protected override void OnBarUpdate()
{
if (BarsInProgress == 0 && CurrentBar >= this.BarsRequiredToTrade)
{
metBarsInProgress = true;
}
if (!metBarsInProgress)
{
return;
}
if (BarsInProgress == 0 && disableManager.IsValidTime(Time[0]))
{
if (Position.MarketPosition == MarketPosition.Flat)
{
//PrintValues(Time[0], CountIf(() => stochasticsFast_14_3.D[0] > 80 && stochasticsFast_40_4.D[0] > 80 && stochasticsFast_9_3.D[0] > 80, 5) > 0);
//EnterShort(1, 1, ENTER_SHORT);
//stopLoss = MAX(High, 3)[0] + TickSize;
//Draw.VerticalLine(this, String.Format("vl_{0}", CurrentBar), Time[0], Brushes.White);
}
}
else if (BarsInProgress == 1 && Position.MarketPosition != MarketPosition.Flat)
{
if (Position.MarketPosition == MarketPosition.Long && High[0] >= profitTaker)
{
ExitLong(1, 1, PROFIT_TAKER, ENTER_LONG);
}
else if (Position.MarketPosition == MarketPosition.Short && Low[0] <= profitTaker)
{
ExitShort(1, 1, PROFIT_TAKER, ENTER_SHORT);
}
if (Position.MarketPosition == MarketPosition.Long && Low[0] <= stopLoss)
{
ExitLong(1, 1, STOP_LOSS, ENTER_LONG);
}
else if (Position.MarketPosition == MarketPosition.Short && High[0] >= stopLoss)
{
ExitShort(1, 1, STOP_LOSS, ENTER_SHORT);
}
}
}
protected override void OnBarUpdate()
{
if (BarsInProgress == 0 && CurrentBar >= this.BarsRequiredToTrade)
{
metBarsInProgress = true;
}
if (!metBarsInProgress)
{
return;
}
if (BarsInProgress == 0 && disableManager.IsValidTime(Time[0]))
{
if (Position.MarketPosition == MarketPosition.Flat)
{
}
}
else if (BarsInProgress == 1 && Position.MarketPosition != MarketPosition.Flat)
{
if (Position.MarketPosition == MarketPosition.Long && High[0] >= profitTaker)
{
ExitLong(1, 1, PROFIT_TAKER, ENTER_LONG);
}
else if (Position.MarketPosition == MarketPosition.Short && Low[0] <= profitTaker)
{
ExitShort(1, 1, PROFIT_TAKER, ENTER_SHORT);
}
if (Position.MarketPosition == MarketPosition.Long && Low[0] <= stopLoss)
{
ExitLong(1, 1, STOP_LOSS, ENTER_LONG);
}
else if (Position.MarketPosition == MarketPosition.Short && High[0] >= stopLoss)
{
ExitShort(1, 1, STOP_LOSS, ENTER_SHORT);
}
}
}
protected override void OnBarUpdate()
{
if (BarsInProgress == 0 && CurrentBar >= this.BarsRequiredToTrade)
{
metBarsInProgress = true;
}
if (!metBarsInProgress)
{
return;
}
if (BarsInProgress == 0)
{
//Draw.ArrowDown(this, "UpTrendBreak" + unique + lineCount.ToString(), true, barsAgo, High[barsAgo] + TickSize, DownTrendColor);
bool bullTrendStarted = autoTrend.TrendStarted[1] != 1 && autoTrend.TrendStarted[0] == 1 &&
CountIf(() => autoTrend.Signal[0] == -1, this.TrendStrength * 2) == 0;
if (bullTrendStarted && Position.MarketPosition == MarketPosition.Flat)
{
currentTrend = 1;
enterDirection = MarketPosition.Long;
enterLimit = Close[0];
stopLoss = swing.SwingLow[0];
}
else if (bullTrendStarted && Position.MarketPosition == MarketPosition.Short)
{
//liquidate = true;
}
bool bullTrendBroken = currentTrend == 1 && autoTrend.Signal[1] != -1 && autoTrend.Signal[0] == -1;
if (bullTrendBroken)
{
currentTrend = 0;
enterDirection = MarketPosition.Flat;
enterLimit = 0;
}
bool bearTrendStarted = autoTrend.TrendStarted[1] != -1 && autoTrend.TrendStarted[0] == -1 &&
CountIf(() => autoTrend.Signal[0] == 1, this.TrendStrength * 2) == 0;
if (bearTrendStarted && Position.MarketPosition == MarketPosition.Flat)
{
currentTrend = -1;
enterDirection = MarketPosition.Short;
enterLimit = Close[0];
stopLoss = swing.SwingHigh[0];
}
else if (bearTrendStarted && Position.MarketPosition == MarketPosition.Long)
{
//liquidate = true;
}
bool bearTrendBroken = currentTrend == -1 && autoTrend.Signal[1] != 1 && autoTrend.Signal[0] == 1;
if (bearTrendBroken)
{
currentTrend = 0;
enterDirection = MarketPosition.Flat;
enterLimit = 0;
}
if (Position.MarketPosition == MarketPosition.Long && Position.Quantity == this.LetItRideQuantity)
{
stopLoss = GetStop(stopLoss, MIN(Low, TrailingBarsStop)[0] - TickSize, MarketPosition.Long);
}
else if (Position.MarketPosition == MarketPosition.Long && Position.Quantity == this.LetItRideQuantity)
{
stopLoss = GetStop(stopLoss, MAX(High, TrailingBarsStop)[0] + TickSize, MarketPosition.Short);
}
}
else if (BarsInProgress == 1 && Position.MarketPosition == MarketPosition.Flat && disableManager.IsValidTime(Time[0]))
{
if (enterDirection == MarketPosition.Long && enterLimit > 0 && Close[0] > enterLimit)
{
enterDirection = MarketPosition.Flat;
enterLimit = 0;
EnterLong(this.InitialQuantity, ENTER_LONG);
PrintValues(Time[0], String.Format("{0:N2}", autoTrend.ChangePerBar[0]), momentum[0]);
}
else if (enterDirection == MarketPosition.Short && enterLimit > 0 && Close[0] < enterLimit)
{
enterDirection = MarketPosition.Flat;
enterLimit = 0;
EnterShort(this.InitialQuantity, ENTER_SHORT);
PrintValues(Time[0], String.Format("{0:N2}", autoTrend.ChangePerBar[0]), momentum[0]);
}
}
else if (BarsInProgress == 1 && Position.MarketPosition != MarketPosition.Flat)
{
if (liquidate && Position.MarketPosition == MarketPosition.Long)
{
ExitLong(Position.Quantity, STOP_LOSS, ENTER_LONG);
}
else if (liquidate && Position.MarketPosition == MarketPosition.Short)
{
ExitShort(Position.Quantity, STOP_LOSS, ENTER_SHORT);
}
else if (Position.MarketPosition == MarketPosition.Long && profitTaker > 0 && High[0] >= profitTaker)
