private void StartTrender(string symbol, Ichimoku ichimokuSignal) { var volume = 0.01; if (ichimokuSignal.OpenBuy) { // Open buy operation //StartOperation(symbol, OP_BUY, volume); } else if (ichimokuSignal.OpenSell) { // Open sell operation //StartOperation(symbol, OP_SELL, volume); } else if (ichimokuSignal.CloseBuy) { // Close buy operations } else if (ichimokuSignal.CloseSell) { // Close sell operations } else { Print("Advisor waiting for IchimokuSignal"); } }
protected override void Init() { _ftoInd = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe); _ichInd = GetIndicator <Ichimoku>(Instrument.Id, Timeframe); _barH1 = GetCustomSeries(Instrument.Id, Period.H1); _ichIndH1 = GetIndicator <Ichimoku>(Instrument.Id, Period.H1); }
private void TrenderEaWithIchimoku() { var symbol = Symbol(); var period = PERIOD_D1; // Get ichimoku signal to decide trade Ichimoku ichimokuSignal = GetIchimokuSignal(symbol, period); // Start trender based on ichimoku signal StartTrender(symbol, ichimokuSignal); }
public static IchimokuItem Ichimoku(this IEnumerable <ICandle> candles, int?conversionLinePeriod = null, int?baseLinePeriod = null, int?laggingSpanPeriods = null, int?displacement = null) { conversionLinePeriod = conversionLinePeriod ?? 20; baseLinePeriod = baseLinePeriod ?? 60; laggingSpanPeriods = laggingSpanPeriods ?? 120; displacement = displacement ?? 30; IIndicatorOptions options = new IchimokuOptions(conversionLinePeriod.Value, baseLinePeriod.Value, laggingSpanPeriods.Value, displacement.Value); Ichimoku ichimoku = new Ichimoku(); return((IchimokuItem)ichimoku.Get(candles, options)); }
protected override void Init() { periodH4 = new Period(PeriodType.Hour, 4); _barH4 = GetCustomSeries(Instrument.Id, periodH4); _barH1 = GetCustomSeries(Instrument.Id, Period.H1); _ichIndH4 = GetIndicator <Ichimoku>(Instrument.Id, periodH4); _ichIndH1 = GetIndicator <Ichimoku>(Instrument.Id, Period.H1); _ftoInd = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe); _ichInd = GetIndicator <Ichimoku>(Instrument.Id, Timeframe); periodD1 = new Period(PeriodType.Day, 1); _barD1 = GetCustomSeries(Instrument.Id, periodD1); _ichIndD1 = GetIndicator <Ichimoku>(Instrument.Id, periodD1); }
public void Ichimoku() { // Not sure... Ichimoku ichimoku = new Ichimoku(); ichimoku.Load(Directory.GetCurrentDirectory() + "\\table.csv"); IchimokuSerie serie = ichimoku.Calculate(); Assert.IsNotNull(serie); Assert.IsTrue(serie.BaseLine.Count > 0); Assert.IsTrue(serie.ConversionLine.Count > 0); Assert.IsTrue(serie.LaggingSpan.Count > 0); Assert.IsTrue(serie.LeadingSpanA.Count > 0); Assert.IsTrue(serie.LeadingSpanB.Count > 0); }
public void Ichimoku() { // Not sure... Ichimoku ichimoku = new Ichimoku(); ichimoku.Load(OhlcList); IchimokuSerie serie = ichimoku.Calculate(); Assert.IsNotNull(serie); Assert.IsTrue(serie.BaseLine.Count > 0); Assert.IsTrue(serie.ConversionLine.Count > 0); Assert.IsTrue(serie.LaggingSpan.Count > 0); Assert.IsTrue(serie.LeadingSpanA.Count > 0); Assert.IsTrue(serie.LeadingSpanB.Count > 0); }
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); _ichInd = GetIndicator <Ichimoku>(Instrument.Id, Timeframe); }