protected override void OnStart()
{
bb=Indicators.BollingerBands(MarketSeries.Close,bbperiod,bbotcl, MovingAverageType.Simple);
rsi=Indicators.RelativeStrengthIndex(MarketSeries.Close,rsiperiod);
psar=Indicators.ParabolicSAR(SARstep,SARmax);
frc=Indicators.FractalChaosBands(5);
}
public static void Main(string[] args)
{
DataLoader dataLoader = new DataLoader();
IndicatorTester tester = new IndicatorTester();
dataLoader.UserFilesFolder = @"C:\Program Files\Forex Strategy Builder Pro\User Files";
// Set Data Source name, symbol, and period
IDataSet dataSet = dataLoader.LoadDataSet("FSB Demo Data", "EURUSD", DataPeriod.D1);
if (dataSet == null)
{
Console.WriteLine("Data file is not loaded!");
Console.WriteLine("Press a key to continue!");
Console.ReadKey();
return;
}
// Create an indicator for testing
IIndicator indicator = new BollingerBands();
indicator.Initialize(SlotTypes.Open);
indicator.Calculate(dataSet);
// Print first values
PrintFirstValues(indicator, 0, 50);
// Calculate indicator with random parameters for all available slots.
// tester.CalculateIndicatorWithRandomParameters(indicator, dataSet, 25);
Console.WriteLine("Test completed without errors.");
Console.WriteLine("Press a key to continue!");
Console.ReadKey();
}
protected override void OnStart()
{
BB = Indicators.BollingerBands(BBSource, BBPeriods, BBStDev, BBMAType);
ActiveGrids = new List <Grid>();
UnitTradingCost = RoundLotCost / Symbol.LotSize;
KellyParameters = new Dictionary <string, double[]>
{
{
"WinningTrades",
new double[GridLevelCount]
},
{
"LosingTrades",
new double[GridLevelCount]
},
{
"Profit",
new double[GridLevelCount]
},
{
"Loss",
new double[GridLevelCount]
}
};
firstIndex = Convert.ToInt32(EntryAfterConfirmation);
Positions.Closed += OnPositionClosed;
}
public static BollingerBands BollingerBands(CandleStickCollection candleSticks, int period = 14,
double multiplier = 2, PriceSource priceSource = PriceSource.Close)
{
BollingerBands bollingerBands = new BollingerBands(candleSticks, period, multiplier, priceSource);
return(bollingerBands);
}
protected override void Initialize()
{
Result = CreateDataSeries();
iMACD = Indicators.MacdCrossOver(26, 12, 9);
iBands = Indicators.BollingerBands(MarketSeries.Close, 20, 2, MovingAverageType.Simple);
}
public override void ResetsProperly()
{
var bb = new BollingerBands(2, 2m);
bb.Update(DateTime.Today, 1m);
Assert.IsFalse(bb.IsReady);
bb.Update(DateTime.Today.AddSeconds(1), 2m);
Assert.IsTrue(bb.IsReady);
Assert.IsTrue(bb.StandardDeviation.IsReady);
Assert.IsTrue(bb.LowerBand.IsReady);
Assert.IsTrue(bb.MiddleBand.IsReady);
Assert.IsTrue(bb.UpperBand.IsReady);
Assert.IsTrue(bb.BandWidth.IsReady);
Assert.IsTrue(bb.PercentB.IsReady);
bb.Reset();
TestHelper.AssertIndicatorIsInDefaultState(bb);
TestHelper.AssertIndicatorIsInDefaultState(bb.StandardDeviation);
TestHelper.AssertIndicatorIsInDefaultState(bb.LowerBand);
