenchmarkMovingAverageHorizon=commandArgs.Get<int>("BENCHMARKMOVINGAVERAGEHORIZON");
if(commandArgs.Has("ONLYTRADESYMBOLS")) cmtParams.OnlyTradeSymbols=commandArgs.Get<String>("ONLYTRADESYMBOLS");
if(commandArgs.Contains("POSITIONRISKPERCENTDECIMAL"))
{
cmtParams.PositionRiskPercentDecimal=commandArgs.Get<double>("POSITIONRISKPERCENTDECIMAL");
}
if(commandArgs.Contains("ENTRYTYPE"))
{
List<String> entryTypes=Utility.ToList(commandArgs.Get<String>("ENTRYTYPE"));
List<String> constraints=new List<String> { "OVEREXTENDED","MVP","NARROWRANGE","MACD","PRICETREND","VOLUMETREND" };
bool results=entryTypes.All(i => constraints.ContainsIgnoreCase(i));
if(!results)
{
MDTrace.WriteLine(LogLevel.DEBUG,"ENTRYTYPE must consist of one or more OVEREXTENDED, MVP, NarrowRange, MACD, PriceTrend, VolumeTrend");
return;
}
cmtParams.EntryType=commandArgs.Get<String>("ENTRYTYPE");
}
if(commandArgs.Contains("SELLATENDOFSIMULATION"))
{
sellAtEndOfSimulation=commandArgs.Get<bool>("SELLATENDOFSIMULATION");
}
CMTTrendModelResult result=trendModel.RunBacktestMode(commandArgs.Get<DateTime>("STARTDATE"),commandArgs.Get<DateTime>("ENDDATE"),sellAtEndOfSimulation,commandArgs.Get<String>("SESSIONFILE"),cmtParams);
}
else if("DISPLAY".Equals(mode))
{
if(!commandArgs.Contains("SESSIONFILE")) { MDTrace.WriteLine(LogLevel.DEBUG,"SESSIONFILE is a required parameter"); return; }
CMTTrendModel trendModel=new CMTTrendModel();
trendModel.DisplaySession(commandArgs.Get<String>("SESSIONFILE"));
}
else if("RUNTRENDTEMPLATE".Equals(mode))
{
if(!commandArgs.Contains("TRADEDATE"))
{
MDTrace.WriteLine(LogLevel.DEBUG,"TRADEDATE is a required parameter when MODE=DAILY");
return;
}
CMTTrendModel trendModel=new CMTTrendModel();
trendModel.RunTrendTemplate(commandArgs.Get<DateTime>("TRADEDATE"));
}
else
{
MDTrace.WriteLine(LogLevel.DEBUG,"RUNCMTREND /MODE:DAILY|BACKTEST /TRADEDATE:{for mode DAILY) /STARTDATE:(for mode BACKTEST) /ENDDATE:(for mode BACKTEST) /INITIALCASH: /SESSIONFILE: /MAXPOSITIONS Runs Mark Minervini trend");
}
return;
}
}
}

1
MarketData.csproj
View File

@@ -71,6 +71,7 @@
<Reference Include="System.Xml" />
</ItemGroup>
<ItemGroup>
<Compile Include="CMTrendHelper.cs" />
<Compile Include="CommandArgs.cs" />
<Compile Include="MGSHMomentumHelper.cs" />
<Compile Include="Program.cs" />

188
Program.cs
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@@ -894,8 +894,7 @@ namespace MarketData
sessionParams.HedgePositions= new MGSHPositions();
sessionParams.Cycle = 0;
MGSHSessionManager mgSession = new MGSHSessionManager();
mgSession.SaveSession(sessionParams,"MGSH_PROTO_20250128_2.TXT");
MGSHSessionManager.SaveSession(sessionParams,"MGSH_PROTO_20250128_2.TXT");
MDTrace.WriteLine(LogLevel.DEBUG,String.Format($"Total Gain/Loss:{Utility.FormatCurrency(totalGainLoss)}"));
MDTrace.WriteLine(LogLevel.DEBUG,String.Format($"Cash:{Utility.FormatCurrency(cash)}"));
MDTrace.WriteLine(LogLevel.DEBUG,String.Format($"Open:{hedgeOn}"));
@@ -1031,6 +1030,8 @@ namespace MarketData
Trace.Listeners.Add(new TextWriterTraceListener(strLogFile));
DateTime currentDate=DateTime.Now;
Environment.OSVersion.VersionString;
// CheckPricesForHoldings();
// Price price = MarketDataHelper.GetLatestPriceBigCharts("NVDA");
@@ -1705,11 +1706,11 @@ namespace MarketData
