/// <summary>
/// Constructor
/// </summary>
/// <param name="tickerData">Ticker data for the indicator</param>
/// <param name="factory">Factory to create the dependent runnables</param>
public Bollinger(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
Upper = Enumerable.Repeat(0d, Data.NumBars).ToList();
Middle = Enumerable.Repeat(0d, Data.NumBars).ToList();
Lower = Enumerable.Repeat(0d, Data.NumBars).ToList();
}
public FibonacciZones(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
Zone38 = Enumerable.Repeat(0d, Data.NumBars).ToList();
Zone50 = Enumerable.Repeat(0d, Data.NumBars).ToList();
Zone62 = Enumerable.Repeat(0d, Data.NumBars).ToList();
}
public Trend(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
UpTrend = Enumerable.Repeat(false, Data.NumBars).ToList();
DownTrend = Enumerable.Repeat(false, Data.NumBars).ToList();
UpTrendPlot = Enumerable.Repeat(0d, Data.NumBars).ToList();
DownTrendPlot = Enumerable.Repeat(0d, Data.NumBars).ToList();
}
public StochasticsFast(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
D = Enumerable.Repeat(0d, Data.NumBars).ToList();
K = Enumerable.Repeat(0d, Data.NumBars).ToList();
_den = Enumerable.Repeat(0d, Data.NumBars).ToList();
_nom = Enumerable.Repeat(0d, Data.NumBars).ToList();
}
public Trix(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
Default = Enumerable.Repeat(0d, Data.NumBars).ToList();
Signal = Enumerable.Repeat(0d, Data.NumBars).ToList();
_firstEma = Enumerable.Repeat(0d, Data.NumBars).ToList();
_secondEma = Enumerable.Repeat(0d, Data.NumBars).ToList();
_tripleEma = Enumerable.Repeat(0d, Data.NumBars).ToList();
}
public Macd(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
Value = Enumerable.Repeat(0d, Data.NumBars).ToList();
Avg = Enumerable.Repeat(0d, Data.NumBars).ToList();
Diff = Enumerable.Repeat(0d, Data.NumBars).ToList();
_slowEma = Enumerable.Repeat(0d, Data.NumBars).ToList();
_fastEma = Enumerable.Repeat(0d, Data.NumBars).ToList();
}
public PriceOscillator(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
Value = Enumerable.Repeat(0d, Data.NumBars).ToList();
smoothEma = Enumerable.Repeat(0d, Data.NumBars).ToList();
smoothDiff = Enumerable.Repeat(0d, Data.NumBars).ToList();
fastEma = Enumerable.Repeat(0d, Data.NumBars).ToList();
slowEma = Enumerable.Repeat(0d, Data.NumBars).ToList();
}
public BressertTimingBands(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
HighCycle = Enumerable.Repeat(false, Data.NumBars).ToList();
HighCycleAvg = Enumerable.Repeat(0, Data.NumBars).ToList();
LowCycle = Enumerable.Repeat(false, Data.NumBars).ToList();
LowCycleAvg = Enumerable.Repeat(0, Data.NumBars).ToList();
HighCyclePlot = Enumerable.Repeat(0d, Data.NumBars).ToList();
LowCyclePlot = Enumerable.Repeat(0d, Data.NumBars).ToList();
}
/// <summary>
/// Construct the class and initialize the bar data to default values.
/// </summary>
/// <param name="tickerData">Ticker for the strategy</param>
/// <param name="factory">Factory for creating dependents</param>
public ComboStrategy(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
_minComboSize = Simulator.Config.ComboMinComboSize;
_maxComboSize = Simulator.Config.ComboMaxComboSize;
_maxBarsOpen = Simulator.Config.ComboMaxBarsOpen;
_comboLeewayBars = Simulator.Config.ComboLeewayBars;
_minPercentForBuy = Simulator.Config.ComboPercentForBuy;
_sizeOfOrder = Simulator.Config.ComboSizeOfOrder;
_stopPercent = Simulator.Config.ComboStopPercent;
_namePrefix = "";
_matchHigherTimeframe = false;
}
public BullMomentumCrossoverPredicted(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
}
public BearStochasticsCrossoverPredicted(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
_orderType = Order.OrderType.Short;
}
public BullSmaCrossover(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
}
public BearMomentumCrossover(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
_orderType = Order.OrderType.Short;
}
public BearTrixSignalCrossoverPredicted(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
_orderType = Order.OrderType.Short;
}
public DownsideTasukiGapFound(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
_orderType = Order.OrderType.Short;
}
public MorningStar(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
}
public Momentum(TickerData tickerData, RunnableFactory factory, int period)
: base(tickerData, factory)
{
Value = Enumerable.Repeat(0d, Data.NumBars).ToList();
_period = period;
}
public BullTrixZeroCrossoverPredicted(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
}
public BullDtOscillator(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
}
public HangingMan(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
}
public BearBeltHold(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
}
public BearEngulfingFound(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
_orderType = Order.OrderType.Short;
}
public BearBollingerExtended(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
_orderType = Order.OrderType.Short;
}
public HammerFound(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
}
public BearDmi(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
_orderType = Order.OrderType.Short;
}
public BearBeltHoldFound(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
_orderType = Order.OrderType.Short;
}
public DarkCloudCover(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
}
public BullEngulfing(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
}
public BearHaramiCross(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
}
public PiercingLine(TickerData tickerData, RunnableFactory factory)
: base(tickerData, factory)
{
}