TestHelper.AssertIndicatorIsInDefaultState(bb.MiddleBand);
TestHelper.AssertIndicatorIsInDefaultState(bb.UpperBand);
TestHelper.AssertIndicatorIsInDefaultState(bb.BandWidth);
TestHelper.AssertIndicatorIsInDefaultState(bb.PercentB);
}
public Indicator AnalyzeData(DataState state)
{
double[] closePrices = _analyseRepo.LoadClosePriceBySymbol(state.Symbol, true).ToArray();
List <BollingerBandsData> bBDataValues = BollingerBandsCalculator.CalculateBollingerBands(
BollingerBandsCalculator.Period,
BollingerBandsCalculator.DeviationUp,
BollingerBandsCalculator.DeviationDown,
closePrices);
if (bBDataValues.Count == 0)
{
return(null);
}
var lastBB = AlgorithmHelper.TakeLast <BollingerBandsData>(bBDataValues, 1).FirstOrDefault();
if (lastBB == null)
{
return(null);
}
BollingerBands value = new BollingerBands();
value.Symbol = state.Symbol;
value.Date = state.Last.Value;
value.Upper = lastBB.Upper;
value.Middle = lastBB.Middle;
value.Lower = lastBB.Lower;
value.ChannelHight = value.Upper - value.Lower;
value.ChannelPercent = value.ChannelHight * 100 / value.Middle;
return(value.ToIndicator());
}
protected override void OnStart()
{
bb = Indicators.BollingerBands(MarketSeries.Close, bbperiod, bbotcl, MovingAverageType.Simple);
rsi = Indicators.RelativeStrengthIndex(MarketSeries.Close, rsiperiod);
psar = Indicators.ParabolicSAR(SARstep, SARmax);
frc = Indicators.FractalChaosBands(5);
}
public Strategy(IStatistics st)
{
ema = new EMA();
bands = st.Base > 1 && st.Sigma > 0 && st.Percent > 0 && st.Max > 0 ? true : false;
days = st.ShortDayPeriod > 1 && st.LongDayPeriod > 2 ? true : false;
count = st.Quantity + 1;
Headway = st.Time;
if (bands)
{
over = new BollingerBands(st.Sigma * 0.1, st.Base, st.Percent, st.Max);
baseTick = new List <double>(2097152);
}
if (days)
{
shortDay = new List <double>(512);
longDay = new List <double>(512);
}
shortTick = new List <double>(2097152);
longTick = new List <double>(2097152);
Send += Analysis;
this.st = st;
GetChart();
Send -= Analysis;
api = ConnectAPI.Get();
api.SendDatum += Analysis;
balance = Balance.Get();
SendLiquidate += balance.OnReceiveLiquidate;
}
protected override void OnStart()
{
i_Bollinger_Bands = Indicators.BollingerBands(MarketSeries.Close, 20, 2, MovingAverageType.Simple);
i_Bollinger_Bands_1 = Indicators.BollingerBands(MarketSeries.Close, 20, 2, MovingAverageType.Simple);
i_Bollinger_Bands_2 = Indicators.BollingerBands(MarketSeries.Close, 20, 2, MovingAverageType.Simple);
i_Bollinger_Bands_3 = Indicators.BollingerBands(MarketSeries.Close, 20, 2, MovingAverageType.Simple);
}
protected override void OnStart()
{
Print("START gyBolliBanBreak: {0}", Server.Time.ToLocalTime());
bbnd1 = Indicators.BollingerBands(srcBB, prdBB, devBB1, matBB);
bbnd2 = Indicators.BollingerBands(srcBB, prdBB, devBB2, matBB);
sma1 = Indicators.SimpleMovingAverage(srcSMA, prdSMA);
}
/// <summary>
/// Returns if the conditions for a rebuy are met.
