protected override void OnStart()
{
bb=Indicators.BollingerBands(MarketSeries.Close,bbperiod,bbotcl, MovingAverageType.Simple);
rsi=Indicators.RelativeStrengthIndex(MarketSeries.Close,rsiperiod);
psar=Indicators.ParabolicSAR(SARstep,SARmax);
frc=Indicators.FractalChaosBands(5);
}
protected override void OnStart()
{
dataOps = new DataOps(this);
dataOps.Reconcile();
//events registration
Positions.Closed += PositionsOnClosed;
Positions.Opened += PositionsOnOpened;
//constants
T = Symbol.TickValue;
S = Symbol.TickSize;
//factor multiplier in converting target in ticks to compare position P/L in Pips
factor = Symbol.PipSize / S;
//indicators
psar = Indicators.ParabolicSAR(minAF, maxAF);
//strategies
strGs = new Strategy[2];
Print("b4 psar");
var psr = new PsarStrategy(this);
SendAlert("OnStart()");
var ping = new PingPongStrategy(this);
strGs[0] = psr;
strGs[1] = ping;
}
protected override void OnStart()
{
bb = Indicators.BollingerBands(MarketSeries.Close, bbperiod, bbotcl, MovingAverageType.Simple);
rsi = Indicators.RelativeStrengthIndex(MarketSeries.Close, rsiperiod);
psar = Indicators.ParabolicSAR(SARstep, SARmax);
frc = Indicators.FractalChaosBands(5);
}
protected override void Create(){
m_ParabolicSAR = new ParabolicSAR(this);
m_oparcl = new VariableObject<Double>(this);
m_oparop = new VariableObject<Double>(this);
m_oposition = new VariableObject<int>(this);
m_otransition = new VariableObject<int>(this);
m_ParSE = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "ParSE", EOrderAction.SellShort));
}
protected override void Create()
{
m_ParabolicSAR = new ParabolicSAR(this);
m_oparcl = new VariableObject <Double>(this);
m_oparop = new VariableObject <Double>(this);
m_oposition = new VariableObject <int>(this);
m_otransition = new VariableObject <int>(this);
m_ParSE = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "ParSE", EOrderAction.SellShort));
}
protected override void OnStart()
{
i_MACD_main = Indicators.MacdHistogram(MarketSeries.Close, (int)_Period_SlowEMA, (int)_Period_FastEMA, (int)_Period_MACD_SMA);
i_MCAD_signal = Indicators.MacdHistogram(MarketSeries.Close, (int)_Period_SlowEMA, (int)_Period_FastEMA, (int)_Period_MACD_SMA);
i_MA_Close = Indicators.SimpleMovingAverage(MarketSeries.Close, 1);
i_Parabolic_SAR = Indicators.ParabolicSAR(_Step_PrbSAR, 0.1);
i_MA_Open = Indicators.SimpleMovingAverage(MarketSeries.Open, 1);
i_EMAf = Indicators.ExponentialMovingAverage(MarketSeries.Close, (int)_Period_FastEMA);
}
protected override void OnStart()
{
parabolicSAR = Indicators.ParabolicSAR(MinAF, MaxAF);
var tradeType = parabolicSAR.Result.LastValue < Symbol.Bid ? TradeType.Buy : TradeType.Sell;
Print("Trade type is {0}, Parabolic SAR is {1}, Bid is {2}", tradeType, parabolicSAR.Result.LastValue, Symbol.Bid);
ExecuteMarketOrder(tradeType, Symbol, Volume, "PSAR TrailingStops");
}
protected override void OnStart()
{
parabolicSAR = Indicators.ParabolicSAR(MinAF, MaxAF);
var tradeType = parabolicSAR.Result.LastValue < Symbol.Bid ? TradeType.Buy : TradeType.Sell;
Print("Trade type is {0}, Parabolic SAR is {1}, Bid is {2}", tradeType, parabolicSAR.Result.LastValue, Symbol.Bid);
ExecuteMarketOrder(tradeType, Symbol, Volume, "PSAR TrailingStops");
}
public EurUsdSimpleSystem(BarItemType barType)
{
this.barType = barType;
this.identityCode = string.Format("{0}({1})", IDENTITY_CODE, barType.Code);
psar = new ParabolicSAR(barType, 5);
macd = new MACD(barType, 12, 26, 9);
Register(psar, macd);
}
protected override void OnStart()
{
i_MACD_main = Indicators.MacdHistogram(MarketSeries.Close, (int)_Period_SlowEMA, (int)_Period_FastEMA, (int)_Period_MACD_SMA);
