/// <summary>
/// конструктор
/// </summary>
public StrategyBollinger(string name, StartProgram startProgram)
: base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab = TabsSimple[0];
_bollinger = new Bollinger(name + "Bollinger", false);
_bollinger = (Bollinger)_tab.CreateCandleIndicator(_bollinger, "Prime");
_bollinger.Save();
_moving = new MovingAverage(name + "Moving", false)
{
Lenght = 15
};
_moving = (MovingAverage)_tab.CreateCandleIndicator(_moving, "Prime");
_moving.Save();
_tab.CandleFinishedEvent += Bot_CandleFinishedEvent;
Slipage = 0;
Volume = 1;
Regime = BotTradeRegime.On;
DeleteEvent += Strategy_DeleteEvent;
Load();
}
/// <summary>
/// In this function we do all the work and send back the OrderAction.
/// </summary>
/// <param name="data"></param>
/// <returns></returns>
public OrderAction?calculate(IDataSeries data, IDataSeries open, IDataSeries high, IOrder longorder, IOrder shortorder, int bollinger_period, double bollinger_standarddeviation, int momentum_period, int rsi_period, int rsi_smooth, int rsi_level_low, int rsi_level_high, int momentum_level_low, int momentum_level_high)
{
//Calculate BB
Bollinger bb = Bollinger(data, bollinger_standarddeviation, bollinger_period);
Momentum mom = Momentum(data, momentum_period);
RSI rsi = RSI(data, rsi_period, rsi_smooth);
bb_lower = bb.Lower[0];
bb_middle = bb.Middle[0];
bb_upper = bb.Upper[0];
//if (high[0] > open[1])
//{
if (mom[0] >= momentum_level_high && rsi[0] <= rsi_level_low && data[0] <= bb.Lower[0] && data[1] <= bb.Lower[1] && data[2] <= bb.Lower[2])
{
return(OrderAction.Buy);
}
else if (mom[0] <= momentum_level_low && rsi[0] >= rsi_level_high && data[0] >= bb.Upper[0] && data[1] >= bb.Upper[1] && data[2] >= bb.Upper[2])
{
return(OrderAction.SellShort);
}
else if (data[0] >= bb.Upper[0] && longorder != null)
{
//currently we left the building on the upper band, is it better if we switch to a stop?
return(OrderAction.Sell);
}
else if (data[0] <= bb.Lower[0] && shortorder != null)
{
return(OrderAction.BuyToCover);
}
//}
return(null);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
bolCyan = Bollinger(0.5, period);
bolGreen = Bollinger(1.0, period);
bolBlue = Bollinger(2.0, period);
if (Position.MarketPosition == MarketPosition.Flat)
{
if (Low[0] <= bolBlue.Lower[0])
{
lastTouchedBlue = CurrentBar;
}
// && rewardRiskRatio > 1.0
double rewardRiskRatio = (bolBlue.Middle[0] - bolGreen.Lower[0])
/ (bolGreen.Lower[0] - bolBlue.Lower[0]);
double barHeight = Math.Max(High[0] - Low[0], High[1] - Low[1]);
barHeight = Math.Max(barHeight, High[2] - Low[2]);
if (CurrentBar - lastTouchedBlue < 20 &&
bolBlue.Lower[15] < High[0]
//&& (bolGreen.Lower[0] - bolBlue.Lower[0]) > barHeight
)
{
//DrawDot(CurrentBar+"SR", true, 0, bolGreen.Lower[0], Color.White);
if (Close[0] < bolGreen.Lower[0])
{
EnterLongStopLimit(qty, bolGreen.Lower[0], bolGreen.Lower[0]);
}
// ExitLongStop(qty, bolBlue.Lower[0]);
// ExitLongLimit(qty, bolBlue.Middle[0]);
}
if (bolBlue.Lower[15] > bolGreen.Lower[0]
//&& Close[0] < bolGreen.Lower[0]
)
{
// EnterShortLimit(qty, bolGreen.Lower[0]);
}
if (CurrentBar - lastTouchedBlue < 20
//&& bolBlue.Upper[15] > Low[0]
//&& (bolGreen.Lower[0] - bolBlue.Lower[0]) > barHeight
)
{
if (Close[0] > bolGreen.Upper[0])
{
EnterShortStopLimit(qty, bolGreen.Upper[0], bolGreen.Upper[0]);
}
}
}
AtmStrategyHandler();
//double stop = Math.Max(bolBlue.Lower[0], bolBlue.Lower[BarsSinceEntry()]);
//double limit = bolBlue.Middle[0];
//ExitLongStop(stop);
//ExitLongLimit(limit);
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "DirectionalBolingerDivergenceTrendV2Code";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = true;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
// Disable this property for performance gains in Strategy Analyzer optimizations
IsInstantiatedOnEachOptimizationIteration = true;
StopLoss = 8;
TakeProfit = 4;
MAPeriod = 200;
BollingerStdDev = 2;
BollingerPeriod = 14;
TrendTrade = @"TrendTrade";
CounterTrendTrade = @"CounterTrendTrade";
StochRSIPeriod = 14;
StochRSIMax = 1;
StochRSIMin = 0;
}
else if (State == State.Configure)
{
}
else if (State == State.DataLoaded)
{
EMA1 = EMA(Close, Convert.ToInt32(MAPeriod));
EMA2 = EMA(Close, Convert.ToInt32(5));
Bollinger1 = Bollinger(Close, BollingerStdDev, Convert.ToInt32(BollingerPeriod));
Bollinger2 = Bollinger(Close, BollingerStdDev, Convert.ToInt32(BollingerPeriod));
StochRSI1 = StochRSI(Close, 14);
EMA1.Plots[0].Brush = Brushes.Goldenrod;
EMA2.Plots[0].Brush = Brushes.Goldenrod;
Bollinger1.Plots[0].Brush = Brushes.Lime;
Bollinger1.Plots[1].Brush = Brushes.Blue;
Bollinger1.Plots[2].Brush = Brushes.Red;
StochRSI1.Plots[0].Brush = Brushes.DarkCyan;
AddChartIndicator(EMA1);
AddChartIndicator(EMA2);
AddChartIndicator(Bollinger1);
AddChartIndicator(StochRSI1);
SetProfitTarget(Convert.ToString(TrendTrade), CalculationMode.Ticks, TakeProfit);
SetStopLoss(Convert.ToString(TrendTrade), CalculationMode.Ticks, StopLoss, false);
}
}
/// <summary>
/// Called on every new bar of data.