{
stopLoss = GetStop(Position.AveragePrice, MIN(Lows[0], TrailingBarsStop)[0] - TickSize, MarketPosition.Long);
profitTaker = 0;
ExitLong(this.InitialQuantity - this.LetItRideQuantity, PROFIT_TAKER, ENTER_LONG);
}
else if (Position.MarketPosition == MarketPosition.Short && profitTaker > 0 && Low[0] <= profitTaker)
{
stopLoss = GetStop(Position.AveragePrice, MAX(Highs[0], TrailingBarsStop)[0] + TickSize, MarketPosition.Short);
profitTaker = 0;
ExitShort(this.InitialQuantity - this.LetItRideQuantity, PROFIT_TAKER, ENTER_SHORT);
}
if (Position.MarketPosition == MarketPosition.Long && Low[0] <= stopLoss)
{
ExitLong(Position.Quantity, STOP_LOSS, ENTER_LONG);
}
else if (Position.MarketPosition == MarketPosition.Short && High[0] >= stopLoss)
{
ExitShort(Position.Quantity, STOP_LOSS, ENTER_SHORT);
}
}
}
protected override void OnBarUpdate()
{
//Print(CurrentBar);
if (BarsInProgress == 0 && CurrentBar < BarsRequiredToTrade)
{
return;
}
if (BarsInProgress == 0)
{
// double fastMa = fastMaIndicator[0];
// double slowMa = slowMaIndicator[0];
// double maDiff = fastMa - slowMa;
// Brush trendBrush = (maDiff < MinMaDiff && maDiff > -MinMaDiff) ? NeutralBrush : fastMa < slowMa ? BearishBrush : BullishBrush;
// fastMaIndicator.PlotBrushes[0][0] = trendBrush;
DateTime debugTime = new DateTime(2018, 6, 20, 9, 42, 0);
DateTime blahTime = Time[0];
bool adxBullTrend = adxIndicator.DmiPlusPlot[0] > adxIndicator.DmiMinusPlot[0];
bool adxBearTrend = adxIndicator.DmiPlusPlot[0] < adxIndicator.DmiMinusPlot[0];
int enterPeriodMinusOne = EnterPeriod - 2;
bool enterSignal = adxIndicator[0] > MinAdx;
if (adxBullTrend)
{
enterSignal = enterSignal && (CountIf(() => Close[0] > Open[0], EnterBarsLength) == EnterBarsLength);
}
else if (adxBearTrend)
{
enterSignal = enterSignal && (CountIf(() => Close[0] < Open[0], EnterBarsLength) == EnterBarsLength);
}
if (Contrarian)
{
enterSignal = enterSignal && enterAdxSlopeIndicator[0] < EnterSlopeThreshold;
}
else
{
enterSignal = enterSignal && enterAdxSlopeIndicator[0] > EnterSlopeThreshold;
}
bool exitBarSignal = false;
//Bullish exit
if (this.openPosition && this.guerillaTraderBridge.ot_tradeType == (int)TradeTypes.LongFuture)
{
if (trendBarAppeared)
{
//exit if red
exitBarSignal = Close[0] < Open[0];
}
else if ((CurrentBar - enterBarNumber) >= MinTrendLength)
{
//true if green
//trendBarAppeared = Close[0] > Open[0];
trendBarAppeared = (CountIf(() => Close[0] > Open[0], MinTrendLength) == MinTrendLength);
}
}
//bearish exit
else if (this.openPosition && this.guerillaTraderBridge.ot_tradeType == (int)TradeTypes.ShortFuture)
{
if (trendBarAppeared)
{
//exit if green
exitBarSignal = Close[0] > Open[0];
}
else if ((CurrentBar - enterBarNumber) >= MinTrendLength)
{
//true if red
//trendBarAppeared = Close[0] < Open[0];
trendBarAppeared = (CountIf(() => Close[0] < Open[0], MinTrendLength) == MinTrendLength);
}
}
//exitBarSignal = false;
DateTime start = Time[0].Date.AddHours(StartHour).AddMinutes(StartMinute);
DateTime end = Time[0].Date.AddHours(EndHour).AddMinutes(EndMinute);
//bool validTime = !UseBoundaryHours || (start <= Time[0]) && (end >= Time[0]);
bool validTime = disableManager.IsValidTime(Time[0]);
Double priceOffset = Math.Round(rangeIndicator[0] / 2, MidpointRounding.AwayFromZero) * TickSize;
if (!this.openPosition && validTime && (enterSignal) && adxBullTrend && !targetHit)
{
this.enterBarNumber = CurrentBar;
if (!this.Contrarian)
{
EnterLong(0, Quantity, ENTER_LONG);
}
else
{
EnterShort(0, Quantity, ENTER_SHORT);
}
}
else if (!this.openPosition && validTime && (enterSignal) && adxBearTrend && !targetHit)
{
this.enterBarNumber = CurrentBar;
if (!this.Contrarian)
{
EnterShort(0, Quantity, ENTER_SHORT);
}
else
{
EnterLong(0, Quantity, ENTER_LONG);
}
}
else if (this.openPosition && !closing && (exitBarSignal) && this.guerillaTraderBridge.ot_tradeType == 1)
{
closing = true;
Double exitLimitPrice = GetCurrentBid() + (TickSize * ExitLimitBuffer);
if (exitLimitPrice <= Close[0])
{
exitLimitPrice = Close[0] + TickSize;
}
ExitLongLimit(0, true, Quantity, exitLimitPrice, EXIT, ENTER_LONG);
Double exitStopPrice = GetCurrentBid() - (TickSize * ExitStopBuffer);
if (exitStopPrice >= Close[0])
{
exitStopPrice = Close[0] - TickSize;
}
ExitLongStopMarket(0, true, Quantity, exitStopPrice, EXIT, ENTER_LONG);
}
else if (this.openPosition && !closing && (exitBarSignal) && this.guerillaTraderBridge.ot_tradeType == 2)
{
closing = true;
Double exitLimitPrice = GetCurrentAsk() - (TickSize * ExitLimitBuffer);
if (exitLimitPrice >= Close[0])
{
exitLimitPrice = Close[0] - TickSize;
}
ExitShortLimit(0, true, Quantity, exitLimitPrice, EXIT, ENTER_SHORT);
Double exitStopPrice = GetCurrentAsk() + (TickSize * ExitStopBuffer);
if (exitStopPrice <= Close[0])
{
exitStopPrice = Close[0] + TickSize;
}
ExitShortStopMarket(0, true, Quantity, exitStopPrice, EXIT, ENTER_SHORT);
}
}
else if (BarsInProgress == 1)
{
if (this.openPosition && !closing && this.guerillaTraderBridge.ot_tradeType == 1)
{
Double pl = ((Close[0] - this.guerillaTraderBridge.ot_entryPrice) * Instrument.MasterInstrument.PointValue) * this.guerillaTraderBridge.ot_size;
if (pl > this.TrailingStopMinDollars)
