Exemple #1
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        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);
        }
Exemple #2
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 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();
     }
 }
Exemple #3
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 public void PriceAction(TickerReference tickerReference, IOHLCBar priceBar)
 {
     _Probe.Calculate(priceBar.Timestamp, priceBar.Close);
 }
Exemple #4
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 public EMAProbe(TickerReference ticker, int period)
 {
     _ticker = ticker;
     _Probe  = new EMAIndicator(PoolSizeConfig.GetPoolSize(typeof(EMAIndicator)), period);
 }
Exemple #5
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 private void PriceBarPriceActionOption(TickerReference tickerReference, long timestamp, PriceBarOption priceOption, double value)
 {
     Probe.Evaluate(timestamp, value);
 }
Exemple #6
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 private void PriceBarPriceActionItem(TickerReference tickerReference, IPriceBar priceBar)
 {
     Probe.Evaluate(priceBar.Timestamp, priceBar.Close);
 }
Exemple #7
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 private void CandlestickPriceActionItem(TickerReference tickerReference, ICandlestickBar candlestickBar)
 {
     Probe.Evaluate(candlestickBar.Timestamp, candlestickBar.Close);
 }
Exemple #8
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 public IPriceItemFeed <ICandlestickBar> Subscribe(TickerReference tickerReference, Action <TickerReference, ICandlestickBar> priceAction)
 {
     throw new NotImplementedException();
 }
Exemple #9
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 public SingleTimeframeSignalAdvisor(TickerReference marketSignalTimeframe) : base(marketSignalTimeframe)
 {
     _probe1 = new MockProbe(1);
     _probe2 = new MockProbe(2);
 }
Exemple #10
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 public void RenkoPriceActionOption(TickerReference tickerReference, long timestamp, RenkoPriceOption priceOption, double value)
 {
     Probe.Evaluate(timestamp, value);
 }
Exemple #11
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 public void RenkoPriceActionItem(TickerReference tickerReference, IRenkoBar renkoBar)
 {
     Probe.Evaluate(renkoBar.Timestamp, renkoBar.Close);
 }
Exemple #12
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 private void OHLCPriceActionItem(TickerReference tickerReference, IOHLCBar priceAction)
 {
     Probe.Evaluate(priceAction.Timestamp, priceAction.Close);
 }
Exemple #13
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 public SMACrossProbe(TickerReference ticker, int firstSMAPeriod, int secondSMAPeriod, Action crossed)
     : base(ticker)
 {
     Probe = new SMACrossEvent(PoolSizeConfig.GetPoolSize(typeof(SMAIndicator)), firstSMAPeriod, secondSMAPeriod, crossed);
 }
Exemple #14
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 public IPriceOptionFeed <OHLCPriceOption, double> Subscribe(TickerReference tickerReference, OHLCPriceOption priceOption, Action <TickerReference, long, OHLCPriceOption, double> priceAction)
 {
     return(null);
 }
Exemple #15
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 public IPriceOptionFeed <PriceBarOption, double> Subscribe(TickerReference tickerReference, PriceBarOption priceOption, Action <TickerReference, long, PriceBarOption, double> priceAction)
 {
     throw new NotImplementedException();
 }
Exemple #16
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 public IPriceItemFeed <IOHLCBar> Subscribe(TickerReference tickerReference, Action <TickerReference, IOHLCBar> priceAction)
 {
     return(null);
 }
Exemple #17
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 private void TrendReferencePriceAction(TickerReference tickerReference, IOHLCBar priceBar)
 {
 }
Exemple #18
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 private void HeikenAshiPriceActionItem(TickerReference tickerReference, IHeikenAshiBar heikenAshiBar)
 {
     Probe.Evaluate(heikenAshiBar.Timestamp, heikenAshiBar.Close);
 }
Exemple #19
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 private void HeikenAshiPriceActionOption(TickerReference tickerReference, long timestamp, HeikenAshiPriceOption priceOption, double value)
 {
     Probe.Evaluate(timestamp, value);
 }
Exemple #20
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 public void PriceAction(TickerReference tickerReference, IPriceBar priceBar)
 {
     throw new NotImplementedException();
 }