protected override void StrategyExecute()
{
DataSeries line1 = Indicators.EMA.Series(data.Close, parameters[0], "ema");
DataSeries line2 = Indicators.EMA.Series(data.Close, parameters[1], "ema");
AppTypes.MarketTrend trend = AppTypes.MarketTrend.Unspecified;
AppTypes.MarketTrend lastTrend = AppTypes.MarketTrend.Unspecified;
for (int idx = 0; idx < line1.Count; idx++)
{
double d1 = line1[idx];
double d2 = line2[idx];
if (d1 == 0 || d2 == 0)
{
continue;
}
trend = (d1 > d2 ? AppTypes.MarketTrend.Upward : AppTypes.MarketTrend.Downward);
if (lastTrend == AppTypes.MarketTrend.Downward && trend == AppTypes.MarketTrend.Upward)
{
BuyAtClose(idx);
}
if (lastTrend == AppTypes.MarketTrend.Upward && trend == AppTypes.MarketTrend.Downward)
{
SellAtClose(idx);
}
lastTrend = trend;
}
}
override protected void StrategyExecute()
{
DataSeries sma5 = Indicators.SMA.Series(data.Close, parameters[0], "");
DataSeries sma10 = Indicators.SMA.Series(data.Close, parameters[1], "");
int VOLUME_FILTER = (int)parameters[2];
AppTypes.MarketTrend lastTrend = AppTypes.MarketTrend.Unspecified;;
AppTypes.MarketTrend currentTrend = AppTypes.MarketTrend.Unspecified;;
bool bVolumeCondition = false;
for (int idx = 0; idx < sma5.Count - 1; idx++)
{
currentTrend = ((data.Close[idx] > sma5[idx]) && (sma5[idx] > sma10[idx]) ? AppTypes.MarketTrend.Upward : AppTypes.MarketTrend.Downward);
bVolumeCondition = data.Volume[idx] > VOLUME_FILTER ? true : false;
if (bVolumeCondition && lastTrend == AppTypes.MarketTrend.Downward && currentTrend == AppTypes.MarketTrend.Upward)
{
BuyAtClose(idx);
}
if (is_bought && lastTrend == AppTypes.MarketTrend.Upward && currentTrend == AppTypes.MarketTrend.Downward)
{
SellAtClose(idx);
}
lastTrend = currentTrend;
}
}
public BusinessInfo(AppTypes.MarketTrend shortTerm, AppTypes.MarketTrend mediumTerm, AppTypes.MarketTrend longTerm, double weight)
{
this.ShortTermTrend = shortTerm;
this.MediumTermTrend = mediumTerm;
this.LongTermTrend = longTerm;
this.Weight = weight;
}
protected override void StrategyExecute()
{
DataSeries sma20 = Indicators.SMA.Series(data.Close, parameters[0], "");
Indicators.MACD macd = Indicators.MACD.Series(data.Close, parameters[1], parameters[2],
parameters[3], "");
Indicators.Stoch stoch = Indicators.Stoch.Series(data.Bars, parameters[4], parameters[5],
parameters[6], "");
DataSeries line1 = stoch.SlowKSeries;
DataSeries line2 = stoch.SlowDSeries;
double delta = 0, lastDelta = 0;
bool upTrend = false;
AppTypes.MarketTrend stochasticTrend = AppTypes.MarketTrend.Unspecified;
for (int idx = 1; idx < macd.Values.Length; idx++)
{
delta = (macd.HistSeries[idx] - macd.HistSeries[idx - 1]);
stochasticTrend = ((line1[idx] > line2[idx]) ? AppTypes.MarketTrend.Upward : AppTypes.MarketTrend.Downward);
upTrend = (data.Close[idx] > sma20[idx] ? true : false);
if (upTrend && delta > 0 && lastDelta < 0 && stochasticTrend == AppTypes.MarketTrend.Upward)
{
BuyAtClose(idx);
}
if (is_bought && stochasticTrend == AppTypes.MarketTrend.Downward)
{
SellAtClose(idx);
}
lastDelta = delta;
}
}
protected override void StrategyExecute()
{
DataSeries sma5 = Indicators.SMA.Series(data.Close, parameters[0], "");
