protected override void OnBarUpdate() //anytime a bar closes, so every 2000 ticks, this method get called
{
if (BarsInProgress == 0) //Runs everytime a new 2000 Ticks Bar is formed
{
if (CurrentBar == null || CurrentBar < BarsRequiredToTrade)
{
return;
}
//Last swing high is higher than the most recent swing high, means market is trending down
int swingHighBar = swing.SwingHighBar(0, 1, Strength + 1);
if (swingHighBar != -1) //swing point is found within the lookBackPeriod
{
double swingHighPrice = High[swingHighBar];
if (swingHighPrice < lastHighPrice && lastHighBar > -1)
{
if (trendBreak)
{
CurrentTrend = new TrendChannels(lastHighBar, lastHighPrice, CurrentBar - swingHighBar, swingHighPrice, lastLowBar, lastLowPrice)
{
IsHigh = false
};
trendChannel.Enqueue(CurrentTrend);
trendBreak = false;
}
}
lastHighBar = CurrentBar - swingHighBar;
lastHighPrice = swingHighPrice;
}
//Last swing low is lower than the most recent swing low, means market is trending up
int swingLowBar = swing.SwingLowBar(0, 1, Strength + 1);
if (swingLowBar != -1) //swing point is found within the lookBackPeriod
{
double swingLowPrice = Low[swingLowBar];
if (swingLowPrice > lastLowPrice && lastLowBar > -1)
{
if (trendBreak)
{
CurrentTrend = new TrendChannels(lastLowBar, lastLowPrice, CurrentBar - swingLowBar, swingLowPrice, lastHighBar, lastHighPrice)
{
IsHigh = true
};
trendChannel.Enqueue(CurrentTrend);
trendBreak = false;
}
}
lastLowBar = CurrentBar - swingLowBar;
lastLowPrice = swingLowPrice;
}
if (!trendBreak)
{
//top and bottom of the trend channel
double highRay = CurrentTrend.ParallelPrice + (CurrentBar - CurrentTrend.ParallelBar) * CurrentTrend.Slope;
double lowRay = CurrentTrend.EndPrice + (CurrentBar - CurrentTrend.EndBar) * CurrentTrend.Slope;
//if price breaks the trend channel, new trend channel is forming
if (Close[0] > highRay + 0.5 * TickSize || Close[0] < lowRay - 0.5 * TickSize) //0.5*TickSize for filtering false breakout
{
Draw.Text(this, "broken" + CurrentBar, "broken", 0, High[0], Brushes.Black);
trendBreak = true;
CurrentTrend = null;
}
}
if (buy_leg == null)
{
buy_leg = new buy_2lpb(this, High[0]);
sell_leg = new sell_2lpb(this, Low[0]);
}
buy_leg.Setup(ref buy_leg);
sell_leg.Setup(ref sell_leg);
sellEntryBar = false;
buyEntryBar = false;
if (enter_buy)
{
IntraBar(this, true);
}
if (enter_sell)
{
IntraBar(this, false);
}
}
else if (BarsInProgress == 1) //Runs within each 5 tick bar
{
if (ToTime(Time[0]) >= 73000 && ToTime(Time[0]) < 153000) //allow entering trades during market open
{
if (enter_buy && (Close[0] >= (buy_leg.legs[3] + 0.25)) && buyEntryBar && CurrentTrend.IsHigh)
{
enter_buy = false;
EnterLong(1, "My Buy Entry");
}
if (enter_sell && (Close[0] <= (sell_leg.legs[3] - 0.25)) && sellEntryBar && CurrentTrend.IsHigh)
{
enter_sell = false;
EnterShort(1, "My Sell Entry");
}
}
}
else
{
return;
}
}
public void Setup(ref sell_2lpb my_setup)
{
double Low = Instance.Low[0];
if (legs[1] == 0)
{
if (Low < reference)
{
reference = Low; legs[0] = Low;
}
else if (Low > reference)
{
reference = Low; legs[1] = Low;
}
}
else if (legs[2] == 0)
{
if (Low > reference)
{
reference = Low; legs[1] = Low;
}
else if (Low < legs[0])
{
my_setup = new sell_2lpb(Instance, Low);
}
else if (Low < reference)
{
reference = Low; legs[2] = Low;
}
}
else if (legs[3] == 0)
{
if (Low < legs[0])
{
my_setup = new sell_2lpb(Instance, Low);
}
else if (Low < reference)
{
reference = Low; legs[2] = Low;
}
else if (Low > reference)
{
reference = Low; legs[3] = Low;
}
}
else if (legs[4] == 0)
{
if (Low > reference)
{
reference = Low; legs[3] = Low; enter_sell = true;
}
else if (Low < legs[2])
{
my_setup = new sell_2lpb(Instance, Low); enter_sell = false;
}
else if (Low < reference)
{
reference = Low; legs[4] = Low; enter_sell = false;
}
}
else if (legs[5] == 0)
{
if (Low < legs[2])
{
my_setup = new sell_2lpb(Instance, Low);
}
else if (Low < reference)
{
reference = Low; legs[4] = Low;
}
else if (Low > reference)
{
reference = Low; legs[5] = Low;
}
}
else if (legs[6] == 0)
{
if (Low > reference)
{
reference = Low; legs[5] = Low;
}
else if (Low < legs[4])
{
my_setup = new sell_2lpb(Instance, Low);
}
else if (Low < reference)
{
reference = Low; legs[6] = Low;
}
}
else
{
if (Low < legs[4])
{
my_setup = new sell_2lpb(Instance, Low);
}
else if (Low < reference)
{
reference = Low; legs[6] = Low;
}
else if (Low > reference)
{
reference = Low; legs[4] = legs[6]; legs[5] = Low; legs[6] = 0;
}
}
}
