override protected void StrategyExecute()
{
MACD macd = Indicators.MACD.Series(data.Close,
parameters[0], parameters[1],
parameters[2], "");
ADX adx = new ADX(data.Bars, parameters[3], "");
double delta = 0, lastDelta = 0;
for (int idx = 1; idx < macd.Values.Length; idx++)
{
delta = (macd.HistSeries[idx] - macd.HistSeries[idx - 1]);
//If there is a trend
if (adx[idx] > 25)
{
if (delta > 0 && lastDelta < 0)
{
BuyAtClose(idx);
}
}
if (delta < 0 && lastDelta > 0)
{
SellAtClose(idx);
}
lastDelta = delta;
}
}
public override void Initialization()
{
try
{
//Создаем индикаторы для торговой стратегии
_upperChannelOne = new Highest((int)Parameter(1));
_lowerChannelOne = new Lowest((int)Parameter(1));
_upperChannelTwo = new Highest((int)Parameter(1) / 2); //50% от P1
_lowerChannelTwo = new Lowest((int)Parameter(1) / 2); //50% от P1
_adxLookBack = new ADX((int)Parameter(2));
_adxThreshold = new ADX((int)Parameter(3));
_atr = new ATR((int)Parameter(4));
_atrStop = (int)Parameter(5);
_volume = (int)Parameter(6);
//Для выставления лимитных заявок в рынок для гарантированного исполнения
_offset = GetSecurity().Tick *10;
//Инициализируем алгоритмические заявки
InitializationAlgoOrders();
//Подписываемся на события при инициализации стратегии
Subscribe();
}
catch (Exception ex)
{
ExceptionMessage(ex, "Strategy");
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = NinjaTrader.Custom.Resource.NinjaScriptStrategyDescriptionSampleMultiInstrument;
Name = NinjaTrader.Custom.Resource.NinjaScriptStrategyNameSampleMultiInstrument;
// This strategy has been designed to take advantage of performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = false;
}
else if (State == State.Configure)
{
// Add an MSFT 1 minute Bars object to the strategy
AddDataSeries("MSFT", Data.BarsPeriodType.Minute, 1);
// Sets a 20 tick trailing stop for an open position
SetTrailStop(CalculationMode.Ticks, 20);
}
else if (State == State.DataLoaded)
{
rsi = RSI(14, 1);
adx = ADX(14);
// Add RSI and ADX indicators to the chart for display
// This only displays the indicators for the primary Bars object (main instrument) on the chart
AddChartIndicator(rsi);
AddChartIndicator(adx);
}
}
public override void GetAll(IIndicatorValues Ind)
{
int period = (int)this.IndicatorParameters.List[0];
decimal thresholdADX = (decimal)this.IndicatorParameters.List[1];
if (!Ind.ADXSimple(period, thresholdADX).IsPopulated)
{
int oldCurrentBar = Ind.Bar.CurrentBar;
for (int i = 1; i <= Ind.Bar.MaxBar; i++)
{
Ind.Bar.CurrentBar = i;
object prototype = null;
if (i == 1)
{
prototype = new ADX(thresholdADX);
}
else
{
prototype = (ADX)Ind.ADXSimple(period, thresholdADX)[1].Clone();
}
Get(ref prototype, Ind);
Ind.ADXSimple(period, thresholdADX)[0] = (ADX)prototype;
Ind.ADXSimple(period, thresholdADX).IsPopulated = true; // set here so instance is guaranteed to exits
}
Ind.Bar.CurrentBar = oldCurrentBar;
}
}
public async Task<IndADXEntity[]> GetADX(string code, int start = 0, int end = 0, int period = 14, string type = "day")
{
TickerEntity[] tickers = await base.getTickerEntityArray(code, start, end, type);
List<IndADXEntity> outList = new List<IndADXEntity>();
int len = tickers.Length;
double[] close = tickers.Select(t => (double)t.C).ToArray();
double[] high = tickers.Select(t => (double)t.H).ToArray();