{
int divided = (int)(pl / TrailingStopDivisorDollars);
if (divided > this.maxDivided)
{
this.maxDivided = divided;
int stopTicks = (int)(TrailingStopCushionDollars / Instrument.MasterInstrument.PointValue / TickSize / this.guerillaTraderBridge.ot_size);
Double exitStopPrice = GetCurrentBid() - (TickSize * stopTicks);
ExitLongStopMarket(0, true, Quantity, exitStopPrice, EXIT, ENTER_LONG);
}
}
}
else if (this.openPosition && !closing && this.guerillaTraderBridge.ot_tradeType == 2)
{
Double pl = ((this.guerillaTraderBridge.ot_entryPrice - Close[0]) * Instrument.MasterInstrument.PointValue) * this.guerillaTraderBridge.ot_size;
if (pl > this.TrailingStopMinDollars)
{
int divided = (int)(pl / TrailingStopDivisorDollars);
if (divided > this.maxDivided)
{
this.maxDivided = divided;
int stopTicks = (int)(TrailingStopCushionDollars / Instrument.MasterInstrument.PointValue / TickSize / this.guerillaTraderBridge.ot_size);
Double exitStopPrice = GetCurrentAsk() + (TickSize * ExitStopBuffer);
ExitShortStopMarket(0, true, Quantity, exitStopPrice, EXIT, ENTER_SHORT);
}
}
}
}
}
protected override void OnBarUpdate()
{
//Print(CurrentBar);
if (CurrentBar < BarsRequiredToTrade)
{
return;
}
// double fastMa = fastMaIndicator[0];
// double slowMa = slowMaIndicator[0];
// double maDiff = fastMa - slowMa;
// Brush trendBrush = (maDiff < MinMaDiff && maDiff > -MinMaDiff) ? NeutralBrush : fastMa < slowMa ? BearishBrush : BullishBrush;
// fastMaIndicator.PlotBrushes[0][0] = trendBrush;
bool adxCrossAbove = CrossAbove(adxIndicator, MinAdx, 1);
bool adxCrossBelow = CrossBelow(adxIndicator, MinAdx, 1);
bool adxBullTrend = adxIndicator.DmiPlusPlot[0] > adxIndicator.DmiMinusPlot[0];
bool adxBearTrend = adxIndicator.DmiPlusPlot[0] < adxIndicator.DmiMinusPlot[0];
int enterPeriodMinusOne = EnterPeriod - 2;
bool enterSignal = EnterPeriod < 2 ? false :
((enterAdxSlopeIndicator[0] > EnterSlopeThreshold) &&
(CountIf(() => adxIndicator[0] > MinAdx, enterPeriodMinusOne) == enterPeriodMinusOne));
if (adxBullTrend)
{
enterSignal = enterSignal && (CountIf(() => Close[0] > Open[0], EnterBarsLength) == EnterBarsLength);
}
else if (adxBearTrend)
{
enterSignal = enterSignal && (CountIf(() => Close[0] < Open[0], EnterBarsLength) == EnterBarsLength);
}
bool exitSlopeSignal = ExitPeriod < 2 ? false :
exitAdxSlopeIndicator[0] < ExitSlopeThreshold;
bool exitBarSignal = false;
if ((!this.Contrarian && this.guerillaTraderBridge.ot_tradeType == 1) || (this.Contrarian && this.guerillaTraderBridge.ot_tradeType == 2))
{
exitBarSignal = (CountIf(() => Close[0] < Open[0], ExitBarsLength) == ExitBarsLength);
}
else if ((!this.Contrarian && this.guerillaTraderBridge.ot_tradeType == 2) || (this.Contrarian && this.guerillaTraderBridge.ot_tradeType == 1))
{
exitBarSignal = (CountIf(() => Close[0] > Open[0], ExitBarsLength) == ExitBarsLength);
}
//exitBarSignal = false;
DateTime start = Time[0].Date.AddHours(StartHour).AddMinutes(StartMinute);
DateTime end = Time[0].Date.AddHours(EndHour).AddMinutes(EndMinute);
//bool validTime = !UseBoundaryHours || (start <= Time[0]) && (end >= Time[0]);
bool validTime = disableManager.IsValidTime(Time[0]);
Double priceOffset = Math.Round(rangeIndicator[0] / 2, MidpointRounding.AwayFromZero) * TickSize;
if (!this.openPosition && validTime && (enterSignal) && adxBullTrend)
{
if (!this.Contrarian)
{
// if(State == State.Historical){
EnterLong(0, Quantity, ENTER_LONG);
// }
// else{
// EnterLong(ENTER_LONG);
// }
}
else
{
EnterShort(0, Quantity, ENTER_SHORT);
}
// if(EnterViaStop){
// EnterLongStopLimit(0, false, 1, GetCurrentAsk() + priceOffset, GetCurrentBid() + priceOffset, ENTER_LONG);
// }
//EnterLong();
}
else if (!this.openPosition && validTime && (enterSignal) && adxBearTrend)
{
if (!this.Contrarian)
{
// if(State == State.Historical){
EnterShort(0, Quantity, ENTER_SHORT);
// }
// else{
// EnterShort(ENTER_SHORT);
// }
}
else
{
EnterLong(0, Quantity, ENTER_LONG);
}
// if(EnterViaStop){
// EnterShortStopLimit(0, false, 1, GetCurrentBid() - priceOffset, GetCurrentAsk() - priceOffset, ENTER_SHORT);
// }
//EnterShort();
}
else if (this.openPosition && !closing && this.guerillaTraderBridge.ot_tradeType == 1)
{
closing = true;
ExitLong(0, Quantity, EXIT, ENTER_LONG);
}
else if (this.openPosition && !closing && this.guerillaTraderBridge.ot_tradeType == 2)
{
closing = true;
ExitShort(0, Quantity, EXIT, ENTER_SHORT);
}
}
protected override void OnBarUpdate()
{
DateTime debugDate = new DateTime(2017, 12, 13, 20, 45, 0);
if (debugDate == Time[0] && BarsInProgress == 1)
{
int d = 0;
}
bool canGoLong = Position.MarketPosition == MarketPosition.Flat || Position.MarketPosition == MarketPosition.Short;
bool canGoShort = Position.MarketPosition == MarketPosition.Flat || Position.MarketPosition == MarketPosition.Long;
if (BarsInProgress == 0 && Position.MarketPosition == MarketPosition.Flat)
{
miniBarIndex = 0;
}
else if (BarsInProgress == 1)
{
if (miniBarIndex >= 0 && miniBarIndex <= 1)
{
double body = Math.Abs(Closes[0][0] - Opens[0][0]);
bool smallBody = body <= 1;
if (this.guerillaTickProfile.WithinThreshold[0])
{
bool enterLong = false;
bool enterShort = false;
bool exitLong = false;
bool exitShort = false;
