//populate
public override void Populate()
{
BarHistory bars = Parameters[0].AsBarHistory;
Int32 period = Parameters[1].AsInt;
Int32 emaPeriod1 = Parameters[2].AsInt;
Int32 emaPeriod2 = Parameters[3].AsInt;
DateTimes = bars.DateTimes;
if (period <= 0 || bars.Count == 0)
{
return;
}
var FirstValidValue = Math.Max(emaPeriod1, Math.Max(emaPeriod2, period));
if (FirstValidValue > bars.Count || FirstValidValue < 0)
{
FirstValidValue = bars.Count;
}
var HP = Highest.Series(bars.High, period);
var LP = Lowest.Series(bars.Low, period);
var MA12 = EMA.Series(bars.Close, emaPeriod1);
var MA26 = EMA.Series(bars.Close, emaPeriod2);
var ST12 = (MA12 - LP) / (HP - LP);
var ST26 = (MA26 - LP) / (HP - LP);
var STMACD = (ST12 - ST26) * 100;
for (int bar = 0; bar < bars.Count; bar++)
{
Values[bar] = STMACD[bar];
}
}
public override void Populate()
{
BarHistory bars = base.Parameters[0].AsBarHistory;
int period1 = base.Parameters[1].AsInt;
int period2 = base.Parameters[2].AsInt;
this.DateTimes = bars.DateTimes;
int FirstValidValue = Math.Max(period1, period2) + 1;
if (bars.Count < FirstValidValue)
{
return;
}
var MLTP = 2.0 / ((double)period1 + 1.0);
var MLTP2 = (bars.Close - Lowest.Series(bars.Low, period2) - (Highest.Series(bars.High, period2) - bars.Close)).Abs() / (Highest.Series(bars.High, period2) - Lowest.Series(bars.Low, period2));
var timeSeries = MLTP * (1.0 + MLTP2);
for (int i = 0; i < FirstValidValue; i++)
{
base[i] = FastSMA.Series(bars.Close, period1)[i];
}
for (int j = FirstValidValue; j < bars.Count; j++)
{
base.Values[j] = base.Values[j - 1] + timeSeries[j] * (bars.Close[j] - base.Values[j - 1]);
}
}
public MSR(Bars bars, int per1, int per2, string description)
: base(bars, description)
{
base.FirstValidValue = 252;
//MSR= (10-day median of (H, L, C) – 20-day MAX (H, L, C))/(20-day MAX (H, L, C))
//then take the 252-day percentrank of MSR or percentile ranking
DataSeries msrTemp = new DataSeries(bars, "msrTemp(" + per1 + "," + per2 + ")");
for (int bar = Math.Max(per1, per2); bar < bars.Count; bar++)
{
double max20 = Highest.Series(bars.High, per2)[bar];
List <double> prices = new List <double>(per1 * 3);
for (int i = bar; i > bar - per1; i--)
{
prices.Add(bars.High[i]); prices.Add(bars.Low[i]); prices.Add(bars.Close[i]);
}
prices.Sort();
msrTemp[bar] = (GetMedian(prices) - max20) / max20;
}
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
base[bar] = PercentRank.Series(msrTemp, 252)[bar];
//base[bar] = PrcRank.Series(msrTemp, 252)[bar];
}
}
public SenkouSpanB(Bars bars)
: base(bars, "Senkou Span B")
{
int p1 = 9;
int p2 = 26;
int p3 = 52;
int p4 = 26;
if (bars.Count < p3)
{
return;
}
DataSeries TenkanSen = ((Highest.Series(bars.High, p1) + Lowest.Series(bars.Low, p1)) / 2);
DataSeries KijunSen = ((Highest.Series(bars.High, p2) + Lowest.Series(bars.Low, p2)) / 2);
DataSeries ssA = ((TenkanSen + KijunSen) / 2) >> p4;
DataSeries ssB = ((Highest.Series(bars.High, p3) + Lowest.Series(bars.Low, p3)) / 2) >> p4;
base.FirstValidValue = p3;
for (int bar = p3; bar < bars.Count; bar++)
{
base[bar] = ssB[bar];
}
}
//Constructor
public PivotPointBar(Bars bars, int period, bool pivotPointHigh, bool tradeable, string description)
: base(bars, description)
{
_bars = bars;
_ppHigh = pivotPointHigh;