double[] low = tickers.Select(t => (double)t.L).ToArray();
double?[] outADX = new double?[len];
double?[] outDi_P = new double?[len];
double?[] outDi_M = new double?[len];
ADX.Calculate(high, low, close, outDi_P, outDi_M, outADX, period);
for (int i = 0; i < len; i++)
{
outList.Add(new IndADXEntity
{
T = tickers[i].T,
P = tickers[i].P,
Di_plus = outDi_P[i],
Di_minus = outDi_M[i],
Adx = outADX[i]
});
}
return outList.Where(r => (start == 0 || r.P >= start) && (end == 0 || r.P <= end)).ToArray();
}
public void TestCalculateRealData()
{
TickerBLL tbll = new TickerBLL(_unit);
List <Ticker> tList = tbll.GetTickerListByShareDB(1585, null, 21100000);
double[] close = new double[tList.Count];
double[] h = new double[tList.Count];
double[] lo = new double[tList.Count];
double?[] adx = new double?[tList.Count];
double?[] diPlus = new double?[tList.Count];
double?[] diMinus = new double?[tList.Count];
var i = 0;
foreach (var t in tList)
{
close[i] = t.Close;
h[i] = t.High;
lo[i] = t.Low;
i++;
}
ADX.Calculate(h, lo, close, diPlus, diMinus, adx);
}
protected override void OnStateChange()
{
base.OnStateChange();
if (State == State.SetDefaults)
{
Description = "Hedge by itself";
Name = "StgSelfHedger";
// This strategy has been designed to take advantage of performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
Calculate = Calculate.OnBarClose;
//IsFillLimitOnTouch = false;
TraceOrders = false;
BarsRequiredToTrade = 22;
IsUnmanaged = false;
//IsInstantiatedOnEachOptimizationIteration = false;
}
else if (State == State.Configure)
{
// Add an MSFT 1 minute Bars object to the strategy
//AddDataSeries("NQ 06-20", Data.BarsPeriodType.Minute, 13);
AddDataSeries("MNQ 06-20", Data.BarsPeriodType.Minute, 13);
// Sets a 20 tick trailing stop for an open position
SetTrailStop(CalculationMode.Ticks, 20);
}
else if (State == State.DataLoaded)
{
rsi = RSI(14, 1);
adx = ADX(14);
// Add RSI and ADX indicators to the chart for display
// This only displays the indicators for the primary Bars object (main instrument) on the chart
AddChartIndicator(rsi);
AddChartIndicator(adx);
}
}
protected override void OnStateChange()
{
base.OnStateChange();
if (State == State.SetDefaults)
{
Description = "Free Sample Strategy using MA Cross";
Name = "StgFreeSample";
// This strategy has been designed to take advantage of performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
Calculate = Calculate.OnBarClose;
//IsFillLimitOnTouch = false;
TraceOrders = false;
BarsRequiredToTrade = 22;
IsUnmanaged = false;
OrderFillResolution = OrderFillResolution.Standard;
EntriesPerDirection = 1;
DefaultQuantity = 5;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
MM_ProfitFactorMax = 1;
MM_ProfitFactorMin = 0;
TG_TradeEndH = 10;
TG_TradeEndM = 45;
//IsInstantiatedOnEachOptimizationIteration = false;
}
else if (State == State.Configure)
{
// Add an MSFT 1 minute Bars object to the strategy
//AddDataSeries("NQ 06-20", Data.BarsPeriodType.Minute, 13);
AddDataSeries("NQ 06-20", Data.BarsPeriodType.Minute, 13);
AddDataSeries("RTY 06-20", Data.BarsPeriodType.Minute, 13);
SetOrderQuantity = SetOrderQuantity.Strategy; // calculate orders based off default size
// Sets a 20 tick trailing stop for an open position
//SetTrailStop(CalculationMode.Ticks, 200);
}
else if (State == State.DataLoaded)
{
