protected override void Initialize()
{
FastMA = Indicators.MovingAverage(MarketSeries.Close, Fast_Period, MA_Type);
SlowMA = Indicators.MovingAverage(MarketSeries.Open, Slow_Period, MA_Type);
ATR = Indicators.AverageTrueRange(14, MovingAverageType.Simple);
count = MarketSeries.Open.Count;
}
protected override void Initialize()
{
_trend = new int[1];
_upBuffer = CreateDataSeries();
_downBuffer = CreateDataSeries();
_averageTrueRange = Indicators.AverageTrueRange(Period, MovingAverageType.WilderSmoothing);
}
protected override void OnStart()
{
Positions.Opened += OnPositionOpen;
tm = new TradeManager(this);
_announceTime = Convert.ToDateTime(AnnounceDateTime);
_atr = Indicators.AverageTrueRange(14, MovingAverageType.Simple);
}
protected override void OnStart()
{
Print("Lot sizing rule: {0}", LotSizingRule);
var symbolLeverage = Symbol.DynamicLeverage[0].Leverage;
Print("Symbol leverage: {0}", symbolLeverage);
var realLeverage = Math.Min(symbolLeverage, Account.PreciseLeverage);
Print("Account leverage: {0}", Account.PreciseLeverage);
Init(true,
false,
InitialStopLossRuleValues.None,
InitialStopLossInPips,
TrailingStopLossRule,
TrailingStopLossInPips,
LotSizingRule,
TakeProfitRuleValues.None,
0,
0,
false,
false,
DynamicRiskPercentage,
BarsToAllowTradeToDevelop);
_atr = Indicators.AverageTrueRange(14, MovingAverageType.Exponential);
_spring = Indicators.GetIndicator <Spring>(SourceSeries, 89, 55, 21, SendEmailAlerts, PlayAlertSound, ShowMessage,
SignalBarRangeMultiplier, MaFlatFilter, BreakoutFilter, MinimumBarsForLowestLow, SwingHighStrength, BigMoveFilter);
_minimumBuffer = Symbol.PipSize * 6;
_timeFrameInMinutes = GetTimeFrameInMinutes();
}
protected override void Initialize()
{
if (EnableATRInfo)
{
atr = Indicators.AverageTrueRange(14, MovingAverageType.Exponential);
}
if (EnableD1)
{
seriesD1 = MarketData.GetSeries(TimeFrame.Daily);
macdD1 = Indicators.MacdCrossOver(seriesD1.Close, 26, 12, 9);
mmD1 = Indicators.ExponentialMovingAverage(seriesD1.Close, 200);
}
if (EnableH4)
{
seriesH4 = MarketData.GetSeries(TimeFrame.Hour4);
macdH4 = Indicators.MacdCrossOver(seriesH4.Close, 26, 12, 9);
mmH4 = Indicators.ExponentialMovingAverage(seriesH4.Close, 200);
}
if (EnableH1)
{
seriesH1 = MarketData.GetSeries(TimeFrame.Hour);
macdH1 = Indicators.MacdCrossOver(seriesH1.Close, 26, 12, 9);
mmH1 = Indicators.ExponentialMovingAverage(seriesH1.Close, 200);
}
if (EnableM5)
{
seriesM5 = MarketData.GetSeries(TimeFrame.Minute5);
macdM5 = Indicators.MacdCrossOver(seriesM5.Close, 26, 12, 9);
mmM5 = Indicators.ExponentialMovingAverage(seriesM5.Close, 200);
}
}
protected override void OnStart()
{
// Put your initialization logic here
config = LoadConfiguration <Config.OneCandleToWinConfig>(ExpandConfigFilePath(ConfigurationFilePath));
IsRunning = false;
atr = Indicators.AverageTrueRange(14, MovingAverageType.Simple);
}
//-----------------------------------------------------------------------------------------------
// SCALPER SIGNAL FUNCTION ----------------------------------------------------------------------
//-----------------------------------------------------------------------------------------------
private void SignalScalper_Main(int index)
{
if (!NewBar(index) || (index < 6))
{
return;
}
ATR = Indicators.AverageTrueRange(14, MovingAverageType.Exponential);
double bs = BuySignal(index);
double ss = SellSignal(index);
if (bs > 0)
{
BuyIndicator[index] = bs;
SignalBarHigh[index - 3] = MarketSeries.High[index - 3];
SignalBarLow[index - 3] = MarketSeries.Low[index - 3];
