protected override void OnCalculate()
{
//Set automated during configuration in input dialog at strategy escort in chart
this.IsAutoConfirmOrder = this.Autopilot;
//calculate data
OrderDirection_Enum?resultdata = this._RunningWithTheWolves_Indicator.calculate(Closes[0], this.MA_Selected, this.MA_Fast, this.MA_Medium, this.MA_Slow);
if (resultdata.HasValue)
{
switch (resultdata)
{
case OrderDirection_Enum.OpenLong:
this.DoEnterLong();
break;
case OrderDirection_Enum.OpenShort:
//this.DoEnterShort();
break;
case OrderDirection_Enum.CloseShort:
// && this._orderentershort.IsOpened && !this._orderentershort.IsManuallyConfirmable
if (this._orderentershort != null && this.IsAutoConfirmOrder)
{
CloseShortTrade(new StrategyOrderParameters {
Type = OrderType.Market
});
this._orderentershort = null;
}
break;
case OrderDirection_Enum.CloseLong:
// && this._orderenterlong.IsOpened && !this._orderenterlong.IsManuallyConfirmable
if (this._orderenterlong != null && this.IsAutoConfirmOrder)
{
CloseLongTrade(new StrategyOrderParameters {
Type = OrderType.Market
});
this._orderenterlong = null;
}
break;
default:
//nothing to do
break;
}
}
//Create statistic
if (this.StatisticBacktesting)
{
////todo Create statistic only on bar close and not during the candle session
//if (CalculateOnClosedBar == false)
//{
_CsvExport.AddRow();
_CsvExport.AddRowBasicData(this, this.Instrument, this.TimeFrame, Bars[0], ProcessingBarIndex);
//Order & Trade
_CsvExport["OrderAction"] = resultdata;
//Additional indicators
_CsvExport["SMA-20"] = SMA(Closes[0], 20)[0];
_CsvExport["SMA-50"] = SMA(Closes[0], 50)[0];
_CsvExport["SMA-200"] = SMA(Closes[0], 200)[0];
_CsvExport["RSI-14-3"] = RSI(Closes[0], 14, 3)[0];
////If there is a higher Time Frame configured and we are not on the same time frame.
//if (Closes.Count == 2)
//{
// _CsvExport["RSI-14-3_"+this.HigherTimeFrame.PeriodicityValue.ToString()+this.HigherTimeFrame.Periodicity.ToString()] = RSI(Closes[1], 14, 3)[0];
//}
// todo columns for trades
//TradeDirection;EntryReason;EntryDateTime;EntryPrice;EntryQuantity;EntryOrderType;ExitDateTime;ExitPrice;MinutesInMarket;ExitReason;ExitQuantity;ExitOrderType;PointsDiff;PointsDiffPerc;ProfitLoss;ProfitLossPercent;StopPrice;TargetPrice";
//}
}
}
