Ejemplo n.º 1
0
        protected override void MyInitialize()
        {
            _indi = ZeroLagMacIndi(ADXMinimum, ADXPeriod, ATRPeriod, BreakevenTicks, InitialStoploss, MACDFast, MACDSlow,
                                   MACDSmooth, MMAtrEMAPeriod, MMAtrMultiplier, MMAtrPeriod, ProfitTicksBeforeBreakeven,
                                   RSILower, RSIPeriod, RSISmooth, RSIUpper);
            Add(_indi);
            TraceOrders = true;

         //   InitialStoploss = 300;
        }
Ejemplo n.º 2
0
		/// <summary>
		/// Enter the description of your new custom indicator here
		/// </summary>
		/// <returns></returns>
		public ZeroLagMacIndi ZeroLagMacIndi(Data.IDataSeries input, int aDXMinimum, int aDXPeriod, int aTRPeriod, int breakevenTicks, int initialStoploss, int mACDFast, int mACDSlow, int mACDSmooth, int mMAtrEMAPeriod, double mMAtrMultiplier, int mMAtrPeriod, int profitTicksBeforeBreakeven, int rSILower, int rSIPeriod, int rSISmooth, int rSIUpper)
		{
			if (cacheZeroLagMacIndi != null)
				for (int idx = 0; idx < cacheZeroLagMacIndi.Length; idx++)
					if (cacheZeroLagMacIndi[idx].ADXMinimum == aDXMinimum && cacheZeroLagMacIndi[idx].ADXPeriod == aDXPeriod && cacheZeroLagMacIndi[idx].ATRPeriod == aTRPeriod && cacheZeroLagMacIndi[idx].BreakevenTicks == breakevenTicks && cacheZeroLagMacIndi[idx].InitialStoploss == initialStoploss && cacheZeroLagMacIndi[idx].MACDFast == mACDFast && cacheZeroLagMacIndi[idx].MACDSlow == mACDSlow && cacheZeroLagMacIndi[idx].MACDSmooth == mACDSmooth && cacheZeroLagMacIndi[idx].MMAtrEMAPeriod == mMAtrEMAPeriod && Math.Abs(cacheZeroLagMacIndi[idx].MMAtrMultiplier - mMAtrMultiplier) <= double.Epsilon && cacheZeroLagMacIndi[idx].MMAtrPeriod == mMAtrPeriod && cacheZeroLagMacIndi[idx].ProfitTicksBeforeBreakeven == profitTicksBeforeBreakeven && cacheZeroLagMacIndi[idx].RSILower == rSILower && cacheZeroLagMacIndi[idx].RSIPeriod == rSIPeriod && cacheZeroLagMacIndi[idx].RSISmooth == rSISmooth && cacheZeroLagMacIndi[idx].RSIUpper == rSIUpper && cacheZeroLagMacIndi[idx].EqualsInput(input))
						return cacheZeroLagMacIndi[idx];

			lock (checkZeroLagMacIndi)
			{
				checkZeroLagMacIndi.ADXMinimum = aDXMinimum;
				aDXMinimum = checkZeroLagMacIndi.ADXMinimum;
				checkZeroLagMacIndi.ADXPeriod = aDXPeriod;
				aDXPeriod = checkZeroLagMacIndi.ADXPeriod;
				checkZeroLagMacIndi.ATRPeriod = aTRPeriod;
				aTRPeriod = checkZeroLagMacIndi.ATRPeriod;
				checkZeroLagMacIndi.BreakevenTicks = breakevenTicks;
				breakevenTicks = checkZeroLagMacIndi.BreakevenTicks;
				checkZeroLagMacIndi.InitialStoploss = initialStoploss;
				initialStoploss = checkZeroLagMacIndi.InitialStoploss;
				checkZeroLagMacIndi.MACDFast = mACDFast;
				mACDFast = checkZeroLagMacIndi.MACDFast;
				checkZeroLagMacIndi.MACDSlow = mACDSlow;
				mACDSlow = checkZeroLagMacIndi.MACDSlow;
				checkZeroLagMacIndi.MACDSmooth = mACDSmooth;
				mACDSmooth = checkZeroLagMacIndi.MACDSmooth;
				checkZeroLagMacIndi.MMAtrEMAPeriod = mMAtrEMAPeriod;
				mMAtrEMAPeriod = checkZeroLagMacIndi.MMAtrEMAPeriod;
				checkZeroLagMacIndi.MMAtrMultiplier = mMAtrMultiplier;
				mMAtrMultiplier = checkZeroLagMacIndi.MMAtrMultiplier;
				checkZeroLagMacIndi.MMAtrPeriod = mMAtrPeriod;
				mMAtrPeriod = checkZeroLagMacIndi.MMAtrPeriod;
				checkZeroLagMacIndi.ProfitTicksBeforeBreakeven = profitTicksBeforeBreakeven;
				profitTicksBeforeBreakeven = checkZeroLagMacIndi.ProfitTicksBeforeBreakeven;
				checkZeroLagMacIndi.RSILower = rSILower;
				rSILower = checkZeroLagMacIndi.RSILower;
				checkZeroLagMacIndi.RSIPeriod = rSIPeriod;
				rSIPeriod = checkZeroLagMacIndi.RSIPeriod;
				checkZeroLagMacIndi.RSISmooth = rSISmooth;
				rSISmooth = checkZeroLagMacIndi.RSISmooth;
				checkZeroLagMacIndi.RSIUpper = rSIUpper;
				rSIUpper = checkZeroLagMacIndi.RSIUpper;

