protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "ScalpTick";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 2;
ProfitTicks = 4;
StopLossTicks = 15;
TradeSecondTrade = true;
TradeTails = true;
TradeBigBars = true;
Trade0Period = true;
Trade1Period = true;
TradeOpen = true;
TickProfileMinThreshold = 12;
BreakevenThreshold = .5;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
}
else if (State == State.Configure)
{
//SetProfitTarget(CalculationMode.Ticks, 4);
//SetStopLoss(CalculationMode.Ticks, 25);
AddHeikenAshi("NQ 12-18", BarsPeriodType.Tick, 400, MarketDataType.Last);
AddDataSeries(Data.BarsPeriodType.Second, 5);
guerillaTickProfile = GuerillaTickProfile(BarsArray[0], Brushes.MediumVioletRed, Brushes.LightGray, this.TickProfileMinThreshold, 2000);
AddChartIndicator(guerillaTickProfile);
greenBarStick = GuerillaStickSimple(BarsArray[0], Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.GreenBar, 0, 0);
AddChartIndicator(greenBarStick);
redBarStick = GuerillaStickSimple(BarsArray[0], Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.RedBar, 0, 0);
AddChartIndicator(redBarStick);
fiftyHammerStick = GuerillaStickSimple(BarsArray[0], Brushes.HotPink, Brushes.HotPink, GuerillaChartPattern.FiftyHammer, 0, 0);
AddChartIndicator(fiftyHammerStick);
fiftyManStick = GuerillaStickSimple(BarsArray[0], Brushes.HotPink, Brushes.HotPink, GuerillaChartPattern.FiftyMan, 0, 0);
AddChartIndicator(fiftyManStick);
fiftyBarStick = GuerillaStickSimple(BarsArray[0], Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.FiftyBar, 0, 0);
AddChartIndicator(fiftyBarStick);
bigBarStick = GuerillaStickSimple(BarsArray[0], Brushes.Blue, Brushes.Blue, GuerillaChartPattern.BigBar, 0, 0);
AddChartIndicator(bigBarStick);
List <DisasbleTimeRange> disableTimeRanges = new List <DisasbleTimeRange>();
//disableTimeRanges.Add(new DisasbleTimeRange() { Day = DayOfWeek.Monday, StartHour = 5, StartMinute = 30, EndHour = 6, EndMinute = 29 });
//disableTimeRanges.Add(new DisasbleTimeRange() { Day = DayOfWeek.Monday, StartHour = 7, StartMinute = 0, EndHour = 7, EndMinute = 29 });
//disableTimeRanges.Add(new DisasbleTimeRange() { Day = DayOfWeek.Monday, StartHour = 9, StartMinute = 0, EndHour = 11, EndMinute = 29 });
//disableTimeRanges.Add(new DisasbleTimeRange() { Day = DayOfWeek.Monday, StartHour = 9, StartMinute = 0, EndHour = 9, EndMinute = 29 });
//disableTimeRanges.Add(new DisasbleTimeRange() { Day = DayOfWeek.Monday, StartHour = 10, StartMinute = 0, EndHour = 10, EndMinute = 29 });
//disableTimeRanges.Add(new DisasbleTimeRange() { Day = DayOfWeek.Monday, StartHour = 9, StartMinute = 0, EndHour = 10, EndMinute = 59 });
disableTimeRanges.Add(new DisasbleTimeRange()
{
Day = DayOfWeek.Monday, StartHour = 12, StartMinute = 46, EndHour = 16, EndMinute = 29
});
//disableTimeRanges.Add(new DisasbleTimeRange() { Day = DayOfWeek.Monday, StartHour = 20, StartMinute = 0, EndHour = 20, EndMinute = 59 });
//disableTimeRanges.Add(new DisasbleTimeRange() { Day = DayOfWeek.Monday, StartHour = 17, StartMinute = 30, EndHour = 18, EndMinute = 29 });
//disableTimeRanges.Add(new DisasbleTimeRange() { Day = DayOfWeek.Monday, StartHour = 19, StartMinute = 30, EndHour = 20, EndMinute = 59 });
foreach (DisasbleTimeRange d in disableTimeRanges)
{
disableManager.AddRange(DayOfWeek.Sunday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Monday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Tuesday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Wednesday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Thursday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Friday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
}
trailingStopManager.AddItem((int)(this.ProfitTicks * this.BreakevenThreshold), (int)(this.ProfitTicks * this.BreakevenThreshold));
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "Research2";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 2;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
StartTradingHour = 7;
StartTradingMinute = 45;
StopTradingHour = 12;
StopTradingMinute = 45;
ProfitTicks = 5;
HoldPeriods = 1;
}
else if (State == State.Configure)
{
//SetProfitTarget(CalculationMode.Ticks, 50);
SetStopLoss(CalculationMode.Ticks, 40);
AddDataSeries(Data.BarsPeriodType.Second, (int)(shortTimePeriod * 60));
AddDataSeries(Data.BarsPeriodType.Second, 5);
guerillaTickProfile = GuerillaTickProfile(BarsArray[0], Brushes.MediumVioletRed, Brushes.LightGray, 28, 200);
