public override void Init(string pParameters)
{
this.InitializeParameters(pParameters, "CCI:14;TCCI:6;MINUTES:5;");
CCIPeriods = (int)PParser.GetDouble("CCI", 0);
TCCIPeriods = (int)PParser.GetDouble("TCCI", 0);
Minutes = (int)PParser.GetDouble("MINUTES", 0);
CCI = new iCCI(CCIPeriods);
TCCI = new iCCI(TCCIPeriods);
CCISlope = new iDerivatives();
CCIH = new CQueue(CCIPeriods * 3);
TCCIH = new CQueue(CCIPeriods * 3);
// OPTIMIZATION PARAMETER CHECK
// if parameters are erroneous (TurboCCI length > CCI)
// do not register candle listeners
// SystemTester will then not send us any ticks
// and go to the next iteration
// need 6 cci bars to determine trend
if ((TCCIPeriods < CCIPeriods) || (CCIPeriods < 6))
{
cbx = new cCandleBuilder(Minutes, 10);
Framework.TickServer.RegisterTickListener("cbx", "*", cbx);
cbx.RegisterCandleListener("cbx", this);
Framework.TickServer.RegisterTickListener("System", "*", this);
Framework.WriteGraphLine("InTrade,Margin,C,CCI,CCIDelta,CCISpeed,TCCI,TypeOfTrade,Direction,BelowFifty,ZLR");
}
}
public override void Init(string pParameters)
{
InitializeParameters(pParameters, "SRSI:14;MINUTES:5;");
RSIPeriods = (int)PParser.GetDouble("SRSI", 0);
StochRSI = new iStochRSI(RSIPeriods);
RSISlope = new iSlope();
Minutes = (int)PParser.GetDouble("MINUTES", 0);
cbx = new cCandleBuilder(Minutes, 10);
cbx.RegisterCandleListener("cbx", this);
Framework.TickServer.RegisterTickListener("cbx", "*", cbx);
Framework.TickServer.RegisterTickListener("System", "*", this);
Framework.WriteGraphLine("StochRSI,RSISlope,InTrade,Margin");
// this is optional
// demonstrates we have complete control over ticks served
LoadTicks(); // only if specified by parameters FILE1 and FILE2
SelectTicks();
// this is optional
// demonstrates registration of multiple period candles
cb10 = new cCandleBuilder(10, 4);
cb10.RegisterCandleListener("cb10", this);
Framework.TickServer.RegisterTickListener("cb10", "*", cb10);
}
public override void Init(string pParameters)
{
this.InitializeParameters(pParameters, "BB:20;WIDTH:-1;HMA:10;BWT:0.0008;BWRT:0.0002;TS:0.0003;MINUTES:5;");
State = 0;
iPeriods = (int)PParser.GetDouble("BB", 0);
iWidth = (int)PParser.GetDouble("WIDTH", 0);
iHMALen = (int)PParser.GetDouble("HMA", 0);
Minutes = (int)PParser.GetDouble("MINUTES", 0);
BWThreshold = PParser.GetDouble("BWT", 0);
BWReversalThreshold = PParser.GetDouble("BWRT", 0);
TrailingStop = PParser.GetDouble("TS", 0);
BBands = new iBollingerBands(iPeriods, iWidth);
HMA = new iHMA(iHMALen);
SMASlope = new iSlope();
cbx = new cCandleBuilder(Minutes, 10);
Framework.TickServer.RegisterTickListener("cbx", "*", cbx);
cbx.RegisterCandleListener("cbx", this);
Framework.TickServer.RegisterTickListener("System", "*", this);
Framework.WriteGraphLine("InTrade,Margin,B+,C,HMA,SMA,B-,State,BWidth,MinBWidth,EntryRecommend");
}
// initialization routine, called once before ticks are sent
// if multiple tick sources are used, will get called several times
// during the lifetime of the object, once per tick source change
public override void Init(string pParameters)
{
// save parameters sent in case they contain optional parameters
RealParameters = pParameters;
// a Parameter Parser can be instantiated to check optional parameters
RParser = new ParameterParser(pParameters);
// this is a mandatory list of parameters.
