/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void MyInitialize()
{
if (_indi == null)
{
_indi = AmazingCrossoverIndi(_adxMin, _adxPeriod, _atrExclusionMultiplier, _atrPeriod,
_crossoverLookbackPeriod, _emaFastPeriod, _emaSlowPeriod, _rsiLower, _rsiPeriod,
_rsiUpper);
_indi.SetupObjects();
Add(_indi);
}
CalculateOnBarClose = true;
}
/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
public AmazingCrossoverIndi AmazingCrossoverIndi(Data.IDataSeries input, int aDXMinimum, int aDXPeriod, double aTRExclusionMultiplier, int aTRPeriod, int crossoverLookbackPeriod, int eMAFastPeriod, int eMASlowPeriod, int rSILower, int rSIPeriod, int rSIUpper)
{
if (cacheAmazingCrossoverIndi != null)
for (int idx = 0; idx < cacheAmazingCrossoverIndi.Length; idx++)
if (cacheAmazingCrossoverIndi[idx].ADXMinimum == aDXMinimum && cacheAmazingCrossoverIndi[idx].ADXPeriod == aDXPeriod && Math.Abs(cacheAmazingCrossoverIndi[idx].ATRExclusionMultiplier - aTRExclusionMultiplier) <= double.Epsilon && cacheAmazingCrossoverIndi[idx].ATRPeriod == aTRPeriod && cacheAmazingCrossoverIndi[idx].CrossoverLookbackPeriod == crossoverLookbackPeriod && cacheAmazingCrossoverIndi[idx].EMAFastPeriod == eMAFastPeriod && cacheAmazingCrossoverIndi[idx].EMASlowPeriod == eMASlowPeriod && cacheAmazingCrossoverIndi[idx].RSILower == rSILower && cacheAmazingCrossoverIndi[idx].RSIPeriod == rSIPeriod && cacheAmazingCrossoverIndi[idx].RSIUpper == rSIUpper && cacheAmazingCrossoverIndi[idx].EqualsInput(input))
return cacheAmazingCrossoverIndi[idx];
lock (checkAmazingCrossoverIndi)
{
checkAmazingCrossoverIndi.ADXMinimum = aDXMinimum;
aDXMinimum = checkAmazingCrossoverIndi.ADXMinimum;
checkAmazingCrossoverIndi.ADXPeriod = aDXPeriod;
aDXPeriod = checkAmazingCrossoverIndi.ADXPeriod;
checkAmazingCrossoverIndi.ATRExclusionMultiplier = aTRExclusionMultiplier;
aTRExclusionMultiplier = checkAmazingCrossoverIndi.ATRExclusionMultiplier;
checkAmazingCrossoverIndi.ATRPeriod = aTRPeriod;
aTRPeriod = checkAmazingCrossoverIndi.ATRPeriod;
checkAmazingCrossoverIndi.CrossoverLookbackPeriod = crossoverLookbackPeriod;
crossoverLookbackPeriod = checkAmazingCrossoverIndi.CrossoverLookbackPeriod;
checkAmazingCrossoverIndi.EMAFastPeriod = eMAFastPeriod;
eMAFastPeriod = checkAmazingCrossoverIndi.EMAFastPeriod;
checkAmazingCrossoverIndi.EMASlowPeriod = eMASlowPeriod;
eMASlowPeriod = checkAmazingCrossoverIndi.EMASlowPeriod;
checkAmazingCrossoverIndi.RSILower = rSILower;
rSILower = checkAmazingCrossoverIndi.RSILower;
checkAmazingCrossoverIndi.RSIPeriod = rSIPeriod;
rSIPeriod = checkAmazingCrossoverIndi.RSIPeriod;
checkAmazingCrossoverIndi.RSIUpper = rSIUpper;
rSIUpper = checkAmazingCrossoverIndi.RSIUpper;
if (cacheAmazingCrossoverIndi != null)
for (int idx = 0; idx < cacheAmazingCrossoverIndi.Length; idx++)