/// </summary>
/// <param name="currentBar">The current bar of the simulation</param>
protected override void OnBarUpdate(int currentBar)
{
base.OnBarUpdate(currentBar);
Bollinger ind = (Bollinger)Dependents[0];
if (DataSeries.CrossAbove(Data.Close, ind.Upper, currentBar, 0) != -1)
{
WasFound[currentBar] = true;
}
}
protected override void OnCalculate()
{
Bollinger bb = Bollinger(2, 20);
AddChartLine("Plot_Middle" + Time[0].ToString(), this.IsAutoAdjustableScale, 1, bb.Middle[1], 0, bb.Middle[0], this.Plot1Color, this.Dash1Style, this.Plot1Width);
AddChartLine("Plot_Low" + Time[0].ToString(), this.IsAutoAdjustableScale, 1, bb.Lower[1], 0, bb.Lower[0], this.Plot0Color, this.Dash0Style, this.Plot0Width);
AddChartLine("Plot_High" + Time[0].ToString(), this.IsAutoAdjustableScale, 1, bb.Upper[1], 0, bb.Upper[0], this.Plot0Color, this.Dash0Style, this.Plot0Width);
if (High[0] < bb.Lower[0] || Low[0] > bb.Upper[0])
{
//ok
}
else
{
this.BarColor = Color.White;
}
//Trigger
double signal = 0;
if (High[1] < bb.Lower[1])
{
if (Low[0] > High[1] || High[0] > High[1])
{
if (ShowArrows)
{
AddChartArrowUp("ArrowLong_Entry" + +Bars[0].Time.Ticks, this.IsAutoAdjustableScale, 0, Bars[0].Low, Color.LightGreen);
}
signal = 1;
}
}
else if (Low[1] > bb.Upper[1])
{
if (Low[0] < Low[1] || High[0] < Low[1])
{
if (ShowArrows)
{
AddChartArrowDown("ArrowShort_Entry" + +Bars[0].Time.Ticks, this.IsAutoAdjustableScale, 0, Bars[0].High, Color.Red);
}
signal = -1;
}
}
PlotLine.Set(signal);
PlotColors[0][0] = this.Plot0Color;
OutputDescriptors[0].PenStyle = this.Dash0Style;
OutputDescriptors[0].Pen.Width = this.Plot0Width;
}
public BollingerProFunctionChart(ChartView BaseChart)
{
candle = new Candle();
line = new Line();
bollingerFunction = new Bollinger();
var = new Variables.Variables();
Themes.CandleGodStyle(candle);
BaseChart.Chart.Header.Text = "Bollinger Bands";
BaseChart.Chart.Series.Add(candle);
BaseChart.Chart.Series.Add(line);
candle.FillSampleValues(20);
candle.HorizAxis = HorizontalAxis.Bottom;
candle.VertAxis = VerticalAxis.Left;
candle.Title = "Data Source";
line.DataSource = candle;
line.Function = bollingerFunction;
line.HorizAxis = HorizontalAxis.Bottom;
line.VertAxis = VerticalAxis.Left;
line.Title = "Bollinger";
line.LinePen.Width = 3;
line.Color = var.GetPaletteBasic[2];
bollingerFunction.Deviation = 2;
bollingerFunction.Exponential = false;
bollingerFunction.LowBandPen.Color = var.GetPaletteBasic[3];
bollingerFunction.UpperBandPen.Color = var.GetPaletteBasic[2];
bollingerFunction.UpperBandPen.Visible = true;
bollingerFunction.LowBand.Visible = true;
bollingerFunction.LowBandPen.Width = 3;
bollingerFunction.UpperBandPen.Width = 3;
bollingerFunction.Series = candle;
bollingerFunction.LowBand.XValues.DataMember = "X";
bollingerFunction.LowBand.XValues.DateTime = true;
bollingerFunction.LowBand.XValues.Order = ValueListOrder.Ascending;
bollingerFunction.LowBand.YValues.DataMember = "Y";
bollingerFunction.Period = 10;
BaseChart.Chart.Axes.Left.Automatic = true;
BaseChart.Chart.Axes.Left.Ticks.Transparency = 100;
BaseChart.Chart.Axes.Bottom.SetMinMax(BaseChart.Chart.Axes.Bottom.MinXValue - 1, BaseChart.Chart.Axes.Bottom.MaxXValue + 1);
BaseChart.Chart.Axes.Left.Increment = 10;
}
public event Action <MarketFaze> MarketFazeChangeEvent; // событие изменения фазы рынка
#endregion
/// <summary>
/// Конструктор класса робота
/// </summary>
/// <param name="name">имя робота</param>
/// <param name="startProgram">программа, которая запустила робота</param>
public OneLegArbitrageMy(string name, StartProgram startProgram) : base(name, startProgram)
{
//Запоминаем имя программы, которая запустила бота
//Это может быть тестер, оптимизатор, терминал
_startProgram = startProgram;
//Создаем вкладки бота
TabCreate(BotTabType.Simple);
TabCreate(BotTabType.Index);
_tabSec = TabsSimple[0];
_tabIndex = TabsIndex[0];
// создаем настроечные параметры робота
LenghtMa = CreateParameter("Lenght MA", 100, 50, 200, 10);
LenghtBollinger = CreateParameter("Lenght Bollinger", 100, 50, 200, 10);
DeviationBollinger = CreateParameter("Deviation Bollinger", 1, 0.5m, 2.5m, 0.5m);
LenghtAtr = CreateParameter("Lenght ATR", 20, 20, 100, 10);
MultiplyAtr = CreateParameter("Multiplay ATR", 1, 1, 5, 0.5m);
