override protected void StrategyExecute() { BasicTRIXRule rule = new BasicTRIXRule(data.Close, parameters[0], "TRIX"); int cutlosslevel = (int)parameters[1]; int trailingstoplevel = (int)parameters[2]; int takeprofitlevel = (int)parameters[3]; 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 = rule.trix.FirstValidValue; idx < data.Close.Count - 1; 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); } 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); } //Trailing stop strategtest //new_trailing_stop = data.Close[idx] * (1 - trailingstoplevel / 100); //if (new_trailing_stop > trailing_stop) //{ // trailing_stop = new_trailing_stop; // //Buy back share if // if ((!is_bought) && rule.UpTrend(idx)) BuyAtClose(idx); //} //else // if (data.Close[idx]<trailing_stop) // { // SellTakeProfit(idx); // trailing_stop = -1; // } } }
override protected void StrategyExecute() { BasicTRIXRule rule = new BasicTRIXRule(data.Close, parameters[0], "TRIX"); int cutlosslevel = (int)parameters[1]; int trailingstoplevel = (int)parameters[2]; int takeprofitlevel = (int)parameters[3]; 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 = rule.trix.FirstValidValue; idx < data.Close.Count - 1; 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); } 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); //Trailing stop strategtest //new_trailing_stop = data.Close[idx] * (1 - trailingstoplevel / 100); //if (new_trailing_stop > trailing_stop) //{ // trailing_stop = new_trailing_stop; // //Buy back share if // if ((!is_bought) && rule.UpTrend(idx)) BuyAtClose(idx); //} //else // if (data.Close[idx]<trailing_stop) // { // SellTakeProfit(idx); // trailing_stop = -1; // } } }
override protected void StrategyExecute() { BasicTRIXRule rule = new BasicTRIXRule(data.Close, parameters[0], "TRIX"); int cutlosslevel = (int)parameters[1]; int takeprofitlevel = (int)parameters[2]; 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 = rule.trix.FirstValidValue; idx < data.Close.Count - 1; 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); } 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); } //Trailing stop strategy test //new_trailing_stop = price * 0.85; //if new_trailing_stop>trailing_stop trailing_stop=new_trailing_stop; //else if new_trailing_stop<trailing_stop SellTakeProfit(idx) } }
override protected void StrategyExecute() { BasicTRIXRule rule = new BasicTRIXRule(data.Close, parameters[0],"TRIX"); int cutlosslevel = (int)parameters[1]; int takeprofitlevel = (int)parameters[2]; 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 = rule.trix.FirstValidValue; idx < data.Close.Count - 1; 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); } 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); //Trailing stop strategy test //new_trailing_stop = price * 0.85; //if new_trailing_stop>trailing_stop trailing_stop=new_trailing_stop; //else if new_trailing_stop<trailing_stop SellTakeProfit(idx) } }