_period = period;
_tradeable = tradeable;
FirstValidValue += _period;
if (bars.Count < _period)
{
return;
}
for (int bar = _period; bar < bars.Count; bar++)
{
this[bar] = -1d; // returns -1 until a Valid Pivot Point is found
}
for (int bar = _period; bar < bars.Count; bar++)
{
if (_tradeable)
{
if (_ppHigh)
{
if (bars.High[bar] >= Highest.Series(bars.High, _period)[bar - 1])
{
_lastPP = bar;
}
}
else if (bars.Low[bar] <= Lowest.Series(bars.Low, _period)[bar - 1])
{
_lastPP = bar;
}
}
else
{
int periodFwd = _period;
if (bar + period >= bars.Count)
{
periodFwd = bars.Count - bar - 1;
}
if (_ppHigh)
{
if (bars.High[bar] >= Highest.Series(bars.High, _period)[bar - 1] &&
bars.High[bar] >= Highest.Value(bar + periodFwd, bars.High, periodFwd)) // use Value method since periodFwd is variable at the end
{
_lastPP = bar;
}
}
else if (bars.Low[bar] <= Lowest.Series(bars.Low, _period)[bar - 1] &&
bars.Low[bar] <= Lowest.Value(bar + periodFwd, bars.Low, periodFwd))
{
_lastPP = bar;
}
}
this[bar] = _lastPP;
}
}
public HiLoRange(Bars bars, int period, string description)
: base(bars, description)
{
for (int bar = period; bar < bars.Count; bar++)
{
base[bar] = Highest.Series(bars.High, period)[bar] - Lowest.Series(bars.Low, period)[bar];
}
}
public TR2DSeries(Bars bars, string description)
: base(bars, description)
{
this.FirstValidValue = 2;
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
double h3 = Math.Max(Highest.Series(bars.High, 2)[bar], bars.Close[bar - 2]);
double l3 = Math.Min(Lowest.Series(bars.Low, 2)[bar], bars.Close[bar - 2]);
base[bar] = h3 - l3;
}
}
//===========================================================================================================
// Show 52 weeks high
//-----------------------------------------------------------------------------------------------------------
protected void show52WeeksHigh(int numBarsIn52Weeks)
{
// 52-week high
for (int bar = numBarsIn52Weeks; bar < Bars.Count; bar++)
{
if (High[bar] > Highest.Series(High, numBarsIn52Weeks)[bar - 1])
{
// New 52-week high detected. Paint the chart blue
SetBackgroundColor(bar, Color.FromArgb(15, Color.Blue));
}
}
}
//populate
public override void Populate()
{
BarHistory source = Parameters[0].AsBarHistory;
Int32 period = Parameters[1].AsInt;
Double level = Parameters[2].AsDouble;
Double minrange = Parameters[3].AsDouble;
DateTimes = source.DateTimes;
if (period > DateTimes.Count)
{
period = DateTimes.Count;
}
if (DateTimes.Count < period || period <= 0)
{
return;
}
var HiLoRange = Highest.Series(source.High, period) - Lowest.Series(source.Low, period);
for (int n = 0; n < period; n++)
{
Values[n] = 0;
}
for (int bar = period; bar < source.Count; bar++)
{
double result = 0.0;
double ls = Lowest.Series(source.Low, period)[bar];
if (minrange == 0.0)
{
result = ls + (HiLoRange[bar] * (level / 100));
}
else
{
double l = ls;
double range = HiLoRange[bar];
double mid = l + range / 2;
double mrange = l * minrange / 100.0;
if (range < mrange)
{
range = mrange;
}
result = mid + (level / 100.0 - 0.5) * range;
}
Values[bar] = result;
}
}
public Density(Bars bars, int NBars, string description)
: base(bars, description)
{
base.FirstValidValue = NBars;
DataSeries Area = (Highest.Series(bars.High, NBars) - Lowest.Series(bars.Low, NBars));
