override protected void StrategyExecute()
{
BasicDMIRule rule = new BasicDMIRule(data.Bars, parameters[0], parameters[1]);
int cutlosslevel = (int)parameters[2];
int takeprofitlevel = (int)parameters[3];
for (int idx = rule.minusDmi.FirstValidValue; idx < rule.minusDmi.Count; idx++)
{
//Buy Condition
if (rule.isValid_forBuy(idx))
{
BuyAtClose(idx);
}
//Sell Condition
if (rule.isValid_forSell(idx))
{
SellAtClose(idx);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
{
SellCutLoss(idx);
}
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
{
SellTakeProfit(idx);
}
}
}
override protected void StrategyExecute()
{
BasicDMIRule rule = new BasicDMIRule(data.Bars, parameters[0], parameters[1]);
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[1], "max");
for (int idx = 0; idx < data.Close.Count; idx++)
{
if (rule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = max[idx];
info.Stop_Loss = min[idx];
BuyAtClose(idx, info);
}
else
if (rule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = min[idx];
info.Stop_Loss = max[idx];
SellAtClose(idx, info);
}
}
}
protected override void StrategyExecute()
{
Rule rule = new BasicDMIRule(data.Bars, parameters[0], parameters[1]);
if (rule.isValid())
{
int Bar = data.Close.Count - 1;
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Weight = data.Close[Bar];
SelectStock(Bar, info);
}
}
override protected void StrategyExecute()
{
BasicDMIRule rule = new BasicDMIRule(data.Bars, parameters[0], parameters[1]);
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[1], "max");
int cutlosslevel = (int)parameters[2];
int trailingstoplevel = (int)parameters[3];
int takeprofitlevel = (int)parameters[4];
for (int idx = 0; idx < data.Close.Count; idx++)
{
if (rule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = max[idx];
info.Stop_Loss = min[idx];
BuyAtClose(idx, info);
}
else
if (rule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = min[idx];
info.Stop_Loss = max[idx];
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
{
SellCutLoss(idx);
}
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
{
SellTakeProfit(idx);
}
if (trailingstoplevel > 0)
{
TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
}
}
}