ChartObjects.DrawLine("SignalBar" + (index - 3), index - 3, SignalBarHigh[index - 3], index - 3, SignalBarLow[index - 3], Colors.Gold, 3, LineStyle.Solid);
}
else if (ss > 0)
{
SellIndicator[index] = ss;
SignalBarHigh[index - 3] = MarketSeries.High[index - 3];
SignalBarLow[index - 3] = MarketSeries.Low[index - 3];
ChartObjects.DrawLine("SignalBar" + (index - 3), index - 3, SignalBarHigh[index - 3], index - 3, SignalBarLow[index - 3], Colors.Gold, 3, LineStyle.Solid);
}
}
protected override void OnStart()
{
Positions.Opened += OnPositionOpen;
tm = new TradeManager(this);
tm.PrintTestMessage();
IndAtr = Indicators.AverageTrueRange(14, MovingAverageType.Simple);
IndSMA = Indicators.SimpleMovingAverage(SMASource, SMAPeriod);
IndSAR = Indicators.ParabolicSAR(SARMINAF, SARMAXAF);
IndDMS = Indicators.DirectionalMovementSystem(DMSPeriod);
/*
* ===============================================================================================
* DETERMINE STOP LOSS AND TAKE PROFIT VALUES
* ===============================================================================================
*/
if (TrailingStopTrigger == 0 || IncludeTrailingStop == false)
{
Vstop_loss = null;
}
else
{
Vstop_loss = TrailingStopTrigger;
}
// TAKE PROFIT
// IF SET TO 0 OR USER HAS NOT INCLUDED TAKE PROFIT - SET TO NULL
if (TakeProfitTrigger == 0 || IncludeTakeProfit == false)
{
Vtake_profit = null;
}
else
{
Vtake_profit = TakeProfitTrigger;
}
}
protected override void Initialize()
{
// Summary
YesterdayKeyLevels = Business.KeyLevels.GetYesterdaysKeyLevels(Account.BrokerName, Symbol.Code);
if (YesterdayKeyLevels != null)
{
YesterdayKeyLevels.CalculateDaily();
// Write Summary
string Summary = Symbol.Code.ToString() + ": Yesterday's (" + YesterdayKeyLevels.Date.ToShortDateString() + ") Open: " + YesterdayKeyLevels.Open.ToString() + ", Close: " + YesterdayKeyLevels.Close.ToString() + ", High: " + YesterdayKeyLevels.High.ToString() + ", Low: " + YesterdayKeyLevels.Low.ToString();
ChartObjects.DrawText("Previous", Summary, StaticPosition.BottomRight, Colors.Red);
// Calculate ATR
var ATRSeries = MarketData.GetSeries(TimeFrame.Daily);
AverageTrueRange ATR = Indicators.AverageTrueRange(ATRSeries, 5, MovingAverageType.Simple);
ChartObjects.DrawText("ATR", "ATR: " + ATR.Result.LastValue.ToString("0.##") + ", 15% ATR: " + (ATR.Result.LastValue * 0.15).ToString("0.##") + ",30% ATR: " + (ATR.Result.LastValue * 0.3).ToString("0.##") + "", StaticPosition.TopRight, Colors.Red);
// DAILY
// ChartObjects.DrawHorizontalLine("DailyHigh", YesterdayKeyLevels.High, Colors.Green, 1, LineStyle.LinesDots);
// ChartObjects.DrawHorizontalLine("DailyLow", YesterdayKeyLevels.Low, Colors.Green, 1, LineStyle.LinesDots);
// ChartObjects.DrawHorizontalLine("DailyCLose", YesterdayKeyLevels.Close, Colors.Green, 1, LineStyle.LinesDots);
// Daily Levels
P = ((YesterdayKeyLevels.High + YesterdayKeyLevels.Low + YesterdayKeyLevels.Close) / 3);
R1 = ((2 * P) - YesterdayKeyLevels.Low);
R2 = (P + YesterdayKeyLevels.High - YesterdayKeyLevels.Low);
R3 = (YesterdayKeyLevels.High + 2 * (P - YesterdayKeyLevels.Low));
S1 = ((2 * P) - YesterdayKeyLevels.High);
S2 = (P - YesterdayKeyLevels.High + YesterdayKeyLevels.Low);
S3 = YesterdayKeyLevels.Low - 2 * (YesterdayKeyLevels.High - P);
CBOL = ((YesterdayKeyLevels.High - YesterdayKeyLevels.Low) * 1.1 / 2 + YesterdayKeyLevels.Close);
CBOS = YesterdayKeyLevels.Close - (YesterdayKeyLevels.High - YesterdayKeyLevels.Low) * 1.1 / 2;
//WP = ((WeeklyHigh + WeeklyLow + WeeklyClose) / 3);
//MP = ((MonthlyHigh + MonthlyLow + MonthlyClose) / 3);
// WEEKLY
