protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "ConstanceBrown";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
}
else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Second, 5);
stochasticsFast_14_3 = StochasticsFast(3, 14);
stochasticsFast_14_3.Plots[0].Brush = Brushes.Transparent;
stochasticsFast_14_3.Plots[1].Brush = Brushes.Red;
AddChartIndicator(stochasticsFast_14_3);
compositeIndex = CompositeIndex(14, 9, 3, 3);
AddChartIndicator(compositeIndex);
List <DisasbleTimeRange> disableTimeRanges = new List <DisasbleTimeRange>();
//disableTimeRanges.Add(new DisasbleTimeRange() { Day = DayOfWeek.Monday, StartHour = 0, StartMinute = 0, EndHour = 9, EndMinute = 59 });
//disableTimeRanges.Add(new DisasbleTimeRange() { Day = DayOfWeek.Monday, StartHour = 12, StartMinute = 30, EndHour = 24, EndMinute = 59 });
foreach (DisasbleTimeRange d in disableTimeRanges)
{
disableManager.AddRange(DayOfWeek.Sunday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Monday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Tuesday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Wednesday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Thursday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Friday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
}
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "HeikenAshiPullbacks";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
ProfitTicks = 3;
StopLossTicks = 8;
TrendStrength = 5;
InitialQuantity = 2;
LetItRideQuantity = 1;
TrailingBarsStop = 3;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
}
else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Second, 1);
autoTrend = AutoTrendHNT8(false, this.TrendStrength, true, false, 60, Brushes.DarkRed, Brushes.Chartreuse, Brushes.DarkRed, Brushes.Chartreuse);
AddChartIndicator(autoTrend);
swing = Swing(this.TrendStrength);
AddChartIndicator(swing);
momentum = Momentum(14);
AddChartIndicator(momentum);
stochasticsFast_14_3 = EnhancedStochasticsFast(3, 14, Brushes.Chartreuse, Brushes.Transparent, true, 1);
AddChartIndicator(stochasticsFast_14_3);
greenBarStick = GuerillaStickSimple(Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.GreenBar, 0, 0);
AddChartIndicator(greenBarStick);
redBarStick = GuerillaStickSimple(Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.RedBar, 0, 0);
AddChartIndicator(redBarStick);
List <DisasbleTimeRange> disableTimeRanges = new List <DisasbleTimeRange>();
disableTimeRanges.Add(new DisasbleTimeRange()
{
Day = DayOfWeek.Monday, StartHour = 6, StartMinute = 0, EndHour = 18, EndMinute = 00
});
foreach (DisasbleTimeRange d in disableTimeRanges)
{
disableManager.AddRange(DayOfWeek.Sunday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Monday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Tuesday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Wednesday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Thursday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Friday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
}
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"ThaAdxRideTheTrend";
Name = "ThaAdxRideTheTrend";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
TradingAccountId = 0;
ExitPeriod = 3;
AdxPeriod = 14;
MinAdx = 25;
ExitSlopeThreshold = -15;
UseBoundaryHours = true;
StartHour = 7;
StartMinute = 30;
EndHour = 12;
EndMinute = 30;
LossExitTicks = 8;
EnterPeriod = 3;
EnterSlopeThreshold = 20;
RecordHistoricalTrades = false;
