//******************************************
protected override void Initialize()
{
//**************************************
LR_Slope = Indicators.LinearRegressionSlope(MarketSeries.Close, 12);
MA20 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 20);
MA50 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 50);
MA100 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 100);
LTF_Candle = MarketData.GetSeries(LTF);
MTF_Candle = MarketData.GetSeries(MTF);
STF_Candle = MarketData.GetSeries(STF);
//**************************************
///////////////////////////////////////////////////////////
// Initialize and create nested indicators
MA = Indicators.MovingAverage(MarketSeries.Close, MA_Periods, MovingAverageType.Exponential);
// Initalize RSI
RSI = Indicators.RelativeStrengthIndex(MarketSeries.Close, RSI_Periods);
// Initalize CCI
CCI = Indicators.CommodityChannelIndex(MarketSeries, CCI_Periods);
thecount = MarketSeries.Close.Count;
Print("theCount = " + thecount);
}
protected override void Initialize()
{
// Initialize and create nested indicators
CCI = Indicators.CommodityChannelIndex(CCI_Period);
atr = CreateDataSeries();
tr = CreateDataSeries();
tri = Indicators.TrueRange();
}
/*
* //获取指标趋势
* private int GetIndicatorsTrend(string[] data)
* {
* if (data.Length < 2)
* {
* return 0;
* }
*
* for (var i = data.Length - 2; i >= 0; i--)
* {
* string[] tmp_str_arr = data[i].Split('|');
* double tmp_val = Convert.ToDouble(tmp_str_arr[1]);
*
* if (curr_rsi_val - tmp_val > difference_of_trend)
* {
* //上行趋势
* return 2;
* }
*
* if (curr_rsi_val - tmp_val < difference_of_trend)
* {
* //下行趋势
* return 1;
* }
* }
*
* return 0;
* }
*/
//返回指标最近num个值，结果为数组
private string[] GetIndicatorsLatestData(string indicator, int num = 0)
{
string[] res = new string[0];
int len = 0;
int index = 0;
if (indicator == "cci")
{
var idtr = Indicators.CommodityChannelIndex(PeriodsCci);
len = idtr.Result.Count;
if (num > 0 && num > len)
{
num = len;
}
else if (num == 0)
{
num = len;
}
res = new string[num];
for (var i = len - num; i < len; i++)
{
res[index] = GetCurrTimeStamp().ToString() + "|" + idtr.Result[i].ToString();
index++;
}
}
else if (indicator == "rsi")
{
var idtr = Indicators.RelativeStrengthIndex(MarketSeries.Close, PeriodsRsi);
len = idtr.Result.Count;
if (num > 0 && num > len)
{
num = len;
}
else if (num == 0)
{
num = len;
}
res = new string[num];
for (var i = len - num; i < len; i++)
{
res[index] = GetCurrTimeStamp().ToString() + "|" + idtr.Result[i].ToString();
index++;
}
}
return(res);
}
protected override void OnStart()
{
base.OnStart();
botLabel = string.Format("{0}-{1} {2}", botPrefix, Symbol.Code, TimeFrame);
Print(this.botName());
wpr = Indicators.GetIndicator <WilliamsPercentRange>(wprSource, wprPeriod, wprOverbuyCeil, wprOversellCeil, WprMagicNumber, wprMinMaxPeriod, wprExceedMinMax);
// ZigZag Kwan MBFX Timing ou Beta
zigzagKwanMBFXTiming = Indicators.GetIndicator <ZigzagKwanMBFXTiming>(mbfxLen, mbfxFilter);
zigZag = Indicators.GetIndicator <ZigZag>(ZzDepth, ZzDeviation, ZzBackStep);
trendMagic = Indicators.GetIndicator <TrendMagic>(TMCciPeriod, TMAtrPeriod);
_cci = Indicators.CommodityChannelIndex(TMCciPeriod);
Positions.Opened += OnPositionOpened;
Positions.Closed += OnPositionClosed;
}
protected override void Initialize()
{
cci = Indicators.CommodityChannelIndex(CciPeriod);
}
protected override void Initialize()
{
cci = Indicators.CommodityChannelIndex(Period);
value1 = CreateDataSeries();
}
protected override void Initialize()
{
cci = Indicators.CommodityChannelIndex(CCI_period);
cciline = Indicators.CommodityChannelIndex(CCI_period);
}
protected override void OnStart()
{
_cci = Indicators.CommodityChannelIndex(Periods);
}
protected override void OnStart()
{
i_MACD = Indicators.MacdHistogram(MarketSeries.Close, (int)_MACD_Slow_EMA, (int)_MACD_Fast_EMA, (int)_MACD_Signal);
i_CCI_0 = Indicators.CommodityChannelIndex((int)_CCI_Period);
i_CCI_1 = Indicators.CommodityChannelIndex((int)_CCI_Period);
}
