protected override bool Rule(Trade trade, Portfolio portfolio, DateTime AsOf, TimeOfDay timeOfDay)
{
PriceBar bar = trade.Security.GetPriceBar(AsOf, PriceBarSize.Daily);
decimal atr = bar.AverageTrueRange(Stoploss_Atr_Period);
if (bar.Close - (atr * Stoploss_Multiple) < 0)
{
return(false);
}
return(true);
}
private static void Candlestick_Hammer(this PriceBar me)
{
decimal wickToBody = 2.0m;
decimal upperWickLimit = .25m;
// Bottom of a down trend, with a lower wick at least 2x body, closing at or near high
// Define downtrend using SP bar count
var priorBars = me.PriorBars(3, false);
if (priorBars.Count < 3)
{
me.SetCandlestickFlag(CandleStickPattern.BullishHammer, false);
return;
}
if (priorBars.Min(x => x.Low) <= Math.Min(me.Open, me.Close))
{
me.SetCandlestickFlag(CandleStickPattern.BullishHammer, false);
return;
}
var lowerWick = Math.Min(me.Open, me.Close) - me.Low;
var upperWick = me.High - Math.Max(me.Open, me.Close);
var body = Math.Abs(me.Change);
if (lowerWick < 0)
{
me.SetCandlestickFlag(CandleStickPattern.BullishHammer, false);
return;
}
if (body > 0 && lowerWick / body < wickToBody)
{
me.SetCandlestickFlag(CandleStickPattern.BullishHammer, false);
return;
}
if (lowerWick < me.AverageTrueRange())
{
me.SetCandlestickFlag(CandleStickPattern.BullishHammer, false);
return;
}
if (upperWick > body * upperWickLimit)
{
me.SetCandlestickFlag(CandleStickPattern.BullishHammer, false);
return;
}
me.SetCandlestickFlag(CandleStickPattern.BullishHammer, true);
return;
}