protected override void CalcBar()
{
m_pctchg.Value = 100 * Bars.Close.PercentChange(length, 0);
Plot1.Set(0, m_pctchg.Value);
Plot2.Set(0, hialert);
Plot3.Set(0, loalert);
if (PublicFunctions.DoubleGreater(m_pctchg.Value, hialert))
{
Plot1.Colors[0] = upcolor;
}
else
{
if (PublicFunctions.DoubleLess(m_pctchg.Value, loalert))
{
Plot1.Colors[0] = dncolor;
}
}
if (this.CrossesOver(m_pctchg, hialert))
{
Alerts.Alert("Bullish alert");
}
else
{
if (this.CrossesUnder(m_pctchg, loalert))
{
Alerts.Alert("Bearish alert");
}
}
}
protected override void CalcBar()
{
int current_position = Math.Sign(StrategyInfo.MarketPosition);
// we arn't flat
if (current_position != 0)
{
// we changed between long/short, reset count
if (current_position != previous_position)
{
count = 0;
entry_price = this.EntryPrice();
}
if (PublicFunctions.DoubleLess(Bars.Close[0], entry_price) && current_position == 1)
{
count += 1;
}
if (count == NumProfitCloses)
{
m_LossClsLX.Send();
}
}
previous_position = current_position;
}
protected override void CalcBar()
{
m_MP.Value = 0;
if (StrategyInfo.MarketPosition > 0)
{
m_MP.Value = 1;
}
if (StrategyInfo.MarketPosition < 0)
{
m_MP.Value = -1;
}
if (m_MP.Value != 0)
{
if (m_MP[1] != m_MP.Value)
{
m_cnt.Value = 0;
m_EntryPrice.Value = this.EntryPrice();
}
if (PublicFunctions.DoubleLess(Bars.Close[0], m_EntryPrice.Value) &&
PublicFunctions.DoubleLess(m_MP.Value, 0))
{
++m_cnt.Value;
}
if (m_cnt.Value == NumProfitCloses)
{
m_PftClsSX.Send();
}
}
}
protected override void CalcBar()
{
m_MP.Value = StrategyInfo.MarketPosition;
if (m_MP.Value > 0)
{
if (m_MP[1] <= 0)
{
m_StopPrice.Value = Bars.Low[0] - this.AverageTrueRange(AtrLength) * NumAtrs;
m_AF.Value = AccfactorStep;
m_TradeHH.Value = Bars.High[0];
}
else
{
if (PublicFunctions.DoubleGreater(Bars.High[0], m_TradeHH.Value))
{
m_TradeHH.Value = Bars.High[0];
}
m_StopPrice.Value += m_AF.Value * (m_TradeHH.Value - m_StopPrice.Value);
if (PublicFunctions.DoubleGreater(m_TradeHH.Value, m_TradeHH[1]) &&
PublicFunctions.DoubleLess(m_AF.Value, AccFactorLimit))
{
m_AF.Value += PublicFunctions.Min(AccfactorStep, AccFactorLimit - m_AF.Value);
}
}
if (PublicFunctions.DoubleGreater(m_StopPrice.Value, Bars.Low[0]))
{
m_StopPrice.Value = Bars.Low[0];
}
m_ParTrLX.Send(m_StopPrice.Value);
}
}
protected override void CalcBar()
{
if (PublicFunctions.DoubleGreater(price[0], price[1]))
{
++m_ups_cnt.Value;
}
else
{
m_ups_cnt.Value = 0;
}
if (PublicFunctions.DoubleLess(price[0], price[1]))
{
++m_downs_cnt.Value;
}
else
{
m_downs_cnt.Value = 0;
}
if (m_ups_cnt.Value >= ConsecutiveBarsUp)
{
m_ConsUpLE.Send();
}
if (m_downs_cnt.Value >= ConsecutiveBarsDown)
{
m_ConsDnSE.Send();
}
}
protected override void CalcBar()
{
m_ccivalue.Value = Bars.CCI(length);
Plot1.Set(0, m_ccivalue.Value);
Plot2.Set(0, overbought);
Plot3.Set(0, oversold);
if (PublicFunctions.DoubleGreater(m_ccivalue.Value, overbought))
{
Plot1.Colors[0] = overbcolor;
}
else
{
if (PublicFunctions.DoubleLess(m_ccivalue.Value, oversold))
{
Plot1.Colors[0] = overscolor;
}
}
if (this.CrossesOver(m_ccivalue, oversold))
{
Alerts.Alert("Indicator exiting oversold zone");
}
else
{
if (this.CrossesUnder(m_ccivalue, overbought))
{
Alerts.Alert("Indicator exiting overbought zone");
}
}
}
