protected override void StrategyExecute()
{
Indicators.ADX adx = new Indicators.ADX(data.Bars, parameters[0], "");
int Bar = adx.Count - 1;
if (Bar < adx.FirstValidValue) return;
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Unspecified,
AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Weight = adx[Bar];
SelectStock(Bar, info);
}
override protected void StrategyExecute()
{
BasicSARRule sarRule = new BasicSARRule(data.Bars, parameters[0], parameters[1]);
TwoSMARule smarule = new TwoSMARule(data.Close, parameters[2], parameters[3]);
//BasicDMIRule dmiRule = new BasicDMIRule(data.Bars, 14, 14);
Indicators.ADX adx = new Indicators.ADX(data.Bars, 14, "");
int cutlosslevel = (int)parameters[4];
int takeprofitlevel = (int)parameters[5];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[3], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[3], "max");
for (int idx = 0; idx < data.Close.Count - 1; idx++)
{
if (adx[idx] > 25)
{
if ((!is_bought) && ((sarRule.isValid_forBuy(idx) && smarule.UpTrend(idx))))
//if (dmiRule.isValid_forBuy(idx)&&sarRule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = max[idx];
info.Stop_Loss = min[idx];
BuyAtClose(idx, info);
}
}
if (is_bought && (sarRule.isValid_forSell(idx) || smarule.isValid_forSell(idx)))
//if (dmiRule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = min[idx];
info.Stop_Loss = max[idx];
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
{
SellCutLoss(idx);
}
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
{
SellTakeProfit(idx);
}
}
}
override protected void StrategyExecute()
{
BasicSARRule sarRule = new BasicSARRule(data.Bars, parameters[0], parameters[1]);
TwoSMARule smarule = new TwoSMARule(data.Close, parameters[2], parameters[3]);
//BasicDMIRule dmiRule = new BasicDMIRule(data.Bars, 14, 14);
Indicators.ADX adx = new Indicators.ADX(data.Bars, 14, "");
int cutlosslevel = (int)parameters[4];
int takeprofitlevel = (int)parameters[5];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[3], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[3], "max");
for (int idx = 0; idx < data.Close.Count - 1; idx++)
{
if (adx[idx] > 25)
{
if ((!is_bought) && ((sarRule.isValid_forBuy(idx) && smarule.UpTrend(idx))))
//if (dmiRule.isValid_forBuy(idx)&&sarRule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = max[idx];
info.Stop_Loss = min[idx];
BuyAtClose(idx, info);
}
}
if (is_bought && (sarRule.isValid_forSell(idx) || smarule.isValid_forSell(idx)))
//if (dmiRule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = min[idx];
info.Stop_Loss = max[idx];
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
SellCutLoss(idx);
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
SellTakeProfit(idx);
}
}
public ADXMarketTrend(DataBars db, double period)
{
adx = new Indicators.ADX(db, period, "adx");
}
public ADXMarketTrend(DataBars db,double period)
{
adx=new Indicators.ADX(db,period,"adx");
}