bool canEnter = disableManager.IsValidTime(Time[0]);
if (miniBarIndex == 0 && this.Trade0Period)
{
enterLong = (this.TradeTails && this.fiftyHammerStick[0] > 0 && (this.greenBarStick[0] > 0 || smallBody)) ||
(this.TradeBigBars && this.greenBarStick[0] > 0 && this.bigBarStick[0] > 0);
enterShort = (this.TradeTails && this.fiftyManStick[0] > 0 && (this.redBarStick[0] > 0 || smallBody)) ||
(this.TradeBigBars && this.redBarStick[0] > 0 && this.bigBarStick[0] > 0);
}
else if (miniBarIndex == 1 && this.Trade1Period)
{
bool isGreen = Close[0] > Open[0];
bool isRed = Close[0] < Open[0];
enterLong = isGreen &&
((this.TradeTails && this.fiftyHammerStick[0] > 0) ||
(this.TradeBigBars && this.bigBarStick[0] > 0 && this.redBarStick[0] > 0)
);
enterShort = isRed &&
((this.TradeTails && this.fiftyManStick[0] > 0) ||
(this.TradeBigBars && this.bigBarStick[0] > 0 && this.greenBarStick[0] > 0)
);
}
if (Position.MarketPosition == MarketPosition.Flat && canEnter)
{
if (enterLong)
{
currentStop = 0;
EnterLong(2, 1, ENTER_LONG);
}
else if (enterShort)
{
currentStop = 0;
EnterShort(2, 1, ENTER_SHORT);
}
}
else if (Position.MarketPosition == MarketPosition.Long)
{
if (enterShort && canEnter)
{
//EnterShort(2, 1, ENTER_SHORT);
}
else if (exitLong || enterShort)
{
//ExitLong(2, 1, EXIT, ENTER_LONG);
}
}
else if (Position.MarketPosition == MarketPosition.Short)
{
if (enterLong && canEnter)
{
//EnterLong(2, 1, ENTER_LONG);
}
else if (exitShort || enterLong)
{
//ExitShort(2, 1, EXIT, ENTER_SHORT);
}
}
}
}
if (miniBarIndex > -1)
{
miniBarIndex += 1;
}
}
else if (BarsInProgress == 2 && Position.MarketPosition != MarketPosition.Flat)
{
//double pl = 0;
//double stopPrice = 0;
//if (Position.MarketPosition == MarketPosition.Long)
//{
// pl = (Close[0] - Position.AveragePrice);
//}
//else if (Position.MarketPosition == MarketPosition.Short)
//{
// pl = Position.AveragePrice - Close[0];
//}
if (Position.MarketPosition == MarketPosition.Long && High[0] >= profitTaker)
{
ExitLong(2, 1, PROFIT_TAKER, ENTER_LONG);
}
else if (Position.MarketPosition == MarketPosition.Short && Low[0] <= profitTaker)
{
ExitShort(2, 1, PROFIT_TAKER, ENTER_SHORT);
}
else if (Position.MarketPosition == MarketPosition.Long && Low[0] <= stopLoss)
{
ExitLong(2, 1, STOP_LOSS, ENTER_LONG);
}
else if (Position.MarketPosition == MarketPosition.Short && High[0] >= stopLoss)
{
ExitShort(2, 1, STOP_LOSS, ENTER_SHORT);
}
}
}
protected override void OnBarUpdate()
{
if (CurrentBar < BarsRequiredToTrade)
{
return;
}
//props
int previousTrendLookback = 4;
int previousTrendBarLookback = 4;
int previousRequiredTrendBars = 2;
int requiredTrendBars = 1;
int jumpInTrendPeriod = 5;
int indecisionPeriod = 5;
bool previousIndecision = this.GuerillaCountIf(bullishTrendBarIndicator, x => x == 1, 2, indecisionPeriod, x => x == 0) &&
this.GuerillaCountIf(bearishTrendBarIndicator, x => x == 1, 2, indecisionPeriod, x => x == 0);
//Bearish
List <bool> bearishEntrySetups = new List <bool>();
bool overbought = this.StochasticsFilter ? this.GuerillaCountIf(stochastics, x => x >= 70, 0, 4, x => x > 0) : true;
//Shooting star reversal
bearishEntrySetups.Add(this.GuerillaCountIf(greenBarIndicator, x => x == 1, 2, previousTrendLookback, x => x >= previousTrendLookback - 1) &&
this.GuerillaCountIf(bullishTrendBarIndicator, x => x == 1, 2, previousTrendBarLookback, x => x >= previousRequiredTrendBars) &&
shootingStarIndicator[1] == 1 &&
bearishTrendBarIndicator[0] == 1 &&
overbought);
if (bearishEntrySetups.Last())
{
initialStopLoss = High[1] + TickSize;
}
//Doji entries
if (!bearishEntrySetups.Any(x => x))
{
bearishEntrySetups.Add(this.GuerillaCountIf(dojiIndicator, x => x == 1, 2, 2, x => x >= 1) &&
this.GuerillaCountIf(bearishTrendBarIndicator, x => x == 1, 0, 2, x => x >= 1) &&
overbought);
if (bearishEntrySetups.Last())
{
int dojiIndex = dojiIndicator[2] == 1 ? 2 : 3;
initialStopLoss = High[dojiIndex] + TickSize;
}
}
else
{
bearishEntrySetups.Add(false);
}
if (!bearishEntrySetups.Any(x => x))
{
bearishEntrySetups.Add(dojiIndicator[1] == 1 &&
bearishTrendBarIndicator[0] == 1 &&
overbought);
if (bearishEntrySetups.Last())
{
initialStopLoss = High[1] + TickSize;
}
}
else
{
bearishEntrySetups.Add(false);
}
//Trend bar reversal
if (!bearishEntrySetups.Any(x => x))
{
bearishEntrySetups.Add(this.GuerillaCountIf(greenBarIndicator, x => x == 1, 2, previousTrendLookback, x => x >= previousTrendLookback - 1) &&
this.GuerillaCountIf(bullishTrendBarIndicator, x => x == 1, 2, previousTrendBarLookback, x => x >= previousRequiredTrendBars) &&
this.GuerillaCountIf(bearishTrendBarIndicator, x => x == 1, 0, 2, x => x == requiredTrendBars) &&
overbought);
if (bearishEntrySetups.Last())
{
initialStopLoss = High[2] + TickSize;
}
}
else
{
bearishEntrySetups.Add(false);
}
//Indecision breakout
if (!bearishEntrySetups.Any(x => x) && !this.Conservative)
{
bearishEntrySetups.Add(previousIndecision &&
this.GuerillaCountIf(bearishTrendBarIndicator, x => x == 1, 0, 2, x => x == requiredTrendBars));
if (bearishEntrySetups.Last())
{
double high = 0;
for (int i = 0; i < indecisionPeriod; i++)
{
if (High[i + 2] > high)
{
high = High[i + 2];
}
}
initialStopLoss = high + TickSize;
}
}
else
{
bearishEntrySetups.Add(false);
}
