public void ReceiveCandle(sCandle pCandle)
{
Candle = pCandle;
ATR.ReceiveTick(pCandle.O, pCandle.H, pCandle.L, pCandle.C);
BB.ReceiveTick(pCandle.C);
CCI.ReceiveTick(pCandle.O, pCandle.H, pCandle.L, pCandle.C);
Derivatives.ReceiveTick(pCandle.C);
EMA.ReceiveTick(pCandle.C);
FMA.ReceiveTick(pCandle.C);
HMA.ReceiveTick(pCandle.C);
MACD.ReceiveTick(pCandle.C);
Momemtum.ReceiveTick(pCandle.C);
RSI.ReceiveTick(pCandle.C);
Renko.ReceiveTick(pCandle.C);
SMA.ReceiveTick(pCandle.C);
STARCBands.ReceiveTick(pCandle.O, pCandle.H, pCandle.L, pCandle.C);
STDDEV.ReceiveTick(pCandle.C);
Slope.ReceiveTick(pCandle.C);
StochRSI.ReceiveTick(pCandle.C);
Stochastics.ReceiveTick(pCandle.O, pCandle.H, pCandle.L, pCandle.C);
Stub.ReceiveTick(pCandle.C);
Trend.ReceiveTick(pCandle.O, pCandle.H, pCandle.L, pCandle.C);
TrueRange.ReceiveTick(pCandle.O, pCandle.H, pCandle.L, pCandle.C);
WMA.ReceiveTick(pCandle.C);
}
// called from CandleBuilder
public override void ReceiveCandle(sCandle pCandle, int pPeriod, string pCBTitle)
{
if ((pPeriod == Minutes) && (pCBTitle == "cbx"))
{
StochRSI.ReceiveTick(pCandle.C);
RSISlope.ReceiveTick(StochRSI.Value());
DecisionFunction();
}
}
private void DecisionFunction()
{
BBands.Value(out BPlus, out SMA, out BMinus, out PctB, out BW);
BWidth = BPlus - BMinus;
SMASlope.ReceiveTick(SMA);
HMAv = HMA.Value();
// preprocessing
StateMachine();
switch (Framework.Account.InTrade())
{
case 0:
{
if (Framework.Account.InTrade() == 0)
{
if (EntryCriteriaLong())
{
Framework.Account.EnterTrade(1);
Framework.Account.SetTrailingStop(TrailingStop);
}
}
if (Framework.Account.InTrade() == 0)
{
if (EntryCriteriaShort())
{
Framework.Account.EnterTrade(-1);
Framework.Account.SetTrailingStop(TrailingStop);
}
}
break;
}
case 1:
{
if (ExitCriteriaLong())
{
Framework.Account.ExitTrade();
}
break;
}
case -1:
{
if (ExitCriteriaShort())
{
Framework.Account.ExitTrade();
}
break;
}
}
double logInTrade = Framework.Account.InTrade();
double logMargin = Framework.Account.GetAccount().C;
//Framework.WriteGraphLine("InTrade,Margin,B+,C,HMA,SMA,B-,State,BWidth,MinBWidth,EntryRecommend");
Framework.WriteGraphLine(logInTrade + "," + logMargin + "," + BPlus + "," + Candle.C + "," + HMAv + "," + SMA + "," + BMinus + "," + State + "," + BWidth + "," + MinBWidth + "," + EntryRecommend);
}