rsi = RSI(14, 1);
rsi1 = RSI(BarsArray[1], 14, 1);
rsi2 = RSI(BarsArray[2], 14, 1);
adx = ADX(14);
adx1 = ADX(BarsArray[1], 14);
adx2 = ADX(BarsArray[2], 14);
giPctSpd = GIPctSpd(8);
// Add RSI and ADX indicators to the chart for display
// This only displays the indicators for the primary Bars object (main instrument) on the chart
AddChartIndicator(rsi);
AddChartIndicator(adx);
AddChartIndicator(giPctSpd);
giPctSpd.RaiseIndicatorEvent += OnTradeByPctSpd;
giPctSpd.TM_ClosingH = TG_TradeEndH;
giPctSpd.TM_ClosingM = TG_TradeEndM;
SetPrintOut(1);
Print(String.Format("{0}: IsUnmanaged={1}", this.GetType().Name, IsUnmanaged));
Print(String.Format("{0}: DataLoaded...BarsArray.Length={1}", this.GetType().Name, BarsArray.Length));
}
}
protected override void OnCalculate()
{
ADX adx = ADX(14);
EMA ema = EMA(20);
RSI rsi = RSI(14, 3);
double singnaldata = 0;
if (adx[0] > 30 && adx[0] > adx[1] && InSeries[0] <= ema[0])
{
Color color = Color.Green;
if (rsi[0] <= 30)
{
color = Color.LightGreen;
singnaldata = 1;
}
else
{
singnaldata = 0.5;
}
AddChartArrowUp("ArrowLong_Entry" + +Bars[0].Time.Ticks, this.IsAutoAdjustableScale, 0, Bars[0].Low, color);
}
//ADX adx = ADX(14);
//EMA ema = EMA(20);
//double singnaldata = 0;
//if (adx[0] > 30 && adx[0] > adx[1] && InSeries[0] <= ema[0])
//{
// singnaldata = 1;
// AddChartArrowUp("ArrowLong_Entry" + +Bars[0].Time.Ticks, this.IsAutoAdjustableScale, 0, Bars[0].Low, Color.Green);
//}
SignalLine.Set(singnaldata);
PlotLine_ADX.Set(adx[0]);
PlotLine_XMA.Set(ema[0]);
PlotColors[0][0] = this.Plot0Color;
OutputDescriptors[0].PenStyle = this.Dash0Style;
OutputDescriptors[0].Pen.Width = this.Plot0Width;
PlotColors[1][0] = this.Plot1Color;
OutputDescriptors[1].PenStyle = this.Dash1Style;
OutputDescriptors[1].Pen.Width = this.Plot1Width;
PlotColors[2][0] = this.Plot1Color;
OutputDescriptors[2].PenStyle = this.Dash1Style;
OutputDescriptors[2].Pen.Width = this.Plot1Width;
}
public ArsalanADXandMACD(BarItemType barType)
{
this.barType = barType;
this.identityCode = string.Format("{0}({1})", IDENTITY_CODE, barType.Code);
macd = new MACD(barType, 3, 10, 18);
adx = new ADX(barType, 18);
Register(macd, adx);
}
public PSARandADX(BarItemType barType)
{
this.barType = barType;
this.identityCode = string.Format("{0}({1})", IDENTITY_CODE, barType.Code);
psar = new ParabolicSAR(barType, 5);
adx = new ADX(barType, 50);
Register(psar, adx);
}
public ArsalanADXandEMACross(BarItemType barType)
{
this.barType = barType;
this.identityCode = string.Format("{0}({1})", IDENTITY_CODE, barType.Code);
ema3 = new EMA(barType, 3);
ema10 = new EMA(barType, 10);
adx = new ADX(barType, 14);
Register(ema3, ema10, adx);
}
public ADXPower(BarItemType barType)
{
this.barType = barType;
this.identityCode = string.Format("{0}({1})", IDENTITY_CODE, barType.Code);
ema9 = new EMA(barType, 9);
ema26 = new EMA(barType, 26);
adx = new ADX(barType, 14);
Register(ema9, ema26, adx);
}
private async void PlaySelectedTrack()
{
var track = GetSelectedTrack(TrackType.Track);
var cue = GetSelectedCue();
if (track != null && cue != null)
{
if (track.WaveformWrapper != null)
{
var afs2Entry = AcbFile.AcbFile.GetAfs2Entry((track.WaveformWrapper.WaveformRef != null) ? track.WaveformWrapper.WaveformRef.AwbId : ushort.MaxValue);
if (afs2Entry != null)
{
audioPlayer.Stop();
