/// <summary>
/// Strategy Parameter definition
/// </summary>
public override InputParameterList SetInputParameters()
{
InputParameterList parameters = new InputParameterList();
// The previous N bars period ROCR 100 indicator will use
parameters.Add(new InputParameter("ROCR 100 Period", 48));
// The distance between the entry and the initial stop loss order
parameters.Add(new InputParameter("Trailing Stop Loss ticks distance", 85.0));
// Break level of ROCR 100 indicator we consider a buy signal
parameters.Add(new InputParameter("ROCR 100 Buy signal trigger level", 103));
return(parameters);
}
/// <summary>
/// Strategy Parameter definition
/// </summary>
public override InputParameterList SetInputParameters()
{
InputParameterList parameters = new InputParameterList();
// Day of week trading enabled filters (0 = disabled)
parameters.Add(new InputParameter("Monday Trading Enabled", 1));
parameters.Add(new InputParameter("Tuesday Trading Enabled", 1));
parameters.Add(new InputParameter("Wednesday Trading Enabled", 0));
parameters.Add(new InputParameter("Thursday Trading Enabled", 0));
parameters.Add(new InputParameter("Friday Trading Enabled", 1));
// Session time filter (entries will be only placed during this time frame)
parameters.Add(new InputParameter("Trading Time Start", new TimeSpan(18, 0, 0)));
parameters.Add(new InputParameter("Trading Time End", new TimeSpan(6, 0, 0)));
// The previous N bars period used for calculating Price Range
parameters.Add(new InputParameter("Range Calculation Period", 10));
// Minimum Volatility allowed for placing entries
parameters.Add(new InputParameter("Minimum Range Filter", 0.002));
// The previous N bars period ADX indicator will use
parameters.Add(new InputParameter("ADX Period", 14));
// The previous N bars period SMA indicator will use
parameters.Add(new InputParameter("SMA Period", 78));
// Minimum ADX value for placing long entries
parameters.Add(new InputParameter("Min ADX Long Entry", 12.0));
// Minimum ADX value for placing short entries
parameters.Add(new InputParameter("Min ADX Short Entry", 12.0));
// The distance between the entry and the initial trailing stop price
parameters.Add(new InputParameter("Trailing Stop Loss ticks distance", 24));
// The initial acceleration of the trailing stop
parameters.Add(new InputParameter("Trailing Stop acceleration", 0.2));
// The distance between the entry and the profit target level
parameters.Add(new InputParameter("Profit Target ticks distance", 77));
// The previous N bars period Stochastic indicator will use
parameters.Add(new InputParameter("Stochastic Period", 68));
// Break level of Stochastic %D we consider a buy signal
parameters.Add(new InputParameter("Trend-following buy signal", 51.0));
// Break level of Stochastic %D we consider a sell signal
parameters.Add(new InputParameter("Trend-following sell signal", 49.0));
return(parameters);
}
/// <summary>
/// Strategy Parameter definition
/// </summary>
public override InputParameterList SetInputParameters()
{
InputParameterList parameters = new InputParameterList();
// The previous N bars period StdDev indicator will use
parameters.Add(new InputParameter("StdDev Period", 20));
// The number of deviations StdDev indicator will use
parameters.Add(new InputParameter("StdDev Number of Deviations", 3));
// The previous N bars period Stochastic indicator will use
parameters.Add(new InputParameter("Stochastic Period", 77));
// Break level of Stochastic's %D indicator we consider a buy signal
parameters.Add(new InputParameter("Stochastic %D Buy signal trigger level", 51));
return(parameters);
}
private void TemplateGeneratePreview()
{
if (DTE.SelectedItems.Count == 0)
{
return;
}
EnvDTE80.Solution2 solution2 = (EnvDTE80.Solution2)DTE.Solution;
var projectItemTemplate = solution2.GetProjectItemTemplate("KalView", "CSharp");
try
{
if (DTE.SelectedItems.Item(1).ProjectItem != null)
{
DTE.SelectedItems.Item(1).ProjectItem.ProjectItems.AddFromTemplate(projectItemTemplate, "Kiszka.cs");
}
else
{
DTE.SelectedItems.Item(1).Project.ProjectItems.AddFromTemplate(projectItemTemplate, "Kiszka.cs");
}
var lst = new ObservableCollection <NameValue>();
var eList = WizardInfoWrapper.EvaluatedReplacementDictionary ?? new Dictionary <string, string>();
InputParameterListRefreshCommand.ExecuteIfCan();
foreach (var item in eList)
{
var inputParameter = InputParameterList.FirstOrDefault(p => p.Name == item.Key);
if (inputParameter == null)
{
lst.Add(new NameValue {
Name = item.Key, Value = item.Value
});
}
else
{
inputParameter.Value = item.Value;
}
}
EvaluatedParameterList = lst;
}
catch (Exception ex)
{
MessageBox.Show(ex.Message);
}
}
/// <summary>
/// Strategy Parameter definition
/// </summary>
public override InputParameterList SetInputParameters()
{
InputParameterList parameters = new InputParameterList();
// The previous N bars period Standard Deviation indicator will use
parameters.Add(new InputParameter("Standard deviation period", 20));
// The distance between the entry price and the profit target order
parameters.Add(new InputParameter("Profit target standard deviations", 3));
// The previous N bars period Bollinger Bands indicator will use
parameters.Add(new InputParameter("Bollinger Bands period", 58));
// The distance between the price and the upper Bollinger band
parameters.Add(new InputParameter("Upper standard deviations", 3.0));