				if (cacheZeroLagMacIndi != null)
					for (int idx = 0; idx < cacheZeroLagMacIndi.Length; idx++)
						if (cacheZeroLagMacIndi[idx].ADXMinimum == aDXMinimum && cacheZeroLagMacIndi[idx].ADXPeriod == aDXPeriod && cacheZeroLagMacIndi[idx].ATRPeriod == aTRPeriod && cacheZeroLagMacIndi[idx].BreakevenTicks == breakevenTicks && cacheZeroLagMacIndi[idx].InitialStoploss == initialStoploss && cacheZeroLagMacIndi[idx].MACDFast == mACDFast && cacheZeroLagMacIndi[idx].MACDSlow == mACDSlow && cacheZeroLagMacIndi[idx].MACDSmooth == mACDSmooth && cacheZeroLagMacIndi[idx].MMAtrEMAPeriod == mMAtrEMAPeriod && Math.Abs(cacheZeroLagMacIndi[idx].MMAtrMultiplier - mMAtrMultiplier) <= double.Epsilon && cacheZeroLagMacIndi[idx].MMAtrPeriod == mMAtrPeriod && cacheZeroLagMacIndi[idx].ProfitTicksBeforeBreakeven == profitTicksBeforeBreakeven && cacheZeroLagMacIndi[idx].RSILower == rSILower && cacheZeroLagMacIndi[idx].RSIPeriod == rSIPeriod && cacheZeroLagMacIndi[idx].RSISmooth == rSISmooth && cacheZeroLagMacIndi[idx].RSIUpper == rSIUpper && cacheZeroLagMacIndi[idx].EqualsInput(input))
							return cacheZeroLagMacIndi[idx];

				ZeroLagMacIndi indicator = new ZeroLagMacIndi();
				indicator.BarsRequired = BarsRequired;
				indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
				indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
				indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
				indicator.Input = input;
				indicator.ADXMinimum = aDXMinimum;
				indicator.ADXPeriod = aDXPeriod;
				indicator.ATRPeriod = aTRPeriod;
				indicator.BreakevenTicks = breakevenTicks;
				indicator.InitialStoploss = initialStoploss;
				indicator.MACDFast = mACDFast;
				indicator.MACDSlow = mACDSlow;
				indicator.MACDSmooth = mACDSmooth;
				indicator.MMAtrEMAPeriod = mMAtrEMAPeriod;
				indicator.MMAtrMultiplier = mMAtrMultiplier;
				indicator.MMAtrPeriod = mMAtrPeriod;
				indicator.ProfitTicksBeforeBreakeven = profitTicksBeforeBreakeven;
				indicator.RSILower = rSILower;
				indicator.RSIPeriod = rSIPeriod;
				indicator.RSISmooth = rSISmooth;
				indicator.RSIUpper = rSIUpper;
				Indicators.Add(indicator);
				indicator.SetUp();