//Jump in trend
if (!bearishEntrySetups.Any(x => x) && !this.Contrarian && !this.Conservative)
{
bearishEntrySetups.Add(this.GuerillaCountIf(bearishTrendBarIndicator, x => x == 1, 0, jumpInTrendPeriod, x => x == jumpInTrendPeriod));
if (bearishEntrySetups.Last())
{
initialStopLoss = MAX(High, jumpInTrendPeriod)[0];
}
}
else
{
bearishEntrySetups.Add(false);
}
this.bearishSetupsString = String.Join(",", bearishEntrySetups.Select(x => x.ToString().ToLower()));
bool bearishEntrySignal = bearishEntrySetups.Any(x => x);
//Bullish
List <bool> bullishEntrySetups = new List <bool>();
bool oversold = this.StochasticsFilter ? this.GuerillaCountIf(stochastics, x => x <= 30, 0, 4, x => x > 0) : true;
//Shooting star reversal
bullishEntrySetups.Add(this.GuerillaCountIf(redBarIndicator, x => x == 1, 2, previousTrendLookback, x => x >= previousTrendLookback - 1) &&
this.GuerillaCountIf(bearishTrendBarIndicator, x => x == 1, 2, previousTrendBarLookback, x => x >= previousRequiredTrendBars) &&
hammerIndicator[1] == 1 &&
bullishTrendBarIndicator[0] == 1 &&
oversold);
if (bullishEntrySetups.Last())
{
initialStopLoss = Low[1] - TickSize;
}
//Doji entries
if (!bullishEntrySetups.Any(x => x))
{
bullishEntrySetups.Add(this.GuerillaCountIf(dojiIndicator, x => x == 1, 2, 2, x => x >= 1) &&
this.GuerillaCountIf(bullishTrendBarIndicator, x => x == 1, 0, 2, x => x >= 1) &&
oversold);
if (bullishEntrySetups.Last())
{
int dojiIndex = dojiIndicator[2] == 1 ? 2 : 3;
initialStopLoss = Low[dojiIndex] - TickSize;
}
}
else
{
bullishEntrySetups.Add(false);
}
if (!bullishEntrySetups.Any(x => x))
{
bullishEntrySetups.Add(dojiIndicator[1] == 1 && bullishTrendBarIndicator[0] == 1 &&
oversold);
if (bullishEntrySetups.Last())
{
initialStopLoss = Low[1] - TickSize;
}
}
else
{
bullishEntrySetups.Add(false);
}
//Trend bar reversal
if (!bullishEntrySetups.Any(x => x))
{
bullishEntrySetups.Add(this.GuerillaCountIf(redBarIndicator, x => x == 1, 2, previousTrendLookback, x => x >= previousTrendLookback - 1) &&
this.GuerillaCountIf(bearishTrendBarIndicator, x => x == 1, 2, previousTrendBarLookback, x => x >= previousRequiredTrendBars) &&
this.GuerillaCountIf(bullishTrendBarIndicator, x => x == 1, 0, 2, x => x == requiredTrendBars) &&
oversold);
if (bullishEntrySetups.Last())
{
initialStopLoss = Low[2] - TickSize;
}
}
else
{
bullishEntrySetups.Add(false);
}
//Indecision breakout
if (!bullishEntrySetups.Any(x => x) && !this.Conservative)
{
bullishEntrySetups.Add(previousIndecision &&
this.GuerillaCountIf(bullishTrendBarIndicator, x => x == 1, 0, 2, x => x == requiredTrendBars));
if (bearishEntrySetups.Last())
{
double low = 0;
for (int i = 0; i < indecisionPeriod; i++)
{
if (High[i + 2] > low)
{
low = Low[i + 2];
}
}
initialStopLoss = low - TickSize;
}
}
else
{
bullishEntrySetups.Add(false);
}
//Jump in trend
if (!bullishEntrySetups.Any(x => x) && !this.Contrarian && !this.Conservative)
{
bullishEntrySetups.Add(this.GuerillaCountIf(bullishTrendBarIndicator, x => x == 1, 0, jumpInTrendPeriod, x => x == jumpInTrendPeriod));
if (bullishEntrySetups.Last())
{
initialStopLoss = MIN(Low, jumpInTrendPeriod)[0];
}
}
else
{
bullishEntrySetups.Add(false);
}
this.bullishSetupsString = String.Join(",", bullishEntrySetups.Select(x => x.ToString().ToLower()));
bool bullishEntrySignal = bullishEntrySetups.Any(x => x);
//Exit
bool bullishExitSignal = this.GuerillaCountIf(indecisionBarIndicator, x => x == 1, 0, 2, x => x == 2) ||
dojiIndicator[0] == 1 ||
bearishTrendBarIndicator[0] == 1 ||
bearishEntrySignal;
bool bearishExitSignal = this.GuerillaCountIf(indecisionBarIndicator, x => x == 1, 0, 2, x => x == 2) ||
dojiIndicator[0] == 1 ||
bullishTrendBarIndicator[0] == 1 ||
bullishEntrySignal;
bool validTime = disableManager.IsValidTime(Time[0]);
if (!Contrarian)
{
if (this.Position.MarketPosition == MarketPosition.Flat && validTime && bearishEntrySignal)
{
EnterShort(0, Quantity, ENTER_SHORT);
}
else if (this.Position.MarketPosition == MarketPosition.Flat && validTime && bullishEntrySignal)
{
EnterLong(0, Quantity, ENTER_LONG);
}
else if (this.Position.MarketPosition == MarketPosition.Long && bullishExitSignal)
{
if (bearishEntrySignal)
{
EnterShort(0, this.Position.Quantity, ENTER_SHORT);
}
else if (!this.Conservative)
{
ExitLong(0, this.Position.Quantity, EXIT, ENTER_LONG);
}
}
else if (this.Position.MarketPosition == MarketPosition.Short && bearishExitSignal)
{
if (bullishEntrySignal)
{
EnterLong(0, this.Position.Quantity, ENTER_LONG);
}
else if (!this.Conservative)
{
ExitShort(0, this.Position.Quantity, EXIT, ENTER_SHORT);
}
}
}
else
{
if (this.Position.MarketPosition == MarketPosition.Flat && validTime && bullishEntrySignal)
{
EnterShort(0, this.Quantity, ENTER_SHORT);
}
else if (this.Position.MarketPosition == MarketPosition.Flat && validTime && bearishEntrySignal)
{
EnterLong(0, this.Quantity, ENTER_LONG);
}
else if (this.Position.MarketPosition == MarketPosition.Long && bearishExitSignal)
{
if (bullishEntrySignal)
{
EnterShort(0, this.Position.Quantity, ENTER_SHORT);
}
else if (!this.Conservative)
{
ExitLong(0, this.Position.Quantity, EXIT, ENTER_LONG);
}
}
else if (this.Position.MarketPosition == MarketPosition.Short && bullishExitSignal)
{
