protected override void OnStart()
{
_maCrossIndicator = Indicators.GetIndicator <MACrossOver>(SourceSeries, SlowPeriodParameter, MediumPeriodParameter, FastPeriodParameter, false, false, false);
_fastMA = Indicators.MovingAverage(SourceSeries, FastPeriodParameter, MovingAverageType.Exponential);
_mediumMA = Indicators.MovingAverage(SourceSeries, MediumPeriodParameter, MovingAverageType.Exponential);
_slowMA = Indicators.MovingAverage(SourceSeries, SlowPeriodParameter, MovingAverageType.Exponential);
_rsi = Indicators.RelativeStrengthIndex(SourceSeries, 14);
_atr = Indicators.AverageTrueRange(Bars, 14, MovingAverageType.Exponential);
Print("Take Longs: {0}", TakeLongsParameter);
Print("Take Shorts: {0}", TakeShortsParameter);
Print("Initial SL rule: {0}", InitialStopLossRule);
Print("Initial SL in pips: {0}", InitialStopLossInPips);
Print("Trailing SL rule: {0}", TrailingStopLossRule);
Print("Trailing SL in pips: {0}", TrailingStopLossInPips);
Print("Lot sizing rule: {0}", LotSizingRule);
Print("Take profit rule: {0}", TakeProfitRule);
Print("Take profit in pips: {0}", TakeProfitInPips);
Print("Minutes to wait after position closed: {0}", MinutesToWaitAfterPositionClosed);
Print("Move to breakeven: {0}", MoveToBreakEven);
Print("Close half at breakeven: {0}", CloseHalfAtBreakEven);
Print("MA Cross Rule: {0}", MaCrossRule);
Print("H4MA: {0}", H4MaPeriodParameter);
Print("Recording: {0}", RecordSession);
Print("Enter at Market: {0}", EnterAtMarket);
Print("BarsToAllowTradeToDevelop: {0}", BarsToAllowTradeToDevelop);
Init(TakeLongsParameter,
TakeShortsParameter,
InitialStopLossRule,
InitialStopLossInPips,
TrailingStopLossRule,
TrailingStopLossInPips,
LotSizingRule,
TakeProfitRule,
TakeProfitInPips,
MinutesToWaitAfterPositionClosed,
MoveToBreakEven,
CloseHalfAtBreakEven,
DynamicRiskPercentage,
BarsToAllowTradeToDevelop);
Notifications.SendEmail("*****@*****.**", "*****@*****.**", "MA Cross Over robot initialized", "This is a test");
if (RecordSession)
{
_runId = SaveRunToDatabase();
if (_runId <= 0)
{
throw new InvalidOperationException("Run Id was <= 0!");
}
}
}
//private readonly List<SignalDay> _signals = new List<SignalDay>
//{
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2016, 5, 10),
// Bsr = 2.25,
// RT = 1.06
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2016, 5, 25),
// Bsr = 1.50,
// RT = 1.04
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2016, 6, 30),
// Bsr = 1.16,
// RT = 1.02
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2016, 9, 22),
// Bsr = 2.22,
// RT = 1.07
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2016, 10, 10),
// Bsr = 1.22,
// RT = 1.01
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2016, 11, 11),
// Bsr = 1.07,
// RT = 1.02
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2017, 3, 30),
// Bsr = 1.48,
// RT = 1.02
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2017, 4, 10),
// Bsr = 1.13,
// RT = 1.00
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2017, 4, 17),
// Bsr = 1.04,
// RT = 0.99
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2017, 4, 19),
// Bsr = 1.16,
// RT = 1.00
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2017, 5, 22),
// Bsr = 1.10,
// RT = 0.99
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2017, 7, 11),
// Bsr = 1.20,
// RT = 0.99
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2017, 8, 31),
// Bsr = 1.15,
// RT = 1.01
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2017, 11, 16),
