/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar <= BarsRequired) return;
_macd = MACD_ZeroLag_Colors(1, MACDFast, MACDSlow, MACDSmooth, 0);
_rsi = RSI(RSIPeriod, RSISmooth);
// P(_macd.MacdUp + " " + _macd.MacdDn);
if (IsFlat)
{
LookForEntry();
}
else
{
LookForStop();
LookForExit();
}
if (!IsFlat)
{
ManageTradeByTrailingATR();
PositionPrice.Set(_positionPrice);
StopLoss.Set(_lossLevel);
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar <= BarsRequired)
{
return;
}
_macd = MACD_ZeroLag_Colors(1, MACDFast, MACDSlow, MACDSmooth, 0);
_rsi = RSI(RSIPeriod, RSISmooth);
// P(_macd.MacdUp + " " + _macd.MacdDn);
if (IsFlat)
{
LookForEntry();
}
else
{
LookForStop();
LookForExit();
}
if (!IsFlat)
{
ManageTradeByTrailingATR();
PositionPrice.Set(_positionPrice);
StopLoss.Set(_lossLevel);
}
}
protected override void MyInitialize()
{
_macd = MACD_ZeroLag_Colors(1, MACDFast, MACDSlow, MACDSmooth, 0);
Add(_macd);
_rsi = RSI(RSIPeriod, RSISmooth);
Add(_rsi);
TraceOrders = true;
}
/// <summary>
/// ZeroLag MACD with enhanced visual coloring
/// </summary>
/// <returns></returns>
public MACD_ZeroLag_Colors MACD_ZeroLag_Colors(Data.IDataSeries input, double acceleration, int fast, int slow, int smooth, double threshold)
{
if (cacheMACD_ZeroLag_Colors != null)
{
for (int idx = 0; idx < cacheMACD_ZeroLag_Colors.Length; idx++)
{
if (Math.Abs(cacheMACD_ZeroLag_Colors[idx].Acceleration - acceleration) <= double.Epsilon && cacheMACD_ZeroLag_Colors[idx].Fast == fast && cacheMACD_ZeroLag_Colors[idx].Slow == slow && cacheMACD_ZeroLag_Colors[idx].Smooth == smooth && Math.Abs(cacheMACD_ZeroLag_Colors[idx].Threshold - threshold) <= double.Epsilon && cacheMACD_ZeroLag_Colors[idx].EqualsInput(input))
{
return(cacheMACD_ZeroLag_Colors[idx]);
}
}
}
lock (checkMACD_ZeroLag_Colors)
{
checkMACD_ZeroLag_Colors.Acceleration = acceleration;
acceleration = checkMACD_ZeroLag_Colors.Acceleration;
checkMACD_ZeroLag_Colors.Fast = fast;
fast = checkMACD_ZeroLag_Colors.Fast;
checkMACD_ZeroLag_Colors.Slow = slow;
slow = checkMACD_ZeroLag_Colors.Slow;
checkMACD_ZeroLag_Colors.Smooth = smooth;
smooth = checkMACD_ZeroLag_Colors.Smooth;
checkMACD_ZeroLag_Colors.Threshold = threshold;
threshold = checkMACD_ZeroLag_Colors.Threshold;
if (cacheMACD_ZeroLag_Colors != null)
{
for (int idx = 0; idx < cacheMACD_ZeroLag_Colors.Length; idx++)
{
if (Math.Abs(cacheMACD_ZeroLag_Colors[idx].Acceleration - acceleration) <= double.Epsilon && cacheMACD_ZeroLag_Colors[idx].Fast == fast && cacheMACD_ZeroLag_Colors[idx].Slow == slow && cacheMACD_ZeroLag_Colors[idx].Smooth == smooth && Math.Abs(cacheMACD_ZeroLag_Colors[idx].Threshold - threshold) <= double.Epsilon && cacheMACD_ZeroLag_Colors[idx].EqualsInput(input))
{
return(cacheMACD_ZeroLag_Colors[idx]);
}
}
}
MACD_ZeroLag_Colors indicator = new MACD_ZeroLag_Colors();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Acceleration = acceleration;