protected override void CalcBar()
{
var m_fastavg = m_averagefc1[0];
var m_medavg = m_averagefc2[0];
var m_slowavg = m_averagefc3[0];
if (displace >= 0 || Bars.CurrentBar > Math.Abs(displace))
{
Plot1.Set(displace, m_fastavg);
Plot2.Set(displace, m_medavg);
Plot3.Set(displace, m_slowavg);
if ((displace <= 0))
{
m_condition1.Value = ((PublicFunctions.DoubleGreater(price[0], m_fastavg) &&
PublicFunctions.DoubleGreater(m_fastavg, m_medavg)) &&
PublicFunctions.DoubleGreater(m_medavg, m_slowavg));
if ((m_condition1.Value &&
(m_condition1[1] == false)))
{
Alerts.Alert("Bullish alert");
}
else
{
m_condition2.Value = ((PublicFunctions.DoubleLess(price[0], m_fastavg) &&
PublicFunctions.DoubleLess(m_fastavg, m_medavg)) &&
PublicFunctions.DoubleLess(m_medavg, m_slowavg));
if ((m_condition2.Value &&
(m_condition2[1] == false)))
{
Alerts.Alert("Bearish alert");
}
}
}
}
}
protected override void CalcBar()
{
var m_formula2 = Bars.Close.Average(9);
if ((Bars.LastBarOnChart && (Bars.Status != EBarState.Close)))
{
if (Bars.CurrentBar > m_mycurrentbar.Value)
{
m_crossovers.Value = 0;
m_mycurrentbar.Value = Bars.CurrentBar;
}
if ((PublicFunctions.DoubleGreater(formula1[0], m_formula2) && m_lastbelow.Value))
{
m_crossovers.Value = (m_crossovers.Value + 1);
m_lastbelow.Value = false;
}
else
{
if (PublicFunctions.DoubleLess(formula1[0], m_formula2))
{
m_lastbelow.Value = true;
}
}
Plot1.Set(0, m_crossovers.Value);
}
}
protected override void CalcBar()
{
if (m_InitialPass &&
((Bars.Info.Resolution.Type.IsDayBased() &&
Bars.Time[0].Date == PrevBarTime.Date) ||
Bars.Time[0] == PrevBarTime))
{
if (IsLongOrder)
{
if (PublicFunctions.DoubleGreater(MyEntryPrice, OpenPriceEntryBar))
{
m_StopBuy.Send(MyEntryPrice, Quantity);
}
else
{
m_LimitBuy.Send(MyEntryPrice, Quantity);
}
}
else
{
if (PublicFunctions.DoubleLess(MyEntryPrice, OpenPriceEntryBar))
{
m_StopShort.Send(MyEntryPrice, Quantity);
}
else
{
m_LimitShort.Send(MyEntryPrice, Quantity);
}
}
}
if (m_InitialPass && Bars.LastBarOnChart)
{
m_InitialPass = false;
}
}
protected override void CalcBar()
{
var m_formula = m_rsi1[0];
if (Environment.IsRealTimeCalc)
{
if ((m_barnum.Value != Bars.CurrentBar))
{
m_formulaopen.Value = m_formula;
m_formulahigh.Value = m_formula;
m_formulalow.Value = m_formula;
m_barnum.Value = Bars.CurrentBar;
}
if (PublicFunctions.DoubleGreater(m_formula, m_formulahigh.Value))
{
m_formulahigh.Value = m_formula;
}
if (PublicFunctions.DoubleLess(m_formula, m_formulalow.Value))
{
m_formulalow.Value = m_formula;
}
Plot1.Set(0, m_formulaopen.Value);
Plot2.Set(0, m_formulahigh.Value);
Plot3.Set(0, m_formulalow.Value);
Plot4.Set(0, m_formula);
}
if (plotbaseline1)
{
Plot5.Set(0, baseline1);
}
if (plotbaseline2)
{
Plot6.Set(0, baseline2);
}
}
protected override void CalcBar()
{
var m_fastavg = price.Average(fastlength);
var m_slowavg = price.Average(slowlength);
if (PublicFunctions.DoubleGreater(m_fastavg, m_slowavg))
{
Plot1.Set(0, Bars.High[0], upcolor);
Plot2.Set(0, Bars.Low[0], upcolor);
Alerts.Alert("FastAvg above SlowAvg");
}
else
{
if (PublicFunctions.DoubleLess(m_fastavg, m_slowavg))
{
Plot1.Set(0, Bars.High[0], dncolor);
Plot2.Set(0, Bars.Low[0], dncolor);
Alerts.Alert("FastAvg below SlowAvg");
}
else
{
Plot1.Reset();
}
}
}
protected override void CalcBar()