EnterBarsLength = 2;
ExitBarsLength = 2;
EnterViaLimit = true;
EnterViaStop = true;
ExitStopBuffer = 2;
ExitLimitBuffer = 2;
Quantity = 2;
MinTickRange = 8;
FireSns = false;
MinTrendLength = 1;
TargetDollars = 0;
TrailingStopMinDollars = 0;
TrailingStopDivisorDollars = 0;
TrailingStopCushionDollars = 0;
OverrideRealTimeOnly = false;
}
else if (State == State.Configure)
{
//SetOrderQuantity = SetOrderQuantity.DefaultQuantity;
trailingStopEnabled = TrailingStopMinDollars > 0;
if (trailingStopEnabled)
{
AddDataSeries(BarsPeriodType.Tick, 300);
}
tickCounter = TickCounter(true, false);
AddChartIndicator(tickCounter);
rangeIndicator = MyRange(14, MinTickRange);
//AddChartIndicator(rangeIndicator);
adxIndicator = EnhancedADX(AdxPeriod, MinAdx);
AddChartIndicator(adxIndicator);
if (EnterPeriod > 1)
{
enterAdxSlopeIndicator = AdxSlope(AdxPeriod, EnterPeriod, EnterSlopeThreshold);
AddChartIndicator(enterAdxSlopeIndicator);
}
if (ExitPeriod > 1)
{
exitAdxSlopeIndicator = AdxSlope(AdxPeriod, ExitPeriod, ExitSlopeThreshold);
//AddChartIndicator(exitAdxSlopeIndicator);
}
disableManager.AddRange(DayOfWeek.Monday, 6, 25, 6, 50);
disableManager.AddRange(DayOfWeek.Tuesday, 6, 25, 6, 50);
disableManager.AddRange(DayOfWeek.Wednesday, 6, 25, 6, 50);
disableManager.AddRange(DayOfWeek.Thursday, 6, 25, 6, 50);
disableManager.AddRange(DayOfWeek.Friday, 6, 25, 6, 50);
// disableManager.AddRange(DayOfWeek.Sunday, 15, 45, 24, 0);
// disableManager.AddRange(DayOfWeek.Monday, 15, 45, 24, 0);
// disableManager.AddRange(DayOfWeek.Tuesday, 15, 45, 24, 0);
// disableManager.AddRange(DayOfWeek.Wednesday, 15, 45, 24, 0);
// disableManager.AddRange(DayOfWeek.Thursday, 15, 45, 24, 0);
// disableManager.AddRange(DayOfWeek.Friday, 15, 45, 24, 0);
}
else if (State == State.DataLoaded)
{
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "ThaAdxOneBar";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
TradingAccountId = 0;
ExitPeriod = 3;
AdxPeriod = 14;
MinAdx = 25;
ExitSlopeThreshold = -15;
UseBoundaryHours = true;
StartHour = 7;
StartMinute = 30;
EndHour = 12;
EndMinute = 30;
LossExitTicks = 8;
EnterPeriod = 3;
EnterSlopeThreshold = 20;
RecordHistoricalTrades = false;
EnterBarsLength = 2;
ExitBarsLength = 2;
EnterViaLimit = true;
EnterViaStop = true;
ExitStopBuffer = 2;
ExitLimitBuffer = 2;
Quantity = 2;
MinTickRange = 8;
// FastMaPeriod = 5;
// SlowMaPeriod = 10;
// MinMaDiff = 0.4;
}
else if (State == State.Configure)
{
//SetOrderQuantity = SetOrderQuantity.DefaultQuantity;
adxIndicator = EnhancedADX(AdxPeriod, MinAdx);
AddChartIndicator(adxIndicator);
if (EnterPeriod > 1)
{
enterAdxSlopeIndicator = AdxSlope(AdxPeriod, EnterPeriod, EnterSlopeThreshold);
//AddChartIndicator(enterAdxSlopeIndicator);
}
if (ExitPeriod > 1)
{
exitAdxSlopeIndicator = AdxSlope(AdxPeriod, ExitPeriod, ExitSlopeThreshold);
//AddChartIndicator(exitAdxSlopeIndicator);
}
rangeIndicator = MyRange(EnterBarsLength, MinTickRange);
//AddChartIndicator(rangeIndicator);
disableManager.AddRange(DayOfWeek.Sunday, 12, 45, 24, 0);
disableManager.AddRange(DayOfWeek.Monday, 12, 45, 24, 0);
disableManager.AddRange(DayOfWeek.Tuesday, 12, 45, 24, 0);
disableManager.AddRange(DayOfWeek.Wednesday, 12, 45, 24, 0);
disableManager.AddRange(DayOfWeek.Thursday, 12, 45, 24, 0);
disableManager.AddRange(DayOfWeek.Friday, 12, 45, 24, 0);
// disableManager.AddRange(DayOfWeek.Monday, 0, 0, 5, 0);
// disableManager.AddRange(DayOfWeek.Tuesday, 0, 0, 5, 0);
// disableManager.AddRange(DayOfWeek.Wednesday, 0, 0, 5, 0);
