public SmaStochastic(string name, StartProgram startProgram)
: base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab = TabsSimple[0];
_sma = new MovingAverage(name + "Sma", false);
_sma = (MovingAverage)_tab.CreateCandleIndicator(_sma, "Prime");
_sma.Save();
_stoc = new StochasticOscillator(name + "ST", false);
_stoc = (StochasticOscillator)_tab.CreateCandleIndicator(_stoc, "StocArea");
_stoc.Save();
_tab.CandleFinishedEvent += Strateg_CandleFinishedEvent;
Slipage = 0;
VolumeFix = 1;
Step = 500;
Upline = 70;
Downline = 30;
Load();
DeleteEvent += Strategy_DeleteEvent;
}
protected override void OnStart()
{
_SMA = Indicators.SimpleMovingAverage(Source_SMA, Periods_SMA);
_SOC = Indicators.StochasticOscillator(KPeriods, K_Slowing, DPeriods, MaType);
Positions.Closed += PositionsOnClosed;
}
protected override void Init()
{
// Event occurs once at the start of the strategy
Print("Starting TS on account: {0}, comment: {1}", this.Account.Number, CommentText);
_stoInd = GetIndicator <StochasticOscillator>(Instrument.Id, Timeframe);
_ftoInd = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
}
protected override void OnStart()
{
_SMA = Indicators.SimpleMovingAverage(Source_SMA, Periods_SMA);
_SOC = Indicators.StochasticOscillator(KPeriods, K_Slowing, DPeriods, MaType);
Positions.Closed += PositionsOnClosed;
}
protected override void Init()
{
//_awoInd = GetIndicator<AwesomeOscillator>(Instrument.Id, Timeframe);
_stoInd = GetIndicator <StochasticOscillator>(Instrument.Id, Timeframe);
_wprInd = GetIndicator <ZigZag>(Instrument.Id, Timeframe);
_wprInd.ExtDepth = ED;
}
protected override void OnStart()
{
Print("Welcome to the world of infinite financial possibilities!");
MA = Indicators.MovingAverage(MA_price, MA_period, MAType);
WPR = Indicators.WilliamsPctR(WPR_period);
St1 = Indicators.StochasticOscillator(Period_K1, Period_D1, Slowing1, St_Ma_Type1);
St2 = Indicators.StochasticOscillator(Period_K2, Period_D2, Slowing2, St_Ma_Type2);
}
protected override void Init()
{
_period = Timeframe;
index = Bars.Range.To - 1;
sto = GetIndicator <StochasticOscillator>(Instrument.Id, _period, Kp, Dp, Kslow, _method, _pricePair);
ao = GetIndicator <AcceleratorOscillator>(Instrument.Id, _period);
}
protected override void Init()
{
_period = Timeframe;
index = Bars.Range.To - 1;
sto = GetIndicator <StochasticOscillator>(Instrument.Id, _period, Kp, Dp, Kslow, _method, _pricePair);
_barH1 = GetCustomSeries(Instrument.Id, Period.H1);
}
protected override void OnStart()
{
_stochastic = Indicators.StochasticOscillator(kPeriods, kSlowing, dPeriods, MovingAverageType.Simple);
setUp = false;
setDown = false;
highTrail = Indicators.SimpleMovingAverage(MarketSeries.High, trailMAPeriods);
lowTrail = Indicators.SimpleMovingAverage(MarketSeries.Low, trailMAPeriods);
positionSize = (int)Symbol.NormalizeVolume(Account.Balance * positionSizePercent / 100, RoundingMode.ToNearest);
}
protected override void Initialize()
{
_stochastic5 = Indicators.StochasticOscillator(5, 3, 3, MaType);
_stochastic14 = Indicators.StochasticOscillator(14, 3, 3, MaType);