// *************************************************************************************************************************************************************************************************************************
else if(arg.Equals("RUNCMTREND"))
{
Program.RunCMTrend(args);
CMTrendHelper.HandleRunCMTrend(new CommandArgs(args));
}
else if(arg.Equals("CMTSESSION"))
{
Program.HandleCMTSession(args);
CMTrendHelper.HandleCMTSession(new CommandArgs(args));
}
// *************************************************************************************************************************************************************************************************************************
// ************************************************************************************************** M G S H M O M E N T U M *************************************************************************************************
@@ -4292,184 +4293,5 @@ namespace MarketData
List<CMBacktestResult> results=new List<CMBacktestResult>();
results.Add(backtestMomentum.PerformBacktest(cmParams.AnalysisDate,endDate,pathSessionFileName,cmParams));
}
// ******************************************************************************************************************************************************************************************
// ********************************************************************** C M T T R E N D M O D E L R U N N E R A N D C M T T R E N D R E L A T E D ***********************************
// ******************************************************************************************************************************************************************************************
//CMTSESSION /SESSIONFILE:
public static void HandleCMTSession(String[] args)
{
CommandArgs commandArgs=new CommandArgs(args);
if (!commandArgs.Has("SESSIONFILE")) {MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Missing SESSIONFILE"));return;}
CMTTrendModel trendModel=new CMTTrendModel();
trendModel.DisplaySession(commandArgs.Coalesce<String>("SESSIONFILE"));
}
public static int RunCMTrend(String[] args)
{
CommandArgs commandArgs=new CommandArgs(args);
String mode;
if(!commandArgs.Has("MODE"))
{
if(!commandArgs.Has("MODE")) MDTrace.WriteLine(LogLevel.DEBUG,"MODE is a required paramater.");
MDTrace.WriteLine(LogLevel.DEBUG,"RUNMMTREND /MODE:DAILY|BACKTEST|RUNTRENDTEMPLATE|ANALYZE|DISPLAY|CLOSEPOSITION /SELLDATE:{CLOSEPOSITION} /PRICE:{CLOSEPOSITION} /SYMBOL:{for mode ANALYZE,CLOSEPOSITION} /TRADEDATE:{for mode DAILY,RUNTRENDTEMPLATE,ANALYZE,CLOSEPOSITION) /STARTDATE:(for mode BACKTEST) /ENDDATE:(for mode BACKTEST) /INITIALCASH: /SESSIONFILE: MAXOPENPOSITIONS: /MAXDAILYPOSITIONS: Runs Mark Minervini trend");
return 0;
}
mode=commandArgs.Get<String>("MODE");
if("ENTRYTEST".Equals(mode))
{
CMTParams cmtParams=new CMTParams();
if(!commandArgs.Has("SYMBOL")||!commandArgs.Has("STARTDATE"))
{
if(!commandArgs.Contains("SYMBOL")) MDTrace.WriteLine(LogLevel.DEBUG,"SYMBOL is a required parameter when MODE=ENTRYTEST");
if(!commandArgs.Contains("STARTDATE")) MDTrace.WriteLine(LogLevel.DEBUG,"STARTDATE is a required parameter when MODE=ENTRYTEST");
return 0;
}
CMTTrendModel trendModel=new CMTTrendModel();
trendModel.EntryTest(commandArgs.Get<String>("SYMBOL"),commandArgs.Get<DateTime>("STARTDATE"));
}
else if("CLOSEPOSITION".Equals(mode))
