Example #1
0
 protected override void Init()
 {
     _ftoInd = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
     //	_stoInd= GetIndicator<StochasticOscillator>(Instrument.Id, Timeframe);
     _wprInd          = GetIndicator <ZigZag>(Instrument.Id, Timeframe);
     _wprInd.ExtDepth = 6;
 }
Example #2
0
 protected override void Init()
 {
     _frInd  = GetIndicator <Fractals>(Instrument.Id, Timeframe);
     _ftoInd = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
     Ur1     = 10.0;
     Ur2     = 0.0;
 }
Example #3
0
 protected override void Init()
 {
     // Event occurs once at the start of the strategy
     Print("Starting TS on account: {0}, comment: {1}", this.Account.Number, CommentText);
     _stoInd = GetIndicator <StochasticOscillator>(Instrument.Id, Timeframe);
     _ftoInd = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
 }
Example #4
0
        protected override void Init()
        {
            Print("LR_Trade_strategy_initalization");
            //Print("Period = {0}", Period);
            //Print("Ma1Period = ",Ma1Period);
            //Print("Ma2Period = ",Ma1Period);


            if ((LotVolume > Account.MaxLot) || (LotVolume < Account.MinLot))
            {
                Print("LR_Invalid_lot_value");
                Print("LR_Lot_minimum_value " + (double)Account.MinLot);
                Print("LR_Lot_maximum_value " + (double)Account.MaxLot);
                _isAnyErrors = true;
                return;
            }

            var _instrumentId = this.Instrument.Id;

            _period = Timeframe;           // Период берется текущий - Н1
            //Print("_period = {0} " ,_period);
            //_macd = GetIndicator<FisherTransformOscillator>(Instrument.Id, _period, FastEMA, SlowEMA, MacdSMA, PositionPriceMode);
            // Створити індикатор
            //_macd = GetIndicator<FisherTransformOscillator>(Instrument.Id, _period, Ma1Period, Ma2Method, Ma2Method);
            _macd      = GetIndicator <FisherTransformOscillator>(Instrument.Id, _period);
            _barSeries = GetCustomSeries(Instrument.Id, _period);               // Номер текущего бара
            // Print("_barSeries = {0} " ,_barSeries.Range.To);
        }
Example #5
0
        protected override void Init()
        {
            // Event occurs once at the start of the strategy
            #region GetIndicatorsAndFrames             // Get Indicators' references...

            Print("Starting TS on account: {0} ", this.Account.Number);

            InitLogFile();

            _period    = Timeframe;
            _barSeries = GetCustomSeries(Instrument.Id,
                                         _period);
            FTOind = GetIndicator <FisherTransformOscillator>(
                Instrument.Id,
                _period,
                FisherPeriod,
                FisherMa1Period,
                FisherMa1Method,
                FisherMa2Period,
                FisherMa2Method);
            EnvindTP = GetIndicator <Envelopes>(
                Instrument.Id,
                _period,
                envelopesTPperiod,
                envelopesTPdev,
                envelopesTPshift,
                envelopesTPmethod,
                envelopesTPprice);


            #endregion             //GetIndicatorsAndFrames
            // Print("Starting TS on account: {0}, comment: {1}", this.Account.Number, CommentText);
        }
Example #6
0
        protected override void Init()
        {
            FsU = false; FsD = false;

            dlt     = dl * Instrument.Point;
            _ftoInd = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
        }
Example #7
0
 protected override void Init()
 {
     _wprInd           = GetIndicator <ZigZag>(Instrument.Id, Timeframe);
     _wprInd.ExtDepth  = ED;
     _ftoInd           = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
     _ftoInd.Ma2Period = 34;
 }
Example #8
0
 protected override void Init()
 {
     _frInd           = GetIndicator <Fractals>(Instrument.Id, Timeframe);
     _ftoInd          = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
     _wprInd          = GetIndicator <ZigZag>(Instrument.Id, Timeframe);
     _wprInd.ExtDepth = 3;
 }
Example #9
0
        public DateTime DTime;         // Время

        protected override void Init()
        {
            InitLogFile();
            #region GetIndicatorsAndFrames// Get Indicators' references...
            // Event occurs once at the start of the strategy
            //XXPrint("Starting TS on account: {0}, comment: {1}, buystop : {2} sellstop : {3}",
            //	this.Account.Number, "CommentText", listOfBuyStop.Count, listOfSellStop.Count);
            Print("Starting TS on account: {0}, comment: {1}", this.Account.Number, CommentText);