// cоздаем индикаторы
_ma = new MovingAverage(name + "MA", false);
_ma = (MovingAverage)_tabIndex.CreateCandleIndicator(_ma, "Prime");
_ma.Lenght = LenghtMa.ValueInt;
_ma.Save();
_bollinger = new Bollinger(name + "Bollinger", false);
_bollinger = (Bollinger)_tabIndex.CreateCandleIndicator(_bollinger, "Prime");
_bollinger.Lenght = LenghtBollinger.ValueInt;
_bollinger.Deviation = DeviationBollinger.ValueDecimal;
_bollinger.Save();
_atr = new Atr(name + "ATR", false);
_atr = (Atr)_tabIndex.CreateCandleIndicator(_atr, "Second");
_atr.Lenght = LenghtAtr.ValueInt;
_atr.Save();
// загружаем настроечные параметры робота
Load();
// подписываемся на события
_tabIndex.SpreadChangeEvent += TabIndex_SpreadChangeEvent;
_tabSec.CandleFinishedEvent += TabSec_CandleFinishedEvent;
ParametrsChangeByUser += OneLegArbitrage_ParametrsChangeByUser;
DeleteEvent += OneLegArbitrage_DeleteEvent;
//todo доработать OneLegArbitrage_DeleteEvent, чтобы удалялись все файлы робота
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"TTMS momentum histogram with squeeze dots.";
Name = "TTMS";
Calculate = Calculate.OnPriceChange;
IsOverlay = false;
DisplayInDataBox = true;
DrawOnPricePanel = false;
DrawHorizontalGridLines = false;
DrawVerticalGridLines = false;
PaintPriceMarkers = true;
ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
IsSuspendedWhileInactive = true;
MomentumLength = 20;
SqueezeLength = 20;
SqueezeDotBrush = Brushes.Red;
NormalDotBrush = Brushes.Blue;
HistAboveZeroRising = Brushes.Lime;
HistAboveZeroFalling = Brushes.DarkSlateGray;
HistBelowZeroFalling = Brushes.Red;
HistBelowZeroRising = Brushes.DarkSlateGray;
SoundAlertsOn = false;
BuySoundAlert = "Alert3.wav";
SellSoundAlert = "Alert4.wav";
AddPlot(new Stroke(Brushes.DarkSlateGray, 5), PlotStyle.Bar, "MomentumHistogram");
AddPlot(new Stroke(NormalDotBrush, 2), PlotStyle.Dot, "SqueezeDots");
}
else if (State == State.Configure)
{
lrm_ = new Series <double>(this);
medianPriceOsc_ = new Series <double>(this);
BB = Bollinger(2.0, SqueezeLength);
KC = KeltnerChannel(1.5, SqueezeLength);
DC = DonchianChannel(MomentumLength);
LR = LinReg(medianPriceOsc_, MomentumLength);
ema_ = EMA(MomentumLength);
}
}
protected override void MyInitialize()
{
_boll = Bollinger(BollingerStdDev, BollingerPeriod);
Add(_boll);
_smaFast = SMA(SMAFastPeriod);
_smaFast.Plots[0].Pen.Color = Color.Blue;
Add(_smaFast);
_smaSlow = SMA(SMASlowPeriod);
_smaSlow.Plots[0].Pen.Color = Color.Purple;
Add(_smaSlow);
InitialStoploss = 100;
ProfitTicks = 300;
SetProfitTarget(CalculationMode.Ticks, 300);
// SetStopLoss(CalculationMode.Ticks, 200);
}
/// <summary>
/// In this function we do all the work and send back the OrderDirection.
/// </summary>
/// <param name="data"></param>
/// <returns></returns>
public ResultValue calculate(IDataSeries data, IDataSeries open, IDataSeries high, IOrder longorder, IOrder shortorder, int bollinger_period, double bollinger_standarddeviation, int momentum_period, int rsi_period, int rsi_smooth, int rsi_level_low, int rsi_level_high, int momentum_level_low, int momentum_level_high)
{
//Create a return object
ResultValue returnvalue = new ResultValue();
try
{
//Calculate BB
Bollinger bb = Bollinger(data, bollinger_standarddeviation, bollinger_period);
Momentum mom = Momentum(data, momentum_period);
RSI rsi = RSI(data, rsi_period, rsi_smooth);
bb_lower = bb.Lower[0];
bb_middle = bb.Middle[0];
bb_upper = bb.Upper[0];
if (mom[0] >= momentum_level_high && rsi[0] <= rsi_level_low && data[0] <= bb.Lower[0] && data[1] <= bb.Lower[1] && data[2] <= bb.Lower[2])
{
returnvalue.Entry = OrderDirection.Buy;
}
else if (mom[0] <= momentum_level_low && rsi[0] >= rsi_level_high && data[0] >= bb.Upper[0] && data[1] >= bb.Upper[1] && data[2] >= bb.Upper[2])
{
returnvalue.Entry = OrderDirection.Sell;
}
else if (data[0] >= bb.Upper[0] && longorder != null)
{
//currently we left the building on the upper band, is it better if we switch to a stop?
returnvalue.Exit = OrderDirection.Sell;
}
else if (data[0] <= bb.Lower[0] && shortorder != null)
{
returnvalue.Exit = OrderDirection.Buy;
}
}
catch (Exception)
{
//If this method is called via a strategy or a condition we need to log the error.
