/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBars[0] < 10 || CurrentBars[1] < 10)
{
return;
}
if (BarsInProgress == 0)
{
zigZagObject1.UpdateOnBar(this, CurrentBar, High, Low, Input[0], Input);
zigZagObject2.UpdateOnBar(this, CurrentBar, High, Low, Input[0], Input);
_dayVolume.Add(VOL()[0]);
DayVolumeResize(_dayVolume);
MaxVolumeOfDay = GetMaxVolumeOfDay(_dayVolume);
if (zigZagObject1.LastBarPosition == 0)
{
return;
}
double crossZigZagsVolume = VOL()[CurrentBar - zigZagObject1.LastBarPosition + 1];
if (zigZagObject1.LastPricePosition == zigZagObject2.HighZigZagPrice || zigZagObject1.LastPricePosition == zigZagObject2.LowZigZagPrice)
{
if (zigZagObject2.IsChangePeriod)
{
zigZagObject2.IsChangePeriod = false;
Print("--------------");
Print(Time[0]);
Print("CurrentBar -> " + CurrentBars[0]);
Print("zigZagObject1 LastPosition-> " + zigZagObject1.LastPricePosition);
Print("zigZagObject2 HighZigZagPrice-> " + zigZagObject2.HighZigZagPrice);
Print("zigZagObject1 LastPosition-> " + zigZagObject1.LastPricePosition);
Print("zigZagObject2 LowZigZagPrice-> " + zigZagObject2.LowZigZagPrice);
Print("zigZagObject1.LastBarPosition -> " + zigZagObject1.LastBarPosition);
Print("MaxVolumeOfDay -> " + MaxVolumeOfDay);
Print("crossZigZagsVolume -> " + crossZigZagsVolume);
if (MaxVolumeOfDay < crossZigZagsVolume)
{
isCanEnterOrder = true;
}
}
}
}
else if (BarsInProgress == 1)
{
if (isCanEnterOrder)
{
double price = Opens[1][0];
if (Position.MarketPosition == MarketPosition.Flat)
{
if (zigZagObject2.IsTrendDown == -1)
{
_isBuyOrder = false;
startOrderPrice = Opens[1][0];
EnterShort("ShortOrder");
}
else if (zigZagObject2.IsTrendDown == 1)
{
_isBuyOrder = true;
startOrderPrice = Opens[1][0];
EnterLong("LongOrder");
}
}
else
{
if (_isBuyOrder)
{
if ((price < startOrderPrice - _stopLoss) || (price > startOrderPrice + _takeProfit))
{
ExitLong("LongOrder");
isCanEnterOrder = false;
}
}
else
{
if ((price > startOrderPrice + _stopLoss) || (price < startOrderPrice - _takeProfit))
{
ExitShort("ShortOrder");
isCanEnterOrder = false;
}
}
}
}
}
}