override protected void StrategyExecute()
{
Indicators.StochF stoch = Indicators.StochF.Series(data.Bars, parameters[0], parameters[1], "");
DataSeries line1 = stoch.FastKSeries;
DataSeries line2 = stoch.FastDSeries;
AppTypes.MarketTrend lastTrend = AppTypes.MarketTrend.Unspecified;
AppTypes.MarketTrend currentTrend = AppTypes.MarketTrend.Unspecified;
for (int idx = 0; idx < line1.Count; idx++)
{
currentTrend = ((line1[idx] > line2[idx]) ? AppTypes.MarketTrend.Upward : AppTypes.MarketTrend.Downward);
if (lastTrend == AppTypes.MarketTrend.Downward && currentTrend == AppTypes.MarketTrend.Upward)
{
BuyAtClose(idx);
}
if (lastTrend == AppTypes.MarketTrend.Upward && currentTrend == AppTypes.MarketTrend.Downward)
{
SellAtClose(idx);
}
lastTrend = currentTrend;
}
}
public StockFastRule(DataBars db, double _fastK, double _fastD, string _name)
{
stoch = Indicators.StochF.Series(db, _fastK, _fastD, _name);
fastK = stoch.FastKSeries;
fastD = stoch.FastDSeries;
}
public StockFastRule(DataBars db,Parameters parameters)
{
stoch = Indicators.StochF.Series(db, parameters[0], parameters[1], "");
line1 = stoch.FastKSeries;
line2 = stoch.FastDSeries;
}
public StockFastRule(DataBars db, Parameters parameters)
{
stoch = Indicators.StochF.Series(db, parameters[0], parameters[1], "");
line1 = stoch.FastKSeries;
line2 = stoch.FastDSeries;
}
public StockFastRule(DataBars db,double _fastK,double _fastD,string _name)
{
stoch = Indicators.StochF.Series(db, _fastK,_fastD,_name);
fastK = stoch.FastKSeries;
fastD = stoch.FastDSeries;
}
