コード例 #1
0
        // constructor, called only once, setup multiple tick variables
        public oIndicatorDump(int pPeriods)
        {
            iPeriods = pPeriods;

            ATR         = new iATR(pPeriods);
            BB          = new iBollingerBands(iPeriods, -1);
            CCI         = new iCCI(iPeriods);
            Derivatives = new iDerivatives();
            EMA         = new iEMA(iPeriods);
            FMA         = new iFMA(iPeriods);
            HMA         = new iHMA(iPeriods);
            MACD        = new iMACD(12, 26, 9);
            Momemtum    = new iMomemtum(iPeriods);
            RSI         = new iRSI(iPeriods);
            Renko       = new iRenko(iPeriods);
            SMA         = new iSMA(iPeriods);
            STARCBands  = new iSTARCBands(iPeriods, 2);
            STDDEV      = new iSTDDEV(iPeriods);
            Slope       = new iSlope();
            StochRSI    = new iStochRSI(iPeriods);
            Stochastics = new iStochastics(3, 2, 1);
            Stub        = new iStub(iPeriods);
            Trend       = new iTrend(iPeriods);
            TrueRange   = new iTrueRange();
            WMA         = new iWMA(iPeriods);
        }
コード例 #2
0
        public override void Init(string pParameters)
        {
            this.InitializeParameters(pParameters, "BB:20;WIDTH:-1;HMA:10;BWT:0.0008;BWRT:0.0002;TS:0.0003;MINUTES:5;");

            State = 0;

            iPeriods            = (int)PParser.GetDouble("BB", 0);
            iWidth              = (int)PParser.GetDouble("WIDTH", 0);
            iHMALen             = (int)PParser.GetDouble("HMA", 0);
            Minutes             = (int)PParser.GetDouble("MINUTES", 0);
            BWThreshold         = PParser.GetDouble("BWT", 0);
            BWReversalThreshold = PParser.GetDouble("BWRT", 0);
            TrailingStop        = PParser.GetDouble("TS", 0);

            BBands   = new iBollingerBands(iPeriods, iWidth);
            HMA      = new iHMA(iHMALen);
            SMASlope = new iSlope();

            cbx = new cCandleBuilder(Minutes, 10);
            Framework.TickServer.RegisterTickListener("cbx", "*", cbx);
            cbx.RegisterCandleListener("cbx", this);
            Framework.TickServer.RegisterTickListener("System", "*", this);

            Framework.WriteGraphLine("InTrade,Margin,B+,C,HMA,SMA,B-,State,BWidth,MinBWidth,EntryRecommend");
        }
コード例 #3
0
ファイル: fs_UnitTests.cs プロジェクト: ssh352/TradingAdapter
        public static void TestBBands()
        {
            iBollingerBands BB;

            BB = new iBollingerBands(10, -1);
            BB = new iBollingerBands(20, -1);
            BB = new iBollingerBands(50, -1);

            BB = new iBollingerBands(21, -1);


            double[] val = { 6.92, 6.89, 6.82, 6.82, 6.83, 6.79, 6.75, 6.71, 6.71, 6.66, 6.59, 6.56, 6.59, 6.56, 6.61, 6.68, 6.65, 6.68, 6.54, 6.49, 6.42 };

            for (int i = 0; i < val.GetUpperBound(0) + 1; i++)
            {
                BB.ReceiveTick(val[i]);
            }

            double BP, MA, BM, pb, bw;

            BB.Value(out BP, out MA, out BM, out pb, out bw);

            if (Math.Abs(MA - 6.68) < 0.01)
            {
                Framework.Logger(2, "MA Returns correct value: " + MA);
            }

            if (Math.Abs(BP - 6.94) < 0.01)
            {
                Framework.Logger(2, "BP Returns correct value: " + BP);
            }

            if (Math.Abs(BM - 6.41) < 0.01)
            {
                Framework.Logger(2, "BM Returns correct value: " + BM);
            }
        }
コード例 #4
0
        // initialization routine, called once before ticks are sent
        // if multiple tick sources are used, will get called several times
        // during the lifetime of the object, once per tick source change
        public override void Init(string pParameters)
        {
            this.InitializeParameters(pParameters, "PERIODS:17;MINUTES:10;");

            // get periods to use for the indicator(s)
            Periods     = (int)PParser.GetDouble("PERIODS", 0);
            Derivatives = new iDerivatives();
            HMA         = new iHMA(Periods);
            HMAD1       = new CQueue(Periods);
            FMA         = new iFMA(Periods);
            Deriv1      = new CQueue(Periods);
            Deriv2      = new CQueue(Periods);
            BBands      = new iBollingerBands(Periods, -1);
            StochRSI    = new iStochRSI(Periods);
            CCI         = new iCCI(Periods);

            // instantiate candlebuilder with desired timeframe
            Minutes = (int)PParser.GetDouble("MINUTES", 0);
            //			cbx = new cCandleBuilder(Minutes,PeriodsLong+PeriodsShort+1);
            cbx = new cCandleBuilder(Minutes, Periods);

            // register candlebuilder as a tick listener, name unimportant
            Framework.TickServer.RegisterTickListener("cbx", "*", cbx);
            // register this object as a candle listener
            // the candle name is important since we might receive
            // several candles with same period.
            cbx.RegisterCandleListener("cbx", this);
            // multiple candlebuilders can be setup by using previous 4 lines.

            // register this object as a tick listener, name unimportant
            // this is an optional step to receive ticks in between candles
            Framework.TickServer.RegisterTickListener("System", "*", this);

            // start header line of numerical output file
            Framework.WriteGraphLine("InTrade,Margin,C,TP,FMA,HMA,Deriv1,Deriv2,SMA,BBand1,BBand2,%b,Bandwidth,StochRSI,CCI");
        }