protected override void OnCalculate()
{
_orb_indicator.calculate(this.Bars, this.Bars[0]);
//Occurred.Set(returnvalue);
//Entry.Set(Bars[0].Close);
//If there was a breakout and the current bar is the same bar as the long/short breakout, then trigger signal.
if (_orb_indicator.LongBreakout != null && _orb_indicator.LongBreakout.Time == Bars[0].Time)
{
//Long Signal
Occurred.Set(1);
//Entry.Set(Close[0]);
}
else if (_orb_indicator.ShortBreakout != null && _orb_indicator.ShortBreakout.Time == Bars[0].Time)
{
//Short Signal
Occurred.Set(-1);
//Entry.Set(Close[0]);
}
else
{
//No Signal
Occurred.Set(0);
//Entry.Set(Close[0]);
}
}
protected override void OnCalculate()
{
//Print("OnBarUpdate" + Bars[0].Timestamp.ToString());
this.IsAutoConfirmOrder = this.Autopilot;
//Reset Strategy for the next/first trading day
//todo => Not perfect if we are using GMT+12 and other markets than local markets like DAX
if (this.CurrentdayOfUpdate.Date < Bars[0].Time.Date)
{
this._orderenterlong = null;
this._orderentershort = null;
this.CurrentdayOfUpdate = Bars[0].Time.Date;
////send email
//if (this.Send_email)
//{
// this.SendEmail(Core.Settings.MailDefaultFromAddress, Core.PreferenceManager.DefaultEmailAddress,
// "Reset on Strategy: " + this.GetType().Name, "Strategy was restarted because a new trading day has arrived." + Environment.NewLine + "Instrument: " + this.Instrument.Name + " - Date: " + Bars[0].Timestamp);
//}
}
//close manually the trades in the end of the trading day
DateTime eod = this._orb_indicator.getDateTimeForClosingBeforeTradingDayEnds(this.Bars, this.Bars[0].GetTimestamp(), this.TimeFrame, this.CloseXCandlesBeforeEndOfTradingDay);
if (this.CloseOrderBeforeEndOfTradingDay &&
(this._orderenterlong != null || this._orderentershort != null) &&
Bars[0].Time >= eod)
{
this.DoExitLong();
this.DoExitShort();
}
//if it to late or one order already set stop execution of calculate
// || Bars[0].Timestamp.TimeOfDay >= this._orb_indicator.getDateTimeForClosingBeforeTradingDayEnds(this.Bars, this.Bars[0].Timestamp, this.TimeFrame, this.CloseXCandlesBeforeEndOfTradingDay).TimeOfDay
if (_orderenterlong != null || _orderentershort != null != Bars[0].Time >= eod)
{
return;
}
//Calulate data
_orb_indicator.calculate(this.Bars, this.Bars[0]);
//If there was a breakout and the current bar is the same bar as the long/short breakout, then trigger signal.
if (_orb_indicator.LongBreakout != null && _orb_indicator.LongBreakout.GetTimestamp() == Bars[0].Time)
{
//Long Signal
//Print("Enter Long" + Bars[0].Timestamp.ToString());
DoEnterLong();
}
else if (_orb_indicator.ShortBreakout != null && _orb_indicator.ShortBreakout.GetTimestamp() == Bars[0].Time)
{
//Short Signal
//Print("Enter Short" + Bars[0].Timestamp.ToString());
DoEnterShort();
}
else
{
//nothing to do
}
}
