/// <summary>
/// Screening following basic MACD rule
/// </summary>
override protected void StrategyExecute()
{
BasicMACDRule rule = new BasicMACDRule(data.Close, (int)parameters[0], (int)parameters[1], (int)parameters[2]);
if (rule.isValid())
{
int Bar = data.Close.Count - 1;
BusinessInfo info = new BusinessInfo();
info.Weight = rule.macd[Bar] * 100;
SelectStock(Bar, info);
}
}
override protected void StrategyExecute()
{
BasicMACDRule rule = new BasicMACDRule(data.Close, (int)parameters[0], (int)parameters[1], (int)parameters[2]);
for (int idx = 0; idx < rule.macd.Count; idx++)
{
if (rule.isValid_forBuy(idx))
BuyAtClose(idx);
if (rule.isValid_forSell(idx))
SellAtClose(idx);
}
}
/// <summary>
/// Screening following basic MACD rule
/// </summary>
override protected void StrategyExecute()
{
BasicMACDRule rule = new BasicMACDRule(data.Close, (int)parameters[0], (int)parameters[1], (int)parameters[2]);
if (rule.isValid())
{
int Bar = data.Close.Count - 1;
BusinessInfo info = new BusinessInfo();
info.Weight = rule.macd[Bar] * 100;
SelectStock(Bar, info);
}
}
public HybridTestRules(DataBars db, double atrperiod, double shortperiod, double longperiod)
{
rules = new Rule[3];
rules[0] = new TwoSMARule(db.Close, shortperiod, longperiod);
rules[1] = new BasicATRRule(db, atrperiod, "atr");
rules[2] = new BasicMACDRule(db.Close, 12, 26, 9);
adxTrend = new ADXMarketTrend(db, 14);
//Kiem tra volume
volumeRule = new PriceTwoSMARule(db.Volume, 10, 30);
data = db;
Volume_Filter = 50000;
}
public HybridTestRules(DataBars db, double atrperiod, double shortperiod, double longperiod)
{
rules = new Rule[3];
rules[0] = new TwoSMARule(db.Close, shortperiod, longperiod);
rules[1] = new BasicATRRule(db, atrperiod, "atr");
rules[2] = new BasicMACDRule(db.Close, 12, 26, 9);
adxTrend = new ADXMarketTrend(db, 14);
//Kiem tra volume
volumeRule = new PriceTwoSMARule(db.Volume, 10, 30);
data = db;
Volume_Filter = 50000;
}
override protected void StrategyExecute()
{
BasicMACDRule rule = new BasicMACDRule(data.Close, (int)parameters[0], (int)parameters[1], (int)parameters[2]);
for (int idx = 0; idx < rule.macd.Count; idx++)
{
if (rule.isValid_forBuy(idx))
{
BuyAtClose(idx);
}
if (rule.isValid_forSell(idx))
{
SellAtClose(idx);
}
}
}
public TwoSMABasicMACDRule(DataSeries ds, double fast, double slow, double signal, double shortperiod, double longperiod)
{
rules = new Rule[2];
rules[0] = new BasicMACDRule(ds, (int)fast, (int)slow, (int)signal);
rules[1] = new TwoSMARule(ds, shortperiod, longperiod);
}
public TwoSMABasicMACDRule(DataSeries ds, double fast, double slow, double signal, double shortperiod, double longperiod)
{
rules = new Rule[2];
rules[0] = new BasicMACDRule(ds, (int)fast,(int)slow,(int)signal);
rules[1] = new TwoSMARule(ds, shortperiod, longperiod);
}
