/// <summary>
/// Buy at close with info
/// </summary>
/// <param name="index"></param>
/// <param name="info"></param>
public void BuyAtClose(int index, BusinessInfo info)
{
adviceInfo.Add(AppTypes.TradeActions.Buy, index,info);
is_bought = true;
last_position = index;
buy_price = data.Close[index];
}
public void Set(BusinessInfo info)
{
this.ShortTermTrend = info.ShortTermTrend;
this.MediumTermTrend = info.MediumTermTrend;
this.LongTermTrend = info.LongTermTrend;
this.Weight = info.Weight;
}
override protected void StrategyExecute()
{
int Bar = data.Close.Count - 1;
if (Bar <= 1) return;
// Dong sau tao mot data moi cua ^VNINDEX
application.AnalysisData vnidxData = data.New("^VNINDEX");
int Barindex = vnidxData.Close.Count - 1;
if (Barindex <= 1) return;
// if (Bar == vnidxData.Close.Count - 1)
{
int period = (int)parameters[0];
Indicators.ROCR100 roc = Indicators.ROCR100.Series(data.Close, period, "");
Indicators.ROCR100 roc_index = Indicators.ROCR100.Series(vnidxData.Close, period, "");
if (roc_index[Barindex] != 0)
{
double rs = roc[Bar] / roc_index[Barindex];
BusinessInfo info = new BusinessInfo();
info.Weight = rs * 100;
SelectStock(Bar, info);
}
//if (roc_index[Bar] != 0)
//{
// double rs = roc[Bar] / roc_index[Bar];
// BusinessInfo info = new BusinessInfo();
// info.Weight = rs * 100;
// SelectStock(Bar, info);
//}
}
}
override protected void StrategyExecute()
{
BasicSARRule sarRule = new BasicSARRule(data.Bars, parameters[0], parameters[1]);
TwoEMARule emaRule = new TwoEMARule(data.Close, parameters[2], parameters[3]);
int cutlosslevel = (int)parameters[4];
int takeprofitlevel = (int)parameters[5];
for (int idx = 0; idx < data.Close.Count; idx++)
{
if ((!is_bought) && ((sarRule.isValid_forBuy(idx) && emaRule.UpTrend(idx))))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
BuyAtClose(idx, info);
}
if (is_bought && (sarRule.isValid_forSell(idx) || emaRule.isValid_forSell(idx)))
//if (dmiRule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
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 weight = 0; //weight the hien weight cua
int period = (int)parameters[0];
//double distance = (double)parameters[1];
int Bar = data.Close.Count - 1;
if (Bar <= 1) return;
//double support = strategyLib.findSupport(data.Close, Bar, period);
//if (support == -1) return;
//if ((data.Close[Bar] - support) / support * 100 < distance)
//{
// BusinessInfo info = new BusinessInfo();
// info.Weight = support;
// SelectStock(Bar, info);
//}
//Tinh diem cong cho tung chien luoc
Indicators.SMA smaVolume = new Indicators.SMA(data.Volume, parameters[0], "sma");
if (data.Volume[Bar] > 1.2 * smaVolume[Bar])
weight++;
if (data.Volume[Bar] < 1.2 * smaVolume[Bar])
weight--;
BusinessInfo info = new BusinessInfo();
info.Weight = weight;
SelectStock(Bar, info);
}
override protected void StrategyExecute()
{
BasicATRRule rule = new BasicATRRule(data.Bars, parameters[0], "atr");
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[0], "max");
for (int idx = 0; idx < data.Close.Count ; idx++)
{
if (rule.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);
}
else
if (rule.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);
}
}
}
override protected void StrategyExecute()
{
BasicSARRule rule = new BasicSARRule(data.Bars, parameters[0], parameters[1]);
int cutlosslevel = (int)parameters[2];
int takeprofitlevel = (int)parameters[3];
Indicators.MIN min = Indicators.MIN.Series(data.Close, 30, "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, 30, "max");
for (int idx = 0; idx < data.Close.Count ; idx++)
{
if (rule.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 (rule.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()
{
PriceTwoSMARule smarule = new PriceTwoSMARule(data.Close, parameters[0], parameters[1]);
int cutlosslevel = 5;
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[1], "max");