/// </summary>
/// <returns><c>true</c>, if rebuy is possible, <c>false</c> otherwise.</returns>
/// <param name="candles">candle history</param>
/// <param name="bar">currentcandle</param>
private bool CanRebuy(List <MarketCandle> candles, int bar)
{
var bbands = new BollingerBands(candles, bar);
var stoch = new Stochastics(candles, bar);
var candle = candles[bar];
// for long we do a rebuy when price closes under the lower bollinger bands and both stochastics are below 20
// and price is 1.75% below the previous buy
if (_trade.TradeType == TradeType.Long && candle.ClosePrice < bbands.Lower && stoch.K < 20 && stoch.D < 20)
{
var price = _trade.OpenPrice * RebuyPercentage;
if (_trade.Rebuys.Count > 0)
{
price = _trade.Rebuys.Last().Price *RebuyPercentage;
}
return(candle.ClosePrice < price);
}
// for short we do a rebuy when price closes above the upper bollinger bands and both stochastics are above 80
// and price is 1.75% above the previous sell
if (_trade.TradeType == TradeType.Short && candle.ClosePrice > bbands.Upper && stoch.K > 80 && stoch.D > 80)
{
var factor = 1m + (1m - RebuyPercentage);
var price = _trade.OpenPrice * factor;
if (_trade.Rebuys.Count > 0)
{
price = _trade.Rebuys.Last().Price *factor;
}
return(candle.ClosePrice > price);
}
return(false);
}
protected override void Initialize()
{
MA1 = Indicators.MovingAverage(MarketSeries.High, Keltner_Period, MovingAverageType.Simple);
MA2 = Indicators.MovingAverage(MarketSeries.Low, Keltner_Period, MovingAverageType.Simple);
MA3 = Indicators.MovingAverage(MarketSeries.Typical, Keltner_Period, MovingAverageType.Simple);
iBand = iBand = Indicators.BollingerBands(MarketSeries.Close, Boll_Period, Boll_Dev, MovingAverageType.Simple);
}
protected override void Initialize()
{
_rsi = Indicators.RelativeStrengthIndex(Source, RsiPeriod);
_bollingerBands = Indicators.BollingerBands(_rsi.Result, Volatility, StDev, MovingAverageType.Simple);
_price = Indicators.MovingAverage(_rsi.Result, PricePeriod, PriceMaType);
_signal = Indicators.MovingAverage(_rsi.Result, SignalPeriod, SignalMaType);
}
public Analysize(Remaining remaining, IStrategy st)
{
ema = new EMA();
bands = st.Base > 1 && st.Sigma > 0 && st.Percent > 0 && st.Max > 0 ? true : false;
days = st.ShortDayPeriod > 1 && st.LongDayPeriod > 2 ? true : false;
count = st.Quantity + 1;
Headway = st.Time;
if (bands)
{
over = new BollingerBands(st.Sigma * 0.1, st.Base, st.Percent, st.Max);
baseTick = new List <double>(2097152);
}
if (days)
{
shortDay = new List <double>(512);
longDay = new List <double>(512);
}
shortTick = new List <double>(2097152);
longTick = new List <double>(2097152);
Send += Analysis;
this.st = st;
info = new Information(st);
this.remaining = remaining;
GetChart();
info.Log();
}
/// <summary>
/// Checks if a valid entry appeard
/// </summary>
/// <returns><c>true</c>, if valid entry was found, <c>false</c> otherwise.</returns>
/// <param name="candles">History of candles</param>
/// <param name="bar">The current candle</param>
/// <param name="tradeType">returns trade type.</param>
public bool IsValidEntry(List <MarketCandle> candles, int bar, out TradeType tradeType)
{
var candle = candles[bar];
var bbands = new BollingerBands(candles, bar);
var stoch = new Stochastics(candles, bar);
tradeType = TradeType.Long;
// is bolling bands width > 2%
if (bbands.Bandwidth >= 2m)
{
if (candle.ClosePrice < bbands.Lower && stoch.K < 20 && stoch.D < 20)
{
// open buy order when price closes below lower bollinger bands
// and stochastics K & D are both below 20
tradeType = TradeType.Long;
return(true);
}
else if (candle.ClosePrice > bbands.Upper && stoch.K > 80 && stoch.D > 80 && AllowShorting)
{
// open sell order when price closes above upper bollinger bands
// and stochastics K & D are both above 80
tradeType = TradeType.Short;
return(true);
}
}
return(false);
}
protected override void Initialize()
{
BB = Indicators.BollingerBands(Source, Periods, Std_Deviation, MA_Type);
FireSoundAlarm = true;
theCount = MarketSeries.Close.Count;
}
/// <summary>
/// Closes the trade if price crosses the upper/lower bollinger band.
