/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
ast = anaSuperTrend(1, 3, 3);
dc = DonchianChannel(20);
hma = HMA(30);
// Open Secret Sauce Long
if (isFlat() &&
enableLong
//&& Close[0] <= ast.StopLine[0]
&& ast.UpTrend[0] && !ast.UpTrend[1]
//&& ((dc.Upper[0] - dc.Lower[0])/TickSize >= 12)
&& Rising(hma)
//&& (BarsSinceExit() > 5 || BarsSinceExit() == -1)
)
{
EnterLong(DefaultQuantity);
//EnterLongLimit(DefaultQuantity, ast.StopLine[0]);
}
// Open Secret Sauce Short
if (isFlat() &&
enableShort
)
{
EnterShort(DefaultQuantity);
}
AtmStrategyHandler();
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
ast = anaSuperTrend(AtrMultiplier, AtrPeriod, MedianPeriod);
//if (ast.StopLine[0] == High[0])
// Switch to uptrend
if (ast.UpTrend[0] && !ast.UpTrend[1])
{
//DrawArrowUp("My up arrow" + CurrentBar, false, 0, ast.StopLine[0] - 10 * TickSize, Color.Lime);
if (previousLow > 0)
{
double bottom = Low[LowestBar(Low, CurrentBar - previousLow)];
DrawDot("My up dot" + CurrentBar, false, 0, bottom, Color.Black);
channelLow = Math.Min(Low[LowestBar(Low, CurrentBar - previousLow)], Low[LowestBar(Low, CurrentBar - currentLow)]);
DrawLine("Bottom line" + CurrentBar, 0, channelLow, -10, channelLow, Color.DarkRed);
enableLong = true;
}
previousLow = currentLow;
currentLow = CurrentBar;
//double top = High[HighestBar(High, CurrentBar - previousHigh)];
//DrawDot("My up dot" + CurrentBar, false, 0, top, Color.White);
//channelHigh = Math.Max(High[HighestBar(High, CurrentBar - previousHigh)], High[HighestBar(High, CurrentBar - currentHigh)]);
//DrawLine("Top line" + CurrentBar, 0, channelHigh, -10, channelHigh, Color.DarkBlue);
//previousHigh = currentHigh;
//currentHigh = CurrentBar;
}
// Switch to downtrend
if (!ast.UpTrend[0] && ast.UpTrend[1])
{
//DrawArrowLine("My down line" + CurrentBar, 5, ast.StopLine[0] + 10 * TickSize, 0, ast.StopLine[0] + 5 * TickSize, Color.Cyan);
//DrawArrowDown("My down arrow" + CurrentBar, false, 0, ast.StopLine[0] + 10 * TickSize, Color.Lime);
if (previousHigh > 0)
{
double top = High[HighestBar(High, CurrentBar - previousHigh)];
DrawDot("My up dot" + CurrentBar, false, 0, top, Color.White);
channelHigh = Math.Max(High[HighestBar(High, CurrentBar - previousHigh)], High[HighestBar(High, CurrentBar - currentHigh)]);
DrawLine("Top line" + CurrentBar, 0, channelHigh, -10, channelHigh, Color.DarkBlue);
enableShort = true;
}
previousHigh = currentHigh;
currentHigh = CurrentBar;
// double bottom = Low[LowestBar(Low, CurrentBar - previousLow)];
// DrawDot("My down dot" + CurrentBar, false, 0, bottom, Color.Black);
// channelLow = Math.Min(Low[LowestBar(Low, CurrentBar - previousLow)], Low[LowestBar(Low, CurrentBar - currentLow)]);
// DrawLine("Bottom line" + CurrentBar, 0, channelLow, -10, channelLow, Color.DarkRed);
//previousLow = currentLow;
//currentLow = CurrentBar;
}
if (Position.MarketPosition == MarketPosition.Short &&
Close[0] > channelHigh)
{
//ExitShort("");
}
if (Position.MarketPosition == MarketPosition.Long &&
Close[0] < channelLow)
{
ExitLong("");
}
//SetTrailStop(CalculationMode.Ticks, 20);
//SetTrailStop(CalculationMode.Price, (channelHigh - channelLow) * TickSize);
if (Position.MarketPosition == MarketPosition.Flat)
{
if (enableLong && Close[0] > channelHigh &&
(channelHigh - channelLow) < 2)
{
EnterLong("");
enableLong = false;
//SetTrailStop("", CalculationMode.Ticks, (channelHigh - channelLow) / TickSize, false);
SetProfitTarget("", CalculationMode.Ticks, (channelHigh - channelLow) / TickSize);
SetStopLoss(CalculationMode.Ticks, (channelHigh - channelLow) / TickSize);
//Print(Time + " channelHigh: " + channelHigh + " Channel Width: " + (channelHigh - channelLow));
}
if (enableShort && Close[0] < channelLow &&
(channelHigh - channelLow) < 2)
{
EnterShort("");
enableShort = false;
SetProfitTarget("", CalculationMode.Ticks, (channelHigh - channelLow) / TickSize);
SetStopLoss(CalculationMode.Price, channelHigh);
DrawDot("My stop" + CurrentBar, false, 0, channelHigh, Color.Red);
//Print(Time + " channelLow: " + channelLow + " Channel Width: " + (channelHigh - channelLow));
}
}
}