switch (track.WaveformWrapper.WaveformRef.EncodeType)
{
case EncodeType.HCA:
case EncodeType.HCA_ALT:
await audioPlayer.AsyncSetHcaAudio(afs2Entry.bytes);
break;
case EncodeType.ADX:
audioPlayer.SetAudio(ADX.Decode(afs2Entry.bytes));
break;
case EncodeType.ATRAC9:
audioPlayer.SetAudio(AT9.Decode(afs2Entry.bytes));
break;
}
//Set volume
float cueBaseVolume = cue.GetBaseVolume();
float cueRandom = cue.GetRandomVolume();
float trackBasekVolume = track.GetBaseVolume();
float trackRandom = track.GetRandomVolume();
float cueVolume = cueBaseVolume + Xv2CoreLib.Random.Range(0, cueRandom);
float trackVolume = trackBasekVolume + Xv2CoreLib.Random.Range(0, trackRandom);
float finalVolume = ((trackVolume * cueVolume) > 1f) ? 1f : trackVolume * cueVolume;
audioPlayer.SetVolume(finalVolume);
//Play
audioPlayer.Play();
//Force Update UI
CommandManager.InvalidateRequerySuggested();
}
}
}
}
protected override void OnBarUpdate()
{
if (CurrentBar < BarsRequiredToTrade)
{
return;
}
// Note: Bars are added to the BarsArray and can be accessed via an index value
// E.G. BarsArray[1] ---> Accesses the 1 minute Bars added above
if (adx1 == null)
{
adx1 = ADX(BarsArray[1], 14);
}
// OnBarUpdate() will be called on incoming tick events on all Bars objects added to the strategy
// We only want to process events on our primary Bars object (main instrument) (index = 0) which
// is set when adding the strategy to a chart
if (BarsInProgress != 0)
{
return;
}
if (CurrentBars[0] < 0 || CurrentBars[1] < 0)
{
return;
}
// Checks if the 14 period ADX on both instruments are trending (above a value of 30)
if (adx[0] > 30 && adx1[0] > 30)
{
// If RSI crosses above a value of 30 then enter a long position via a limit order
if (CrossAbove(rsi, 30, 1))
{
// Draws a square 1 tick above the high of the bar identifying when a limit order is issued
Draw.Square(this, "My Square" + CurrentBar, false, 0, High[0] + TickSize, Brushes.DodgerBlue);
// Enter a long position via a limit order at the current ask price
//EnterLongLimit(GetCurrentAsk(), "RSI");
Print(String.Format("{0}: IsUnmanaged={1}", CurrentBar, IsUnmanaged));
//EnterLong(1);
EnterLong(0, 1, "RSI");
EnterShort(1, 5, "RSI");
}
}
// Any open long position will exit if RSI crosses below a value of 75
// This is in addition to the trail stop set in the OnStateChange() method under State.Configure
if (CrossBelow(rsi, 75, 1))
{
//ExitLong();
ExitLong(0, 1, "ExitRSI", "RSI");
ExitShort(1, 5, "ExitRSI", "RSI");
}
}
protected override string GetPresentDetail(IOutputInstant Instant, IIndicatorValues Data, IndicatorParameters IndicatorParameters)
{
ADX adx = Data.ADXSimple(IndicatorParameters)[Instant.ExposureDate];
if (adx != null)
{
return(String.Format("{0}|{1}|{2}|{3}|{4}|", adx.MinusDI, adx.PlusDI, adx.ADXValue, (int)adx.Trendiness, adx.Trendiness));
}
else
{
return(String.Format("{0}|{1}|{2}|{3}|{4}|", "", "", "", "", ""));
}
}
public ThoseFourIndicators(BarItemType barType)
{
this.barType = barType;
this.identityCode = string.Format("{0}({1})", IDENTITY_CODE, barType.Code);
cci = new CCI(barType, 14);
stoch = new Stochastics(barType, 14, 2, 2);
macd = new MACD(barType, 8, 40, 8);
adx = new ADX(barType, 14);
Register(cci, stoch, macd, adx);
}
/// <summary>
/// Initializes a new instance of the <see cref="ProcessingTrees"/> class.