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
base[bar] = Sum.Series(TrueRange.Series(bars), NBars)[bar] / Area[bar];
}
}
public PercentRange(DataSeries ds, int period, string description)
: base(ds, description)
{
base.FirstValidValue = period;
DataSeries r = ds * 0;
r = ds / (Highest.Series(ds, period) - Lowest.Series(ds, period));
for (int bar = FirstValidValue; bar < ds.Count; bar++)
{
base[bar] = r[bar];
}
}
public Highest2(DataSeries ds1, DataSeries ds2, int period)
: base(ds2, "Highest Of Two")
{
DataSeries tmp = ds1 - ds1;
for (int bar = tmp.FirstValidValue; bar < ds2.Count; bar++)
{
tmp[bar] = Math.Max(ds1[bar], ds2[bar]);
}
for (int bar = tmp.FirstValidValue; bar < ds2.Count; bar++)
{
this[bar] = Highest.Series(tmp, period)[bar];
}
}
public override void CalculatePartialValue()
{
if (_bars.Count < _period || _bars.Low.PartialValue == Double.NaN || _bars.High.PartialValue == Double.NaN)
{
PartialValue = Double.NaN;
return;
}
int bar = _bars.Count; // bar - 1 is last bar number (prior to PartialBar)
if (_tradeable)
{
if (_ppHigh)
{
if (_bars.High.PartialValue >= Highest.Series(_bars.High, _period)[bar - 1])
{
_lastPP = bar;
}
}
else if (_bars.Low.PartialValue <= Lowest.Series(_bars.Low, _period)[bar - 1])
{
_lastPP = bar;
}
}
else
{
int periodFwd = _period;
if (bar + _period >= _bars.Count)
{
periodFwd = _bars.Count - bar - 1;
}
if (_ppHigh)
{
if (_bars.High.PartialValue >= Highest.Series(_bars.High, _period)[bar - 1] &&
_bars.High.PartialValue >= Highest.Value(bar + periodFwd, _bars.High, periodFwd)) // use Value method since periodFwd is variable at the end
{
_lastPP = bar;
}
}
else if (_bars.Low.PartialValue <= Lowest.Series(_bars.Low, _period)[bar - 1] &&
_bars.Low.PartialValue <= Lowest.Value(bar + periodFwd, _bars.Low, periodFwd))
{
_lastPP = bar;
}
}
this.PartialValue = _lastPP;
}
public TenkanSen(Bars bars)
: base(bars, "TenkanSen")
{
int p1 = 9;
base.FirstValidValue = p1;
if (bars.Count < p1)
{
return;
}
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
base[bar] = ((Highest.Series(bars.High, p1)[bar] + Lowest.Series(bars.Low, p1)[bar]) / 2);
}
}
public KijunSen(Bars bars)
: base(bars, "KijunSen")
{
int p2 = 26;
base.FirstValidValue = p2;
if (bars.Count < p2)
{
return;
}
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
base[bar] = ((Highest.Series(bars.High, p2)[bar] + Lowest.Series(bars.Low, p2)[bar]) / 2);
}
}
public override void Populate()
{
TimeSeries ds = Parameters[0].AsTimeSeries;
Int32 rsiPeriod = Parameters[1].AsInt;
Int32 stochPeriod = Parameters[2].AsInt;
Int32 smaPeriod = Parameters[3].AsInt;
DateTimes = ds.DateTimes;
var period = Math.Max(Math.Max(rsiPeriod, stochPeriod), smaPeriod);
if (period <= 0 || DateTimes.Count == 0)
{
return;
}
// First we buffer the RSI indicator --------------------------------------------------
var rsi = new RSI(ds, rsiPeriod);
// Buffering the Highest High and lowest low RSI during the Stochastic lookback period
var HiRSI_Buffer = Highest.Series(rsi, stochPeriod);
var LowRSI_Buffer = Lowest.Series(rsi, stochPeriod);
// Now we buffer the RSI minus the Low RSI value of the lookback period
// Doing the same for the High minus Low RSI value of the lookback period.
