override protected void StrategyExecute()
{
int fast_macd = (int)parameters[0];
int slow_macd = (int)parameters[1];
int signal_macd = (int)parameters[2];
int rsi_period = (int)parameters[3];
int RSI_LOWER_LEVEL = (int)parameters[4];
int RSI_UPPER_LEVEL = (int)parameters[5];
int cutlosslevel = (int)parameters[6];
int takeprofitlevel = (int)parameters[7];
MACD_HistogramRule macdrule = new MACD_HistogramRule(data.Close, fast_macd, slow_macd, signal_macd);
BasicRSI_Rule rsirule = new BasicRSI_Rule(data.Close, rsi_period, RSI_LOWER_LEVEL, RSI_UPPER_LEVEL);
TwoSMARule rule = new TwoSMARule(rsirule.rsi, 5,10);
for (int idx = 1; idx < data.Close.Count; idx++)
{
//if (rsirule.isValid_forBuy(idx) && macdrule.isValid_forBuy(idx))
// BuyAtClose(idx);
//if (rsirule.isValid_forSell(idx) || macdrule.isValid_forSell(idx))
// SellAtClose(idx);
if (rule.isValid_forBuy(idx)&&
macdrule.isValid_forBuy(idx))
BuyAtClose(idx);
if (rule.isValid_forSell(idx) || macdrule.isValid_forSell(idx))
SellAtClose(idx);
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
SellCutLoss(idx);
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
SellTakeProfit(idx);
}
}
public HybridTestRules(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");
adxTrend = new ADXMarketTrend(db, 14);
//Kiem tra volume
volumeRule = new PriceTwoSMARule(db.Volume, 10, 30);
data = db;
Volume_Filter = 50000;
}
override protected void StrategyExecute()
{
TwoSMARule rule = new TwoSMARule(data.Close, parameters[0], parameters[1]);
if (rule.isValid())
{
int Bar = data.Close.Count - 1;
BusinessInfo info = new BusinessInfo();
info.Weight = rule.short_indicator[Bar];
SelectStock(Bar, info);
}
}
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;
}
override protected void StrategyExecute()
{
TwoSMARule rule = new TwoSMARule(data.Close, parameters[0], parameters[1]);
for (int idx = 0; idx < data.Close.Count; idx++)
{
if (rule.isValid_forBuy(idx))
BuyAtClose(idx);
else
if (rule.isValid_forSell(idx))
SellAtClose(idx);
}
}
override protected void StrategyExecute()
{
BasicSARRule sarRule = new BasicSARRule(data.Bars, parameters[0], parameters[1]);
TwoSMARule smarule = new TwoSMARule(data.Close, parameters[2], parameters[3]);
//BasicDMIRule dmiRule = new BasicDMIRule(data.Bars, 14, 14);
Indicators.ADX adx = new Indicators.ADX(data.Bars, 14, "");
int cutlosslevel = (int)parameters[4];
int takeprofitlevel = (int)parameters[5];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[3], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[3], "max");
for (int idx = 0; idx < data.Close.Count - 1; idx++)
{
if (adx[idx] > 25)
{
if ((!is_bought) && ((sarRule.isValid_forBuy(idx) && smarule.UpTrend(idx))))
//if (dmiRule.isValid_forBuy(idx)&&sarRule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = max[idx];
info.Stop_Loss = min[idx];
BuyAtClose(idx, info);
}
}
if (is_bought && (sarRule.isValid_forSell(idx) || smarule.isValid_forSell(idx)))
//if (dmiRule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = min[idx];
info.Stop_Loss = max[idx];
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
{
SellCutLoss(idx);
}
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
{
SellTakeProfit(idx);
}
}
}
override protected void StrategyExecute()
{
TwoSMARule rule = new TwoSMARule(data.Close, parameters[0], parameters[1]);
for (int idx = 0; idx < data.Close.Count; idx++)
{
if (rule.isValid_forBuy(idx))
{
BuyAtClose(idx);
}
else
if (rule.isValid_forSell(idx))
{
SellAtClose(idx);
}
}
}
override protected void StrategyExecute()
{
BasicSARRule sarRule = new BasicSARRule(data.Bars, parameters[0], parameters[1]);
TwoSMARule smarule = new TwoSMARule(data.Close, parameters[2], parameters[3]);
//BasicDMIRule dmiRule = new BasicDMIRule(data.Bars, 14, 14);
Indicators.ADX adx = new Indicators.ADX(data.Bars, 14, "");
int cutlosslevel = (int)parameters[4];
int takeprofitlevel = (int)parameters[5];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[3], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[3], "max");
for (int idx = 0; idx < data.Close.Count - 1; idx++)
{
if (adx[idx] > 25)
{
if ((!is_bought) && ((sarRule.isValid_forBuy(idx) && smarule.UpTrend(idx))))
//if (dmiRule.isValid_forBuy(idx)&&sarRule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = max[idx];
info.Stop_Loss = min[idx];
BuyAtClose(idx, info);
}
}
if (is_bought && (sarRule.isValid_forSell(idx) || smarule.isValid_forSell(idx)))
//if (dmiRule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = min[idx];
info.Stop_Loss = max[idx];
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
SellCutLoss(idx);
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
SellTakeProfit(idx);
}
}
override protected void StrategyExecute()
{
int fast_macd = (int)parameters[0];
int slow_macd = (int)parameters[1];
int signal_macd = (int)parameters[2];
int rsi_period = (int)parameters[3];
int RSI_LOWER_LEVEL = (int)parameters[4];
int RSI_UPPER_LEVEL = (int)parameters[5];
int cutlosslevel = (int)parameters[6];
int takeprofitlevel = (int)parameters[7];
MACD_HistogramRule macdrule = new MACD_HistogramRule(data.Close, fast_macd, slow_macd, signal_macd);
BasicRSI_Rule rsirule = new BasicRSI_Rule(data.Close, rsi_period, RSI_LOWER_LEVEL, RSI_UPPER_LEVEL);
TwoSMARule rule = new TwoSMARule(rsirule.rsi, 5, 10);
for (int idx = 1; idx < data.Close.Count; idx++)
{
//if (rsirule.isValid_forBuy(idx) && macdrule.isValid_forBuy(idx))
// BuyAtClose(idx);
//if (rsirule.isValid_forSell(idx) || macdrule.isValid_forSell(idx))
// SellAtClose(idx);
if (rule.isValid_forBuy(idx) &&
macdrule.isValid_forBuy(idx))
{
BuyAtClose(idx);
}
if (rule.isValid_forSell(idx) || macdrule.isValid_forSell(idx))
{
SellAtClose(idx);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
{
SellCutLoss(idx);
}
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
{
SellTakeProfit(idx);
}
}
}
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 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);
}
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);
}
override protected void StrategyExecute()
{
TwoSMARule rule = new TwoSMARule(data.Close, parameters[0], parameters[1]);
if (rule.isValid())
{
int Bar = data.Close.Count - 1;
BusinessInfo info = new BusinessInfo();
info.Weight = rule.short_indicator[Bar];
SelectStock(Bar, info);
}
}
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");
}
