Esempio n. 1
0
        override protected void StrategyExecute()
        {
            MACDHistATRRules rule        = new MACDHistATRRules(data.Bars, parameters[0], parameters[1], parameters[2], parameters[3]);
            MarketTrend      marketTrend = new ADXMarketTrend(data.Bars, parameters[4]);
            int cutlosslevel             = (int)parameters[5];
            int trailingstoplevel        = (int)parameters[6];
            int takeprofitlevel          = (int)parameters[7];

            Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
            Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[0], "max");

            for (int idx = 0; idx < data.Close.Count; idx++)
            {
                if (rule.isValid_forBuy(idx) && (marketTrend.Trending(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);
                }
                else
                if (rule.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);
                }

                if (trailingstoplevel > 0)
                {
                    TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
                }
            }
        }
Esempio n. 2
0
        override protected void StrategyExecute()
        {
            MACDHistATRRules rule = new MACDHistATRRules(data.Bars, parameters[0], parameters[1], parameters[2], parameters[3]);
            MarketTrend marketTrend = new ADXMarketTrend(data.Bars, parameters[4]);
            int cutlosslevel = (int)parameters[5];
            int trailingstoplevel = (int)parameters[6];
            int takeprofitlevel = (int)parameters[7];

            Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
            Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[0], "max");

            for (int idx = 0; idx < data.Close.Count; idx++)
            {
                if (rule.isValid_forBuy(idx) && (marketTrend.Trending(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);
                }
                else
                    if (rule.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);

                if (trailingstoplevel > 0)
                    TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
            }
        }