override protected void StrategyExecute()
{
BasicDMIRule rule = new BasicDMIRule(data.Bars, parameters[0], parameters[1]);
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[1], "max");
for (int idx = 0; idx < data.Close.Count; idx++)
{
if (rule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = max[idx];
info.Stop_Loss = min[idx];
BuyAtClose(idx, info);
}
else
if (rule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = min[idx];
info.Stop_Loss = max[idx];
SellAtClose(idx, info);
}
}
}
override protected void StrategyExecute()
{
BasicTRIXRule rule = new BasicTRIXRule(data.Close, parameters[0], "TRIX");
int cutlosslevel = (int)parameters[1];
int trailingstoplevel = (int)parameters[2];
int takeprofitlevel = (int)parameters[3];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[0], "max");
for (int idx = rule.trix.FirstValidValue; idx < data.Close.Count - 1; idx++)
{
if (rule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = max[idx];
info.Stop_Loss = min[idx];
BuyAtClose(idx, info);
}
if (rule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = min[idx];
info.Stop_Loss = max[idx];
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
{
SellCutLoss(idx);
}
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
{
SellTakeProfit(idx);
}
if (trailingstoplevel > 0)
{
TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
}
//Trailing stop strategtest
//new_trailing_stop = data.Close[idx] * (1 - trailingstoplevel / 100);
//if (new_trailing_stop > trailing_stop)
//{
// trailing_stop = new_trailing_stop;
// //Buy back share if
// if ((!is_bought) && rule.UpTrend(idx)) BuyAtClose(idx);
//}
//else
// if (data.Close[idx]<trailing_stop)
// {
// SellTakeProfit(idx);
// trailing_stop = -1;
// }
}
}
/// <summary>
/// Static method to create Arron DataSeries
/// </summary>
/// <param name="ds"></param>
/// <param name="period"></param>
/// <param name="name"></param>
/// <returns></returns>
public static MIN Series(DataSeries ds, double period, string name)
{
//Build description
string description = "(" + name + period.ToString() + ")";
//See if it exists in the cache
object obj = ds.Cache.Find(description);
if (obj != null) return (MIN)obj;
//Create indicator, cache it, return it
MIN indicator = new MIN(ds, period, description);
ds.Cache.Add(description, indicator);
return indicator;
}
override protected void StrategyExecute()
{
BasicDMIRule rule = new BasicDMIRule(data.Bars, parameters[0], parameters[1]);
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[1], "max");
int cutlosslevel = (int)parameters[2];
int trailingstoplevel = (int)parameters[3];
int takeprofitlevel = (int)parameters[4];
for (int idx = 0; idx < data.Close.Count; idx++)
{
if (rule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = max[idx];
info.Stop_Loss = min[idx];
BuyAtClose(idx, info);
}
else
if (rule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = min[idx];
info.Stop_Loss = max[idx];
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
{
SellCutLoss(idx);
}
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
{
SellTakeProfit(idx);
}
if (trailingstoplevel > 0)
{
TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
}
}
}
override protected void StrategyExecute()
{
TwoLineTRIXRule rule = new TwoLineTRIXRule(data.Close, parameters[0], parameters[1], "Two Line TRIX");
int cutlosslevel = (int)parameters[2];
int takeprofitlevel = (int)parameters[3];
double new_trailing_stop, trailing_stop = -1;
int trailingstoplevel = 15;
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[0], "max");
for (int idx = rule.long_trix.FirstValidValue; idx < data.Close.Count - 1; idx++)
{
if (rule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = max[idx];
info.Stop_Loss = min[idx];
BuyAtClose(idx, info);
}
if (rule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = min[idx];
info.Stop_Loss = max[idx];
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
{
SellCutLoss(idx);
}
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
{
SellTakeProfit(idx);
}
//Trailing stop strategtest
//if (trailingstoplevel > 0)
// TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
}
}
override protected void StrategyExecute()
{
BasicTRIXRule rule = new BasicTRIXRule(data.Close, parameters[0], "TRIX");
int cutlosslevel = (int)parameters[1];
int takeprofitlevel = (int)parameters[2];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[0], "max");
for (int idx = rule.trix.FirstValidValue; idx < data.Close.Count - 1; idx++)
{
if (rule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = max[idx];
info.Stop_Loss = min[idx];
BuyAtClose(idx, info);
}
if (rule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = min[idx];
info.Stop_Loss = max[idx];
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
{
SellCutLoss(idx);
}
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
{
SellTakeProfit(idx);
}
//Trailing stop strategy test
//new_trailing_stop = price * 0.85;
//if new_trailing_stop>trailing_stop trailing_stop=new_trailing_stop;
//else if new_trailing_stop<trailing_stop SellTakeProfit(idx)
}
}
/// <summary>
/// Static method to create Arron DataSeries
/// </summary>
/// <param name="ds"></param>
/// <param name="period"></param>
/// <param name="name"></param>
/// <returns></returns>
public static MIN Series(DataSeries ds, double period, string name)
{
//Build description
string description = "(" + name + period.ToString() + ")";
//See if it exists in the cache
object obj = ds.Cache.Find(description);
if (obj != null)
{
return((MIN)obj);
}
//Create indicator, cache it, return it
MIN indicator = new MIN(ds, period, description);
ds.Cache.Add(description, indicator);
return(indicator);
}
