protected override void Initialize() { MA1 = Indicators.MovingAverage(MarketSeries.High, Keltner_Period, MovingAverageType.Simple); MA2 = Indicators.MovingAverage(MarketSeries.Low, Keltner_Period, MovingAverageType.Simple); MA3 = Indicators.MovingAverage(MarketSeries.Typical, Keltner_Period, MovingAverageType.Simple); iBand = iBand = Indicators.BollingerBands(MarketSeries.Close, Boll_Period, Boll_Dev, MovingAverageType.Simple); }
protected override void Initialize() { BB = Indicators.BollingerBands(Source, Periods, Std_Deviation, MA_Type); FireSoundAlarm = true; theCount = MarketSeries.Close.Count; }
protected override void Initialize() { _rsi = Indicators.RelativeStrengthIndex(Source, RsiPeriod); _bollingerBands = Indicators.BollingerBands(_rsi.Result, Volatility, StDev, MovingAverageType.Simple); _price = Indicators.MovingAverage(_rsi.Result, PricePeriod, PriceMaType); _signal = Indicators.MovingAverage(_rsi.Result, SignalPeriod, SignalMaType); }
protected override void OnStart() { bb = Indicators.BollingerBands(MarketSeries.Close, bbperiod, bbotcl, MovingAverageType.Simple); rsi = Indicators.RelativeStrengthIndex(MarketSeries.Close, rsiperiod); psar = Indicators.ParabolicSAR(SARstep, SARmax); frc = Indicators.FractalChaosBands(5); }
protected override void OnStart() { Print("START gyBolliBanBreak: {0}", Server.Time.ToLocalTime()); bbnd1 = Indicators.BollingerBands(srcBB, prdBB, devBB1, matBB); bbnd2 = Indicators.BollingerBands(srcBB, prdBB, devBB2, matBB); sma1 = Indicators.SimpleMovingAverage(srcSMA, prdSMA); }
protected override void OnStart() { i_Bollinger_Bands = Indicators.BollingerBands(MarketSeries.Close, 20, 2, MovingAverageType.Simple); i_Bollinger_Bands_1 = Indicators.BollingerBands(MarketSeries.Close, 20, 2, MovingAverageType.Simple); i_Bollinger_Bands_2 = Indicators.BollingerBands(MarketSeries.Close, 20, 2, MovingAverageType.Simple); i_Bollinger_Bands_3 = Indicators.BollingerBands(MarketSeries.Close, 20, 2, MovingAverageType.Simple); }
protected override void Initialize() { Result = CreateDataSeries(); iMACD = Indicators.MacdCrossOver(26, 12, 9); iBands = Indicators.BollingerBands(MarketSeries.Close, 20, 2, MovingAverageType.Simple); }
protected override void OnStart() { BB = Indicators.BollingerBands(BBSource, BBPeriods, BBStDev, BBMAType); ActiveGrids = new List <Grid>(); UnitTradingCost = RoundLotCost / Symbol.LotSize; KellyParameters = new Dictionary <string, double[]> { { "WinningTrades", new double[GridLevelCount] }, { "LosingTrades", new double[GridLevelCount] }, { "Profit", new double[GridLevelCount] }, { "Loss", new double[GridLevelCount] } }; firstIndex = Convert.ToInt32(EntryAfterConfirmation); Positions.Closed += OnPositionClosed; }
/// <summary> /// CALLED WHEN THE ROBOT FIRST STARTS, IT IS ONLY CALLED ONCE. /// </summary> protected override void OnStart() { // TRADE MANAGER DECLERATION tm = new TradeManager(this); // INDICATOR DECLERATIONS IndIchi = Indicators.IchimokuKinkoHyo(TenkanSen, KijunSen, SenkouSpanB); IndBoll = Indicators.BollingerBands(BollDS, BollPeriod, BollSD, BollMAT); }
protected override void OnStart() { Positions.Opened += OnPositionOpened; bollingerBands = Indicators.BollingerBands(Source, Periods, Deviation, MAType); //BandHeight = (bollingerBands.Top.LastValue - bollingerBands.Bottom.LastValue) / 3; //DeltaBollinger = BandHeight / 5; }
//--- protected override void OnStart() { //--- エントリーイベント Positions.Opened += OnPositionOpened; //--- BB bol = Indicators.BollingerBands(MarketSeries.Close, Period1, SD1, MovingAverageType.Simple); slowBol = Indicators.BollingerBands(MarketSeries.Close, Period2, SD2, MovingAverageType.Simple); }