returnvalue.ErrorOccured = true;
}
//return the result object
return(returnvalue);
}
/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
atr = ATRTrailing(ATRTimes, ATRPeriod, ATRRatched);
bollinger = Bollinger(BStdX, BPeriod);
keltnerChannel = KeltnerChannel(KStdX, KPeriod);
sMomentum = SMA(Momentum(MPeriod), MSmooth);
//Add(Stochastics(periodD, periodK, smooth));
Add(RCTTMSqueeze(1, 2, 2, 20));
Add(atr);
//Add(bollinger);
//Add(keltnerChannel);
//Add(sMomentum);
atr.AutoScale = false;
atr.PaintPriceMarkers = false;
CalculateOnBarClose = true;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
bolCyan = Bollinger(0.5, Period);
bolGreen = Bollinger(1.0, Period);
bolBlue = Bollinger(2.0, Period);
if (Position.MarketPosition == MarketPosition.Flat)
{
if (Low[0] <= bolBlue.Lower[0])
{
lastTouchedBlue = CurrentBar;
}
// && rewardRiskRatio > 1.0
double rewardRiskRatio = (bolBlue.Middle[0] - bolGreen.Lower[0])
/ (bolGreen.Lower[0] - bolBlue.Lower[0]);
double barHeight = Math.Max(High[0] - Low[0], High[1] - Low[1]);
barHeight = Math.Max(barHeight, High[2] - Low[2]);
if (CurrentBar - lastTouchedBlue < 20
//&& (bolGreen.Lower[0] - bolBlue.Lower[0]) > barHeight
)
{
EnterLongStopLimit(bolGreen.Lower[0], bolGreen.Lower[0]);
ExitLongStop(bolBlue.Lower[0]);
ExitLongLimit(bolBlue.Middle[0]);
}
}
if (Position.MarketPosition == MarketPosition.Long)
{
lastTouchedBlue = 0;
double stop = Math.Max(bolBlue.Lower[0], bolBlue.Lower[BarsSinceEntry()]);
double limit = bolBlue.Middle[0];
ExitLongStop(stop);
ExitLongLimit(limit);
}
}
protected override void OnCalculate()
{
Bollinger bol = Bollinger(this.Bollinger_stddev, this.Bollinger_Period);
if (Close[0] < bol.Lower[0])
{
longsignalbb = true;
}
else if (Close[0] > bol.Upper[0])
{
shortsignalbb = true;
}
else
{
//nothing
}
MACD macd = MACD(this.MACD_Fast, this.MACD_Slow, this.MACD_Smooth);
if (longsignalbb && CrossAbove(macd.Default, macd.Avg, 0))
{
AddChartArrowUp(Time[0].ToString() + "long", 0, Low[0], this.ColorLongSignal);
MyPlot1.Set(1);
longsignalbb = false;
}
else if (shortsignalbb && CrossBelow(macd.Default, macd.Avg, 0))
{
AddChartArrowDown(Time[0].ToString() + "short", 0, High[0], this.ColorShortSignal);
MyPlot1.Set(-1);
shortsignalbb = false;
}
else
{
MyPlot1.Set(0);
}
}
protected override void OnCalculate()
{
Bollinger bb = Bollinger(this.StandardDeviation, this.Period);
if (Close[0] > bb.Upper[0])
{
if (ShowSignalOnChartBackground)
{
this.BackColor = GlobalUtilities.AdjustOpacity(this.ColorLongSignalBackground, this.OpacityLongSignal / 100.0);
}
_signals.Set(1);
}
else if (Close[0] < bb.Lower[0])
{
if (ShowSignalOnChartBackground)
{
this.BackColor = GlobalUtilities.AdjustOpacity(this.ColorShortSignalBackground, this.OpacityShortSignal / 100.0);
}
_signals.Set(-1);
}
else
{
_signals.Set(_signals[1]);
if (_signals[1] == 1)
{
if (ShowSignalOnChartBackground)
{
this.BackColor = GlobalUtilities.AdjustOpacity(this.ColorLongSignalBackground, this.OpacityLongSignal / 100.0);
}
}
else
{
if (ShowSignalOnChartBackground)
{
this.BackColor = GlobalUtilities.AdjustOpacity(this.ColorShortSignalBackground, this.OpacityShortSignal / 100.0);
}
}
}
if (this.ShowSignalOnChartArrow)
{
if (_signals[0] == 1 && _signals[1] != 1)
{
AddChartArrowUp("ArrowLong_MA" + +Bars[0].Time.Ticks, this.IsAutoAdjustableScale, 0, Bars[0].Low, this.ColorLongSignalArrow);
}
else if (_signals[0] == -1 && _signals[1] != -1)
{
AddChartArrowDown("ArrowShort_MA" + +Bars[0].Time.Ticks, this.IsAutoAdjustableScale, 0, Bars[0].High, this.ColorShortSignalArrow);
}
}
//set bb
this.Plot_Middle.Set(bb.Middle[0]);
this.Plot_High.Set(bb.Upper[0]);
this.Plot_Low.Set(bb.Lower[0]);
//Set the color
PlotColors[0][0] = this.Color_1;
OutputDescriptors[0].PenStyle = this.DashStyle_1;
OutputDescriptors[0].Pen.Width = this.LineWidth_1;
PlotColors[1][0] = this.Color_2;
OutputDescriptors[1].PenStyle = this.DashStyle_2;
OutputDescriptors[1].Pen.Width = this.LineWidth_2;
PlotColors[2][0] = this.Color_3;
OutputDescriptors[2].PenStyle = this.DashStyle_3;
OutputDescriptors[2].Pen.Width = this.LineWidth_3;
}
/// <summary>
/// If the runnable has already been created, returns that object. If not then
/// returns an new runnable object based on the name and the instrument.
/// </summary>
/// <param name="nameAndParameters">Name of the runnable</param>
/// <returns>The runnable object</returns>
public Runnable GetRunnable(string nameAndParameters)
{
Runnable requestedItem = null;
// The name can have parameters to pass to the runnable construtor
// and are separated by commas.
// Ex: Rsi,11,3 would create the Rsi and pass the numbers to it in a
// list. Its up to the indicator to do what it will with each number.
string[] splitParams = nameAndParameters.Split(',');
string runnableName = splitParams[0];
string[] runnableParams = splitParams.Skip(1).Take(splitParams.Length - 1).ToArray();
// See if the runnable is created already and return that object if it is.
int key = nameAndParameters.GetHashCode();
if (_createdItems.ContainsKey(key))
{
requestedItem = _createdItems[key];
}
else
{
switch (runnableName)
{
// Indicators.