var RSILow_Buffer = new TimeSeries(DateTimes);
var HiLow_Buffer = new TimeSeries(DateTimes);
for (int i = 0; i < DateTimes.Count; i++)
{
RSILow_Buffer[i] = (rsi[i] - LowRSI_Buffer[i]);
HiLow_Buffer[i] = (HiRSI_Buffer[i] - LowRSI_Buffer[i]);
}
// Next action is creating the SMA of this 2 last values
var ema_Buffer1 = SMA.Series(RSILow_Buffer, smaPeriod);
var ema_Buffer2 = SMA.Series(HiLow_Buffer, smaPeriod);
// Finally the Stochastics formula is applied
// %K = (Current Close - Lowest Low)/(Highest High - Lowest Low) * 100
for (int bar = period; bar < ds.Count; bar++)
{
Values[bar] = ema_Buffer1[bar] / (0.1 + (ema_Buffer2[bar])) * 100;
}
}
//===========================================================================================================
// RS Line
// indexUpFactor - typically 1.02 to 1.2
// rsDownFactor - typically 0.60 to 0.85
//-----------------------------------------------------------------------------------------------------------
protected void drawIndexAndRsLines(double indexUpFactor, double rsDownFactor)
{
// Index Line
Bars SPX = GetExternalSymbol(".SPX", true);
double highRefPrice = Highest.Series(High, 200)[Bars.Count - 1];
DataSeries SPXNormalized = highRefPrice * indexUpFactor * SPX.Close / SPX.Close[Bars.Count - 1];
PlotSeries(PricePane, SPXNormalized, Color.Black, LineStyle.Solid, 1);
//DataSeries SPXNormalized2 = highRefPrice/2 + highRefPrice/2 * 1.02 * SPX.Close / SPX.Close[Bars.Count-1];
//PlotSeries (PricePane, SPXNormalized2, Color.Red, LineStyle.Solid, 1 );
// RS Line
DataSeries RS = Bars.Close / SPX.Close;
DataSeries RS2 = Close[Bars.Count - 1] * rsDownFactor * RS / RS[Bars.Count - 1];
//PlotSeries (CreatePane( 30, true, true ), RS, Color.Blue, LineStyle.Solid, 1 );
PlotSeries(PricePane, RS2, Color.Blue, LineStyle.Solid, 1);
}
public DVSuperSmoothedDSO(Bars bars, int period1, int period2, string description)
: base(bars, description)
{
StochK step1 = StochK.Series(bars, period1);
DataSeries step2 = (step1 - Lowest.Series(step1, period1)) / (Highest.Series(step1, period1) - Lowest.Series(step1, period1));
DataSeries step3 = Community.Indicators.FastSMA.Series(step2, period2);
DataSeries DV_SSDSO = 0.85 * step3 + 0.15 * (step3 >> 1);
base.FirstValidValue = Math.Max(period1, period2);
if (FirstValidValue == 1)
{
return;
}
for (int bar = base.FirstValidValue; bar < bars.Count; bar++)
{
base[bar] = DV_SSDSO[bar] * 100;
}
}
public IrwinCycle(Bars bars, DataSeries ds, int period, string description)
: base(ds, description)
{
base.FirstValidValue = period * 3;
Highest H1 = Highest.Series(bars.High, period);
Lowest L1 = Lowest.Series(bars.Low, period);
DataSeries C1 = H1 - L1;
EMA R1 = EMA.Series(((ds - L1) / C1) * 100, 3, EMACalculation.Modern);
Highest H2 = Highest.Series(R1, period);
Lowest L2 = Lowest.Series(R1, period);
DataSeries C2 = H2 - L2;
DataSeries Result = EMA.Series(((R1 - L2) / C2) * 100, 3, EMACalculation.Modern);
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
base[bar] = Result[bar];
}
}
public BressertDSS(Bars bars, int periodStochastic, int periodEMA, string description)
: base(bars, description)
{
var X = EMAModern.Series(StochK.Series(bars, periodEMA), periodStochastic);
var bDSS = EMAModern.Series(((X - Lowest.Series(X, periodEMA)) / (Highest.Series(X, periodEMA) - Lowest.Series(X, periodEMA)) * 100d), periodStochastic);
base.FirstValidValue = Math.Max(periodEMA, periodStochastic);
if (FirstValidValue == 1)
{
return;
}
if (bars.Count < Math.Max(periodStochastic, periodEMA))
