/// <summary>
/// Called on every new bar of data.
/// </summary>
/// <param name="currentBar">The current bar of the simulation</param>
protected override void OnBarUpdate(int currentBar)
{
base.OnBarUpdate(currentBar);
EaseOfMovement ind = (EaseOfMovement)Dependents[0];
if (DataSeries.IsAboutToCrossBelow(ind.Value, 0, currentBar) == true)
{
WasFound[currentBar] = true;
}
}
/// <summary>
/// Called on every new bar of data.
/// </summary>
/// <param name="currentBar">The current bar of the simulation</param>
protected override void OnBarUpdate(int currentBar)
{
base.OnBarUpdate(currentBar);
EaseOfMovement ind = (EaseOfMovement)Dependents[0];
if (DataSeries.CrossAbove(ind.Value, 0, currentBar, 0) != -1)
{
WasFound[currentBar] = true;
}
}
/// <summary>
/// If the runnable has already been created, returns that object. If not then
/// returns an new runnable object based on the name and the instrument.
/// </summary>
/// <param name="nameAndParameters">Name of the runnable</param>
/// <returns>The runnable object</returns>
public Runnable GetRunnable(string nameAndParameters)
{
Runnable requestedItem = null;
// The name can have parameters to pass to the runnable construtor
// and are separated by commas.
// Ex: Rsi,11,3 would create the Rsi and pass the numbers to it in a
// list. Its up to the indicator to do what it will with each number.
string[] splitParams = nameAndParameters.Split(',');
string runnableName = splitParams[0];
string[] runnableParams = splitParams.Skip(1).Take(splitParams.Length - 1).ToArray();
// See if the runnable is created already and return that object if it is.
int key = nameAndParameters.GetHashCode();
if (_createdItems.ContainsKey(key))
{
requestedItem = _createdItems[key];
}
else
{
switch (runnableName)
{
// Indicators.
case "Bollinger":
requestedItem = new Bollinger(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BressertDss":
requestedItem = new BressertDss(_tickerData, this, runnableParams);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BressertTimingBands":
requestedItem = new BressertTimingBands(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BearBeltHold":
requestedItem = new BearBeltHold(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BearEngulfing":
requestedItem = new BearEngulfing(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BearHarami":
requestedItem = new BearHarami(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BearHaramiCross":
requestedItem = new BearHaramiCross(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BullBeltHold":
requestedItem = new BullBeltHold(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BullEngulfing":
requestedItem = new BullEngulfing(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BullHarami":
requestedItem = new BullHarami(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BullHaramiCross":
requestedItem = new BullHaramiCross(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Cci14":
requestedItem = new Cci(_tickerData, this, 14);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "DarkCloudCover":
requestedItem = new DarkCloudCover(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Doji":
requestedItem = new Doji(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BearDoji":
requestedItem = new BearDoji(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "DownsideTasukiGap":
requestedItem = new DownsideTasukiGap(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "EaseOfMovement":
requestedItem = new EaseOfMovement(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "EveningStar":
requestedItem = new EveningStar(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "FallingThreeMethods":
requestedItem = new FallingThreeMethods(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Hammer":
requestedItem = new Hammer(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "HangingMan":
