override protected void StrategyExecute()
{
StockFastRule rule = new StockFastRule(data.Bars, parameters[0], parameters[1], "stoch");
int cutlosslevel = (int)parameters[2];
int trailingstoplevel = (int)parameters[3];
int takeprofitlevel = (int)parameters[4];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[0], "max");
for (int idx = 0; idx < data.Close.Count; idx++)
{
if (rule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = max[idx];
info.Stop_Loss = min[idx];
BuyAtClose(idx, info);
}
else
if (rule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = min[idx];
info.Stop_Loss = max[idx];
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
{
SellCutLoss(idx);
}
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
{
SellTakeProfit(idx);
}
if (trailingstoplevel > 0)
{
TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
}
//Indicators.StochF stoch = Indicators.StochF.Series(data.Bars, parameters[0], parameters[1], "");
//DataSeries line1 = stoch.FastKSeries;
//DataSeries line2 = stoch.FastDSeries;
//AppTypes.MarketTrend lastTrend = AppTypes.MarketTrend.Unspecified;
//AppTypes.MarketTrend currentTrend = AppTypes.MarketTrend.Unspecified;
//for (int idx = 0; idx < line1.Count; idx++)
//{
// currentTrend = ((line1[idx] > line2[idx]) ? AppTypes.MarketTrend.Upward : AppTypes.MarketTrend.Downward);
// if (lastTrend == AppTypes.MarketTrend.Downward && currentTrend == AppTypes.MarketTrend.Upward)
// BuyAtClose(idx);
// if (lastTrend == AppTypes.MarketTrend.Upward && currentTrend == AppTypes.MarketTrend.Downward)
// SellAtClose(idx);
// lastTrend = currentTrend;
//}
}
}
override protected void StrategyExecute()
{
HybridTestRules rule = new HybridTestRules(data.Bars, parameters[0], parameters[1], parameters[2]);
int cutlosslevel = (int)parameters[3];
int trailingstoplevel = (int)parameters[4];
int takeprofitlevel = (int)parameters[5];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[1], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[2], "max");
Indicators.Fibonnanci fibo = Indicators.Fibonnanci.Series(data.Bars, parameters[1], "fibo");
// public double Short_Resistance;
//public double Short_Support;
//public double Short_Target;
//public AppTypes.MarketTrend ShortTermTrend;
//public double Stop_Loss;
for (int idx = 1; idx < data.Close.Count; idx++)
{
if (rule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Resistance = max[idx];
info.Short_Support = min[idx];
info.Short_Target = fibo.Fibo23pc[idx];
info.Stop_Loss = data.Close[idx] * (1 - cutlosslevel / 100);
BuyAtClose(idx, info);
}
else
if (rule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Resistance = max[idx];
info.Short_Support = min[idx];
info.Short_Target = fibo.Fibo23pc[idx];
info.Stop_Loss = data.Close[idx] * (1 - cutlosslevel / 100);
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
{
SellCutLoss(idx);
}
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
{
SellTakeProfit(idx);
}
if (trailingstoplevel > 0)
{
TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
}
}
}
override protected void StrategyExecute()
{
BasicSARRule sarRule = new BasicSARRule(data.Bars, parameters[0], parameters[1]);
TwoSMARule smarule = new TwoSMARule(data.Close, parameters[2], parameters[3]);
//BasicDMIRule dmiRule = new BasicDMIRule(data.Bars, 14, 14);
Indicators.ADX adx = new Indicators.ADX(data.Bars, 14, "");
int cutlosslevel = (int)parameters[4];
int takeprofitlevel = (int)parameters[5];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[3], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[3], "max");
for (int idx = 0; idx < data.Close.Count - 1; idx++)
{
if (adx[idx] > 25)
{
if ((!is_bought) && ((sarRule.isValid_forBuy(idx) && smarule.UpTrend(idx))))
//if (dmiRule.isValid_forBuy(idx)&&sarRule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = max[idx];
info.Stop_Loss = min[idx];
BuyAtClose(idx, info);
}
}
if (is_bought && (sarRule.isValid_forSell(idx) || smarule.isValid_forSell(idx)))
//if (dmiRule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = min[idx];
info.Stop_Loss = max[idx];
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
{
SellCutLoss(idx);
}
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
{
SellTakeProfit(idx);
}
}
}
override protected void StrategyExecute()
{
MACDHistATRRules rule = new MACDHistATRRules(data.Bars, parameters[0], parameters[1], parameters[2], parameters[3]);
MarketTrend marketTrend = new ADXMarketTrend(data.Bars, parameters[4]);
int cutlosslevel = (int)parameters[5];
int trailingstoplevel = (int)parameters[6];
int takeprofitlevel = (int)parameters[7];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[0], "max");
for (int idx = 0; idx < data.Close.Count; idx++)
{
if (rule.isValid_forBuy(idx) && (marketTrend.Trending(idx)))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = max[idx];
info.Stop_Loss = min[idx];
BuyAtClose(idx, info);
}
else
if (rule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = min[idx];
info.Stop_Loss = max[idx];
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
{
SellCutLoss(idx);
}
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
{
SellTakeProfit(idx);
}
if (trailingstoplevel > 0)
{
TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
}
}
}
/// <summary>
/// Calculation of RiskReward indicators
/// </summary>
/// <param name="db">data to calculate Aroon</param>
/// <param name="period">period to calculate</param>
/// <param name="name"></param>
public RiskReward(DataSeries ds, double period, string name)
: base(ds, name)
{
int begin = 0;
Indicators.MIN min = Indicators.MIN.Series(ds, period, "min");
Indicators.MAX max = Indicators.MAX.Series(ds, period, "max");
DataSeries distance1 = ds - min;
DataSeries distance2 = max - ds;
DataSeries riskreward = distance2 / distance1;
FirstValidValue = max.FirstValidValue;
this.Name = name;
for (int i = begin, j = 0; j < riskreward.Count; i++, j++)
{
this[i] = riskreward[j];
}
}
override protected void StrategyExecute()
{
PriceTwoSMARule smarule = new PriceTwoSMARule(data.Close, parameters[0], parameters[1]);
int cutlosslevel = 5;
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[1], "max");
Indicators.Fibonnanci fibo = Indicators.Fibonnanci.Series(data.Bars, parameters[1], "fibo");
for (int idx = smarule.long_indicator.FirstValidValue; idx < smarule.long_indicator.Count; idx++)
{
if (smarule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Resistance = max[idx];
info.Short_Support = min[idx];
info.Short_Target = fibo.Fibo23pc[idx];
info.Stop_Loss = data.Close[idx] * (1 - cutlosslevel / 100);
BuyAtClose(idx, info);
}
else
if (smarule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Resistance = max[idx];
info.Short_Support = min[idx];
info.Short_Target = fibo.Fibo23pc[idx];
info.Stop_Loss = data.Close[idx] * (1 - cutlosslevel / 100);
SellAtClose(idx, info);
}
}
}