/// </summary>
/// <param name="document">The ADX document.</param>
public ProcessingTrees(ADX document, ValidationEventCallback onValidationEvent)
{
// Add the validation callback
this.OnValidationEvent += this.OnValidationEventSink;
if (onValidationEvent != null)
{
this.OnValidationEvent += onValidationEvent;
}
m_document = document;
Build(); // Build the processing trees
}
public void ADX()
{
ADX adx = new ADX();
adx.Load(OhlcList);
ADXSerie serie = adx.Calculate();
Assert.IsNotNull(serie);
Assert.IsTrue(serie.ADX.Count > 0);
Assert.IsTrue(serie.DINegative.Count > 0);
Assert.IsTrue(serie.DIPositive.Count > 0);
Assert.IsTrue(serie.DX.Count > 0);
Assert.IsTrue(serie.TrueRange.Count > 0);
}
public void ADX()
{
ADX adx = new ADX();
adx.Load(Directory.GetCurrentDirectory() + "\\table.csv");
ADXSerie serie = adx.Calculate();
Assert.IsNotNull(serie);
Assert.IsTrue(serie.ADX.Count > 0);
Assert.IsTrue(serie.DINegative.Count > 0);
Assert.IsTrue(serie.DIPositive.Count > 0);
Assert.IsTrue(serie.DX.Count > 0);
Assert.IsTrue(serie.TrueRange.Count > 0);
}
public void TestADX()
{
double[] high = new double[] {
30.20, 30.28, 30.45, 29.35, 29.35,
29.29, 28.83, 28.73, 28.67, 28.85,
28.64, 27.68, 27.21, 26.87, 27.41,
26.94, 26.52, 26.52, 27.09, 27.69,
28.45, 28.53, 28.67, 29.01, 29.87,
29.80, 29.75, 30.65, 30.60, 30.76,
31.17, 30.89, 30.04, 30.66, 30.60,
31.97, 32.10, 32.03, 31.63, 31.85,
32.71
};
double[] low = new double[] {
29.41, 29.32, 29.96, 28.74, 28.56,
28.41, 28.08, 27.43, 27.66, 27.83,
27.40, 27.09, 26.18, 26.13, 26.63,
26.13, 25.43, 25.35, 25.88, 26.96,
27.14, 28.01, 27.88, 27.99, 28.76,
29.14, 28.71, 28.93, 30.03, 29.39,
30.14, 30.43, 29.35, 29.99, 29.52,
30.94, 31.54, 31.36, 30.92, 31.20,
32.13
};
double[] close = new double[] {
29.87, 30.24, 30.10, 28.90, 28.92,
28.48, 28.56, 27.56, 28.47, 28.28,
27.49, 27.23, 26.35, 26.33, 27.03,
26.22, 26.01, 25.46, 27.03, 27.45,
28.36, 28.43, 27.95, 29.01, 29.38,
29.36, 28.91, 30.61, 30.05, 30.19,
31.12, 30.54, 29.78, 30.04, 30.49,
31.47, 32.05, 31.97, 31.13, 31.66,
32.64
};
int len = close.Length;
double?[] outDiPlus = new double?[len];
double?[] outDiMinus = new double?[len];
double?[] outADX = new double?[len];
ADX.Calculate(high, low, close, outDiPlus, outDiMinus, outADX);
Console.WriteLine("di plus: " + ObjectHelper.ToJson(outADX));
}
public void CanSerializeToXml_ADX()
{
var source = new ADX
{
Symbol = "A",
Date = DateTime.Today,
ADX14 = 12.0
};
var i = source.ToIndicator();
var target = EntityHelper.DeserializeFromXml <ADX> (i.Data);
Assert.IsTrue(source.Symbol == target.Symbol);
Assert.IsTrue(source.Date == target.Date);
Assert.IsTrue(source.ADX14 == target.ADX14);
}
/// <summary>
/// Initializes a new instance of the <see cref="AssayResults"/> class.