requestedItem = new HangingMan(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "InvertedHammer":
requestedItem = new InvertedHammer(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "KeltnerChannel":
requestedItem = new KeltnerChannel(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Macd":
requestedItem = new Macd(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Momentum14":
requestedItem = new Momentum(_tickerData, this, 14);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "MorningStar":
requestedItem = new MorningStar(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "PiercingLine":
requestedItem = new PiercingLine(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "PriceOscillator":
requestedItem = new PriceOscillator(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "RisingThreeMethods":
requestedItem = new RisingThreeMethods(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Rsi":
requestedItem = new Rsi(_tickerData, this, runnableParams);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Rsi3m3":
requestedItem = new Rsi3m3(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "ShootingStar":
requestedItem = new ShootingStar(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Sma":
requestedItem = new Sma(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "StickSandwitch":
requestedItem = new StickSandwitch(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "StochasticsFast":
requestedItem = new StochasticsFast(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Stochastics":
requestedItem = new Stochastics(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "StochRsi":
requestedItem = new StochRsi(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Trend":
requestedItem = new Trend(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "ThreeBlackCrows":
requestedItem = new ThreeBlackCrows(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "ThreeWhiteSoldiers":
requestedItem = new ThreeWhiteSoldiers(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Trix":
requestedItem = new Trix(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "UpsideGapTwoCrows":
requestedItem = new UpsideGapTwoCrows(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "UpsideTasukiGap":
requestedItem = new UpsideTasukiGap(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "WilliamsR":
requestedItem = new WilliamsR(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Dmi":
requestedItem = new Dmi(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "DtOscillator":
requestedItem = new DtOscillator(_tickerData, this, runnableParams);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "FibonacciZones":
requestedItem = new FibonacciZones(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "ElliotWaves":
requestedItem = new ElliotWaves(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "ZigZag":
requestedItem = new ZigZag(_tickerData, this, runnableParams);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
///////////////////////////// Strategies ////////////////////////////
case "BestOfRootStrategies":
requestedItem = new BestOfRootStrategies(_tickerData, this);
break;
case "ComboStrategy":
requestedItem = new ComboStrategy(_tickerData, this);
break;
case "BressertApproach":
requestedItem = new BressertApproach(_tickerData, this);
break;
case "BressertComboStrategy":
requestedItem = new BressertComboStrategy(_tickerData, this);
break;
case "FibonacciRsi3m3":
requestedItem = new FibonacciRsi3m3(_tickerData, this);
break;
case "FibonacciDtOscillator":
requestedItem = new FibonacciDtOscillator(_tickerData, this);
break;
case "ElliotWavesStrategy":
requestedItem = new ElliotWavesStrategy(_tickerData, this);
break;
//
// Bull
//
case "BullBollingerExtended":
requestedItem = new BullBollingerExtended(_tickerData, this);
break;
case "BullBeltHoldFound":