// ChartObjects.DrawHorizontalLine("WeeklyHigh", WeeklyHigh, Colors.Green, 1, LineStyle.Lines);
//ChartObjects.DrawHorizontalLine("WeeklyLow", WeeklyLow, Colors.Red, 1, LineStyle.Lines);
// ChartObjects.DrawHorizontalLine("WeeklyClose", WeeklyClose, Colors.DeepSkyBlue, 1, LineStyle.LinesDots);
// MONTHLY
//ChartObjects.DrawHorizontalLine("MonthlyHigh", MonthlyHigh, Colors.Green, 3, LineStyle.Lines);
//ChartObjects.DrawHorizontalLine("MonthlyLow", MonthlyLow, Colors.Red, 3, LineStyle.Lines);
// ChartObjects.DrawHorizontalLine("MonthlyClose", MonthlyClose, Colors.DarkGray, 1, LineStyle.LinesDots);
}
}
protected override void Initialize()
{
// Initialize and create nested indicators
_fastMA = Indicators.MovingAverage(Source, FastPeriodParameter, MovingAverageType.Exponential);
_slowMA = Indicators.MovingAverage(Source, SlowPeriodParameter, MovingAverageType.Exponential);
_swingHighLowIndicator = Indicators.GetIndicator <SwingHighLow>(Bars.HighPrices, Bars.LowPrices, SwingHighStrength);
_atr = Indicators.AverageTrueRange(14, MovingAverageType.Exponential);
}
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);
}
protected override void OnStart()
{
Positions.Closed += OnPositionsClosed;
Positions.Opened += OnPositionsOpened;
atr = Indicators.AverageTrueRange(atrPeriod, MovingAverageType.Simple);
InitialZoneRecovery();
}
protected override void Initialize()
{
_atr = Indicators.AverageTrueRange(14, MovingAverageType.Exponential);
_buffer = Symbol.PipSize * 5;
//_fastMA = Indicators.ExponentialMovingAverage(SourceSeries, FastMAPeriod);
//var h4 = MarketData.GetSeries(TimeFrame.Hour4);
//_slowMA = Indicators.ExponentialMovingAverage(h4.Close, H4Periods);
}
protected override void OnStart()
{
i_TrendMovingAverage = Indicators.SimpleMovingAverage(MarketSeries.Close, (int)_TrendSMA);
i_Intermediate_SMA = Indicators.SimpleMovingAverage(MarketData.GetSeries(TimeFrame.Hour4).Close, (int)_DailyIntermediateTrend_SMA);
i_RSI_StopLoss = Indicators.RelativeStrengthIndex(MarketSeries.Close, (int)_wRSI_StopLossMA);
i_TriggerMovingAverage = Indicators.SimpleMovingAverage(MarketSeries.Close, (int)_SlowSMATrigger);
i_Average_True_Range = Indicators.AverageTrueRange((int)_ATR_MA, MovingAverageType.Simple);
i_RSI = Indicators.RelativeStrengthIndex(MarketSeries.Close, (int)_cRSI_MA);
}
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);
}
protected override void OnStart()
{
dc1 = Indicators.DonchianChannel(dcPeriod1);
dc2 = Indicators.DonchianChannel(dcPeriod2);
ema1 = Indicators.ExponentialMovingAverage(MarketSeries.Close, emaPeriod1);
ema2 = Indicators.ExponentialMovingAverage(MarketSeries.Close, emaPeriod2);
atr = Indicators.AverageTrueRange(atrPeriod, MovingAverageType.Exponential);
}
// other filter indicator 1
// other filter indicator 2
// exit indicator
/*
* private HeikenAshiDirection i_ha;
*/
#endregion
#region cTrader events
protected override void OnStart()
{
// Instantiate Indicators
i_atr = Indicators.AverageTrueRange(14, MovingAverageType.Exponential);
i_obv = Indicators.OnBalanceVolume(Source);
//i_ha = Indicators.GetIndicator<HeikenAshiDirection>();
Positions.Opened += PositionsOnOpened;
Positions.Closed += PositionsOnClosed;
}
protected override void OnStart()
{
_maCrossIndicator = Indicators.GetIndicator <MACrossOver>(SourceSeries, SlowPeriodParameter, MediumPeriodParameter, FastPeriodParameter, false, false, false);
_fastMA = Indicators.MovingAverage(SourceSeries, FastPeriodParameter, MovingAverageType.Exponential);
_mediumMA = Indicators.MovingAverage(SourceSeries, MediumPeriodParameter, MovingAverageType.Exponential);