{
CMTParams cmtParams=new CMTParams();
if(!commandArgs.Has("PURCHASEDATE,SYMBOL,SESSIONFILE,PRICE,SELLDATE"))
{
if(!commandArgs.Contains("PURCHASEDATE")) MDTrace.WriteLine(LogLevel.DEBUG,"PURCHASEDATE is a required parameter when MODE=CLOSEPOSITION");
if(!commandArgs.Contains("SYMBOL")) MDTrace.WriteLine(LogLevel.DEBUG,"SYMBOL is a required parameter when MODE=CLOSEPOSITION");
if(!commandArgs.Contains("SESSIONFILE")) MDTrace.WriteLine(LogLevel.DEBUG,"SESSIONFILE is a required parameter when MODE=CLOSEPOSITION");
if(!commandArgs.Contains("PRICE")) MDTrace.WriteLine(LogLevel.DEBUG,"PRICE is a required parameter when MODE=CLOSEPOSITION");
if(!commandArgs.Contains("SELLDATE")) MDTrace.WriteLine(LogLevel.DEBUG,"SELLDATE is a required parameter when MODE=CLOSEPOSITION");
return 0;
}
CMTTrendModel trendModel=new CMTTrendModel();
trendModel.ClosePosition(commandArgs.Get<String>("SYMBOL"),commandArgs.Get<DateTime>("PURCHASEDATE"),commandArgs.Get<DateTime>("SELLDATE"),commandArgs.Get<double>("PRICE"),commandArgs.Get<String>("SESSIONFILE"));
}
else if("DAILY".Equals(mode))
{
CMTParams cmtParams=new CMTParams();
if(!commandArgs.Has("TRADEDATE,SESSIONFILE"))
{
if(!commandArgs.Contains("TRADEDATE")) MDTrace.WriteLine(LogLevel.DEBUG,"TRADEDATE is a required parameter when MODE=DAILY");
if(!commandArgs.Contains("SESSIONFILE")) MDTrace.WriteLine(LogLevel.DEBUG,"SESSIONFILE is a required parameter when MODE=DAILY");
return 0;
}
if(commandArgs.Contains("INITIALCASH")) cmtParams.InitialCash=commandArgs.Get<double>("INITIALCASH");
if(commandArgs.Contains("MAXDAILYPOSITIONS")) cmtParams.MaxDailyPositions=commandArgs.Get<int>("MAXDAILYPOSITIONS");
if(commandArgs.Contains("MAXOPENPOSITIONS")) cmtParams.MaxOpenPositions=commandArgs.Get<int>("MAXOPENPOSITIONS");
if(commandArgs.Has("ONLYTRADESYMBOLS")) cmtParams.OnlyTradeSymbols=commandArgs.Get<String>("ONLYTRADESYMBOLS");
if(commandArgs.Contains("POSITIONRISKPERCENTDECIMAL"))
{
cmtParams.PositionRiskPercentDecimal=commandArgs.Get<double>("POSITIONRISKPERCENTDECIMAL");
}
if(commandArgs.Contains("ENTRYTYPE"))
{
List<String> entryTypes=Utility.ToList(commandArgs.Get<String>("ENTRYTYPE"));
List<String> constraints=new List<String> { "OVEREXTENDED","MVP","NARROWRANGE","MACD","PRICETREND","VOLUMETREND" };
bool results=entryTypes.All(i => constraints.ContainsIgnoreCase(i));
if(!results)
{
MDTrace.WriteLine(LogLevel.DEBUG,"ENTRYTYPE must consist of one or more OVEREXTENDED, MVP, NarrowRange, MACD, PriceTrend, VolumeTrend");
return 0;
}
cmtParams.EntryType=commandArgs.Get<String>("ENTRYTYPE");
}
CMTTrendModel trendModel=new CMTTrendModel();
if(commandArgs.Contains("USETRADEONLYSECTORS"))
{
cmtParams.UseTradeOnlySectors=commandArgs.Get<bool>("USETRADEONLYSECTORS");
if(cmtParams.UseTradeOnlySectors)
{
cmtParams.UseTradeOnlySectorsSectors=commandArgs.Get<String>("USETRADEONLYSECTORSSECTORS");
}
}
CMTTrendModelResult result=trendModel.RunDaily(commandArgs.Get<DateTime>("TRADEDATE"),commandArgs.Get<String>("SESSIONFILE"),cmtParams);
}
else if("BACKTEST".Equals(mode))
{
CMTParams cmtParams=new CMTParams();
bool sellAtEndOfSimulation=true;
if(!commandArgs.Has("STARTDATE,ENDDATE,SESSIONFILE"))
{
if(!commandArgs.Contains("STARTDATE")) MDTrace.WriteLine(LogLevel.DEBUG,"STARTDATE is a required parameter");