/// </summary>
/// <param name="candles">candle history</param>
/// <param name="bar">currentcandle</param>
/// <param name="tradeManager">tradeManager</param>
private void CloseTradeIfPossible(List <MarketCandle> candles, int bar, ITradeManager tradeManager)
{
var candle = candles[bar];
var bbands = new BollingerBands(candles, bar);
// for long we close the trade if price gets above the upper bollinger bands
if (_trade.TradeType == TradeType.Long && candle.HighPrice > bbands.Upper)
{
if (tradeManager.Close(_trade, candle.HighPrice))
{
_state = StrategyState.Scanning;
_trade = null;
return;
}
}
// for short we close the trade if price gets below the lowe bollinger bands
if (_trade.TradeType == TradeType.Short && candle.LowPrice < bbands.Lower)
{
if (tradeManager.Close(_trade, candle.LowPrice))
{
_state = StrategyState.Scanning;
_trade = null;
return;
}
}
}
protected override void Initialize()
{
_rsi = Indicators.RelativeStrengthIndex(Source, RsiPeriod);
_bollingerBands = Indicators.BollingerBands(_rsi.Result, Volatility, StDev, MovingAverageType.Simple);
_price = Indicators.MovingAverage(_rsi.Result, PricePeriod, PriceMaType);
_signal = Indicators.MovingAverage(_rsi.Result, SignalPeriod, SignalMaType);
}
/// <summary>
/// Checks if a valid entry appeard
/// </summary>
/// <returns><c>true</c>, if valid entry was found, <c>false</c> otherwise.</returns>
/// <param name="candles">History of candles</param>
/// <param name="bar">The current candle</param>
/// <param name="tradeType">returns trade type.</param>
/// <param name="bandwidth">returns BB bandwidth.</param>
public bool IsValidEntry(List <MarketCandle> candles, int bar, out TradeType tradeType, out decimal bandwidth)
{
tradeType = TradeType.Long;
bandwidth = 0m;
if (candles.Count < bar + 20)
{
return(false);
}
var candle = candles[bar];
var bbands = new BollingerBands(candles, bar);
var stoch = new Stochastics(candles, bar);
// more then 5 flat candles in last 15 candles ?
var flatCandles = 0;
for (int i = 0; i < _settings.MaxFlatCandleCount; ++i)
{
var candleStick = candles[bar + i];
if (candleStick.BaseCurrencyVolume <= 0)
{
flatCandles++;
}
}
if (flatCandles > _settings.MaxFlatCandles)
{
return(false);
}
// check for panic
var panic = (double)((candle.ClosePrice / candle.OpenPrice) * 100m);
if (panic < (100 - _settings.MaxPanic) || panic > (100 + _settings.MaxPanic))
{
// more then 5% panic
return(false);
}
bandwidth = bbands.Bandwidth;
// is bolling bands width > 2%
if (bbands.Bandwidth >= (decimal)_settings.MinBollingerBandWidth)
{
if (candle.ClosePrice < bbands.Lower && stoch.K < 20 && stoch.D < 20)
{
// open buy order when price closes below lower bollinger bands
// and stochastics K & D are both below 20
tradeType = TradeType.Long;
return(true);
}
else if (candle.ClosePrice > bbands.Upper && stoch.K > 80 && stoch.D > 80 && _settings.AllowShorts)
{
// open sell order when price closes above upper bollinger bands
// and stochastics K & D are both above 80
tradeType = TradeType.Short;
return(true);
}
}
return(false);
}
protected override void OnStart()
{
Positions.Opened += OnPositionOpened;
bollingerBands = Indicators.BollingerBands(Source, Periods, Deviation, MAType);
//BandHeight = (bollingerBands.Top.LastValue - bollingerBands.Bottom.LastValue) / 3;
//DeltaBollinger = BandHeight / 5;
}
//---
protected override void OnStart()
{
//--- エントリーイベント
Positions.Opened += OnPositionOpened;
//--- BB
bol = Indicators.BollingerBands(MarketSeries.Close, Period1, SD1, MovingAverageType.Simple);
slowBol = Indicators.BollingerBands(MarketSeries.Close, Period2, SD2, MovingAverageType.Simple);
}
protected override void OnStart()
{
fastMa = Indicators.MovingAverage(SourceSeries, FastPeriods, MAType);
mediumMa = Indicators.MovingAverage(SourceSeries, mediumPeriods, MAType);
slowMa = Indicators.MovingAverage(SourceSeries, SlowPeriods, MAType);
atr = Indicators.AverageTrueRange(atrPeriod, MAType);
bBand = Indicators.BollingerBands(SourceSeries, bBandPeriods, bBandDeviations, MAType);
}
/// <summary>
/// CALLED WHEN THE ROBOT FIRST STARTS, IT IS ONLY CALLED ONCE.