_slowMA = Indicators.MovingAverage(SourceSeries, SlowPeriodParameter, MovingAverageType.Exponential);
_rsi = Indicators.RelativeStrengthIndex(SourceSeries, 14);
_atr = Indicators.AverageTrueRange(Bars, 14, MovingAverageType.Exponential);
Print("Take Longs: {0}", TakeLongsParameter);
Print("Take Shorts: {0}", TakeShortsParameter);
Print("Initial SL rule: {0}", InitialStopLossRule);
Print("Initial SL in pips: {0}", InitialStopLossInPips);
Print("Trailing SL rule: {0}", TrailingStopLossRule);
Print("Trailing SL in pips: {0}", TrailingStopLossInPips);
Print("Lot sizing rule: {0}", LotSizingRule);
Print("Take profit rule: {0}", TakeProfitRule);
Print("Take profit in pips: {0}", TakeProfitInPips);
Print("Minutes to wait after position closed: {0}", MinutesToWaitAfterPositionClosed);
Print("Move to breakeven: {0}", MoveToBreakEven);
Print("Close half at breakeven: {0}", CloseHalfAtBreakEven);
Print("MA Cross Rule: {0}", MaCrossRule);
Print("H4MA: {0}", H4MaPeriodParameter);
Print("Recording: {0}", RecordSession);
Print("Enter at Market: {0}", EnterAtMarket);
Print("BarsToAllowTradeToDevelop: {0}", BarsToAllowTradeToDevelop);
Init(TakeLongsParameter,
TakeShortsParameter,
InitialStopLossRule,
InitialStopLossInPips,
TrailingStopLossRule,
TrailingStopLossInPips,
LotSizingRule,
TakeProfitRule,
TakeProfitInPips,
MinutesToWaitAfterPositionClosed,
MoveToBreakEven,
CloseHalfAtBreakEven,
DynamicRiskPercentage,
BarsToAllowTradeToDevelop);
Notifications.SendEmail("*****@*****.**", "*****@*****.**", "MA Cross Over robot initialized", "This is a test");
if (RecordSession)
{
_runId = SaveRunToDatabase();
if (_runId <= 0)
{
throw new InvalidOperationException("Run Id was <= 0!");
}
}
}
protected override void Initialize()
{
//Algoline here
_trendlong = new int[1];
_trendshort = new int[1];
_upBufferlong = CreateDataSeries();
_downBufferlong = CreateDataSeries();
_upBuffershort = CreateDataSeries();
_downBuffershort = CreateDataSeries();
_averageTrueRangelong = Indicators.AverageTrueRange(LongPeriod, MovingAverageType.WilderSmoothing);
_averageTrueRangeshort = Indicators.AverageTrueRange(ShortPeriod, MovingAverageType.WilderSmoothing);
}
protected override void Initialize()
{
// Initialize and create nested indicators
Print("Initializing Resistence Break indicator");
_swingHighLowIndicator = Indicators.GetIndicator <SwingHighLow>(Bars.ClosePrices, Bars.ClosePrices, SwingHighStrength);
_atr = Indicators.AverageTrueRange(14, MovingAverageType.Exponential);
_latestSignalIndex = 0;
Print("Finished initializing");
//GoToTestDate();
}
protected override void Initialize()
{
_atr = Indicators.AverageTrueRange(lookBack, MovingAverageType.Exponential);
_shortExit = CreateDataSeries();
_longExit = CreateDataSeries();
isTick = MarketSeries.TimeFrame.ToString() == "Tick" ? true : false;
if (isTick)
{
//intantiate bid/ask buffers
_bids = new CircularBuffer <double>(lookBack);
_asks = new CircularBuffer <double>(lookBack);
}
}
protected override void OnTick()
{
double averageTrueRange = 100000 * Indicators.AverageTrueRange(MarketSeries, 5, MovingAverageType.VIDYA).Result.Last(0);
TradeType?tradeType = signal();
if (tradeType.HasValue)
{
ExecuteMarketOrder(tradeType.Value, Symbol, InitialVolume, _instanceLabel, 100, 100, 2);
}
SetTrailingStop(averageTrueRange);
ZeroLoss();
}
protected override void Initialize()
{
series1m = MarketData.GetSeries(TimeFrame.Minute);
series5m = MarketData.GetSeries(TimeFrame.Minute5);
series15m = MarketData.GetSeries(TimeFrame.Minute15);
series60m = MarketData.GetSeries(TimeFrame.Hour);
