/// <summary> /// Screening following basic MACD rule /// </summary> override protected void StrategyExecute() { //BasicMACDRule rule = new BasicMACDRule(data.Close, (int)parameters[0], (int)parameters[1], (int)parameters[2]); //TwoSMARule rule1 = new TwoSMARule(data.Close, (int)parameters[3], (int)parameters[4]); TwoSMABasicMACDRule rule = new TwoSMABasicMACDRule(data.Close, parameters[0], parameters[1], parameters[2], parameters[3], parameters[4]); int Bar = data.Close.Count - 1; if (rule.isValid_forSell(Bar)) { BusinessInfo info = new BusinessInfo(); info.Weight = data.Close[Bar]; SelectStock(Bar, info); } }
/// <summary> /// Strategy following hybrid : basic MACD rule&&2sma /// </summary> override protected void StrategyExecute() { //BasicMACDRule rule = new BasicMACDRule(data.Close, (int)parameters[0], (int)parameters[1], (int)parameters[2]); //TwoSMARule rule1 = new TwoSMARule(data.Close, (int)parameters[3], (int)parameters[4]); TwoSMABasicMACDRule rule = new TwoSMABasicMACDRule(data.Close, parameters[0], parameters[1], parameters[2], parameters[3], parameters[4]); int cutlosslevel = (int)parameters[5]; int trailingstoplevel = (int)parameters[6]; int takeprofitlevel = (int)parameters[7]; for (int idx = 0; idx < data.Close.Count; idx++) { //Buy condition if (rule.isValid_forBuy(idx)) { BusinessInfo info = new BusinessInfo(); info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified); info.Weight = data.Close[idx]; BuyAtClose(idx, info); } //Sell condition else if (rule.isValid_forSell(idx)) { BusinessInfo info = new BusinessInfo(); info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified); 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); } } }
/// <summary> /// Screening following basic MACD rule /// </summary> override protected void StrategyExecute() { //BasicMACDRule rule = new BasicMACDRule(data.Close, (int)parameters[0], (int)parameters[1], (int)parameters[2]); //TwoSMARule rule1 = new TwoSMARule(data.Close, (int)parameters[3], (int)parameters[4]); TwoSMABasicMACDRule rule = new TwoSMABasicMACDRule(data.Close, parameters[0], parameters[1], parameters[2], parameters[3], parameters[4]); int Bar = data.Close.Count - 1; if (rule.isValid_forSell(Bar) ) { BusinessInfo info = new BusinessInfo(); info.Weight = data.Close[Bar]; SelectStock(Bar, info); } }
/// <summary> /// Strategy following hybrid : basic MACD rule&&2sma /// </summary> override protected void StrategyExecute() { //BasicMACDRule rule = new BasicMACDRule(data.Close, (int)parameters[0], (int)parameters[1], (int)parameters[2]); //TwoSMARule rule1 = new TwoSMARule(data.Close, (int)parameters[3], (int)parameters[4]); TwoSMABasicMACDRule rule = new TwoSMABasicMACDRule(data.Close, parameters[0], parameters[1], parameters[2], parameters[3], parameters[4]); int cutlosslevel = (int)parameters[5]; int trailingstoplevel = (int)parameters[6]; int takeprofitlevel = (int)parameters[7]; for (int idx = 0; idx < data.Close.Count; idx++) { //Buy condition if (rule.isValid_forBuy(idx)) { BusinessInfo info = new BusinessInfo(); info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified); info.Weight = data.Close[idx]; BuyAtClose(idx, info); } //Sell condition else if (rule.isValid_forSell(idx) ) { BusinessInfo info = new BusinessInfo(); info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified); 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); } }