protected override void OnStart()
{
Print("START GyBolliBanBreak: {0}", Server.Time.ToLocalTime());
BolliBan1 = Indicators.BollingerBands(SourceBB, PeriodBB, DeviateBB1, MaTypeBB);
BolliBan2 = Indicators.BollingerBands(SourceBB, PeriodBB, DeviateBB2, MaTypeBB);
SignalMA = Indicators.SimpleMovingAverage(SourceSignalMA, PeriodSignalMA);
FilterADX = Indicators.DirectionalMovementSystem(PeriodADX);
curstate = States.Initial;
longstate = HasLong.Initial;
shortstate = HasShort.Initial;
}
public override int GetHashCode()
{
var hashCode = 1745518476;
hashCode = hashCode * -1521134295 + EqualityComparer <CommandStructure> .Default.GetHashCode(Parent);
hashCode = hashCode * -1521134295 + EqualityComparer <string[]> .Default.GetHashCode(Names);
hashCode = hashCode * -1521134295 + HasShort.GetHashCode();
hashCode = hashCode * -1521134295 + IsExclusive.GetHashCode();
hashCode = hashCode * -1521134295 + EqualityComparer <string[]> .Default.GetHashCode(Others);
return(hashCode);
}
private void PositionsOnClosed(PositionClosedEventArgs args)
{
var pos = args.Position;
var reas = args.Reason;
Print("Position closed with {0} profit. Reason : {1}", pos.GrossProfit, reas);
// ポジションのステータスリセット
if (longstate == HasLong.Closed)
{
longstate = HasLong.Initial;
}
if (shortstate == HasShort.Closed)
{
shortstate = HasShort.Initial;
}
}
protected override void OnBar()
{
var top1 = BolliBan1.Top.Last(0);
var bottom1 = BolliBan1.Bottom.Last(0);
var main = BolliBan1.Main.LastValue;
var top2 = BolliBan2.Top.Last(0);
var bottom2 = BolliBan2.Bottom.Last(0);
var avr0 = SignalMA.Result.Last(0);
var avr1 = SignalMA.Result.Last(1);
diplus = FilterADX.DIPlus.LastValue;
diminus = FilterADX.DIMinus.LastValue;
diadx = FilterADX.ADX.LastValue;
// cBot AUTO STOP
if (CbotAutoStop == true)
{
if (CbotTimer > CbotTimeOut)
{
Print("cBot AUTO STOP [ cBot Timer : {0} / {1} ]", CbotTimer, CbotTimeOut);
Close(TradeType.Buy);
Close(TradeType.Sell);
Stop();
}
else
{
CbotTimer = CbotTimer + 1;
}
}
// ステータス変更後カウンタ
StateCount = StateCount + 1;
// ステータス変化とトレード
switch (curstate)
{
case States.Initial:
if (ActSell == true && avr1 >= bottom2 && avr0 < bottom2)
{
Print("{0} 2σボトム下抜け STATE: {1}, StateCount: {2}, DI-: {3}, DI+: {4}, ADX: {5}", avr0, curstate, StateCount, diminus, diplus, diadx);
if (CheckOpen())
{
curstate = States.Bottom2_Below;
}
StateCount = 0;
}
else if (ActBuy == true && avr1 <= top2 && avr0 > top2)
{
Print("{0} 2σトップ上抜け STATE:{1}, StateCount: {2}, DI-: {3}, DI+: {4}, ADX: {5}", avr0, curstate, StateCount, diminus, diplus, diadx);
if (CheckOpen())
{
curstate = States.Top2_Above;
}
StateCount = 0;
}
break;
case States.Top2_Above:
if (avr0 < top2)
{
Print("{0} 2σトップ下抜け STATE:{1}, StateCount: {2}, DI-: {3}, DI+: {4}, ADX: {5}", avr0, curstate, StateCount, diminus, diplus, diadx);
curstate = States.Top2_Below;
StateCount = 0;
}
break;
case States.Bottom2_Below:
if (avr0 > bottom2)
{
Print("{0} 2σボトム上抜け STATE:{1}, StateCount: {2}, DI-: {3}, DI+: {4}, ADX: {5}", avr0, curstate, StateCount, diminus, diplus, diadx);
curstate = States.Bottom2_Above;
StateCount = 0;
}
break;
case States.Top2_Below:
if (avr0 < top1)
{
Print("{0} トップ1σ下抜け STATE:{1}, StateCount: {2}, DI-: {3}, DI+: {4}, ADX: {5}", avr0, curstate, StateCount, diminus, diplus, diadx);
if (longstate == HasLong.ToClose)
{
longstate = HasLong.Closed; // Closeの前に変更
if (CloseTSL == true)
{
SetTSL(TradeType.Buy); //TrailingSLで利を伸ばす
curstate = States.Top1_Below;
longstate = HasLong.Initial;
}
else
{
Close(TradeType.Buy); //CLOSE
curstate = States.Initial;
longstate = HasLong.Initial;
}
}
else
{
curstate = States.Top1_Below;
}
StateCount = 0;
}
else if (avr0 > top2)
{
Print("{0} トップ2σ再度上抜け STATE:{1}, StateCount: {2}, DI-: {3}, DI+: {4}, ADX: {5}", avr0, curstate, StateCount, diminus, diplus, diadx);