protected override void OnStart() { fastMa = Indicators.MovingAverage(SourceSeries, FastPeriods, MAType); mediumMa = Indicators.MovingAverage(SourceSeries, mediumPeriods, MAType); slowMa = Indicators.MovingAverage(SourceSeries, SlowPeriods, MAType); atr = Indicators.AverageTrueRange(atrPeriod, MAType); bBand = Indicators.BollingerBands(SourceSeries, bBandPeriods, bBandDeviations, MAType); }
protected override void OnStart() { bollingerBands = Indicators.BollingerBands(Source, Periods, Deviations, MAType); delayCounter = ExecutionDelay; qtdPositionLoss = 0; lastStopLoss = Server.Time; Positions.Closed += OnPositionClosed; }
protected override void OnStart() { _botName = ToString(); _instanceLabel = string.Format("{0}-{1}-{2}-{3}", _botName, _botVersion, Symbol.Code, TimeFrame.ToString()); Positions.Opened += OnPositionOpened; bb = Indicators.BollingerBands(Source, Periods, Deviation, MAType); }
protected override void OnStart() { //fastMa = Indicators.MovingAverage(SourceSeries, FastPeriods, MAType); //mediumMa = Indicators.MovingAverage(SourceSeries, mediumPeriods, MAType); //slowMa = Indicators.MovingAverage(SourceSeries, SlowPeriods, MAType); atr = Indicators.AverageTrueRange(atrPeriod, MAType); bBand = Indicators.BollingerBands(SourceSeries, bBandPeriods, bBandDeviations, MAType); _kama = Indicators.GetIndicator <KAMASignal>(Source, Fast, Slow, Period); }
protected override void Initialize() { bb = Indicators.BollingerBands(source, bandsPeriod, deviations, bandsMAType); pctB = CreateDataSeries(); bandsGap = CreateDataSeries(); // zscore = Indicators.GetIndicator<ZScore>(bandsGap, lookBack); ma = Indicators.MovingAverage(bandsGap, lookBack, MovingAverageType.Simple); sd = Indicators.StandardDeviation(bandsGap, lookBack, MovingAverageType.Simple); }
protected override void Initialize() { MacD = Indicators.MacdHistogram(LngCycle, ShrtCycle, SigPeriod); // Initialize keltner Channels _momentum = Indicators.MomentumOscillator(MarketSeries.Close, Periods); LR_Slope = Indicators.LinearRegressionSlope(MarketSeries.Close, Periods); Klt = Indicators.KeltnerChannels(Klt_Periods, MovingAverageType.Exponential, Klt_ATR_Periods, MovingAverageType.Simple, Klt_stdDev); bb = Indicators.BollingerBands(bb_Source, bb_Periods, bb_stdDev, MovingAverageType.Simple); }
protected override void OnStart() { rsi = Indicators.RelativeStrengthIndex(Source, Period0); bol = Indicators.BollingerBands(Source, Period1, stdev, MovingAverageType.Simple); //obtain high and low of initial start bar double max = MarketSeries.High.LastValue; double min = MarketSeries.Low.LastValue; }
protected override void OnStart() { Positions.Closed += PositionsOnClosed; Print("START GyBolliBanRange: {0}", Server.Time.ToLocalTime()); BolliBan1 = Indicators.BollingerBands(SourceBB, PeriodBB, DeviateBB1, MaTypeBB); BolliBan2 = Indicators.BollingerBands(SourceBB, PeriodBB, DeviateBB2, MaTypeBB); SignalMA = Indicators.MovingAverage(SourceSignalMA, PeriodSignalMA, MaTypeSignal); FilterADX = Indicators.DirectionalMovementSystem(PeriodADX); }
protected override void Initialize() { llrrss = Indicators.LinearRegressionSlope(source, linRegSlpPeriods).Result; //lrs = Indicators.LinearRegressionSlope(source, linRegSlpPeriods); bb = Indicators.BollingerBands(llrrss, /*lrs.Result*/ bandsPeriod, deviations, bandsMAType); pctB = CreateDataSeries(); bandsGap = CreateDataSeries(); ma = Indicators.MovingAverage(bandsGap, lookBack, MovingAverageType.Simple); sd = Indicators.StandardDeviation(bandsGap, lookBack, MovingAverageType.Simple); }