Indicators.Fibonnanci fibo = Indicators.Fibonnanci.Series(data.Bars, parameters[1], "fibo");
for (int idx = smarule.long_indicator.FirstValidValue; idx < smarule.long_indicator.Count; idx++)
{
if (smarule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Resistance = max[idx];
info.Short_Support = min[idx];
info.Short_Target = fibo.Fibo23pc[idx];
info.Stop_Loss = data.Close[idx] * (1 - cutlosslevel / 100);
BuyAtClose(idx,info);
}
else
if (smarule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Resistance = max[idx];
info.Short_Support = min[idx];
info.Short_Target = fibo.Fibo23pc[idx];
info.Stop_Loss = data.Close[idx] * (1 - cutlosslevel / 100);
SellAtClose(idx,info);
}
}
}
public void Set(BusinessInfo info)
{
this.ShortTermTrend = info.ShortTermTrend;
this.MediumTermTrend = info.MediumTermTrend;
this.LongTermTrend = info.LongTermTrend;
this.Weight = info.Weight;
}
override protected void StrategyExecute()
{
int Bar = data.Close.Count - 1;
if (Bar <= 1) return;
BusinessInfo info = new BusinessInfo();
info.Weight = data.Close[Bar];
SelectStock(Bar, info);
}
public void Set(BusinessInfo info)
{
this.ShortTermTrend = info.ShortTermTrend;
this.MediumTermTrend = info.MediumTermTrend;
this.LongTermTrend = info.LongTermTrend;
this.Weight = info.Weight;
this.Short_Target = info.Short_Target;
this.Stop_Loss = info.Stop_Loss;
this.Short_Resistance = info.Short_Resistance;
this.Short_Support = info.Short_Support;
}
/// <summary>
/// Screening following basic MACD rule
/// </summary>
override protected void StrategyExecute()
{
BasicMACDRule rule = new BasicMACDRule(data.Close, (int)parameters[0], (int)parameters[1], (int)parameters[2]);
if (rule.isValid())
{
int Bar = data.Close.Count - 1;
BusinessInfo info = new BusinessInfo();
info.Weight = rule.macd[Bar] * 100;
SelectStock(Bar, info);
}
}
override protected void StrategyExecute()
{
Rule rule = new MACD_HistogramRule(data.Close, parameters[0], parameters[1], parameters[2]);
if (rule.isValid())
{
int Bar = data.Close.Count - 1;
BusinessInfo info = new BusinessInfo();
info.Weight = data.Close[Bar];
SelectStock(Bar, info);
}
}
protected override void StrategyExecute()
{
Indicators.ADX adx = new Indicators.ADX(data.Bars, parameters[0], "");
int Bar = adx.Count - 1;
if (Bar < adx.FirstValidValue) return;
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Unspecified,
AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Weight = adx[Bar];
SelectStock(Bar, info);
}
protected override void StrategyExecute()
{
Rule rule = new BasicSARRule(data.Bars, parameters[0], parameters[1]);
if (rule.isValid())
{
int Bar = data.Close.Count - 1;
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Weight = data.Close[Bar];
SelectStock(Bar, info);
}
}
override protected void StrategyExecute()
{
StockFastRule rule = new StockFastRule(data.Bars, parameters);
if (rule.isValid())
{
int Bar = data.Close.Count - 1;
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Weight = rule.stoch[Bar];
SelectStock(Bar, info);
}
}
override protected void StrategyExecute()
{
int Bar = data.Close.Count - 1;
if (Bar < data.Close.FirstValidValue) return;
////If Volume>2*Average Volume of 1 month
Indicators.SMA smaVolume=new Indicators.SMA(data.Close,parameters[0],"sma");
if (data.Volume[Bar]>1.5*smaVolume[Bar]){
BusinessInfo info = new BusinessInfo();
info.Weight = data.Volume[Bar];
SelectStock(Bar, info);
}
}
override protected void StrategyExecute()
{
int Bar = data.Close.Count - 1;
int period = (int)parameters[0];//period la gia cua Bar phia truoc, default=30
if (Bar-period < 0) return;
//Tim cac stocks co Price hom nay lon hon SMA
BusinessInfo info = new BusinessInfo();
if (data.Close[Bar - period] != 0)
info.Weight = (data.Close[Bar] - data.Close[Bar - period]) / data.Close[Bar - period] * 100;
else
info.Weight = double.NegativeInfinity;