// The distance between the price and the lower Bollinger band
parameters.Add(new InputParameter("Lower standard deviations", 3.0));
return(parameters);
}
/// <summary>
/// Strategy Parameter definition
/// </summary>
public override InputParameterList SetInputParameters()
{
InputParameterList parameters = new InputParameterList();
// Day of week trading enabled filters (0 = disabled)
parameters.Add(new InputParameter("Monday Trading Enabled", 1));
parameters.Add(new InputParameter("Tuesday Trading Enabled", 1));
parameters.Add(new InputParameter("Wednesday Trading Enabled", 0));
parameters.Add(new InputParameter("Thursday Trading Enabled", 0));
parameters.Add(new InputParameter("Friday Trading Enabled", 1));
// Session time filter (entries will be only placed during this time frame)
parameters.Add(new InputParameter("Trading Time Start", new TimeSpan(18, 0, 0)));
parameters.Add(new InputParameter("Trading Time End", new TimeSpan(6, 0, 0)));
// The previous N bars period used for calculating Price Range
parameters.Add(new InputParameter("Range Calculation Period", 10));
// Minimum Volatility allowed for placing entries
parameters.Add(new InputParameter("Minimum Range Filter", 0.002m));
// The previous N bars period ADX indicator will use
parameters.Add(new InputParameter("ADX Period", 14));
// The previous N bars period SMA indicator will use
parameters.Add(new InputParameter("SMA Period", 78));
// Minimum ADX value for placing long entries
parameters.Add(new InputParameter("Min ADX Long Entry", 12m));
// Minimum ADX value for placing short entries
parameters.Add(new InputParameter("Min ADX Short Entry", 12m));
// The distance between the entry and the initial trailing stop price
parameters.Add(new InputParameter("Trailing Stop Loss ticks distance", 24));
// The initial acceleration of the trailing stop
parameters.Add(new InputParameter("Trailing Stop acceleration", 0.2m));
// The distance between the entry and the profit target level
parameters.Add(new InputParameter("Profit Target ticks distance", 77));
// The previous N bars period Stochastic indicator will use
parameters.Add(new InputParameter("Stochastic Period", 68));
// Break level of Stochastic %D we consider a buy signal
parameters.Add(new InputParameter("Trend-following buy signal", 51m));
// Break level of Stochastic %D we consider a sell signal
parameters.Add(new InputParameter("Trend-following sell signal", 49m));
return parameters;
}
/// <summary>
/// Strategy Parameter definition
/// </summary>
public override InputParameterList SetInputParameters()
{
InputParameterList parameters = new InputParameterList();
// The previous N bars period RSI indicator will use
parameters.Add(new InputParameter("RSI Period", 80));
// Break level of RSI indicator we consider a buy signal
parameters.Add(new InputParameter("RSI Buy signal trigger level", 52));
// Break level of RSI indicator we consider a sell signal
parameters.Add(new InputParameter("RSI Sell signal trigger level", 48));
// The distance between the entry and the fixed stop loss order
parameters.Add(new InputParameter("Catastrophic Stop Loss ticks distance", 58));
return parameters;
}
/// <summary>
/// Strategy Parameter definition
/// </summary>
public override InputParameterList SetInputParameters()
{
InputParameterList parameters = new InputParameterList();
// The previous N bars period ROCR 100 indicator will use
parameters.Add(new InputParameter("ROCR 100 Period", 48));
// The distance between the entry and the initial stop loss order
parameters.Add(new InputParameter("Trailing Stop Loss ticks distance", 85m));
// Break level of ROCR 100 indicator we consider a buy signal
parameters.Add(new InputParameter("ROCR 100 Buy signal trigger level", 103));
return parameters;
}
/// <summary>
/// Strategy Parameter definition
/// </summary>
public override InputParameterList SetInputParameters()
{
InputParameterList parameters = new InputParameterList();
// The previous N bars period Standard Deviation indicator will use
parameters.Add(new InputParameter("Standard deviation period", 20));
// The distance between the entry price and the profit target order
parameters.Add(new InputParameter("Profit target standard deviations", 3));
// The previous N bars period Bollinger Bands indicator will use
parameters.Add(new InputParameter("Bollinger Bands period", 58));
// The distance between the price and the upper Bollinger band
parameters.Add(new InputParameter("Upper standard deviations", 3m));
// The distance between the price and the lower Bollinger band
parameters.Add(new InputParameter("Lower standard deviations", 3m));
return parameters;
}
/// <summary>
/// Strategy Parameter definition
/// </summary>
public override InputParameterList SetInputParameters()
{
InputParameterList parameters = new InputParameterList();
// The previous N bars period StdDev indicator will use
parameters.Add(new InputParameter("StdDev Period", 20));
// The number of deviations StdDev indicator will use
parameters.Add(new InputParameter("StdDev Number of Deviations", 3));
// The previous N bars period Stochastic indicator will use
parameters.Add(new InputParameter("Stochastic Period", 77));
// Break level of Stochastic's %D indicator we consider a buy signal
parameters.Add(new InputParameter("Stochastic %D Buy signal trigger level", 51));
return parameters;
}