requestedItem = new BullBeltHoldFound(_tickerData, this);
break;
case "BullEngulfingFound":
requestedItem = new BullEngulfingFound(_tickerData, this);
break;
case "BullHaramiFound":
requestedItem = new BullHaramiFound(_tickerData, this);
break;
case "BullHaramiCrossFound":
requestedItem = new BullHaramiCrossFound(_tickerData, this);
break;
case "BullCciCrossover":
requestedItem = new BullCciCrossover(_tickerData, this);
break;
case "BullEaseOfMovement":
requestedItem = new BullEaseOfMovement(_tickerData, this);
break;
case "BullDojiFound":
requestedItem = new BullDojiFound(_tickerData, this);
break;
case "HammerFound":
requestedItem = new HammerFound(_tickerData, this);
break;
case "BullKeltnerExtended":
requestedItem = new BullKeltnerExtended(_tickerData, this);
break;
case "BullMacdCrossover":
requestedItem = new BullMacdCrossover(_tickerData, this);
break;
case "BullMacdMomentum":
requestedItem = new BullMacdMomentum(_tickerData, this);
break;
case "BullMomentumCrossover":
requestedItem = new BullMomentumCrossover(_tickerData, this);
break;
case "MorningStarFound":
requestedItem = new MorningStarFound(_tickerData, this);
break;
case "PiercingLineFound":
requestedItem = new PiercingLineFound(_tickerData, this);
break;
case "RisingThreeMethodsFound":
requestedItem = new RisingThreeMethodsFound(_tickerData, this);
break;
case "BullRsiCrossover":
requestedItem = new BullRsiCrossover(_tickerData, this);
break;
case "BullSmaCrossover":
requestedItem = new BullSmaCrossover(_tickerData, this);
break;
case "StickSandwitchFound":
requestedItem = new StickSandwitchFound(_tickerData, this);
break;
case "BullStochasticsFastCrossover":
requestedItem = new BullStochasticsFastCrossover(_tickerData, this);
break;
case "BullStochasticsCrossover":
requestedItem = new BullStochasticsCrossover(_tickerData, this);
break;
case "BullStochRsiCrossover":
requestedItem = new BullStochRsiCrossover(_tickerData, this);
break;
case "ThreeWhiteSoldiersFound":
requestedItem = new ThreeWhiteSoldiersFound(_tickerData, this);
break;
case "BullTrendStart":
requestedItem = new BullTrendStart(_tickerData, this);
break;
case "BullTrixSignalCrossover":
requestedItem = new BullTrixSignalCrossover(_tickerData, this);
break;
case "BullTrixZeroCrossover":
requestedItem = new BullTrixZeroCrossover(_tickerData, this);
break;
case "UpsideTasukiGapFound":
requestedItem = new UpsideTasukiGapFound(_tickerData, this);
break;
case "BullWilliamsRCrossover":
requestedItem = new BullWilliamsRCrossover(_tickerData, this);
break;
case "BullPriceOscillator":
requestedItem = new BullPriceOscillator(_tickerData, this);
break;
case "BullDmi":
requestedItem = new BullDmi(_tickerData, this);
break;
case "BullBressertDss":
requestedItem = new BullBressertDss(_tickerData, this, runnableParams);
break;
case "BullRsi3m3":
requestedItem = new BullRsi3m3(_tickerData, this);
break;
case "BullDtOscillator":
requestedItem = new BullDtOscillator(_tickerData, this);
break;
//////////// Predicted bull strategies ///////////
case "BullCciCrossoverPredicted":
requestedItem = new BullCciCrossoverPredicted(_tickerData, this);
break;
case "BullDmiPredicted":
requestedItem = new BullDmiPredicted(_tickerData, this);
break;
case "BullEaseOfMovementPredicted":
requestedItem = new BullEaseOfMovementPredicted(_tickerData, this);
break;
case "BullKeltnerExtendedPredicted":
requestedItem = new BullKeltnerExtendedPredicted(_tickerData, this);
break;
case "BullMacdCrossoverPredicted":
requestedItem = new BullMacdCrossoverPredicted(_tickerData, this);
break;
case "BullMomentumCrossoverPredicted":
requestedItem = new BullMomentumCrossoverPredicted(_tickerData, this);
break;
case "BullPriceOscillatorPredicted":
requestedItem = new BullPriceOscillatorPredicted(_tickerData, this);
break;
case "BullRsiCrossoverPredicted":
requestedItem = new BullRsiCrossoverPredicted(_tickerData, this);
break;
