private int CalculateTiming(MacdCrossOver macd, ExponentialMovingAverage ma, MarketSeries series)
{
if (IsTrendUp(series, ma))
{
if (macd.Histogram.LastValue > 0)
{
return(1);
}
else
{
return(2);
}
}
else
{
if (macd.Histogram.LastValue <= 0)
{
return(-1);
}
else
{
return(-2);
}
}
}
protected override void Initialize()
{
macd = Indicators.MacdCrossOver(MarketSeries.Close, 26, 12, 9);
wma300 = Indicators.WeightedMovingAverage(MarketSeries.Close, 300);
wma150 = Indicators.WeightedMovingAverage(MarketSeries.Close, 150);
arrowOffset = Symbol.PipSize * 15;
}
protected override void Initialize()
{
Result = CreateDataSeries();
iMACD = Indicators.MacdCrossOver(26, 12, 9);
iBands = Indicators.BollingerBands(MarketSeries.Close, 20, 2, MovingAverageType.Simple);
}
protected override void Initialize()
{
if (EnableATRInfo)
{
atr = Indicators.AverageTrueRange(14, MovingAverageType.Exponential);
}
if (EnableD1)
{
seriesD1 = MarketData.GetSeries(TimeFrame.Daily);
macdD1 = Indicators.MacdCrossOver(seriesD1.Close, 26, 12, 9);
mmD1 = Indicators.ExponentialMovingAverage(seriesD1.Close, 200);
}
if (EnableH4)
{
seriesH4 = MarketData.GetSeries(TimeFrame.Hour4);
macdH4 = Indicators.MacdCrossOver(seriesH4.Close, 26, 12, 9);
mmH4 = Indicators.ExponentialMovingAverage(seriesH4.Close, 200);
}
if (EnableH1)
{
seriesH1 = MarketData.GetSeries(TimeFrame.Hour);
macdH1 = Indicators.MacdCrossOver(seriesH1.Close, 26, 12, 9);
mmH1 = Indicators.ExponentialMovingAverage(seriesH1.Close, 200);
}
if (EnableM5)
{
seriesM5 = MarketData.GetSeries(TimeFrame.Minute5);
macdM5 = Indicators.MacdCrossOver(seriesM5.Close, 26, 12, 9);
mmM5 = Indicators.ExponentialMovingAverage(seriesM5.Close, 200);
}
}
protected override void Initialize()
{
// Initialize and create nested indicators
_macdCrossOver = Indicators.MacdCrossOver(Source, SlowPeriodParameter, FastPeriodParameter, SignalPeriods);
_priorBullishCrossIndex = 0;
_priorBearishCrossIndex = 0;
}
private int CalculateTiming(MacdCrossOver macd)
{
if (macd.Histogram.LastValue > 0)
{
return(1);
}
else
{
return(-1);
}
}
protected override void OnStart()
{
_SOC = Indicators.StochasticOscillator(KPeriods, KSlowing, DPeriods, MovingAverageType.Simple);
_MACD = Indicators.MacdCrossOver(LongCycle, ShortCycle, MACDPeriod);
_RSI = Indicators.RelativeStrengthIndex(MarketSeries.Close, RSIPeriods);
fastMa = Indicators.ExponentialMovingAverage(MarketSeries.Close, FastPeriods);
slowMa = Indicators.ExponentialMovingAverage(MarketSeries.Close, SlowPeriods);
TakeProfit = TakeProfit * 10;
PipStart = PipStep / 10;
PipStep = PipStep * 10;
PipMulti = PipStep / 100;
}
protected override void OnStart()
{
barId = MarketSeries.Close.Count;
pendingOrderBarId = barId;
rseries = MarketData.GetSeries(MarketSeries.SymbolCode, TimeFrame.Day2);
lmm50 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 50);
rmm200 = Indicators.SimpleMovingAverage(rseries.Close, 200);
lmacd = Indicators.MacdCrossOver(MarketSeries.Close, 26, 12, 9);
rmacd = Indicators.MacdCrossOver(rseries.Close, 26, 12, 9);
atr = Indicators.AverageTrueRange(MarketSeries, 14, MovingAverageType.Simple);
Positions.Closed += PositionsOnClosed;
Positions.Opened += PositionsOnOpened;
}
protected override void Initialize()
{
if (Show_WaveA)
{
MAC1 = Indicators.MacdCrossOver(34, 8, 34);
MAC2 = Indicators.MacdCrossOver(55, 8, 55);
}
if (Show_WaveB)
{
MAC3 = Indicators.MacdCrossOver(89, 8, 89);
MAC4 = Indicators.MacdCrossOver(144, 8, 144);
}