SelectStock(Bar, info);
}
override protected void StrategyExecute()
{
int Bar = data.Close.Count-1;
if (Bar <= 1) return;
int period = (int)parameters[0];
DataSeries sma = Indicators.SMA.Series(data.Close,period,"");
//Tim cac stocks co Price hom nay lon hon SMA
if (data.Close[Bar] > sma[Bar])
{
BusinessInfo info = new BusinessInfo();
info.Weight = data.Close[Bar];
SelectStock(Bar, info);
}
}
override protected void StrategyExecute()
{
int period = (int)parameters[0];
double distance = (double)parameters[1];
int Bar = data.Close.Count - 1;
if (Bar <= 1) return;
double support = strategyLib.findSupport(data.Close, Bar, period);
if (support == -1) return;
if ((data.Close[Bar] - support) / support*100 < distance)
{
BusinessInfo info = new BusinessInfo();
info.Weight = support;
SelectStock(Bar, info);
}
}
override protected void StrategyExecute()
{
int period = (int)parameters[0];
double distance = (double)parameters[1];
int Bar = data.Close.Count - 1;
if (Bar <= 1) return;
double resistance = strategyLib.findResistance(data.Close, Bar, period);
if (resistance == -1) return;
if ((resistance - data.Close[Bar]) / data.Close[Bar]*100 < distance)
{
BusinessInfo info = new BusinessInfo();
info.Weight = resistance;
SelectStock(Bar, info);
}
}
protected override void StrategyExecute()
{
//BasicRSI_Rule rule = new BasicRSI_Rule(data.Close, parameters[0], parameters[1], parameters[2]);
DataSeries rsi = Indicators.RSI.Series(data.Close, parameters[0], "rsi");
double OVERBOUGHT_LEVEL = parameters[1];
int Bar = data.Close.Count - 1;
if (Bar < rsi.FirstValidValue) return;
if (rsi[Bar] > OVERBOUGHT_LEVEL)
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Unspecified,
AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Weight = data.Close[Bar];
SelectStock(Bar, info);
}
}
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()
{
BasicTRIXRule rule = new BasicTRIXRule(data.Close, parameters[0],"TRIX");
int cutlosslevel = (int)parameters[1];
int takeprofitlevel = (int)parameters[2];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[0], "max");
for (int idx = rule.trix.FirstValidValue; idx < data.Close.Count - 1; idx++)
{
if (rule.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 (rule.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);
//Trailing stop strategy test
//new_trailing_stop = price * 0.85;
//if new_trailing_stop>trailing_stop trailing_stop=new_trailing_stop;
//else if new_trailing_stop<trailing_stop SellTakeProfit(idx)
}
}
override protected void StrategyExecute()
{
MACDHistATRRules rule = new MACDHistATRRules(data.Bars, parameters[0], parameters[1], parameters[2], parameters[3]);
MarketTrend marketTrend = new ADXMarketTrend(data.Bars, parameters[4]);
int cutlosslevel = (int)parameters[5];
int trailingstoplevel = (int)parameters[6];
int takeprofitlevel = (int)parameters[7];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[0], "max");
for (int idx = 0; idx < data.Close.Count; idx++)
{
if (rule.isValid_forBuy(idx) && (marketTrend.Trending(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);
}
else
if (rule.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);
if (trailingstoplevel > 0)
TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
}
}
override protected void StrategyExecute()
{
HybridTestRules rule = new HybridTestRules(data.Bars, parameters[0], parameters[1], parameters[2]);
int cutlosslevel = (int)parameters[3];
int trailingstoplevel = (int)parameters[4];
int takeprofitlevel = (int)parameters[5];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[1], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[2], "max");
Indicators.Fibonnanci fibo = Indicators.Fibonnanci.Series(data.Bars, parameters[1], "fibo");
// public double Short_Resistance;
//public double Short_Support;
//public double Short_Target;
//public AppTypes.MarketTrend ShortTermTrend;
