override protected void StrategyExecute()
{
HybridTestRules rule = new HybridTestRules(data.Bars, parameters[0], parameters[1], parameters[2]);
int cutlosslevel = (int)parameters[3];
int trailingstoplevel = (int)parameters[4];
int takeprofitlevel = (int)parameters[5];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[1], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[2], "max");
Indicators.Fibonnanci fibo = Indicators.Fibonnanci.Series(data.Bars, parameters[1], "fibo");
// public double Short_Resistance;
//public double Short_Support;
//public double Short_Target;
//public AppTypes.MarketTrend ShortTermTrend;
//public double Stop_Loss;
for (int idx = 1; idx < data.Close.Count; idx++)
{
if (rule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Resistance = max[idx];
info.Short_Support = min[idx];
info.Short_Target = fibo.Fibo23pc[idx];
info.Stop_Loss = data.Close[idx] * (1 - cutlosslevel / 100);
BuyAtClose(idx, info);
}
else
if (rule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Resistance = max[idx];
info.Short_Support = min[idx];
info.Short_Target = fibo.Fibo23pc[idx];
info.Stop_Loss = data.Close[idx] * (1 - cutlosslevel / 100);
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);
}
if (trailingstoplevel > 0)
{
TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
}
}
}
protected override void StrategyExecute()
{
HybridTestRules rule = new HybridTestRules(data.Bars, parameters[0], parameters[1], parameters[2]);
int cutlosslevel = (int)parameters[3];
int trailingstoplevel = (int)parameters[4];
int takeprofitlevel = (int)parameters[5];
int Bar = data.Close.Count - 1;
if (rule.isValid_forBuy(Bar))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Weight = data.Close[Bar];
SelectStock(Bar, info);
}
}
protected override void StrategyExecute()
{
HybridTestRules rule = new HybridTestRules(data.Bars, parameters[0], parameters[1], parameters[2]);
int cutlosslevel = (int)parameters[3];
int trailingstoplevel = (int)parameters[4];
int takeprofitlevel = (int)parameters[5];
int Bar = data.Close.Count - 1;
if (rule.isValid_forBuy(Bar))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Weight = data.Close[Bar];
SelectStock(Bar, info);
}
}
override protected void StrategyExecute()
{
HybridTestRules rule = new HybridTestRules(data.Bars, parameters[0], parameters[1], parameters[2]);
int cutlosslevel = (int)parameters[3];
int trailingstoplevel = (int)parameters[4];
int takeprofitlevel = (int)parameters[5];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[1], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[2], "max");
Indicators.Fibonnanci fibo = Indicators.Fibonnanci.Series(data.Bars, parameters[1], "fibo");
// public double Short_Resistance;
//public double Short_Support;
//public double Short_Target;
//public AppTypes.MarketTrend ShortTermTrend;
//public double Stop_Loss;
for (int idx = 1; idx < data.Close.Count; idx++)
{
if (rule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Resistance = max[idx];
info.Short_Support = min[idx];
info.Short_Target = fibo.Fibo23pc[idx];
info.Stop_Loss = data.Close[idx] * (1-cutlosslevel/100);
BuyAtClose(idx, info);
}
else
if (rule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Resistance = max[idx];
info.Short_Support = min[idx];
info.Short_Target = fibo.Fibo23pc[idx];
info.Stop_Loss = data.Close[idx] * (1 - cutlosslevel / 100);
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);
if (trailingstoplevel > 0)
TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
}
}