				ZeroLagMacIndi[] tmp = new ZeroLagMacIndi[cacheZeroLagMacIndi == null ? 1 : cacheZeroLagMacIndi.Length + 1];
				if (cacheZeroLagMacIndi != null)
					cacheZeroLagMacIndi.CopyTo(tmp, 0);
				tmp[tmp.Length - 1] = indicator;
				cacheZeroLagMacIndi = tmp;
				return indicator;
			}
		}
Ejemplo n.º 3
0
        /// <summary>
        /// Enter the description of your new custom indicator here
        /// </summary>
        /// <returns></returns>
        public ZeroLagMacIndi ZeroLagMacIndi(Data.IDataSeries input, int aDXMinimum, int aDXPeriod, int aTRPeriod, int breakevenTicks, int initialStoploss, int mACDFast, int mACDSlow, int mACDSmooth, int mMAtrEMAPeriod, double mMAtrMultiplier, int mMAtrPeriod, int profitTicksBeforeBreakeven, int rSILower, int rSIPeriod, int rSISmooth, int rSIUpper)
        {
            if (cacheZeroLagMacIndi != null)
            {
                for (int idx = 0; idx < cacheZeroLagMacIndi.Length; idx++)
                {
                    if (cacheZeroLagMacIndi[idx].ADXMinimum == aDXMinimum && cacheZeroLagMacIndi[idx].ADXPeriod == aDXPeriod && cacheZeroLagMacIndi[idx].ATRPeriod == aTRPeriod && cacheZeroLagMacIndi[idx].BreakevenTicks == breakevenTicks && cacheZeroLagMacIndi[idx].InitialStoploss == initialStoploss && cacheZeroLagMacIndi[idx].MACDFast == mACDFast && cacheZeroLagMacIndi[idx].MACDSlow == mACDSlow && cacheZeroLagMacIndi[idx].MACDSmooth == mACDSmooth && cacheZeroLagMacIndi[idx].MMAtrEMAPeriod == mMAtrEMAPeriod && Math.Abs(cacheZeroLagMacIndi[idx].MMAtrMultiplier - mMAtrMultiplier) <= double.Epsilon && cacheZeroLagMacIndi[idx].MMAtrPeriod == mMAtrPeriod && cacheZeroLagMacIndi[idx].ProfitTicksBeforeBreakeven == profitTicksBeforeBreakeven && cacheZeroLagMacIndi[idx].RSILower == rSILower && cacheZeroLagMacIndi[idx].RSIPeriod == rSIPeriod && cacheZeroLagMacIndi[idx].RSISmooth == rSISmooth && cacheZeroLagMacIndi[idx].RSIUpper == rSIUpper && cacheZeroLagMacIndi[idx].EqualsInput(input))
                    {
                        return(cacheZeroLagMacIndi[idx]);
                    }
                }
            }

            lock (checkZeroLagMacIndi)
            {
                checkZeroLagMacIndi.ADXMinimum = aDXMinimum;
                aDXMinimum = checkZeroLagMacIndi.ADXMinimum;
                checkZeroLagMacIndi.ADXPeriod = aDXPeriod;
                aDXPeriod = checkZeroLagMacIndi.ADXPeriod;
                checkZeroLagMacIndi.ATRPeriod = aTRPeriod;
                aTRPeriod = checkZeroLagMacIndi.ATRPeriod;
                checkZeroLagMacIndi.BreakevenTicks = breakevenTicks;
                breakevenTicks = checkZeroLagMacIndi.BreakevenTicks;
                checkZeroLagMacIndi.InitialStoploss = initialStoploss;
                initialStoploss = checkZeroLagMacIndi.InitialStoploss;
                checkZeroLagMacIndi.MACDFast = mACDFast;
                mACDFast = checkZeroLagMacIndi.MACDFast;
                checkZeroLagMacIndi.MACDSlow = mACDSlow;
                mACDSlow = checkZeroLagMacIndi.MACDSlow;
                checkZeroLagMacIndi.MACDSmooth = mACDSmooth;
                mACDSmooth = checkZeroLagMacIndi.MACDSmooth;
                checkZeroLagMacIndi.MMAtrEMAPeriod = mMAtrEMAPeriod;
                mMAtrEMAPeriod = checkZeroLagMacIndi.MMAtrEMAPeriod;
                checkZeroLagMacIndi.MMAtrMultiplier = mMAtrMultiplier;
                mMAtrMultiplier = checkZeroLagMacIndi.MMAtrMultiplier;
                checkZeroLagMacIndi.MMAtrPeriod = mMAtrPeriod;
                mMAtrPeriod = checkZeroLagMacIndi.MMAtrPeriod;
                checkZeroLagMacIndi.ProfitTicksBeforeBreakeven = profitTicksBeforeBreakeven;
                profitTicksBeforeBreakeven   = checkZeroLagMacIndi.ProfitTicksBeforeBreakeven;
                checkZeroLagMacIndi.RSILower = rSILower;
                rSILower = checkZeroLagMacIndi.RSILower;
                checkZeroLagMacIndi.RSIPeriod = rSIPeriod;
                rSIPeriod = checkZeroLagMacIndi.RSIPeriod;
                checkZeroLagMacIndi.RSISmooth = rSISmooth;
                rSISmooth = checkZeroLagMacIndi.RSISmooth;
                checkZeroLagMacIndi.RSIUpper = rSIUpper;
                rSIUpper = checkZeroLagMacIndi.RSIUpper;

