/// <summary> /// Strategy Parameter definition /// </summary> public override InputParameterList SetInputParameters() { InputParameterList parameters = new InputParameterList(); // The previous N bars period ROCR 100 indicator will use parameters.Add(new InputParameter("ROCR 100 Period", 48)); // The distance between the entry and the initial stop loss order parameters.Add(new InputParameter("Trailing Stop Loss ticks distance", 85.0)); // Break level of ROCR 100 indicator we consider a buy signal parameters.Add(new InputParameter("ROCR 100 Buy signal trigger level", 103)); return(parameters); }
/// <summary> /// Strategy Parameter definition /// </summary> public override InputParameterList SetInputParameters() { InputParameterList parameters = new InputParameterList(); // The previous N bars period StdDev indicator will use parameters.Add(new InputParameter("StdDev Period", 20)); // The number of deviations StdDev indicator will use parameters.Add(new InputParameter("StdDev Number of Deviations", 3)); // The previous N bars period Stochastic indicator will use parameters.Add(new InputParameter("Stochastic Period", 77)); // Break level of Stochastic's %D indicator we consider a buy signal parameters.Add(new InputParameter("Stochastic %D Buy signal trigger level", 51)); return(parameters); }
/// <summary> /// Strategy Parameter definition /// </summary> public override InputParameterList SetInputParameters() { InputParameterList parameters = new InputParameterList(); // The previous N bars period Standard Deviation indicator will use parameters.Add(new InputParameter("Standard deviation period", 20)); // The distance between the entry price and the profit target order parameters.Add(new InputParameter("Profit target standard deviations", 3)); // The previous N bars period Bollinger Bands indicator will use parameters.Add(new InputParameter("Bollinger Bands period", 58)); // The distance between the price and the upper Bollinger band parameters.Add(new InputParameter("Upper standard deviations", 3.0)); // The distance between the price and the lower Bollinger band parameters.Add(new InputParameter("Lower standard deviations", 3.0)); return(parameters); }
/// <summary> /// Strategy Parameter definition /// </summary> public override InputParameterList SetInputParameters() { InputParameterList parameters = new InputParameterList(); // Day of week trading enabled filters (0 = disabled) parameters.Add(new InputParameter("Monday Trading Enabled", 1)); parameters.Add(new InputParameter("Tuesday Trading Enabled", 1)); parameters.Add(new InputParameter("Wednesday Trading Enabled", 0)); parameters.Add(new InputParameter("Thursday Trading Enabled", 0)); parameters.Add(new InputParameter("Friday Trading Enabled", 1)); // Session time filter (entries will be only placed during this time frame) parameters.Add(new InputParameter("Trading Time Start", new TimeSpan(18, 0, 0))); parameters.Add(new InputParameter("Trading Time End", new TimeSpan(6, 0, 0))); // The previous N bars period used for calculating Price Range parameters.Add(new InputParameter("Range Calculation Period", 10)); // Minimum Volatility allowed for placing entries parameters.Add(new InputParameter("Minimum Range Filter", 0.002m)); // The previous N bars period ADX indicator will use parameters.Add(new InputParameter("ADX Period", 14)); // The previous N bars period SMA indicator will use parameters.Add(new InputParameter("SMA Period", 78)); // Minimum ADX value for placing long entries parameters.Add(new InputParameter("Min ADX Long Entry", 12m)); // Minimum ADX value for placing short entries parameters.Add(new InputParameter("Min ADX Short Entry", 12m)); // The distance between the entry and the initial trailing stop price parameters.Add(new InputParameter("Trailing Stop Loss ticks distance", 24)); // The initial acceleration of the trailing stop parameters.Add(new InputParameter("Trailing Stop acceleration", 0.2m)); // The distance between the entry and the profit target level parameters.Add(new InputParameter("Profit Target ticks distance", 77)); // The previous N bars period Stochastic indicator will use parameters.Add(new InputParameter("Stochastic Period", 68)); // Break level of Stochastic %D we consider a buy signal parameters.Add(new InputParameter("Trend-following buy signal", 51m)); // Break level of Stochastic %D we consider a sell signal parameters.Add(new InputParameter("Trend-following sell signal", 49m)); return parameters; }
