public HybridTestRules(DataBars db, double atrperiod, double shortperiod, double longperiod)
{
rules = new Rule[3];
rules[0] = new TwoSMARule(db.Close, shortperiod, longperiod);
rules[1] = new BasicATRRule(db, atrperiod, "atr");
rules[2] = new BasicMACDRule(db.Close, 12, 26, 9);
adxTrend = new ADXMarketTrend(db, 14);
//Kiem tra volume
volumeRule = new PriceTwoSMARule(db.Volume, 10, 30);
data = db;
Volume_Filter = 50000;
}
public SMAATRRules(DataBars db, double atrperiod, double shortperiod, double longperiod)
{
rules = new Rule[2];
rules[0] = new TwoSMARule(db.Close, shortperiod, longperiod);
rules[1] = new BasicATRRule(db, atrperiod, "atr");
}
public MACDHistATRRules(DataBars db, double atrperiod, double fast, double slow,double signal)
{
rules = new Rule[2];
rules[0] = new MACD_HistogramRule(db.Close, fast, slow,signal);
rules[1] = new BasicATRRule(db, atrperiod, "atr");
}
public SARATRRules(DataBars db, double atrperiod, double optInAcc,double optLnMax)
{
rules = new Rule[2];
rules[0] = new BasicSARRule(db, optInAcc, optLnMax);
rules[1] = new BasicATRRule(db, atrperiod, "atr");
}
public TwoSMABasicMACDRule(DataSeries ds, double fast, double slow, double signal, double shortperiod, double longperiod)
{
rules = new Rule[2];
rules[0] = new BasicMACDRule(ds, (int)fast,(int)slow,(int)signal);
rules[1] = new TwoSMARule(ds, shortperiod, longperiod);
}
protected void TrailingStopWithBuyBack(Rule rule, double price, double trailingstoplevel, int idx, BusinessInfo info)
{
//Trailing stop strategtest
double new_trailing_stop = data.Close[idx] * (1 - trailingstoplevel / 100);
if (new_trailing_stop > trailing_stop)
{
trailing_stop = new_trailing_stop;
//Buy back share if
if ((!is_bought) && rule.UpTrend(idx)) BuyAtClose(idx,info);
}
else
if (data.Close[idx] < trailing_stop)
{
SellTakeProfit(idx,info);
trailing_stop = -1;
}
}
public SMAATRRules(DataBars db, double atrperiod, double shortperiod, double longperiod)
{
rules = new Rule[2];
rules[0] = new TwoSMARule(db.Close, shortperiod, longperiod);
rules[1] = new BasicATRRule(db, atrperiod, "atr");
}