_stochastic45 = Indicators.StochasticOscillator(45, 3, 14, MaType);
_stochastic75 = Indicators.StochasticOscillator(75, 3, 20, MaType);
_stpmt = CreateDataSeries();
_stpmtMa = Indicators.SimpleMovingAverage(_stpmt, 9);
}
protected override void Init()
{
torg = false; LogU = true; LogD = true; U1 = 100; D1 = -1;
Line1 = Tools.Create <HorizontalLine>();
Line2 = Tools.Create <HorizontalLine>();
_stoIndH1 = GetIndicator <StochasticOscillator>(Instrument.Id, Timeframe);
_stoIndH1.Slowing = 3;
_stoIndH1.PeriodD = 3;
_stoIndH1.PeriodK = 14; // Основна
}
protected override void Initialize()
{
// Fetch market series for second symbol
this.SecondSymbol = MarketData.GetSymbol(SecondPair);
this.SecondSeries = MarketData.GetSeries(this.SecondSymbol, this.TimeFrame);
// Now create a stochastic for both
this.FirstStoch = Indicators.StochasticOscillator(this.MarketSeries, this.kPeriods, this.kSlowing, this.dPeriods, MovingAverageType.Simple);
this.SecondStoch = Indicators.StochasticOscillator(this.SecondSeries, this.kPeriods, this.kSlowing, this.dPeriods, MovingAverageType.Simple);
}
protected override void Init()
{
// Event occurs once at the start of the strategy
Print("Starting TS on account: {0}, comment: {1}", this.Account.Number, CommentText);
_stoInd = GetIndicator <StochasticOscillator>(Instrument.Id, Timeframe);
_ftoInd = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
vlR = Tools.Create <VerticalLine>();
vlR.Color = Color.Red;
vlB = Tools.Create <VerticalLine>();
vlB.Color = Color.Blue;
}
protected override void Initialize()
{
_stochastic5 = Indicators.StochasticOscillator(5, 3, 3, MaType);
_stochastic14 = Indicators.StochasticOscillator(14, 3, 3, MaType);
_stochastic45 = Indicators.StochasticOscillator(45, 3, 14, MaType);
_stochastic75 = Indicators.StochasticOscillator(75, 3, 20, MaType);
_stpmt = CreateDataSeries();
_stpmtMa = Indicators.SimpleMovingAverage(_stpmt, 9);
}
protected override void Initialize()
{
// Fetch market series for second symbol
this.SecondSymbol = MarketData.GetSymbol(SecondPair);
this.SecondSeries = MarketData.GetSeries(this.SecondSymbol, this.TimeFrame);
// Now create a stochastic for both
this.FirstStoch = Indicators.StochasticOscillator(this.MarketSeries, this.kPeriods, this.kSlowing, this.dPeriods, MovingAverageType.Simple);
this.SecondStoch = Indicators.StochasticOscillator(this.SecondSeries, this.kPeriods, this.kSlowing, this.dPeriods, MovingAverageType.Simple);
}
protected override void Init()
{
torg = false; LogU = false; LogD = false; U1 = 100; D1 = -1;
isPrU = false; isPrD = false;
_barH1 = GetCustomSeries(Instrument.Id, Period.H1);
Line1 = Tools.Create <HorizontalLine>();
Line2 = Tools.Create <HorizontalLine>();
_ftoInd = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
_ftoIndH1 = GetIndicator <FisherTransformOscillator>(Instrument.Id, Period.H1);
_stoIndH1 = GetIndicator <StochasticOscillator>(Instrument.Id, Period.H1);
_stoIndH1.Slowing = 3;
_stoIndH1.PeriodD = 3;
_stoIndH1.PeriodK = 14; // Основна
}
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 Init()