{
return;
}
for (int bar = base.FirstValidValue; bar < bars.Count; bar++)
{
base[bar] = bDSS[bar];
}
}
public VK_SH_Band(DataSeries ds, int IntervalSize, int IntervalCount, string description)
: base(ds, description)
{
//base.FirstValidValue = period;
if (ds.Count < Math.Max(IntervalSize, IntervalCount))
{
return;
}
double val = 0;
for (int bar = IntervalSize * IntervalCount; bar < ds.Count; bar++)
{
val = 0;
for (int sequenz = 0; sequenz < IntervalCount; sequenz++)
{
val += Highest.Series(ds, IntervalSize)[bar - sequenz * IntervalSize] / IntervalCount;
}
base[bar] = val;
}
}
public DSR(Bars bars, int period, string description)
: base(bars, description)
{
base.FirstValidValue = 252;
List <double> lst = new List <double>();
DataSeries rawDSR = new DataSeries(bars, "raw dsr(" + period + ")");
for (int bar = period; bar < bars.Count; bar++)
{
lst.Clear();
for (int i = bar; i > bar - period; i--)
{
lst.Add(bars.High[i]); lst.Add(bars.Low[i]); lst.Add(bars.Close[i]);
}
//DSR differential= average( 65th percentile (H,L,C, 20-days), 80th percentile (H,L,C, 20-days)) –
//average( 35th percentile (H,L,C, 20-days), 20th percentile (H,L,C, 20-days))
double dsrDiff = (percentile(lst, 65) + percentile(lst, 80) / 2) - (percentile(lst, 35) + percentile(lst, 20) / 2);
//DSR raw= DSR differential/(max(H,L,C, 20-days)-min(H,L,C, 20-days))
double dsrRaw = dsrDiff / (Highest.Series(bars.High, period)[bar] - Lowest.Series(bars.Low, period)[bar]);
rawDSR[bar] = dsrRaw;
}
//DSR= 252-day percentrank of ( 10-day sma of DSR raw )
var rangePartitioner = Partitioner.Create(FirstValidValue, bars.Count);
Parallel.ForEach(rangePartitioner, (range, loopState) =>
{
for (int bar = range.Item1; bar < range.Item2; bar++)
{
base[bar] = PercentRank.Series(Community.Indicators.FastSMA.Series(rawDSR, 10), 252)[bar];
}
});
}
public NewMax(DataSeries ds, int period, string description)
: base(ds, description)
{
base.FirstValidValue = period;
double h, l, x, Value; l = 0;
for (int bar = FirstValidValue; bar < ds.Count; bar++)
{
h = Highest.Series(ds, period)[bar];
l = Lowest.Series(ds, period)[bar];
x = ds[bar];
if ((h - l) > 0)
{
Value = (x - l) / (h - l) * 200 - 100;
}
else
{
Value = 0;
}
base[bar] = Value;
}
}
/*
* H = CurrentClose – (High MAX + Low MIN) / 2
*
* HS1 =Exponential Moving Average(H,3)
* HS2 = Exponential Moving Average(HS1,3)
*
* DHL1 =Exponential Moving Average (High MAX – Low MIN,3)
* DHL2 = Exponential Moving Average (High MAX – Low MIN, 3) / 2
*
* SMI TODAY = (HS2 / DHL2) * 100
*/
public SMI(Bars bars, int period1, int period2, int period3, string description)
: base(bars, description)
{
base.FirstValidValue = Math.Max(Math.Max(period1, period2), period3);
if (FirstValidValue <= 1)
{
return;
}
DataSeries h = Highest.Series(bars.High, period1);
DataSeries l = Lowest.Series(bars.Low, period1);
DataSeries c = (h + l) / 2;
DataSeries H = bars.Close - c;
DataSeries HS1 = EMA.Series(H, period2, EMACalculation.Modern);
DataSeries HS2 = EMA.Series(HS1, period2, EMACalculation.Modern);
DataSeries DHL1 = EMA.Series(h - l, period3, EMACalculation.Modern);
DataSeries DHL2 = EMA.Series(h - l, period3, EMACalculation.Modern) / 2;
DataSeries smi = (HS2 / DHL2) * 100;
for (int bar = base.FirstValidValue; bar < bars.Count; bar++)
{
base[bar] = smi[bar];
}
}
protected override void Execute()
{
int level;
signleToSell = false;
priceAtCross = 0;
firstUp = false;
firstDown = false;
priceAtCrossDown = 0;
rocAtCrossDown = 0;
topPrice = 0;
