public HybridTestRules(DataBars db, double atrperiod, double shortperiod, double longperiod) { rules = new Rule[2]; rules[0] = new TwoSMARule(db.Close, shortperiod, longperiod); rules[1] = new BasicATRRule(db, atrperiod, "atr"); adxTrend = new ADXMarketTrend(db, 14); //Kiem tra volume volumeRule = new PriceTwoSMARule(db.Volume, 10, 30); data = db; Volume_Filter = 50000; }
public HybridTestRules(DataBars db, double atrperiod, double shortperiod, double longperiod) { rules = new Rule[3]; rules[0] = new TwoSMARule(db.Close, shortperiod, longperiod); rules[1] = new BasicATRRule(db, atrperiod, "atr"); rules[2] = new BasicMACDRule(db.Close, 12, 26, 9); adxTrend = new ADXMarketTrend(db, 14); //Kiem tra volume volumeRule = new PriceTwoSMARule(db.Volume, 10, 30); data = db; Volume_Filter = 50000; }
override protected void StrategyExecute() { MACDHistATRRules rule = new MACDHistATRRules(data.Bars, parameters[0], parameters[1], parameters[2], parameters[3]); MarketTrend marketTrend = new ADXMarketTrend(data.Bars, parameters[4]); int cutlosslevel = (int)parameters[5]; int trailingstoplevel = (int)parameters[6]; int takeprofitlevel = (int)parameters[7]; Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min"); Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[0], "max"); for (int idx = 0; idx < data.Close.Count; idx++) { if (rule.isValid_forBuy(idx) && (marketTrend.Trending(idx))) { BusinessInfo info = new BusinessInfo(); info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified); info.Short_Target = max[idx]; info.Stop_Loss = min[idx]; BuyAtClose(idx, info); } else if (rule.isValid_forSell(idx)) { BusinessInfo info = new BusinessInfo(); info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified); info.Short_Target = min[idx]; info.Stop_Loss = max[idx]; SellAtClose(idx, info); } if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel)) { SellCutLoss(idx); } if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel)) { SellTakeProfit(idx); } if (trailingstoplevel > 0) { TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx); } } }
override protected void StrategyExecute() { MACDHistATRRules rule = new MACDHistATRRules(data.Bars, parameters[0], parameters[1], parameters[2], parameters[3]); MarketTrend marketTrend = new ADXMarketTrend(data.Bars, parameters[4]); int cutlosslevel = (int)parameters[5]; int trailingstoplevel = (int)parameters[6]; int takeprofitlevel = (int)parameters[7]; Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min"); Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[0], "max"); for (int idx = 0; idx < data.Close.Count; idx++) { if (rule.isValid_forBuy(idx) && (marketTrend.Trending(idx))) { BusinessInfo info = new BusinessInfo(); info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified); info.Short_Target = max[idx]; info.Stop_Loss = min[idx]; BuyAtClose(idx, info); } else if (rule.isValid_forSell(idx)) { BusinessInfo info = new BusinessInfo(); info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified); info.Short_Target = min[idx]; info.Stop_Loss = max[idx]; SellAtClose(idx, info); } if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel)) SellCutLoss(idx); if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel)) SellTakeProfit(idx); if (trailingstoplevel > 0) TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx); } }