/// </summary>
/// <param name="document">The ADX document.</param>
public AssayResults(ADX document, ValidationEventCallback onValidationEvent)
{
// Add the validation callback
this.OnValidationEvent += this.OnValidationEventSink;
if (onValidationEvent != null)
{
this.OnValidationEvent += onValidationEvent;
}
m_document = document;
// Build the processing trees for this ADX document.
m_processingTrees = new ProcessingTrees(this.Document, onValidationEvent);
// Bind the analyses and measurements to the assay results list.
this.Bind();
}
public Indicator AnalyzeData(DataState state)
{
double[] highPrices = _analyseRepo.LoadHighPriceBySymbol(state.Symbol, true).ToArray();
double[] lowPrices = _analyseRepo.LoadLowPriceBySymbol(state.Symbol, true).ToArray();
double[] closePrices = _analyseRepo.LoadClosePriceBySymbol(state.Symbol, true).ToArray();
double[] adxValues = ADXCalculator.CalculateADX(ADXCalculator.Period, highPrices, lowPrices, closePrices);
if (adxValues.Length == 0)
{
return(null);
}
ADX value = new ADX();
value.Symbol = state.Symbol;
value.Date = state.Last.Value;
value.ADX14 = AlgorithmHelper.GetLast(adxValues);
return(value.ToIndicator());
}
/// <summary>
/// Initialise a processing tree for a collection of samples.
/// </summary>
/// <param name="ADX">The ADX document.</param>
/// <param name="refs">The list of sample references.</param>
public ProcessingTree(ADX document, SampleReference[] refs, Validation.ValidationEventCallback onValidationEvent)
{
// Add the validation callback
if (onValidationEvent != null)
{
this.OnValidationEvent += onValidationEvent;
}
m_document = document; // Set the ADX document
// Copy the sample references
foreach (SampleReference sampleRef in refs)
{
SampleReference copyRef = new SampleReference();
copyRef.IdRef = sampleRef.IdRef;
m_sampleIds.Add(copyRef);
}
}
/// <summary>
/// Checks the ADX file against the rules for a valid laboratory export.
/// </summary>
/// <param name="fileName">Name of the file.</param>
public void Check(String fileName)
{
try
{
ADX document = ADX.Load(fileName);
CheckHeader(document);
CheckChainOfCustody(document);
CheckSamples(document);
CheckResults(document);
AssayResults assayResults = new AssayResults(document, OnValidationEvent);
}
catch (System.Exception exc)
{
}
}
/// <summary>
/// Checks the ADX results.
