protected override void CalcBar()
{
if (StrategyInfo.MarketPosition >= 0)
{
m_EbAtrSX.Send(Bars.Close[0] + this.AverageTrueRange(AtrLength) * NumAtrs);
}
}
protected override void CalcBar()
{
if (StrategyInfo.MarketPosition <= 0)
{
m_EbDlrLX.Send(Bars.Close[0] - m_BigPointRisk);
}
}
protected override void CalcBar()
{
m_MP.Value = StrategyInfo.MarketPosition;
if (m_MP.Value > 0)
{
if (m_MP[1] <= 0)
{
m_StopPrice.Value = Bars.Low[0] - this.AverageTrueRange(AtrLength) * NumAtrs;
m_AF.Value = AccfactorStep;
m_TradeHH.Value = Bars.High[0];
}
else
{
if (PublicFunctions.DoubleGreater(Bars.High[0], m_TradeHH.Value))
{
m_TradeHH.Value = Bars.High[0];
}
m_StopPrice.Value += m_AF.Value * (m_TradeHH.Value - m_StopPrice.Value);
if (PublicFunctions.DoubleGreater(m_TradeHH.Value, m_TradeHH[1]) &&
PublicFunctions.DoubleLess(m_AF.Value, AccFactorLimit))
{
m_AF.Value += PublicFunctions.Min(AccfactorStep, AccFactorLimit - m_AF.Value);
}
}
if (PublicFunctions.DoubleGreater(m_StopPrice.Value, Bars.Low[0]))
{
m_StopPrice.Value = Bars.Low[0];
}
m_ParTrLX.Send(m_StopPrice.Value);
}
}
protected override void CalcBar()
{
var m_avg = m_AverageFC[0];
var m_shift = NumAtrs * this.AverageTrueRange(Length);
m_LowerBand.Value = m_avg - m_shift;
if (Bars.CurrentBar > 1 && Price.CrossesUnder(m_LowerBand, ExecInfo.MaxBarsBack))
{
m_bSetupSE.Value = true;
m_CrossingLow.Value = Bars.Low[0];
}
else
{
if (m_bSetupSE.Value &&
(PublicFunctions.DoubleGreater(Price[0], m_avg) ||
PublicFunctions.DoubleLessEquals(Bars.Low[0], m_CrossingLow.Value - Bars.Point)))
{
m_bSetupSE.Value = false;
}
}
if (m_bSetupSE.Value)
{
m_KltChSE.Send(m_CrossingLow.Value - Bars.Point);
}
}
protected override void CalcBar()
{
double m_avg = m_AverageFC[0];
double m_shift = NumAtrs * this.AverageTrueRange(Length);
m_UpperBand.Value = m_avg + m_shift; //UB
if (Bars.CurrentBar > 1 && Price.CrossesOver(m_UpperBand, ExecInfo.MaxBarsBack)) //CROSS(C,HB);
{
m_bSetupLE.Value = true;
m_CrossingHigh.Value = Bars.High[0]; //HH
}
else
{
if (m_bSetupLE.Value &&
(PublicFunctions.DoubleLess(Price[0], m_avg) || //C<MA
PublicFunctions.DoubleGreaterEquals(Bars.High[0], m_CrossingHigh.Value + Bars.Point)))
{
m_bSetupLE.Value = false;
}
}
if (m_bSetupLE.Value)
{
m_KltChLE.Send(m_CrossingHigh.Value + Bars.Point);
}
}
protected override void CalcBar()
{
if (StrategyInfo.MarketPosition >= 0)
{
m_EbPntSX.Send(Bars.Close[0] + RiskPoints * Bars.Point);
}
}
protected override void CalcBar()
{
if (m_InitialPass &&
((Bars.Info.Resolution.Type.IsDayBased() &&
Bars.Time[0].Date == PrevBarTime.Date) ||
Bars.Time[0] == PrevBarTime))
{
if (IsLongOrder)
{
if (PublicFunctions.DoubleGreater(MyEntryPrice, OpenPriceEntryBar))
{
m_StopBuy.Send(MyEntryPrice, Quantity);
}
else
{
m_LimitBuy.Send(MyEntryPrice, Quantity);
}
}
else
{
if (PublicFunctions.DoubleLess(MyEntryPrice, OpenPriceEntryBar))
{
m_StopShort.Send(MyEntryPrice, Quantity);
}
else
{
m_LimitShort.Send(MyEntryPrice, Quantity);
}
}
}
if (m_InitialPass && Bars.LastBarOnChart)
{
m_InitialPass = false;
}
}
protected override void CalcBar()
{
m_ParabolicSAR.Call();
if (m_oposition.Value == 1)
{
m_ParSE.Send(m_oparop.Value);
}
}
protected override void CalcBar()
{
m_HigherBand.Value = Bars.Close.BollingerBandCustom(Length, NumDevsUp);
if (Bars.CurrentBar > 1 && Bars.Close.CrossesUnder(m_HigherBand, ExecInfo.MaxBarsBack))
{
m_BBandSE.Send(m_HigherBand.Value);
}
}
protected override void CalcBar()
{
m_LowerBand.Value = Bars.Close.BollingerBandCustom(Length, -NumDevsDn);