case "Bollinger":
requestedItem = new Bollinger(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BressertDss":
requestedItem = new BressertDss(_tickerData, this, runnableParams);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BressertTimingBands":
requestedItem = new BressertTimingBands(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BearBeltHold":
requestedItem = new BearBeltHold(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BearEngulfing":
requestedItem = new BearEngulfing(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BearHarami":
requestedItem = new BearHarami(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BearHaramiCross":
requestedItem = new BearHaramiCross(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BullBeltHold":
requestedItem = new BullBeltHold(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BullEngulfing":
requestedItem = new BullEngulfing(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BullHarami":
requestedItem = new BullHarami(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BullHaramiCross":
requestedItem = new BullHaramiCross(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Cci14":
requestedItem = new Cci(_tickerData, this, 14);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "DarkCloudCover":
requestedItem = new DarkCloudCover(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Doji":
requestedItem = new Doji(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "BearDoji":
requestedItem = new BearDoji(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "DownsideTasukiGap":
requestedItem = new DownsideTasukiGap(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "EaseOfMovement":
requestedItem = new EaseOfMovement(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "EveningStar":
requestedItem = new EveningStar(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "FallingThreeMethods":
requestedItem = new FallingThreeMethods(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Hammer":
requestedItem = new Hammer(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "HangingMan":
requestedItem = new HangingMan(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "InvertedHammer":
requestedItem = new InvertedHammer(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "KeltnerChannel":
requestedItem = new KeltnerChannel(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Macd":
requestedItem = new Macd(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Momentum14":
requestedItem = new Momentum(_tickerData, this, 14);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "MorningStar":
requestedItem = new MorningStar(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "PiercingLine":
requestedItem = new PiercingLine(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "PriceOscillator":
requestedItem = new PriceOscillator(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "RisingThreeMethods":
requestedItem = new RisingThreeMethods(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Rsi":
requestedItem = new Rsi(_tickerData, this, runnableParams);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Rsi3m3":
requestedItem = new Rsi3m3(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "ShootingStar":
requestedItem = new ShootingStar(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Sma":
requestedItem = new Sma(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "StickSandwitch":
requestedItem = new StickSandwitch(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "StochasticsFast":
requestedItem = new StochasticsFast(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Stochastics":
requestedItem = new Stochastics(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "StochRsi":
requestedItem = new StochRsi(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Trend":
requestedItem = new Trend(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "ThreeBlackCrows":
requestedItem = new ThreeBlackCrows(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "ThreeWhiteSoldiers":
requestedItem = new ThreeWhiteSoldiers(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Trix":
requestedItem = new Trix(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "UpsideGapTwoCrows":
requestedItem = new UpsideGapTwoCrows(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "UpsideTasukiGap":
requestedItem = new UpsideTasukiGap(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "WilliamsR":
requestedItem = new WilliamsR(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "Dmi":
requestedItem = new Dmi(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "DtOscillator":
requestedItem = new DtOscillator(_tickerData, this, runnableParams);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "FibonacciZones":
requestedItem = new FibonacciZones(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "ElliotWaves":
requestedItem = new ElliotWaves(_tickerData, this);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
case "ZigZag":
requestedItem = new ZigZag(_tickerData, this, runnableParams);
Simulator.DataOutput.SaveIndicator((Indicator)requestedItem);
break;
///////////////////////////// Strategies ////////////////////////////
case "BestOfRootStrategies":
requestedItem = new BestOfRootStrategies(_tickerData, this);
break;
case "ComboStrategy":
requestedItem = new ComboStrategy(_tickerData, this);
break;
case "BressertApproach":
requestedItem = new BressertApproach(_tickerData, this);
break;
case "BressertComboStrategy":
requestedItem = new BressertComboStrategy(_tickerData, this);
break;
case "FibonacciRsi3m3":
requestedItem = new FibonacciRsi3m3(_tickerData, this);
break;
case "FibonacciDtOscillator":
requestedItem = new FibonacciDtOscillator(_tickerData, this);
break;
case "ElliotWavesStrategy":
requestedItem = new ElliotWavesStrategy(_tickerData, this);
break;
//
// Bull
//
case "BullBollingerExtended":
