public static SignalStrength BearishSenkouCross(
IchimokuKinkoHyo previousIndicator,
IchimokuKinkoHyo indicator,
decimal price)
{
var signalStrength = SignalStrength.None;
var cross = previousIndicator.SenkouA > previousIndicator.SenkouB && indicator.SenkouA < indicator.SenkouB;
if (!cross)
{
return(signalStrength);
}
var senkouHigh = Math.Max(indicator.SenkouA, indicator.SenkouB);
var senkouLow = Math.Min(indicator.SenkouA, indicator.SenkouB);
if (price > senkouHigh)
{
signalStrength = SignalStrength.Weak;
}
else if (price <= senkouHigh && price >= senkouLow)
{
signalStrength = SignalStrength.Neutral;
}
else if (price < senkouLow)
{
signalStrength = SignalStrength.Strong;
}
return(signalStrength);
}
// Signals as defined in http://www.ichimokutrader.com/signals.html
public static SignalStrength BullishTenkanKijunCross(
IchimokuKinkoHyo previousIndicator,
IchimokuKinkoHyo indicator)
{
var signalStrength = SignalStrength.None;
// Tenkan Sen has not crossed Kijun Sen, no signal
var cross = previousIndicator.Tenkan <previousIndicator.Kijun && indicator.Tenkan> indicator.Kijun;
if (!cross)
{
return(signalStrength);
}
var senkouHigh = Math.Max(indicator.SenkouA, indicator.SenkouB);
var senkouLow = Math.Min(indicator.SenkouA, indicator.SenkouB);
// Cross occured below the Kumo (cloud)
if (indicator.Kijun < senkouLow)
{
signalStrength = SignalStrength.Weak;
}
// Cross occured inside the Kumo (cloud)
else if (indicator.Kijun < senkouHigh && indicator.Kijun > senkouLow)
{
signalStrength = SignalStrength.Neutral;
}
// Cross occured above the Kumo (cloud)
else if (indicator.Kijun > senkouHigh)
{
signalStrength = SignalStrength.Strong;
}
return(signalStrength);
}
public static SignalStrength BearishTenkanKijunCross(
IchimokuKinkoHyo previousIndicator,
IchimokuKinkoHyo indicator)
{
var signalStrength = SignalStrength.None;
var cross = previousIndicator.Tenkan > previousIndicator.Kijun && indicator.Tenkan < indicator.Kijun;
if (!cross)
{
return(signalStrength);
}
var senkouHigh = Math.Max(indicator.SenkouA, indicator.SenkouB);
var senkouLow = Math.Min(indicator.SenkouA, indicator.SenkouB);
if (indicator.Kijun > senkouHigh)
{
signalStrength = SignalStrength.Weak;
}
else if (indicator.Kijun <= senkouHigh && indicator.Kijun >= senkouLow)
{
signalStrength = SignalStrength.Neutral;
}
else if (indicator.Kijun < senkouLow)
{
signalStrength = SignalStrength.Strong;
}
return(signalStrength);
}
public static SignalStrength BullishKijunCross(
IchimokuKinkoHyo previousIndicator,
IchimokuKinkoHyo indicator,
decimal previousPrice,
decimal price)
{
var signalStrength = SignalStrength.None;
var cross = previousPrice <previousIndicator.Kijun && price> indicator.Kijun;
if (!cross)
{
return(signalStrength);
}
var senkouHigh = Math.Max(indicator.SenkouA, indicator.SenkouB);
var senkouLow = Math.Min(indicator.SenkouA, indicator.SenkouB);
if (indicator.Kijun < senkouLow)
{
signalStrength = SignalStrength.Weak;
}
else if (indicator.Kijun <= senkouHigh && indicator.Kijun >= senkouLow)
{
signalStrength = SignalStrength.Neutral;
}
else if (indicator.Kijun > senkouHigh)
{
signalStrength = SignalStrength.Strong;
}
return(signalStrength);
}
protected override void OnStart()
{
Ichimoku = Indicators.IchimokuKinkoHyo(Tenkan, Kijun, Senkou);
cBotLabel = "Ichi Multi " + Symbol.Code + " " + TimeFrame.ToString();
Positions.Opened += PositionsOnOpened;
Positions.Closed += PositionsOnClosed;
}
/// <summary>
/// CALLED WHEN THE ROBOT FIRST STARTS, IT IS ONLY CALLED ONCE.
/// </summary>
protected override void OnStart()
{
// TRADE MANAGER DECLERATION
//tm = new TradeManager(this);
// CONSTRUCT THE INDICATORS
VindIchi = Indicators.IchimokuKinkoHyo(TenkanSen, KijunSen, SenkouSpanB);
}
/// <summary>
/// Creates a new IchimokuKinkoHyo indicator for the symbol. The indicator will be automatically
/// updated on the given resolution.
