protected override void OnCalculate()
{
//Set Autopilot
this.IsAutomated = this.Autopilot;
//Check if peridocity is valid for this script
if (!this._Example_Indicator_SMA_CrossOver_Advanced.DatafeedPeriodicityIsValid(Bars.TimeFrame))
{
Log(this.DisplayName + ": Periodicity of your data feed is suboptimal for this indicator!", InfoLogLevel.AlertLog);
return;
}
//Lets call the calculate method and save the result with the trade action
ResultValue_Example_Indicator_SMA_CrossOver_Advanced returnvalue = this._Example_Indicator_SMA_CrossOver_Advanced.calculate(this.InSeries, this.FastSma, this.SlowSma, this.IsLongEnabled, this.IsShortEnabled);
//If the calculate method was not finished we need to stop and show an alert message to the user.
if (returnvalue.ErrorOccured)
{
Log(this.DisplayName + ": A problem has occured during the calculation method!", InfoLogLevel.AlertLog);
return;
}
//Entry
if (returnvalue.Entry.HasValue)
{
switch (returnvalue.Entry)
{
case OrderAction.Buy:
this.DoEnterLong();
break;
case OrderAction.SellShort:
this.DoEnterShort();
break;
}
}
//Exit
if (returnvalue.Exit.HasValue)
{
switch (returnvalue.Exit)
{
case OrderAction.BuyToCover:
this.DoExitShort();
break;
case OrderAction.Sell:
this.DoExitLong();
break;
}
}
}
/// <summary>
/// In this method we do all the work and return the object with all data like the OrderActions.
/// This method can be called from any other script like strategies, indicators or conditions.
/// </summary>
/// <param name="data"></param>
/// <returns></returns>
public ResultValue_Example_Indicator_SMA_CrossOver_Advanced calculate(IDataSeries data, int fastsma, int slowsma, bool islongenabled, bool isshortenabled)
{
//Create a return object
ResultValue_Example_Indicator_SMA_CrossOver_Advanced returnvalue = new ResultValue_Example_Indicator_SMA_CrossOver_Advanced();
//try catch block with all calculations
try
{
//Calculate SMA and set the data into the result object
returnvalue.Fast = SMA(data, fastsma)[0];
returnvalue.Slow = SMA(data, slowsma)[0];
returnvalue.Price = data.Last();
/*
* CrossAbove: We create buy (entry) signal for the long position and BuyToCover (exit) for the short position.
* CrossBelow: We create sell (exit) signal for the long positon and SellShort (entry) for the short position.
*/
if (CrossAbove(SMA(data, fastsma), SMA(data, slowsma), 0) == true)
{
if (islongenabled)
{
returnvalue.Entry = OrderAction.Buy;
}
if (isshortenabled)
{
returnvalue.Exit = OrderAction.BuyToCover;
}
}
else if (CrossBelow(SMA(data, fastsma), SMA(data, slowsma), 0) == true)
{
if (islongenabled)
{
returnvalue.Exit = OrderAction.Sell;
}
if (isshortenabled)
{
returnvalue.Entry = OrderAction.SellShort;
}
}
}
catch (Exception)
{
//If this method is called via a strategy or a condition we need to log the error.
returnvalue.ErrorOccured = true;
}
//return the result object
return(returnvalue);
}
protected override void OnCalculate()
{
//Check if peridocity is valid for this script
if (!this._Example_Indicator_SMA_CrossOver_Advanced.DatafeedPeriodicityIsValid(Bars.TimeFrame))
{
Log(this.DisplayName + ": Periodicity of your data feed is suboptimal for this indicator!", InfoLogLevel.AlertLog);
return;
}
//Lets call the calculate method and save the result with the trade action
ResultValue_Example_Indicator_SMA_CrossOver_Advanced returnvalue = this._Example_Indicator_SMA_CrossOver_Advanced.calculate(this.InSeries, this.FastSma, this.SlowSma, this.IsLongEnabled, this.IsShortEnabled);
//If the calculate method was not finished we need to stop and show an alert message to the user.
if (returnvalue.ErrorOccured)
{
Log(this.DisplayName + ": A problem has occured during the calculation method!", InfoLogLevel.AlertLog);
return;
}
//Entry
if (returnvalue.Entry.HasValue)
{
switch (returnvalue.Entry)
{
case OrderAction.Buy:
//Long Signal
Occurred.Set(1);
Entry.Set(1);
break;
case OrderAction.SellShort:
//Short Signal
Occurred.Set(-1);
Entry.Set(-1);
break;
}
}
else
{
//No Signal
Occurred.Set(0);
Entry.Set(0);
}
//Set the drawing style, if the user has changed it.
PlotColors[0][0] = this.Plot0Color;
Plots[0].PenStyle = this.Dash0Style;
Plots[0].Pen.Width = this.Plot0Width;
}
/// <summary>
/// Called on each update of the bar.
/// </summary>
protected override void OnCalculate()
{
//Check if peridocity is valid for this script
if (!DatafeedPeriodicityIsValid(Bars.TimeFrame))
{
Log(this.DisplayName + ": Periodicity of your data feed is suboptimal for this indicator!", InfoLogLevel.AlertLog);
return;
}
//Lets call the calculate method and save the result with the trade action
ResultValue_Example_Indicator_SMA_CrossOver_Advanced returnvalue = this.calculate(this.InSeries, this.FastSma, this.SlowSma, this.IsLongEnabled, this.IsShortEnabled);
//If the calculate method was not finished we need to stop and show an alert message to the user.
if (returnvalue.ErrorOccured)
{
Log(this.DisplayName + ": A problem has occured during the calculation method!", InfoLogLevel.AlertLog);
return;
}
//Set the curve data for the chart drawing
this.Indicator_Curve_Fast.Set(returnvalue.Fast);
this.Indicator_Curve_Slow.Set(returnvalue.Slow);
//Entry
if (returnvalue.Entry.HasValue)
{
switch (returnvalue.Entry)
{
case OrderAction.Buy:
AddChartDot("ArrowLong_Entry" + Bars[0].Time.Ticks, true, Bars[0].Time, Bars[0].Open, Color.Orange);
break;
case OrderAction.SellShort:
AddChartDiamond("ArrowShort_Entry" + Bars[0].Time.Ticks, true, Bars[0].Time, Bars[0].Open, Color.Orange);
break;
}
}
////Exit
//if (returnvalue.Exit.HasValue)
//{
// switch (returnvalue.Exit)
// {
// case OrderAction.BuyToCover:
// DrawDiamond("ArrowShort_Exit" + Bars[0].Time.Ticks, true, Bars[0].Time, Bars[0].Open, Color.Orange);
// break;
// case OrderAction.Sell:
// DrawDot("ArrowLong_Exit" + Bars[0].Time.Ticks, true, Bars[0].Time, Bars[0].Open, Color.Orange);
// break;
// }
//}
//Set the drawing style, if the user has changed it.
PlotColors[0][0] = this.Plot0Color;
Plots[0].PenStyle = this.Dash0Style;
Plots[0].Pen.Width = this.Plot0Width;
PlotColors[1][0] = this.Plot1Color;
Plots[1].PenStyle = this.Dash0Style;
Plots[1].Pen.Width = this.Plot0Width;
}
