/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
ClearOutputWindow();
// Add a 1508 tick Bars object to the strategy
// the chart bar will be BarsArray[0] and this added timeframe will be BarsArray[1]
Add(PeriodType.Tick, 377); // normally this will be 1508
//Add(PeriodType.Tick, 1508);
//pas = PriceActionSwing(dtbStrength, swingSize, SwingTypes.Standard);
//Add(pas);
//paso = PriceActionSwingOscillator(dtbStrength, swingSize, SwingTypes.Standard);
//Add(paso);
/// pasp = PriceActionSwingPro(dtbStrength, swingSize, SwingTypes.Standard);
/// Add(pasp);
//zz = ZigZagUTC(ZZ_SHOW_LINES, zzSpan, zzUseHighLow, Color.Black);
//Add(zz);
ichi = IchiCloud(periodFast, periodMedium, periodSlow);
Add(ichi);
ema = EMA(emaPeriod);
Add(ema);
SetProfitTarget(CalculationMode.Ticks, 22); // 22 * 12.5 = 275
SetStopLoss(CalculationMode.Ticks, 12); // 12 * 12.5 = 150
CalculateOnBarClose = true;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Ignore bar update events for the supplementary Bars object added above
if (BarsInProgress == 0)
{
return;
}
/*
* if (ToTime(Time[0]) < ToTime(3, 00, 0))
* return;
*
* if (ToTime(Time[0]) >= ToTime(8, 00, 0))
* return;
*/
ic = IchiCloud(BarsArray[1], periodFast, periodMedium, periodSlow);
ema = EMA(BarsArray[1], 13);
//zz = ZigZag(BarsArray[1], DeviationType.Points, deviationValue, useHighLow);
swing = Swing(BarsArray[1], strength);
//SetHigherHighsAndLowerLowers(1);
if (Position.MarketPosition == MarketPosition.Long)
{
// check for sell trigger on a down bar
if (Close[0] < Open[0])
{
sellTrigger = Math.Max(sellTrigger, Low[0] - 1 * TickSize);
//DrawDot(CurrentBar + "sell", false, 0, ic[0], Color.Pink);
}
else
{
double stop = Math.Max(Position.AvgPrice - stopLoss * TickSize, sellTrigger);
DrawDot(CurrentBar + "stop", false, 0, stop, Color.Pink);
SetStopLoss(CalculationMode.Price, stop);
}
if (sellTrigger < (Position.AvgPrice - stopLoss * TickSize))
{
//SetStopLoss(CalculationMode.Price, sellTrigger);
//DrawDot(CurrentBar + "ouch", false, 0, sellTrigger, Color.Yellow);
}
}
//hh = High[swing.SwingHighBar(0, 1, 1000)] > High[swing.SwingHighBar(0, 2, 1000)];
//ll = Low[swing.SwingLowBar(swing.SwingHighBar(0, 1, 1000), 1, 1000)]
SetSwingHighAndLows();
if ( //!newHighPending
High[swing.SwingHighBar(0, 1, 500)] > High[swing.SwingHighBar(0, 2, 500)] &&
Low[swing.SwingLowBar(0, 1, 500)] > Low[swing.SwingLowBar(0, 2, 500)]
//&& Low[swing.SwingLowBar(swing.SwingHighBar(0, 1, 500), 1, 500)] < Low[0]
&& High[0] > High[swing.SwingHighBar(20, 1, 500)] &&
(High[0] - stopLoss * TickSize < ic[0] || High[0] - stopLoss * TickSize < ema[0]) &&
Close[0] > ic[0]
//&& hl
)
{
BackColor = Color.Beige;
//DrawDot(CurrentBar + "ic", false, 0, ic[0], Color.Pink);
if (isValidLongTrigger())
{
if (Position.MarketPosition == MarketPosition.Flat)
{
EnterLongStop(High[0] + 1 * TickSize);
// set to some real high value
sellTrigger = 0;
SetStopLoss(CalculationMode.Price, High[0] + 1 * TickSize - stopLoss * TickSize);
DrawDot(CurrentBar + "estop", false, 0, High[0] + 1 * TickSize - stopLoss * TickSize, Color.Blue);
}
}
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar < 100)
{
return;
}
//zz = ZigZagUTC(BarsArray[0], ZZ_SHOW_LINES, zzSpan, zzUseHighLow, Color.Black);
ichi = IchiCloud(BarsArray[0], periodFast, periodMedium, periodSlow);
ema = EMA(BarsArray[0], emaPeriod);
//paso = PriceActionSwingOscillator(BarsArray[0], dtbStrength, swingSize, SwingTypes.Standard);
/// pasp = PriceActionSwingPro(BarsArray[0], dtbStrength, swingSize, SwingTypes.Standard);
if (Position.MarketPosition == MarketPosition.Long)
{
}
// check if it's being called on the primary barsArray
if (BarsInProgress == 0)
{
//DrawText(CurrentBar.ToString(), pasp.SwingRelation[0].ToString(), 0, High[0]+1*TickSize, Color.Black);
DrawText(CurrentBar + "HH", pasp.HigherHigh[0].ToString(), 0, High[0] + 8 * TickSize, Color.Black);
DrawText(CurrentBar + "LH", pasp.LowerHigh[0].ToString(), 0, High[0] + 6 * TickSize, Color.DarkGreen);
DrawText(CurrentBar + "HL", pasp.HigherLow[0].ToString(), 0, Low[0] - 6 * TickSize, Color.Red);
DrawText(CurrentBar + "LL", pasp.LowerLow[0].ToString(), 0, Low[0] - 8 * TickSize, Color.Black);
}
/*
* // PriceActionSwingOscillator code
* switch ((int) pasp.SwingRelation[0]) {
* case 2:
*
* break;
* case 10:
* DrawText(CurrentBar.ToString(), "HH", 0, High[0]+1*TickSize, Color.DarkGreen);
* break;
* case -10:
* DrawText(CurrentBar.ToString(), "LL", 0, Low[0]-1*TickSize, Color.Red);
* break;
* case -2:
*
* break;
* default:
*
* break;
* }
*/
// ZigZagUTC Code
// Print(Time + " zz.Hi " + zz.Hi[0] + " zz.Lo " + zz.Lo[0] + " zz.ZigZagDot[0] " + zz.ZigZagDot[0]);
// DrawDot(CurrentBar + "hi", true, 0, zz.Hi[0], Color.Blue);
// DrawDot(CurrentBar + "dot", true, 0, zz.ZigZagDot[0], Color.Cyan);
// DrawDot(CurrentBar + "lo", true, 0, zz.Lo[0], Color.Yellow);
// PriceActionSwing code
//pas.HigherHigh
//pas.HigherLow
//pas.LowerLow
//pas.LowerHigh
//pas.DoubleBottom
//pas.DoubleTop
//Print(Time + " HigherHigh: " + pas.HigherHigh[0] + " HigherLow: " + pas.HigherLow[0]);
//DrawDot(CurrentBar + "HH", true, 0, pas.HigherHigh[0], Color.Green);
//DrawDot(CurrentBar + "HL", true, 0, pas.HigherLow[0], Color.LightGreen);
//DrawDot(CurrentBar + "HHx", true, 1, pas.HigherHigh[1]+0 * TickSize, Color.Blue);
//DrawDot(CurrentBar + "HLx", true, 1, pas.HigherLow[1]-0 * TickSize, Color.LightGreen);
// if (CurrentBar % 10 == 0)
// for (int i = 0; i < 5; i++)
// {
// DrawDot(CurrentBar + "HH" + i, true, i, pas.HigherHigh[i], Color.Purple);
// }
}
