Exemplo n.º 1
0
        override protected void StrategyExecute()
        {
            int weight = 0; //weight the hien weight cua 

            int period = (int)parameters[0];
            //double distance = (double)parameters[1];

            int Bar = data.Close.Count - 1;
            if (Bar <= 1) return;
            //double support = strategyLib.findSupport(data.Close, Bar, period);
            //if (support == -1) return;
            //if ((data.Close[Bar] - support) / support * 100 < distance)
            //{
            //    BusinessInfo info = new BusinessInfo();
            //    info.Weight = support;
            //    SelectStock(Bar, info);
            //}

            //Tinh diem cong cho tung chien luoc
            Indicators.SMA smaVolume = new Indicators.SMA(data.Volume, parameters[0], "sma");
            if (data.Volume[Bar] > 1.2 * smaVolume[Bar])
                weight++;

            if (data.Volume[Bar] < 1.2 * smaVolume[Bar])
                weight--;
            


            BusinessInfo info = new BusinessInfo();
            info.Weight = weight;
            SelectStock(Bar, info);
        }
        override protected void StrategyExecute()
        {
            int Bar = data.Close.Count - 1;
            if (Bar < data.Close.FirstValidValue) return;

            ////If Volume>2*Average Volume of 1 month
            Indicators.SMA smaVolume=new Indicators.SMA(data.Close,parameters[0],"sma");
            if (data.Volume[Bar]>1.5*smaVolume[Bar]){
                BusinessInfo info = new BusinessInfo();
                info.Weight = data.Volume[Bar];
                SelectStock(Bar, info);
            }
        }
        override protected void StrategyExecute()
        {
            int Bar = data.Close.Count - 1;

            if (Bar < data.Close.FirstValidValue)
            {
                return;
            }

            ////If Volume>2*Average Volume of 1 month
            Indicators.SMA smaVolume = new Indicators.SMA(data.Close, parameters[0], "sma");
            if (data.Volume[Bar] > 1.5 * smaVolume[Bar])
            {
                BusinessInfo info = new BusinessInfo();
                info.Weight = data.Volume[Bar];
                SelectStock(Bar, info);
            }
        }
Exemplo n.º 4
0
        override protected void StrategyExecute()
        {
            int weight = 0; //weight the hien weight cua

            int period = (int)parameters[0];
            //double distance = (double)parameters[1];

            int Bar = data.Close.Count - 1;

            if (Bar <= 1)
            {
                return;
            }
            //double support = strategyLib.findSupport(data.Close, Bar, period);
            //if (support == -1) return;
            //if ((data.Close[Bar] - support) / support * 100 < distance)
            //{
            //    BusinessInfo info = new BusinessInfo();
            //    info.Weight = support;
            //    SelectStock(Bar, info);
            //}

            //Tinh diem cong cho tung chien luoc
            Indicators.SMA smaVolume = new Indicators.SMA(data.Volume, parameters[0], "sma");
            if (data.Volume[Bar] > 1.2 * smaVolume[Bar])
            {
                weight++;
            }

            if (data.Volume[Bar] < 1.2 * smaVolume[Bar])
            {
                weight--;
            }



            BusinessInfo info = new BusinessInfo();

            info.Weight = weight;
            SelectStock(Bar, info);
        }