public void Strength_Sell100Neutral100_ReturnsSell0()
{
var combinedSignal = new DefensiveCombinedSignal(new SellSignal(100), new NeutralSignal(100));
var expectedSignal = new SellSignal(0);
Assert.That(combinedSignal, Is.EqualTo(expectedSignal));
}
public void Strength_Buy0Sell100_ReturnsSell25()
{
var combinedSignal = new OffensiveCombinedSignal(new BuySignal(0), new SellSignal(100));
var expectedSignal = new SellSignal(25);
Assert.That(combinedSignal, Is.EqualTo(expectedSignal));
}
void blt_GotNewBar(string symbol, int interval)
{
int idx = _active.getindex(symbol);
Tick tOther = _kt[symbol];
// calculate the TD_combination using high/low/close prices for so many bars back
BarList _myBars = _blt[symbol, interval];
// make sure the lastBar is full
//Bar _lastBar = _myBars[_myBars.Count - 2];
//Bar _secondBar = _myBars[_myBars.Count - 3];
//Bar _thirdBar = _myBars[_myBars.Count - 4];
//Bar _forthBar = _myBars[_myBars.Count - 5];
//Bar _sixthBar = _myBars[_myBars.Count - 7];
//Bar _seventhBar = _myBars[_myBars.Count - 8];
//Bar _fifthBar = _myBars[_myBars.Count - 6];
//Bar _ninthBar = _myBars[_myBars.Count - 10];
//Bar _eighthBar = _myBars[_myBars.Count - 9];
for (int i = 1; i <= 15; i++)
{
_barVec[i] = _myBars[_myBars.Count - 1 - i];
}
if (UseTD_combinationFromATSGlobalIndicator)
{
_TD_combinationFromATSGlobalIndicator.UpdateValue(_barVec);
BuySignal = _TD_combinationFromATSGlobalIndicator.GetBuySignal();
SellSignal = _TD_combinationFromATSGlobalIndicator.GetSellSignal();
}
//else
//{
// SMA = Calc.Avg(Calc.EndSlice(_blt[symbol].Open(), _barsback));
//}
// wait until we have the TD_combination+ and the TD_combination-
//if (BuySignal == 0 && SellSignal == 0)
// return;
//ensure we aren't waiting for previous order to fill
if (!_wait[symbol])
{
// if we're flat and not waiting
// if TD_combination+ is above TD_combination-, buy
if ((Money_state == 0 && BuySignal == 1))
{
Money_state = 1;
D("TD_BuySignal appears, buy");
//sendorder(new BuyMarket(symbol, EntrySize));
_side = true;
_adj = (_side ? -1 : +1) * _quasiMarketOrderAdjSize;
Int64 _orderidLocal = _idtLocal.AssignId;
LimitOrder lOrder = new LimitOrder(symbol, _side, EntrySize, tOther.trade - _adj, _orderidLocal);
sendorder(lOrder);
// wait for fill
_wait[symbol] = true;
}
// otherwise if TD_combination+ is above TD_combination-, sell
if (Money_state == 1 && SellSignal == 1)
{
Money_state = 0;
D("TD_SellSignal appears, sell");
//sendorder(new SellMarket(symbol, EntrySize));
_side = false;
_adj = (_side ? -1 : +1) * _quasiMarketOrderAdjSize;
Int64 _orderidLocal = _idtLocal.AssignId;
LimitOrder lOrder = new LimitOrder(symbol, _side, EntrySize, tOther.trade - _adj, _orderidLocal);
sendorder(lOrder);
// wait for fill
_wait[symbol] = true;
}
}
// this way we can debug our indicators during development
// indicators are sent in the same order as they are named above
sendindicators(new string[] { _time.ToString(),
BuySignal.ToString("F5", System.Globalization.CultureInfo.InvariantCulture),
SellSignal.ToString("F5", System.Globalization.CultureInfo.InvariantCulture),
_barVec[1].High.ToString("F5", System.Globalization.CultureInfo.InvariantCulture),
_barVec[1].Low.ToString("F5", System.Globalization.CultureInfo.InvariantCulture),
_barVec[1].Close.ToString("F5", System.Globalization.CultureInfo.InvariantCulture),
//_previousBar.High.ToString("F5", System.Globalization.CultureInfo.InvariantCulture),
//_previousBar.Low.ToString("F5", System.Globalization.CultureInfo.InvariantCulture),
//_previousBar.Close.ToString("F5", System.Globalization.CultureInfo.InvariantCulture)
});
}
public void SellSignal_WhenCreated_StrengthIs50()
{
var signal = new SellSignal();
Assert.That(signal.Strength.Value, Is.EqualTo(50));
}
