public HybridTestRules(DataBars db, double atrperiod, double shortperiod, double longperiod)
{
rules = new Rule[2];
rules[0] = new TwoSMARule(db.Close, shortperiod, longperiod);
rules[1] = new BasicATRRule(db, atrperiod, "atr");
adxTrend = new ADXMarketTrend(db, 14);
//Kiem tra volume
volumeRule = new PriceTwoSMARule(db.Volume, 10, 30);
data = db;
Volume_Filter = 50000;
}
public HybridTestRules(DataBars db, double atrperiod, double shortperiod, double longperiod)
{
rules = new Rule[3];
rules[0] = new TwoSMARule(db.Close, shortperiod, longperiod);
rules[1] = new BasicATRRule(db, atrperiod, "atr");
rules[2] = new BasicMACDRule(db.Close, 12, 26, 9);
adxTrend = new ADXMarketTrend(db, 14);
//Kiem tra volume
volumeRule = new PriceTwoSMARule(db.Volume, 10, 30);
data = db;
Volume_Filter = 50000;
}
override protected void StrategyExecute()
{
MACDHistATRRules rule = new MACDHistATRRules(data.Bars, parameters[0], parameters[1], parameters[2], parameters[3]);
MarketTrend marketTrend = new ADXMarketTrend(data.Bars, parameters[4]);
int cutlosslevel = (int)parameters[5];
int trailingstoplevel = (int)parameters[6];
int takeprofitlevel = (int)parameters[7];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[0], "max");
for (int idx = 0; idx < data.Close.Count; idx++)
{
if (rule.isValid_forBuy(idx) && (marketTrend.Trending(idx)))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = max[idx];
info.Stop_Loss = min[idx];
BuyAtClose(idx, info);
}
else
if (rule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = min[idx];
info.Stop_Loss = max[idx];
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
{
SellCutLoss(idx);
}
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
{
SellTakeProfit(idx);
}
if (trailingstoplevel > 0)
{
TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
}
}
}
override protected void StrategyExecute()
{
MACDHistATRRules rule = new MACDHistATRRules(data.Bars, parameters[0], parameters[1], parameters[2], parameters[3]);
MarketTrend marketTrend = new ADXMarketTrend(data.Bars, parameters[4]);
int cutlosslevel = (int)parameters[5];
int trailingstoplevel = (int)parameters[6];
int takeprofitlevel = (int)parameters[7];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[0], "max");
for (int idx = 0; idx < data.Close.Count; idx++)
{
if (rule.isValid_forBuy(idx) && (marketTrend.Trending(idx)))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = max[idx];
info.Stop_Loss = min[idx];
BuyAtClose(idx, info);
}
else
if (rule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = min[idx];
info.Stop_Loss = max[idx];
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
SellCutLoss(idx);
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
SellTakeProfit(idx);
if (trailingstoplevel > 0)
TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
}
}