if (bearishEntrySignal)
{
EnterLong(0, this.Position.Quantity, ENTER_LONG);
}
else if (!this.Conservative)
{
ExitShort(0, this.Position.Quantity, EXIT, ENTER_SHORT);
}
}
}
}
protected override void OnBarUpdate()
{
DateTime debugDate = new DateTime(2017, 12, 13, 20, 45, 0);
if (debugDate == Time[0] && BarsInProgress == 1)
{
int d = 0;
}
Double minutes = Time[0].Minute + (Time[0].Second == 30 ? .5 : 0);
double heldPeriods = (minutes % longTimePeriod) / shortTimePeriod;
if (BarsInProgress == 0 && Position.MarketPosition == MarketPosition.Flat && heldPeriods == 0)
{
firstPrimaryBar = true;
}
else if (firstPrimaryBar && BarsInProgress == 1 && heldPeriods == 1)
{
double body = Math.Abs(Closes[0][0] - Opens[0][0]);
bool smallBody = body <= 1;
if (this.guerillaTickProfile.WithinThreshold[0])
{
bool enterLong = false;
bool enterShort = false;
bool canEnter = disableManager.IsValidTime(Time[0]);
if (heldPeriods == 1)
{
enterLong = this.secondaryGreenBarStick[0] > 0;
enterShort = this.secondaryRedBarStick[0] > 0;
}
if (Position.MarketPosition == MarketPosition.Flat && canEnter)
{
if (enterLong)
{
EnterLong(2, 1, ENTER_LONG);
}
else if (enterShort)
{
EnterShort(2, 1, ENTER_SHORT);
}
}
}
}
else if (BarsInProgress == 2 && Position.MarketPosition != MarketPosition.Flat)
{
if (Position.MarketPosition == MarketPosition.Long && High[0] >= profitTaker)
{
ExitLong(2, 1, PROFIT_TAKER, ENTER_LONG);
}
else if (Position.MarketPosition == MarketPosition.Short && Low[0] <= profitTaker)
{
ExitShort(2, 1, PROFIT_TAKER, ENTER_SHORT);
}
else if (Position.MarketPosition == MarketPosition.Long && Low[0] <= stopLoss)
{
ExitLong(2, 1, STOP_LOSS, ENTER_LONG);
}
else if (Position.MarketPosition == MarketPosition.Short && High[0] >= stopLoss)
{
ExitShort(2, 1, STOP_LOSS, ENTER_SHORT);
}
}
}
protected override void OnBarUpdate()
{
if (CurrentBar < BarsRequiredToTrade)
{
return;
}
if (BarsInProgress == 0)
{
DateTime debugTime = new DateTime(2018, 6, 22, 4, 42, 0);
DateTime blahTime = Time[0];
bool adxBullTrend = adxIndicator.DmiPlusPlot[0] > adxIndicator.DmiMinusPlot[0];
bool adxBearTrend = adxIndicator.DmiPlusPlot[0] < adxIndicator.DmiMinusPlot[0];
bool greenBar = Close[0] > Open[0];
bool redBar = Close[0] < Open[0];
int enterPeriodMinusOne = EnterPeriod - 2;
bool bullishEnterSignal = adxIndicator[0] > MinAdx;
bool bearishEnterSignal = adxIndicator[0] > MinAdx;
bullishEnterSignal = bullishEnterSignal && adxBullTrend && (CountIf(() => Close[0] > Open[0], EnterBarsLength) == EnterBarsLength);
bearishEnterSignal = bearishEnterSignal && adxBearTrend && (CountIf(() => Close[0] < Open[0], EnterBarsLength) == EnterBarsLength);
bullishEnterSignal = bullishEnterSignal && enterAdxSlopeIndicator[0] < EnterSlopeThreshold;
bearishEnterSignal = bearishEnterSignal && enterAdxSlopeIndicator[0] < EnterSlopeThreshold;
bool exitBarSignal = false;
if (!this.openPosition)
{
if (bullishSignalBarNumber > 0)
{
int barDiff = bullishSignalBarNumber - CurrentBar;
if (barDiff > BsWindowLength)
{
bullishSignalBarNumber = 0;
bearishSignalBarNumber = 0;
}
}
if (bearishSignalBarNumber > 0)
{
int barDiff = bearishSignalBarNumber - CurrentBar;
if (barDiff > BsWindowLength)
{
bullishSignalBarNumber = 0;
bearishSignalBarNumber = 0;
}
}
if (bullishEnterSignal)
{
bullishSignalBarNumber = CurrentBar;
bearishSignalBarNumber = 0;
return;
}
if (bearishEnterSignal)
{
bearishSignalBarNumber = CurrentBar;
bullishSignalBarNumber = 0;
return;
}
bullishEnterSignal = false;
bearishEnterSignal = false;
if (bullishSignalBarNumber > 0 && redBar)
{
bullishEnterSignal = true;
bearishEnterSignal = false;
}
else if (bearishSignalBarNumber > 0 && greenBar)
{
bullishEnterSignal = false;
bearishEnterSignal = true;
}
}
//Bullish exit
if (this.openPosition && this.guerillaTraderBridge.ot_tradeType == (int)TradeTypes.LongFuture)
{
if ((CurrentBar - enterBarNumber) == 1 && redBar)
{
exitBarSignal = true;
}
else if (trendBarAppeared)
{
//exit if red
exitBarSignal = redBar;
}
else if ((CurrentBar - enterBarNumber) >= MinTrendLength)
{
//true if green
//trendBarAppeared = Close[0] > Open[0];
trendBarAppeared = (CountIf(() => Close[0] > Open[0], MinTrendLength) == MinTrendLength);
}
}
//bearish exit
else if (this.openPosition && this.guerillaTraderBridge.ot_tradeType == (int)TradeTypes.ShortFuture)
{
if ((CurrentBar - enterBarNumber) == 1 && greenBar)
{
exitBarSignal = true;
}
else if (trendBarAppeared)
{
//exit if green
exitBarSignal = greenBar;
}
else if ((CurrentBar - enterBarNumber) >= MinTrendLength)
{
//true if red
//trendBarAppeared = Close[0] < Open[0];
trendBarAppeared = (CountIf(() => Close[0] < Open[0], MinTrendLength) == MinTrendLength);
}
}
DateTime start = Time[0].Date.AddHours(StartHour).AddMinutes(StartMinute);
DateTime end = Time[0].Date.AddHours(EndHour).AddMinutes(EndMinute);
bool validTime = disableManager.IsValidTime(Time[0]);
if (!this.openPosition && validTime && bullishEnterSignal && !targetHit)
{
this.enterBarNumber = CurrentBar;
this.bullishSignalBarNumber = 0;
this.bearishSignalBarNumber = 0;
this.tickRange = rangeIndicator[0];
this.maSlope = Slope(fastMaIndicator, 5, 0) * 10;
this.maDiff = fastMaIndicator[0] - slowMaIndicator[0];
EnterShort(0, Quantity, ENTER_SHORT);