// Optional parameters are not specified here
// they need to be checked before DParser.Merge is called
// or checked from the RealParameters variable
DefaultParameters = "PERIODLONG:17;PERIODSHORT:2;MINUTES:10;DELTA1:0.0005;DELTA2:0.0016;";
// parameters as specified by the user
PParser = new ParameterParser(pParameters);
// mandatory parameter list and default values
DParser = new ParameterParser(DefaultParameters);
// make a list of parameters from mandatory list
// merge user values if existing, otherwise use defaults
Parameters = DParser.Merge(PParser);
// build a new parameter parser with sanitized parameter and values
// now user values have been merged with desired parameters
// extraneous, or optional parameters eliminated.
PParser = new ParameterParser(Parameters);
// get periods to use for the indicator(s)
PeriodsLong = (int)PParser.GetDouble("PERIODLONG", 0);
PeriodsShort = (int)PParser.GetDouble("PERIODSHORT", 0);;
Delta1 = PParser.GetDouble("DELTA1", 0);
Delta2 = PParser.GetDouble("DELTA2", 0);
// now indicators must be instantiated
// your indicator instantiation goes here
// end of indicator instantiation
// instantiate candlebuilder with desired timeframe
Minutes = (int)PParser.GetDouble("MINUTES", 0);
// cbx = new cCandleBuilder(Minutes,PeriodsLong+PeriodsShort+1);
cbx = new cCandleBuilder(Minutes, PeriodsLong + PeriodsShort + 20);
// register candlebuilder as a tick listener, name unimportant
Framework.TickServer.RegisterTickListener("cbx", "*", cbx);
// register this object as a candle listener
// the candle name is important since we might receive
// several candles with same period.
cbx.RegisterCandleListener("cbx", this);
// multiple candlebuilders can be setup by using previous 4 lines.
// register this object as a tick listener, name unimportant
// this is an optional step to receive ticks in between candles
Framework.TickServer.RegisterTickListener("System", "*", this);
// start header line of numerical output file
Framework.WriteGraphLine("InTrade,Margin,AvgMRLong,AvgMRShort,Der2,MaxAbsDer2");
}
public override void Init(string pParameters)
{
this.InitializeParameters(pParameters, "MINUTES:5;");
Minutes = (int)PParser.GetDouble("MINUTES", 0);
RNG = new Random();
cbx = new cCandleBuilder(Minutes, 10);
Framework.TickServer.RegisterTickListener("cbx", "*", cbx);
cbx.RegisterCandleListener("cbx", this);
Framework.TickServer.RegisterTickListener("System", "*", this);
Framework.WriteGraphLine("InTrade,Margin,C");
}
public override void Init(string pParameters)
{
this.InitializeParameters(pParameters, "MINUTES:5;CHANNEL:25;TRAILSTOP:0.0010;");
Minutes = (int)PParser.GetDouble("MINUTES", 0);
channel = (int)PParser.GetDouble("CHANNEL", 0);
trailstop = PParser.GetDouble("TRAILSTOP", 0);
minmax = new iMinMax(2 * channel);
cbx = new cCandleBuilder(Minutes, 10);
Framework.TickServer.RegisterTickListener("cbx", "*", cbx);
cbx.RegisterCandleListener("cbx", this);
Framework.TickServer.RegisterTickListener("System", "*", this);
Framework.WriteGraphLine("InTrade,Margin,C");
}
// initialization routine, called once before ticks are sent
// if multiple tick sources are used, will get called several times
// during the lifetime of the object, once per tick source change
public override void Init(string pParameters)
{
// initialize all ParameterParsers
this.InitializeParameters(pParameters, "PERIODS:14;MINUTES:5;");
// get periods to use for the indicator(s)
iPeriods = (int)PParser.GetDouble("PERIODS", 0);
// now indicators must be instantiated
// your indicator instantiation goes here
// end of indicator instantiation
// instantiate candlebuilder with desired timeframe
Minutes = (int)PParser.GetDouble("MINUTES", 0);
cbx = new cCandleBuilder(Minutes, 10);
// register candlebuilder as a tick listener, name unimportant
Framework.TickServer.RegisterTickListener("cbx", "*", cbx);
// register this object as a candle listener
// the candle name is important since we might receive
// several candles with same period.
cbx.RegisterCandleListener("cbx", this);
// multiple candlebuilders can be setup by using previous 4 lines.