case "BullSmaCrossoverPredicted":
requestedItem = new BullSmaCrossoverPredicted(_tickerData, this);
break;
case "BullStochasticsCrossoverPredicted":
requestedItem = new BullStochasticsCrossoverPredicted(_tickerData, this);
break;
case "BullStochasticsFastCrossoverPredicted":
requestedItem = new BullStochasticsFastCrossoverPredicted(_tickerData, this);
break;
case "BullStochRsiCrossoverPredicted":
requestedItem = new BullStochRsiCrossoverPredicted(_tickerData, this);
break;
case "BullTrixSignalCrossoverPredicted":
requestedItem = new BullTrixSignalCrossoverPredicted(_tickerData, this);
break;
case "BullTrixZeroCrossoverPredicted":
requestedItem = new BullTrixZeroCrossoverPredicted(_tickerData, this);
break;
case "BullWilliamsRCrossoverPredicted":
requestedItem = new BullWilliamsRCrossoverPredicted(_tickerData, this);
break;
//
// Bear
//
case "BearBollingerExtended":
requestedItem = new BearBollingerExtended(_tickerData, this);
break;
case "BearCciCrossover":
requestedItem = new BearCciCrossover(_tickerData, this);
break;
case "BearEaseOfMovement":
requestedItem = new BearEaseOfMovement(_tickerData, this);
break;
case "BearDojiFound":
requestedItem = new BearDojiFound(_tickerData, this);
break;
case "BearKeltnerExtended":
requestedItem = new BearKeltnerExtended(_tickerData, this);
break;
case "BearMacdMomentum":
requestedItem = new BearMacdMomentum(_tickerData, this);
break;
case "BearMacdCrossover":
requestedItem = new BearMacdCrossover(_tickerData, this);
break;
case "BearMomentumCrossover":
requestedItem = new BearMomentumCrossover(_tickerData, this);
break;
case "BearRsiCrossover":
requestedItem = new BearRsiCrossover(_tickerData, this);
break;
case "BearSmaCrossover":
requestedItem = new BearSmaCrossover(_tickerData, this);
break;
case "BearStochasticsCrossover":
requestedItem = new BearStochasticsCrossover(_tickerData, this);
break;
case "BearStochasticsFastCrossover":
requestedItem = new BearStochasticsFastCrossover(_tickerData, this);
break;
case "BearStochRsiCrossover":
requestedItem = new BearStochRsiCrossover(_tickerData, this);
break;
case "BearTrendStart":
requestedItem = new BearTrendStart(_tickerData, this);
break;
case "BearTrixSignalCrossover":
requestedItem = new BearTrixSignalCrossover(_tickerData, this);
break;
case "BearTrixZeroCrossover":
requestedItem = new BearTrixZeroCrossover(_tickerData, this);
break;
case "BearWilliamsRCrossover":
requestedItem = new BearWilliamsRCrossover(_tickerData, this);
break;
case "BearBeltHoldFound":
requestedItem = new BearBeltHoldFound(_tickerData, this);
break;
case "BearEngulfingFound":
requestedItem = new BearEngulfingFound(_tickerData, this);
break;
case "BearHaramiFound":
requestedItem = new BearHaramiFound(_tickerData, this);
break;
case "BearHaramiCrossFound":
requestedItem = new BearHaramiCrossFound(_tickerData, this);
break;
case "DarkCloudCoverFound":
requestedItem = new DarkCloudCoverFound(_tickerData, this);
break;
case "DownsideTasukiGapFound":
requestedItem = new DownsideTasukiGapFound(_tickerData, this);
break;
case "EveningStarFound":
requestedItem = new EveningStarFound(_tickerData, this);
break;
case "FallingThreeMethodsFound":
requestedItem = new FallingThreeMethodsFound(_tickerData, this);
break;
case "HangingManFound":
requestedItem = new HangingManFound(_tickerData, this);
break;
case "InvertedHammerFound":
requestedItem = new InvertedHammerFound(_tickerData, this);
break;
case "ShootingStarFound":
requestedItem = new ShootingStarFound(_tickerData, this);
break;
case "ThreeBlackCrowsFound":
requestedItem = new ThreeBlackCrowsFound(_tickerData, this);
break;
case "UpsideGapTwoCrowsFound":
requestedItem = new UpsideGapTwoCrowsFound(_tickerData, this);
break;
case "BearPriceOscillator":
requestedItem = new BearPriceOscillator(_tickerData, this);
break;
case "BearDmi":
requestedItem = new BearDmi(_tickerData, this);
break;
case "BearBressertDss":