//public double Stop_Loss;
for (int idx = 1; idx < data.Close.Count; idx++)
{
if (rule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Resistance = max[idx];
info.Short_Support = min[idx];
info.Short_Target = fibo.Fibo23pc[idx];
info.Stop_Loss = data.Close[idx] * (1-cutlosslevel/100);
BuyAtClose(idx, info);
}
else
if (rule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Resistance = max[idx];
info.Short_Support = min[idx];
info.Short_Target = fibo.Fibo23pc[idx];
info.Stop_Loss = data.Close[idx] * (1 - cutlosslevel / 100);
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);
if (trailingstoplevel > 0)
TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
}
}
/// <summary>
/// Screening following basic MACD rule
/// </summary>
override protected void StrategyExecute()
{
//BasicMACDRule rule = new BasicMACDRule(data.Close, (int)parameters[0], (int)parameters[1], (int)parameters[2]);
//TwoSMARule rule1 = new TwoSMARule(data.Close, (int)parameters[3], (int)parameters[4]);
TwoSMABasicMACDRule rule = new TwoSMABasicMACDRule(data.Close, parameters[0], parameters[1], parameters[2], parameters[3], parameters[4]);
int Bar = data.Close.Count - 1;
if (rule.DownTrend(Bar))
{
BusinessInfo info = new BusinessInfo();
info.Weight = data.Close[Bar];
SelectStock(Bar, info);
}
}
/// <summary>
/// Strategy following hybrid : basic MACD rule&&2sma
/// </summary>
override protected void StrategyExecute()
{
//BasicMACDRule rule = new BasicMACDRule(data.Close, (int)parameters[0], (int)parameters[1], (int)parameters[2]);
//TwoSMARule rule1 = new TwoSMARule(data.Close, (int)parameters[3], (int)parameters[4]);
TwoSMABasicMACDRule rule = new TwoSMABasicMACDRule(data.Close, parameters[0], parameters[1], parameters[2], parameters[3], parameters[4]);
int cutlosslevel = (int)parameters[5];
int trailingstoplevel = (int)parameters[6];
int takeprofitlevel = (int)parameters[7];
for (int idx = 0; idx < data.Close.Count; idx++)
{
//Buy condition
if (rule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Weight = data.Close[idx];
BuyAtClose(idx, info);
}
//Sell condition
else
if (rule.isValid_forSell(idx) )
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
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);
if (trailingstoplevel > 0)
TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
}
}
public TradePointInfo(AppTypes.TradeActions action, int dataIdx, BusinessInfo info)
{
this.TradeAction = action;
this.DataIdx = dataIdx;
this.BusinessInfo.Set(info);
}
protected override void StrategyExecute()
{
HybridTestRules rule = new HybridTestRules(data.Bars, parameters[0], parameters[1], parameters[2]);
int cutlosslevel = (int)parameters[3];
int trailingstoplevel = (int)parameters[4];
int takeprofitlevel = (int)parameters[5];
int Bar = data.Close.Count - 1;
if (rule.isValid_forBuy(Bar))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Weight = data.Close[Bar];
SelectStock(Bar, info);
}
}
public void Set(BusinessInfo info)
{
this.ShortTermTrend = info.ShortTermTrend;
this.MediumTermTrend = info.MediumTermTrend;
this.LongTermTrend = info.LongTermTrend;
this.Weight = info.Weight;
this.Short_Target = info.Short_Target;
this.Stop_Loss = info.Stop_Loss;
this.Short_Resistance = info.Short_Resistance;
this.Short_Support = info.Short_Support;
}
/// <summary>
/// Add constructor that initiates DateTime
/// </summary>
/// <param name="action"></param>
/// <param name="dataIdx"></param>
/// <param name="dt"></param>
/// <param name="info"></param>
public TradePointInfo(AppTypes.TradeActions action, int dataIdx, DateTime dt, BusinessInfo info)
{
this.TradeAction = action;
this.DataIdx = dataIdx;
this.BusinessInfo.Set(info);
this.date_time = dt;
}
public TradePointInfo(AppTypes.TradeActions action, int dataIdx, BusinessInfo info)
{
this.TradeAction = action;
this.DataIdx = dataIdx;
this.BusinessInfo.Set(info);
}