i_MCAD_signal = Indicators.MacdHistogram(MarketSeries.Close, (int)_Period_SlowEMA, (int)_Period_FastEMA, (int)_Period_MACD_SMA);
i_MA_Close = Indicators.SimpleMovingAverage(MarketSeries.Close, 1);
i_Parabolic_SAR = Indicators.ParabolicSAR(_Step_PrbSAR, 0.1);
i_MA_Open = Indicators.SimpleMovingAverage(MarketSeries.Open, 1);
i_EMAf = Indicators.ExponentialMovingAverage(MarketSeries.Close, (int)_Period_FastEMA);
}
protected override void Initialize()
{
lrf = Indicators.LinearRegressionForecast(Source, LRFperiod);
ma = Indicators.SimpleMovingAverage(lrf.Result, MAperiod);
psar = Indicators.ParabolicSAR(minAF, maxAF);
diff = CreateDataSeries();
zsma = Indicators.TimeSeriesMovingAverage(diff, ZSperiod);
zsstddev = Indicators.StandardDeviation(diff, ZSperiod, MovingAverageType.Simple);
}
protected override void Create()
{
m_parabolicsar1 = new ParabolicSAR(this);
m_oparcl = new VariableObject <Double>(this);
m_oparop = new VariableObject <Double>(this);
m_oposition = new VariableObject <int>(this);
m_otransition = new VariableObject <int>(this);
Plot1 =
AddPlot(new PlotAttributes("ParCl", EPlotShapes.Point, Color.Blue,
Color.Empty, 1, 0, true));
}
protected override void Initialize()
{
_dixPowerDigits = Math.Pow(10, Robot.Symbol.Digits);
i_MACD_main = Robot.Indicators.MacdHistogram(Robot.MarketSeries.Close, Period_SlowEMA, Period_FastEMA, Period_MACD_SMA);
i_MCAD_signal = Robot.Indicators.MacdHistogram(Robot.MarketSeries.Close, Period_SlowEMA, Period_FastEMA, Period_MACD_SMA);
//i_MA_Close = Robot.Indicators.SimpleMovingAverage(Robot.MarketSeries.Close, 1);
i_Parabolic_SAR = Robot.Indicators.ParabolicSAR(Step_PrbSAR, 0.1);
i_MA_Open = Robot.Indicators.SimpleMovingAverage(Robot.MarketSeries.Open, 1);
i_EMAf = Robot.Indicators.ExponentialMovingAverage(Robot.MarketSeries.Close, Period_FastEMA);
}
public PSARandADX(BarItemType barType)
{
this.barType = barType;
this.identityCode = string.Format("{0}({1})", IDENTITY_CODE, barType.Code);
psar = new ParabolicSAR(barType, 5);
adx = new ADX(barType, 50);
Register(psar, adx);
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"strategy by rollas from TV";
Name = "TripleSAR";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = false;
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 = 20;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
pointDiff = 1;
profitTaker = 100;
stopLoss = 100;
}
else if (State == State.Configure)
{
//SetStopLoss(CalculationMode.Ticks, stopLoss);
SetProfitTarget(CalculationMode.Ticks, profitTaker);
}
else if (State == State.DataLoaded)
{
slow = ParabolicSAR(0.01, 0.2, 0.01);
med = ParabolicSAR(0.01, 0.2, 0.02);
fast = ParabolicSAR(0.01, 0.2, 0.03);
slow.Plots[0].PlotStyle = PlotStyle.Cross;
slow.Plots[0].Brush = Brushes.Red;
AddChartIndicator(slow);
med.Plots[0].PlotStyle = PlotStyle.Cross;
med.Plots[0].Brush = Brushes.LimeGreen;
AddChartIndicator(med);
fast.Plots[0].PlotStyle = PlotStyle.Cross;
fast.Plots[0].Brush = Brushes.Blue;
AddChartIndicator(fast);
}
}
/// <summary>
/// Evento generato quando viene avviato il cBot
/// </summary>
protected override void OnStart()
{
// --> Stampo nei log la versione corrente
Print("{0} : {1}", NAME, VERSION);
// --> Messaggio di avvertimento nel caso incui si eseguisse senza modifiche logiche
/*
* if (Chart.CanDraw(RunningMode))
* Chart.DrawStaticText(NAME, "ATTENTION : CBOT BASE, EDIT THIS TEMPLATE ONLY", VerticalAlignment.Top, HorizontalAlignment.Left, Extensions.ColorFromEnum(TextColor));
*/
// --> Determino il range di pausa
Pause1 = new Extensions.Monitor.PauseTimes
{
Over = PauseOver,
Under = PauseUnder
};
// --> Inizializzo il Monitor
