コード例 #1
0
        override protected void StrategyExecute()
        {
            BollingerKeltnerEMARule rule = new BollingerKeltnerEMARule(data.Bars, parameters[0], parameters[1], parameters[2], parameters[3], parameters[4], parameters[5], parameters[6], parameters[7]);
            int cutlosslevel             = (int)parameters[8];
            int trailingstoplevel        = (int)parameters[9];
            int takeprofitlevel          = (int)parameters[10];

            Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[7], "min");
            Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[7], "max");

            for (int idx = 0; idx < data.Close.Count; idx++)
            {
                if (rule.isValid_forBuy(idx))
                {
                    BusinessInfo info = new BusinessInfo();
                    info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
                    info.Short_Target = max[idx];
                    info.Stop_Loss    = min[idx];
                    BuyAtClose(idx, info);
                }
                else
                if (rule.isValid_forSell(idx))
                {
                    BusinessInfo info = new BusinessInfo();
                    info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
                    info.Short_Target = min[idx];
                    info.Stop_Loss    = max[idx];
                    SellAtClose(idx, info);
                }
                if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
                {
                    SellCutLoss(idx);
                }

                if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
                {
                    SellTakeProfit(idx);
                }

                if (trailingstoplevel > 0)
                {
                    TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
                }
            }
        }
コード例 #2
0
        override protected void StrategyExecute()
        {
            BollingerKeltnerEMARule rule = new BollingerKeltnerEMARule(data.Bars, parameters[0], parameters[1], parameters[2], parameters[3],parameters[4],parameters[5],parameters[6],parameters[7]);
            int cutlosslevel = (int)parameters[8];
            int trailingstoplevel = (int)parameters[9];
            int takeprofitlevel = (int)parameters[10];

            Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[7], "min");
            Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[7], "max");

            for (int idx = 0; idx < data.Close.Count; idx++)
            {
                if (rule.isValid_forBuy(idx))
                {
                    BusinessInfo info = new BusinessInfo();
                    info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
                    info.Short_Target = max[idx];
                    info.Stop_Loss = min[idx];
                    BuyAtClose(idx, info);
                }
                else
                    if (rule.isValid_forSell(idx))
                    {
                        BusinessInfo info = new BusinessInfo();
                        info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
                        info.Short_Target = min[idx];
                        info.Stop_Loss = max[idx];
                        SellAtClose(idx, info);
                    }
                if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
                    SellCutLoss(idx);

                if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
                    SellTakeProfit(idx);

                if (trailingstoplevel > 0)
                    TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
            }
        }