public bool SellRule()
        {
            // Verkaufe, wenn RelDiff > 2.
            Depot    depot = this.RuleEngineInfo.Depot;
            WorkDate today = RuleEngineInfo.Today;

            if (depot.Contains("dbx1da"))
            {
                if (dax_rel_diff[today] > 0)
                {
                    if (depot[0].TrailingGap > 2)
                    {
                        depot[0].TrailingGap -= 0.2;
                    }
                }

                if (depot[0].StopLoss > depot[0].Price)
                {
                    Sell("dbx1da");
                    sell_events[today]     = dax_rel_diff[today];
                    sell_events_dax[today] = dax_close[today];
                    return(true);
                }
            }

            return(false);
        }
Esempio n. 2
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        public bool SellRule()
        {
            // Verkaufe, wenn RelDiff > 2.
            Depot    depot = this.RuleEngineInfo.Depot;
            WorkDate today = RuleEngineInfo.Today;

            if (depot.Contains("846900"))
            {
                if (dax_rel_diff[today] > 0)
                {
                    depot[0].TrailingGap *= 0.8;
                }

                if (//dax_rel_diff[today] > 5 ||
                    dax_trend[today] != dax_trend[today - 1] ||
                    depot[0].StopLoss > depot[0].Price
                    )
                {
                    Sell("846900");
                    sell_events[today]     = dax_rel_diff[today];
                    sell_events_dax[today] = dax_close[today];
                    return(true);
                }
            }

            return(false);
        }
Esempio n. 3
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        public bool BuyRule()
        {
            Depot    depot = this.RuleEngineInfo.Depot;
            WorkDate today = RuleEngineInfo.Today;

            if (dax_trend[today] >= 0)
            {
                if (depot.Contains("846900") == false)
                {
                    if (dax_rel_diff[today] < -5 &&
                        dax_close[today - 1] < dax_close[today])
                    {
                        Buy("846900");
                        buy_events[today]     = dax_rel_diff[today];
                        buy_events_dax[today] = dax_close[today];
                        return(true);
                    }
                }
            }

            return(false);
        }