curstate = States.Top2_Above; //ステータス復帰
StateCount = 0;
}
break;
case States.Bottom2_Above:
if (avr0 > bottom1)
{
Print("{0} ボトム1σ上抜け STATE:{1}, StateCount: {2}, DI-: {3}, DI+: {4}, ADX: {5}", avr0, curstate, StateCount, diminus, diplus, diadx);
if (shortstate == HasShort.ToClose)
{
shortstate = HasShort.Closed; // Closeの前に変更
if (CloseTSL == true)
{
SetTSL(TradeType.Sell); //TrailingSLで利を伸ばす
curstate = States.Bottom1_Above;
shortstate = HasShort.Initial;
}
else
{
Close(TradeType.Sell); //CLOSE
curstate = States.Initial;
shortstate = HasShort.Initial;
}
}
else
{
curstate = States.Bottom1_Above;
}
StateCount = 0;
}
else if (avr0 < bottom2)
{
Print("{0} ボトム2σ再度下抜け STATE:{1}, StateCount: {2}, DI-: {3}, DI+: {4}, ADX: {5}", avr0, curstate, StateCount, diminus, diplus, diadx);
curstate = States.Bottom2_Below; //ステータス復帰
StateCount = 0;
}
break;
case States.Top1_Below:
if (avr0 <= main)
{
Print("{0} トップ1σ→MAIN STATE:{1}, StateCount: {2}, DI-: {3}, DI+: {4}, ADX: {5}", avr0, curstate, StateCount, diminus, diplus, diadx);
if (longstate != HasLong.Initial)
{
longstate = HasLong.Closed;
Close(TradeType.Buy); //CLOSE
longstate = HasLong.Initial;
}
curstate = States.Initial;
StateCount = 0;
}
else if (avr0 > top1)
{ // ロング：BandWalk
Print("{0} トップ1σ再度上抜け STATE:{1}, StateCount: {2}, DI-: {3}, DI+: {4}, ADX: {5}", avr0, curstate, StateCount, diminus, diplus, diadx);
curstate = States.Top1_Above;
if (longstate == HasLong.Initial)
{
Open(TradeType.Buy); //ロング エントリー条件厳格化（1σ戻り待ち）
longstate = HasLong.Open;
}
StateCount = 0;
}
break;
case States.Bottom1_Above:
if (avr0 >= main)
{
Print("{0} ボトム1σ→MAIN STATE:{1}, StateCount: {2}, DI-: {3}, DI+: {4}, ADX: {5}", avr0, curstate, StateCount, diminus, diplus, diadx);
if (shortstate != HasShort.Initial)
{
shortstate = HasShort.Closed;
Close(TradeType.Sell); // CLOSE
shortstate = HasShort.Initial;
}
curstate = States.Initial;
StateCount = 0;
}
else if (avr0 < bottom1)
{ // ショート：BandWalk
Print("{0} ボトム1σ再度下抜け STATE:{1}, StateCount: {2}, DI-: {3}, DI+: {4}, ADX: {5}", avr0, curstate, StateCount, diminus, diplus, diadx);
curstate = States.Bottom1_Below;
if (shortstate == HasShort.Initial)
{
Open(TradeType.Sell); //ショート エントリー条件厳格化（1σ戻り待ち）
shortstate = HasShort.Open;
}
StateCount = 0;
}
break;
case States.Top1_Above:
if (avr0 <= main)
{ // ロング：CLOSE
Print("{0} トップ1σ→MAIN STATE:{1}, StateCount: {2}, DI-: {3}, DI+: {4}, ADX: {5}", avr0, curstate, StateCount, diminus, diplus, diadx);
if (longstate != HasLong.Initial)
{
longstate = HasLong.Closed;
Close(TradeType.Buy); //CLOSE
longstate = HasLong.Initial;
}
curstate = States.Initial;
StateCount = 0;
}
else if (avr0 > top2)
{ // ロング：BandWalk
Print("{0} トップ2σ再度上抜け STATE:{1}, StateCount: {2}, DI-: {3}, DI+: {4}, ADX: {5}", avr0, curstate, StateCount, diminus, diplus, diadx);
curstate = States.Top2_Above;
StateCount = 0;
if (longstate == HasLong.Open)
{
longstate = HasLong.ToClose; // 利食いに向けたステータス。以降は１σタッチでもCLOSE
}
}
break;
case States.Bottom1_Below:
if (avr0 >= main)
{ // ショート：CLOSE
Print("{0} ボトム1σ→MAIN STATE:{1}, StateCount: {2}, DI-: {3}, DI+: {4}, ADX: {5}", avr0, curstate, StateCount, diminus, diplus, diadx);
if (shortstate != HasShort.Initial)
{
shortstate = HasShort.Closed;
Close(TradeType.Sell); // CLOSE
shortstate = HasShort.Initial;
}
curstate = States.Initial;
StateCount = 0;
}
else if (avr0 < bottom2)
{ // ショート：BandWalk
Print("{0} ボトム2σ再度下抜け STATE:{1}, StateCount: {2}, DI-: {3}, DI+: {4}, ADX: {5}", avr0, curstate, StateCount, diminus, diplus, diadx);
curstate = States.Bottom2_Below;
StateCount = 0;
if (shortstate == HasShort.Open)
{
shortstate = HasShort.ToClose; // 利食いに向けたステータス。以降は１σタッチでもCLOSE
}
}
break;
}
}