if(!commandArgs.Contains("ENDDATE")) MDTrace.WriteLine(LogLevel.DEBUG,"ENDDATE is a required parameter");
if(!commandArgs.Contains("SESSIONFILE")) MDTrace.WriteLine(LogLevel.DEBUG,"SESSIONFILE is a required parameter");
return 0;
}
CMTTrendModel trendModel=new CMTTrendModel();
if(commandArgs.Contains("USETRADEONLYSECTORS"))
{
cmtParams.UseTradeOnlySectors=commandArgs.Get<bool>("USETRADEONLYSECTORS");
if(cmtParams.UseTradeOnlySectors)
{
cmtParams.UseTradeOnlySectorsSectors=commandArgs.Get<String>("USETRADEONLYSECTORSSECTORS");
}
}
if(commandArgs.Contains("USEPROFITMAXIMIZATION"))
{
cmtParams.UseProfitMaximization=commandArgs.Get<bool>("USEPROFITMAXIMIZATION");
if(commandArgs.Contains("USEPROFITMAXIMIZATIONEXPRESSION"))
{
cmtParams.UseProfitMaximizationExpression=commandArgs.Get<String>("USEPROFITMAXIMIZATIONEXPRESSION");
}
}
if(commandArgs.Contains("MAXDAILYPOSITIONS")) cmtParams.MaxDailyPositions=commandArgs.Get<int>("MAXDAILYPOSITIONS");
if(commandArgs.Contains("MAXOPENPOSITIONS")) cmtParams.MaxOpenPositions=commandArgs.Get<int>("MAXOPENPOSITIONS");
if(commandArgs.Contains("BENCHMARKMOVINGAVERAGEDAYS")) cmtParams.BenchmarkMovingAverageDays=commandArgs.Get<int>("BENCHMARKMOVINGAVERAGEDAYS");
if(commandArgs.Contains("BENCHMARKMOVINGAVERAGEHORIZON")) cmtParams.BenchmarkMovingAverageHorizon=commandArgs.Get<int>("BENCHMARKMOVINGAVERAGEHORIZON");
if(commandArgs.Has("ONLYTRADESYMBOLS")) cmtParams.OnlyTradeSymbols=commandArgs.Get<String>("ONLYTRADESYMBOLS");
if(commandArgs.Contains("POSITIONRISKPERCENTDECIMAL"))
{
cmtParams.PositionRiskPercentDecimal=commandArgs.Get<double>("POSITIONRISKPERCENTDECIMAL");
}
if(commandArgs.Contains("ENTRYTYPE"))
{
List<String> entryTypes=Utility.ToList(commandArgs.Get<String>("ENTRYTYPE"));
List<String> constraints=new List<String> { "OVEREXTENDED","MVP","NARROWRANGE","MACD","PRICETREND","VOLUMETREND" };
bool results=entryTypes.All(i => constraints.ContainsIgnoreCase(i));
if(!results)
{
MDTrace.WriteLine(LogLevel.DEBUG,"ENTRYTYPE must consist of one or more OVEREXTENDED, MVP, NarrowRange, MACD, PriceTrend, VolumeTrend");
return 0;
}
cmtParams.EntryType=commandArgs.Get<String>("ENTRYTYPE");
}
if(commandArgs.Contains("SELLATENDOFSIMULATION"))
{
sellAtEndOfSimulation=commandArgs.Get<bool>("SELLATENDOFSIMULATION");
}
CMTTrendModelResult result=trendModel.RunBacktestMode(commandArgs.Get<DateTime>("STARTDATE"),commandArgs.Get<DateTime>("ENDDATE"),sellAtEndOfSimulation,commandArgs.Get<String>("SESSIONFILE"),cmtParams);
}
else if("DISPLAY".Equals(mode))
{
if(!commandArgs.Contains("SESSIONFILE")) { MDTrace.WriteLine(LogLevel.DEBUG,"SESSIONFILE is a required parameter"); return 0; }
CMTTrendModel trendModel=new CMTTrendModel();
trendModel.DisplaySession(commandArgs.Get<String>("SESSIONFILE"));
}
else if("RUNTRENDTEMPLATE".Equals(mode))
{
if(!commandArgs.Contains("TRADEDATE"))
{
MDTrace.WriteLine(LogLevel.DEBUG,"TRADEDATE is a required parameter when MODE=DAILY");
return 0;
}
CMTTrendModel trendModel=new CMTTrendModel();
trendModel.RunTrendTemplate(commandArgs.Get<DateTime>("TRADEDATE"));
}
else
{
MDTrace.WriteLine(LogLevel.DEBUG,"RUNCMTREND /MODE:DAILY|BACKTEST /TRADEDATE:{for mode DAILY) /STARTDATE:(for mode BACKTEST) /ENDDATE:(for mode BACKTEST) /INITIALCASH: /SESSIONFILE: /MAXPOSITIONS Runs Mark Minervini trend");
}
return 0;
}
}
}