protected override void Create() { m_dema = new Dema(this); m_avgdouble = new VariableSeries <Double>(this); //Plotting Plot1 = AddPlot(new PlotAttributes("AvgDouble", 0, Color.Blue, Color.Empty, 0, 0, true)); Plot2 = AddPlot(new StringPlotAttributes("Trend", Color.Aqua)); }
protected override void Create() { // create variable objects, function objects, order objects etc. DailyDema = new Dema(this, 1); WeeklyDema = new Dema(this, 2); FE = OrderCreator.Stop(new SOrderParameters(Contracts.UserSpecified, "FE", EOrderAction.Buy)); SL1 = OrderCreator.Stop(new SOrderParameters(Contracts.UserSpecified, "SL1", EOrderAction.Sell, OrderExit.FromEntry(FE))); TralingSL1 = OrderCreator.Stop(new SOrderParameters(Contracts.UserSpecified, "Trail1", EOrderAction.Sell, OrderExit.FromEntry(FE))); StrategyPositionStates = new Dictionary <EMarketPositionSide, Action <double, double> >() { { EMarketPositionSide.Flat, this.EMarketPositionSideFlat }, { EMarketPositionSide.Long, this.EMarketPositionSideLong }, { EMarketPositionSide.Short, this.EMarketPositionSideShort } }; }
protected override void Initialize() { Buffer = CreateDataSeries(); // Moving Average Type according to input MA_Type switch (MAType) { case 1: // Simple Moving Average _sma = Indicators.SimpleMovingAverage(MAApplied, MAPeriod); break; case 2: // Exponential Moving Average _ema = Indicators.ExponentialMovingAverage(MAApplied, MAPeriod); break; case 3: // Smoothed Moving Average _wsma = Indicators.GetIndicator <Wsma>(MAApplied, MAPeriod); break; case 4: // Linear Weighted Moving Average _lwma = Indicators.GetIndicator <Lwma>(MAApplied, MAPeriod); break; case 5: // Double Exponential Moving Average _dema = Indicators.GetIndicator <Dema>(MAApplied, MAPeriod); break; case 6: // Triple Exponential Moving Average _tema = Indicators.GetIndicator <Tema>(MAApplied, MAPeriod); break; case 7: // T3 Moving Average _t3MA = Indicators.GetIndicator <T3MA>(MAApplied, MAPeriod, T3MAVolumeFactor); break; } }
protected override void Initialize() { Buffer = CreateDataSeries(); // Moving Average Type according to input MA_Type switch (MAType) { case 1: // Simple Moving Average _sma = Indicators.SimpleMovingAverage(MAApplied, MAPeriod); break; case 2: // Exponential Moving Average _ema = Indicators.ExponentialMovingAverage(MAApplied, MAPeriod); break; case 3: // Smoothed Moving Average _wsma = Indicators.GetIndicator<Wsma>(MAApplied, MAPeriod); break; case 4: // Linear Weighted Moving Average _lwma = Indicators.GetIndicator<Lwma>(MAApplied, MAPeriod); break; case 5: // Double Exponential Moving Average _dema = Indicators.GetIndicator<Dema>(MAApplied, MAPeriod); break; case 6: // Triple Exponential Moving Average _tema = Indicators.GetIndicator<Tema>(MAApplied, MAPeriod); break; case 7: // T3 Moving Average _t3MA = Indicators.GetIndicator<T3MA>(MAApplied, MAPeriod, T3MAVolumeFactor); break; } }