/// <summary>
/// Called when the order has been filled during the bar update.
/// </summary>
/// <param name="currentBar">Current bar of the simulation for the order</param>
/// <returns>True if the order was closed</returns>
public override bool OnUpdate(int currentBar)
{
// Don't sell if the indicator is wobbily.
if (_order.BuyBar >= currentBar - 2)
{
return(false);
}
TickerData data = _order.Ticker;
double crossoverValue = _series2 != null ? _series2[currentBar] : _value;
if (_crossoverType == CrossoverType.Above &&
((_series2 == null && DataSeries.CrossAbove(_series1, crossoverValue, currentBar, 0) != -1) ||
(_series2 != null && DataSeries.CrossAbove(_series1, _series2, currentBar, 0) != -1)))
{
_order.Sell(data.Close[currentBar], currentBar, "Cross Above");
return(true);
}
else if (_crossoverType == CrossoverType.Below &&
((_series2 == null && DataSeries.CrossBelow(_series1, crossoverValue, currentBar, 0) != -1) ||
(_series2 != null && DataSeries.CrossBelow(_series1, _series2, currentBar, 0) != -1)))
{
_order.Sell(data.Close[currentBar], currentBar, "Cross Below");
return(true);
}
// Didn't sell.
return(false);
}
/// <summary>
/// Called on every new bar of data.
/// </summary>
/// <param name="currentBar">The current bar of the simulation</param>
protected override void OnBarUpdate(int currentBar)
{
base.OnBarUpdate(currentBar);
Bollinger ind = (Bollinger)Dependents[0];
if (DataSeries.CrossAbove(Data.Close, ind.Upper, currentBar, 0) != -1)
{
WasFound[currentBar] = true;
}
}
/// <summary>
/// Called on every new bar of data.
/// </summary>
/// <param name="currentBar">The current bar of the simulation</param>
protected override void OnBarUpdate(int currentBar)
{
base.OnBarUpdate(currentBar);
Sma sma = (Sma)Dependents[0];
if (DataSeries.CrossAbove(Data.Close, sma.Avg, currentBar, 0) != -1)
{
WasFound[currentBar] = true;
}
}
/// <summary>
/// Called on every new bar of data.
/// </summary>
/// <param name="currentBar">The current bar of the simulation</param>
protected override void OnBarUpdate(int currentBar)
{
base.OnBarUpdate(currentBar);
Trix ind = (Trix)Dependents[0];
if (DataSeries.CrossAbove(ind.Default, 0, currentBar, 0) != -1)
{
WasFound[currentBar] = true;
}
}
/// <summary>
/// Called on every new bar of data.
/// </summary>
/// <param name="currentBar">The current bar of the simulation</param>
protected override void OnBarUpdate(int currentBar)
{
base.OnBarUpdate(currentBar);
Cci ind = (Cci)Dependents[0];
if (DataSeries.CrossAbove(ind.Value, -100, currentBar, 0) != -1)
{
WasFound[currentBar] = true;
}
}
/// <summary>
/// Called on every new bar of data.
/// </summary>
/// <param name="currentBar">The current bar of the simulation</param>
protected override void OnBarUpdate(int currentBar)
{
base.OnBarUpdate(currentBar);
PriceOscillator ind = (PriceOscillator)Dependents[0];
if (DataSeries.CrossAbove(ind.Value, 0, currentBar, 0) != -1)
{
WasFound[currentBar] = true;
}
}
/// <summary>
/// Called on every new bar of data.
/// </summary>
/// <param name="currentBar">The current bar of the simulation</param>
protected override void OnBarUpdate(int currentBar)
{
base.OnBarUpdate(currentBar);
Macd macd = (Macd)Dependents[0];
if (DataSeries.CrossAbove(macd.Value, macd.Avg, currentBar, 0) != -1)
{
WasFound[currentBar] = true;
}
}
/// <summary>
/// Called on every new bar of data.