requestedItem = new BullBollingerExtended(_tickerData, this);
break;
case "BullBeltHoldFound":
requestedItem = new BullBeltHoldFound(_tickerData, this);
break;
case "BullEngulfingFound":
requestedItem = new BullEngulfingFound(_tickerData, this);
break;
case "BullHaramiFound":
requestedItem = new BullHaramiFound(_tickerData, this);
break;
case "BullHaramiCrossFound":
requestedItem = new BullHaramiCrossFound(_tickerData, this);
break;
case "BullCciCrossover":
requestedItem = new BullCciCrossover(_tickerData, this);
break;
case "BullEaseOfMovement":
requestedItem = new BullEaseOfMovement(_tickerData, this);
break;
case "BullDojiFound":
requestedItem = new BullDojiFound(_tickerData, this);
break;
case "HammerFound":
requestedItem = new HammerFound(_tickerData, this);
break;
case "BullKeltnerExtended":
requestedItem = new BullKeltnerExtended(_tickerData, this);
break;
case "BullMacdCrossover":
requestedItem = new BullMacdCrossover(_tickerData, this);
break;
case "BullMacdMomentum":
requestedItem = new BullMacdMomentum(_tickerData, this);
break;
case "BullMomentumCrossover":
requestedItem = new BullMomentumCrossover(_tickerData, this);
break;
case "MorningStarFound":
requestedItem = new MorningStarFound(_tickerData, this);
break;
case "PiercingLineFound":
requestedItem = new PiercingLineFound(_tickerData, this);
break;
case "RisingThreeMethodsFound":
requestedItem = new RisingThreeMethodsFound(_tickerData, this);
break;
case "BullRsiCrossover":
requestedItem = new BullRsiCrossover(_tickerData, this);
break;
case "BullSmaCrossover":
requestedItem = new BullSmaCrossover(_tickerData, this);
break;
case "StickSandwitchFound":
requestedItem = new StickSandwitchFound(_tickerData, this);
break;
case "BullStochasticsFastCrossover":
requestedItem = new BullStochasticsFastCrossover(_tickerData, this);
break;
case "BullStochasticsCrossover":
requestedItem = new BullStochasticsCrossover(_tickerData, this);
break;
case "BullStochRsiCrossover":
requestedItem = new BullStochRsiCrossover(_tickerData, this);
break;
case "ThreeWhiteSoldiersFound":
requestedItem = new ThreeWhiteSoldiersFound(_tickerData, this);
break;
case "BullTrendStart":
requestedItem = new BullTrendStart(_tickerData, this);
break;
case "BullTrixSignalCrossover":
requestedItem = new BullTrixSignalCrossover(_tickerData, this);
break;
case "BullTrixZeroCrossover":
requestedItem = new BullTrixZeroCrossover(_tickerData, this);
break;
case "UpsideTasukiGapFound":
requestedItem = new UpsideTasukiGapFound(_tickerData, this);
break;
case "BullWilliamsRCrossover":
requestedItem = new BullWilliamsRCrossover(_tickerData, this);
break;
case "BullPriceOscillator":
requestedItem = new BullPriceOscillator(_tickerData, this);
break;
case "BullDmi":
requestedItem = new BullDmi(_tickerData, this);
break;
case "BullBressertDss":
requestedItem = new BullBressertDss(_tickerData, this, runnableParams);
break;
case "BullRsi3m3":
requestedItem = new BullRsi3m3(_tickerData, this);
break;
case "BullDtOscillator":
requestedItem = new BullDtOscillator(_tickerData, this);
break;
//////////// Predicted bull strategies ///////////
case "BullCciCrossoverPredicted":
requestedItem = new BullCciCrossoverPredicted(_tickerData, this);
break;
case "BullDmiPredicted":
requestedItem = new BullDmiPredicted(_tickerData, this);
break;
case "BullEaseOfMovementPredicted":
requestedItem = new BullEaseOfMovementPredicted(_tickerData, this);
break;
case "BullKeltnerExtendedPredicted":
requestedItem = new BullKeltnerExtendedPredicted(_tickerData, this);
break;
case "BullMacdCrossoverPredicted":
requestedItem = new BullMacdCrossoverPredicted(_tickerData, this);
break;
case "BullMomentumCrossoverPredicted":
requestedItem = new BullMomentumCrossoverPredicted(_tickerData, this);
break;
case "BullPriceOscillatorPredicted":
requestedItem = new BullPriceOscillatorPredicted(_tickerData, this);
break;
case "BullRsiCrossoverPredicted":
requestedItem = new BullRsiCrossoverPredicted(_tickerData, this);
break;
case "BullSmaCrossoverPredicted":
requestedItem = new BullSmaCrossoverPredicted(_tickerData, this);
break;
case "BullStochasticsCrossoverPredicted":
requestedItem = new BullStochasticsCrossoverPredicted(_tickerData, this);
break;
case "BullStochasticsFastCrossoverPredicted":
requestedItem = new BullStochasticsFastCrossoverPredicted(_tickerData, this);
break;
case "BullStochRsiCrossoverPredicted":
requestedItem = new BullStochRsiCrossoverPredicted(_tickerData, this);
break;
case "BullTrixSignalCrossoverPredicted":
requestedItem = new BullTrixSignalCrossoverPredicted(_tickerData, this);
break;
case "BullTrixZeroCrossoverPredicted":
requestedItem = new BullTrixZeroCrossoverPredicted(_tickerData, this);
break;
case "BullWilliamsRCrossoverPredicted":
requestedItem = new BullWilliamsRCrossoverPredicted(_tickerData, this);
break;
//
// Bear
//
case "BearBollingerExtended":
requestedItem = new BearBollingerExtended(_tickerData, this);
break;
case "BearCciCrossover":
requestedItem = new BearCciCrossover(_tickerData, this);
break;
case "BearEaseOfMovement":
requestedItem = new BearEaseOfMovement(_tickerData, this);
break;
case "BearDojiFound":
requestedItem = new BearDojiFound(_tickerData, this);
break;
case "BearKeltnerExtended":
requestedItem = new BearKeltnerExtended(_tickerData, this);
break;
case "BearMacdMomentum":
requestedItem = new BearMacdMomentum(_tickerData, this);
break;
case "BearMacdCrossover":
requestedItem = new BearMacdCrossover(_tickerData, this);
break;
case "BearMomentumCrossover":
requestedItem = new BearMomentumCrossover(_tickerData, this);
break;
case "BearRsiCrossover":
requestedItem = new BearRsiCrossover(_tickerData, this);
break;
case "BearSmaCrossover":
requestedItem = new BearSmaCrossover(_tickerData, this);
break;
case "BearStochasticsCrossover":
requestedItem = new BearStochasticsCrossover(_tickerData, this);
break;
case "BearStochasticsFastCrossover":