// Bsr = 1.02,
// RT = 1.00
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2018, 3, 7),
// Bsr = 0.9,
// RT = 0.99
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2018, 4, 17),
// Bsr = 1.08,
// RT = 0.99
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2018, 4, 27),
// Bsr = 0.81,
// RT = 0.97
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2018, 5, 9),
// Bsr = 1.21,
// RT = 1.01
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2018, 7, 6),
// Bsr = 1.48,
// RT = 1.01
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2018, 8, 2),
// Bsr = 0.79,
// RT = 0.96
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2018, 8, 14),
// Bsr = 0.69,
// RT = 0.94
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2018, 8, 17),
// Bsr = 0.69,
// RT = 0.94
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2018, 11, 28),
// Bsr = 0.29,
// RT = 0.89
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2019, 1, 11),
// Bsr = 0.64,
// RT = 0.98
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2019, 3, 28),
// Bsr = 1.66,
// RT = 1.05
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2019, 6, 13),
// Bsr = 0.46,
// RT = 0.93
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2019, 9, 5),
// Bsr = 0.55,
// RT = 0.95
// },
// new SignalDay
// {
// SignalType = SignalType.DewUp,
// Date = new DateTime(2019, 10, 21),
// Bsr = 0.96,
// RT = 0.96
// },
// // ****************** DOWN SIGNALS
// new SignalDay
// {
// SignalType = SignalType.DewDown,
// Date = new DateTime(2019, 10, 1),
// Bsr = 0.33,
// RT = 0.90
// },
// new SignalDay
// {
// SignalType = SignalType.DewDown,
// Date = new DateTime(2019, 8, 1),
// Bsr = 0.61,
// RT = 0.95
// },
// new SignalDay
// {
// SignalType = SignalType.DewDown,
// Date = new DateTime(2019, 5, 9),
// Bsr = 0.49,
// RT = 0.93
// },
// new SignalDay
// {
// SignalType = SignalType.DewDown,
// Date = new DateTime(2019, 3, 22),
// Bsr = 1.65,
// RT = 1.05
// },
// new SignalDay
// {
// SignalType = SignalType.DewDown,
// Date = new DateTime(2018, 12, 4),
// Bsr = 0.19,
// RT = 0.85
// },
// new SignalDay
// {
// // BEST Signal
// SignalType = SignalType.DewDown,
// Date = new DateTime(2018, 10, 1),
// Bsr = 0.63,
// RT = 0.95
// },
// new SignalDay
// {
// SignalType = SignalType.DewDown,
// Date = new DateTime(2018, 8, 15),
// Bsr = 0.48,
// RT = 0.92
// },
// new SignalDay
// {
// SignalType = SignalType.DewDown,
// Date = new DateTime(2018, 8, 13),
// Bsr = 0.56,
// RT = 0.93
// },
// new SignalDay
// {
// SignalType = SignalType.DewDown,
// Date = new DateTime(2019, 7, 30),
// Bsr = 0.66,
// RT = 0.95
// },
// new SignalDay
// {
// SignalType = SignalType.DewDown,
// Date = new DateTime(2018, 6, 27),
// Bsr = 0.7,
// RT = 0.96
// },
// new SignalDay
// {
// SignalType = SignalType.DewDown,
// Date = new DateTime(2018, 4, 30),
// Bsr = 0.69,
// RT = 0.96
// },
// new SignalDay
// {
// SignalType = SignalType.DewDown,
// Date = new DateTime(2018, 4, 24),
// Bsr = 0.77,
// RT = 0.96
// },
// new SignalDay
// {
// SignalType = SignalType.DewDown,
// Date = new DateTime(2018, 3, 22),
// Bsr = 0.4,
// RT = 0.93
// },
// new SignalDay
// {
// SignalType = SignalType.DewDown,
// Date = new DateTime(2018, 2, 5),
// Bsr = 0.34,
// RT = 0.91
// },
// new SignalDay
// {
// SignalType = SignalType.DewDown,
// Date = new DateTime(2017, 11, 13),
// Bsr = 1.15,
// RT = 1.00
// },
//};
protected override void OnStart()
{
ReadSignalData();
