override protected void StrategyExecute()
{
BasicSARRule sarRule = new BasicSARRule(data.Bars, parameters[0], parameters[1]);
TwoEMARule emaRule = new TwoEMARule(data.Close, parameters[2], parameters[3]);
int cutlosslevel = (int)parameters[4];
int takeprofitlevel = (int)parameters[5];
for (int idx = 0; idx < data.Close.Count; idx++)
{
if ((!is_bought) && ((sarRule.isValid_forBuy(idx) && emaRule.UpTrend(idx))))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
BuyAtClose(idx, info);
}
if (is_bought && (sarRule.isValid_forSell(idx) || emaRule.isValid_forSell(idx)))
//if (dmiRule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
SellCutLoss(idx);
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
SellTakeProfit(idx);
}
}
override protected void StrategyExecute()
{
BasicATRRule rule = new BasicATRRule(data.Bars, parameters[0], "atr");
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[0], "max");
for (int idx = 0; idx < data.Close.Count ; idx++)
{
if (rule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = max[idx];
info.Stop_Loss = min[idx];
BuyAtClose(idx, info);
}
else
if (rule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = min[idx];
info.Stop_Loss = max[idx];
SellAtClose(idx, info);
}
}
}
override protected void StrategyExecute()
{
PriceTwoSMARule smarule = new PriceTwoSMARule(data.Close, parameters[0], parameters[1]);
int cutlosslevel = 5;
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[1], "max");
Indicators.Fibonnanci fibo = Indicators.Fibonnanci.Series(data.Bars, parameters[1], "fibo");
for (int idx = smarule.long_indicator.FirstValidValue; idx < smarule.long_indicator.Count; idx++)
{
if (smarule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Resistance = max[idx];
info.Short_Support = min[idx];
info.Short_Target = fibo.Fibo23pc[idx];
info.Stop_Loss = data.Close[idx] * (1 - cutlosslevel / 100);
BuyAtClose(idx,info);
}
else
if (smarule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Resistance = max[idx];
info.Short_Support = min[idx];
info.Short_Target = fibo.Fibo23pc[idx];
info.Stop_Loss = data.Close[idx] * (1 - cutlosslevel / 100);
SellAtClose(idx,info);
}
}
}
override protected void StrategyExecute()
{
BasicSARRule rule = new BasicSARRule(data.Bars, parameters[0], parameters[1]);
int cutlosslevel = (int)parameters[2];
int takeprofitlevel = (int)parameters[3];
Indicators.MIN min = Indicators.MIN.Series(data.Close, 30, "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, 30, "max");
for (int idx = 0; idx < data.Close.Count ; idx++)
{
if (rule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = max[idx];
info.Stop_Loss = min[idx];
BuyAtClose(idx, info);
}
if (rule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = min[idx];
info.Stop_Loss = max[idx];
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
SellCutLoss(idx);
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
SellTakeProfit(idx);
}
}
protected override void StrategyExecute()
{
Indicators.ADX adx = new Indicators.ADX(data.Bars, parameters[0], "");
int Bar = adx.Count - 1;
if (Bar < adx.FirstValidValue) return;
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Unspecified,
AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Weight = adx[Bar];
SelectStock(Bar, info);
}
protected override void StrategyExecute()
{
Rule rule = new BasicSARRule(data.Bars, parameters[0], parameters[1]);
if (rule.isValid())
{
int Bar = data.Close.Count - 1;
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Weight = data.Close[Bar];
SelectStock(Bar, info);
}
}
override protected void StrategyExecute()
{
StockFastRule rule = new StockFastRule(data.Bars, parameters);
if (rule.isValid())
{
int Bar = data.Close.Count - 1;
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Weight = rule.stoch[Bar];
SelectStock(Bar, info);
}
}
protected override void StrategyExecute()
{
//BasicRSI_Rule rule = new BasicRSI_Rule(data.Close, parameters[0], parameters[1], parameters[2]);
DataSeries rsi = Indicators.RSI.Series(data.Close, parameters[0], "rsi");
double OVERBOUGHT_LEVEL = parameters[1];
int Bar = data.Close.Count - 1;
if (Bar < rsi.FirstValidValue) return;
if (rsi[Bar] > OVERBOUGHT_LEVEL)
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Unspecified,
AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Weight = data.Close[Bar];
SelectStock(Bar, info);
}
}
override protected void StrategyExecute()
{
BasicSARRule sarRule = new BasicSARRule(data.Bars, parameters[0], parameters[1]);
TwoSMARule smarule = new TwoSMARule(data.Close, parameters[2], parameters[3]);
//BasicDMIRule dmiRule = new BasicDMIRule(data.Bars, 14, 14);
Indicators.ADX adx = new Indicators.ADX(data.Bars, 14, "");
int cutlosslevel = (int)parameters[4];