DataSeries sma10 = Indicators.SMA.Series(data.Close, parameters[1], "");
DataSeries sma20 = Indicators.SMA.Series(data.Close, parameters[2], "");
int RISKREWARD = (int)parameters[3];
int PERIOD = (int)parameters[4];
AppTypes.MarketTrend lastTrend = AppTypes.MarketTrend.Unspecified;
AppTypes.MarketTrend currentTrend = AppTypes.MarketTrend.Unspecified;
for (int idx = 0; idx < sma5.Count; idx++)
{
currentTrend = ((data.Close[idx] > sma5[idx]) && (sma5[idx] > sma10[idx]) && (sma10[idx] > sma20[idx]) ? AppTypes.MarketTrend.Upward : AppTypes.MarketTrend.Downward);
if (lastTrend == AppTypes.MarketTrend.Downward && currentTrend == AppTypes.MarketTrend.Upward)
{
double risk_reward_ratio = strategyLib.RiskRewardRatio(data.Close, idx, PERIOD);
if (risk_reward_ratio >= RISKREWARD)
{
BuyAtClose(idx);
}
}
if (lastTrend == AppTypes.MarketTrend.Upward && currentTrend == AppTypes.MarketTrend.Downward)
{
SellAtClose(idx);
}
lastTrend = currentTrend;
}
}
override protected void StrategyExecute()
{
int sma_short_period = (int)parameters[0];
int sma_long_period = (int)parameters[1];
int fastK = (int)parameters[2];
int slowK = (int)parameters[3];
int slowD = (int)parameters[4];
DataSeries short_sma = Indicators.SMA.Series(data.Close, sma_short_period, "");
DataSeries long_sma = Indicators.SMA.Series(data.Close, sma_long_period, "");
Indicators.Stoch stoch = Indicators.Stoch.Series(data.Bars, fastK, slowK, slowD, "");
DataSeries stoch1 = stoch.SlowKSeries;
DataSeries stoch2 = stoch.SlowDSeries;
AppTypes.MarketTrend lastTrend = AppTypes.MarketTrend.Unspecified;
AppTypes.MarketTrend currentTrend = AppTypes.MarketTrend.Unspecified;
AppTypes.MarketTrend stochTrend = AppTypes.MarketTrend.Unspecified;
for (int idx = 0; idx < short_sma.Count; idx++)
{
stochTrend = (stoch1[idx] > stoch2[idx] ? AppTypes.MarketTrend.Upward : AppTypes.MarketTrend.Downward);
currentTrend = ((data.Close[idx] > short_sma[idx]) && (short_sma[idx] > long_sma[idx]) ? AppTypes.MarketTrend.Upward : AppTypes.MarketTrend.Downward);
if (lastTrend == AppTypes.MarketTrend.Downward && currentTrend == AppTypes.MarketTrend.Upward && stochTrend == AppTypes.MarketTrend.Upward)
{
BuyAtClose(idx);
}
if (lastTrend == AppTypes.MarketTrend.Upward && currentTrend == AppTypes.MarketTrend.Downward)
{
SellAtClose(idx);
}
lastTrend = currentTrend;
}
}
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 protected void StrategyExecute()
{
DataSeries sma20 = Indicators.SMA.Series(data.Close, parameters[0], "");
Indicators.MACD macd = Indicators.MACD.Series(data.Close, parameters[1], parameters[2],
parameters[3], "");
DataSeries hist = macd.HistSeries;
Indicators.Stoch stoch = Indicators.Stoch.Series(data.Bars, parameters[4], parameters[5],
parameters[6], "");
DataSeries line1 = stoch.SlowKSeries;
DataSeries line2 = stoch.SlowDSeries;
double delta = 0, lastDelta = 0;
bool macd_swicth_to_up_trend = false, macd_swicth_to_down_trend = false, sto_switch_to_up_trend = false, sto_switch_to_down_trend = false;
AppTypes.MarketTrend stochasticTrend = AppTypes.MarketTrend.Unspecified;
for (int idx = 1; idx < macd.Count; idx++)
{
delta = (hist[idx] - hist[idx - 1]);
