Esempio n. 1
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        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);
                }
            }
        }
Esempio n. 2
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        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);
                }
            }
        }
Esempio n. 3
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        override protected void StrategyExecute()
        {
            StockFastRule rule              = new StockFastRule(data.Bars, parameters[0], parameters[1], "stoch");
            int           cutlosslevel      = (int)parameters[2];
            int           trailingstoplevel = (int)parameters[3];
            int           takeprofitlevel   = (int)parameters[4];

            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; 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);
                }
                //Indicators.StochF stoch = Indicators.StochF.Series(data.Bars, parameters[0], parameters[1], "");
                //DataSeries line1 = stoch.FastKSeries;
                //DataSeries line2 = stoch.FastDSeries;
                //AppTypes.MarketTrend lastTrend = AppTypes.MarketTrend.Unspecified;
                //AppTypes.MarketTrend currentTrend = AppTypes.MarketTrend.Unspecified;

                //for (int idx = 0; idx < line1.Count; idx++)
                //{
                //    currentTrend = ((line1[idx] > line2[idx]) ? AppTypes.MarketTrend.Upward : AppTypes.MarketTrend.Downward);
                //    if (lastTrend == AppTypes.MarketTrend.Downward && currentTrend == AppTypes.MarketTrend.Upward)
                //        BuyAtClose(idx);
                //    if (lastTrend == AppTypes.MarketTrend.Upward && currentTrend == AppTypes.MarketTrend.Downward)
                //        SellAtClose(idx);
                //    lastTrend = currentTrend;
                //}
            }
        }
Esempio n. 4
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        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;
                //    }
            }
        }
Esempio n. 5
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        override protected void StrategyExecute()
        {
            HybridTestRules rule              = new HybridTestRules(data.Bars, parameters[0], 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[1], "min");
            Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[2], "max");

            Indicators.Fibonnanci fibo = Indicators.Fibonnanci.Series(data.Bars, parameters[1], "fibo");


            //    public double Short_Resistance;
            //public double Short_Support;
            //public double Short_Target;
            //public AppTypes.MarketTrend ShortTermTrend;
            //public double Stop_Loss;
            for (int idx = 1; 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_Resistance = max[idx];
                    info.Short_Support    = min[idx];
                    info.Short_Target     = fibo.Fibo23pc[idx];
                    info.Stop_Loss        = data.Close[idx] * (1 - cutlosslevel / 100);
                    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_Resistance = max[idx];
                    info.Short_Support    = min[idx];
                    info.Short_Target     = fibo.Fibo23pc[idx];
                    info.Stop_Loss        = data.Close[idx] * (1 - cutlosslevel / 100);
                    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);
                }
            }
        }
Esempio n. 6
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        protected override void StrategyExecute()
        {
            Rule rule = new BasicATRRule(data.Bars, parameters[0], "atr");

            if (rule.isValid())
            {
                int          Bar  = data.Close.Count - 1;
                BusinessInfo info = new BusinessInfo();
                info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
                info.Weight = data.Close[Bar];
                SelectStock(Bar, info);
            }
        }
Esempio n. 7
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        override protected void StrategyExecute()
        {
            StockFastRule rule = new StockFastRule(data.Bars, parameters[0], parameters[1], "stoch");
            int           Bar  = data.Close.Count - 1;

            if (rule.isValid_forBuy(Bar))
            {
                BusinessInfo info = new BusinessInfo();
                info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
                info.Weight = data.Close[Bar];
                SelectStock(Bar, info);
            }
        }
Esempio n. 8
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        override protected void StrategyExecute()
        {
            BasicSARRule sarRule = new BasicSARRule(data.Bars, parameters[0], parameters[1]);
            TwoSMARule   smarule = new TwoSMARule(data.Close, parameters[2], parameters[3]);

            //BasicDMIRule dmiRule = new BasicDMIRule(data.Bars, 14, 14);
            Indicators.ADX adx = new Indicators.ADX(data.Bars, 14, "");

            int cutlosslevel    = (int)parameters[4];
            int takeprofitlevel = (int)parameters[5];

            Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[3], "min");
            Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[3], "max");

            for (int idx = 0; idx < data.Close.Count - 1; idx++)
            {
                if (adx[idx] > 25)
                {
                    if ((!is_bought) && ((sarRule.isValid_forBuy(idx) && smarule.UpTrend(idx))))
                    //if (dmiRule.isValid_forBuy(idx)&&sarRule.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 (is_bought && (sarRule.isValid_forSell(idx) || smarule.isValid_forSell(idx)))
                //if (dmiRule.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);
                }
            }
        }
Esempio n. 9
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        protected override void StrategyExecute()
        {
            HybridTestRules rule              = new HybridTestRules(data.Bars, parameters[0], parameters[1], parameters[2]);
            int             cutlosslevel      = (int)parameters[3];
            int             trailingstoplevel = (int)parameters[4];
            int             takeprofitlevel   = (int)parameters[5];
            int             Bar = data.Close.Count - 1;

            if (rule.isValid_forBuy(Bar))
            {
                BusinessInfo info = new BusinessInfo();
                info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
                info.Weight = data.Close[Bar];
                SelectStock(Bar, info);
            }
        }
Esempio n. 10
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        protected override void StrategyExecute()
        {
            Indicators.ADX adx = new Indicators.ADX(data.Bars, parameters[0], "");
            int            Bar = adx.Count - 1;