seriesdaily = MarketData.GetSeries(TimeFrame.Daily);
atr = Indicators.AverageTrueRange(21, MovingAverageType.Exponential);
atr1m = Indicators.AverageTrueRange(series1m, 21, MovingAverageType.Exponential);
atr5m = Indicators.AverageTrueRange(series5m, 21, MovingAverageType.Exponential);
atr15m = Indicators.AverageTrueRange(series15m, 21, MovingAverageType.Exponential);
atr60m = Indicators.AverageTrueRange(series60m, 21, MovingAverageType.Exponential);
atrdaily = Indicators.AverageTrueRange(seriesdaily, 21, MovingAverageType.Exponential);
}
protected override void OnStart()
{
hmafast = Indicators.GetIndicator <HMAfast>(5);
hmaslow = Indicators.GetIndicator <HMAslow>(31);
_macd = Indicators.MacdHistogram(LongCycle, ShortCycle, Period);
HmaDaySeries = MarketData.GetSeries(TimeFrame.Hour4);
hmaSignal = Indicators.GetIndicator <HMASignals>(HmaDaySeries, 21, false, false, 3, false, 24);
var dailySeries = MarketData.GetSeries(TimeFrame.Daily);
atr = Indicators.AverageTrueRange(dailySeries, 20, MovingAverageType.Simple);
Positions.Opened += PositionsOnOpened;
Positions.Closed += PositionsOnClosed;
}
protected override void OnTimer()
{
if (!ordersPlaced && (Time.Minute == NewsMinute - 1 || (NewsMinute == 0 && Time.Minute == 59)) && Time.Second >= 56)
{
AverageTrueRange averageTrueRange = Indicators.AverageTrueRange(ATRPeriod, MovingAverageType.Exponential);
double LegSize = Math.Max((averageTrueRange.Result.LastValue * 10000) * ATRMultiplier, MinLegSize);
// take the $ value to be risked, convert into lots using the pip value of the current pair, then
// convert that in volume for cTrader, then normalize it so that we dont get wierd fractional volumes,
// in volume must always be a multiple of 1000
long volume = ((long)((Risk / (LegSize * 2)) / Symbol.PipValue) / 1000) * 1000;
PlaceStopOrderAsync(TradeType.Buy, Symbol, volume, Symbol.Bid + (LegSize * Symbol.PipSize), "NTBUY", LegSize * 2, RiskReward * LegSize);
PlaceStopOrderAsync(TradeType.Sell, Symbol, volume, Symbol.Bid - (LegSize * Symbol.PipSize), "NTBUY", (LegSize * 2), RiskReward * LegSize);
ordersPlaced = true;
}
}
protected override void OnStart()
{
Init(InitialStopLossRuleParameter, InitialSLPipsParameter, LotSizingRuleParameter, TrailingStopLossRuleParameter, TrailingSLPipsParameter, MoveToBreakEvenParameter, TakeLongsParameter, TakeShortsParameter);
base.OnStart();
_fastMA = Indicators.MovingAverage(SourceSeries, 50, MovingAverageType.Exponential);
_mediumMA = Indicators.MovingAverage(SourceSeries, 100, MovingAverageType.Exponential);
_slowMA = Indicators.MovingAverage(SourceSeries, 240, MovingAverageType.Weighted);
_atr = Indicators.AverageTrueRange(14, MovingAverageType.Exponential);
ValidateThresholds();
double currentHigh = MarketSeries.High[1];
double currentClose = MarketSeries.Close[1];
double currentLow = MarketSeries.Low[1];
Print("HLC: {0},{1},{2}", currentHigh, currentLow, currentClose);
}
protected override void OnStart()
{
barId = MarketSeries.Close.Count;
pendingOrderBarId = barId;
rseries = MarketData.GetSeries(MarketSeries.SymbolCode, TimeFrame.Day2);
lmm50 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 50);
rmm200 = Indicators.SimpleMovingAverage(rseries.Close, 200);
lmacd = Indicators.MacdCrossOver(MarketSeries.Close, 26, 12, 9);
rmacd = Indicators.MacdCrossOver(rseries.Close, 26, 12, 9);
atr = Indicators.AverageTrueRange(MarketSeries, 14, MovingAverageType.Simple);
Positions.Closed += PositionsOnClosed;
Positions.Opened += PositionsOnOpened;
}
/// <summary>
/// CALLED WHEN THE ROBOT FIRST STARTS, IT IS ONLY CALLED ONCE.