Monitor1 = new Extensions.Monitor(MyLabel, Symbol, Bars, Positions, Pause1);
// --> Inizializzo il MoneyManagement
MonenyManagement1 = new Extensions.MonenyManagement(Account, MyCapital, MyRisk, FixedLots, SL > 0 ? SL : FakeSL, Symbol);
// --> Inizializzo i dati per la gestione del breakeven
BreakEvenData1 = new Extensions.Monitor.BreakEvenData
{
Activation = BreakEvenActivation,
Distance = BreakEvenDistance
};
// --> Inizializzo i dati per la gestione del Trailing
TrailingData1 = new Extensions.Monitor.TrailingData
{
Activation = TrailingActivation,
Distance = TrailingDistance
};
// --> Osservo le aperture per operazioni comuni
Positions.Opened += _onOpenPositions;
// --> Fissiamo la logica degli indicatori
EMAfast = Indicators.ExponentialMovingAverage(Bars.ClosePrices, EmaFastPeriod);
EMAslow = Indicators.ExponentialMovingAverage(Bars.ClosePrices, EmaSlowPeriod);
SAR = Indicators.ParabolicSAR(0.02, 0.2);
// --> Effettuo un test di apertura per verificare il funzionamento del sistema
if (OpenOnStart != MyTradeType.Disabled)
{
_test((OpenOnStart == MyTradeType.Buy) ? TradeType.Buy : TradeType.Sell, MonenyManagement1);
}
}
public PSARandStochastic(BarItemType barType)
{
this.barType = barType;
this.identityCode = string.Format("{0}({1})", IDENTITY_CODE, barType.Code);
psar = new ParabolicSAR(barType, 5);
stoc = new Stochastics(barType, 14);
ema = new EMA(barType, 100);
Register(psar, stoc, ema);
}
protected override void OnStart()
{
label = "TheMajorV2PSar" + Symbol.Code + " " + TimeFrame.ToString() + " / " + HighOrderTimeFrame.ToString();
tendency = Indicators.GetIndicator <CandlestickTendency>(HighOrderTimeFrame);
index = MarketSeries.Close.Count - 1;
_macd = Indicators.MacdHistogram(LongCycle, ShortCycle, Period);
rsi = Indicators.RelativeStrengthIndex(Source, Periods);
_SSR = Indicators.GetIndicator <SinewaveSupportResistance>(MarketSeries, Alpha);
_moneyFlow = Indicators.MoneyFlowIndex(MFIPeriod);
_parabolic = Indicators.ParabolicSAR(minaf, maxaf);
Positions.Opened += PositionsOnOpened;
Positions.Closed += PositionsOnClosed;
}
protected override void OnStart()
{
label = "Colonel V1 " + Symbol.Code + " " + TimeFrame.ToString() + " / ";
_fastMa = Indicators.MovingAverage(SourceSeries, FastPeriods, MAType);
_slowMa = Indicators.MovingAverage(SourceSeries, SlowPeriods, MAType);
_macd = Indicators.MacdHistogram(LongCycle, ShortCycle, Period);
rsi = Indicators.RelativeStrengthIndex(Source, Periods);
_SSR = Indicators.GetIndicator <SinewaveSupportResistance>(MarketSeries, Alpha);
_moneyFlow = Indicators.MoneyFlowIndex(MFIPeriod);
_parabolic = Indicators.ParabolicSAR(minaf, maxaf);
Positions.Opened += PositionsOnOpened;
Positions.Closed += PositionsOnClosed;
}
/// <summary>
/// Parabolic SAR
/// </summary>
/// <returns></returns>
public ParabolicSAR ParabolicSAR(Data.IDataSeries input, double acceleration, double accelerationMax, double accelerationStep)
{
if (cacheParabolicSAR != null)
for (int idx = 0; idx < cacheParabolicSAR.Length; idx++)
if (Math.Abs(cacheParabolicSAR[idx].Acceleration - acceleration) <= double.Epsilon && Math.Abs(cacheParabolicSAR[idx].AccelerationMax - accelerationMax) <= double.Epsilon && Math.Abs(cacheParabolicSAR[idx].AccelerationStep - accelerationStep) <= double.Epsilon && cacheParabolicSAR[idx].EqualsInput(input))
return cacheParabolicSAR[idx];
lock (checkParabolicSAR)
{
checkParabolicSAR.Acceleration = acceleration;
acceleration = checkParabolicSAR.Acceleration;
checkParabolicSAR.AccelerationMax = accelerationMax;
accelerationMax = checkParabolicSAR.AccelerationMax;
checkParabolicSAR.AccelerationStep = accelerationStep;
