public override void OnTick(params Tick[] t)
{
channel.HandleNextTick(t[0]);
foreach (var indicator in indicatorList)
{
indicator.Value.HandleNextTick(t[0]);
}
if (prevTick != null)
{
if (IAccountManager.ExistsLongPositionForSymbol(t[0].Symbol))
{
if (indicatorList["EMA"][0] < channel.LOW(0))
{
IAccountManager.ClosePosition(t[0].Symbol);
}
}
if (IAccountManager.ExistsShortPositionForSymbol(t[0].Symbol))
{
if (indicatorList["EMA"][0] > channel.HI(0))
{
IAccountManager.ClosePosition(t[0].Symbol);
}
}
//Volatility high
if (indicatorList["HVOL"][0] > 40)
{
if (!IAccountManager.ExistsPositionForSymbol(t[0].Symbol))
{
if (indicatorList["EMA"][0] > channel.HI(0) && indicatorList["EMA"][1] < channel.HI(1))
{
IAccountManager.PlaceMarketOrder(t[1].Symbol, 10000, Position.PositionSide.Long, STOPLEVEL);
}
}
if (!IAccountManager.ExistsPositionForSymbol(t[0].Symbol))
{
if (indicatorList["EMA"][0] < channel.LOW(0) && indicatorList["EMA"][1] > channel.LOW(1))
{
IAccountManager.PlaceMarketOrder(t[1].Symbol, 10000, Position.PositionSide.Short, STOPLEVEL);
}
}
}
}
prevTick = t[0];
}
public override void OnTick(params Tick[] t)
{
STOPLEVEL = 50 * t[0].BidOpen / 10000;
LIMITLEVEL = 100 * t[0].BidOpen / 10000;
int POSIZE = (int)(((AccountManager)IAccountManager).CurrentBalance);
QSP.HandleNextTick(t[0]);
foreach (var indicator in indicatorList)
{
indicator.Value.HandleNextTick(t[0]);
}
//Check Spread Cost before trading
if ((t[0].AskClose - t[0].BidClose <= .0005))
{
//Volatility high
if (indicatorList["HVOL"][0] > 90)
{
if (indicatorList["GENESIS"][0] < -1 * (indNumber - 0.5) &&
indicatorList["GENESIS"][1] > -1 * (indNumber - 0.5) &&
indicatorList["EMA"][0] < indicatorList["GDEMA"][0])
{
if (!IAccountManager.ExistsPositionForSymbol(t[0].Symbol))
{
IAccountManager.PlaceMarketOrder(t[0].Symbol, POSIZE, Position.PositionSide.Short, STOPLEVEL, LIMITLEVEL);
}
}
}
}
if (IAccountManager.ExistsLongPositionForSymbol(t[0].Symbol))
{
}
if (IAccountManager.ExistsShortPositionForSymbol(t[0].Symbol))
{
}
}