requestedItem = new BearBressertDss(_tickerData, this, runnableParams);
break;
case "BearRsi3m3":
requestedItem = new BearRsi3m3(_tickerData, this);
break;
case "BearDtOscillator":
requestedItem = new BearDtOscillator(_tickerData, this);
break;
//////////// Predicted bear strategies ///////////
case "BearCciCrossoverPredicted":
requestedItem = new BearCciCrossoverPredicted(_tickerData, this);
break;
case "BearDmiPredicted":
requestedItem = new BearDmiPredicted(_tickerData, this);
break;
case "BearEaseOfMovementPredicted":
requestedItem = new BearEaseOfMovementPredicted(_tickerData, this);
break;
case "BearKeltnerExtendedPredicted":
requestedItem = new BearKeltnerExtendedPredicted(_tickerData, this);
break;
case "BearMacdCrossoverPredicted":
requestedItem = new BearMacdCrossoverPredicted(_tickerData, this);
break;
case "BearMomentumCrossoverPredicted":
requestedItem = new BearMomentumCrossoverPredicted(_tickerData, this);
break;
case "BearPriceOscillatorPredicted":
requestedItem = new BearPriceOscillatorPredicted(_tickerData, this);
break;
case "BearRsiCrossoverPredicted":
requestedItem = new BearRsiCrossoverPredicted(_tickerData, this);
break;
case "BearSmaCrossoverPredicted":
requestedItem = new BearSmaCrossoverPredicted(_tickerData, this);
break;
case "BearStochasticsCrossoverPredicted":
requestedItem = new BearStochasticsCrossoverPredicted(_tickerData, this);
break;
case "BearStochasticsFastCrossoverPredicted":
requestedItem = new BearStochasticsFastCrossoverPredicted(_tickerData, this);
break;
case "BearStochRsiCrossoverPredicted":
requestedItem = new BearStochRsiCrossoverPredicted(_tickerData, this);
break;
case "BearTrixSignalCrossoverPredicted":
requestedItem = new BearTrixSignalCrossoverPredicted(_tickerData, this);
break;
case "BearTrixZeroCrossoverPredicted":
requestedItem = new BearTrixZeroCrossoverPredicted(_tickerData, this);
break;
case "BearWilliamsRCrossoverPredicted":
requestedItem = new BearWilliamsRCrossoverPredicted(_tickerData, this);
break;
default:
throw new Exception(nameAndParameters + " doesn't exist");
}
_createdItems[key] = requestedItem;
}
return(requestedItem);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
EaseOfMovement EMV = this.EaseOfMovement(Typical, 12, 10000);
string shortName = "BuyShort1";
string longName = "BuyLong1";
if (lastbarcount < Bars.Count)
{
GetInLong--; // decrement our duration for this indicator
GetInShort--; // decrement our duration for this indicator
if (High[2] > Bollinger(Typical, bollingerDeviations, StdDevCount).Upper[2])
{
if (High[1] < Bollinger(Typical, bollingerDeviations, StdDevCount).Upper[1]) // SHORT POSITION
{
GetInShort = BollingerIndicatorDuration;
DrawArrowLine("shortLine" + lastbarcount.ToString(), true
, 1
, Bollinger(Typical, bollingerDeviations, StdDevCount).Upper[1]
, 0
, Bollinger(Typical, bollingerDeviations, StdDevCount).Upper[1]
, Color.Aqua, DashStyle.Solid, 1);
}
}
else if (Low[2] < Bollinger(Typical, bollingerDeviations, StdDevCount).Lower[2])
{
if (Low[1] > Bollinger(Typical, bollingerDeviations, StdDevCount).Lower[1]) // LONG POSITION
{
GetInLong = BollingerIndicatorDuration;
DrawArrowLine("longLine" + lastbarcount.ToString(), true
, 1
, Bollinger(Typical, bollingerDeviations, StdDevCount).Lower[1]
, 0
, Bollinger(Typical, bollingerDeviations, StdDevCount).Lower[1]
, Color.Aqua, DashStyle.Solid, 1);
}
}
// update stop loss for multibar trading -- and profit target
if (Position.MarketPosition == MarketPosition.Long) // if LONG
{
if (Low[1] > EMA(Typical, 14).Value[1] &&
Low[2] < EMA(Typical, 14).Value[1]) // If Low Crossed the Middle
{
SetStopLoss(longName, CalculationMode.Price, Math.Min(Low[0] - .02, Math.Min(Low[1] - .02, EMA(Typical, 14).Value[1])), false);
DrawDiamond("GetLong" + lastbarcount.ToString(), true, 0, Math.Min(Low[1] - 0.02, EMA(Typical, 14).Value[1]), Color.Gold);
}
// try to get out.