lastTop = 0;
breakPrice = 0;
rocPrice = 0;
//Create and plot period RSI
RSI rsi20 = RSI.Series(Close, rsiPeriod.ValueInt);
ChartPane rsiPane = CreatePane(50, true, true);
PlotSeries(rsiPane, rsi20, Color.Navy, LineStyle.Solid, 3);
DrawHorzLine(rsiPane, oversold.Value, Color.Red, LineStyle.Dotted, 2);
DrawHorzLine(rsiPane, overbought.Value, Color.Green, LineStyle.Dotted, 2);
ChartPane paneROC1 = CreatePane(40, true, true);
PlotSeries(paneROC1, ROC.Series(Close, rocPeriod.ValueInt), Color.FromArgb(255, 112, 128, 144), LineStyle.Dotted, 2);
DrawHorzLine(paneROC1, 0, Color.Red, LineStyle.Solid, 2);
int period = Math.Max(rsiPeriod.ValueInt, rocPeriod.ValueInt);
if (initPosition)
{
// init starting state to force buy into the market
priceAtCrossDown = Close[period + 1];
rocAtCrossDown = ROC.Value(period + 1, Close, rocPeriod.ValueInt);
firstDown = true;
}
double High60 = 0;
double Low60 = 0;
int n = Bars.BarInterval;
int num = (60 / n) - 1; // the first hour bar
int firstIntradayBar = -1;
//Trading system main loop
for (int bar = period + 1; bar < Bars.Count; bar++)
{
if (Bars.IntradayBarNumber(bar) == 0)
{
firstIntradayBar = bar;
}
if (Bars.IntradayBarNumber(bar) <= num) // highlight the first hour
{
SetBarColor(bar, Color.Silver);
}
if (Bars.IntradayBarNumber(bar) == num) // get the highest high and the lowest low after first hour
{
High60 = Highest.Series(Bars.High, num + 1)[bar];
Low60 = Lowest.Series(Bars.Low, num + 1)[bar];
if (firstIntradayBar > -1)
{
DrawLine(PricePane, bar, High60, firstIntradayBar, High60, Color.Blue, LineStyle.Dashed, 1);
DrawLine(PricePane, bar, Low60, firstIntradayBar, Low60, Color.Red, LineStyle.Dashed, 1);
}
}
if (Close[bar] > topPrice)
{
topPrice = Close[bar];
}
level = oversold.ValueInt;
if (CrossUnder(bar, rsi20, level))
{
if (!firstDown)
{
// first time to go below
// set cross happen and record the targit price
firstDown = true;
priceAtCrossDown = Close[bar];
rocAtCrossDown = ROC.Value(bar, Close, rocPeriod.ValueInt);
}
}
// play trayling
int addToPosition = 0;
bool rsiOk = false;
bool priceOK = false;
if (firstDown)
{
// ROC must improve by delta
double delta = Math.Abs(rocAtCrossDown * 0.2);
double newrocSMA = ROC.Value(bar, Close, rocPeriod.ValueInt);
if (bar == Bars.Count - 1)
{
rocPrice = rocAtCrossDown + delta;
}
if (newrocSMA <= (rocAtCrossDown + delta))
{
if (newrocSMA < rocAtCrossDown)
{
rocAtCrossDown = newrocSMA;
}
}
else
{
rsiOk = true;
}
double riseV = priceRise.ValueInt;
delta = priceAtCrossDown * (riseV / 1000.0 + 0.00017);
if (bar == Bars.Count - 1)
{
breakPrice = priceAtCrossDown + delta;
}
if (Close[bar] < (priceAtCrossDown + delta))
{
// DrawLabel(PricePane, "ready to buy, price is not rising: " + Close[bar].ToString() + " less than " + (priceAtCrossDown + delta).ToString());
if (Close[bar] < priceAtCrossDown)
{
priceAtCrossDown = Close[bar];
}
}
else
{
priceOK = true;
}
if (priceOK && rsiOk)
{
addToPosition++;
firstDown = false;
}
}
// you can have only one active position
foreach (Position pos in Positions)
{
if (pos.Active && pos.PositionType == PositionType.Long)
{
addToPosition = 0;
break;
}
}
if (addToPosition > 0)
{
// OverSold
// Close all shorts
foreach (Position pos in Positions)
{
if (pos.Active && pos.PositionType == PositionType.Short)
{
CoverAtMarket(bar + 1, pos);
}
}
// DrawLabel(PricePane, "buy at bar = " + bar.ToString());
Position p = BuyAtMarket(bar + 1);
firstUp = false;
}
level = overbought.ValueInt;
int ClosedTrades = 0;
signleToSell = false;