/// <summary> /// Strategy Parameter definition /// </summary> public override InputParameterList SetInputParameters() { InputParameterList parameters = new InputParameterList(); // The previous N bars period RSI indicator will use parameters.Add(new InputParameter("RSI Period", 80)); // Break level of RSI indicator we consider a buy signal parameters.Add(new InputParameter("RSI Buy signal trigger level", 52)); // Break level of RSI indicator we consider a sell signal parameters.Add(new InputParameter("RSI Sell signal trigger level", 48)); // The distance between the entry and the fixed stop loss order parameters.Add(new InputParameter("Catastrophic Stop Loss ticks distance", 58)); return parameters; }
/// <summary> /// Strategy Parameter definition /// </summary> public override InputParameterList SetInputParameters() { InputParameterList parameters = new InputParameterList(); // The previous N bars period ROCR 100 indicator will use parameters.Add(new InputParameter("ROCR 100 Period", 48)); // The distance between the entry and the initial stop loss order parameters.Add(new InputParameter("Trailing Stop Loss ticks distance", 85m)); // Break level of ROCR 100 indicator we consider a buy signal parameters.Add(new InputParameter("ROCR 100 Buy signal trigger level", 103)); return parameters; }
/// <summary> /// Strategy Parameter definition /// </summary> public override InputParameterList SetInputParameters() { InputParameterList parameters = new InputParameterList(); // The previous N bars period Standard Deviation indicator will use parameters.Add(new InputParameter("Standard deviation period", 20)); // The distance between the entry price and the profit target order parameters.Add(new InputParameter("Profit target standard deviations", 3)); // The previous N bars period Bollinger Bands indicator will use parameters.Add(new InputParameter("Bollinger Bands period", 58)); // The distance between the price and the upper Bollinger band parameters.Add(new InputParameter("Upper standard deviations", 3m)); // The distance between the price and the lower Bollinger band parameters.Add(new InputParameter("Lower standard deviations", 3m)); return parameters; }
/// <summary> /// Strategy Parameter definition /// </summary> public override InputParameterList SetInputParameters() { InputParameterList parameters = new InputParameterList(); // The previous N bars period StdDev indicator will use parameters.Add(new InputParameter("StdDev Period", 20)); // The number of deviations StdDev indicator will use parameters.Add(new InputParameter("StdDev Number of Deviations", 3)); // The previous N bars period Stochastic indicator will use parameters.Add(new InputParameter("Stochastic Period", 77)); // Break level of Stochastic's %D indicator we consider a buy signal parameters.Add(new InputParameter("Stochastic %D Buy signal trigger level", 51)); return parameters; }
/// <summary> /// Strategy Parameter definition /// </summary> public override InputParameterList SetInputParameters() { InputParameterList parameters = new InputParameterList(); // Day of week trading enabled filters (0 = disabled) parameters.Add(new InputParameter("Monday Trading Enabled", 1)); parameters.Add(new InputParameter("Tuesday Trading Enabled", 1)); parameters.Add(new InputParameter("Wednesday Trading Enabled", 0)); parameters.Add(new InputParameter("Thursday Trading Enabled", 0)); parameters.Add(new InputParameter("Friday Trading Enabled", 1)); // Session time filter (entries will be only placed during this time frame) parameters.Add(new InputParameter("Trading Time Start", new TimeSpan(18, 0, 0))); parameters.Add(new InputParameter("Trading Time End", new TimeSpan(6, 0, 0))); // The previous N bars period used for calculating Price Range parameters.Add(new InputParameter("Range Calculation Period", 10)); // Minimum Volatility allowed for placing entries parameters.Add(new InputParameter("Minimum Range Filter", 0.002)); // The previous N bars period ADX indicator will use parameters.Add(new InputParameter("ADX Period", 14)); // The previous N bars period SMA indicator will use parameters.Add(new InputParameter("SMA Period", 78)); // Minimum ADX value for placing long entries parameters.Add(new InputParameter("Min ADX Long Entry", 12.0)); // Minimum ADX value for placing short entries parameters.Add(new InputParameter("Min ADX Short Entry", 12.0)); // The distance between the entry and the initial trailing stop price parameters.Add(new InputParameter("Trailing Stop Loss ticks distance", 24)); // The initial acceleration of the trailing stop parameters.Add(new InputParameter("Trailing Stop acceleration", 0.2)); // The distance between the entry and the profit target level parameters.Add(new InputParameter("Profit Target ticks distance", 77)); // The previous N bars period Stochastic indicator will use parameters.Add(new InputParameter("Stochastic Period", 68)); // Break level of Stochastic %D we consider a buy signal parameters.Add(new InputParameter("Trend-following buy signal", 51.0)); // Break level of Stochastic %D we consider a sell signal parameters.Add(new InputParameter("Trend-following sell signal", 49.0)); return(parameters); }