_closedHalf = false;
_maCrossIndicator = Indicators.GetIndicator <MACrossOver>(SourceSeries, SlowPeriodParameter, MediumPeriodParameter, FastPeriodParameter);
_fastMA = Indicators.MovingAverage(SourceSeries, FastPeriodParameter, MovingAverageType.Exponential);
_mediumMA = Indicators.MovingAverage(SourceSeries, MediumPeriodParameter, MovingAverageType.Exponential);
_slowMA = Indicators.MovingAverage(SourceSeries, SlowPeriodParameter, MovingAverageType.Exponential);
var h4series = MarketData.GetSeries(TimeFrame.Hour4);
_rsi = Indicators.RelativeStrengthIndex(SourceSeries, 14);
_h4Rsi = Indicators.RelativeStrengthIndex(h4series.Close, 14);
Print("Take Longs: {0}", TakeLongsParameter);
Print("Take Shorts: {0}", TakeShortsParameter);
Print("Initial SL rule: {0}", InitialStopLossRule);
Print("Initial SL in pips: {0}", InitialStopLossInPips);
Print("Trailing SL in pips: {0}", TrailingStopLossInPips);
Print("Lot sizing rule: {0}", LotSizingRule);
Print("Take profit in pips: {0}", TakeProfitInPips);
Print("Minutes to wait after position closed: {0}", MinutesToWaitAfterPositionClosed);
Print("Recording: {0}", RecordSession);
Init(TakeLongsParameter,
TakeShortsParameter,
InitialStopLossRule,
InitialStopLossInPips,
0,
TrailingStopLossInPips,
LotSizingRule,
0,
TakeProfitInPips,
MinutesToWaitAfterPositionClosed,
false,
false,
DynamicRiskPercentage,
BarsToAllowTradeToDevelop);
Notifications.SendEmail("*****@*****.**", "*****@*****.**", "MA Cross Over robot initialized", "This is a test");
if (RecordSession)
{
_runId = SaveRunToDatabase();
if (_runId <= 0)
{
throw new InvalidOperationException("Run Id was <= 0!");
}
}
}
protected override void OnStart()
{
_maCrossIndicator = Indicators.GetIndicator <MACrossOver>(SourceSeries, SlowPeriodParameter, MediumPeriodParameter, FastPeriodParameter);
_fastMA = Indicators.MovingAverage(SourceSeries, FastPeriodParameter, MovingAverageType.Exponential);
_mediumMA = Indicators.MovingAverage(SourceSeries, MediumPeriodParameter, MovingAverageType.Exponential);
_slowMA = Indicators.MovingAverage(SourceSeries, SlowPeriodParameter, MovingAverageType.Exponential);
Print("Take Longs: {0}", TakeLongsParameter);
Print("Take Shorts: {0}", TakeShortsParameter);
Print("Initial SL rule: {0}", InitialStopLossRule);
Print("Initial SL in pips: {0}", InitialStopLossInPips);
Print("Trailing SL rule: {0}", TrailingStopLossRule);
Print("Trailing SL in pips: {0}", TrailingStopLossInPips);
Print("Lot sizing rule: {0}", LotSizingRule);
Print("Take profit rule: {0}", TakeProfitRule);
Print("Take profit in pips: {0}", TakeProfitInPips);
Print("Minutes to wait after position closed: {0}", MinutesToWaitAfterPositionClosed);
Print("Move to breakeven: {0}", MoveToBreakEven);
Print("Close half at breakeven: {0}", CloseHalfAtBreakEven);
Print("MA Cross Rule: {0}", MaCrossRule);
Print("MADistanceFilter: {0}", MADistanceFilter);
Print("MAsFlatFilter: {0}", MAsFlatFilter);
Print("NewHighLowFilter: {0}", NewHighLowFilter);
Print("BarsToAllowTradeToDevelop: {0}", BarsToAllowTradeToDevelop);
Init(TakeLongsParameter,
TakeShortsParameter,
InitialStopLossRule,
InitialStopLossInPips,
TrailingStopLossRule,
TrailingStopLossInPips,
LotSizingRule,
TakeProfitRule,
TakeProfitInPips,
MinutesToWaitAfterPositionClosed,
MoveToBreakEven,
CloseHalfAtBreakEven,
DynamicRiskPercentage,
BarsToAllowTradeToDevelop);
Notifications.SendEmail("*****@*****.**", "*****@*****.**", "MA Cross Over robot initialized", "This is a test");
}
