protected override void StrategyExecute()
{
DataSeries sma20 = Indicators.SMA.Series(data.Close, parameters[0], "");
Indicators.MACD macd = Indicators.MACD.Series(data.Close, parameters[1], parameters[2],
parameters[3], "");
Indicators.Stoch stoch = Indicators.Stoch.Series(data.Bars, parameters[4], parameters[5],
parameters[6], "");
DataSeries line1 = stoch.SlowKSeries;
DataSeries line2 = stoch.SlowDSeries;
double delta = 0, lastDelta = 0;
bool upTrend = false;
AppTypes.MarketTrend stochasticTrend = AppTypes.MarketTrend.Unspecified;
for (int idx = 1; idx < macd.Values.Length; idx++)
{
delta = (macd.HistSeries[idx] - macd.HistSeries[idx - 1]);
stochasticTrend = ((line1[idx] > line2[idx]) ? AppTypes.MarketTrend.Upward : AppTypes.MarketTrend.Downward);
upTrend = (data.Close[idx] > sma20[idx] ? true : false);
if (upTrend && delta > 0 && lastDelta < 0 && stochasticTrend == AppTypes.MarketTrend.Upward)
{
BuyAtClose(idx);
}
if (is_bought && stochasticTrend == AppTypes.MarketTrend.Downward)
{
SellAtClose(idx);
}
lastDelta = delta;
}
}
override protected void StrategyExecute()
{
int sma_short_period = (int)parameters[0];
int sma_long_period = (int)parameters[1];
int fastK = (int)parameters[2];
int slowK = (int)parameters[3];
int slowD = (int)parameters[4];
DataSeries short_sma = Indicators.SMA.Series(data.Close, sma_short_period, "");
DataSeries long_sma = Indicators.SMA.Series(data.Close, sma_long_period, "");
Indicators.Stoch stoch = Indicators.Stoch.Series(data.Bars, fastK, slowK, slowD, "");
DataSeries stoch1 = stoch.SlowKSeries;
DataSeries stoch2 = stoch.SlowDSeries;
AppTypes.MarketTrend lastTrend = AppTypes.MarketTrend.Unspecified;
AppTypes.MarketTrend currentTrend = AppTypes.MarketTrend.Unspecified;
AppTypes.MarketTrend stochTrend = AppTypes.MarketTrend.Unspecified;
for (int idx = 0; idx < short_sma.Count; idx++)
{
stochTrend = (stoch1[idx] > stoch2[idx] ? AppTypes.MarketTrend.Upward : AppTypes.MarketTrend.Downward);
currentTrend = ((data.Close[idx] > short_sma[idx]) && (short_sma[idx] > long_sma[idx]) ? AppTypes.MarketTrend.Upward : AppTypes.MarketTrend.Downward);
if (lastTrend == AppTypes.MarketTrend.Downward && currentTrend == AppTypes.MarketTrend.Upward && stochTrend == AppTypes.MarketTrend.Upward)
{
BuyAtClose(idx);
}
if (lastTrend == AppTypes.MarketTrend.Upward && currentTrend == AppTypes.MarketTrend.Downward)
{
SellAtClose(idx);
}
lastTrend = currentTrend;
}
}
override protected void StrategyExecute()
{
DataSeries sma20 = Indicators.SMA.Series(data.Close, parameters[0], "");
Indicators.MACD macd = Indicators.MACD.Series(data.Close, parameters[1], parameters[2],
parameters[3], "");
DataSeries hist = macd.HistSeries;
Indicators.Stoch stoch = Indicators.Stoch.Series(data.Bars, parameters[4], parameters[5],
parameters[6], "");
DataSeries line1 = stoch.SlowKSeries;
DataSeries line2 = stoch.SlowDSeries;
double delta = 0, lastDelta = 0;
bool macd_swicth_to_up_trend = false, macd_swicth_to_down_trend = false, sto_switch_to_up_trend = false, sto_switch_to_down_trend = false;
AppTypes.MarketTrend stochasticTrend = AppTypes.MarketTrend.Unspecified;
for (int idx = 1; idx < macd.Count; idx++)
{
delta = (hist[idx] - hist[idx - 1]);
macd_swicth_to_up_trend = (delta > 0 && lastDelta < 0 ? true : false);
macd_swicth_to_down_trend = (delta < 0 && lastDelta > 0 ? true : false);
stochasticTrend = (line1[idx] > line2[idx] ? AppTypes.MarketTrend.Upward : AppTypes.MarketTrend.Downward);
sto_switch_to_up_trend = (line1[idx] > line2[idx]) && (line1[idx - 1] < line2[idx - 1]) ? true : false;
sto_switch_to_down_trend = (line1[idx] < line2[idx]) && (line1[idx - 1] > line2[idx - 1]) ? true : false;
if (!is_bought && data.Close[idx] > sma20[idx])
{
if (macd_swicth_to_up_trend && stochasticTrend == AppTypes.MarketTrend.Downward)
{
BuyAtClose(idx);
}
}
if (is_bought)
{
if (sto_switch_to_down_trend || macd_swicth_to_down_trend)
{
SellAtClose(idx);
}
}
lastDelta = delta;
}
}
public StochSlowRule(DataBars db, double fastK, double slowK, double slowD)
{
stoch = Indicators.Stoch.Series(db, fastK, slowK, slowD, "stoch");
line1 = stoch.SlowKSeries;
line2 = stoch.SlowDSeries;
}
public StochSlowRule(DataBars db, double fastK, double slowK, double slowD)
{
stoch = Indicators.Stoch.Series(db, fastK, slowK, slowD, "stoch");
line1 = stoch.SlowKSeries;
line2 = stoch.SlowDSeries;
}