/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Ignore bar update events for the supplementary Bars object added above
if (BarsInProgress == 0)
{
return;
}
/*
* if (ToTime(Time[0]) < ToTime(3, 00, 0))
* return;
*
* if (ToTime(Time[0]) >= ToTime(8, 00, 0))
* return;
*/
ic = IchiCloud(BarsArray[1], periodFast, periodMedium, periodSlow);
ema = EMA(BarsArray[1], 13);
//zz = ZigZag(BarsArray[1], DeviationType.Points, deviationValue, useHighLow);
swing = Swing(BarsArray[1], strength);
//SetHigherHighsAndLowerLowers(1);
if (Position.MarketPosition == MarketPosition.Long)
{
// check for sell trigger on a down bar
if (Close[0] < Open[0])
{
sellTrigger = Math.Max(sellTrigger, Low[0] - 1 * TickSize);
//DrawDot(CurrentBar + "sell", false, 0, ic[0], Color.Pink);
}
else
{
double stop = Math.Max(Position.AvgPrice - stopLoss * TickSize, sellTrigger);
DrawDot(CurrentBar + "stop", false, 0, stop, Color.Pink);
SetStopLoss(CalculationMode.Price, stop);
}
if (sellTrigger < (Position.AvgPrice - stopLoss * TickSize))
{
//SetStopLoss(CalculationMode.Price, sellTrigger);
//DrawDot(CurrentBar + "ouch", false, 0, sellTrigger, Color.Yellow);
}
}
//hh = High[swing.SwingHighBar(0, 1, 1000)] > High[swing.SwingHighBar(0, 2, 1000)];
//ll = Low[swing.SwingLowBar(swing.SwingHighBar(0, 1, 1000), 1, 1000)]
SetSwingHighAndLows();
if ( //!newHighPending
High[swing.SwingHighBar(0, 1, 500)] > High[swing.SwingHighBar(0, 2, 500)] &&
Low[swing.SwingLowBar(0, 1, 500)] > Low[swing.SwingLowBar(0, 2, 500)]
//&& Low[swing.SwingLowBar(swing.SwingHighBar(0, 1, 500), 1, 500)] < Low[0]
&& High[0] > High[swing.SwingHighBar(20, 1, 500)] &&
(High[0] - stopLoss * TickSize < ic[0] || High[0] - stopLoss * TickSize < ema[0]) &&
Close[0] > ic[0]
//&& hl
)
{
BackColor = Color.Beige;
//DrawDot(CurrentBar + "ic", false, 0, ic[0], Color.Pink);
if (isValidLongTrigger())
{
if (Position.MarketPosition == MarketPosition.Flat)
{
EnterLongStop(High[0] + 1 * TickSize);
// set to some real high value
sellTrigger = 0;
SetStopLoss(CalculationMode.Price, High[0] + 1 * TickSize - stopLoss * TickSize);
DrawDot(CurrentBar + "estop", false, 0, High[0] + 1 * TickSize - stopLoss * TickSize, Color.Blue);
}
}
}
}
protected override void OnBarUpdate() //Runs each time a new bar is formed
{
if (BarsInProgress == 0) //Runs everytime a new 2000 Ticks Bar is formed
{
if (CurrentBar == null || CurrentBar < BarsRequiredToTrade)
{
return;
}
sellEntryBar = false;
buyEntryBar = false;
//Last swing high is higher than the most recent swing high, which means market is trending down
int swingHighBar = swing.SwingHighBar(0, 1, 2 + 1);
if (swingHighBar == 2)
{
double swingHighPrice = High[swingHighBar];
if (swingHighPrice < lastHighPrice && isUp == 0 && lastHighBar > -1)
{
isUp = -1;
}
else if (swingHighPrice > lastHighPrice && isUp == -1 && lastHighBar > -1)
{
isUp = 0;
}
lastHighBar = CurrentBar - swingHighBar;
lastHighPrice = swingHighPrice;
}
//Last swing low is lower than the most recent swing low, which means market is trending up
int swingLowBar = swing.SwingLowBar(0, 1, 2 + 1);
if (swingLowBar == 2)
{
double swingLowPrice = Low[swingLowBar];
if (swingLowPrice > lastLowPrice && isUp == 0 && lastLowBar > -1)
{
isUp = 1;
}
else if (swingLowPrice < lastLowPrice && isUp == 1 && lastLowBar > -1)
{
isUp = 0;
}
lastLowBar = CurrentBar - swingLowBar;
