protected override void OnTick()
{
// Put your core logic here
SecondLastCandlestick = new Candlestick(MarketSeries.High.Last(2), MarketSeries.Open.Last(2), MarketSeries.Close.Last(2), MarketSeries.Low.Last(2), Symbol.Digits, MarketSeries.OpenTime.Last(2));
LastCandlestick = new Candlestick(MarketSeries.High.Last(1), MarketSeries.Open.Last(1), MarketSeries.Close.Last(1), MarketSeries.Low.Last(1), Symbol.Digits, MarketSeries.OpenTime.Last(2));
if (!IsRunning)
{
//for strategy 1
if (LastCandlestick.Direction == enDirection.Bullish && SecondLastCandlestick.Direction == enDirection.Bullish &&
LastCandlestick.Height > SecondLastCandlestick.Height &&
LastCandlestick.HasUpperShadow && SecondLastCandlestick.HasUpperShadow && LastCandlestick.UpperShadowHeight > SecondLastCandlestick.UpperShadowHeight &&
LastCandlestick.High > SecondLastCandlestick.High &&
LastCandlestick.Low > SecondLastCandlestick.Low &&
LastCandlestick.HasLowerShadow
)
{
Recommendation = TradeType.Sell;
IsRunning = true;
Label = "S1";
}
else if (LastCandlestick.Direction == enDirection.Bearish && SecondLastCandlestick.Direction == enDirection.Bearish &&
LastCandlestick.Height > SecondLastCandlestick.Height &&
LastCandlestick.HasLowerShadow && SecondLastCandlestick.HasLowerShadow && LastCandlestick.LowerShadowHeight > SecondLastCandlestick.LowerShadowHeight &&
LastCandlestick.High < SecondLastCandlestick.High &&
LastCandlestick.Low < SecondLastCandlestick.Low &&
LastCandlestick.HasUpperShadow
)
{
Recommendation = TradeType.Buy;
IsRunning = true;
Label = "S1";
}
/*
*/
if (true &&
LastCandlestick.Height > (atr.Result.Last(2) * 2) &&
LastCandlestick.HasLowerShadow && LastCandlestick.LowerShadowHeight > (LastCandlestick.RealBodyHeight * 2.5) &&
LastCandlestick.UpperShadowHeight < (LastCandlestick.RealBodyHeight * 1.5) &&
LastCandlestick.RealBodyPercentage > 0.10
)
{
if (LastLog != string.Format("{0}", LastCandlestick.ToString()))
{
LastLog = string.Format("{0}", LastCandlestick.ToString());
Print("{0} (Last 2 ATR: {1:0.00000})", LastLog, atr.Result.Last(2));
if (Time.ToLocalTime().ToString("dd MM yy") == "02 08 19")
{
}
Print("LastCandlestick.Height > (atr.Result.Last(2) * 2): {0}", LastCandlestick.Height > (atr.Result.Last(2) * 2));
Print("LastCandlestick.LowerShadowHeight > (LastCandlestick.RealBodyHeight * 2.5): {0}", LastCandlestick.LowerShadowHeight > (LastCandlestick.RealBodyHeight * 2.5));
Print("LastCandlestick.HasLowerShadow: {0}", LastCandlestick.HasLowerShadow);
Print("LastCandlestick.HasUpperShadow: {0}", LastCandlestick.HasUpperShadow);
Print("LastCandlestick.UpperShadowHeight < (LastCandlestick.RealBodyHeight * 1.5): {0}", LastCandlestick.UpperShadowHeight < (LastCandlestick.RealBodyHeight * 1.5));
Print("LastCandlestick.RealBodyPercentage > 0.10: {0}", LastCandlestick.RealBodyPercentage > 0.10);
}
Recommendation = TradeType.Buy;
IsRunning = true;
Label = "S2";
}
/*
* //for strategy 2
* if ( //&& SecondLastCandlestick.Direction == enDirection.Bullish
* ((LastCandlestick.HasLowerShadow && LastCandlestick.LowerShadowHeight.Undigit(Symbol.Digits) < (LastCandlestick.RealBodyHeight.Undigit(Symbol.Digits) / 2)) || !LastCandlestick.HasLowerShadow)
* && LastCandlestick.HasUpperShadow && ((LastCandlestick.RealBodyHeight.Undigit(Symbol.Digits) * 3) > LastCandlestick.UpperShadowHeight.Undigit(Symbol.Digits))
* && LastCandlestick.RealBodyHeight.Undigit(Symbol.Digits) > atr.Result.LastValue.Undigit(Symbol.Digits)
* )
* {
* Recommendation = TradeType.Sell;
* IsRunning = true;
* Label = "S2";
* } else if ( //&& SecondLastCandlestick.Direction == enDirection.Bearish
* ((LastCandlestick.HasUpperShadow && LastCandlestick.UpperShadowHeight.Undigit(Symbol.Digits) < (LastCandlestick.RealBodyHeight.Undigit(Symbol.Digits) / 2)) || !LastCandlestick.HasUpperShadow)
* && LastCandlestick.HasLowerShadow && ((LastCandlestick.RealBodyHeight.Undigit(Symbol.Digits) * 3) > LastCandlestick.LowerShadowHeight.Undigit(Symbol.Digits))
* && LastCandlestick.RealBodyHeight.Undigit(Symbol.Digits) > atr.Result.LastValue.Undigit(Symbol.Digits)
* )
* {
* Recommendation = TradeType.Buy;
* IsRunning = true;
* Label = "S2";
* }
*/
if (IsRunning)
{
AnchorCandlestick = LastCandlestick;
this.ExecuteMarketOrder(Recommendation, Symbol.Name, 1000, Label);
}
}
if (IsRunning && AnchorCandlestick != null && SecondLastCandlestick.Same(AnchorCandlestick))
{
this.ClosePosition(this.Positions.First());
AnchorCandlestick = null;
IsRunning = false;
}
}