/// </summary>
protected override void OnStart()
{
// TRADE MANAGER DECLERATION
tm = new TradeManager(this);
// INDICATOR DECLERATIONS
IndIchi = Indicators.IchimokuKinkoHyo(TenkanSen, KijunSen, SenkouSpanB);
IndBoll = Indicators.BollingerBands(BollDS, BollPeriod, BollSD, BollMAT);
}
/// <summary>
/// Creates a new BollingerBands indicator which will compute the MiddleBand, UpperBand, LowerBand, and StandardDeviation
/// </summary>
/// <param name="symbol">The symbol whose BollingerBands we seek</param>
/// <param name="period">The period of the standard deviation and moving average (middle band)</param>
/// <param name="k">The number of standard deviations specifying the distance between the middle band and upper or lower bands</param>
/// <param name="movingAverageType">The type of moving average to be used</param>
/// <param name="resolution">The resolution</param>
/// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
/// <returns>A BollingerBands configured with the specied period</returns>
public BollingerBands BB(string symbol, int period, decimal k, MovingAverageType movingAverageType = MovingAverageType.Simple, Resolution?resolution = null, Func <BaseData, decimal> selector = null)
{
var name = CreateIndicatorName(symbol, string.Format("BB({0},{1})", period, k), resolution);
var bb = new BollingerBands(name, period, k, movingAverageType);
RegisterIndicator(symbol, bb, resolution, selector);
return(bb);
}
static void Main(string[] args)
{
Console.ForegroundColor = ConsoleColor.Gray; //Console.ResetColor() is not working :(
Console.CancelKeyPress += Console_CancelKeyPress;
var ticker = string.Empty;
string indicator = string.Empty;
HandleArgs(args, ref ticker, ref indicator);
Console.WriteLine($"Fetching trade data for {ticker.ToUpper()}...");
//on the next version, it's gonna be an interface
RSI RSITrades = null;
CCI CCITrades = null;
BollingerBands BBandTrades = null;
var bfxReader = new Core.Exchanges.Bitfinex.TickerReader();
TickerHandler tickerHndl = null;
//getting the 14 last minutes history
var hist = new Core.Exchanges.Bitfinex.TickerCandlesReader();
if (indicator.ToUpper() == "RSI")
{
RSICalc(out RSITrades, bfxReader, out tickerHndl, hist);
}
else if (indicator.ToUpper() == "CCI")
{
CCICalc(out CCITrades, bfxReader, out tickerHndl, hist);
}
else if (indicator.ToUpper() == "BBANDS")
{
BBandCalc(out BBandTrades, bfxReader, out tickerHndl, hist);
}
else
{
Console.WriteLine("Invalid Parameter");
return;
}
tickerHndl.OnError += tickerHndl_OnError;
bfxReader.Enabled = true;
Task.Run(async() =>
{
await bfxReader.Start(ticker.ToUpper());
});
while (enabled)
{
;
}
Console.ForegroundColor = ConsoleColor.Gray;
Console.WriteLine($"Program ended.");
}
protected override void OnStart()
{
bollingerBands = Indicators.BollingerBands(Source, Periods, Deviations, MAType);
delayCounter = ExecutionDelay;
qtdPositionLoss = 0;
lastStopLoss = Server.Time;
Positions.Closed += OnPositionClosed;
}
public TickerHandler(IExchangeTickerReader tickerReader, BollingerBands trades)
{
_tickerReader = tickerReader;
_tickerReader.PoolingInterval = Consts.PoolingInterval;
_tickerReader.TickerReady += _tickerReader_TickerReady;
_tickerReader.OnError += _tickerReader_OnError;
_bband = trades;
_bband.IndicatorReady += _bband_IndicatorReady;
}
protected override void Init()
{
_psInd = GetIndicator <ParabolicSar>(Instrument.Id, Timeframe);
