override public TradePoints Execute(application.Data data, int[] parameters)
{
//application.Data vnidxData1 = data.New("^VNINDEX");
adviceInfo = new TradePoints();
DataSeries minusDmi_14 = new Indicators.MinusDI(data.Bars, parameters[0], "");
DataSeries plusDmi_14 = new Indicators.PlusDI(data.Bars, parameters[1], "");
AppTypes.MarketTrend lastTrend = AppTypes.MarketTrend.Unspecified;
AppTypes.MarketTrend currentTrend = AppTypes.MarketTrend.Unspecified;
for (int idx = 0; idx < minusDmi_14.Count; idx++)
{
currentTrend = ((plusDmi_14[idx] > minusDmi_14[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;
}
return(adviceInfo);
}
override public TradePoints Execute(application.Data data, int[] parameters)
{
//application.Data vnidxData1 = data.New("^VNINDEX");
adviceInfo = new TradePoints();
DataSeries minusDmi_14 = new Indicators.MinusDI(data.Bars, parameters[0], "");
DataSeries plusDmi_14 = new Indicators.PlusDI(data.Bars, parameters[1], "");
AppTypes.MarketTrend lastTrend = AppTypes.MarketTrend.Unspecified;
AppTypes.MarketTrend currentTrend = AppTypes.MarketTrend.Unspecified;
for (int idx = 0; idx < minusDmi_14.Count; idx++)
{
currentTrend = ((plusDmi_14[idx] > minusDmi_14[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;
}
return adviceInfo;
}