// disableManager.AddRange(DayOfWeek.Thursday, 0, 0, 5, 0);
// disableManager.AddRange(DayOfWeek.Friday, 0, 0, 5, 0);
//disableManager.AddRange(DayOfWeek.Monday, 6, 30, 6, 45);
//disableManager.AddRange(DayOfWeek.Tuesday, 6, 30, 6, 45);
//disableManager.AddRange(DayOfWeek.Wednesday, 6, 30, 6, 45);
//disableManager.AddRange(DayOfWeek.Thursday, 6, 30, 6, 45);
//disableManager.AddRange(DayOfWeek.Friday, 6, 30, 6, 45);
// fastMaIndicator = EMA(FastMaPeriod);
// slowMaIndicator = EMA(SlowMaPeriod);
// slowMaIndicator.Plots[0].Brush = Brushes.White;
// slowMaIndicator.Plots[0].Width = 2;
// fastMaIndicator.Plots[0].Width = 2;
// AddChartIndicator(fastMaIndicator);
// AddChartIndicator(slowMaIndicator);
}
else if (State == State.DataLoaded)
{
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "ScalpTick";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 2;
ProfitTicks = 4;
StopLossTicks = 15;
TradeSecondTrade = true;
TradeTails = true;
TradeBigBars = true;
Trade0Period = true;
Trade1Period = true;
TradeOpen = true;
TickProfileMinThreshold = 12;
BreakevenThreshold = .5;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
}
else if (State == State.Configure)
{
//SetProfitTarget(CalculationMode.Ticks, 4);
//SetStopLoss(CalculationMode.Ticks, 25);
AddHeikenAshi("NQ 12-18", BarsPeriodType.Tick, 400, MarketDataType.Last);
AddDataSeries(Data.BarsPeriodType.Second, 5);
guerillaTickProfile = GuerillaTickProfile(BarsArray[0], Brushes.MediumVioletRed, Brushes.LightGray, this.TickProfileMinThreshold, 2000);
AddChartIndicator(guerillaTickProfile);
greenBarStick = GuerillaStickSimple(BarsArray[0], Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.GreenBar, 0, 0);
AddChartIndicator(greenBarStick);
redBarStick = GuerillaStickSimple(BarsArray[0], Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.RedBar, 0, 0);
AddChartIndicator(redBarStick);
fiftyHammerStick = GuerillaStickSimple(BarsArray[0], Brushes.HotPink, Brushes.HotPink, GuerillaChartPattern.FiftyHammer, 0, 0);
AddChartIndicator(fiftyHammerStick);
fiftyManStick = GuerillaStickSimple(BarsArray[0], Brushes.HotPink, Brushes.HotPink, GuerillaChartPattern.FiftyMan, 0, 0);
AddChartIndicator(fiftyManStick);
fiftyBarStick = GuerillaStickSimple(BarsArray[0], Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.FiftyBar, 0, 0);
AddChartIndicator(fiftyBarStick);
bigBarStick = GuerillaStickSimple(BarsArray[0], Brushes.Blue, Brushes.Blue, GuerillaChartPattern.BigBar, 0, 0);
AddChartIndicator(bigBarStick);
List <DisasbleTimeRange> disableTimeRanges = new List <DisasbleTimeRange>();
//disableTimeRanges.Add(new DisasbleTimeRange() { Day = DayOfWeek.Monday, StartHour = 5, StartMinute = 30, EndHour = 6, EndMinute = 29 });
//disableTimeRanges.Add(new DisasbleTimeRange() { Day = DayOfWeek.Monday, StartHour = 7, StartMinute = 0, EndHour = 7, EndMinute = 29 });
//disableTimeRanges.Add(new DisasbleTimeRange() { Day = DayOfWeek.Monday, StartHour = 9, StartMinute = 0, EndHour = 11, EndMinute = 29 });
//disableTimeRanges.Add(new DisasbleTimeRange() { Day = DayOfWeek.Monday, StartHour = 9, StartMinute = 0, EndHour = 9, EndMinute = 29 });
//disableTimeRanges.Add(new DisasbleTimeRange() { Day = DayOfWeek.Monday, StartHour = 10, StartMinute = 0, EndHour = 10, EndMinute = 29 });
//disableTimeRanges.Add(new DisasbleTimeRange() { Day = DayOfWeek.Monday, StartHour = 9, StartMinute = 0, EndHour = 10, EndMinute = 59 });
disableTimeRanges.Add(new DisasbleTimeRange()
{
