/// <summary>
/// Strategy enter/exit/filtering rules
/// </summary>
public override void OnNewBar()
{
// Sell signal: the price has crossed above the lower Bollinger band
if (this.Bars.Close[1] >= bollingerBandsIndicator.GetLowerBand()[1] && this.Bars.Close[0] < bollingerBandsIndicator.GetLowerBand()[0] && this.GetOpenPosition() == 0)
{
// Entering short and placing a profit target 3 standard deviations below the current market price
this.Sell(OrderType.Market, 1, 0.0, "Enter short position");
this.ExitShort(OrderType.Limit, this.Bars.Close[0] - standardDeviationIndicator.GetStdDev()[0], "Exit short position (profit target)");
}
else if (this.GetOpenPosition() == -1)
{
// In Simple Order Management mode, Stop and Limit orders must be placed at every bar
this.ExitShort(OrderType.Limit, this.GetFilledOrders()[0].FillPrice - standardDeviationIndicator.GetStdDev()[0], "Exit short position (profit target)");
}
}
/// <summary>
/// Strategy enter/exit/filtering rules
/// </summary>
public override void OnNewBar()
{
if (this.GetOpenPosition() == 0)
{
int buySignal = (int)this.GetInputParameter("Stochastic %D Buy signal trigger level");
if (stochasticIndicator.GetD()[1] <= buySignal && stochasticIndicator.GetD()[0] > buySignal)
{
Order buyOrder = new MarketOrder(OrderSide.Buy, 1, "Entry long");
limitTakeProfitOrder = new LimitOrder(OrderSide.Sell, 1, Bars.Close[0] + stdDevIndicator.GetStdDev()[0], "Exit long (take profit stop)");
this.InsertOrder(buyOrder);
this.InsertOrder(limitTakeProfitOrder);
}
}
}