AddChartIndicator(guerillaTickProfile);
greenBarStick = GuerillaStickSimple(BarsArray[0], Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.GreenBar, 0, 0);
AddChartIndicator(greenBarStick);
redBarStick = GuerillaStickSimple(BarsArray[0], Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.RedBar, 0, 0);
AddChartIndicator(redBarStick);
fiftyHammerStick = GuerillaStickSimple(BarsArray[0], Brushes.Chartreuse, Brushes.Firebrick, GuerillaChartPattern.FiftyHammer, 0, 0);
AddChartIndicator(fiftyHammerStick);
fiftyManStick = GuerillaStickSimple(BarsArray[0], Brushes.Chartreuse, Brushes.Firebrick, GuerillaChartPattern.FiftyMan, 0, 0);
AddChartIndicator(fiftyManStick);
fiftyBarStick = GuerillaStickSimple(BarsArray[0], Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.FiftyBar, 0, 0);
AddChartIndicator(fiftyBarStick);
bigBarStick = GuerillaStickSimple(BarsArray[0], Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.BigBar, 0, 0);
AddChartIndicator(bigBarStick);
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "ScalpTheCrowd";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 1;
ProfitTicks = 5;
StopLossTicks = 4;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
}
else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Second, (int)(shortTimePeriod * 60));
AddDataSeries(Data.BarsPeriodType.Tick, 1);
guerillaTickProfile = GuerillaTickProfile(BarsArray[0], Brushes.MediumVioletRed, Brushes.LightGray, 13, 2000);
AddChartIndicator(guerillaTickProfile);
#region Primary Sticks
primaryGreenBarStick = GuerillaStickSimple(BarsArray[0], Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.GreenBar, 0, 0);
AddChartIndicator(primaryGreenBarStick);
primaryRedBarStick = GuerillaStickSimple(BarsArray[0], Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.RedBar, 0, 0);
AddChartIndicator(primaryRedBarStick);
primaryFiftyHammerStick = GuerillaStickSimple(BarsArray[0], Brushes.HotPink, Brushes.HotPink, GuerillaChartPattern.FiftyHammer, 0, 0);
AddChartIndicator(primaryFiftyHammerStick);
primaryFiftyManStick = GuerillaStickSimple(BarsArray[0], Brushes.HotPink, Brushes.HotPink, GuerillaChartPattern.FiftyMan, 0, 0);
AddChartIndicator(primaryFiftyManStick);
primaryFiftyBarStick = GuerillaStickSimple(BarsArray[0], Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.FiftyBar, 0, 0);
AddChartIndicator(primaryFiftyBarStick);
primaryBigBarStick = GuerillaStickSimple(BarsArray[0], Brushes.Blue, Brushes.Blue, GuerillaChartPattern.BigBar, 0, 0);
AddChartIndicator(primaryBigBarStick);
#endregion
#region Secondary Sticks
secondaryGreenBarStick = GuerillaStickSimple(BarsArray[1], Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.GreenBar, 0, 0);
AddChartIndicator(secondaryGreenBarStick);
secondaryRedBarStick = GuerillaStickSimple(BarsArray[1], Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.RedBar, 0, 0);
AddChartIndicator(secondaryRedBarStick);
secondaryFiftyHammerStick = GuerillaStickSimple(BarsArray[1], Brushes.HotPink, Brushes.HotPink, GuerillaChartPattern.FiftyHammer, 0, 0);
AddChartIndicator(secondaryFiftyHammerStick);
secondaryFiftyManStick = GuerillaStickSimple(BarsArray[1], Brushes.HotPink, Brushes.HotPink, GuerillaChartPattern.FiftyMan, 0, 0);
AddChartIndicator(secondaryFiftyManStick);
secondaryFiftyBarStick = GuerillaStickSimple(BarsArray[1], Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.FiftyBar, 0, 0);
AddChartIndicator(secondaryFiftyBarStick);
secondaryBigBarStick = GuerillaStickSimple(BarsArray[1], Brushes.Blue, Brushes.Blue, GuerillaChartPattern.BigBar, 0, 0);
AddChartIndicator(secondaryBigBarStick);
#endregion
List <DisasbleTimeRange> disableTimeRanges = new List <DisasbleTimeRange>();
disableTimeRanges.Add(new DisasbleTimeRange()
{
Day = DayOfWeek.Monday, StartHour = 5, StartMinute = 30, EndHour = 7, EndMinute = 44
});
disableTimeRanges.Add(new DisasbleTimeRange()
{
Day = DayOfWeek.Monday, StartHour = 12, StartMinute = 46, EndHour = 16, EndMinute = 29
});
foreach (DisasbleTimeRange d in disableTimeRanges)
{
disableManager.AddRange(DayOfWeek.Sunday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Monday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Tuesday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Wednesday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Thursday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Friday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
}
}
}