Day = DayOfWeek.Monday, StartHour = 12, StartMinute = 46, EndHour = 16, EndMinute = 29
});
//disableTimeRanges.Add(new DisasbleTimeRange() { Day = DayOfWeek.Monday, StartHour = 20, StartMinute = 0, EndHour = 20, EndMinute = 59 });
//disableTimeRanges.Add(new DisasbleTimeRange() { Day = DayOfWeek.Monday, StartHour = 17, StartMinute = 30, EndHour = 18, EndMinute = 29 });
//disableTimeRanges.Add(new DisasbleTimeRange() { Day = DayOfWeek.Monday, StartHour = 19, StartMinute = 30, EndHour = 20, EndMinute = 59 });
foreach (DisasbleTimeRange d in disableTimeRanges)
{
disableManager.AddRange(DayOfWeek.Sunday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Monday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Tuesday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Wednesday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Thursday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Friday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
}
trailingStopManager.AddItem((int)(this.ProfitTicks * this.BreakevenThreshold), (int)(this.ProfitTicks * this.BreakevenThreshold));
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "Fastigium";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
RecordHistoricalTrades = false;
TradingAccountId = 0;
Quantity = 2;
FireSns = false;
Contrarian = false;
StochasticsFilter = false;
Conservative = true;
StopLossTicks = 15;
ProfitTakerTicks = 10;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
}
else if (State == State.Configure)
{
shootingStarIndicator = GuerillaStickIndicator(GuerillaChartPattern.ShootingStar, false, false, false, 0);
AddChartIndicator(shootingStarIndicator);
hammerIndicator = GuerillaStickIndicator(GuerillaChartPattern.Hammer, false, false, false, 0);
AddChartIndicator(hammerIndicator);
dojiIndicator = GuerillaStickIndicator(GuerillaChartPattern.Doji, false, false, false, 0);
AddChartIndicator(dojiIndicator);
indecisionBarIndicator = GuerillaStickIndicator(GuerillaChartPattern.IndecisionBar, false, false, false, 0);
AddChartIndicator(indecisionBarIndicator);
bullishTrendBarIndicator = GuerillaStickIndicator(GuerillaChartPattern.BullishTrendBar, false, false, false, 0);
AddChartIndicator(bullishTrendBarIndicator);
bearishTrendBarIndicator = GuerillaStickIndicator(GuerillaChartPattern.BearishTrendBar, false, false, false, 0);
AddChartIndicator(bearishTrendBarIndicator);
greenBarIndicator = GuerillaStickIndicator(GuerillaChartPattern.GreenBar, false, false, false, 0);
AddChartIndicator(greenBarIndicator);
redBarIndicator = GuerillaStickIndicator(GuerillaChartPattern.RedBar, false, false, false, 0);
AddChartIndicator(redBarIndicator);
stochastics = Stochastics(7, 14, 3);
AddChartIndicator(stochastics);
disableManager.AddRange(DayOfWeek.Sunday, 13, 30, 24, 0);
disableManager.AddRange(DayOfWeek.Monday, 13, 30, 16, 40);
disableManager.AddRange(DayOfWeek.Tuesday, 13, 30, 16, 40);
disableManager.AddRange(DayOfWeek.Wednesday, 13, 30, 16, 40);
disableManager.AddRange(DayOfWeek.Thursday, 13, 30, 16, 40);
disableManager.AddRange(DayOfWeek.Friday, 13, 30, 16, 40);
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"ThaAdxFixed";
Name = "ThaAdxFixed";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
TradingAccountId = 0;
AdxPeriod = 14;
MinAdx = 25;
UseBoundaryHours = true;
StartHour = 7;
StartMinute = 30;
EndHour = 12;
EndMinute = 30;
EnterPeriod = 3;
EnterSlopeThreshold = 20;
RecordHistoricalTrades = false;
EnterBarsLength = 2;
ExitStopBuffer = 2;