int takeprofitlevel = (int)parameters[5];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[3], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[3], "max");
for (int idx = 0; idx < data.Close.Count - 1; idx++)
{
if (adx[idx] > 25)
{
if ((!is_bought) && ((sarRule.isValid_forBuy(idx) && smarule.UpTrend(idx))))
//if (dmiRule.isValid_forBuy(idx)&&sarRule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = max[idx];
info.Stop_Loss = min[idx];
BuyAtClose(idx, info);
}
}
if (is_bought && (sarRule.isValid_forSell(idx) || smarule.isValid_forSell(idx)))
//if (dmiRule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = min[idx];
info.Stop_Loss = max[idx];
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
SellCutLoss(idx);
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
SellTakeProfit(idx);
}
}
override protected void StrategyExecute()
{
BasicTRIXRule rule = new BasicTRIXRule(data.Close, parameters[0],"TRIX");
int cutlosslevel = (int)parameters[1];
int takeprofitlevel = (int)parameters[2];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[0], "max");
for (int idx = rule.trix.FirstValidValue; idx < data.Close.Count - 1; idx++)
{
if (rule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = max[idx];
info.Stop_Loss = min[idx];
BuyAtClose(idx, info);
}
if (rule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = min[idx];
info.Stop_Loss = max[idx];
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
SellCutLoss(idx);
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
SellTakeProfit(idx);
//Trailing stop strategy test
//new_trailing_stop = price * 0.85;
//if new_trailing_stop>trailing_stop trailing_stop=new_trailing_stop;
//else if new_trailing_stop<trailing_stop SellTakeProfit(idx)
}
}
override protected void StrategyExecute()
{
MACDHistATRRules rule = new MACDHistATRRules(data.Bars, parameters[0], parameters[1], parameters[2], parameters[3]);
MarketTrend marketTrend = new ADXMarketTrend(data.Bars, parameters[4]);
int cutlosslevel = (int)parameters[5];
int trailingstoplevel = (int)parameters[6];
int takeprofitlevel = (int)parameters[7];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[0], "max");
for (int idx = 0; idx < data.Close.Count; idx++)
{
if (rule.isValid_forBuy(idx) && (marketTrend.Trending(idx)))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = max[idx];
info.Stop_Loss = min[idx];
BuyAtClose(idx, info);
}
else
if (rule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = min[idx];
info.Stop_Loss = max[idx];
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
SellCutLoss(idx);
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
SellTakeProfit(idx);
if (trailingstoplevel > 0)
TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
}
}
protected override void StrategyExecute()
{
HybridTestRules rule = new HybridTestRules(data.Bars, parameters[0], parameters[1], parameters[2]);
int cutlosslevel = (int)parameters[3];
int trailingstoplevel = (int)parameters[4];
int takeprofitlevel = (int)parameters[5];
int Bar = data.Close.Count - 1;
if (rule.isValid_forBuy(Bar))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Weight = data.Close[Bar];
SelectStock(Bar, info);
}
}
override protected void StrategyExecute()
{
HybridTestRules rule = new HybridTestRules(data.Bars, parameters[0], parameters[1], parameters[2]);
int cutlosslevel = (int)parameters[3];
int trailingstoplevel = (int)parameters[4];
int takeprofitlevel = (int)parameters[5];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[1], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[2], "max");
Indicators.Fibonnanci fibo = Indicators.Fibonnanci.Series(data.Bars, parameters[1], "fibo");
// public double Short_Resistance;
//public double Short_Support;
//public double Short_Target;
//public AppTypes.MarketTrend ShortTermTrend;
//public double Stop_Loss;
for (int idx = 1; idx < data.Close.Count; idx++)
{
if (rule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Resistance = max[idx];
info.Short_Support = min[idx];
info.Short_Target = fibo.Fibo23pc[idx];
info.Stop_Loss = data.Close[idx] * (1-cutlosslevel/100);
BuyAtClose(idx, info);
}
else
if (rule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Resistance = max[idx];
info.Short_Support = min[idx];
info.Short_Target = fibo.Fibo23pc[idx];
info.Stop_Loss = data.Close[idx] * (1 - cutlosslevel / 100);
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
SellCutLoss(idx);
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
SellTakeProfit(idx);
if (trailingstoplevel > 0)
TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
}
}
/// <summary>
/// Strategy following hybrid : basic MACD rule&&2sma
/// </summary>
override protected void StrategyExecute()
{
