public override void OnBar_UserCode(IBarContext context)
{
var bar = context.Bar;
var seriesValues = context.SeriesValues;
var ema10 = seriesValues["EMA_SMALL"];
var ema20 = seriesValues["EMA_BIG"];
//Debug.WriteLine("{0}, bar: {1}, ema9: {2}, ema13: {3}", bar.DateTime, bar.Close, ema9.Value, ema13.Value);
if (ema10.Value > ema20.Value)
{
// up trend
if (LongPositions.Count == 0)
{
CreatePosition(PositionSide.Long, bar.DateTime, bar.Close, 1);
}
}
if (ema20.Value > ema10.Value)
{
// down trend
if (ShortPositions.Count == 0)
{
CreatePosition(PositionSide.Short, bar.DateTime, bar.Close, 1);
}
}
}
public override void OnBar_UserCode(IBarContext context)
{
IBar bar = context.Bar;
var seriesValues = context.SeriesValues;
var smallEma = seriesValues["EMA_SMALL"];
var bigEma = seriesValues["EMA_BIG"];
TryToOpenLongPositions(bar, smallEma, bigEma);
TryToOpenShortPositions(bar, smallEma, bigEma);
}
public void OnBar(IBarContext context)
{
_lastBar = context.Bar;
Positions.ForEach(x => x.VerifyTakeProfitAndStopLoss(_lastBar.DateTime, _lastBar.Close));
if (IsTrailingStop)
{
Positions.ForEach(x => x.AdjustTrailingStopLoss(_lastBar.Close));
}
PurgePositions();
OnBar_UserCode(context);
PurgePositions();
}
public abstract void OnBar_UserCode(IBarContext context);