}
else if (!this.openPosition && validTime && bearishEnterSignal && !targetHit)
{
this.enterBarNumber = CurrentBar;
this.bullishSignalBarNumber = 0;
this.bearishSignalBarNumber = 0;
this.tickRange = rangeIndicator[0];
this.maSlope = Slope(fastMaIndicator, 3, 0) * 10;
this.maDiff = fastMaIndicator[0] - slowMaIndicator[0];
EnterLong(0, Quantity, ENTER_LONG);
}
else if (this.openPosition && !closing && (exitBarSignal) && this.guerillaTraderBridge.ot_tradeType == 1)
{
closing = true;
//Double exitLimitPrice = GetCurrentBid() + (TickSize * ExitLimitBuffer);
//if (exitLimitPrice <= Close[0]) exitLimitPrice = Close[0] + TickSize;
//ExitLongLimit(0, true, Quantity, exitLimitPrice, EXIT, ENTER_LONG);
//Double exitStopPrice = GetCurrentBid() - (TickSize * ExitStopBuffer);
//if (exitStopPrice >= Close[0]) exitStopPrice = Close[0] - TickSize;
//ExitLongStopMarket(0, true, Quantity, exitStopPrice, EXIT, ENTER_LONG);
ExitLong(0, Quantity, EXIT, ENTER_LONG);
}
else if (this.openPosition && !closing && (exitBarSignal) && this.guerillaTraderBridge.ot_tradeType == 2)
{
closing = true;
//Double exitLimitPrice = GetCurrentAsk() - (TickSize * ExitLimitBuffer);
//if (exitLimitPrice >= Close[0]) exitLimitPrice = Close[0] - TickSize;
//ExitShortLimit(0, true, Quantity, exitLimitPrice, EXIT, ENTER_SHORT);
//Double exitStopPrice = GetCurrentAsk() + (TickSize * ExitStopBuffer);
//if (exitStopPrice <= Close[0]) exitStopPrice = Close[0] + TickSize;
//ExitShortStopMarket(0, true, Quantity, exitStopPrice, EXIT, ENTER_SHORT);
ExitShort(0, Quantity, EXIT, ENTER_SHORT);
}
}
else if (BarsInProgress == 1)
{
if (this.openPosition && !closing && this.guerillaTraderBridge.ot_tradeType == 1)
{
Double pl = ((Close[0] - this.guerillaTraderBridge.ot_entryPrice) * Instrument.MasterInstrument.PointValue) * this.guerillaTraderBridge.ot_size;
if (pl > this.TrailingStopMinDollars)
{
int divided = (int)(pl / TrailingStopDivisorDollars);
if (divided > this.maxDivided)
{
this.maxDivided = divided;
int stopTicks = (int)(TrailingStopCushionDollars / Instrument.MasterInstrument.PointValue / TickSize / this.guerillaTraderBridge.ot_size);
Double exitStopPrice = GetCurrentBid() - (TickSize * stopTicks);
ExitLongStopMarket(0, true, Quantity, exitStopPrice, EXIT, ENTER_LONG);
}
}
}
else if (this.openPosition && !closing && this.guerillaTraderBridge.ot_tradeType == 2)
{
Double pl = ((this.guerillaTraderBridge.ot_entryPrice - Close[0]) * Instrument.MasterInstrument.PointValue) * this.guerillaTraderBridge.ot_size;
if (pl > this.TrailingStopMinDollars)
{
int divided = (int)(pl / TrailingStopDivisorDollars);
if (divided > this.maxDivided)
{
this.maxDivided = divided;
int stopTicks = (int)(TrailingStopCushionDollars / Instrument.MasterInstrument.PointValue / TickSize / this.guerillaTraderBridge.ot_size);
Double exitStopPrice = GetCurrentAsk() + (TickSize * ExitStopBuffer);
ExitShortStopMarket(0, true, Quantity, exitStopPrice, EXIT, ENTER_SHORT);
}
}
}
}
}
protected override void OnBarUpdate()
{
if (BarsInProgress == 0 && CurrentBar >= this.BarsRequiredToTrade)
{
metBarsInProgress = true;
}
if (!metBarsInProgress)
{
return;
}
if (BarsInProgress == 0 && disableManager.IsValidTime(Time[0]))
{
if (Position.MarketPosition == MarketPosition.Flat)
{
double trendStartPrice = 0;
double trendEndPrice = 0;
//Break of bullish trend line
//Check for diverging stochastic
for (int i = 0; i < 5; i++)
{
if (stochasticsFast_14_3.TrendStartPrice[i] > 0)
{
trendStartPrice = stochasticsFast_14_3.TrendStartPrice[i];
trendEndPrice = stochasticsFast_14_3.TrendEndPrice[i];
}
}
if (
autoTrend.Signal[0] == -1 &&
trendStartPrice > trendEndPrice &&
trendStartPrice > 80
//&& trendEndPrice > 65
&& this.redBarStick[0] > 0 &&
this.bigBarStick[0] > 0
)
{
PrintValues(Time[0], CountIf(() => stochasticsFast_14_3.D[0] > 80 && stochasticsFast_40_4.D[0] > 80 && stochasticsFast_9_3.D[0] > 80, 5) > 0);
EnterShort(1, 1, ENTER_SHORT);
stopLoss = MAX(High, 3)[0] + TickSize;
Draw.VerticalLine(this, String.Format("vl_{0}", CurrentBar), Time[0], Brushes.White);
}
}
//else if (Position.MarketPosition == MarketPosition.Short)
//{
// if (stochasticsFast_14_3.CrossAboveLowerThreshold[0])
// {
// ExitShort(1, 1, PROFIT_TAKER, ENTER_SHORT);
// }
//}
}
else if (BarsInProgress == 1 && Position.MarketPosition != MarketPosition.Flat)
{
if (Position.MarketPosition == MarketPosition.Long && High[0] >= profitTaker)
{
ExitLong(1, 1, PROFIT_TAKER, ENTER_LONG);
}
else if (Position.MarketPosition == MarketPosition.Short && Low[0] <= profitTaker)
{
ExitShort(1, 1, PROFIT_TAKER, ENTER_SHORT);
}
if (Position.MarketPosition == MarketPosition.Long && Low[0] <= stopLoss)
{
ExitLong(1, 1, STOP_LOSS, ENTER_LONG);
}
else if (Position.MarketPosition == MarketPosition.Short && High[0] >= stopLoss)
{
ExitShort(1, 1, STOP_LOSS, ENTER_SHORT);
}
}
}
protected override void OnBarUpdate()
{
DateTime debugDate = new DateTime(2017, 12, 13, 20, 45, 0);
if (debugDate == Time[0] && BarsInProgress == 1)
{
int d = 0;
}
Double minutes = Time[0].Minute + (Time[0].Second == 30 ? .5 : 0);
double heldPeriods = (minutes % longTimePeriod) / shortTimePeriod;
bool canGoLong = Position.MarketPosition == MarketPosition.Flat || Position.MarketPosition == MarketPosition.Short;