ExitLimitBuffer = 2;
Quantity = 1;
UseDynamicQuantity = false;
MaxDynamicQuantity = 5;
Contrarian = false;
}
else if (State == State.Configure)
{
SetProfitTarget(CalculationMode.Ticks, this.ExitLimitBuffer);
SetStopLoss(CalculationMode.Ticks, this.ExitStopBuffer);
//SetOrderQuantity = SetOrderQuantity.DefaultQuantity;
adxIndicator = EnhancedADX(AdxPeriod, MinAdx);
AddChartIndicator(adxIndicator);
if (EnterPeriod > 1)
{
enterAdxSlopeIndicator = AdxSlope(AdxPeriod, EnterPeriod, EnterSlopeThreshold);
//AddChartIndicator(enterAdxSlopeIndicator);
}
rangeIndicator = MyRange(EnterBarsLength, 3);
//AddChartIndicator(rangeIndicator);
disableManager.AddRange(DayOfWeek.Sunday, 13, 30, 24, 0);
disableManager.AddRange(DayOfWeek.Monday, 13, 30, 24, 0);
disableManager.AddRange(DayOfWeek.Tuesday, 13, 30, 24, 0);
disableManager.AddRange(DayOfWeek.Wednesday, 13, 30, 24, 0);
disableManager.AddRange(DayOfWeek.Thursday, 13, 30, 24, 0);
disableManager.AddRange(DayOfWeek.Friday, 13, 30, 24, 0);
disableManager.AddRange(DayOfWeek.Monday, 0, 0, 5, 0);
disableManager.AddRange(DayOfWeek.Tuesday, 0, 0, 5, 0);
disableManager.AddRange(DayOfWeek.Wednesday, 0, 0, 5, 0);
disableManager.AddRange(DayOfWeek.Thursday, 0, 0, 5, 0);
disableManager.AddRange(DayOfWeek.Friday, 0, 0, 5, 0);
}
else if (State == State.DataLoaded)
{
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "ScalpTheCrowd";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 1;
ProfitTicks = 5;
StopLossTicks = 4;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
}
else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Second, (int)(shortTimePeriod * 60));
AddDataSeries(Data.BarsPeriodType.Tick, 1);
guerillaTickProfile = GuerillaTickProfile(BarsArray[0], Brushes.MediumVioletRed, Brushes.LightGray, 13, 2000);
AddChartIndicator(guerillaTickProfile);
#region Primary Sticks
primaryGreenBarStick = GuerillaStickSimple(BarsArray[0], Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.GreenBar, 0, 0);
AddChartIndicator(primaryGreenBarStick);
primaryRedBarStick = GuerillaStickSimple(BarsArray[0], Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.RedBar, 0, 0);
AddChartIndicator(primaryRedBarStick);
primaryFiftyHammerStick = GuerillaStickSimple(BarsArray[0], Brushes.HotPink, Brushes.HotPink, GuerillaChartPattern.FiftyHammer, 0, 0);
AddChartIndicator(primaryFiftyHammerStick);
primaryFiftyManStick = GuerillaStickSimple(BarsArray[0], Brushes.HotPink, Brushes.HotPink, GuerillaChartPattern.FiftyMan, 0, 0);
AddChartIndicator(primaryFiftyManStick);
primaryFiftyBarStick = GuerillaStickSimple(BarsArray[0], Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.FiftyBar, 0, 0);
AddChartIndicator(primaryFiftyBarStick);
primaryBigBarStick = GuerillaStickSimple(BarsArray[0], Brushes.Blue, Brushes.Blue, GuerillaChartPattern.BigBar, 0, 0);
AddChartIndicator(primaryBigBarStick);
#endregion
#region Secondary Sticks
secondaryGreenBarStick = GuerillaStickSimple(BarsArray[1], Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.GreenBar, 0, 0);
AddChartIndicator(secondaryGreenBarStick);
secondaryRedBarStick = GuerillaStickSimple(BarsArray[1], Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.RedBar, 0, 0);
AddChartIndicator(secondaryRedBarStick);
secondaryFiftyHammerStick = GuerillaStickSimple(BarsArray[1], Brushes.HotPink, Brushes.HotPink, GuerillaChartPattern.FiftyHammer, 0, 0);
AddChartIndicator(secondaryFiftyHammerStick);
