protected override void OnStart()
{
Positions.Opened += OnPositionOpen;
tm = new TradeManager(this);
tm.PrintTestMessage();
IndAtr = Indicators.AverageTrueRange(14, MovingAverageType.Simple);
IndSMA = Indicators.SimpleMovingAverage(SMASource, SMAPeriod);
IndSAR = Indicators.ParabolicSAR(SARMINAF, SARMAXAF);
IndDMS = Indicators.DirectionalMovementSystem(DMSPeriod);
/*
* ===============================================================================================
* DETERMINE STOP LOSS AND TAKE PROFIT VALUES
* ===============================================================================================
*/
if (TrailingStopTrigger == 0 || IncludeTrailingStop == false)
{
Vstop_loss = null;
}
else
{
Vstop_loss = TrailingStopTrigger;
}
// TAKE PROFIT
// IF SET TO 0 OR USER HAS NOT INCLUDED TAKE PROFIT - SET TO NULL
if (TakeProfitTrigger == 0 || IncludeTakeProfit == false)
{
Vtake_profit = null;
}
else
{
Vtake_profit = TakeProfitTrigger;
}
}
protected override void OnStart()
{
Positions.Closed += PositionsOnClosed;
Print("START GyBolliBanRange: {0}", Server.Time.ToLocalTime());
BolliBan1 = Indicators.BollingerBands(SourceBB, PeriodBB, DeviateBB1, MaTypeBB);
BolliBan2 = Indicators.BollingerBands(SourceBB, PeriodBB, DeviateBB2, MaTypeBB);
SignalMA = Indicators.MovingAverage(SourceSignalMA, PeriodSignalMA, MaTypeSignal);
FilterADX = Indicators.DirectionalMovementSystem(PeriodADX);
}
protected override void Initialize()
{
_highSeries = CreateDataSeries();
_lowSeries = CreateDataSeries();
_smaHigh = Indicators.SimpleMovingAverage(_highSeries, SmaPeriod);
_smaLow = Indicators.SimpleMovingAverage(_lowSeries, SmaPeriod);
_dms = Indicators.DirectionalMovementSystem(AdxPeriod);
}
internal BandScalpingEngine(BandScalpingcBot robot)
{
bsBot = robot;
bb = bsBot.Indicators.BollingerBands(bsBot.Bars.ClosePrices, bsBot.BBPeriods, bsBot.BBStandardDev, MovingAverageType.Exponential);
rsi = bsBot.Indicators.RelativeStrengthIndex(bsBot.Bars.ClosePrices, bsBot.RSIPeriods);
adx = bsBot.Indicators.DirectionalMovementSystem(bsBot.DMSPeriod);
Start();
}
protected override void Initialize()
{
_highSeries = CreateDataSeries();
_lowSeries = CreateDataSeries();
_smaHigh = Indicators.SimpleMovingAverage(_highSeries, SmaPeriod);
_smaLow = Indicators.SimpleMovingAverage(_lowSeries, SmaPeriod);
_dms = Indicators.DirectionalMovementSystem(AdxPeriod);
}
/// <summary>
/// Viene generato all'avvio dell'indicatore, si inizializza l'indicatore
/// </summary>
protected override void Initialize()
{
// --> Stampo nei log la versione corrente
Print("{0} : {1}", NAME, VERSION);
_MyMAup = Indicators.MovingAverage(Bars.HighPrices, Period, MaType);
_MyMA = Indicators.MovingAverage(Bars.ClosePrices, Period, MaType);
_MyMAdw = Indicators.MovingAverage(Bars.LowPrices, Period, MaType);
_MyADX = Indicators.DirectionalMovementSystem(Smoothed);
}
protected override void OnStart()
{
Print("START GyBolliBanBreak: {0}", Server.Time.ToLocalTime());
BolliBan1 = Indicators.BollingerBands(SourceBB, PeriodBB, DeviateBB1, MaTypeBB);
BolliBan2 = Indicators.BollingerBands(SourceBB, PeriodBB, DeviateBB2, MaTypeBB);
SignalMA = Indicators.SimpleMovingAverage(SourceSignalMA, PeriodSignalMA);