protected override void OnStart() { if (Symbol.Code != "EURUSD" || TimeFrame != TimeFrame.Minute5) { Print("This robot can be run only on EURUSD Minute5"); Stop(); return; } _bb = Indicators.BollingerBands(MarketSeries.High, Period, StandardDeviation, MAType); }
protected override void OnStart() { Print("START GyBolliBanBreak: {0}", Server.Time.ToLocalTime()); BolliBan1 = Indicators.BollingerBands(SourceBB, PeriodBB, DeviateBB1, MaTypeBB); BolliBan2 = Indicators.BollingerBands(SourceBB, PeriodBB, DeviateBB2, MaTypeBB); SignalMA = Indicators.SimpleMovingAverage(SourceSignalMA, PeriodSignalMA); FilterADX = Indicators.DirectionalMovementSystem(PeriodADX); curstate = States.Initial; longstate = HasLong.Initial; shortstate = HasShort.Initial; }
protected override void OnStart() { Positions.Closed += OnClosePosition; longAverage = Indicators.ExponentialMovingAverage(MarketSeries.Close, LongPeriods); shortAverage = Indicators.ExponentialMovingAverage(MarketSeries.Close, ShortPeriods); bollingerBands = Indicators.BollingerBands(MarketSeries.Close, BollingerPeriods, 2, MovingAverageType.Exponential); tradeVolumeIndex = Indicators.TradeVolumeIndex(MarketSeries.Close); base.OnStart(); }
protected override void OnStart() { Print(Time + " Working"); _botId = generateBotId(); _swordFishTimeInfo = new MarketTimeInfo(); setTimeZone(); _boli = Indicators.BollingerBands(DataSeriesSource, 2, 20, MovingAverageType.Exponential); Positions.Opened += PositionsOnOpened; Positions.Closed += PositionsOnClosed; }
//public IndicatorDataSeries bb_main { get; set; } //[Output("4", Color = Colors.Red, PlotType = PlotType.Line, Thickness = 2)] //public IndicatorDataSeries bb_top { get; set; } //[Output("5", Color = Colors.Red, PlotType = PlotType.Line, Thickness = 2)] //public IndicatorDataSeries bb_bottom { get; set; } //public IndicatorDataSeries bb_bottom; ////////////////////////////////// protected override void Initialize() { MacD_Series = MarketData.GetSeries(MacD_TF); // Initialize keltner Channels LR_Slope = Indicators.LinearRegressionSlope(MarketSeries.Close, Periods); _momentum = Indicators.MomentumOscillator(MarketSeries.Close, Periods); MacD = Indicators.MacdHistogram(MacD_Series.Close, LngCycle, ShrtCycle, SigPeriod); Klt = Indicators.KeltnerChannels(20, MovingAverageType.Exponential, 10, MovingAverageType.Simple, 1.5); bb = Indicators.BollingerBands(bb_Source, 20, 2.0, MovingAverageType.Simple); //form1 = new System.Windows.Forms.Form(); }
////////////////////////////////// protected override void Initialize() { Squeeze = theBullet[Draw_String]; ECO = CreateDataSeries(); CO_Series = CreateDataSeries(); HL_Series = CreateDataSeries(); EMA_CO = Indicators.ExponentialMovingAverage(CO_Series, Interval_1); EMA_CO_S = Indicators.ExponentialMovingAverage(EMA_CO.Result, Interval_2); EMA_HL = Indicators.ExponentialMovingAverage(HL_Series, Interval_1); EMA_HL_S = Indicators.ExponentialMovingAverage(EMA_HL.Result, Interval_2); Klt = Indicators.KeltnerChannels(Klt_Periods, MovingAverageType.Exponential, Klt_ATR_Periods, MovingAverageType.Simple, Klt_stdDev); bb = Indicators.BollingerBands(bb_Source, bb_Periods, bb_stdDev, MovingAverageType.Simple); }
protected override void OnStart() { Print("Reading '{0}'", ExpandedConfigFilePath); c = JsonConvert.DeserializeObject <Configuration>(File.ReadAllText(ExpandedConfigFilePath)); if (c.EntryParameters == null) { throw new Exception("Configuration is not loaded properly"); } bb = Indicators.BollingerBands(Bars.ClosePrices, c.EntryParameters.BBDistance.Periods, c.EntryParameters.BBDistance.StandardDeviation, c.EntryParameters.BBDistance.MaType); if (RunInfo == null) { RunInfo = new RuntimeInformation(c, this); Print("Entry Mode is '{0}'", c.EntryParameters.EntryMode.ToString()); PendingOrders.Filled += PendingOrders_Filled; } }
