//Dictionary<string, ExponentialMovingAverage[]> ema = new Dictionary<string, ExponentialMovingAverage[]>();
/// <summary>
/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
/// </summary>
public override void Initialize()
{
SetStartDate(2013, 10, 7); //Set Start Date
SetEndDate(2013, 10, 11); //Set End Date
SetCash(100000); //Set Strategy Cash
foreach (string symbol in symbols)
{
Strategy.Add(symbol, new BuyLowStrategy(previousDays, runsPerDay));
previousStockProfit.Add(symbol, 0m);
actualStockProfit.Add(symbol, 0m);
AddSecurity(SecurityType.Equity, symbol, Resolution.Minute, true, maxLeverage, false);
//tradier does 1 dollar equity trades
Securities[symbol].TransactionModel = new ConstantFeeTransactionModel(1.00m);
HullMovingAverage HMA = new HullMovingAverage("myHull", 4);
Func <BaseData, decimal> selector = null;
RegisterIndicator(symbol, HMA, Resolution.Minute, selector);
hma.Add(symbol, HMA);
stockShareSize.Add(symbol, maxLeverage / symbols.Length);
}
}
/// <summary>
/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
/// </summary>
/// <seealso cref="QCAlgorithm.SetStartDate(System.DateTime)"/>
/// <seealso cref="QCAlgorithm.SetEndDate(System.DateTime)"/>
/// <seealso cref="QCAlgorithm.SetCash(decimal)"/>
public override void Initialize()
{
//mylog.Debug(transheader);
mylog.Debug(ondataheader);
//Initialize dates
SetStartDate(2015, 5, 13);
SetEndDate(2015, 5, 13);
SetCash(25000);
//Add as many securities as you like. All the data will be passed into the event handler:
AddSecurity(SecurityType.Equity, symbol, Resolution.Minute);
Price = new RollingWindow<IndicatorDataPoint>(14);
hma7 = new HullMovingAverage("hma7", 7);
hma14 = new HullMovingAverage("hma14",14);
hma28 = new HullMovingAverage("hma28",28);
instantTrend = new RollingWindow<IndicatorDataPoint>(7);
}
private decimal a = .05m; // used in instantTrend
/// <summary>
/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
/// </summary>
/// <seealso cref="QCAlgorithm.SetStartDate(System.DateTime)"/>
/// <seealso cref="QCAlgorithm.SetEndDate(System.DateTime)"/>
/// <seealso cref="QCAlgorithm.SetCash(decimal)"/>
public override void Initialize()
{
//mylog.Debug(transheader);
mylog.Debug(ondataheader);
//Initialize dates
SetStartDate(2015, 5, 13);
SetEndDate(2015, 5, 13);
SetCash(25000);
//Add as many securities as you like. All the data will be passed into the event handler:
AddSecurity(SecurityType.Equity, symbol, Resolution.Minute);
Price = new RollingWindow <IndicatorDataPoint>(14);
hma7 = new HullMovingAverage("hma7", 7);
hma14 = new HullMovingAverage("hma14", 14);
hma28 = new HullMovingAverage("hma28", 28);
instantTrend = new RollingWindow <IndicatorDataPoint>(7);
}
protected override void OnStart()
{
DragonID = "Golden Dragon " + Symbol.Code + "-" + DragonNumber;
Count = BuyWait;
BuyVolume = OpeningLotSize;
Quantity = BuyVolume;
OpeningBalance = Account.Balance;
MaxLong = MaxLongTrades;
MaxShort = MaxShortTrades;
cog = Indicators.GetIndicator <BelkhayatePRC>(cogDegree, cogPeriod, Inner, Middle, Outer);
hull = Indicators.GetIndicator <HullMovingAverage>(HullPeriod);
if (atr1Period > 0 && atr2Period > 0)
{
atr1 = Indicators.AverageTrueRange(atr1Period, atr1Type);
atr2 = Indicators.AverageTrueRange(atr2Period, atr2Type);
}
Message(0, "Dragon awakening...");
foreach (var position in Account.Positions)
{
if (position.Label == DragonID)
{
BotBalance += position.GrossProfit;
switch (position.TradeType)
{
case TradeType.Buy:
LongPositions++;
break;
case TradeType.Sell:
ShortPositions++;
break;
}
}
}
if (LongPositions > 0 || ShortPositions > 0)
{
Message(0, "Found " + LongPositions + " half-eaten eagle(s) and " + ShortPositions + " rotting sheep");
}
else
{
Message(0, "No open trades found");
}
ChartRefresh();
filePath = Path.Combine(Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments), DragonID + ".txt");
if (MartingaleEnabled && File.Exists(filePath))
{
_fileReader = File.OpenText(filePath);
MartingaleActive = Int32.Parse(_fileReader.ReadLine());
Message(0, "Martingale Level : " + MartingaleActive);
_fileReader.Close();
}
}