protected override void Create()
{
m_dema = new Dema(this);
m_avgdouble = new VariableSeries <Double>(this);
//Plotting
Plot1 = AddPlot(new PlotAttributes("AvgDouble", 0, Color.Blue, Color.Empty, 0, 0, true));
Plot2 = AddPlot(new StringPlotAttributes("Trend", Color.Aqua));
}
protected override void Create()
{
// create variable objects, function objects, order objects etc.
DailyDema = new Dema(this, 1);
WeeklyDema = new Dema(this, 2);
FE = OrderCreator.Stop(new SOrderParameters(Contracts.UserSpecified, "FE", EOrderAction.Buy));
SL1 = OrderCreator.Stop(new SOrderParameters(Contracts.UserSpecified, "SL1", EOrderAction.Sell, OrderExit.FromEntry(FE)));
TralingSL1 = OrderCreator.Stop(new SOrderParameters(Contracts.UserSpecified, "Trail1", EOrderAction.Sell, OrderExit.FromEntry(FE)));
StrategyPositionStates = new Dictionary <EMarketPositionSide, Action <double, double> >()
{
{ EMarketPositionSide.Flat, this.EMarketPositionSideFlat },
{ EMarketPositionSide.Long, this.EMarketPositionSideLong },
{ EMarketPositionSide.Short, this.EMarketPositionSideShort }
};
}
protected override void Initialize()
{
Buffer = CreateDataSeries();
// Moving Average Type according to input MA_Type
switch (MAType)
{
case 1:
// Simple Moving Average
_sma = Indicators.SimpleMovingAverage(MAApplied, MAPeriod);
break;
case 2:
// Exponential Moving Average
_ema = Indicators.ExponentialMovingAverage(MAApplied, MAPeriod);
break;
case 3:
// Smoothed Moving Average
_wsma = Indicators.GetIndicator <Wsma>(MAApplied, MAPeriod);
break;
case 4:
// Linear Weighted Moving Average
_lwma = Indicators.GetIndicator <Lwma>(MAApplied, MAPeriod);
break;
case 5:
// Double Exponential Moving Average
_dema = Indicators.GetIndicator <Dema>(MAApplied, MAPeriod);
break;
case 6:
// Triple Exponential Moving Average
_tema = Indicators.GetIndicator <Tema>(MAApplied, MAPeriod);
break;
case 7:
// T3 Moving Average
_t3MA = Indicators.GetIndicator <T3MA>(MAApplied, MAPeriod, T3MAVolumeFactor);
break;
}
}
protected override void Initialize()
{
Buffer = CreateDataSeries();
// Moving Average Type according to input MA_Type
switch (MAType)
{
case 1:
// Simple Moving Average
_sma = Indicators.SimpleMovingAverage(MAApplied, MAPeriod);
break;
case 2:
// Exponential Moving Average
_ema = Indicators.ExponentialMovingAverage(MAApplied, MAPeriod);
break;
case 3:
// Smoothed Moving Average
_wsma = Indicators.GetIndicator<Wsma>(MAApplied, MAPeriod);
break;
case 4:
// Linear Weighted Moving Average
_lwma = Indicators.GetIndicator<Lwma>(MAApplied, MAPeriod);
break;
case 5:
// Double Exponential Moving Average
_dema = Indicators.GetIndicator<Dema>(MAApplied, MAPeriod);
break;
case 6:
// Triple Exponential Moving Average
_tema = Indicators.GetIndicator<Tema>(MAApplied, MAPeriod);
break;
case 7:
// T3 Moving Average
_t3MA = Indicators.GetIndicator<T3MA>(MAApplied, MAPeriod, T3MAVolumeFactor);
break;
}
}