protected override void OnStart() { CurrentCandlestick = this.GetMarketSeries(); LastClosedCandlestick = this.GetMarketSeries(1); Last4ClosedCandlesticks = this.GetMarketSeries(new int[] { 2, 3, 4, 5, 6 }); BotRecommendation = new BackToSquareOne.BotRecommendation(7, InverseRecommendation); /* * BotRecommendation = new BackToSquareOne.BotRecommendation(1, InverseRecommendation); */ // Put your initialization logic here bb = Indicators.BollingerBands(MarketSeries.Close, 20, 2, MovingAverageType.Simple); /* * sma1 = Indicators.SimpleMovingAverage(MarketSeries.Close, 5); * sma2 = Indicators.SimpleMovingAverage(MarketSeries.Close, 14); */ /* * sma1 = Indicators.SimpleMovingAverage(MarketSeries.Close, 14); * sma2 = Indicators.SimpleMovingAverage(MarketSeries.Close, 50); * sma3 = Indicators.SimpleMovingAverage(MarketSeries.Close, 75); * sma4 = Indicators.SimpleMovingAverage(MarketSeries.Close, 100); */ ema1 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 8); ema2 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 13); ema3 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 21); atr = Indicators.AverageTrueRange(14, MovingAverageType.Simple); rsi = Indicators.RelativeStrengthIndex(MarketSeries.Close, 14); msH1 = MarketData.GetSeries(TimeFrame.Hour); ema1H1 = Indicators.ExponentialMovingAverage(msH1.Close, 8); ema2H1 = Indicators.ExponentialMovingAverage(msH1.Close, 21); SetRecommendation(); DrawSomething(); }
protected override void OnStart() { Print("Take Longs: {0}", TakeLongsParameter); Print("Take Shorts: {0}", TakeShortsParameter); if (!TakeLongsParameter && !TakeShortsParameter) { throw new ArgumentException("You need to decide whether to go long/short or both"); } Print("Lot sizing rule: {0}", LotSizingRule); var symbolLeverage = Symbol.DynamicLeverage[0].Leverage; Print("Symbol leverage: {0}", symbolLeverage); var realLeverage = Math.Min(symbolLeverage, Account.PreciseLeverage); Print("Account leverage: {0}", Account.PreciseLeverage); Init(TakeLongsParameter, TakeShortsParameter, InitialStopLossRuleValues.None, 0, TrailingStopLossRuleValues.None, 0, LotSizingRule, TakeProfitRuleValues.None, 0, 0, false, false, DynamicRiskPercentage, 6); _bollingerBands = Indicators.BollingerBands(SourceSeries, 20, 1, MovingAverageType.Simple); _slowMA = Indicators.MovingAverage(SourceSeries, SlowPeriodParameter, MovingAverageType.Exponential); _fastMA = Indicators.MovingAverage(SourceSeries, FastPeriodParameter, MovingAverageType.Exponential); }
protected override void OnStart() { //挂单标签 labelPerfix = "TMSBot"; //市价单标签 scalePerfix = "scale"; //回测 if (IsBacktesting) { int backtestNum = new Random().Next(1, 10000); labelPerfix += " BT " + backtestNum; } if (scaleIn) { //写注册表 CreateSubKey(); if (motherClose) { Positions.Closed += OnPositionClose; } } //平均正确范围指标 atr = Indicators.AverageTrueRange(atrPeriod, MovingAverageType.Simple); //相对强度指数指标 _rsi = Indicators.RelativeStrengthIndex(Source, RsiPeriod); //布林带指标 _bollingerBands = Indicators.BollingerBands(_rsi.Result, Volatility, StDev, MovingAverageType.Simple); //移动平均线指标(RSI的平均线) _price = Indicators.MovingAverage(_rsi.Result, PricePeriod, PriceMaType); _signal = Indicators.MovingAverage(_rsi.Result, SignalPeriod, SignalMaType); //随机振荡器指标 stochastic = Indicators.StochasticOscillator(kPeriods, kSlowing, dPeriods, stMaType); //自定义指标 heikenAshi = Indicators.GetIndicator <HeikenAshi>(HeikenPeriod); }