public override void OnStrategyStart()
{
series = new BarSeries();
if (VolatilityExitEnabled || VolatilityBarrierEnabled)
{
rangeSeries = new TimeSeries();
rangeSMA = new SMA(rangeSeries, VolatilitySMALength);
}
if (TickBarrierEnabled)
barrier = TickSize * BarrierSize;
lowestLowSeries = new TimeSeries();
highestHighSeries = new TimeSeries();
channelLowSeries = new TimeSeries();
channelHighSeries = new TimeSeries();
lowestLowSeries .Color = Color.Blue;
highestHighSeries.Color = Color.Blue;
channelLowSeries .Color = Color.Brown;
channelHighSeries.Color = Color.Brown;
Draw(lowestLowSeries , 0);
Draw(highestHighSeries, 0);
Draw(channelLowSeries , 0);
Draw(channelHighSeries, 0);
}
public override void OnStrategyStart()
{
base.OnStrategyStart();
// 测试用，自定义交易时间，仿真或实盘时可删除
base.TimeHelper = new TimeHelper(new int[] { 0, 2400 },2100, 1458);
base.TargetPosition = 0;
//base.DualPosition.Long.Qty = 0;
//base.DualPosition.Long.QtyToday = 0;
//base.DualPosition.Short.Qty = 0;
//base.DualPosition.Short.QtyToday = 0;
if(BrokerInfo == null)
{
// 使用静态的主要原因是每个实例都来取一次没有必要
BrokerInfo = DataManager.GetBrokerInfo();
}
if (BrokerInfo.Accounts.Count > 0)
{
BrokerAccount brokerAccount = BrokerInfo.Accounts[0];
GetBrokerInfoHelper.Transform(brokerAccount, base.DualPosition);
}
LoadHistoricalBars(Clock.Now);
BarSeries bars1min = GetBars(BarType.Time, BarSize);
fastSMA = new SMA(bars1min, fastLength, Color.Red);
slowSMA = new SMA(bars1min, slowLength, Color.Green);
Draw(fastSMA, 0);
Draw(slowSMA, 0);
}
public override void OnStrategyStart()
{
base.OnStrategyStart();
//测试用，自定义交易时间,只使用日线做简单测试时极方便
base.TimeHelper = new TimeHelper(new int[] { 0, 2400 }, 2100,1700);
// 此处要测试是否支持交易所组合合约
base.TextParameter = new TextSP();
base.TargetPosition = 0;
base.DualPosition.Long.Qty = 0;
base.DualPosition.Short.Qty = 0;
// 记下策略的对象,在其它实例中可以用到
//Global.Add(Instrument.Symbol, this);
if (Instrument.Symbol == Symbol1)
{
S1 = this;
}
if (Instrument.Symbol == Symbol2)
{
S2 = this;
}
fastSMA = new SMA(Bars, fastLength, Color.Red);
slowSMA = new SMA(Bars, slowLength, Color.Green);
Draw(fastSMA, 0);
Draw(slowSMA, 0);
}
protected void SetupIndicators()
{
if (SlowMaPeriod <= FastMaPeriod)
{
throw new ArgumentOutOfRangeException("SlowMaPeriod",
"Slow MA period must be greater than fast MA period");
}
CurrentExecutionBarSeries = GetBars(BarType.Time, CurrentExecutionTimePeriodInSeconds);
SlowEmaIndicator = new EMA(CurrentExecutionBarSeries, SlowMaPeriod, Color.Orange);
FastEmaIndicator = new EMA(CurrentExecutionBarSeries, FastMaPeriod, Color.Cyan);
FastEmaIndicator.Color = Color.Cyan;
Draw(SlowEmaIndicator, 0);
Draw(FastEmaIndicator, 0);
KSlowIndicator = new K_Slow(CurrentExecutionBarSeries, StochasticsKPeriod, StochasticsSmoothPeriod, Color.Yellow);
DSlowIndicator = new D_Slow(CurrentExecutionBarSeries, StochasticsKPeriod, StochasticsDPeriod,
StochasticsSmoothPeriod,
Color.Red);
Draw(KSlowIndicator, 2);
Draw(DSlowIndicator, 2);
CurrentDailyBarSeries = GetBars(BarType.Time, PeriodConstants.PERIOD_DAILY);
DailyAtrIndicator = new ATR(CurrentDailyBarSeries, AtrPeriod, Color.Wheat);
DailyVolumeSmaIndicator = new SMA(CurrentDailyBarSeries, 20, BarData.Volume);