if (CrossOver(bar, rsi20, overbought.ValueInt))
{
if (!firstUp)
{
// first time to go above
// set cross happen and record the targit price
firstUp = true;
priceAtCross = Close[bar];
}
}
if (firstUp)
{
double riseV = priceRise.ValueInt;
double delta = priceAtCross * (riseV / 1000 + 0.00017);
priceOK = true;
if (Close[bar] >= (priceAtCross - delta))
{
if (Close[bar] > priceAtCross)
{
priceAtCross = Close[bar];
}
}
else
{
priceOK = false;
}
// keep as long ROC over zero
if (ROC.Value(bar, Close, rocPeriod.ValueInt) <= 0 && !priceOK)
{
signleToSell = true;
firstUp = false;
}
}
// sync real account with strategy
// if (Bars.Date[bar] == syncDate)
// {
// signleToSell = true; // close postions
// }
// Over Bought
// wait until price either move up or stopped out
if (signleToSell)
{
firstUp = false;
//DrawLabel(PricePane, ActivePositions.Count.ToString());
foreach (Position pos in Positions)
{
if (pos.Active && pos.PositionType == PositionType.Long)
{
SellAtMarket(bar + 1, pos);
ClosedTrades++;
}
}
signleToSell = false;
if (ClosedTrades > 0)
{
// Short only after sell long position
if (!trend)
{
ShortAtMarket(bar + 1);
}
}
}
// sell on % lose
foreach (Position pos in Positions)
{
if (pos.Active &&
pos.PositionType == PositionType.Long &&
pos.EntryPrice > (Close[bar] + pos.EntryPrice * (0.01 + stopLose.ValueInt * 0.001)) &&
bar >= pos.EntryBar
)
{
SellAtMarket(bar + 1, pos, "stop lose");
signleToSell = false;
firstUp = false;
firstDown = false;
continue;
}
if (pos.Active &&
pos.PositionType == PositionType.Short &&
Close[bar] > (pos.EntryPrice + pos.EntryPrice * (0.01 + stopLose.ValueInt * 0.001)) &&
bar >= pos.EntryBar
)
{
CoverAtMarket(bar + 1, pos, "stop lose Short");
}
}
}
double currentPrice = Close[Bars.Count - 1];
DrawLabel(paneROC1, "Top: " + topPrice.ToString(), Color.Red);
DrawLabel(paneROC1, "Current Price: " + currentPrice.ToString());
DrawLabel(paneROC1, "Goal : " + " At +5% " + (currentPrice * 1.05).ToString(), Color.BlueViolet);
DrawLabel(paneROC1, "Goal : " + " At +8% " + (currentPrice * 1.08).ToString(), Color.MediumSpringGreen);
DrawLabel(paneROC1, "Goal : " + " At +10% " + (currentPrice * 1.10).ToString(), Color.DarkOliveGreen);
DrawLabel(PricePane, "Drop : " + " At -5% " + (topPrice * 0.95).ToString(), Color.DarkGreen);
DrawLabel(PricePane, "Correction : " + " At -8% " + (topPrice * 0.92).ToString(), Color.DarkBlue);
DrawLabel(PricePane, "Correction : " + " At -10% " + (topPrice * 0.90).ToString(), Color.Red);
DrawLabel(PricePane, "Bear market: " + " At -20% " + (topPrice * 0.80).ToString(), Color.DarkRed);
if (breakPrice > 0)
{
DrawLabel(PricePane, "Break above Price: " + breakPrice.ToString(), Color.DarkGoldenrod);
}
if (rocPrice > 0)
{
DrawLabel(PricePane, "Break above Momuntem: " + rocPrice.ToString(), Color.DarkGoldenrod);
}
DrawHorzLine(PricePane, currentPrice * 1.05, Color.BlueViolet, LineStyle.Solid, 6);
DrawHorzLine(PricePane, currentPrice * 1.08, Color.MediumSpringGreen, LineStyle.Solid, 3);
DrawHorzLine(PricePane, currentPrice * 1.10, Color.DarkOliveGreen, LineStyle.Solid, 3);
DrawHorzLine(PricePane, topPrice * 0.95, Color.DarkGreen, LineStyle.Solid, 3);
DrawHorzLine(PricePane, topPrice * 0.92, Color.DarkBlue, LineStyle.Solid, 3);
DrawHorzLine(PricePane, topPrice * 0.90, Color.Red, LineStyle.Solid, 3);
DrawHorzLine(PricePane, topPrice * 0.80, Color.DarkRed, LineStyle.Solid, 3);
if (breakPrice > 0)
{
DrawHorzLine(PricePane, breakPrice, Color.DarkGoldenrod, LineStyle.Solid, 4);
}
}