macd_swicth_to_up_trend = (delta > 0 && lastDelta < 0 ? true : false);
macd_swicth_to_down_trend = (delta < 0 && lastDelta > 0 ? true : false);
stochasticTrend = (line1[idx] > line2[idx] ? AppTypes.MarketTrend.Upward : AppTypes.MarketTrend.Downward);
sto_switch_to_up_trend = (line1[idx] > line2[idx]) && (line1[idx - 1] < line2[idx - 1]) ? true : false;
sto_switch_to_down_trend = (line1[idx] < line2[idx]) && (line1[idx - 1] > line2[idx - 1]) ? true : false;
if (!is_bought && data.Close[idx] > sma20[idx])
{
if (macd_swicth_to_up_trend && stochasticTrend == AppTypes.MarketTrend.Downward)
{
BuyAtClose(idx);
}
}
if (is_bought)
{
if (sto_switch_to_down_trend || macd_swicth_to_down_trend)
{
SellAtClose(idx);
}
}
lastDelta = delta;
}
}
public override bool isValid_forSell(int index)
{
if (index - 1 < short_indicator.FirstValidValue)
{
return(false);
}
AppTypes.MarketTrend currentTrend = (short_indicator[index] > long_indicator[index]) ? AppTypes.MarketTrend.Upward : AppTypes.MarketTrend.Downward;
AppTypes.MarketTrend lastTrend = (short_indicator[index - 1] > long_indicator[index - 1]) ? AppTypes.MarketTrend.Upward : AppTypes.MarketTrend.Downward;
if (lastTrend == AppTypes.MarketTrend.Upward && currentTrend == AppTypes.MarketTrend.Downward)
{
return(true);
}
return(false);
}
public override bool isValid()
{
if (fastK.Count < 2)
{
return(false);
}
AppTypes.MarketTrend lastTrend = AppTypes.MarketTrend.Unspecified;
AppTypes.MarketTrend currentTrend = AppTypes.MarketTrend.Unspecified;
for (int idx = fastK.Count - 2; idx < fastK.Count; idx++)
{
currentTrend = ((fastK[idx] > fastD[idx]) ? AppTypes.MarketTrend.Upward : AppTypes.MarketTrend.Downward);
if (lastTrend == AppTypes.MarketTrend.Downward && currentTrend == AppTypes.MarketTrend.Upward)
{
return(true);
}
lastTrend = currentTrend;
}
return(false);
}
override protected void StrategyExecute()
{
Indicators.MACD macd = Indicators.MACD.Series(data.Close, parameters[0], parameters[1], parameters[2], "");
DataSeries ema = macd.SignalSeries;
AppTypes.MarketTrend lastTrend = AppTypes.MarketTrend.Unspecified;
AppTypes.MarketTrend currentTrend = AppTypes.MarketTrend.Unspecified;
for (int idx = 0; idx < macd.Count; idx++)
{
currentTrend = (macd[idx] > ema[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;
}
}
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;
}
}
override protected void StrategyExecute()
{
DataSeries sma5 = Indicators.SMA.Series(data.Close, parameters[0], "");
DataSeries sma10 = Indicators.SMA.Series(data.Close, parameters[1], "");
DataSeries sma20 = Indicators.SMA.Series(data.Close, parameters[2], "");
AppTypes.MarketTrend lastTrend = AppTypes.MarketTrend.Unspecified;
AppTypes.MarketTrend currentTrend = AppTypes.MarketTrend.Unspecified;
for (int idx = 0; idx < sma5.Count; idx++)
{
currentTrend = ((data.Close[idx] > sma5[idx]) && (sma5[idx] > sma10[idx]) && (sma10[idx] > sma20[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 void SetTrend(AppTypes.MarketTrend shortTerm, AppTypes.MarketTrend mediumTerm, AppTypes.MarketTrend longTerm)
{
this.ShortTermTrend = shortTerm;
this.MediumTermTrend = mediumTerm;
this.LongTermTrend = longTerm;
}