DailyPriceSmaIndicator = new SMA(CurrentDailyBarSeries, 20, BarData.Close);
Draw(DailyAtrIndicator, 3);
}
public override void OnStrategyStart()
{
dpo = new DPO1(Bars, length, BarData.Close);
sma = new SMA(Bars, length, BarData.Close);
Draw(dpo, 2);
Draw(sma, 0);
}
protected BIAS(BarSeries series, SMA sma, int length, BarData barData)
: base(series)
{
this.length = length;
this.sma = sma;
this.barData = barData;
this.Name = "BIAS";
}
public override void OnStrategyStart()
{
ama = new KaufmanAMA(Bars, N, SL, FS);
sma = new SMA(Bars, N, Color.Red);
Draw(ama, 0);
Draw(sma, 0);
Draw(ama.ER, 2);
}
public override void OnStrategyStart()
{
// set up the moving averages, based on closing prices
sma1 = new SMA(Bars, Length1, Color1);
sma2 = new SMA(Bars, Length2, Color2);
// 0 means draw both averages on the price chart
Draw(sma1, 0);
Draw(sma2, 0);
}
public override void OnStrategyStart()
{
// set up the fast average
fastSMA = new SMA(Bars, FastSMALength * 7, Color.Yellow);
Draw(fastSMA, 0);
// set up the slow average
slowSMA = new SMA(Bars, SlowSMALength * 7, Color.Pink);
Draw(slowSMA, 0);
}
public override void OnStrategyStart()
{
// set up the moving averages
sma = new SMA(Bars, SMALength);
sma.Color = Color.Yellow;
Draw(sma, 0);
// set up bollinger bands
bbl = new BBL(Bars, SMALength, BBLOrder);
bbl.Color = Color.Pink;
Draw(bbl, 0);
}
public override void OnStrategyStart()
{
LoadHistoricalBars(Clock.Now);
BarSeries bars1min = GetBars(BarType.Time, BarSize);
fastSMA = new SMA(bars1min, fastLength, Color.Red);
slowSMA = new SMA(bars1min, slowLength, Color.Green);
Draw(fastSMA, 0);
Draw(slowSMA, 0);
}
public override void OnStrategyStart()
{
base.OnStrategyStart();
// 测试用，自定义交易时间，仿真或实盘时可删除
base.TimeHelper = new TimeHelper(new int[] { 0, 2400 },2100, 1458);
base.TargetPosition = 0;
base.DualPosition.Long.Qty = 0;
base.DualPosition.Short.Qty = 0;
LoadHistoricalBars(Clock.Now);
BarSeries bars1min = GetBars(BarType.Time, BarSize);
fastSMA = new SMA(bars1min, fastLength, Color.Red);
slowSMA = new SMA(bars1min, slowLength, Color.Green);
Draw(fastSMA, 0);
Draw(slowSMA, 0);
}
public override void OnStrategyStart()
{
if (Instrument1 == Instrument)
{
//Strategy1 = this;
BarSeries1 = GetBars(BarType.Time, barSize);
}
else if (Instrument2 == Instrument)
{
//Strategy2 = this;
BarSeries2 = GetBars(BarType.Time, barSize);
}
else
{
Console.WriteLine("合约错误！" + Instrument);
}
sma = new SMA(spreadSeries, Length);
Draw(spreadSeries, 2);
Draw(sma, 2);
}
public static BIAS create(BarSeries series, int length, BarData barData)
{
SMA sma = new SMA(series, length);
return new BIAS(series, sma, length, barData);
}
public override void OnStrategyStart()
{
sma = new SMA(Bars, SMALength);
sma.Color = Color.Yellow;
Draw(sma, 0);
// if required, set up the RAVI moving average
if (FilterType == FilterType.RAVI)
{
shortSMA = new SMA(Bars, ShortSMALength);
shortSMA.Color = Color.Pink;
Draw(shortSMA, 0);
}
//if required, set up the ADX moving average
if (FilterType == FilterType.ADX)
{
// ADX is a builtin function, like SMA
adx = new ADX(Bars, ADXLength);
adx.Color = Color.Wheat;
Draw(adx, 2);
}
}
public override void OnStrategyStart()
{
sma = new SMA(Bars, Length, Color.Yellow);
Draw(sma, 0);
}