            _ma1 = GetIndicator <MovingAverage>(Instrument.Id, Timeframe, 85, 0, MethodMA1, ApplyMA1To);
            _ma2 = GetIndicator <MovingAverage>(Instrument.Id, Timeframe, 75, 0, MethodMA1, ApplyMA1To);
            _ma3 = GetIndicator <MovingAverage>(Instrument.Id, Timeframe, 5, 0, MethodMA2, ApplyMA2To);

            _macd = GetIndicator <MovingAverageConvergenceDivergence> (Instrument.Id, Timeframe);
            _macd.FastEmaPeriod = 15;
            _macd.AppliedPrice  = ApplyMA2To;
            _macd.SlowEmaPeriod = 26;
            _macd.SmaPeriod     = 1;
            _awoInd             = GetIndicator <AwesomeOscillator>(Instrument.Id, Timeframe);
            _ftoInd             = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
            _frInd = GetIndicator <Fractals>(Instrument.Id, Timeframe);


            #endregion //GetIndicatorsAndFrames
        }
Example #10
0
        protected override void Init()
        {	nu=false; nd=false; md=0; mu=0;
			InitFile();
		    if(_ftoInd==null) _ftoInd   = GetIndicator<FisherTransformOscillator>(Instrument.Id, Timeframe); 
			// Рисуем зоны
			if(toolTrendLine4==null) { toolTrendLine4 = Tools.Create<TrendLine>(); toolTrendLine4.Color=Color.HotPink;toolTrendLine4.Width=3; }
			if(toolTrendLine2==null) { toolTrendLine2 = Tools.Create<TrendLine>(); toolTrendLine2.Color=Color.Crimson;toolTrendLine2.Width=6; }
			if(toolTrendLineD==null) { toolTrendLineD = Tools.Create<TrendLine>(); toolTrendLineD.Color=Color.ForestGreen;toolTrendLineD.Width=6; }
			// Рисуем линии волн
			if(toolTrendLineU1==null) { toolTrendLineU1 = Tools.Create<TrendLine>(); toolTrendLineU1.Color=Color.Aqua;toolTrendLineU1.Width=3; }
			if(toolTrendLineU2==null) { toolTrendLineU2 = Tools.Create<TrendLine>(); toolTrendLineU2.Color=Color.Aqua;toolTrendLineU2.Width=3; }
			if(toolTrendLineU3==null) { toolTrendLineU3 = Tools.Create<TrendLine>(); toolTrendLineU3.Color=Color.Aqua;toolTrendLineU3.Width=3; }
			if(toolTrendLineU4==null) { toolTrendLineU4 = Tools.Create<TrendLine>(); toolTrendLineU4.Color=Color.Aqua;toolTrendLineU4.Width=3; }			
			if(toolTrendLineD1==null) { toolTrendLineD1 = Tools.Create<TrendLine>(); toolTrendLineD1.Color=Color.Aqua;toolTrendLineD1.Width=3; }
			if(toolTrendLineD2==null) { toolTrendLineD2 = Tools.Create<TrendLine>(); toolTrendLineD2.Color=Color.Aqua;toolTrendLineD2.Width=3; }
			if(toolTrendLineD3==null) { toolTrendLineD3 = Tools.Create<TrendLine>(); toolTrendLineD3.Color=Color.Aqua;toolTrendLineD3.Width=3; }	
			if(toolTrendLineD4==null) { toolTrendLineD4 = Tools.Create<TrendLine>(); toolTrendLineD4.Color=Color.Aqua;toolTrendLineD4.Width=3; }	
			
			if(toolText==null) { toolText  = Tools.Create<Text>();toolText.Color=Color.Aqua; }
			if(toolText1==null) { toolText1 = Tools.Create<Text>();toolText1.Color=Color.Aqua; }
			
			if(tU1==null) { tU1 = Tools.Create<Text>(); tU1.Color=Color.Aqua; }
			if(tU2==null) { tU2 = Tools.Create<Text>(); tU2.Color=Color.Aqua; }
			if(tU3==null) { tU3 = Tools.Create<Text>(); tU3.Color=Color.Aqua; }
			if(tU4==null) { tU4 = Tools.Create<Text>(); tU4.Color=Color.Aqua; }
			
