/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if ((CurrentBar < PeriodMedium) || (CurrentBar < PeriodFast))
{
return; // Wait until we have enough bars.
}
//
// The following is a "cloud display" that shows what support/resistance values might be based on prior hi/low averages.
// The cloud is defined by span-A & span-B. Span-A is the average of the TenkanSen & Kijunsen, but shifted PeriodMedium
// bars forward in time, and Span-B is the long-term (slow) average of the lowest-low & highest-high, shifted forward as well.
//
if ((CurrentBar < PeriodFast + PeriodMedium) || (CurrentBar < PeriodMedium + PeriodMedium) || (CurrentBar < PeriodSlow + PeriodMedium))
{
return;
}
SenkouSpanA.Set((MAX(High, PeriodFast)[0] + MIN(Low, PeriodFast)[0]
+ MAX(High, PeriodMedium)[0] + MIN(Low, PeriodMedium)[0]) / 4);
SenkouSpanB.Set((MAX(High, PeriodSlow)[0] + MIN(Low, PeriodSlow)[0]) / 2);
}
protected override void Execute()
{
int level;
signleToSell = false;
priceAtCross = 0;
firstUp = false;
firstDown = false;
priceAtCrossDown = 0;
rocAtCrossDown = 0;
topPrice = 0;
lastTop = 0;
breakPrice = 0;
rocPrice = 0;
//Create and plot period RSI
RSI rsi20 = RSI.Series(Close, 29);
DataSeries senkouSpanA = SenkouSpanA.Series(Bars);
DataSeries senkouSpanB = SenkouSpanB.Series(Bars);
ChartPane rsiPane = CreatePane(50, true, true);
PlotSeries(rsiPane, rsi20, Color.Navy, LineStyle.Solid, 3);
DrawHorzLine(rsiPane, overbought.Value, Color.Green, LineStyle.Dotted, 2);
ChartPane paneROC1 = CreatePane(40, true, true);
PlotSeries(paneROC1, ROC.Series(Close, 20), Color.FromArgb(255, 112, 128, 144), LineStyle.Dotted, 2);
DrawHorzLine(paneROC1, 0, Color.Red, LineStyle.Solid, 2);
int period = Math.Max(29, 20);
if (initPosition)
{
// init starting state to force buy into the market
priceAtCrossDown = Close[period + 1];
rocAtCrossDown = ROC.Value(period + 1, Close, 20);
firstDown = true;
}
//Trading system main loop
for (int bar = period + 1; bar < Bars.Count; bar++)
{
if (Close[bar] > topPrice)
{
topPrice = Close[bar];
}
// Ichimoku start
if (
CrossOver(bar, Close, senkouSpanA))
// if (CrossUnder(bar, rsi20, level))
{
if (!firstDown)
{
// first time to go below
// set cross happen and record the targit price
firstDown = true;
priceAtCrossDown = Close[bar];
rocAtCrossDown = ROC.Value(bar, Close, 20);
}
}
// play trayling
int addToPosition = 0;
bool rsiOk = false;
bool priceOK = false;
if (firstDown)
{
// ROC must improve by delta
double delta = Math.Abs(rocAtCrossDown * 0.2);
double newrocSMA = ROC.Value(bar, Close, 20);
if (bar == Bars.Count - 1)
{
rocPrice = rocAtCrossDown + delta;
}
if (newrocSMA <= (rocAtCrossDown + delta))
{
if (newrocSMA < rocAtCrossDown)
{
rocAtCrossDown = newrocSMA;
}
}
else
{
rsiOk = true;
}
double riseV = 2;
delta = priceAtCrossDown * (riseV / 1000.0 + 0.00017);
if (bar == Bars.Count - 1)
{
breakPrice = priceAtCrossDown + delta;
}
if (Close[bar] < (priceAtCrossDown + delta))
{
// DrawLabel(PricePane, "ready to buy, price is not rising: " + Close[bar].ToString() + " less than " + (priceAtCrossDown + delta).ToString());
if (Close[bar] < priceAtCrossDown)
{
priceAtCrossDown = Close[bar];
}
}
else
{
priceOK = true;
}
if (priceOK && rsiOk)
{
addToPosition++;
firstDown = false;
}
}
// you can have only one active position
foreach (Position pos in Positions)
{
if (pos.Active && pos.PositionType == PositionType.Long)
{
addToPosition = 0;
break;
}
}
if (addToPosition > 0)
{
// Close all shorts
foreach (Position pos in Positions)
{
if (pos.Active && pos.PositionType == PositionType.Short)
{
CoverAtMarket(bar + 1, pos);
}
}
// DrawLabel(PricePane, "buy at bar = " + bar.ToString());
Position p = BuyAtMarket(bar + 1);
firstUp = false;
}
level = overbought.ValueInt;
int ClosedTrades = 0;
signleToSell = false;
if (CrossOver(bar, rsi20, overbought.ValueInt))
{
if (!firstUp)
{
