override protected void StrategyExecute()
{
BasicAroonRule rule = new BasicAroonRule(data.Bars, parameters[0]);
//PriceTwoSMARule smarule = new PriceTwoSMARule(data.Close, 10, 20);
int cutlosslevel = (int)parameters[1];
int takeprofitlevel = (int)parameters[2];
for (int idx = rule.aroon.FirstValidValue; idx < rule.aroon.Count; idx++)
{
//Buy Condition
if (rule.isValid_forBuy(idx))
{
BuyAtClose(idx);
}
//Sell Condition
if (rule.isValid_forSell(idx))
{
SellAtClose(idx);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
{
SellCutLoss(idx);
}
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
{
SellTakeProfit(idx);
}
}
}
override protected void StrategyExecute()
{
BasicAroonRule rule = new BasicAroonRule(data.Bars, parameters[0]);
//PriceTwoSMARule smarule = new PriceTwoSMARule(data.Close, 10, 20);
int cutlosslevel = (int)parameters[1];
int takeprofitlevel = (int)parameters[2];
for (int idx = rule.aroon.FirstValidValue; idx < rule.aroon.Count; idx++)
{
//Buy Condition
if (rule.isValid_forBuy(idx))
BuyAtClose(idx);
//Sell Condition
if (rule.isValid_forSell(idx))
SellAtClose(idx);
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
SellCutLoss(idx);
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
SellTakeProfit(idx);
}
}