_psInd.CoefStep = 0.01;
_maInd = GetIndicator <MovingAverage>(Instrument.Id, Timeframe);
_maInd.Period = 26;
_macdInd = GetIndicator <MovingAverageConvergenceDivergence>(Instrument.Id, Timeframe);
_bbInd = GetIndicator <BollingerBands>(Instrument.Id, Timeframe);
}
protected override void OnStart()
{
//fastMa = Indicators.MovingAverage(SourceSeries, FastPeriods, MAType);
//mediumMa = Indicators.MovingAverage(SourceSeries, mediumPeriods, MAType);
//slowMa = Indicators.MovingAverage(SourceSeries, SlowPeriods, MAType);
atr = Indicators.AverageTrueRange(atrPeriod, MAType);
bBand = Indicators.BollingerBands(SourceSeries, bBandPeriods, bBandDeviations, MAType);
_kama = Indicators.GetIndicator <KAMASignal>(Source, Fast, Slow, Period);
}
/// <summary>
/// Initializes the algorithm with fake VIX data
/// </summary>
public override void Initialize()
{
SetStartDate(2013, 10, 7);
SetEndDate(2013, 10, 11);
SetCash(100000);
_vix = AddData <IncrementallyGeneratedCustomData>("VIX", Resolution.Daily).Symbol;
_bb = BB(_vix, 30, 2, MovingAverageType.Simple, Resolution.Daily);
}
protected override void OnStart()
{
rsi = Indicators.RelativeStrengthIndex(Source, Period0);
bol = Indicators.BollingerBands(Source, Period1, stdev, MovingAverageType.Simple);
//obtain high and low of initial start bar
double max = MarketSeries.High.LastValue;
double min = MarketSeries.Low.LastValue;
}
protected override void OnStart()
{
rsi = Indicators.RelativeStrengthIndex(Source, Period0);
bol = Indicators.BollingerBands(Source, Period1, stdev, MovingAverageType.Simple);
//obtain high and low of initial start bar
double max = MarketSeries.High.LastValue;
double min = MarketSeries.Low.LastValue;
}
protected override void OnStart()
{
if (Symbol.Code != "EURUSD" || TimeFrame != TimeFrame.Minute5)
{
Print("This robot can be run only on EURUSD Minute5");
Stop();
return;
}
_bb = Indicators.BollingerBands(MarketSeries.High, Period, StandardDeviation, MAType);
}
protected override void OnStart()
{
sma=Indicators.MovingAverage(MarketSeries.Close,Period_MA_Long,MovingAverageType.Simple);
bb=Indicators.BollingerBands(MarketSeries.Close,Period_BB,Deviation, MovingAverageType.Simple);
}
protected override void OnStart()
{
_botName = ToString();
_instanceLabel = string.Format("{0}-{1}-{2}-{3}", _botName, _botVersion, Symbol.Code, TimeFrame.ToString());
Positions.Opened += OnPositionOpened;
bb = Indicators.BollingerBands(Source, Periods, Deviation, MAType);
}
protected override void Initialize()
{
_bband = Indicators.BollingerBands(Source, Period, StDeviation, MAType);
}
protected override void Initialize()
{
_bollingerBands = Indicators.BollingerBands(Source, Period, K, MaType);
}
protected override void Initialize()
{
rsi = Indicators.RelativeStrengthIndex(Source, Period);
bbands = Indicators.BollingerBands(rsi.Result, Period, stdDev, MAType);
}
protected override void OnStart()
{
Positions.Opened += OnPositionOpened;
bollingerBands = Indicators.BollingerBands(Source, Periods, Deviation, MAType);
//BandHeight = (bollingerBands.Top.LastValue - bollingerBands.Bottom.LastValue) / 3;
//DeltaBollinger = BandHeight / 5;
}
protected override void OnStart()
{
bollingerBands = Indicators.BollingerBands(Source, Periods, Deviations, MAType);
}
protected override void Initialize()
{
bb = Indicators.BollingerBands(Source, Period, std, matype);
}