			if(tD1==null) { tD1 = Tools.Create<Text>(); tD1.Color=Color.Aqua; }
			if(tD2==null) { tD2 = Tools.Create<Text>(); tD2.Color=Color.Aqua; }
			if(tD3==null) { tD3 = Tools.Create<Text>(); tD3.Color=Color.Aqua; }
			if(tD4==null) { tD4 = Tools.Create<Text>(); tD4.Color=Color.Aqua; }
        }        
Example #11
0
        protected override void Init()
        {
            // Event occurs once at the start of the strategy
            Print("Starting TS on account: {0}, comment: {1}", this.Account.Number, CommentText);
            InitLogFile();
            //XXPrint("ZZ11:{0} Счет:{1} Пара:{2}",Bars[Bars.Range.To].Time, this.Account.Number,this.Instrument.Name);
            //XXPrint("Ордер Дата Time №Ордер Цена Left Right Delta VLeft VOrder VRight");

            _wprInd          = GetIndicator <ZigZag>(Instrument.Id, Timeframe);
            _wprInd.ExtDepth = ED;
            _ftoInd          = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);

            if (Instrument.Name.EndsWith("JPY"))
            {
                kor2 = 0.001 * Pt; Zn = 1000; n = 3;
            }
            else
            {
                kor2 = 0.00001 * Pt; Zn = 100000; n = 5;
            }
            //_frInd = GetIndicator<Fractals>(Instrument.Id, Timeframe);

            vr = Tools.Create <VerticalLine>(); vr.Color = Color.Red;
            vb = Tools.Create <VerticalLine>(); vb.Color = Color.Blue;
            vy = Tools.Create <VerticalLine>(); vy.Color = Color.Yellow;
            vw = Tools.Create <VerticalLine>(); vw.Color = Color.MediumVioletRed;
        }
Example #12
0
        protected override void Init()
        {
            nu = false; nd = false; tu = false; td = false;
            Print("Init !!! 1");
            InitFile();
            _ma50        = GetIndicator <MovingAverage>(Instrument.Id, Timeframe, 50, 0, MaMethods.Ema, PriceMode.Close);
            _tsfInd      = GetIndicator <TimeSeriesForecast>(Instrument.Id, Timeframe);
            _ftoInd      = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
            _frInd       = GetIndicator <Fractals>(Instrument.Id, Timeframe);
            _frInd.Range = frac - 2;

            vl       = Tools.Create <VerticalLine>();
            vl.Width = 2;
            hl       = Tools.Create <HorizontalLine>();

            k   = 0;                     // Для першого входження -
            kf  = 0.090909;
            dlt = dl * Instrument.Point; // Отступ от стопа

            frU1 = 0.0; frU2 = 0.0; frU3 = 0.0;
            frD1 = 0.0; frD2 = 0.0; frD3 = 0.0;
            fsU1 = 0.0; fsU2 = 0.0; fsU3 = 0.0;
            fsD1 = 0.0; fsU2 = 0.0; fsU3 = 0.0;

            trueLogPath = PathToLogFile + "\\" + L1 + "_" + Instrument.Name.ToString() + ".LOG";
            trueBuyPath = PathToLogFile + "\\01_TORG.LOG";
        }
Example #13
0
 protected override void Init()
 {
     periodM15  = new Period(PeriodType.Minute, 10);
     _barM15    = GetCustomSeries(Instrument.Id, periodM15);
     _ftoIndM15 = GetIndicator <FisherTransformOscillator>(Instrument.Id, periodM15);
     _ftoInd    = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
 }
Example #14
0
        protected override void Init()
        {
            _ftoInd = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
            _ichInd = GetIndicator <Ichimoku>(Instrument.Id, Timeframe);