{
_wprInd3 = GetIndicator <ZigZag>(Instrument.Id, Timeframe);
_wprInd3.ExtDepth = ED3;
_wprInd50 = GetIndicator <ZigZag>(Instrument.Id, Timeframe);
_wprInd50.ExtDepth = ED50;
_frInd = GetIndicator <Fractals>(Instrument.Id, Timeframe);
_frInd.Range = 30;
_stoInd = GetIndicator <StochasticOscillator>(Instrument.Id, Timeframe);
_stoInd.Method = MaMethods.Ema;
_stoInd.PeriodK = 9; _stoInd.PricePair = PricePair.CloseClose;
vy = Tools.Create <VerticalLine>();
vy.Color = Color.Yellow;
vb = Tools.Create <VerticalLine>();
vb.Color = Color.Blue;
}
protected override void Init()
{
Print("LR_Trade_strategy_initalization");
if ((LotVolume > Account.MaxLot) || (LotVolume < Account.MinLot))
{
Print("LR_Invalid_lot_valueа");
Print("LR_Lot_minimum_value " + (double)Account.MinLot);
Print("LR_Lot_maximum_value " + (double)Account.MaxLot);
_isAnyErrors = true;
return;
}
_period = Timeframe;
_sto = GetIndicator <StochasticOscillator>(Instrument.Id, _period, PeriodK, PeriodD, Slowdown, Method, Prices);
_barSeries = GetCustomSeries(Instrument.Id, _period);
}
protected override void Init()
{
_allInd = GetIndicator <Alligator>(Instrument.Id, Timeframe);
// Fractals
_frInd = GetIndicator <Fractals>(Instrument.Id, Timeframe); _frInd.Range = 5;
// AO - определяет движущую силу рынка
_awoInd = GetIndicator <AwesomeOscillator>(Instrument.Id, Timeframe);
// Fisher
_ftoInd = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
// Stohastic
_stoInd = GetIndicator <StochasticOscillator>(Instrument.Id, Timeframe);
// Moving Average
_ma1 = GetIndicator <MovingAverage>(Instrument.Id, Timeframe, 85, 0, MaMethods.Lwma, PriceMode.Close);
// MACD
_macd = GetIndicator <MovingAverageConvergenceDivergence> (Instrument.Id, Timeframe);
_macd.FastEmaPeriod = 15; _macd.AppliedPrice = PriceMode.Low; _macd.SlowEmaPeriod = 26; _macd.SmaPeriod = 1;
//
_wprInd = GetIndicator <ZigZag>(Instrument.Id, Timeframe);
}
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);
}
protected override void OnStart()
{
//挂单标签
labelPerfix = "TMSBot";
//市价单标签
scalePerfix = "scale";
//回测
if (IsBacktesting)
{
int backtestNum = new Random().Next(1, 10000);
labelPerfix += " BT " + backtestNum;
}
if (scaleIn)
{
//写注册表
CreateSubKey();
if (motherClose)
{
Positions.Closed += OnPositionClose;
}
}
//平均正确范围指标
atr = Indicators.AverageTrueRange(atrPeriod, MovingAverageType.Simple);
//相对强度指数指标
_rsi = Indicators.RelativeStrengthIndex(Source, RsiPeriod);
//布林带指标
_bollingerBands = Indicators.BollingerBands(_rsi.Result, Volatility, StDev, MovingAverageType.Simple);
//移动平均线指标（RSI的平均线）
_price = Indicators.MovingAverage(_rsi.Result, PricePeriod, PriceMaType);
_signal = Indicators.MovingAverage(_rsi.Result, SignalPeriod, SignalMaType);
//随机振荡器指标
stochastic = Indicators.StochasticOscillator(kPeriods, kSlowing, dPeriods, stMaType);
//自定义指标
heikenAshi = Indicators.GetIndicator <HeikenAshi>(HeikenPeriod);
}
//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 Init()
{
// Event occurs once at the start of the strategy