{
m_moneyflowval.Value = Bars.MoneyFlow(length);
Plot1.Set(0, m_moneyflowval.Value);
Plot2.Set(0, overbought);
Plot3.Set(0, oversold);
if (PublicFunctions.DoubleGreater(m_moneyflowval.Value, overbought))
{
Plot1.Colors[0] = overbcolor;
}
else
{
if (PublicFunctions.DoubleLess(m_moneyflowval.Value, oversold))
{
Plot1.Colors[0] = overscolor;
}
}
if (((Bars.Close.LowestBar(alertlength) == 0) &&
PublicFunctions.DoubleGreater(m_moneyflowval.LowestBar(alertlength), 0)))
{
Alerts.Alert("Bullish divergence - new low not confirmed");
}
else
{
if (((Bars.Close.HighestBar(alertlength) == 0) &&
PublicFunctions.DoubleGreater(m_moneyflowval.HighestBar(alertlength), 0)))
{
Alerts.Alert("Bearish divergence - new high not confirmed");
}
}
}
protected override void StartCalc()
{
criteria =
new Lambda <Boolean>(
_bb => (PublicFunctions.DoubleLess(Bars.High[_bb], Bars.High[(1 + _bb)]) &&
PublicFunctions.DoubleGreater(Bars.Low[_bb], Bars.Low[(1 + _bb)])));
}
protected override void CalcBar()
{
m_avgexp.Value = m_xaverage1[0];
if (((displace >= 0) ||
Bars.CurrentBar > Math.Abs(displace)))
{
Plot1.Set(displace, m_avgexp.Value);
if ((displace <= 0))
{
if (((PublicFunctions.DoubleGreater(price[0], m_avgexp.Value) &&
PublicFunctions.DoubleGreater(m_avgexp.Value, m_avgexp[1])) &&
PublicFunctions.DoubleLessEquals(m_avgexp[1], m_avgexp[2])))
{
Alerts.Alert("Indicator turning up");
}
else
{
if (((PublicFunctions.DoubleLess(price[0], m_avgexp.Value) &&
PublicFunctions.DoubleLess(m_avgexp.Value, m_avgexp[1])) &&
PublicFunctions.DoubleGreaterEquals(m_avgexp[1], m_avgexp[2])))
{
Alerts.Alert("Indicator turning down");
}
}
}
}
}
protected override void CalcBar()
{
if (PublicFunctions.DoubleLess(Bars.High[0], Bars.Low[1])) //H <L-1
{
m_GapDn.Send();
}
}
protected override void CalcBar()
{
double m_avg = m_AverageFC[0];
double m_shift = NumAtrs * this.AverageTrueRange(Length);
m_UpperBand.Value = m_avg + m_shift; //UB
if (Bars.CurrentBar > 1 && Price.CrossesOver(m_UpperBand, ExecInfo.MaxBarsBack)) //CROSS(C,HB);
{
m_bSetupLE.Value = true;
m_CrossingHigh.Value = Bars.High[0]; //HH
}
else
{
if (m_bSetupLE.Value &&
(PublicFunctions.DoubleLess(Price[0], m_avg) || //C<MA
PublicFunctions.DoubleGreaterEquals(Bars.High[0], m_CrossingHigh.Value + Bars.Point)))
{
m_bSetupLE.Value = false;
}
}
if (m_bSetupLE.Value)
{
m_KltChLE.Send(m_CrossingHigh.Value + Bars.Point);
}
}
protected override void CalcBar()
{
if (PublicFunctions.DoubleLess(Bars.Low[0], Bars.Low.Lowest(Length, 1)) && //C<LL, buy low
PublicFunctions.DoubleGreater(Bars.Close[0], Bars.Close[1])) //C>C-1
{
m_KeyRevLE.Send();
}
}
protected override void CalcBar()
{
if (PublicFunctions.DoubleLess(Bars.Low[0], Bars.Low.Lowest(length, 1)))
{
Plot1.Set(0, Bars.Low[0]);
Alerts.Alert();
}
}
protected override void CalcBar()
{
if (PublicFunctions.DoubleGreater(Bars.High[0], Bars.High.Highest(Length, 1)) &&
PublicFunctions.DoubleLess(Bars.Close[0], Bars.Close[1]))
{
m_KeyRevSE.Send();
}
}
protected override void CalcBar()
{
if (PublicFunctions.DoubleLess(Bars.Low[0], m_lowestlo))
{
Plot1.Set(0, Bars.Low[0]);
Alerts.Alert();
m_lowestlo = Bars.Low[0];
}
}
protected override void CalcBar()
{
if ((PublicFunctions.DoubleGreater(Bars.High[0], Bars.High[1]) &&