// first time to go above
// set cross happen and record the targit price
firstUp = true;
priceAtCross = Close[bar];
}
}
if (firstUp)
{
double riseV = 2;
double delta = priceAtCross * (riseV / 1000 + 0.00017);
priceOK = true;
if (Close[bar] >= (priceAtCross - delta))
{
if (Close[bar] > priceAtCross)
{
priceAtCross = Close[bar];
}
}
else
{
priceOK = false;
}
// keep as long ROC over zero
if (ROC.Value(bar, Close, 20) <= 0 && !priceOK)
{
signleToSell = true;
firstUp = false;
}
}
// wait until price either move up or stopped out
if (signleToSell)
{
firstUp = false;
//DrawLabel(PricePane, ActivePositions.Count.ToString());
foreach (Position pos in Positions)
{
if (pos.Active && pos.PositionType == PositionType.Long)
{
SellAtMarket(bar + 1, pos);
ClosedTrades++;
}
}
signleToSell = false;
}
if (!IsLastPositionActive)
{
if (CrossUnder(bar, Close, senkouSpanB))
{
// Short only after sell long position
if (!trend)
{
ShortAtMarket(bar + 1);
}
}
}
// sell on % lose
foreach (Position pos in Positions)
{
if (pos.Active &&
pos.PositionType == PositionType.Long &&
pos.EntryPrice > (Close[bar] + pos.EntryPrice * (0.008 + 0 * 0.001)) &&
bar >= pos.EntryBar
)
{
SellAtMarket(bar + 1, pos, "stop lose");
signleToSell = false;
firstUp = false;
firstDown = false;
continue;
}
if (pos.Active &&
pos.PositionType == PositionType.Short &&
Close[bar] > (pos.EntryPrice + pos.EntryPrice * (0.008 + 0 * 0.001)) &&
bar >= pos.EntryBar
)
{
CoverAtMarket(bar + 1, pos, "stop lose Short");
}
}
}
double currentPrice = Close[Bars.Count - 1];
DrawLabel(paneROC1, "Top: " + topPrice.ToString(), Color.Red);
DrawLabel(paneROC1, "Current Price: " + currentPrice.ToString());
DrawLabel(paneROC1, "Goal : " + " At +5% " + (currentPrice * 1.05).ToString(), Color.BlueViolet);
DrawLabel(paneROC1, "Goal : " + " At +8% " + (currentPrice * 1.08).ToString(), Color.MediumSpringGreen);
DrawLabel(paneROC1, "Goal : " + " At +10% " + (currentPrice * 1.10).ToString(), Color.DarkOliveGreen);
DrawLabel(PricePane, "Drop : " + " At -5% " + (topPrice * 0.95).ToString(), Color.DarkGreen);
DrawLabel(PricePane, "Correction : " + " At -8% " + (topPrice * 0.92).ToString(), Color.DarkBlue);
DrawLabel(PricePane, "Correction : " + " At -10% " + (topPrice * 0.90).ToString(), Color.Red);
DrawLabel(PricePane, "Bear market: " + " At -20% " + (topPrice * 0.80).ToString(), Color.DarkRed);
if (breakPrice > 0)
{
DrawLabel(PricePane, "Break above Price: " + breakPrice.ToString(), Color.DarkGoldenrod);
}
if (rocPrice > 0)
{
DrawLabel(PricePane, "Break above Momuntem: " + rocPrice.ToString(), Color.DarkGoldenrod);
}
DrawHorzLine(PricePane, currentPrice * 1.05, Color.BlueViolet, LineStyle.Solid, 6);
DrawHorzLine(PricePane, currentPrice * 1.08, Color.MediumSpringGreen, LineStyle.Solid, 3);
DrawHorzLine(PricePane, currentPrice * 1.10, Color.DarkOliveGreen, LineStyle.Solid, 3);
DrawHorzLine(PricePane, topPrice * 0.95, Color.DarkGreen, LineStyle.Solid, 3);
DrawHorzLine(PricePane, topPrice * 0.92, Color.DarkBlue, LineStyle.Solid, 3);
DrawHorzLine(PricePane, topPrice * 0.90, Color.Red, LineStyle.Solid, 3);
DrawHorzLine(PricePane, topPrice * 0.80, Color.DarkRed, LineStyle.Solid, 3);
if (breakPrice > 0)
{
DrawHorzLine(PricePane, breakPrice, Color.DarkGoldenrod, LineStyle.Solid, 4);
}
//Pushed indicator PlotSeries statements
PlotSeries(PricePane, KijunSen.Series(Bars), Color.FromArgb(255, 128, 0, 128), LineStyle.Solid, 3);
PlotSeriesFillBand(PricePane, SenkouSpanA.Series(Bars), SenkouSpanB.Series(Bars), Color.FromArgb(255, 128, 0, 255), Color.FromArgb(63, 0, 0, 255), LineStyle.Solid, 3);
PlotSeriesFillBand(PricePane, SenkouSpanB.Series(Bars), SenkouSpanA.Series(Bars), Color.FromArgb(255, 255, 0, 0), Color.FromArgb(63, 255, 0, 0), LineStyle.Solid, 3);
PlotSeries(PricePane, TenkanSen.Series(Bars), Color.FromArgb(255, 0, 64, 128), LineStyle.Solid, 3);
}