/// <summary> /// Initializes a new instance of the <see cref="ITrendStrategy"/> class. /// </summary> /// <param name="period">The period of the Instantaneous trend.</param> public MultiSymbolStrategy(Indicator price, int period, decimal tolerance = 0.001m, decimal revetPct = 1.0015m, RevertPositionCheck checkRevertPosition = RevertPositionCheck.vsTrigger) { _price = price; sma = new SimpleMovingAverage(period).Of(price); SMAMomentum = new Momentum(2).Of(sma); MomentumWindow = new RollingWindow <decimal>(2); Position = StockState.noInvested; EntryPrice = null; ActualSignal = OrderSignal.doNothing; _tolerance = tolerance; _revertPCT = revetPct; _checkRevertPosition = checkRevertPosition; SMAMomentum.Updated += (object sender, IndicatorDataPoint updated) => { if (SMAMomentum.IsReady) { MomentumWindow.Add(SMAMomentum.Current.Value); } if (MomentumWindow.IsReady) { CheckSignal(); } }; }
/// <summary> /// Initializes a new instance of the <see cref="ITrendStrategy"/> class. /// </summary> /// <param name="period">The period of the Instantaneous trend.</param> public ITrendStrategy(Indicator price, int period, decimal tolerance = 0.001m, decimal revetPct = 1.0015m, RevertPositionCheck checkRevertPosition = RevertPositionCheck.vsTrigger) { _price = price; ITrend = new InstantaneousTrend(period).Of(price); ITrendMomentum = new Momentum(2).Of(ITrend); MomentumWindow = new RollingWindow <decimal>(2); Position = StockState.noInvested; EntryPrice = null; ActualSignal = OrderSignal.doNothing; _tolerance = tolerance; _revertPCT = revetPct; _checkRevertPosition = checkRevertPosition; //Sig9 sig9 = new Sig9(); ITrendMomentum.Updated += (object sender, IndicatorDataPoint updated) => { if (ITrendMomentum.IsReady) { MomentumWindow.Add(ITrendMomentum.Current.Value); } if (MomentumWindow.IsReady) { CheckSignal(); } }; }
/// <summary> /// Initializes a new instance of the <see cref="ITrendStrategy"/> class. /// </summary> /// <param name="period">The period of the Instantaneous trend.</param> public ITrendSignal(int period, decimal tolerance = 0.001m, decimal revetPct = 1.0015m, RevertPositionCheck checkRevertPosition = RevertPositionCheck.vsTrigger) { ITrend = new InstantaneousTrend(period); ITrendMomentum = new Momentum(2).Of(ITrend); MomentumWindow = new RollingWindow<decimal>(2); _tolerance = tolerance; _revertPCT = revetPct; _checkRevertPosition = checkRevertPosition; }
/// <summary> /// Initializes a new instance of the <see cref="ITrendStrategy"/> class. /// </summary> /// <param name="period">The period of the Instantaneous trend.</param> public ITrendSignal(int period, decimal tolerance = 0.001m, decimal revetPct = 1.0015m, RevertPositionCheck checkRevertPosition = RevertPositionCheck.vsTrigger) { ITrend = new InstantaneousTrend(period); ITrendMomentum = new Momentum(2).Of(ITrend); MomentumWindow = new RollingWindow <decimal>(2); _tolerance = tolerance; _revertPCT = revetPct; _checkRevertPosition = checkRevertPosition; }
/// <summary> /// Initializes a new instance of the <see cref="ITrendStrategy"/> class. /// </summary> /// <param name="period">The period of the Instantaneous trend.</param> public MultiSymbolStrategy(Indicator price, int period, decimal tolerance = 0.001m, decimal revetPct = 1.0015m, RevertPositionCheck checkRevertPosition = RevertPositionCheck.vsTrigger) { _price = price; sma = new SimpleMovingAverage(period).Of(price); SMAMomentum = new Momentum(2).Of(sma); MomentumWindow = new RollingWindow<decimal>(2); Position = StockState.noInvested; EntryPrice = null; ActualSignal = OrderSignal.doNothing; _tolerance = tolerance; _revertPCT = revetPct; _checkRevertPosition = checkRevertPosition; SMAMomentum.Updated += (object sender, IndicatorDataPoint updated) => { if (SMAMomentum.IsReady) MomentumWindow.Add(SMAMomentum.Current.Value); if (MomentumWindow.IsReady) CheckSignal(); }; }
/// <summary> /// Initializes a new instance of the <see cref="ITrendStrategy"/> class. /// </summary> /// <param name="period">The period of the Instantaneous trend.</param> public ITrendStrategyJJ(Indicator price, int period, decimal tolerance = 0.001m, decimal revetPct = 1.0015m, RevertPositionCheck checkRevertPosition = RevertPositionCheck.vsTrigger) { _price = price; ITrend = new InstantaneousTrend(period).Of(price); ITrendMomentum = new Momentum(2).Of(ITrend); MomentumWindow = new RollingWindow<decimal>(2); Position = StockState.noInvested; EntryPrice = null; ActualSignal = OrderSignal.doNothing; _tolerance = tolerance; _revertPCT = revetPct; _checkRevertPosition = checkRevertPosition; ITrendMomentum.Updated += (object sender, IndicatorDataPoint updated) => { if (ITrendMomentum.IsReady) MomentumWindow.Add(ITrendMomentum.Current.Value); if (MomentumWindow.IsReady) CheckSignal(); }; }