override protected void StrategyExecute()
{
PriceTwoSMARule smarule = new PriceTwoSMARule(data.Close, parameters[0], parameters[1]);
int cutlosslevel = 5;
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[1], "max");
Indicators.Fibonnanci fibo = Indicators.Fibonnanci.Series(data.Bars, parameters[1], "fibo");
for (int idx = smarule.long_indicator.FirstValidValue; idx < smarule.long_indicator.Count; idx++)
{
if (smarule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Resistance = max[idx];
info.Short_Support = min[idx];
info.Short_Target = fibo.Fibo23pc[idx];
info.Stop_Loss = data.Close[idx] * (1 - cutlosslevel / 100);
BuyAtClose(idx,info);
}
else
if (smarule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Resistance = max[idx];
info.Short_Support = min[idx];
info.Short_Target = fibo.Fibo23pc[idx];
info.Stop_Loss = data.Close[idx] * (1 - cutlosslevel / 100);
SellAtClose(idx,info);
}
}
}
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;
}
override protected void StrategyExecute()
{
PriceTwoSMARule smarule = new PriceTwoSMARule(data.Close, parameters[0], parameters[1]);
for (int idx = smarule.long_indicator.FirstValidValue; idx < smarule.long_indicator.Count; idx++)
{
if (smarule.isValid_forBuy(idx))
BuyAtClose(idx);
else
if (smarule.isValid_forSell(idx))
SellAtClose(idx);
}
}
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()
{
PriceTwoSMARule smarule = new PriceTwoSMARule(data.Close, parameters[0], parameters[1]);
for (int idx = smarule.long_indicator.FirstValidValue; idx < smarule.long_indicator.Count; idx++)
{
if (smarule.isValid_forBuy(idx))
{
BuyAtClose(idx);
}
else
if (smarule.isValid_forSell(idx))
{
SellAtClose(idx);
}
}
}
override protected void StrategyExecute()
{
PriceTwoSMARule smarule = new PriceTwoSMARule(data.Close, parameters[0], parameters[1]);
int cutlosslevel = 5;
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[1], "max");
Indicators.Fibonnanci fibo = Indicators.Fibonnanci.Series(data.Bars, parameters[1], "fibo");
for (int idx = smarule.long_indicator.FirstValidValue; idx < smarule.long_indicator.Count; idx++)
{
if (smarule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Resistance = max[idx];
info.Short_Support = min[idx];
info.Short_Target = fibo.Fibo23pc[idx];
info.Stop_Loss = data.Close[idx] * (1 - cutlosslevel / 100);
BuyAtClose(idx, info);
}
else
if (smarule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Resistance = max[idx];
info.Short_Support = min[idx];
info.Short_Target = fibo.Fibo23pc[idx];
info.Stop_Loss = data.Close[idx] * (1 - cutlosslevel / 100);
SellAtClose(idx, info);
}
}
}