public DualTimeframeSignalAdvisor(TickerReference marketSignalTimeframe, TickerReference trendReferenceTimeframe) : base(marketSignalTimeframe) { _trendReferenceTimeframe = trendReferenceTimeframe; _probe1 = new MockProbe(1); _probe2 = new MockProbe(2); _probe3 = new MockProbe(3); _probe4 = new MockProbe(4); }
private void MarketOrderPriceAction(TickerReference tickerReference, IOHLCBar priceBar) { if (priceBar.Open > priceBar.Close && priceBar.Open - priceBar.Close >= 10) { OpenPosition(PositionOption.Sell); } else if (priceBar.Open < priceBar.Close && priceBar.Close - priceBar.Open >= 10) { OpenPosition(PositionOption.Buy); } else if (priceBar.Open == priceBar.Close) { ClosePosition(); } }
public void PriceAction(TickerReference tickerReference, IOHLCBar priceBar) { _Probe.Calculate(priceBar.Timestamp, priceBar.Close); }
public EMAProbe(TickerReference ticker, int period) { _ticker = ticker; _Probe = new EMAIndicator(PoolSizeConfig.GetPoolSize(typeof(EMAIndicator)), period); }
private void PriceBarPriceActionOption(TickerReference tickerReference, long timestamp, PriceBarOption priceOption, double value) { Probe.Evaluate(timestamp, value); }
private void PriceBarPriceActionItem(TickerReference tickerReference, IPriceBar priceBar) { Probe.Evaluate(priceBar.Timestamp, priceBar.Close); }
private void CandlestickPriceActionItem(TickerReference tickerReference, ICandlestickBar candlestickBar) { Probe.Evaluate(candlestickBar.Timestamp, candlestickBar.Close); }
public IPriceItemFeed <ICandlestickBar> Subscribe(TickerReference tickerReference, Action <TickerReference, ICandlestickBar> priceAction) { throw new NotImplementedException(); }
public SingleTimeframeSignalAdvisor(TickerReference marketSignalTimeframe) : base(marketSignalTimeframe) { _probe1 = new MockProbe(1); _probe2 = new MockProbe(2); }
public void RenkoPriceActionOption(TickerReference tickerReference, long timestamp, RenkoPriceOption priceOption, double value) { Probe.Evaluate(timestamp, value); }
public void RenkoPriceActionItem(TickerReference tickerReference, IRenkoBar renkoBar) { Probe.Evaluate(renkoBar.Timestamp, renkoBar.Close); }
private void OHLCPriceActionItem(TickerReference tickerReference, IOHLCBar priceAction) { Probe.Evaluate(priceAction.Timestamp, priceAction.Close); }
public SMACrossProbe(TickerReference ticker, int firstSMAPeriod, int secondSMAPeriod, Action crossed) : base(ticker) { Probe = new SMACrossEvent(PoolSizeConfig.GetPoolSize(typeof(SMAIndicator)), firstSMAPeriod, secondSMAPeriod, crossed); }
public IPriceOptionFeed <OHLCPriceOption, double> Subscribe(TickerReference tickerReference, OHLCPriceOption priceOption, Action <TickerReference, long, OHLCPriceOption, double> priceAction) { return(null); }
public IPriceOptionFeed <PriceBarOption, double> Subscribe(TickerReference tickerReference, PriceBarOption priceOption, Action <TickerReference, long, PriceBarOption, double> priceAction) { throw new NotImplementedException(); }
public IPriceItemFeed <IOHLCBar> Subscribe(TickerReference tickerReference, Action <TickerReference, IOHLCBar> priceAction) { return(null); }
private void TrendReferencePriceAction(TickerReference tickerReference, IOHLCBar priceBar) { }
private void HeikenAshiPriceActionItem(TickerReference tickerReference, IHeikenAshiBar heikenAshiBar) { Probe.Evaluate(heikenAshiBar.Timestamp, heikenAshiBar.Close); }
private void HeikenAshiPriceActionOption(TickerReference tickerReference, long timestamp, HeikenAshiPriceOption priceOption, double value) { Probe.Evaluate(timestamp, value); }
public void PriceAction(TickerReference tickerReference, IPriceBar priceBar) { throw new NotImplementedException(); }