lastLowPrice = swingLowPrice;
}
if (Close[0] > lastHighPrice && isUp == -1)
{
isUp = 1;
}
if (Close[0] < lastLowPrice && isUp == 1)
{
isUp = -1;
}
}
else if (BarsInProgress == 1) //Runs every single tick
{
if (CurrentBars[0] == null || CurrentBars[0] < BarsRequiredToTrade)
{
return;
} //doesn't run if no bars has formed yet
if (lastCurrentBar != CurrentBars[0])
{
lastHigh = High[0];
lastLow = Low[0];
}
lastClose = Close[0];
if (High[0] > lastHigh)
{
lastHigh = High[0];
}
if (Low[0] < lastLow)
{
lastLow = Low[0];
}
lastCurrentBar = CurrentBars[0];
if (Position.MarketPosition == MarketPosition.Flat) //runs if currently, there are no open positions
{
SetStopLoss(CalculationMode.Ticks, 12);
Stoplossstorer = 1;
if (ToTime(Time[0]) >= 73000 && ToTime(Time[0]) < 153000) //allow entering trades during market open
{
if (isUp == 1 && (CCI(Closes[0], 14)[0] <= 100 && CCIPredictor(this, 14) >= 100 || CCI(Closes[0], 14)[0] <= -100 && CCIPredictor(this, 14) >= -100))
{
EnterLong(1);
}
if (isUp == -1 && (CCI(Closes[0], 14)[0] >= -100 && CCIPredictor(this, 14) <= -100 || CCI(Closes[0], 14)[0] >= 100 && CCIPredictor(this, 14) <= 100))
{
EnterShort(1);
}
}
}
//trailing stoploss for collecting profit and securing gains
else if (Position.MarketPosition == MarketPosition.Long)
{
while (Close[0] >= Position.AveragePrice + Stoplossstorer * 2)
{
SetStopLoss(CalculationMode.Price, Position.AveragePrice + 2 * (Stoplossstorer - 1));
Stoplossstorer++;
}
}
else if (Position.MarketPosition == MarketPosition.Short)
{
while (Close[0] <= Position.AveragePrice - Stoplossstorer * 2)
{
SetStopLoss(CalculationMode.Price, Position.AveragePrice - 2 * (Stoplossstorer - 1));
Stoplossstorer++;
}
}
}
else
{
return;
}
}
protected override void OnBarUpdate() //Runs each time a new bar is formed
{
if (BarsInProgress == 0) //Runs everytime a new 2000 Ticks Bar is formed
{
if (CurrentBar < 0 || CurrentBar == null)
{
return;
}
//Last swing high is higher than the most recent swing high, means market is trending down
int swingHighBar = swing.SwingHighBar(0, 1, Strength + 1);
if (swingHighBar != -1) //swing point is found within the lookBackPeriod
{
double swingHighPrice = High[swingHighBar];
if (swingHighPrice < lastHighPrice && lastHighBar > -1)
{
if (trendBreak)
{
CurrentTrend = new TrendChannels(lastHighBar, lastHighPrice, CurrentBar - swingHighBar, swingHighPrice, lastLowBar, lastLowPrice)
{
IsHigh = false
};
trendChannel.Enqueue(CurrentTrend);
trendBreak = false;
}
}
lastHighBar = CurrentBar - swingHighBar;
lastHighPrice = swingHighPrice;
}
//Last swing low is lower than the most recent swing low, means market is trending up
int swingLowBar = swing.SwingLowBar(0, 1, Strength + 1);
if (swingLowBar != -1) //swing point is found within the lookBackPeriod
{
double swingLowPrice = Low[swingLowBar];
if (swingLowPrice > lastLowPrice && lastLowBar > -1)
{
if (trendBreak)
{
CurrentTrend = new TrendChannels(lastLowBar, lastLowPrice, CurrentBar - swingLowBar, swingLowPrice, lastHighBar, lastHighPrice)
{
IsHigh = true
};
trendChannel.Enqueue(CurrentTrend);
trendBreak = false;
}
}
lastLowBar = CurrentBar - swingLowBar;
lastLowPrice = swingLowPrice;
}
if (!trendBreak)
{
//top and bottom of the trend channel
double highRay = CurrentTrend.ParallelPrice + (CurrentBar - CurrentTrend.ParallelBar) * CurrentTrend.Slope;
