override protected void StrategyExecute()
{
BasicSARRule sarRule = new BasicSARRule(data.Bars, parameters[0], parameters[1]);
TwoEMARule emaRule = new TwoEMARule(data.Close, parameters[2], parameters[3]);
int cutlosslevel = (int)parameters[4];
int takeprofitlevel = (int)parameters[5];
for (int idx = 0; idx < data.Close.Count - 1; idx++)
{
if ((!is_bought) && ((sarRule.isValid_forBuy(idx) && emaRule.UpTrend(idx))))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
BuyAtClose(idx, info);
}
if (is_bought && (sarRule.isValid_forSell(idx) || emaRule.isValid_forSell(idx)))
//if (dmiRule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
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);
}
}
}
override protected void StrategyExecute()
{
BasicSARRule sarRule = new BasicSARRule(data.Bars, parameters[0], parameters[1]);
TwoEMARule emaRule = new TwoEMARule(data.Close, parameters[2], parameters[3]);
int cutlosslevel = (int)parameters[4];
int takeprofitlevel = (int)parameters[5];
for (int idx = 0; idx < data.Close.Count; idx++)
{
if ((!is_bought) && ((sarRule.isValid_forBuy(idx) && emaRule.UpTrend(idx))))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
BuyAtClose(idx, info);
}
if (is_bought && (sarRule.isValid_forSell(idx) || emaRule.isValid_forSell(idx)))
//if (dmiRule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
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);
}
}
override protected void StrategyExecute()
{
BasicATRRule rule = new BasicATRRule(data.Bars, parameters[0], "atr");
TwoEMARule emaRule = new TwoEMARule(data.Close, parameters[1], parameters[2]);
int cutlosslevel = (int)parameters[3];
int trailingstoplevel = (int)parameters[4];
int takeprofitlevel = (int)parameters[5];
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 = 0; idx < data.Close.Count - 1; idx++)
{
if (rule.isValid_forBuy(idx) && emaRule.UpTrend(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) || emaRule.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()
{
BasicATRRule rule = new BasicATRRule(data.Bars, parameters[0], "atr");
TwoEMARule emaRule = new TwoEMARule(data.Close, parameters[1], parameters[2]);
int cutlosslevel = (int)parameters[3];
int trailingstoplevel = (int)parameters[4];
int takeprofitlevel = (int)parameters[5];
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 = 0; idx < data.Close.Count - 1; idx++)
{
if (rule.isValid_forBuy(idx) && emaRule.UpTrend(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) || emaRule.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);
}
}
public BollingerKeltnerEMARule(DataBars db, double BolligerPeriod, double kUp, double kDn, double EmaPeriod, double AtrMult, double AtrPeriod, double emaShortPeriod, double emaLongPeriod)
{
bolliger = Indicators.BBANDS.Series(db.Close, BolligerPeriod, kUp, kDn, "bolliger");
keltner = Indicators.KELTNER.Series(db, EmaPeriod, AtrMult, AtrPeriod, "keltner");
emaRule = new TwoEMARule(db.Close, emaShortPeriod, emaLongPeriod);
}
public BollingerKeltnerEMARule(DataBars db,double BolligerPeriod,double kUp,double kDn,double EmaPeriod,double AtrMult,double AtrPeriod,double emaShortPeriod,double emaLongPeriod)
{
bolliger=Indicators.BBANDS.Series(db.Close,BolligerPeriod,kUp,kDn,"bolliger");
keltner=Indicators.KELTNER.Series(db,EmaPeriod,AtrMult,AtrPeriod,"keltner");
emaRule = new TwoEMARule(db.Close, emaShortPeriod, emaLongPeriod);
}