if (Show_WaveC)
{
MAC5 = Indicators.MacdCrossOver(233, 8, 233);
MAC6 = Indicators.MacdCrossOver(377, 8, 377);
}
}
protected override void OnStart()
{
BarId = MarketSeries.Close.Count;
LastPositionBarId = BarId;
var reftf = GetReferenceTimeframe(MarketSeries.TimeFrame);
rseries = MarketData.GetSeries(MarketSeries.SymbolCode, reftf);
lmm50 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 50);
lmm100 = Indicators.WeightedMovingAverage(MarketSeries.Close, 100);
lmm200 = Indicators.WeightedMovingAverage(MarketSeries.Close, 200);
rmm200 = Indicators.WeightedMovingAverage(rseries.Close, 200);
lmacd = Indicators.MacdCrossOver(MarketSeries.Close, 26, 12, 9);
rmacd = Indicators.MacdCrossOver(rseries.Close, 26, 12, 9);
rsi = Indicators.RelativeStrengthIndex(MarketSeries.Close, 6);
Positions.Closed += PositionsOnClosed;
}
private int CalculateTiming(MacdCrossOver macd, WeightedMovingAverage wma, MarketSeries series)
{
if (IsTrendUp(series, wma))
{
if (macd.Histogram.LastValue > 0 && macd.Signal.LastValue > 0)
{
return(1);
}
else if (macd.Histogram.LastValue > 0 && macd.Signal.LastValue < 0)
{
return(4);
}
else if (macd.Histogram.LastValue <= 0 && macd.Signal.LastValue >= 0)
{
return(2);
}
else
{
return(3);
}
}
else
{
if (macd.Histogram.LastValue < 0 && macd.Signal.LastValue < 0)
{
return(-1);
}
else if (macd.Histogram.LastValue < 0 && macd.Signal.LastValue > 0)
{
return(-4);
}
else if (macd.Histogram.LastValue >= 0 && macd.Signal.LastValue <= 0)
{
return(-2);
}
else
{
return(-3);
}
}
}
protected override void Initialize()
{
reftf = GetReferenceTimeFrame(MarketSeries.TimeFrame);
rseries = MarketData.GetSeries(reftf);
lmacd = Indicators.MacdCrossOver(MarketSeries.Close, 26, 12, 9);
rmacd = Indicators.MacdCrossOver(rseries.Close, 26, 12, 9);
lma = Indicators.WeightedMovingAverage(MarketSeries.Close, 200);
rma = Indicators.WeightedMovingAverage(rseries.Close, 200);
Print("Load reference time frame: {0}", reftf);
Reference = CreateDataSeries();
Local = CreateDataSeries();
var result = CalculateMarketTiming();
Reference[MarketSeries.Close.Count - 1] = result.Reference;
Local[MarketSeries.Close.Count - 1] = result.Local;
}
protected override void OnStart()
{
bars = MarketSeries.Close.Count;
var reftf = GetReferenceTimeframe(MarketSeries.TimeFrame);
rseries = MarketData.GetSeries(MarketSeries.SymbolCode, reftf);
lmacd = Indicators.MacdCrossOver(MarketSeries.Close, 26, 12, 9);
rmacd = Indicators.MacdCrossOver(rseries.Close, 26, 12, 9);
atr = Indicators.AverageTrueRange(MarketSeries, 14, MovingAverageType.Exponential);
rsi = Indicators.RelativeStrengthIndex(MarketSeries.Close, 6);
lmm150 = Indicators.WeightedMovingAverage(MarketSeries.Close, 150);
lmm300 = Indicators.WeightedMovingAverage(MarketSeries.Close, 300);
rmm150 = Indicators.WeightedMovingAverage(rseries.Close, 150);
rmm300 = Indicators.WeightedMovingAverage(rseries.Close, 300);
Positions.Closed += PositionsOnClosed;
}
protected override void OnStart()
{
var reftf = GetReferenceTimeframe(MarketSeries.TimeFrame);
rseries = MarketData.GetSeries(MarketSeries.SymbolCode, reftf);
atr = Indicators.AverageTrueRange(MarketSeries, 6, MovingAverageType.Weighted);
sto = Indicators.StochasticOscillator(MarketSeries, 13, 9, 4, MovingAverageType.Simple);
ema8 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 8);
ema3 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 3);
lmm150 = Indicators.WeightedMovingAverage(MarketSeries.Close, 150);
