override protected void StrategyExecute()
{
TimeSeriesRule timeSeriesRule = new TimeSeriesRule(data.Close, parameters[0]);
LinearRegRule lngRule = new LinearRegRule(data.Close, parameters[1]);
int cutlosslevel = (int)parameters[2];
int takeprofitlevel = (int)parameters[3];
for (int idx = timeSeriesRule.tsf.FirstValidValue; idx < timeSeriesRule.tsf.Count; idx++)
{
//Buy Condition
if ((timeSeriesRule.isValid_forBuy(idx) && lngRule.UpTrend(idx)) ||
(lngRule.isValid_forBuy(idx) && timeSeriesRule.UpTrend(idx)))
{
BuyAtClose(idx);
}
//Sell Condition
if (timeSeriesRule.isValid_forSell(idx) || lngRule.isValid_forSell(idx))
{
SellAtClose(idx);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
{
SellCutLoss(idx);
}
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
{
SellTakeProfit(idx);
}
}
}
override protected void StrategyExecute()
{
TimeSeriesRule timeSeriesRule = new TimeSeriesRule(data.Close, parameters[0]);
LinearRegRule lngRule = new LinearRegRule(data.Close, parameters[1]);
int cutlosslevel = (int)parameters[2];
int takeprofitlevel = (int)parameters[3];
for (int idx = timeSeriesRule.tsf.FirstValidValue; idx < timeSeriesRule.tsf.Count; idx++)
{
//Buy Condition
if ((timeSeriesRule.isValid_forBuy(idx)&&lngRule.UpTrend(idx))
||(lngRule.isValid_forBuy(idx)&&timeSeriesRule.UpTrend(idx)))
BuyAtClose(idx);
//Sell Condition
if (timeSeriesRule.isValid_forSell(idx)||lngRule.isValid_forSell(idx))
SellAtClose(idx);
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
SellCutLoss(idx);
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
SellTakeProfit(idx);
}
}