FilterADX = Indicators.DirectionalMovementSystem(PeriodADX);
curstate = States.Initial;
longstate = HasLong.Initial;
shortstate = HasShort.Initial;
}
protected override void Initialize()
{
_dms = Indicators.DirectionalMovementSystem(ADX_Periods);
_rsi = Indicators.RelativeStrengthIndex(Source, FastRSI);
_rsi2 = Indicators.RelativeStrengthIndex(Source, SlowRSI);
}
protected override void Initialize()
{
_dms = Indicators.DirectionalMovementSystem(14);
}
protected override void Initialize()
{
adx = Indicators.DirectionalMovementSystem(14);
}
protected override void Initialize()
{
// Initialize and create nested indicators
dms = Indicators.DirectionalMovementSystem(ADX_Periods);
stoc = Indicators.StochasticOscillator(K_Period, Slow_K, D_Period, MAType);
}
protected override void Initialize()
{
_dms = Indicators.DirectionalMovementSystem(ADX_Periods);
DI_Plus = Indicators.SimpleMovingAverage(buy, ADX_Periods);
DI_Minus = Indicators.SimpleMovingAverage(sell, ADX_Periods);
}
protected override void OnStart()
{
if (TimeFrame <= TimeFrame.Hour)
PivotTimeFrame = TimeFrame.Daily;
else if (TimeFrame < TimeFrame.Daily)
PivotTimeFrame = TimeFrame.Weekly;
else
PivotTimeFrame = TimeFrame.Monthly;
Adx = Indicators.DirectionalMovementSystem(ADXPeriods);
}
public Candle(MarketSeries marketSeries, int index, int period, DirectionalMovementSystem dms)
{
High = marketSeries.High.Last(index);
Open = marketSeries.Open.Last(index);
Close = marketSeries.Close.Last(index);
Low = marketSeries.Low.Last(index);
OpenTime = marketSeries.OpenTime.Last(index);
if (dms.DIPlus.Last(index) > dms.DIMinus.Last(index))
Trend = TypeTrend.Upper;
if (dms.DIPlus.Last(index) < dms.DIMinus.Last(index))
Trend = TypeTrend.Down;
if (dms.DIPlus.Last(index) == dms.DIMinus.Last(index))
Trend = TypeTrend.Lateral;
StrongTrend = false;
if (dms.ADX.Last(index) >= 20)
StrongTrend = true;
Bull = Open < Close;
BodySize = Math.Abs(Open - Close);
ShadeHigh = High - Open;
ShadeLow = Close - Low;
if (Bull)
{
ShadeHigh = High - Close;
ShadeLow = Open - Low;
}
HighLow = High - Low;
double sum = 0;
for (int i = index + 1; i <= period; i++)
sum = sum + Math.Abs(marketSeries.Open.Last(i) - marketSeries.Close.Last(i));
sum = sum / period;
//--- long
if (BodySize > sum * 1.3)
Type = TypeCandlestick.CandLong;
//--- short
if (BodySize < sum * 0.5)
Type = TypeCandlestick.CandShort;
//--- doji
if (BodySize < HighLow * 0.03)
Type = TypeCandlestick.CandDoji;
//--- maribozu
if ((ShadeLow < BodySize * 0.01 || ShadeHigh < BodySize * 0.01) && BodySize > 0)
{
if (Type == TypeCandlestick.CandLong)
Type = TypeCandlestick.CandMaribozuLong;
else
Type = TypeCandlestick.CandMaribozu;
}
//--- hammer
if (ShadeLow > BodySize * 2 && ShadeHigh < BodySize * 0.1)
Type = TypeCandlestick.CandHammer;
//--- invert hammer
if (ShadeLow < BodySize * 0.1 && ShadeHigh > BodySize * 2)
Type = TypeCandlestick.CandInvertHammer;
//--- spinning top
if (Type == TypeCandlestick.CandShort && ShadeLow > BodySize && ShadeHigh > BodySize)
Type = TypeCandlestick.CandSpinTop;
}
protected override void Initialize()
{
adx = Indicators.DirectionalMovementSystem(interval);
}