secondaryFiftyManStick = GuerillaStickSimple(BarsArray[1], Brushes.HotPink, Brushes.HotPink, GuerillaChartPattern.FiftyMan, 0, 0);
AddChartIndicator(secondaryFiftyManStick);
secondaryFiftyBarStick = GuerillaStickSimple(BarsArray[1], Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.FiftyBar, 0, 0);
AddChartIndicator(secondaryFiftyBarStick);
secondaryBigBarStick = GuerillaStickSimple(BarsArray[1], Brushes.Blue, Brushes.Blue, GuerillaChartPattern.BigBar, 0, 0);
AddChartIndicator(secondaryBigBarStick);
#endregion
List <DisasbleTimeRange> disableTimeRanges = new List <DisasbleTimeRange>();
disableTimeRanges.Add(new DisasbleTimeRange()
{
Day = DayOfWeek.Monday, StartHour = 5, StartMinute = 30, EndHour = 7, EndMinute = 44
});
disableTimeRanges.Add(new DisasbleTimeRange()
{
Day = DayOfWeek.Monday, StartHour = 12, StartMinute = 46, EndHour = 16, EndMinute = 29
});
foreach (DisasbleTimeRange d in disableTimeRanges)
{
disableManager.AddRange(DayOfWeek.Sunday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Monday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Tuesday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Wednesday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Thursday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Friday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
}
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "DayTradingRockStar";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
ProfitTicks = 3;
StopLossTicks = 5;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
}
else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Second, 5);
//AddDataSeries(Data.BarsPeriodType.Minute, 5);
autoTrend = AutoTrendHNT8(false, 5, true, false, 60, Brushes.DarkRed, Brushes.Chartreuse, Brushes.DarkRed, Brushes.Chartreuse);
AddChartIndicator(autoTrend);
stochasticsFast_14_3 = EnhancedStochasticsFast(3, 14, Brushes.Chartreuse, Brushes.Transparent, true, 1);
AddChartIndicator(stochasticsFast_14_3);
//stochasticsFast_14_3_5min = StochasticsFast(BarsArray[2], 3, 14);
//AddChartIndicator(stochasticsFast_14_3_5min);
stochastics_60_10_1 = EnhancedStochastics(1, 60, 10, Brushes.Transparent, Brushes.DodgerBlue);
AddChartIndicator(stochastics_60_10_1);
stochasticsFast_40_4 = EnhancedStochasticsFast(4, 40, Brushes.Violet, Brushes.Transparent, false, 1);
AddChartIndicator(stochasticsFast_40_4);
stochasticsFast_9_3 = EnhancedStochasticsFast(3, 9, Brushes.DarkRed, Brushes.Transparent, false, 1);
AddChartIndicator(stochasticsFast_9_3);
ema20 = EMA(20);
ema20.Plots[0].Brush = Brushes.Green;
AddChartIndicator(ema20);
ema50 = EMA(50);
ema50.Plots[0].Brush = Brushes.DodgerBlue;
AddChartIndicator(ema50);
ema200 = EMA(200);
ema200.Plots[0].Brush = Brushes.Red;
AddChartIndicator(ema200);
greenBarStick = GuerillaStickSimple(Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.GreenBar, 0, 0);
AddChartIndicator(greenBarStick);
redBarStick = GuerillaStickSimple(Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.RedBar, 0, 0);
AddChartIndicator(redBarStick);
fiftyHammerStick = GuerillaStickSimple(Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.FiftyHammer, 0, 0);
AddChartIndicator(fiftyHammerStick);
fiftyManStick = GuerillaStickSimple(Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.FiftyMan, 0, 0);
AddChartIndicator(fiftyManStick);
bigBarStick = GuerillaStickSimple(Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.BigBar, 0, 0);
AddChartIndicator(bigBarStick);
List <DisasbleTimeRange> disableTimeRanges = new List <DisasbleTimeRange>();
