コード例 #1
0
        override protected void StrategyExecute()
        {
            StochSlowRule stochRule = new StochSlowRule(data.Bars, parameters[0], parameters[1], parameters[2]);

            for (int idx = 0; idx < data.Close.Count; idx++)
            {
                if (stochRule.isValid_forBuy(idx))
                    BuyAtClose(idx);
                if (stochRule.isValid_forSell(idx))
                    SellAtClose(idx);
            }
        }
コード例 #2
0
        override protected void StrategyExecute()
        {
            StochSlowRule stochRule = new StochSlowRule(data.Bars, parameters[0], parameters[1], parameters[2]);

            for (int idx = 0; idx < data.Close.Count; idx++)
            {
                if (stochRule.isValid_forBuy(idx))
                {
                    BuyAtClose(idx);
                }
                if (stochRule.isValid_forSell(idx))
                {
                    SellAtClose(idx);
                }
            }
        }
コード例 #3
0
        protected override void StrategyExecute()
        {
            //DataSeries sma20 = Indicators.SMA.Series(data.Close, parameters[0], "");

            MACD_HistogramRule macdRule = new MACD_HistogramRule(data.Close, parameters[1], parameters[2],
                parameters[3]);

            StochSlowRule stochRule = new StochSlowRule(data.Bars, parameters[4], parameters[5],
                parameters[6]);

            for (int idx = 1; idx < data.Close.Count; idx++)
            {
                if (macdRule.isValid_forBuy(idx)&&stochRule.UpTrend(idx))
                    BuyAtClose(idx);

                if (macdRule.isValid_forSell(idx))
                    SellAtClose(idx);
            }
        }
コード例 #4
0
        protected override void StrategyExecute()
        {
            //DataSeries sma20 = Indicators.SMA.Series(data.Close, parameters[0], "");

            MACD_HistogramRule macdHistogramRule = new MACD_HistogramRule(data.Close, parameters[1], parameters[2],
                                                                          parameters[3]);

            StochSlowRule stochSlowRule = new StochSlowRule(data.Bars, parameters[4], parameters[5],
                                                            parameters[6]);

            for (int idx = 1; idx < data.Close.Count; idx++)
            {
                if (macdHistogramRule.isValid_forBuy(idx) && stochSlowRule.UpTrend(idx))
                {
                    BuyAtClose(idx);
                }

                if (macdHistogramRule.isValid_forSell(idx))
                {
                    SellAtClose(idx);
                }
            }
        }