/// <summary>
/// Returns true if we pass all the conditions to buy short.
/// </summary>
/// <param name="currentBar">Current bar of the simulation</param>
/// <returns>See summary</returns>
private bool ShouldBuyShort(int currentBar)
{
DmiAdx dmiAdx = (DmiAdx)_dependents[1];
bool isHigherTimeframeLong = Data.HigherTimeframeTrend[currentBar] > 0.0;
// For a cross over.
bool isAdxHighEnough = dmiAdx.Adx[currentBar] >= 20.0;
bool isDmiAboutToCrossover = DataSeries.IsAboutToCrossAbove(dmiAdx.DmiPlus, dmiAdx.DmiMinus, currentBar);
// Adx was low but just increased and our dmi lines are already crossed over.
bool didAdxCrossover = DataSeries.CrossAbove(dmiAdx.Adx, 20.0, currentBar, 0) != -1;
bool hasDmiCrossedover = DataSeries.CrossAbove(dmiAdx.DmiPlus, dmiAdx.DmiMinus, currentBar, 8) != -1;
// Either case is good for an entry signal.
bool isDmiAdxSignal = (isAdxHighEnough && isDmiAboutToCrossover) || (didAdxCrossover && hasDmiCrossedover);
return(isHigherTimeframeLong && isDmiAdxSignal);
}
/// <summary>
/// Returns true if we pass all the conditions to buy short.
/// </summary>
/// <param name="currentBar">Current bar of the simulation</param>
/// <returns>See summary</returns>
private bool ShouldBuyShort(int currentBar)
{
GavalasZones zones = (GavalasZones)_dependents[0];
// Higher timeframe
if (Data.HigherTimeframeTrend[currentBar] > 0.0)
{
return(false);
}
// Zones buy direction
if (_lastZoneHitDirection > 0.0)
{
return(false);
}
// Verify with the mechanical buy signal.
DtOscillator dtosc = (DtOscillator)_dependents[1];
if (DataSeries.IsAbove(dtosc.SK, DtOscillator.OverboughtZone, currentBar, 3) == -1 ||
DataSeries.CrossBelow(dtosc.SK, dtosc.SD, currentBar, 0) == -1)
{
return(false);
}
// If we are trending make sure the best fits lines are negative.
DmiAdx dmiAdx = (DmiAdx)_dependents[3];
if (dmiAdx.Adx[currentBar] >= 25)
{
double angle = UtilityMethods.RadianToDegree(Math.Atan(zones.AllBestFitLineSlope[currentBar]));
if (angle > 0)
{
return(false);
}
}
// TODO?
// If we are not trending make sure we are close to the top of the channel?
return(true);
}