/// </summary>
/// <param name="currentBar">The current bar of the simulation</param>
protected override void OnBarUpdate(int currentBar)
{
base.OnBarUpdate(currentBar);
Rsi rsi = (Rsi)Dependents[0];
if (DataSeries.CrossAbove(rsi.Value, 30, currentBar, 0) != -1)
{
WasFound[currentBar] = true;
}
}
/// <summary>
/// Called on every new bar of data.
/// </summary>
/// <param name="currentBar">The current bar of the simulation</param>
protected override void OnBarUpdate(int currentBar)
{
base.OnBarUpdate(currentBar);
Stochastics ind = (Stochastics)Dependents[0];
if (DataSeries.IsBelow(ind.D, 20, currentBar, 0) != -1)
{
if (DataSeries.CrossAbove(ind.K, ind.D, currentBar, 0) != -1)
{
WasFound[currentBar] = true;
}
}
}
/// <summary>
/// Called when the order has been filled during the bar update.
/// </summary>
/// <param name="currentBar">Current bar of the simulation for the order</param>
/// <returns>True if the order was closed</returns>
public override bool OnUpdate(int currentBar)
{
if (_order.BuyBar == currentBar)
{
return(false);
}
TickerData data = _order.Ticker;
if (_order.Type == Order.OrderType.Long)
{
// If the oscillator moves out from the oversold area but then goes back in it
// then it's not going to be able to go back up so we should sell it.
if (DataSeries.CrossAbove(_oscillator.SD, DtOscillator.OversoldZone, currentBar, 4) != -1 &&
DataSeries.CrossBelow(_oscillator.SD, DtOscillator.OversoldZone, currentBar, 0) != -1)
{
_order.Sell(data.Close[currentBar], currentBar, "DTosc Fail");
return(true);
}
// If we reverse out of the overbought area then the cycle is coming back down and we should
// take our profits.
if (DataSeries.CrossBelow(_oscillator.SD, DtOscillator.OverboughtZone, currentBar, 0) != -1)
{
_order.Sell(data.Close[currentBar], currentBar, "DTosc Reverse");
return(true);
}
}
// Comments are just the same for short orders but the opposite direction.
else if (_order.Type == Order.OrderType.Short)
{
if (DataSeries.CrossBelow(_oscillator.SD, DtOscillator.OverboughtZone, currentBar, 4) != -1 &&
DataSeries.CrossAbove(_oscillator.SD, DtOscillator.OverboughtZone, currentBar, 0) != -1)
{
_order.Sell(data.Close[currentBar], currentBar, "DTosc Fail");
return(true);
}
if (DataSeries.CrossAbove(_oscillator.SD, DtOscillator.OversoldZone, currentBar, 0) != -1)
{
_order.Sell(data.Close[currentBar], currentBar, "DTosc Reverse");
return(true);
}
}
// Didn't sell.
return(false);
}
/// <summary>
/// Called on every new bar of data.
/// </summary>
/// <param name="currentBar">The current bar of the simulation</param>
protected override void OnBarUpdate(int currentBar)
{
base.OnBarUpdate(currentBar);
if (currentBar < 1)
{
return;
}
DtOscillator ind = (DtOscillator)Dependents[0];
if (DataSeries.IsBelow(ind.SK, 25, currentBar, 1) != -1)
{
if (DataSeries.CrossAbove(ind.SK, ind.SD, currentBar, 0) != -1)
{
WasFound[currentBar] = true;
}
}
}
/// <summary>
/// Returns true if we pass all the conditions to buy short.