requestedItem = new BearStochasticsFastCrossover(_tickerData, this);
break;
case "BearStochRsiCrossover":
requestedItem = new BearStochRsiCrossover(_tickerData, this);
break;
case "BearTrendStart":
requestedItem = new BearTrendStart(_tickerData, this);
break;
case "BearTrixSignalCrossover":
requestedItem = new BearTrixSignalCrossover(_tickerData, this);
break;
case "BearTrixZeroCrossover":
requestedItem = new BearTrixZeroCrossover(_tickerData, this);
break;
case "BearWilliamsRCrossover":
requestedItem = new BearWilliamsRCrossover(_tickerData, this);
break;
case "BearBeltHoldFound":
requestedItem = new BearBeltHoldFound(_tickerData, this);
break;
case "BearEngulfingFound":
requestedItem = new BearEngulfingFound(_tickerData, this);
break;
case "BearHaramiFound":
requestedItem = new BearHaramiFound(_tickerData, this);
break;
case "BearHaramiCrossFound":
requestedItem = new BearHaramiCrossFound(_tickerData, this);
break;
case "DarkCloudCoverFound":
requestedItem = new DarkCloudCoverFound(_tickerData, this);
break;
case "DownsideTasukiGapFound":
requestedItem = new DownsideTasukiGapFound(_tickerData, this);
break;
case "EveningStarFound":
requestedItem = new EveningStarFound(_tickerData, this);
break;
case "FallingThreeMethodsFound":
requestedItem = new FallingThreeMethodsFound(_tickerData, this);
break;
case "HangingManFound":
requestedItem = new HangingManFound(_tickerData, this);
break;
case "InvertedHammerFound":
requestedItem = new InvertedHammerFound(_tickerData, this);
break;
case "ShootingStarFound":
requestedItem = new ShootingStarFound(_tickerData, this);
break;
case "ThreeBlackCrowsFound":
requestedItem = new ThreeBlackCrowsFound(_tickerData, this);
break;
case "UpsideGapTwoCrowsFound":
requestedItem = new UpsideGapTwoCrowsFound(_tickerData, this);
break;
case "BearPriceOscillator":
requestedItem = new BearPriceOscillator(_tickerData, this);
break;
case "BearDmi":
requestedItem = new BearDmi(_tickerData, this);
break;
case "BearBressertDss":
requestedItem = new BearBressertDss(_tickerData, this, runnableParams);
break;
case "BearRsi3m3":
requestedItem = new BearRsi3m3(_tickerData, this);
break;
case "BearDtOscillator":
requestedItem = new BearDtOscillator(_tickerData, this);
break;
//////////// Predicted bear strategies ///////////
case "BearCciCrossoverPredicted":
requestedItem = new BearCciCrossoverPredicted(_tickerData, this);
break;
case "BearDmiPredicted":
requestedItem = new BearDmiPredicted(_tickerData, this);
break;
case "BearEaseOfMovementPredicted":
requestedItem = new BearEaseOfMovementPredicted(_tickerData, this);
break;
case "BearKeltnerExtendedPredicted":
requestedItem = new BearKeltnerExtendedPredicted(_tickerData, this);
break;
case "BearMacdCrossoverPredicted":
requestedItem = new BearMacdCrossoverPredicted(_tickerData, this);
break;
case "BearMomentumCrossoverPredicted":
requestedItem = new BearMomentumCrossoverPredicted(_tickerData, this);
break;
case "BearPriceOscillatorPredicted":
requestedItem = new BearPriceOscillatorPredicted(_tickerData, this);
break;
case "BearRsiCrossoverPredicted":
requestedItem = new BearRsiCrossoverPredicted(_tickerData, this);
break;
case "BearSmaCrossoverPredicted":
requestedItem = new BearSmaCrossoverPredicted(_tickerData, this);
break;
case "BearStochasticsCrossoverPredicted":
requestedItem = new BearStochasticsCrossoverPredicted(_tickerData, this);
break;
case "BearStochasticsFastCrossoverPredicted":
requestedItem = new BearStochasticsFastCrossoverPredicted(_tickerData, this);
break;
case "BearStochRsiCrossoverPredicted":
requestedItem = new BearStochRsiCrossoverPredicted(_tickerData, this);
break;
case "BearTrixSignalCrossoverPredicted":
requestedItem = new BearTrixSignalCrossoverPredicted(_tickerData, this);
break;
case "BearTrixZeroCrossoverPredicted":
requestedItem = new BearTrixZeroCrossoverPredicted(_tickerData, this);
break;
case "BearWilliamsRCrossoverPredicted":
requestedItem = new BearWilliamsRCrossoverPredicted(_tickerData, this);
break;
default:
throw new Exception(nameAndParameters + " doesn't exist");
}
_createdItems[key] = requestedItem;
}
return(requestedItem);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
double stopPrice = 0;
double limitPrice = 0;
int qty = 1;
if (BarsPeriod.Id != PeriodType.Range)
{
DrawTextFixed("error msg", "This Strategy only works on Intraday Range Bars", TextPosition.BottomRight);
return;
}
if (Bars.BarsSinceSession == 1)
{
ResetTrade();
}
RcMACD macd = RcMACD(12, 26, 9);
RSI rsi = RSI(7, 3);
Stochastics stoc = Stochastics(3, 5, 2);
Bollinger bollinger = Bollinger(2, 12);
if (UseRSIFilter == 1)
{
if (rsi[0] > 70)
{
this.DrawTriangleUp(CurrentBar + "Up", false, 0, Low[0] - 2 * TickSize, Color.Green);
}
else if (rsi[0] < 30)
{
DrawTriangleDown(CurrentBar + "Down", false, 0, High[0] + 2 * TickSize, Color.Red);
}
}
else
{
if (stoc.D[0] > 80)
{
DrawTriangleUp(CurrentBar + "Up", false, 0, Low[0] - 2 * TickSize, Color.Green);
}
else if (stoc.D[0] < 20)
{
DrawTriangleDown(CurrentBar + "Down", false, 0, High[0] + 2 * TickSize, Color.Red);
}
}
if (Position.MarketPosition == MarketPosition.Flat)
{
if (entryOrderLong != null)
{
CancelOrder(entryOrderLong);
entryOrderLong = null;
}
else
// Long Entry Conditions
if (longTrades && entryOrderLong == null &&
macd.Mom[0] > 0 && macd.Mom[0] > macd.Avg[0] &&
((UseRSIFilter == 1 && rsi[0] > 70) || (UseRSIFilter == 0 && stoc.D[0] < 20)) &&
Rising(bollinger.Upper) &&
Close[0] > (bollinger.Upper[0] - 2 * TickSize)
//&& Time[0].DayOfWeek != DayOfWeek.Friday
//&& (ToTime(Time[0]) >= 83000 && ToTime(Time[0]) <= 103000)
)
{
DrawArrowUp(CurrentBar + "Long", false, 0, Low[0] - 8 * TickSize, Color.Green);
if (Close[0] == High[0])
{
//DrawDot(CurrentBar + "marketPrice", false, 1, Close[0], Color.Gray);
if (!reverseTrades)
{
entryOrderLong = SubmitOrder(0, OrderAction.Buy, OrderType.Market, qty, limitPrice, stopPrice, orderPrefix + "ocoEnter", "Long");