indicator.Fast = fast;
indicator.Slow = slow;
indicator.Smooth = smooth;
indicator.Threshold = threshold;
Indicators.Add(indicator);
indicator.SetUp();
MACD_ZeroLag_Colors[] tmp = new MACD_ZeroLag_Colors[cacheMACD_ZeroLag_Colors == null ? 1 : cacheMACD_ZeroLag_Colors.Length + 1];
if (cacheMACD_ZeroLag_Colors != null)
{
cacheMACD_ZeroLag_Colors.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cacheMACD_ZeroLag_Colors = tmp;
return(indicator);
}
}
/// <summary>
/// ZeroLag MACD with enhanced visual coloring
/// </summary>
/// <returns></returns>
public MACD_ZeroLag_Colors MACD_ZeroLag_Colors(Data.IDataSeries input, double acceleration, int fast, int slow, int smooth, double threshold)
{
if (cacheMACD_ZeroLag_Colors != null)
for (int idx = 0; idx < cacheMACD_ZeroLag_Colors.Length; idx++)
if (Math.Abs(cacheMACD_ZeroLag_Colors[idx].Acceleration - acceleration) <= double.Epsilon && cacheMACD_ZeroLag_Colors[idx].Fast == fast && cacheMACD_ZeroLag_Colors[idx].Slow == slow && cacheMACD_ZeroLag_Colors[idx].Smooth == smooth && Math.Abs(cacheMACD_ZeroLag_Colors[idx].Threshold - threshold) <= double.Epsilon && cacheMACD_ZeroLag_Colors[idx].EqualsInput(input))
return cacheMACD_ZeroLag_Colors[idx];
lock (checkMACD_ZeroLag_Colors)
{
checkMACD_ZeroLag_Colors.Acceleration = acceleration;
acceleration = checkMACD_ZeroLag_Colors.Acceleration;
checkMACD_ZeroLag_Colors.Fast = fast;
fast = checkMACD_ZeroLag_Colors.Fast;
checkMACD_ZeroLag_Colors.Slow = slow;
slow = checkMACD_ZeroLag_Colors.Slow;
checkMACD_ZeroLag_Colors.Smooth = smooth;
smooth = checkMACD_ZeroLag_Colors.Smooth;
checkMACD_ZeroLag_Colors.Threshold = threshold;
threshold = checkMACD_ZeroLag_Colors.Threshold;
if (cacheMACD_ZeroLag_Colors != null)
for (int idx = 0; idx < cacheMACD_ZeroLag_Colors.Length; idx++)
if (Math.Abs(cacheMACD_ZeroLag_Colors[idx].Acceleration - acceleration) <= double.Epsilon && cacheMACD_ZeroLag_Colors[idx].Fast == fast && cacheMACD_ZeroLag_Colors[idx].Slow == slow && cacheMACD_ZeroLag_Colors[idx].Smooth == smooth && Math.Abs(cacheMACD_ZeroLag_Colors[idx].Threshold - threshold) <= double.Epsilon && cacheMACD_ZeroLag_Colors[idx].EqualsInput(input))
return cacheMACD_ZeroLag_Colors[idx];
MACD_ZeroLag_Colors indicator = new MACD_ZeroLag_Colors();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Acceleration = acceleration;
indicator.Fast = fast;
indicator.Slow = slow;
indicator.Smooth = smooth;
indicator.Threshold = threshold;
Indicators.Add(indicator);
indicator.SetUp();
MACD_ZeroLag_Colors[] tmp = new MACD_ZeroLag_Colors[cacheMACD_ZeroLag_Colors == null ? 1 : cacheMACD_ZeroLag_Colors.Length + 1];
if (cacheMACD_ZeroLag_Colors != null)
cacheMACD_ZeroLag_Colors.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheMACD_ZeroLag_Colors = tmp;
return indicator;
}
}