/// </summary>
/// <param name="document">The ADX document.</param>
private void CheckResults(ADX document)
{
// Is there a results section defined ?
if (document.Results == null)
{
this.Add(new ValidationResult(ErrorCodes.Results, ErrorLevel.Error, Languages.Strings.valNoResults));
return;
}
// Are there processing groups in the results section ?
if (document.Results.ProcessingGroup == null)
{
this.Add(new ValidationResult(ErrorCodes.Results, ErrorLevel.Error, Languages.Strings.valNoResultsProcessingGroups));
return;
}
// Does each processing group contain results ?
foreach (ProcessingGroup processingGroup in document.Results.ProcessingGroup)
{
// Does it have an ID ?
if (String.IsNullOrEmpty(processingGroup.Id))
{
this.Add(new ValidationResult(ErrorCodes.Results, ErrorLevel.Warning, Languages.Strings.valNoIdForProcessingGroup));
}
// Any results ?
if (processingGroup.Result == null)
{
this.Add(new ValidationResult(ErrorCodes.Results, ErrorLevel.Error, String.Format(Languages.Strings.valNoResultsResult, processingGroup.ToString())));
}
else
{
// Check each result
foreach (Result result in processingGroup.Result)
{
CheckResult(document, result);
}
}
}
}
override protected void StrategyExecute()
{
MACD macd = Indicators.MACD.Series(data.Close,
parameters[0], parameters[1],
parameters[2], "");
ADX adx = new ADX(data.Bars, parameters[3], "");
int cutlosslevel = (int)parameters[4];
int takeprofitlevel = (int)parameters[5];
double delta = 0, lastDelta = 0;
for (int idx = 1; idx < macd.Values.Length; idx++)
{
delta = (macd.HistSeries[idx] - macd.HistSeries[idx - 1]);
//If there is a trend
if (adx[idx] > 25)
{
if (delta > 0 && lastDelta < 0)
{
BuyAtClose(idx);
}
}
if (delta < 0 && lastDelta > 0)
{
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);
}
lastDelta = delta;
}
}
public override void OnStrategyStart()
{
sma = new SMA(Bars, SMALength);
sma.Color = Color.Yellow;
Draw(sma, 0);
// if required, set up the RAVI moving average
if (FilterType == FilterType.RAVI)
{
shortSMA = new SMA(Bars, ShortSMALength);
shortSMA.Color = Color.Pink;
Draw(shortSMA, 0);
}
//if required, set up the ADX moving average
if (FilterType == FilterType.ADX)
{
// ADX is a builtin function, like SMA
adx = new ADX(Bars, ADXLength);
adx.Color = Color.Wheat;
Draw(adx, 2);
}
}
/// <summary>
/// Checks the single ADX result.
/// </summary>
/// <param name="document">The ADX document.</param>
/// <param name="result">The ADX result.</param>
private void CheckResult(ADX document, Result result)
{
String sampleIdentifier = result.ToString();
// No processing history defined ?
if (result.ProcessingHistory == null)
{
this.Add(new ValidationResult(ErrorCodes.Results, ErrorLevel.Error, String.Format(Languages.Strings.valNoResultProcessingHistory, sampleIdentifier)));
}
// Any sample references ?
if (result.Sample == null || result.Sample.Length == 0)
{
this.Add(new ValidationResult(ErrorCodes.Results, ErrorLevel.Error, String.Format(Languages.Strings.valNoSampleRefDefinedForResult, sampleIdentifier)));
}
// Does each sample reference refer to a sample ?
else if (document.Samples != null)
{
foreach (SampleReference sampleRef in result.Sample)
{
if (document.Samples.Find(sampleRef) == null)
{
this.Add(new ValidationResult(ErrorCodes.Results, ErrorLevel.Error, String.Format(Languages.Strings.valUnknownResultSampleRef, sampleRef.IdRef)));
}
}
}
// Check each result analysis record
if (result.Analysis != null)
{
foreach (AnalysisRecord analysisRecord in result.Analysis)
{
CheckAnalysisRecord(document, result, analysisRecord);
}
}
}