// Print("Starting TS on account: {0}, comment: {1}", this.Account.Number, CommentText);
_period = Timeframe;
index = Bars.Range.To - 1;
sto = GetIndicator <StochasticOscillator>(
Instrument.Id,
_period,
Kp,
Dp,
Kslow,
_method,
_pricePair
);
ao = GetIndicator <AcceleratorOscillator>(
Instrument.Id,
_period
);
}
public override void OnStrategyStart()
{
decisionUnit = new DecisionUnit();
//so_180_a Stochastic Variables
int so_180_a_tickPeriod = 10;
int so_180_a_bulkPeriod = 180;
double so_180_a_highThres = 80;
double so_180_a_lowThres = 20;
int so_180_a_nPeriod = 14;
double so_180_a_smooth = 3;
int so_180_a_mPeriod = 3;
//so_180_b Stochastic Variables
int so_180_b_tickPeriod = 10;
int so_180_b_bulkPeriod = 180;
double so_180_b_highThres = 80;
double so_180_b_lowThres = 20;
int so_180_b_nPeriod = 21;
double so_180_b_smooth = 4;
int so_180_b_mPeriod = 5;
//so_45_a Stochastic Variables
int so_45_a_tickPeriod = 10;
int so_45_a_bulkPeriod = 45;
double so_45_a_highThres = 80;
double so_45_a_lowThres = 20;
int so_45_a_nPeriod = 14;
double so_45_a_smooth = 3;
int so_45_a_mPeriod = 3;
//so_45_b Stochastic Variables
int so_45_b_tickPeriod = 10;
int so_45_b_bulkPeriod = 45;
double so_45_b_highThres = 80;
double so_45_b_lowThres = 20;
int so_45_b_nPeriod = 21;
double so_45_b_smooth = 4;
int so_45_b_mPeriod = 5;
//ema_45 Exponential Moving Avg. Variables
int ema_45_period = 10;
int ema_45_bulkPeriod = 45;
//ema_180 Exponential Moving Avg. Variables
int ema_180_period = 10;
int ema_180_bulkPeriod = 180;
System.Console.WriteLine("On strategy start");
so_180_a = new StochasticOscillator("so_180_a",
so_180_a_tickPeriod,
so_180_a_bulkPeriod,
so_180_a_highThres,
so_180_a_lowThres,
so_180_a_nPeriod,
so_180_a_smooth,
so_180_a_mPeriod);
so_180_b = new StochasticOscillator("so_180_b",
so_180_b_tickPeriod,
so_180_b_bulkPeriod,
so_180_b_highThres,
so_180_b_lowThres,
so_180_b_nPeriod,
so_180_b_smooth,
so_180_b_mPeriod);
so_45_a = new StochasticOscillator("so_45_a",
so_45_a_tickPeriod,
so_45_a_bulkPeriod,
so_45_a_highThres,
so_45_a_lowThres,
so_45_a_nPeriod,
so_45_a_smooth,
so_45_a_mPeriod);
so_45_b = new StochasticOscillator("so_45_b",
so_45_b_tickPeriod,
so_45_b_bulkPeriod,
so_45_b_highThres,
so_45_b_lowThres,
so_45_b_nPeriod,
so_45_b_smooth,
so_45_b_mPeriod);
ema_180 = new ExponentialMovingAverage("ema_180", ema_180_period, ema_180_bulkPeriod);
ema_45 = new ExponentialMovingAverage("ema_45", ema_45_period, ema_45_bulkPeriod);
}
protected override void Init()
{
index = Bars.Range.To - 1;
ash = GetIndicator <HeikenAshi>(Instrument.Id, Timeframe);
sto = GetIndicator <StochasticOscillator>(Instrument.Id, Timeframe, Kp, Dp, Kslow, _method, _pricePair);
}
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
dms = Indicators.DirectionalMovementSystem(ADX_Periods);
stoc = Indicators.StochasticOscillator(K_Period, Slow_K, D_Period, MAType);
}
protected override void Init()
{
ci = Bars.Range.To - 1;
sto = GetIndicator <StochasticOscillator>(Instrument.Id, Timeframe, Kp, Dp, Kslow, _method, _pricePair);
_ftoInd = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
}