            _barH1    = GetCustomSeries(Instrument.Id, Period.H1);
            _ichIndH1 = GetIndicator <Ichimoku>(Instrument.Id, Period.H1);
        }
Example #15
0
 protected override void Init()
 {
     _ftoInd = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
     _wprInd = GetIndicator <ZigZag>(Instrument.Id, Timeframe);
     //_wprInd.ExtDepth=5;
     //_wprInd.ExtDeviation=0;
     //_wprInd.ExtBackStep=3;
 }
Example #16
0
 protected override void Init()
 {
     FsU = false; FsD = false;
     Print("{0} Start INIT ", Bars[Bars.Range.To - 1].Time);
     InitLogFile();
     dlt     = dl * Instrument.Point;
     _ftoInd = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
 }
Example #17
0
 protected override void Init()
 {
     torg      = false; LogU = false; LogD = false; U1 = 100; D1 = -1;
     _barH1    = GetCustomSeries(Instrument.Id, Period.H1);
     Line1     = Tools.Create <HorizontalLine>();
     Line2     = Tools.Create <HorizontalLine>();
     _ftoInd   = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
     _ftoIndH1 = GetIndicator <FisherTransformOscillator>(Instrument.Id, Period.H1);
 }
Example #18
0
 protected override void Init()
 {
     k                = 0; NKZ = 560;
     _frInd           = GetIndicator <Fractals>(Instrument.Id, Timeframe);
     _ftoInd          = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
     Print("Init"); k = 0;
     frU1             = 0; frU2 = 0; frU3 = 0; frD1 = 0; frD2 = 0; frD3 = 0;
     // InitFr();
 }
Example #19
0
 protected override void Init()
 {
     _ftoInd           = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
     Line1             = Tools.Create <HorizontalLine>();
     Line2             = Tools.Create <HorizontalLine>();
     _wprInd3          = GetIndicator <ZigZag>(Instrument.Id, Timeframe);
     _wprInd3.ExtDepth = 3;
     isF = true;
 }
Example #20
0
 protected override void Init()
 {
     nu = false; nd = false; md = 0; mu = 0;
     InitFile();
     if (_ftoInd == null)
     {
         _ftoInd = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
     }
 }
Example #21
0
 protected override void Init()
 {
     _wprInd          = GetIndicator <ZigZag>(Instrument.Id, Timeframe);
     _wprInd.ExtDepth = ED;
     _ftoInd          = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
     periodM15        = new Period(PeriodType.Minute, 15);
     _barM15          = GetCustomSeries(Instrument.Id, Period.H1);
     _ftoInd15        = GetIndicator <FisherTransformOscillator>(Instrument.Id, Period.H1);
 }
 protected override void Init()
 {
     // Event occurs once at the start of the strategy
     // Вставить индикатор Alligator
     _allInd = GetIndicator <Alligator>(Instrument.Id, Timeframe);
     // Вставить индикатор Fractals
     _frInd  = GetIndicator <Fractals>(Instrument.Id, Timeframe);
     _awoInd = GetIndicator <AwesomeOscillator>(Instrument.Id, Timeframe);
     //_aoInd =  GetIndicator<AcceleratorOscillator>(Instrument.Id, Timeframe);
     _ftoInd = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
 }
Example #23
0
 protected override void Init()
 {
     _ftoInd            = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
     mind               = double.MaxValue;
     maxu               = double.MinValue;
     fish               = false;
     toolPolyLine       = Tools.Create <PolyLine>();
     toolPolyLine.Color = Color.Aqua;
     toolPolyLine.Width = 2;
     kf = 0.0;
 }
Example #24
0
 protected override void Init()
 {
     trueLogPath       = PathToLogFile + "\\" + LogFileName + ".LOG";
     _wprInd3          = GetIndicator <ZigZag>(Instrument.Id, Timeframe);
     _wprInd3.ExtDepth = 5;
     _ftoInd           = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
     vy       = Tools.Create <VerticalLine>();
     vy.Color = Color.Red;
     vb       = Tools.Create <VerticalLine>();
     vb.Color = Color.Blue;
 }
Example #25
0
 protected override void Init()
 {
     // Event occurs once at the start of the strategy
     Print("Starting TS on account: {0}, comment: {1}", this.Account.Number, CommentText);
     _stoInd   = GetIndicator <StochasticOscillator>(Instrument.Id, Timeframe);
     _ftoInd   = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
     vlR       = Tools.Create <VerticalLine>();
     vlR.Color = Color.Red;
     vlB       = Tools.Create <VerticalLine>();
     vlB.Color = Color.Blue;
 }
Example #26
0
 protected override void Init()
 {
     periodD1  = new Period(PeriodType.Day, 1);
     periodH4  = new Period(PeriodType.Hour, 4);
     _barD1    = GetCustomSeries(Instrument.Id, periodD1);
     _barH4    = GetCustomSeries(Instrument.Id, periodH4);
     _barH1    = GetCustomSeries(Instrument.Id, Period.H1);
     _ftoIndD1 = GetIndicator <FisherTransformOscillator>(Instrument.Id, periodD1);
     _ftoIndH4 = GetIndicator <FisherTransformOscillator>(Instrument.Id, periodH4);
     _ftoIndH1 = GetIndicator <FisherTransformOscillator>(Instrument.Id, Period.H1);
     _ftoInd   = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
 }
Example #27
0
        protected override void Init()
        {
            // Event occurs once at the start of the strategy
            // На график наносится скользящая средняя с периодом 20
            _ma20 = GetIndicator <MovingAverage>(Instrument.Id, Timeframe, _maPeriod20, _maShift, _maMethod, _priceMode);
            // На график наносится скользящая средняя с периодом 50
            _ma50 = GetIndicator <MovingAverage>(Instrument.Id, Timeframe, _maPeriod50, _maShift, _maMethod, _priceMode);