if (Bars.CurrentBar > 1 && Bars.Close.CrossesOver(m_LowerBand, ExecInfo.MaxBarsBack)) //cross(C, LB)
{
m_BBandLE.Send(m_LowerBand.Value);
}
}
protected override void CalcBar()
{
if (tlRef != null && tlRef.Exist)
{
if (Bars.Time[0] >= m_BeginTime && PublicFunctions.DoubleLess(Bars.High[0], tlRef.PriceValue(Bars.Time[0])))
{
m_BuyOrder.Send(tlRef.PriceValue(Bars.TimeNextBar()));
}
}
}
protected void EMarketPositionSideFlat(double _ddema, double _wdema)
{
//Output.WriteLine("EMarketPositionSideFlat");
if (BarsOfData(2).High[0] > _wdema)
{
return;
}
FirstEnterDynamicValue = _wdema + (_wdema * (FirstEnterRate / 100)); // first enter price calculation
StopLossDynamicValue = _wdema - (_wdema * (SL1Rate / 100)); // initial stop price calcualtion
InitialContractSizeDynamicValue = CalculateInitialContractSize(FirstEnterDynamicValue, StopLossDynamicValue);
//Output.WriteLine("Enter price: " + FirstEnterDynamicValue + "Stoploss: " + StopLossDynamicValue);
FE.Send(FirstEnterDynamicValue, InitialContractSizeDynamicValue); // Place enter stop order
SL1.Send(StopLossDynamicValue, InitialContractSizeDynamicValue); //Place stoploss order
}
protected override void CalcBar()
{
double FloorProfit = IsPositionBasis ? FloorAmt : FloorAmt * StrategyInfo.MarketPosition;
double SellPrice = m_LowestFC[0];
if (StrategyInfo.MarketPosition > 0 &&
PublicFunctions.DoubleGreaterEquals(this.MaxPositionProfit(), FloorProfit))
{
m_ChTrLX.Send(SellPrice);
}
}
protected override void CalcBar()
{
double FloorProfit = IsPositionBasis ? FloorAmt : -StrategyInfo.MarketPosition * FloorAmt;
double CoverPrice = m_HighestFC[0];
if (StrategyInfo.MarketPosition < 0 &&
PublicFunctions.DoubleGreaterEquals(this.MaxPositionProfit(), FloorProfit))
{
m_ChTrSX.Send(CoverPrice);
}
}
protected override void CalcBar()
{
if (tlref != null && tlref.Exist)
{
if (Bars.Time[0] >= m_BeginTime &&
PublicFunctions.DoubleGreater(Bars.Low[0], tlref.PriceValue(Bars.Time[0])))
{
m_ShortOrder.Send(tlref.PriceValue(Bars.TimeNextBar()));
}
}
}
protected override void CalcBar()
{
m_mom.Value = Price.Momentum(Length);
double m_accel = m_mom.Momentum(1);
if (PublicFunctions.DoubleGreater(m_mom.Value, 0) &&
PublicFunctions.DoubleGreater(m_accel, 0))
{
m_MomLE.Send(Bars.High[0] + Bars.Point);
}
}
protected override void CalcBar()
{
m_mom.Value = Price.Momentum(Length);
double m_accel = m_mom.Momentum(1);
if (PublicFunctions.DoubleLess(m_mom.Value, 0) &&
PublicFunctions.DoubleLess(m_accel, 0))
{
m_MomSE.Send(Bars.Low[0] - Bars.Point);
}
}
protected override void CalcBar()
{
CurSpecOrdersMode = ESpecOrdersMode.PerContract;
if (StrategyInfo.MarketPosition < 0)
{
GenerateStopLoss(this.EntryPrice() * StopLossPct);
}
else
{
m_PctStopSX_eb.Send(Bars.Close[0] * (1.0 + StopLossPct));
}
}
protected void ManageStrategyStoploss(double _wdema)
{
DailyBarCounter++;
if (DailyBarCounter < TrailingSLCalcBarStart)
{
SL1.Send(StopLossDynamicValue, InitialContractSizeDynamicValue); //Place basic stoploss order
return;
}
double TrailingStopLoss = _wdema - (_wdema * (TrailingSL1WeeklyRate / 100));
TralingSL1.Send(TrailingStopLoss, InitialContractSizeDynamicValue); //Place trailing stoploss order
}
protected override void CalcBar()
{
double AtrVal = this.AverageTrueRange(AtrLength) * NumAtrs;
m_mp.Value = StrategyInfo.MarketPosition;
if (m_mp.Value < 0)
{
if (m_mp[1] >= 0 || PublicFunctions.DoubleLess(Bars.Low[0], m_PosLow.Value))
{
m_PosLow.Value = Bars.Low[0];
}
m_AtrSX.Send(m_PosLow.Value + AtrVal);
}
else
