protected override void OnStateChange()
{
base.OnStateChange();
if (State == State.SetDefaults)
{
Description = @"Use Customized Chart Trader.";
Name = "StgChartTrader";
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;
IsUnmanaged = false;
}
else if (State == State.Configure)
{
}
else if (State == State.DataLoaded)
{
giChartTrader = GIChartTrader(this.Input);
AddChartIndicator(giChartTrader);
giChartTrader.RaiseIndicatorEvent += OnTradeByChartTrader;
}
}
protected override void OnStateChange()
{
base.OnStateChange();
if (State == State.SetDefaults)
{
Description = "Hedge ES, NQ, and RTY";
Name = "StgEQRHedger";
// 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 09-20", Data.BarsPeriodType.Minute, 4);
AddDataSeries("RTY 09-20", Data.BarsPeriodType.Minute, 4);
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);
giChartTrader = GIChartTrader(this.Input);
// 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);
AddChartIndicator(giChartTrader);
giPctSpd.RaiseIndicatorEvent += OnTradeByPctSpd;
giPctSpd.TM_ClosingH = TG_TradeEndH;
giPctSpd.TM_ClosingM = TG_TradeEndM;
giChartTrader.RaiseIndicatorEvent += OnTradeByChartTrader;
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));
//this.Dispatcher.Invoke(() =>
this.Dispatcher.BeginInvoke(new ThreadStart(() =>
{
//be.Show();
}));
}
}