bool canGoShort = Position.MarketPosition == MarketPosition.Flat || Position.MarketPosition == MarketPosition.Long;
if (BarsInProgress == 0 && Position.MarketPosition == MarketPosition.Flat && heldPeriods == 0)
{
firstPrimaryBar = true;
}
else if (firstPrimaryBar && BarsInProgress == 1 && heldPeriods <= 1)
{
double body = Math.Abs(Closes[0][0] - Opens[0][0]);
bool smallBody = body <= 1;
if (this.guerillaTickProfile.WithinThreshold[0])
{
bool enterLong = false;
bool enterShort = false;
bool exitLong = false;
bool exitShort = false;
bool canEnter = disableManager.IsValidTime(Time[0]);
if (heldPeriods == 0 && this.Trade0Period)
{
enterLong = (this.TradeTails && this.fiftyHammerStick[0] > 0 && (this.greenBarStick[0] > 0 || smallBody)) ||
(this.TradeBigBars && this.greenBarStick[0] > 0 && this.bigBarStick[0] > 0);
enterShort = (this.TradeTails && this.fiftyManStick[0] > 0 && (this.redBarStick[0] > 0 || smallBody)) ||
(this.TradeBigBars && this.redBarStick[0] > 0 && this.bigBarStick[0] > 0);
}
else if (heldPeriods == 1 && this.Trade1Period)
{
bool isGreen = Close[0] > Open[0];
bool isRed = Close[0] < Open[0];
enterLong = isGreen &&
((this.TradeTails && this.fiftyHammerStick[0] > 0) ||
(this.TradeBigBars && this.bigBarStick[0] > 0 && this.redBarStick[0] > 0)
);
enterShort = isRed &&
((this.TradeTails && this.fiftyManStick[0] > 0) ||
(this.TradeBigBars && this.bigBarStick[0] > 0 && this.greenBarStick[0] > 0)
);
}
if (Position.MarketPosition == MarketPosition.Flat && canEnter)
{
if (enterLong)
{
currentStop = 0;
EnterLong(2, 1, ENTER_LONG);
}
else if (enterShort)
{
currentStop = 0;
EnterShort(2, 1, ENTER_SHORT);
}
}
else if (Position.MarketPosition == MarketPosition.Long)
{
if (enterShort && canEnter)
{
//EnterShort(2, 1, ENTER_SHORT);
}
else if (exitLong || enterShort)
{
//ExitLong(2, 1, EXIT, ENTER_LONG);
}
}
else if (Position.MarketPosition == MarketPosition.Short)
{
if (enterLong && canEnter)
{
//EnterLong(2, 1, ENTER_LONG);
}
else if (exitShort || enterLong)
{
//ExitShort(2, 1, EXIT, ENTER_SHORT);
}
}
}
}
//else if (BarsInProgress == 2 && Position.MarketPosition != MarketPosition.Flat)
//{
// double newStop = trailingStopManager.GetStop(Position.MarketPosition, Position.AveragePrice, Close[0], TickSize);
// if (Position.MarketPosition == MarketPosition.Long && newStop > currentStop && currentStop == 0)
// {
// currentStop = newStop;
// ExitLongStopMarket(2, true, 1, currentStop, EXIT, ENTER_LONG);
// }
// else if (Position.MarketPosition == MarketPosition.Short && newStop < currentStop && currentStop == 0)
// {
// currentStop = newStop;
// ExitShortStopMarket(2, true, 1, currentStop, EXIT, ENTER_SHORT);
// }
//}
}
protected override void OnBarUpdate()
{
if (Time[0].Hour == 6 && Time[0].Minute < 45)
{
return;
}
DateTime debugDate = new DateTime(2018, 10, 18, 12, 0, 0);
if (debugDate == Time[0] && BarsInProgress == 1)
{
int d = 0;
}
Double minutes = Time[0].Minute + (Time[0].Second == 30 ? .5 : 0);
double heldPeriods = (minutes % longTimePeriod) / shortTimePeriod;
bool canGoLong = Position.MarketPosition == MarketPosition.Flat || Position.MarketPosition == MarketPosition.Short;
bool canGoShort = Position.MarketPosition == MarketPosition.Flat || Position.MarketPosition == MarketPosition.Long;
if (BarsInProgress == 0 && Position.MarketPosition == MarketPosition.Flat && heldPeriods == 0)
{
}
else if (BarsInProgress == 1 && heldPeriods <= 1)
{
DateTime startTime = new DateTime(Time[0].Year, Time[0].Month, Time[0].Day, this.StartTradingHour, this.StartTradingMinute, 0);
DateTime stopTime = new DateTime(Time[0].Year, Time[0].Month, Time[0].Day, this.StopTradingHour, this.StopTradingMinute, 0);
double body = Math.Abs(Closes[0][0] - Opens[0][0]);
bool smallBody = body <= 1;
if (this.guerillaTickProfile.WithinThreshold[0])
{
bool enterLong = false;
bool enterShort = false;
bool exitLong = false;
bool exitShort = false;
bool canEnter = disableManager.IsValidTime(Time[0]);
if (heldPeriods == 0)
{
enterLong = (this.fiftyHammerStick[0] > 0 && (this.greenBarStick[0] > 0 || smallBody));
enterShort = (this.fiftyManStick[0] > 0 && (this.redBarStick[0] > 0 || smallBody));
exitLong = (this.fiftyManStick[0] > 0 || (this.bigBarStick[0] > 0 && this.redBarStick[0] > 0));
exitShort = (this.fiftyHammerStick[0] > 0 || (this.bigBarStick[0] > 0 && this.greenBarStick[0] > 0));
}
else if (heldPeriods == 1)
{
bool isGreen = Close[0] > Open[0];
bool isRed = Close[0] < Open[0];
enterLong = isGreen && this.redBarStick[0] > 0 && this.fiftyHammerStick[0] > 0;
enterShort = isRed && this.greenBarStick[0] > 0 && this.fiftyManStick[0] > 0;
}
if (Position.MarketPosition == MarketPosition.Flat && canEnter)
{
if (enterLong)
{
EnterLong(2, 1, ENTER_LONG);
}
else if (enterShort)
{
EnterShort(2, 1, ENTER_SHORT);
}
}
else if (Position.MarketPosition == MarketPosition.Long)
{
if (enterShort && canEnter)
{
EnterShort(2, 1, ENTER_SHORT);
}
else if (exitLong || enterShort)
{
ExitLong(2, 1, EXIT, ENTER_LONG);
}
}
else if (Position.MarketPosition == MarketPosition.Short)
{
if (enterLong && canEnter)
{
EnterLong(2, 1, ENTER_LONG);
}
else if (exitShort || enterLong)
{
ExitShort(2, 1, EXIT, ENTER_SHORT);
}
}
}
}
}