disableTimeRanges.Add(new DisasbleTimeRange()
{
Day = DayOfWeek.Monday, StartHour = 0, StartMinute = 0, EndHour = 9, EndMinute = 59
});
disableTimeRanges.Add(new DisasbleTimeRange()
{
Day = DayOfWeek.Monday, StartHour = 12, StartMinute = 30, EndHour = 24, EndMinute = 59
});
foreach (DisasbleTimeRange d in disableTimeRanges)
{
disableManager.AddRange(DayOfWeek.Sunday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Monday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Tuesday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Wednesday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Thursday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Friday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
}
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "ResearchSignals";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 2;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
StartTradingHour = 7;
StartTradingMinute = 45;
StopTradingHour = 12;
StopTradingMinute = 45;
ProfitTicks = 5;
HoldPeriods = 1;
}
else if (State == State.Configure)
{
//SetProfitTarget(CalculationMode.Ticks, 50);
//SetStopLoss(CalculationMode.Ticks, 40);
//SetTrailStop(CalculationMode.Ticks, 40);
AddDataSeries(Data.BarsPeriodType.Second, (int)(shortTimePeriod * 60));
AddDataSeries(Data.BarsPeriodType.Second, 5);
guerillaTickProfile = GuerillaTickProfile(BarsArray[0], Brushes.MediumVioletRed, Brushes.LightGray, 12, 2000);
AddChartIndicator(guerillaTickProfile);
greenBarStick = GuerillaStickSimple(BarsArray[0], Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.GreenBar, 0, 0);
AddChartIndicator(greenBarStick);
redBarStick = GuerillaStickSimple(BarsArray[0], Brushes.Transparent, Brushes.Transparent, GuerillaChartPattern.RedBar, 0, 0);
AddChartIndicator(redBarStick);
fiftyHammerStick = GuerillaStickSimple(BarsArray[0], Brushes.Chartreuse, Brushes.Firebrick, GuerillaChartPattern.FiftyHammer, 0, 0);
AddChartIndicator(fiftyHammerStick);
fiftyManStick = GuerillaStickSimple(BarsArray[0], Brushes.Chartreuse, Brushes.Firebrick, GuerillaChartPattern.FiftyMan, 0, 0);
AddChartIndicator(fiftyManStick);
fiftyBarStick = GuerillaStickSimple(BarsArray[0], Brushes.Yellow, Brushes.Yellow, GuerillaChartPattern.FiftyBar, 0, 0);
AddChartIndicator(fiftyBarStick);
bigBarStick = GuerillaStickSimple(BarsArray[0], Brushes.Blue, Brushes.Blue, GuerillaChartPattern.BigBar, 0, 0);
AddChartIndicator(bigBarStick);
List <DisasbleTimeRange> disableTimeRanges = new List <DisasbleTimeRange>();
disableTimeRanges.Add(new DisasbleTimeRange()
{
Day = DayOfWeek.Monday, StartHour = 6, StartMinute = 30, EndHour = 7, EndMinute = 59
});
disableTimeRanges.Add(new DisasbleTimeRange()
{
Day = DayOfWeek.Monday, StartHour = 8, StartMinute = 30, EndHour = 9, EndMinute = 29
});
disableTimeRanges.Add(new DisasbleTimeRange()
{
Day = DayOfWeek.Monday, StartHour = 10, StartMinute = 0, EndHour = 11, EndMinute = 29
});
disableTimeRanges.Add(new DisasbleTimeRange()
{
Day = DayOfWeek.Monday, StartHour = 12, StartMinute = 46, EndHour = 14, EndMinute = 0
});
foreach (DisasbleTimeRange d in disableTimeRanges)
{
disableManager.AddRange(DayOfWeek.Monday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Tuesday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Wednesday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Thursday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
disableManager.AddRange(DayOfWeek.Friday, d.StartHour, d.StartMinute, d.EndHour, d.EndMinute);
}
}
}