/// </summary>
protected override void OnStart()
{
// CONSTRUCT THE INDICATORS
_rsi = Indicators.RelativeStrengthIndex(RSISource, RSIPeriod);
_smaHIGH = Indicators.SimpleMovingAverage(HighSMASource, HighSMAPeriod);
_smaLOW = Indicators.SimpleMovingAverage(LowSMASource, LowSMAPeriod);
_mom = Indicators.MomentumOscillator(MOMSource, MOMPeriod);
_atr = Indicators.AverageTrueRange(ATRPeriod, MovingAverageType.Simple);
_md = MarketData.GetMarketDepth(Symbol);
_rvi = Indicators.GetIndicator <RelativeVigorIndex>(RVIPeriod, MovingAverageType.Simple);
tm = new TradeManager(this);
}
/// <summary>
/// Viene generato all'avvio dell'indicatore, si inizializza l'indicatore
/// </summary>
protected override void Initialize()
{
// --> Stampo nei log la versione corrente
Print("{0} : {1}", NAME, VERSION);
DeTrended = Indicators.DetrendedPriceOscillator(Bars.ClosePrices, Period, MAType);
EMASmooth = Indicators.ExponentialMovingAverage(DeTrended.Result, Smooth);
MA = Indicators.MovingAverage(Bars.ClosePrices, Period, MAType);
SAR = Indicators.ParabolicSAR(0.02, 0.2);
ATR = Indicators.AverageTrueRange(Period, MAType);
K = Symbol.PipsToDigits(K);
// --> Inizializzo i parametri grafici
_updateCandleSize();
// --> Ridisegno tutte le candele ogni volta che cambia lo zoom
Chart.ZoomChanged += _repaint;
}
public override void Calculate(int index)
{
// --> Abbiamo bisogno di 3 candele per essere sicuri
if (index < 3)
{
return;
}
// --> Gli indicatori che ci indicano il trend e il suo movimento
DetrendedPriceOscillator Faster = Indicators.DetrendedPriceOscillator(Source, Period, MAType);
DetrendedPriceOscillator Slower = Indicators.DetrendedPriceOscillator(Source, Period * 2, MAType);
AverageTrueRange ATR = Indicators.AverageTrueRange(ATRPeriod, ATRMAType);
// --> Imposto la logica della strategia
bool LongFilterSlow = Slower.Result.LastValue > K;
bool LongFilterFast = Faster.Result.LastValue > K;
bool LongCross = Faster.Result.Last(1) > K && Faster.Result.Last(2) < -K && Faster.Result.Last(3) <= -K;
bool ShortFilterSlow = Slower.Result.LastValue < -K;
bool ShortFilterFast = Faster.Result.LastValue < -K;
bool ShortCross = Faster.Result.Last(1) < -K && Faster.Result.Last(2) > K && Faster.Result.Last(3) >= K;
bool LongCrossSlower = Slower.Result.Last(1) > K && Slower.Result.Last(2) < -K;
bool ShortCrossSlower = Slower.Result.Last(1) < -K && Slower.Result.Last(2) > K;
string SignalName = String.Format("{0}-{1}", NAME, index);
// --> Se è attivato l'ATR con il periodo superiore a zero allora ne controllo la condizione
if (ATRPeriod > 0 && ATR.Result.LastValue <= ATRK)
{
return;
}
if ((LongFilterFast && LongCrossSlower) || (LongFilterSlow && LongCross))
{
Chart.DrawIcon(SignalName, ChartIconType.UpArrow, index, Bars.LowPrices[index], ColorLong);
}
else if ((ShortFilterFast && ShortCrossSlower) || (ShortFilterSlow && ShortCross))
{
Chart.DrawIcon(SignalName, ChartIconType.DownArrow, index, Bars.HighPrices[index], ColorShort);
}
}