/// </summary>
/// <param name="currentBar">Current bar of the simulation</param>
/// <returns>See summary</returns>
private bool ShouldBuyShort(int currentBar)
{
DmiAdx dmiAdx = (DmiAdx)_dependents[1];
bool isHigherTimeframeLong = Data.HigherTimeframeTrend[currentBar] > 0.0;
// For a cross over.
bool isAdxHighEnough = dmiAdx.Adx[currentBar] >= 20.0;
bool isDmiAboutToCrossover = DataSeries.IsAboutToCrossAbove(dmiAdx.DmiPlus, dmiAdx.DmiMinus, currentBar);
// Adx was low but just increased and our dmi lines are already crossed over.
bool didAdxCrossover = DataSeries.CrossAbove(dmiAdx.Adx, 20.0, currentBar, 0) != -1;
bool hasDmiCrossedover = DataSeries.CrossAbove(dmiAdx.DmiPlus, dmiAdx.DmiMinus, currentBar, 8) != -1;
// Either case is good for an entry signal.
bool isDmiAdxSignal = (isAdxHighEnough && isDmiAboutToCrossover) || (didAdxCrossover && hasDmiCrossedover);
return(isHigherTimeframeLong && isDmiAdxSignal);
}
/// <summary>
/// Returns true if we pass all the conditions to buy long.
/// </summary>
/// <param name="currentBar">Current bar of the simulation</param>
/// <returns>See summary</returns>
private bool ShouldBuyLong(int currentBar)
{
GavalasZones zones = (GavalasZones)_dependents[0];
// Higher timeframe
if (Data.HigherTimeframeTrend[currentBar] < 0.0)
{
return(false);
}
// Zones buy direction
if (_lastZoneHitDirection < 0.0)
{
return(false);
}
// Verify with the mechanical buy signal.
DtOscillator dtosc = (DtOscillator)_dependents[1];
if (DataSeries.IsBelow(dtosc.SK, DtOscillator.OversoldZone, currentBar, 3) == -1 ||
DataSeries.CrossAbove(dtosc.SK, dtosc.SD, currentBar, 0) == -1)
{
return(false);
}
// If we are trending make sure the best fits lines are positive.
DmiAdx dmiAdx = (DmiAdx)_dependents[3];
if (dmiAdx.Adx[currentBar] >= 25)
{
double angle = UtilityMethods.RadianToDegree(Math.Atan(zones.AllBestFitLineSlope[currentBar]));
if (angle < 0)
{
return(false);
}
}
// TODO?
// If we are not trending make sure we are close to the bottom of the channel?
return(true);
}
/// <summary>
/// Returns true if we pass all the conditions to buy long.
/// </summary>
/// <param name="currentBar">Current bar of the simulation</param>
/// <returns>See summary</returns>
private bool ShouldBuyLong(int currentBar)
{
// Higher timeframe
if (Data.HigherTimeframeTrend[currentBar] < 0.0)
{
return(false);
}
KeltnerChannel kelt = (KeltnerChannel)_dependents[2];
//if (DataSeries.CrossBelow(Data.Low, kelt.Lower, currentBar, 5) == -1)
//{
// return false;
//}
if (Math.Max(Data.Open[currentBar], Data.Close[currentBar]) > kelt.Midline[currentBar])
{
return(false);
}
DtOscillator dtosc = (DtOscillator)_dependents[3];
if (DataSeries.IsBelow(dtosc.SD, DtOscillator.OversoldZone, currentBar, 3) == -1 ||
DataSeries.IsBelow(dtosc.SK, DtOscillator.OversoldZone, currentBar, 3) == -1 ||
DataSeries.CrossAbove(dtosc.SK, dtosc.SD, currentBar, 0) == -1)
{
return(false);
}
// Make sure we are not in a heavy trend the other way.
//DmiAdx dmiAdx = (DmiAdx)_dependents[1];
//if (dmiAdx.Adx[currentBar] > 30 && dmiAdx.DmiMinus[currentBar] > dmiAdx.DmiPlus[currentBar] &&
// UtilityMethods.LineAngle(currentBar - 2, dmiAdx.Adx[currentBar - 2], currentBar, dmiAdx.Adx[currentBar]) > 5)
//{
// return false;
//}
return(true);
}