/// </summary>
/// <param name="symbol">The symbol whose ATR we want</param>
/// <param name="tenkanPeriod">The period to calculate the Tenkan-sen period</param>
/// <param name="kijunPeriod">The period to calculate the Kijun-sen period</param>
/// <param name="senkouAPeriod">The period to calculate the Tenkan-sen period</param>
/// <param name="senkouBPeriod">The period to calculate the Tenkan-sen period</param>
/// <param name="senkouADelayPeriod">The period to calculate the Tenkan-sen period</param>
/// <param name="senkouBDelayPeriod">The period to calculate the Tenkan-sen period</param>
/// <param name="resolution">The resolution</param>
/// <returns>A new IchimokuKinkoHyo indicator with the specified periods and delays</returns>
public IchimokuKinkoHyo ICHIMOKU(string symbol, int tenkanPeriod, int kijunPeriod, int senkouAPeriod, int senkouBPeriod, int senkouADelayPeriod, int senkouBDelayPeriod, Resolution?resolution = null)
{
var name = CreateIndicatorName(symbol, string.Format("ICHIMOKU({0},{1})", tenkanPeriod, kijunPeriod), resolution);
var ichimoku = new IchimokuKinkoHyo(name, tenkanPeriod, kijunPeriod, senkouAPeriod, senkouBPeriod, senkouADelayPeriod, senkouBDelayPeriod);
RegisterIndicator(symbol, ichimoku, resolution);
return(ichimoku);
}
public void ComparesWithExternalDataDelayedMaximumSenkouB()
{
var ichimoku = new IchimokuKinkoHyo("Ichimoku", 9, 26, 26, 52, 26, 26);
TestHelper.TestIndicator(
ichimoku,
"spy_with_ichimoku.csv",
"DelayedMaximumSenkouB",
(ind, expected) => Assert.AreEqual(expected, (double)((IchimokuKinkoHyo)ind).DelayedMaximumSenkouB.Current.Value)
);
}
public void ComparesWithExternalDataKijunMinimum()
{
var ichimoku = new IchimokuKinkoHyo("Ichimoku", 9, 26, 26, 52, 26, 26);
TestHelper.TestIndicator(
ichimoku,
"spy_with_ichimoku.csv",
"KijunMinimum",
(ind, expected) => Assert.AreEqual(expected, (double)((IchimokuKinkoHyo)ind).KijunMinimum.Current.Value)
);
}
public void ComparesWithExternalDataDelayedTenkanSenkouA()
{
var ichimoku = new IchimokuKinkoHyo("Ichimoku", 9, 26, 26, 52, 26, 26);
TestHelper.TestIndicator(
ichimoku,
"spy_with_ichimoku.csv",
"DelayedTenkanSenkouA",
(ind, expected) => Assert.Equal(expected, (double)((IchimokuKinkoHyo)ind).DelayedTenkanSenkouA.Current.Price)
);
}
public TrendSelectionData(Symbol symbol)
{
_symbol = symbol;
_ich = new IchimokuKinkoHyo(symbol, 7, 22, 22, 44, 22, 22);
_adx = new AverageDirectionalIndex(symbol, 22);
_vwap = new VolumeWeightedAveragePriceIndicator(symbol, 22);
_consolidation = new IchimokuKinkoHyoConsolidated(null, null);
}
public void ComparesWithExternalDataKijun()
{
var ichimoku = new IchimokuKinkoHyo("Ichimoku", 9, 26, 26, 52, 26, 26);
ichimoku.Current.Occured.ToString();
TestHelper.TestIndicator(
ichimoku,
"spy_with_ichimoku.csv",
"Kijun",
(ind, expected) => Assert.Equal(expected, (double)((IchimokuKinkoHyo)ind).Kijun.Current.Price)
);
}
public static SignalStrength BearishKumoBreakout(
IchimokuKinkoHyo previousIndicator,
IchimokuKinkoHyo indicator,
decimal previousPrice,
decimal price)
{
var previousSenkouLow = Math.Min(previousIndicator.SenkouA, previousIndicator.SenkouB);
var senkouLow = Math.Min(indicator.SenkouA, indicator.SenkouB);
var cross = previousPrice > previousSenkouLow && price < senkouLow;
return(cross ? SignalStrength.Neutral : SignalStrength.None);
}
public static SignalStrength BullishKumoBreakout(
IchimokuKinkoHyo previousIndicator,
IchimokuKinkoHyo indicator,
decimal previousPrice,
decimal price)
{
var previousSenkouHigh = Math.Max(previousIndicator.SenkouA, previousIndicator.SenkouB);
var senkouHigh = Math.Max(indicator.SenkouA, indicator.SenkouB);
var cross = previousPrice <previousSenkouHigh && price> senkouHigh;
return(cross ? SignalStrength.Neutral : SignalStrength.None);
}
protected override void OnStart()
{
Ichimoku = Indicators.IchimokuKinkoHyo(Tenkan, Kijun, Senkou);
cBotLabel = "Ichi Multi " + Symbol.Code + " " + TimeFrame.ToString();
Positions.Opened += PositionsOnOpened;
Positions.Closed += PositionsOnClosed;
// Start Time is the same day at 07:00:00 Server Time
_startTime = Server.Time.Date.AddHours(StartTime);
// Stop Time is the next day at 20:00:00
_stopTime = Server.Time.Date.AddHours(StopTime);
Print("Start Time {0},", _startTime);
Print("Stop Time {0},", _stopTime);
}
public void ResetsProperly()
{
var ichimoku = new IchimokuKinkoHyo("Ichimoku", 9, 26, 26, 52, 26, 26);
TestHelper.TestIndicatorReset(ichimoku, "spy_with_ichimoku.csv");
}
public IchimokuKinkoHyoConsolidated(TradeBar data, IchimokuKinkoHyo indicator)
{
_previousData = data;
_previousIndicator = indicator;
}
public void Consolidate(TradeBar data, IchimokuKinkoHyo indicator)
{
_data = data;
_indicator = indicator;
}
public void RollConsolidationWindow()
{
_previousData = _data;
_previousIndicator = _indicator;
}
protected override void OnStart()
{
Ichimoku = Indicators.IchimokuKinkoHyo(Tenkan, Kijun, Senkou);
}
protected override void OnStart()
{
IKHIndicator = Indicators.IchimokuKinkoHyo(Tenkan, Kijun, Senkou);
TradeList = new List <Trade>();
}