lmm300 = Indicators.WeightedMovingAverage(MarketSeries.Close, 300);
rmm150 = Indicators.WeightedMovingAverage(rseries.Close, 150);
rmm300 = Indicators.WeightedMovingAverage(rseries.Close, 300);
lmacd = Indicators.MacdCrossOver(MarketSeries.Close, 26, 12, 9);
rmacd = Indicators.MacdCrossOver(rseries.Close, 26, 12, 9);
Positions.Closed += PositionsOnClosed;
}
protected override void OnStart()
{
BarId = MarketSeries.Close.Count;
LastPositionBarId = BarId;
var reftf = GetReferenceTimeframe(MarketSeries.TimeFrame);
rseries = MarketData.GetSeries(MarketSeries.SymbolCode, reftf);
lmm50 = Indicators.WeightedMovingAverage(MarketSeries.Close, 50);
lmm100 = Indicators.WeightedMovingAverage(MarketSeries.Close, 100);
lmm200 = Indicators.WeightedMovingAverage(MarketSeries.Close, 200);
rmm200 = Indicators.WeightedMovingAverage(rseries.Close, 200);
lmacd = Indicators.MacdCrossOver(MarketSeries.Close, 26, 12, 9);
rmacd = Indicators.MacdCrossOver(rseries.Close, 26, 12, 9);
rsi = Indicators.RelativeStrengthIndex(MarketSeries.Close, 6);
sto = Indicators.StochasticOscillator(MarketSeries, 14, 3, 3, MovingAverageType.Simple);
Positions.Closed += PositionsOnClosed;
currentPosition = Positions.Find(Label, Symbol);
}
//private HashSet<Int32> ignorableIds;
protected override void OnStart()
{
//ignorableIds = new HashSet<int>();
BarId = MarketSeries.Close.Count;
LastPositionBarId = BarId;
var reftf = GetReferenceTimeframe(MarketSeries.TimeFrame);
rseries = MarketData.GetSeries(MarketSeries.SymbolCode, reftf);
lmm8 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 8);
lmm100 = Indicators.WeightedMovingAverage(MarketSeries.Close, 100);
lmm200 = Indicators.WeightedMovingAverage(MarketSeries.Close, 200);
rmm200 = Indicators.WeightedMovingAverage(rseries.Close, 200);
lmacd = Indicators.MacdCrossOver(MarketSeries.Close, 26, 12, 9);
rmacd = Indicators.MacdCrossOver(rseries.Close, 26, 12, 9);
atr = Indicators.AverageTrueRange(MarketSeries, 14, MovingAverageType.Simple);
sto = Indicators.StochasticOscillator(MarketSeries, 13, 3, 3, MovingAverageType.Simple);
Positions.Closed += PositionsOnClosed;
}
protected override void OnStart()
{
_SOC = Indicators.StochasticOscillator(KPeriods, KSlowing, DPeriods, MovingAverageType.Simple);
_MACD = Indicators.MacdCrossOver(LongCycle, ShortCycle, MACDPeriod);
_RSI = Indicators.RelativeStrengthIndex(MarketSeries.Close, RSIPeriods);
fastMa = Indicators.ExponentialMovingAverage(MarketSeries.Close, FastPeriods);
slowMa = Indicators.ExponentialMovingAverage(MarketSeries.Close, SlowPeriods);
TakeProfit = TakeProfit * 10;
PipStart = PipStep / 10;
PipStep = PipStep * 10;
PipMulti = PipStep / 100;
}
protected override void Initialize()
{
// Initialize and create nested indicators
macdCrossOver = Indicators.MacdCrossOver(source, longCycle, shortCycle, Periods);
rsi = Indicators.RelativeStrengthIndex(source, Periods);
}
protected override void Initialize()
{
this.macd = this.Indicators.MacdCrossOver(source: this.Bars.ClosePrices, longCycle: this.SlowMA, shortCycle: this.FastMA, signalPeriods: this.SignalPeriod);
}
protected override void Initialize()
{
// Initialize and create nested indicators
macdCrossOver = Indicators.MacdCrossOver(source, longCycle, shortCycle, Periods);
rsi = Indicators.RelativeStrengthIndex(source, Periods);
}
protected override void Initialize()
{
OSMA = CreateDataSeries();
MAC = Indicators.MacdCrossOver(MarketSeries.Close, Long_Cycle, Short_Cycle, Signal);
}