double lowRay = CurrentTrend.EndPrice + (CurrentBar - CurrentTrend.EndBar) * CurrentTrend.Slope;
//if price breaks the trend channel, new trend channel is forming
if (Close[0] > highRay + 0.5 * TickSize || Close[0] < lowRay - 0.5 * TickSize) //0.5*TickSize for filtering false breakout
{
Draw.Text(this, "broken" + CurrentBar, "broken", 0, High[0], Brushes.Black);
trendBreak = true;
CurrentTrend = null;
}
}
}
else
{
return;
}
}
protected override void OnBarUpdate() //anytime a bar closes, so every 2000 ticks, this method get called
{
if (BarsInProgress == 0) //Runs everytime a new 2000 Ticks Bar is formed
{
if (CurrentBar == null || CurrentBar < BarsRequiredToTrade)
{
return;
}
//Last swing high is higher than the most recent swing high, means market is trending down
int swingHighBar = swing.SwingHighBar(0, 1, Strength + 1);
if (swingHighBar != -1) //swing point is found within the lookBackPeriod
{
double swingHighPrice = High[swingHighBar];
if (swingHighPrice < lastHighPrice && lastHighBar > -1)
{
if (trendBreak)
{
CurrentTrend = new TrendChannels(lastHighBar, lastHighPrice, CurrentBar - swingHighBar, swingHighPrice, lastLowBar, lastLowPrice)
{
IsHigh = false
};
trendChannel.Enqueue(CurrentTrend);
trendBreak = false;
}
}
lastHighBar = CurrentBar - swingHighBar;
lastHighPrice = swingHighPrice;
}
//Last swing low is lower than the most recent swing low, means market is trending up
int swingLowBar = swing.SwingLowBar(0, 1, Strength + 1);
if (swingLowBar != -1) //swing point is found within the lookBackPeriod
{
double swingLowPrice = Low[swingLowBar];
if (swingLowPrice > lastLowPrice && lastLowBar > -1)
{
if (trendBreak)
{
CurrentTrend = new TrendChannels(lastLowBar, lastLowPrice, CurrentBar - swingLowBar, swingLowPrice, lastHighBar, lastHighPrice)
{
IsHigh = true
};
trendChannel.Enqueue(CurrentTrend);
trendBreak = false;
}
}
lastLowBar = CurrentBar - swingLowBar;
lastLowPrice = swingLowPrice;
}
if (!trendBreak)
{
//top and bottom of the trend channel
double highRay = CurrentTrend.ParallelPrice + (CurrentBar - CurrentTrend.ParallelBar) * CurrentTrend.Slope;
double lowRay = CurrentTrend.EndPrice + (CurrentBar - CurrentTrend.EndBar) * CurrentTrend.Slope;
//if price breaks the trend channel, new trend channel is forming
if (Close[0] > highRay + 0.5 * TickSize || Close[0] < lowRay - 0.5 * TickSize) //0.5*TickSize for filtering false breakout
{
Draw.Text(this, "broken" + CurrentBar, "broken", 0, High[0], Brushes.Black);
trendBreak = true;
CurrentTrend = null;
}
}
if (buy_leg == null)
{
buy_leg = new buy_2lpb(this, High[0]);
sell_leg = new sell_2lpb(this, Low[0]);
}
buy_leg.Setup(ref buy_leg);
sell_leg.Setup(ref sell_leg);
sellEntryBar = false;
buyEntryBar = false;
if (enter_buy)
{
IntraBar(this, true);
}
if (enter_sell)
{
IntraBar(this, false);
}
}
else if (BarsInProgress == 1) //Runs within each 5 tick bar
{
if (ToTime(Time[0]) >= 73000 && ToTime(Time[0]) < 153000) //allow entering trades during market open
{
if (enter_buy && (Close[0] >= (buy_leg.legs[3] + 0.25)) && buyEntryBar && CurrentTrend.IsHigh)
{
enter_buy = false;
EnterLong(1, "My Buy Entry");
}
if (enter_sell && (Close[0] <= (sell_leg.legs[3] - 0.25)) && sellEntryBar && CurrentTrend.IsHigh)
{
enter_sell = false;
EnterShort(1, "My Sell Entry");
}
}
}
else
{
return;
}
}