// register this object as a tick listener, name unimportant
// this is an optional step to receive ticks in between candles
Framework.TickServer.RegisterTickListener("System", "*", this);
// start header line of numerical output file
Framework.WriteGraphLine("InTrade,Margin");
// this is optional
// demonstrates we have complete control over ticks served
// this function loads different tick sources
// in order to execute the same algorithm with the same parameters
// in several different tick sources and compare the results
// LoadTick imports ticks from FILE1 and FILE2 if the parameters exist.
LoadTicks();
// this function observes how many times the object has been executed
// and selects the appropriate tick source for the run.
SelectTicks();
}
// initialization routine, called once before ticks are sent
// if multiple tick sources are used, will get called several times
// during the lifetime of the object, once per tick source change
public override void Init(string pParameters)
{
// initialize all ParameterParsers
this.InitializeParameters(pParameters, "PERIODS:14;MINUTES:5;");
// get periods to use for the indicator(s)
iPeriods = (int)PParser.GetDouble("PERIODS", 0);
// now indicators must be instantiated
// your indicator instantiation goes here
IndicatorDump = new oIndicatorDump(iPeriods);
// end of indicator instantiation
// instantiate candlebuilder with desired timeframe
Minutes = (int)PParser.GetDouble("MINUTES", 0);
cbx = new cCandleBuilder(Minutes, 10);
// register candlebuilder as a tick listener, name unimportant
Framework.TickServer.RegisterTickListener("cbx", "*", cbx);
// register this object as a candle listener
// the candle name is important since we might receive
// several candles with same period.
cbx.RegisterCandleListener("cbx", this);
// multiple candlebuilders can be setup by using previous 4 lines.
// register this object as a tick listener, name unimportant
// this is an optional step to receive ticks in between candles
Framework.TickServer.RegisterTickListener("System", "*", this);
// start header line of numerical output file
string Header = IndicatorDump.GetHeader();
Header = "InTrade,Margin," + Header;
Framework.WriteGraphLine(Header);
}
// initialization routine, called once before ticks are sent
// if multiple tick sources are used, will get called several times
// during the lifetime of the object, once per tick source change
public override void Init(string pParameters)
{
this.InitializeParameters(pParameters, "PERIODS:17;MINUTES:10;");
// get periods to use for the indicator(s)
Periods = (int)PParser.GetDouble("PERIODS", 0);
Derivatives = new iDerivatives();
HMA = new iHMA(Periods);
HMAD1 = new CQueue(Periods);
FMA = new iFMA(Periods);
Deriv1 = new CQueue(Periods);
Deriv2 = new CQueue(Periods);
BBands = new iBollingerBands(Periods, -1);
StochRSI = new iStochRSI(Periods);
CCI = new iCCI(Periods);
// instantiate candlebuilder with desired timeframe
Minutes = (int)PParser.GetDouble("MINUTES", 0);
// cbx = new cCandleBuilder(Minutes,PeriodsLong+PeriodsShort+1);
cbx = new cCandleBuilder(Minutes, Periods);
// register candlebuilder as a tick listener, name unimportant
Framework.TickServer.RegisterTickListener("cbx", "*", cbx);
// register this object as a candle listener
// the candle name is important since we might receive
// several candles with same period.
cbx.RegisterCandleListener("cbx", this);
// multiple candlebuilders can be setup by using previous 4 lines.
// register this object as a tick listener, name unimportant
// this is an optional step to receive ticks in between candles
Framework.TickServer.RegisterTickListener("System", "*", this);
// start header line of numerical output file
Framework.WriteGraphLine("InTrade,Margin,C,TP,FMA,HMA,Deriv1,Deriv2,SMA,BBand1,BBand2,%b,Bandwidth,StochRSI,CCI");
}