PublicFunctions.DoubleLess(Bars.Low[0], Bars.Low[1])))
{
Plot1.Set(0, Bars.Close[0]);
Alerts.Alert();
}
}
protected override void CalcBar()
{
Ratio.Value = Bars.CloseValue / BarsOfData(2).CloseValue;
if (Bars.CurrentBar < Length)
{
return;
}
double contracts = this.PortfolioEquity() * PercentEquity / 100;
if (Bars.CurrentBar > 1)
{
if (PublicFunctions.DoubleLess(m_expAvgRatioVal + m_stdDevRatioVal, Ratio.Value))
{
if (!PublicFunctions.DoubleEquals(m_cur_pos, -1))
{
m_cur_pos = -1;
m_short.Send((int)contracts);
}
}
else
if (PublicFunctions.DoubleGreater(m_expAvgRatioVal - m_stdDevRatioVal, Ratio.Value))
{
if (!PublicFunctions.DoubleEquals(m_cur_pos, 1))
{
m_cur_pos = 1;
m_long.Send((int)contracts);
}
}
else
{
m_cur_pos = 0;
m_lx.Send();
m_sx.Send();
}
}
m_expAvgRatioVal = m_expAvgRatio.Value;
m_stdDevRatioVal = Ratio.StandardDeviationCustom(Length, 1);
if (Environment.ApplicationCode == EApplicationCode.Portfolio)
{
int slaveIdx = this.GetFirstStrategyIndexBySymbolName(BarsOfData(2).Info.Name);
if (slaveIdx < 0)
{
ExecControl.Abort(@"specified slave trader on instrument ""{0}"" not found", BarsOfData(2).Info.Name);
}
double money = Math.Abs(m_cur_pos * contracts) * Bars.CloseValue * Bars.Info.BigPointValue;
if (PublicFunctions.DoubleGreater(money, 0))
{
money = this.FromSymbolToPortfolioCurrency(money);
}
PortfolioStrategies[slaveIdx].PortfolioData[MasterMoney] = -m_cur_pos * money;
}
}
protected override void CalcBar()
{
if (tlRef != null && tlRef.Exist)
{
if (Bars.Time[0] >= m_BeginTime && PublicFunctions.DoubleLess(Bars.High[0], tlRef.PriceValue(Bars.Time[0])))
{
m_BuyOrder.Send(tlRef.PriceValue(Bars.TimeNextBar()));
}
}
}
protected override void CalcBar()
{
m_Stochastic.Call();
if (Bars.CurrentBar > 2 &&
m_oSlowK.CrossesOver(m_oSlowD, ExecInfo.MaxBarsBack) &&
PublicFunctions.DoubleLess(m_oSlowK.Value, OverSold))
{
m_StochLE.Send();
}
}
protected override void CalcBar()
{
if (PublicFunctions.DoubleLess(Bars.High[0], Bars.High[1]) && // H<H-1
PublicFunctions.DoubleGreater(Bars.Low[0], Bars.Low[1])) //L>L-1
{
if (PublicFunctions.DoubleGreater(Bars.Close[0], Bars.Open[0])) //C>O
{
m_InsBarLE.Send();
}
}
}
protected override void CalcBar()
{
if (PublicFunctions.DoubleGreater(Bars.High[0], Bars.High[1]) &&
PublicFunctions.DoubleLess(Bars.Low[0], Bars.Low[1]))
{
if (PublicFunctions.DoubleLess(Bars.Close[0], Bars.Open[0]))
{
m_OutBarSE.Send();
}
}
}
protected override void CalcBar()
{
m_mom.Value = Price.Momentum(Length);
double m_accel = m_mom.Momentum(1);
if (PublicFunctions.DoubleLess(m_mom.Value, 0) &&
PublicFunctions.DoubleLess(m_accel, 0))
{
m_MomSE.Send(Bars.Low[0] - Bars.Point);
}
}
protected override void CalcBar()
{
if (PublicFunctions.DoubleLess(Bars.High[0], Bars.Low[1]))
{
Plot1.Set(0, Bars.Low[0]);
Alerts.Alert();
}
else
{
Plot1.Reset();
}
}
protected override void CalcBar()
{
if (PublicFunctions.DoubleLess(price[0], m_averagefc1[0]))
{
Plot1.Set(0, Bars.High[0]);
Plot2.Set(0, Bars.Low[0]);
Alerts.Alert();
}
else
{
Plot1.Reset();
}
}
protected override void CalcBar()
{
if ((PublicFunctions.DoubleLess(Bars.Low[0], Bars.Low.Lowest(length, 1)) &&
PublicFunctions.DoubleGreater(Bars.Close[0], Bars.Close[1])))
{
Plot1.Set(0, Bars.Low[0]);
Alerts.Alert();
}
else
{
Plot1.Reset();
}
}