{
m_AtrSX_eb.Send(Bars.Low[0] + AtrVal);
}
}
protected override void CalcBar()
{
if (m_SwingHigh[0] > 0)
{
m_Setup.Value = true;
m_PivotHigh.Value = Bars.High[Strength];
}
else
{
if (m_Setup.Value && PublicFunctions.DoubleGreaterEquals(Bars.High[0], m_PivotHigh.Value + Bars.Point))
{
m_Setup.Value = false;
}
}
if (m_Setup.Value)
{
m_PivRevLE.Send(m_PivotHigh.Value + Bars.Point);
}
}
protected override void CalcBar()
{
m_mp.Value = StrategyInfo.MarketPosition;
if (m_mp.Value < 0)
{
if (m_mp[1] >= 0)
{
m_TargetPrice.Value = this.EntryPrice() - this.AverageTrueRange(AtrLength) * NumAtrs;
}
if (this.BarsSinceEntry() < NumBars)
{
m_ATTSX_Tgt.Send(m_TargetPrice.Value);
}
else
{
m_ATTSX_Trl.Send(Bars.High[0]);
}
}
}
protected override void CalcBar()
{
if (m_SwingLow[0] > 0)
{
m_Setup.Value = true;
m_PivotLow.Value = Bars.Low[Strength];
}
else
{
if (m_Setup.Value && PublicFunctions.DoubleLessEquals(Bars.Low[0], m_PivotLow.Value - Bars.Point))
{
m_Setup.Value = false;
}
}
if (m_Setup.Value)
{
m_PivRevSE.Send(m_PivotLow.Value - Bars.Point);
}
}
protected override void CalcBar()
{
var AtrValue = this.AverageTrueRange(AtrLength) * NumAtrs; //3*ATR
m_mp.Value = StrategyInfo.MarketPosition;
if (m_mp.Value > 0)
{
if (m_mp[1] <= 0 || PublicFunctions.DoubleGreater(Bars.High[0], m_PosHigh.Value))
{
m_PosHigh.Value = Bars.High[0]; //store historial H
}
m_AtrLX.Send(m_PosHigh.Value - AtrValue); //HH -3*ATR
}
else
{
m_AtrLX_eb.Send(Bars.High[0] - AtrValue);
}
}
protected override void CalcBar()
{
if (m_InitialPass &&
Bars.Time[0].Date == PrevBarTime.Date &&
(Bars.Info.Resolution.Type.IsDayBased() || Bars.Time[0] == PrevBarTime))
{
if (Environment.IsAutoTradingMode)
{
ChangeMarketPosition((IsLongOrder ? 1 : -1) * Quantity, MyEntryPrice);
}
else
if (IsLongOrder)
{
if (PublicFunctions.DoubleGreater(MyEntryPrice, OpenPriceEntryBar))
{
m_StopBuy.Send(MyEntryPrice, Quantity);
}
else
{
m_LimitBuy.Send(MyEntryPrice, Quantity);
}
}
else
{
if (PublicFunctions.DoubleLess(MyEntryPrice, OpenPriceEntryBar))
{
m_StopShort.Send(MyEntryPrice, Quantity);
}
else
{
m_LimitShort.Send(MyEntryPrice, Quantity);
}
}
}
if (m_InitialPass && Bars.LastBarOnChart)
{
m_InitialPass = false;
}
}
protected override void CalcBar()
{
if (Bars.High[0] > day_high)
{
day_high = Bars.High[0];
}
if (Bars.Time[0].Hour == 11 || Bars.Time[0].Hour == 16 || Bars.Time[0].Hour == 17)
{
if (!double.IsNaN(buy_level) && Bars.Close[0] > buy_level - 100 && Bars.Close[0] < buy_level && StrategyInfo.MarketPosition == 0)
{
tradesCount++;
// Output.WriteLine(string.Format("Close: {0} Level: {1} Trades: {2} BarN: {3}", Bars.Close[0], buy_level, tradesCount, Bars.CurrentBar));
buy_order.Send();
stop_price = Bars.Low[0] - 200;
take_price = Bars.Close[0] + 5000;
return;
}
}
take_profit.Send(take_price);
stop_loss.Send(stop_price);
if (Bars.LastBarInSession && StrategyInfo.MarketPosition != 0)
{
GenerateExitOnClose();
}
if (Bars.LastBarInSession)
{
//Output.WriteLine(string.Format("Buy price: {0}. Day High: {1}", buy_level, day_high));
buy_level = GetBuyLevel();
orderSent = false;
day_high = double.NegativeInfinity;
}
}
protected override void CalcBar()
{
m_VltOpenSE.Send(Bars.OpenNextBar() - m_AverageFC[0] * NumRanges);
}
protected override void CalcBar()
{
m_VltClsSX.Send(Bars.Close[0] + this.AverageTrueRange(Length) * NumAtrs);
}
protected override void CalcBar()
{
m_ExitOrder.Send(TriggerPrice, ExitQuantity);
}
protected override void CalcBar()
{
m_PChLE.Send(m_HighestFC[0] + Bars.Point);
}