            _frInd     = GetIndicator <Fractals>(Instrument.Id, Timeframe);
            _barSeries = GetCustomSeries(Instrument.Id, Period.H1);
            _ftoIndH1  = GetIndicator <FisherTransformOscillator>(Instrument.Id, Period.H1);
        }
Example #28
0
 protected override void Init()
 {
     trueLogPath = PathToLogFile + "\\" + LogFileName + ".LOG";
     periodM15   = new Period(PeriodType.Minute, 15);
     periodH4    = new Period(PeriodType.Hour, 4);
     _barM15     = GetCustomSeries(Instrument.Id, periodM15);
     _barH1      = GetCustomSeries(Instrument.Id, Period.H1);
     _barH4      = GetCustomSeries(Instrument.Id, periodH4);
     _ftoIndH4   = GetIndicator <FisherTransformOscillator>(Instrument.Id, periodH4);
     _ftoIndH1   = GetIndicator <FisherTransformOscillator>(Instrument.Id, Period.H1);
     _ftoIndM15  = GetIndicator <FisherTransformOscillator>(Instrument.Id, periodM15);
     _ftoInd     = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
 }
Example #29
0
        protected override void Init()
        {
            // Event occurs once at the start of the strategy

            Print("Starting {2} on account: {0}, comment: {1}, date: {3}", this.Account.Number, "Started!", "PAVRYKNo1", DateTime.Now);

            try
            {
                _barSeries      = GetCustomSeries(Instrument.Id, _period);
                _PivotBarSeries = GetCustomSeries(Instrument.Id, _pivotPeriod);
                /// fisher activation
                FTOind = GetIndicator <FisherTransformOscillator>(
                    Instrument.Id,
                    _period,
                    FisherPeriod,
                    FisherMa1Period, FisherMa1Method,
                    FisherMa2Period, FisherMa2Method);

                /// MA5  activation
                MA5ind = GetIndicator <MovingAverage>(
                    Instrument.Id,
                    _period,
                    MA5period,
                    MA5offset,
                    MA5method,
                    MA5applyto);

                /// MA24 activation
                MA24ind = GetIndicator <MovingAverage>(
                    Instrument.Id,
                    _period,
                    MA24period,
                    MA24offset,
                    MA24method,
                    MA24applyto);

                /// pivot activation
                Pivind = GetIndicator <Pivot>(
                    Instrument.Id,
                    _period);                                                                                    //_pivotPeriod,
                //96, //1440, quantity of bars in 1 day?
                //PivotType.Pivot);
            }
            catch (Exception ex)
            {
                Print("[*Init*]:" + ex.Message);
                Print("[*Init*]:" + ex.StackTrace);
            }

            CalculateSL(0);
        }
Example #30
0
        protected override void Init()
        {
            _ftoInd = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
            mind    = double.MaxValue;
            maxu    = double.MinValue;
            kf      = 0.0;

            toolTrendLineU1 = Tools.Create <TrendLine>(); toolTrendLineU1.Color = Color.Aqua; toolTrendLineU1.Width = 3;
            toolTrendLineU2 = Tools.Create <TrendLine>(); toolTrendLineU2.Color = Color.Aqua; toolTrendLineU2.Width = 3;
            toolTrendLineU3 = Tools.Create <TrendLine>(); toolTrendLineU3.Color = Color.Aqua; toolTrendLineU3.Width = 3;
            toolTrendLineD1 = Tools.Create <TrendLine>(); toolTrendLineD1.Color = Color.Aqua; toolTrendLineD1.Width = 3;
            toolTrendLineD2 = Tools.Create <TrendLine>(); toolTrendLineD2.Color = Color.Aqua; toolTrendLineD2.Width = 3;
            toolTrendLineD3 = Tools.Create <TrendLine>(); toolTrendLineD3.Color = Color.Aqua; toolTrendLineD3.Width = 3;
        }