public override analysis.analysisResult Execute()
{
double[] minusDmi_14 = data.MinusDI((int)parameters.getParameter(0));//default=14
double[] plusDmi_14 = data.PlusDI((int)parameters.getParameter(1));
analysis.tradeActions lastTrend = analysis.tradeActions.None;
analysis.tradeActions currentTrend = analysis.tradeActions.None;
for (int idx = 0; idx < minusDmi_14.Length; idx++)
{
currentTrend = ((plusDmi_14[idx] > minusDmi_14[idx]) ? analysis.tradeActions.Buy : analysis.tradeActions.Sell);
if (lastTrend == analysis.tradeActions.Sell && currentTrend == analysis.tradeActions.Buy)
{
BuyAtClose(idx);
}
if (lastTrend == analysis.tradeActions.Buy && currentTrend == analysis.tradeActions.Sell)
{
SellAtClose(idx);
}
lastTrend = currentTrend;
}
if (fExportData)
{
analysis.ExportData(curStrategyCode + "-" + data.stockCodeRow.code + ".xls", data, plusDmi_14, minusDmi_14);
}
return(adviceInfo);
}
public override analysis.analysisResult Execute_CutLoss()
{
double[] minusDmi_14 = data.MinusDI((int)parameters.getParameter(0));
double[] plusDmi_14 = data.PlusDI((int)parameters.getParameter(1));
int CUTLOSS_LEVEL = (int)parameters.getParameter(2);
double bought_price = 0, distanceStopLoss = 0;
bool is_bought = false;
analysis.analysisResult adviceInfo = new analysis.analysisResult();
analysis.tradeActions lastTrend = analysis.tradeActions.None;
analysis.tradeActions currentTrend = analysis.tradeActions.None;
for (int idx = 0; idx < minusDmi_14.Length; idx++)
{
currentTrend = ((plusDmi_14[idx] > minusDmi_14[idx]) ? analysis.tradeActions.Buy : analysis.tradeActions.Sell);
//Buy Condition
if (lastTrend == analysis.tradeActions.Sell && currentTrend == analysis.tradeActions.Buy)
{
adviceInfo.Add(analysis.tradeActions.Buy, idx);
bought_price = data.closePrice[idx];
is_bought = true;
}
//Sell Condition
if (is_bought && lastTrend == analysis.tradeActions.Buy && currentTrend == analysis.tradeActions.Sell)
{
adviceInfo.Add(analysis.tradeActions.Sell, idx);
is_bought = false;
}
//Cut loss Condition
if (bought_price > 0)
{
distanceStopLoss = (data.closePrice[idx] - bought_price) / bought_price * 100;
}
else
{
distanceStopLoss = 0;
}
if (is_bought && distanceStopLoss <= CUTLOSS_LEVEL)
{
adviceInfo.Add(analysis.tradeActions.Sell, idx);
is_bought = false;
}
lastTrend = currentTrend;
}
if (fExportData)
{
analysis.ExportData(curStrategyCode + "-" + data.stockCodeRow.code + ".xls", data, plusDmi_14, minusDmi_14);
}
return(adviceInfo);
}
protected override void ScreeningExecute()
{
double[] minusDmi_14 = data.MinusDI((int)parameters.getParameter(0));//default=14
double[] plusDmi_14 = data.PlusDI((int)parameters.getParameter(1));
if (minusDmi_14.Length - 2 < 0)
{
return;
}
analysis.tradeActions lastTrend = analysis.tradeActions.None;
analysis.tradeActions currentTrend = analysis.tradeActions.None;
for (int idx = minusDmi_14.Length - 2; idx < minusDmi_14.Length; idx++)
{
currentTrend = ((plusDmi_14[idx] > minusDmi_14[idx]) ? analysis.tradeActions.Buy : analysis.tradeActions.Sell);
if (lastTrend == analysis.tradeActions.Sell && currentTrend == analysis.tradeActions.Buy)
{
SelectStock(idx, null);
}
lastTrend = currentTrend;
}
}