}
else
{
entryOrderLong = SubmitOrder(0, OrderAction.SellShort, OrderType.Market, qty, limitPrice, stopPrice, orderPrefix + "ocoEnter", "!Long");
}
}
else
{
stopPrice = Close[0] + 1 * TickSize;
limitPrice = Close[0] + 1 * TickSize;
//DrawDot(CurrentBar + "stopPrice", false, 1, stopPrice, Color.DarkGray);
//DrawDot(CurrentBar + "limitPrice", false, 1, limitPrice, Color.Black);
if (!reverseTrades)
{
entryOrderLong = SubmitOrder(0, OrderAction.Buy, OrderType.StopLimit, qty, limitPrice, stopPrice, orderPrefix + "ocoEnter", "Long");
}
else
{
entryOrderLong = SubmitOrder(0, OrderAction.SellShort, OrderType.StopLimit, qty, limitPrice, stopPrice, orderPrefix + "ocoEnter", "!Long");
}
}
}
// Short Entry Conditions
if (shortTrades && entryOrderShort == null &&
macd.Mom[0] < 0 && macd.Mom[0] < macd.Avg[0] &&
((UseRSIFilter == 1 && rsi[0] < 30) || (UseRSIFilter == 0 && stoc.D[0] > 80)) &&
Falling(bollinger.Lower) &&
Close[0] < (bollinger.Lower[0] + 2 * TickSize))
{
DrawArrowDown(CurrentBar + "Short", false, 0, High[0] + 8 * TickSize, Color.Red);
if (Close[0] == Low[0])
{
//DrawDot(CurrentBar + "marketPrice", false, 1, Close[0], Color.Gray);
if (!reverseTrades)
{
entryOrderShort = SubmitOrder(0, OrderAction.SellShort, OrderType.Market, qty, limitPrice, stopPrice, orderPrefix + "ocoEnter", "Short");
}
else
{
entryOrderShort = SubmitOrder(0, OrderAction.Buy, OrderType.Market, qty, limitPrice, stopPrice, orderPrefix + "ocoEnter", "!Short");
}
}
else
{
stopPrice = Close[0] - 1 * TickSize;
limitPrice = Close[0] - 1 * TickSize;
//DrawDot(CurrentBar + "stopPrice", false, 1, stopPrice, Color.DarkGray);
//DrawDot(CurrentBar + "limitPrice", false, 1, limitPrice, Color.Black);
if (!reverseTrades)
{
entryOrderShort = SubmitOrder(0, OrderAction.SellShort, OrderType.StopLimit, qty, limitPrice, stopPrice, orderPrefix + "ocoEnter", "Short");
}
else
{
entryOrderShort = SubmitOrder(0, OrderAction.Buy, OrderType.StopLimit, qty, limitPrice, stopPrice, orderPrefix + "ocoEnter", "!Short");
}
}
}
}
}
private StrategyParameterInt alarn_persent; // с каким использованным % депо можно закрывать убыточную сделку
public Frankbol_for_bnb(string name, StartProgram startProgram) : base(name, startProgram) // конструктор
{
TabCreate(BotTabType.Simple); // создание простой вкладки
_tab = TabsSimple[0]; // записываем первую вкладку в поле
kvot_name = "USDT"; // тут надо указать - инициализировать название квотируемой валюты (деньги)
tovar_name = "BNB"; // тут надо указать - инициализировать название товара
vkl_Robota = CreateParameter("РОБОТ Включен?", false);
slippage = CreateParameter("Велич. проскаль.у ордеров", 1m, 1m, 200m, 5m);
profit = CreateParameter("ТЭЙКПРОФИТ от рынка На ", 10, 5, 50, 5);
greed = CreateParameter("Сколько минимум прибыли ожидать в сделке на каждые 100$ ", 0.55m, 0.25m, 5.5m, 0.05m); // жадность
greed_max = CreateParameter("Сколько Максимум прибыли ожидать в сделке на каждые 100$ ", 1.25m, 0.25m, 5.5m, 0.05m); // жадность
velich_usrednen = CreateParameter("Усред.уваелич в раз ", 0.01m, 0.01m, 0.5m, 0.01m);
do_piram = CreateParameter(" РАСТ. до Пирамиды", 20m, 5m, 200m, 5m);
turbo_shift = CreateParameter(" Turbo добавлять", 50m, 5m, 200m, 5m);
pir_of = CreateParameter(" ОТКлючить Пирамиду при % товара", 10m, 5m, 100m, 5m);
vkl_piramid = CreateParameter("Пирамида включена?", false);
prof_on = CreateParameter("Забирать профит с % ", 10m, 5m, 100m, 5m);
ckok_profit_stop = CreateParameter("Сколько ПРИБЫЛИ закрывать стоп ордером? ", 1m, 0.01m, 10m, 0.01m);
vkl_stopa = CreateParameter("Стоп Включен?", true);
deltaUsredn = CreateParameter("УСРЕДнять через", 20m, 5m, 50m, 5m);
start_per_depo = CreateParameter("СТАРТОВАТЬ с ? % депо)", 5, 5, 20, 5);
min_sum = CreateParameter("МИН сумма орд.на бирже($)", 10.1m, 10.1m, 10.1m, 10.1m);
komis_birgi = CreateParameter("КОМ биржи в %", 0.2m, 0, 0.1m, 0.1m);
uchet_blok_sred_vkl = CreateParameter("Учитывать блокир. средства?", false);
n_min = CreateParameter("зависание снимать через N минут ", 1, 1, 20, 1);
volum_alarm = CreateParameter("АВАРИЙНЫЙ ОБЪЕМ ПРОДАЖ", 450, 150, 1000, 50);
kpit_sum = CreateParameter("Закр. Позицию с УБЫТОКОМ от ", -1m, 10.1m, 10.1m, 10.1m);
vkl_met_fix_loss_time = CreateParameter("Закрываться по ВРЕМЕНИ в убыток ? ", true);
vkl_alarm_volum = CreateParameter("Убыток по ОБЪЕМАМ Закрывать ? ", false);
Itogo = CreateParameter("Итого Заработано ", 0m, 0m, 0m, 0m);
n_min_lesion = CreateParameter("Закрывать убыток через N минут ", 120, 30, 360, 20);
sprint = CreateParameter("Большие объемы это когда больше = ", 101, 50, 200, 50);
alarn_persent = CreateParameter("% купленного можно сливать = ", 25, 50, 100, 1);
_bolin = new Bollinger(name + "Bollinger", false);
_bolin.Lenght = 20;
_bolin.Deviation = 2.2m;
_bolin = (Bollinger)_tab.CreateCandleIndicator(_bolin, "Prime");
_bolin.Save();
block_in = true; // инициализируем значение блокировки
_ma_short = new MovingAverage(name + "Ma5", true);
_ma_short = (MovingAverage)_tab.CreateCandleIndicator(_ma_short, "Prime");
_ma_short.Lenght = 5; // присвоение значения
_ma_short.Save();
_ma_long = new MovingAverage(name + "Ma20", false);
_ma_long = (MovingAverage)_tab.CreateCandleIndicator(_ma_long, "Prime");
_ma_long.Lenght = 20; // присвоение значения
_ma_long.Save();
_vol = new Volume(name + "Volum", false);
_vol = (Volume)_tab.CreateCandleIndicator(_vol, "nameArea");
_vol.Save();
_tab.BestBidAskChangeEvent += _tab_BestBidAskChangeEvent; // событие изменения лучших цен
_tab.OrderUpdateEvent += _tab_OrderUpdateEvent; // событие обновления ордеров
_tab.MarketDepthUpdateEvent += _tab_MarketDepthUpdateEvent; // пришел новый стакан
_tab.PositionNetVolumeChangeEvent += _tab_PositionNetVolumeChangeEvent; // у позиции изменился объем
_tab.PositionClosingSuccesEvent += _tab_PositionClosingSuccesEvent; // позиция успешно закрыта
_tab.NewTickEvent += _tab_NewTickEvent; // событие новых тиков
} // конструктор