accelerationStep = checkParabolicSAR.AccelerationStep;
if (cacheParabolicSAR != null)
for (int idx = 0; idx < cacheParabolicSAR.Length; idx++)
if (Math.Abs(cacheParabolicSAR[idx].Acceleration - acceleration) <= double.Epsilon && Math.Abs(cacheParabolicSAR[idx].AccelerationMax - accelerationMax) <= double.Epsilon && Math.Abs(cacheParabolicSAR[idx].AccelerationStep - accelerationStep) <= double.Epsilon && cacheParabolicSAR[idx].EqualsInput(input))
return cacheParabolicSAR[idx];
ParabolicSAR indicator = new ParabolicSAR();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Acceleration = acceleration;
indicator.AccelerationMax = accelerationMax;
indicator.AccelerationStep = accelerationStep;
Indicators.Add(indicator);
indicator.SetUp();
ParabolicSAR[] tmp = new ParabolicSAR[cacheParabolicSAR == null ? 1 : cacheParabolicSAR.Length + 1];
if (cacheParabolicSAR != null)
cacheParabolicSAR.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheParabolicSAR = tmp;
return indicator;
}
}
/// <summary>
/// Viene generato all'avvio dell'indicatore, si inizializza l'indicatore
/// </summary>
protected override void Initialize()
{
// --> Stampo nei log la versione corrente
Print("{0} : {1}", NAME, VERSION);
DeTrended = Indicators.DetrendedPriceOscillator(Bars.ClosePrices, Period, MAType);
EMASmooth = Indicators.ExponentialMovingAverage(DeTrended.Result, Smooth);
MA = Indicators.MovingAverage(Bars.ClosePrices, Period, MAType);
SAR = Indicators.ParabolicSAR(0.02, 0.2);
ATR = Indicators.AverageTrueRange(Period, MAType);
K = Symbol.PipsToDigits(K);
// --> Inizializzo i parametri grafici
_updateCandleSize();
// --> Ridisegno tutte le candele ogni volta che cambia lo zoom
Chart.ZoomChanged += _repaint;
}
protected override void Initialize()
{
_dixPowerDigits = Math.Pow(10, Symbol.Digits);
i_MACD_Histogram = Indicators.MacdHistogram(MarketSeries.Close, Period_SlowEMA, Period_FastEMA, Period_MACD_SMA);
i_MCAD_signal = Indicators.MacdHistogram(MarketSeries.Close, Period_SlowEMA, Period_FastEMA, Period_MACD_SMA);
// i_MA_Close = Indicators.SimpleMovingAverage(MarketSeries.Close, 1);
i_Parabolic_SAR = Indicators.ParabolicSAR(Step_PrbSAR, 0.1);
i_MA_Open = Indicators.SimpleMovingAverage(MarketSeries.Open, 1);
i_EMAf = Indicators.ExponentialMovingAverage(MarketSeries.Close, Period_FastEMA);
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"This strategy leverages the PAR to calculated an expected move range up to 4 standard deviations and trades accordingly. ";
Name = "PAR";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = false;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 1;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 1;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
profitTaker = 1024;
stopLoss = 1024;
// AddPlot(Brushes.Red, "SD0"); //0
// AddPlot(Brushes.Red, "SD1"); //1
// AddPlot(Brushes.Red, "SD2"); //2
// AddPlot(Brushes.Red, "SD3"); //3
// AddPlot(Brushes.Red, "SD4"); //4
// AddPlot(Brushes.LimeGreen, "SD-0"); //5
// AddPlot(Brushes.LimeGreen, "SD-1"); //6
// AddPlot(Brushes.LimeGreen, "SD-2"); //7
// AddPlot(Brushes.LimeGreen, "SD-3"); //8
// AddPlot(Brushes.LimeGreen, "SD-5"); //9
}
else if (State == State.Configure)
{
//AddDataSeries("VX 12-20", Data.BarsPeriodType.Minute, 1, Data.MarketDataType.Last); //1
SetStopLoss(CalculationMode.Ticks, stopLoss);
SetProfitTarget(CalculationMode.Ticks, profitTaker);
}
else if (State == State.DataLoaded)
{
//vwap = VWAP8();
//vwap.Plots[0].Brush = Brushes.White;
ParabolicSAR1 = ParabolicSAR(Close, 0.02, 0.2, 0.02);
//add the indicators
//AddChartIndicator(vwap);
AddChartIndicator(ParabolicSAR(0.02, 0.2, 0.02));
}
}
