public DualTimeframeSignalAdvisor(TickerReference marketSignalTimeframe, TickerReference trendReferenceTimeframe) : base(marketSignalTimeframe)
{
_trendReferenceTimeframe = trendReferenceTimeframe;
_probe1 = new MockProbe(1);
_probe2 = new MockProbe(2);
_probe3 = new MockProbe(3);
_probe4 = new MockProbe(4);
}
private void MarketOrderPriceAction(TickerReference tickerReference, IOHLCBar priceBar)
{
if (priceBar.Open > priceBar.Close && priceBar.Open - priceBar.Close >= 10)
{
OpenPosition(PositionOption.Sell);
}
else if (priceBar.Open < priceBar.Close && priceBar.Close - priceBar.Open >= 10)
{
OpenPosition(PositionOption.Buy);
}
else if (priceBar.Open == priceBar.Close)
{
ClosePosition();
}
}
public void PriceAction(TickerReference tickerReference, IOHLCBar priceBar)
{
_Probe.Calculate(priceBar.Timestamp, priceBar.Close);
}
public EMAProbe(TickerReference ticker, int period)
{
_ticker = ticker;
_Probe = new EMAIndicator(PoolSizeConfig.GetPoolSize(typeof(EMAIndicator)), period);
}
private void PriceBarPriceActionOption(TickerReference tickerReference, long timestamp, PriceBarOption priceOption, double value)
{
Probe.Evaluate(timestamp, value);
}
private void PriceBarPriceActionItem(TickerReference tickerReference, IPriceBar priceBar)
{
Probe.Evaluate(priceBar.Timestamp, priceBar.Close);
}
private void CandlestickPriceActionItem(TickerReference tickerReference, ICandlestickBar candlestickBar)
{
Probe.Evaluate(candlestickBar.Timestamp, candlestickBar.Close);
}
public IPriceItemFeed <ICandlestickBar> Subscribe(TickerReference tickerReference, Action <TickerReference, ICandlestickBar> priceAction)
{
throw new NotImplementedException();
}
public SingleTimeframeSignalAdvisor(TickerReference marketSignalTimeframe) : base(marketSignalTimeframe)
{
_probe1 = new MockProbe(1);
_probe2 = new MockProbe(2);
}
public void RenkoPriceActionOption(TickerReference tickerReference, long timestamp, RenkoPriceOption priceOption, double value)
{
Probe.Evaluate(timestamp, value);
}
public void RenkoPriceActionItem(TickerReference tickerReference, IRenkoBar renkoBar)
{
Probe.Evaluate(renkoBar.Timestamp, renkoBar.Close);
}
private void OHLCPriceActionItem(TickerReference tickerReference, IOHLCBar priceAction)
{
Probe.Evaluate(priceAction.Timestamp, priceAction.Close);
}
public SMACrossProbe(TickerReference ticker, int firstSMAPeriod, int secondSMAPeriod, Action crossed)
: base(ticker)
{
Probe = new SMACrossEvent(PoolSizeConfig.GetPoolSize(typeof(SMAIndicator)), firstSMAPeriod, secondSMAPeriod, crossed);
}
public IPriceOptionFeed <OHLCPriceOption, double> Subscribe(TickerReference tickerReference, OHLCPriceOption priceOption, Action <TickerReference, long, OHLCPriceOption, double> priceAction)
{
return(null);
}
public IPriceOptionFeed <PriceBarOption, double> Subscribe(TickerReference tickerReference, PriceBarOption priceOption, Action <TickerReference, long, PriceBarOption, double> priceAction)
{
throw new NotImplementedException();
}
public IPriceItemFeed <IOHLCBar> Subscribe(TickerReference tickerReference, Action <TickerReference, IOHLCBar> priceAction)
{
return(null);
}
private void TrendReferencePriceAction(TickerReference tickerReference, IOHLCBar priceBar)
{
}
private void HeikenAshiPriceActionItem(TickerReference tickerReference, IHeikenAshiBar heikenAshiBar)
{
Probe.Evaluate(heikenAshiBar.Timestamp, heikenAshiBar.Close);
}
private void HeikenAshiPriceActionOption(TickerReference tickerReference, long timestamp, HeikenAshiPriceOption priceOption, double value)
{
Probe.Evaluate(timestamp, value);
}
public void PriceAction(TickerReference tickerReference, IPriceBar priceBar)
{
throw new NotImplementedException();
}