if (cacheAmazingCrossoverIndi[idx].ADXMinimum == aDXMinimum && cacheAmazingCrossoverIndi[idx].ADXPeriod == aDXPeriod && Math.Abs(cacheAmazingCrossoverIndi[idx].ATRExclusionMultiplier - aTRExclusionMultiplier) <= double.Epsilon && cacheAmazingCrossoverIndi[idx].ATRPeriod == aTRPeriod && cacheAmazingCrossoverIndi[idx].CrossoverLookbackPeriod == crossoverLookbackPeriod && cacheAmazingCrossoverIndi[idx].EMAFastPeriod == eMAFastPeriod && cacheAmazingCrossoverIndi[idx].EMASlowPeriod == eMASlowPeriod && cacheAmazingCrossoverIndi[idx].RSILower == rSILower && cacheAmazingCrossoverIndi[idx].RSIPeriod == rSIPeriod && cacheAmazingCrossoverIndi[idx].RSIUpper == rSIUpper && cacheAmazingCrossoverIndi[idx].EqualsInput(input))
return cacheAmazingCrossoverIndi[idx];
AmazingCrossoverIndi indicator = new AmazingCrossoverIndi();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.ADXMinimum = aDXMinimum;
indicator.ADXPeriod = aDXPeriod;
indicator.ATRExclusionMultiplier = aTRExclusionMultiplier;
indicator.ATRPeriod = aTRPeriod;
indicator.CrossoverLookbackPeriod = crossoverLookbackPeriod;
indicator.EMAFastPeriod = eMAFastPeriod;
indicator.EMASlowPeriod = eMASlowPeriod;
indicator.RSILower = rSILower;
indicator.RSIPeriod = rSIPeriod;
indicator.RSIUpper = rSIUpper;
Indicators.Add(indicator);
indicator.SetUp();
AmazingCrossoverIndi[] tmp = new AmazingCrossoverIndi[cacheAmazingCrossoverIndi == null ? 1 : cacheAmazingCrossoverIndi.Length + 1];
if (cacheAmazingCrossoverIndi != null)
cacheAmazingCrossoverIndi.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheAmazingCrossoverIndi = tmp;
return indicator;
}
}
/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
public AmazingCrossoverIndi AmazingCrossoverIndi(Data.IDataSeries input, int aDXMinimum, int aDXPeriod, double aTRExclusionMultiplier, int aTRPeriod, int crossoverLookbackPeriod, int eMAFastPeriod, int eMASlowPeriod, int rSILower, int rSIPeriod, int rSIUpper)
{
if (cacheAmazingCrossoverIndi != null)
{
for (int idx = 0; idx < cacheAmazingCrossoverIndi.Length; idx++)
{
if (cacheAmazingCrossoverIndi[idx].ADXMinimum == aDXMinimum && cacheAmazingCrossoverIndi[idx].ADXPeriod == aDXPeriod && Math.Abs(cacheAmazingCrossoverIndi[idx].ATRExclusionMultiplier - aTRExclusionMultiplier) <= double.Epsilon && cacheAmazingCrossoverIndi[idx].ATRPeriod == aTRPeriod && cacheAmazingCrossoverIndi[idx].CrossoverLookbackPeriod == crossoverLookbackPeriod && cacheAmazingCrossoverIndi[idx].EMAFastPeriod == eMAFastPeriod && cacheAmazingCrossoverIndi[idx].EMASlowPeriod == eMASlowPeriod && cacheAmazingCrossoverIndi[idx].RSILower == rSILower && cacheAmazingCrossoverIndi[idx].RSIPeriod == rSIPeriod && cacheAmazingCrossoverIndi[idx].RSIUpper == rSIUpper && cacheAmazingCrossoverIndi[idx].EqualsInput(input))
{
return(cacheAmazingCrossoverIndi[idx]);
}
}
}
lock (checkAmazingCrossoverIndi)
{
checkAmazingCrossoverIndi.ADXMinimum = aDXMinimum;