                if (cacheZeroLagMacIndi != null)
                {
                    for (int idx = 0; idx < cacheZeroLagMacIndi.Length; idx++)
                    {
                        if (cacheZeroLagMacIndi[idx].ADXMinimum == aDXMinimum && cacheZeroLagMacIndi[idx].ADXPeriod == aDXPeriod && cacheZeroLagMacIndi[idx].ATRPeriod == aTRPeriod && cacheZeroLagMacIndi[idx].BreakevenTicks == breakevenTicks && cacheZeroLagMacIndi[idx].InitialStoploss == initialStoploss && cacheZeroLagMacIndi[idx].MACDFast == mACDFast && cacheZeroLagMacIndi[idx].MACDSlow == mACDSlow && cacheZeroLagMacIndi[idx].MACDSmooth == mACDSmooth && cacheZeroLagMacIndi[idx].MMAtrEMAPeriod == mMAtrEMAPeriod && Math.Abs(cacheZeroLagMacIndi[idx].MMAtrMultiplier - mMAtrMultiplier) <= double.Epsilon && cacheZeroLagMacIndi[idx].MMAtrPeriod == mMAtrPeriod && cacheZeroLagMacIndi[idx].ProfitTicksBeforeBreakeven == profitTicksBeforeBreakeven && cacheZeroLagMacIndi[idx].RSILower == rSILower && cacheZeroLagMacIndi[idx].RSIPeriod == rSIPeriod && cacheZeroLagMacIndi[idx].RSISmooth == rSISmooth && cacheZeroLagMacIndi[idx].RSIUpper == rSIUpper && cacheZeroLagMacIndi[idx].EqualsInput(input))
                        {
                            return(cacheZeroLagMacIndi[idx]);
                        }
                    }
                }

                ZeroLagMacIndi indicator = new ZeroLagMacIndi();
                indicator.BarsRequired        = BarsRequired;
                indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
                indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
                indicator.MaximumBarsLookBack         = MaximumBarsLookBack;
#endif
                indicator.Input                      = input;
                indicator.ADXMinimum                 = aDXMinimum;
                indicator.ADXPeriod                  = aDXPeriod;
                indicator.ATRPeriod                  = aTRPeriod;
                indicator.BreakevenTicks             = breakevenTicks;
                indicator.InitialStoploss            = initialStoploss;
                indicator.MACDFast                   = mACDFast;
                indicator.MACDSlow                   = mACDSlow;
                indicator.MACDSmooth                 = mACDSmooth;
                indicator.MMAtrEMAPeriod             = mMAtrEMAPeriod;
                indicator.MMAtrMultiplier            = mMAtrMultiplier;
                indicator.MMAtrPeriod                = mMAtrPeriod;
                indicator.ProfitTicksBeforeBreakeven = profitTicksBeforeBreakeven;
                indicator.RSILower                   = rSILower;
                indicator.RSIPeriod                  = rSIPeriod;
                indicator.RSISmooth                  = rSISmooth;
                indicator.RSIUpper                   = rSIUpper;
                Indicators.Add(indicator);
                indicator.SetUp();

                ZeroLagMacIndi[] tmp = new ZeroLagMacIndi[cacheZeroLagMacIndi == null ? 1 : cacheZeroLagMacIndi.Length + 1];
                if (cacheZeroLagMacIndi != null)
                {
                    cacheZeroLagMacIndi.CopyTo(tmp, 0);
                }
                tmp[tmp.Length - 1] = indicator;
                cacheZeroLagMacIndi = tmp;
                return(indicator);
            }
        }