            if (Bar < adx.FirstValidValue)
            {
                return;
            }
            BusinessInfo info = new BusinessInfo();

            info.SetTrend(AppTypes.MarketTrend.Unspecified,
                          AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
            info.Weight = adx[Bar];
            SelectStock(Bar, info);
        }
Esempio n. 11
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        override protected void StrategyExecute()
        {
            MACDHistATRRules rule        = new MACDHistATRRules(data.Bars, parameters[0], parameters[1], parameters[2], parameters[3]);
            MarketTrend      marketTrend = new ADXMarketTrend(data.Bars, parameters[4]);
            int cutlosslevel             = (int)parameters[5];
            int trailingstoplevel        = (int)parameters[6];
            int takeprofitlevel          = (int)parameters[7];

            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; idx++)
            {
                if (rule.isValid_forBuy(idx) && (marketTrend.Trending(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);
                }
            }
        }
Esempio n. 12
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        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);
            }
        }
Esempio n. 13
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        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)
            }
        }
Esempio n. 14
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        /// <summary>
        /// Strategy following hybrid : basic MACD rule&&2sma
        /// </summary>
        override protected void StrategyExecute()
        {
            //BasicMACDRule rule = new BasicMACDRule(data.Close, (int)parameters[0], (int)parameters[1], (int)parameters[2]);
            //TwoSMARule rule1 = new TwoSMARule(data.Close, (int)parameters[3], (int)parameters[4]);
            TwoSMABasicMACDRule rule = new TwoSMABasicMACDRule(data.Close, parameters[0], parameters[1], parameters[2], parameters[3], parameters[4]);
            int cutlosslevel         = (int)parameters[5];
            int trailingstoplevel    = (int)parameters[6];
            int takeprofitlevel      = (int)parameters[7];


            for (int idx = 0; idx < data.Close.Count; idx++)
            {
                //Buy condition
                if (rule.isValid_forBuy(idx))
                {
                    BusinessInfo info = new BusinessInfo();
                    info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
                    info.Weight = data.Close[idx];
                    BuyAtClose(idx, info);
                }
                //Sell condition
                else
                if (rule.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);
                }

                if (trailingstoplevel > 0)
                {
                    TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
                }
            }
        }
Esempio n. 15
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        protected override void StrategyExecute()
        {
            //BasicRSI_Rule rule = new BasicRSI_Rule(data.Close, parameters[0], parameters[1], parameters[2]);
            DataSeries rsi = Indicators.RSI.Series(data.Close, parameters[0], "rsi");
            double     OVERBOUGHT_LEVEL = parameters[1];
            int        Bar = data.Close.Count - 1;

            if (Bar < rsi.FirstValidValue)
            {
                return;
            }

            if (rsi[Bar] > OVERBOUGHT_LEVEL)
            {
                BusinessInfo info = new BusinessInfo();
                info.SetTrend(AppTypes.MarketTrend.Unspecified,
                              AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
                info.Weight = data.Close[Bar];
                SelectStock(Bar, info);
            }
        }
Esempio n. 16
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        override protected void StrategyExecute()
        {
            BasicSARRule rule            = new BasicSARRule(data.Bars, parameters[0], parameters[1]);
            int          cutlosslevel    = (int)parameters[2];
            int          takeprofitlevel = (int)parameters[3];

            Indicators.MIN min = Indicators.MIN.Series(data.Close, 30, "min");
            Indicators.MAX max = Indicators.MAX.Series(data.Close, 30, "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);
                }
                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);
                }
            }
        }
Esempio n. 17
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        override protected void StrategyExecute()
        {
            PriceTwoSMARule smarule = new PriceTwoSMARule(data.Close, parameters[0], parameters[1]);

            int cutlosslevel = 5;

            Indicators.MIN        min  = Indicators.MIN.Series(data.Close, parameters[0], "min");
            Indicators.MAX        max  = Indicators.MAX.Series(data.Close, parameters[1], "max");
            Indicators.Fibonnanci fibo = Indicators.Fibonnanci.Series(data.Bars, parameters[1], "fibo");


            for (int idx = smarule.long_indicator.FirstValidValue; idx < smarule.long_indicator.Count; idx++)
            {
                if (smarule.isValid_forBuy(idx))
                {
                    BusinessInfo info = new BusinessInfo();
                    info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
                    info.Short_Resistance = max[idx];
                    info.Short_Support    = min[idx];
                    info.Short_Target     = fibo.Fibo23pc[idx];
                    info.Stop_Loss        = data.Close[idx] * (1 - cutlosslevel / 100);
                    BuyAtClose(idx, info);
                }
                else
                if (smarule.isValid_forSell(idx))
                {
                    BusinessInfo info = new BusinessInfo();
                    info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
                    info.Short_Resistance = max[idx];
                    info.Short_Support    = min[idx];
                    info.Short_Target     = fibo.Fibo23pc[idx];
                    info.Stop_Loss        = data.Close[idx] * (1 - cutlosslevel / 100);
                    SellAtClose(idx, info);
                }
            }
        }