aDXMinimum = checkAmazingCrossoverIndi.ADXMinimum;
checkAmazingCrossoverIndi.ADXPeriod = aDXPeriod;
aDXPeriod = checkAmazingCrossoverIndi.ADXPeriod;
checkAmazingCrossoverIndi.ATRExclusionMultiplier = aTRExclusionMultiplier;
aTRExclusionMultiplier = checkAmazingCrossoverIndi.ATRExclusionMultiplier;
checkAmazingCrossoverIndi.ATRPeriod = aTRPeriod;
aTRPeriod = checkAmazingCrossoverIndi.ATRPeriod;
checkAmazingCrossoverIndi.CrossoverLookbackPeriod = crossoverLookbackPeriod;
crossoverLookbackPeriod = checkAmazingCrossoverIndi.CrossoverLookbackPeriod;
checkAmazingCrossoverIndi.EMAFastPeriod = eMAFastPeriod;
eMAFastPeriod = checkAmazingCrossoverIndi.EMAFastPeriod;
checkAmazingCrossoverIndi.EMASlowPeriod = eMASlowPeriod;
eMASlowPeriod = checkAmazingCrossoverIndi.EMASlowPeriod;
checkAmazingCrossoverIndi.RSILower = rSILower;
rSILower = checkAmazingCrossoverIndi.RSILower;
checkAmazingCrossoverIndi.RSIPeriod = rSIPeriod;
rSIPeriod = checkAmazingCrossoverIndi.RSIPeriod;
checkAmazingCrossoverIndi.RSIUpper = rSIUpper;
rSIUpper = checkAmazingCrossoverIndi.RSIUpper;
if (cacheAmazingCrossoverIndi != null)
{
for (int idx = 0; idx < cacheAmazingCrossoverIndi.Length; idx++)
{
if (cacheAmazingCrossoverIndi[idx].ADXMinimum == aDXMinimum && cacheAmazingCrossoverIndi[idx].ADXPeriod == aDXPeriod && Math.Abs(cacheAmazingCrossoverIndi[idx].ATRExclusionMultiplier - aTRExclusionMultiplier) <= double.Epsilon && cacheAmazingCrossoverIndi[idx].ATRPeriod == aTRPeriod && cacheAmazingCrossoverIndi[idx].CrossoverLookbackPeriod == crossoverLookbackPeriod && cacheAmazingCrossoverIndi[idx].EMAFastPeriod == eMAFastPeriod && cacheAmazingCrossoverIndi[idx].EMASlowPeriod == eMASlowPeriod && cacheAmazingCrossoverIndi[idx].RSILower == rSILower && cacheAmazingCrossoverIndi[idx].RSIPeriod == rSIPeriod && cacheAmazingCrossoverIndi[idx].RSIUpper == rSIUpper && cacheAmazingCrossoverIndi[idx].EqualsInput(input))
{
return(cacheAmazingCrossoverIndi[idx]);
}
}
}
AmazingCrossoverIndi indicator = new AmazingCrossoverIndi();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.ADXMinimum = aDXMinimum;
indicator.ADXPeriod = aDXPeriod;
indicator.ATRExclusionMultiplier = aTRExclusionMultiplier;
indicator.ATRPeriod = aTRPeriod;
indicator.CrossoverLookbackPeriod = crossoverLookbackPeriod;
indicator.EMAFastPeriod = eMAFastPeriod;
indicator.EMASlowPeriod = eMASlowPeriod;
indicator.RSILower = rSILower;
indicator.RSIPeriod = rSIPeriod;
indicator.RSIUpper = rSIUpper;
Indicators.Add(indicator);
indicator.SetUp();
AmazingCrossoverIndi[] tmp = new AmazingCrossoverIndi[cacheAmazingCrossoverIndi == null ? 1 : cacheAmazingCrossoverIndi.Length + 1];
if (cacheAmazingCrossoverIndi != null)
{
cacheAmazingCrossoverIndi.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cacheAmazingCrossoverIndi = tmp;
return(indicator);
}
}