if (Low[3] > EMA(Typical, 14).Value[3] &&
Low[2] < EMA(Typical, 14).Value[2] &&
Low[1] < EMA(Typical, 14).Value[1] &&
Low[0] < EMA(Typical, 14).Value[0])
{
ExitLongLimit(0, true, Position.Quantity, Typical[1], "ExitLong" + Bars.Count.ToString(), longName);
DrawDiamond("GetLong" + lastbarcount.ToString(), true, 0, Typical[1], Color.Gold);
}
}
// update stop loss -- and profit target
if (Position.MarketPosition == MarketPosition.Short) // IF SHORT
{
if (High[1] < EMA(Typical, 14).Value[1] &&
High[2] > EMA(Typical, 14).Value[1]) // If High Crossed the Middle
{
SetStopLoss(shortName, CalculationMode.Price, Math.Max(High[0] + .02, Math.Max(High[1] + .02, EMA(Typical, 14).Value[1])), false);
DrawDiamond("GetShort" + lastbarcount.ToString(), true, 0, Math.Max(High[1] + 0.02, EMA(Typical, 14).Value[1]), Color.YellowGreen);
}
// try to get out.
if (High[3] < EMA(Typical, 14).Value[3] &&
High[2] > EMA(Typical, 14).Value[2] &&
High[1] > EMA(Typical, 14).Value[1] &&
High[0] > EMA(Typical, 14).Value[0])
{
ExitShortLimit(0, true, Position.Quantity, Typical[1], "ExitShort" + Bars.Count.ToString(), shortName);
DrawDiamond("GetShort" + lastbarcount.ToString(), true, 0, Typical[1], Color.YellowGreen);
}
}
//
// bool emvGetInShortOK = false;
// bool emvGetInLongOK = false;
//
// if(EMV[0] > 0 )
// emvGetInLongOK = true;
// if(EMV[0] < 0 )
// emvGetInShortOK = true;
if (Position.MarketPosition == MarketPosition.Flat) // IF Flat
{
// prevent stupid stuff.
SetStopLoss(shortName, CalculationMode.Price, Bollinger(Typical, bollingerDeviations + 2, StdDevCount).Upper[1], false);
SetStopLoss(longName, CalculationMode.Price, Bollinger(Typical, bollingerDeviations + 2, StdDevCount).Lower[1], false);
}
// DO OUR GET INS
if (Stochastics(Typical, 14, 28, 3).D[1] >= Stochastics(Typical, 14, 28, 3).K[1] && Stochastics(Typical, 14, 28, 3).D[1] > 79 && Stochastics(Typical, 14, 28, 3).K[1] > 79)
{
if (GetInShort > 0 && Position.MarketPosition == MarketPosition.Flat)
{
EnterShortLimit(0, true, GetQuantityToPurchase(), Math.Max(Bollinger(Typical, bollingerDeviations, StdDevCount).Middle[1], GetCurrentBid() - 0.01), shortName);
SetStopLoss(shortName, CalculationMode.Price, Bollinger(Typical, bollingerDeviations + 2, StdDevCount).Upper[1], false);
DrawDiamond("GetShort-Initial" + lastbarcount.ToString(), true, 0, Bollinger(Typical, bollingerDeviations + 1, StdDevCount).Upper[1], Color.Chocolate);
GetInShort = 0;
//emvGetInShortOK= false;
}
}
if (Stochastics(Typical, 14, 28, 3).D[1] <= Stochastics(Typical, 14, 28, 3).K[1] && Stochastics(Typical, 14, 28, 3).D[1] < 21 && Stochastics(Typical, 14, 28, 3).K[1] < 21)
{
if (GetInLong > 0 && Position.MarketPosition == MarketPosition.Flat)
{
EnterLongLimit(0, true, GetQuantityToPurchase(), Math.Min(Bollinger(Typical, bollingerDeviations, StdDevCount).Middle[1], GetCurrentAsk() + 0.01), longName);
SetStopLoss(longName, CalculationMode.Price, Bollinger(Typical, bollingerDeviations + 2, StdDevCount).Lower[1], false);
DrawDiamond("GetLong-Initial" + lastbarcount.ToString(), true, 0, Bollinger(Typical, bollingerDeviations + 1, StdDevCount).Lower[1], Color.Chocolate);
GetInLong = 0;
//emvGetInLongOK = false;
}
}
}
lastbarcount = Bars.Count;
}