//BasicMACDRule rule = new BasicMACDRule(data.Close, (int)parameters[0], (int)parameters[1], (int)parameters[2]);
//TwoSMARule rule1 = new TwoSMARule(data.Close, (int)parameters[3], (int)parameters[4]);
TwoSMABasicMACDRule rule = new TwoSMABasicMACDRule(data.Close, parameters[0], parameters[1], parameters[2], parameters[3], parameters[4]);
int cutlosslevel = (int)parameters[5];
int trailingstoplevel = (int)parameters[6];
int takeprofitlevel = (int)parameters[7];
for (int idx = 0; idx < data.Close.Count; idx++)
{
//Buy condition
if (rule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Weight = data.Close[idx];
BuyAtClose(idx, info);
}
//Sell condition
else
if (rule.isValid_forSell(idx) )
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
SellCutLoss(idx);
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
SellTakeProfit(idx);
if (trailingstoplevel > 0)
TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
}
}
override protected void StrategyExecute()
{
StockFastRule rule = new StockFastRule(data.Bars, parameters[0], parameters[1], "stoch");
int cutlosslevel = (int)parameters[2];
int trailingstoplevel = (int)parameters[3];
int takeprofitlevel = (int)parameters[4];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[0], "max");
for (int idx = 0; idx < data.Close.Count; idx++)
{
if (rule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = max[idx];
info.Stop_Loss = min[idx];
BuyAtClose(idx, info);
}
else
if (rule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = min[idx];
info.Stop_Loss = max[idx];
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
SellCutLoss(idx);
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
SellTakeProfit(idx);
if (trailingstoplevel > 0)
TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
//Indicators.StochF stoch = Indicators.StochF.Series(data.Bars, parameters[0], parameters[1], "");
//DataSeries line1 = stoch.FastKSeries;
//DataSeries line2 = stoch.FastDSeries;
//AppTypes.MarketTrend lastTrend = AppTypes.MarketTrend.Unspecified;
//AppTypes.MarketTrend currentTrend = AppTypes.MarketTrend.Unspecified;
//for (int idx = 0; idx < line1.Count; idx++)
//{
// currentTrend = ((line1[idx] > line2[idx]) ? AppTypes.MarketTrend.Upward : AppTypes.MarketTrend.Downward);
// if (lastTrend == AppTypes.MarketTrend.Downward && currentTrend == AppTypes.MarketTrend.Upward)
// BuyAtClose(idx);
// if (lastTrend == AppTypes.MarketTrend.Upward && currentTrend == AppTypes.MarketTrend.Downward)
// SellAtClose(idx);
// lastTrend = currentTrend;
//}
}
}
override protected void StrategyExecute()
{
BasicTRIXRule rule = new BasicTRIXRule(data.Close, parameters[0], "TRIX");
int cutlosslevel = (int)parameters[1];
int trailingstoplevel = (int)parameters[2];
int takeprofitlevel = (int)parameters[3];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[0], "max");
for (int idx = rule.trix.FirstValidValue; idx < data.Close.Count - 1; idx++)
{
if (rule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = max[idx];
info.Stop_Loss = min[idx];
BuyAtClose(idx, info);
}
if (rule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = min[idx];
info.Stop_Loss = max[idx];
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
SellCutLoss(idx);
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
SellTakeProfit(idx);
if (trailingstoplevel>0)
TrailingStopWithBuyBack(rule,data.Close[idx],trailingstoplevel,idx);
//Trailing stop strategtest
//new_trailing_stop = data.Close[idx] * (1 - trailingstoplevel / 100);
//if (new_trailing_stop > trailing_stop)
//{
// trailing_stop = new_trailing_stop;
// //Buy back share if
// if ((!is_bought) && rule.UpTrend(idx)) BuyAtClose(idx);
//}
//else
// if (data.Close[idx]<trailing_stop)
// {
// SellTakeProfit(idx);
// trailing_stop = -1;
// }
}
}
override protected void StrategyExecute()
{
TwoLineTRIXRule rule = new TwoLineTRIXRule(data.Close, parameters[0],parameters[1], "Two Line TRIX");
int cutlosslevel = (int)parameters[2];
int takeprofitlevel = (int)parameters[3];
double new_trailing_stop, trailing_stop = -1;
int trailingstoplevel = 15;
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[0], "max");
for (int idx = rule.long_trix.FirstValidValue; idx < data.Close.Count - 1; idx++)
{
if (rule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = max[idx];
info.Stop_Loss = min[idx];
BuyAtClose(idx, info);
}
if (rule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Short_Target = min[idx];
info.Stop_Loss = max[idx];
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
SellCutLoss(idx);
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
SellTakeProfit(idx);
//Trailing stop strategtest
//if (trailingstoplevel > 0)
// TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
}
}
