protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "ThaAdxOneBar";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
TradingAccountId = 0;
ExitPeriod = 3;
AdxPeriod = 14;
MinAdx = 25;
ExitSlopeThreshold = -15;
UseBoundaryHours = true;
StartHour = 7;
StartMinute = 30;
EndHour = 12;
EndMinute = 30;
LossExitTicks = 8;
EnterPeriod = 3;
EnterSlopeThreshold = 20;
RecordHistoricalTrades = false;
EnterBarsLength = 2;
ExitBarsLength = 2;
EnterViaLimit = true;
EnterViaStop = true;
ExitStopBuffer = 2;
ExitLimitBuffer = 2;
Quantity = 2;
MinTickRange = 8;
// FastMaPeriod = 5;
// SlowMaPeriod = 10;
// MinMaDiff = 0.4;
}
else if (State == State.Configure)
{
//SetOrderQuantity = SetOrderQuantity.DefaultQuantity;
adxIndicator = EnhancedADX(AdxPeriod, MinAdx);
AddChartIndicator(adxIndicator);
if (EnterPeriod > 1)
{
enterAdxSlopeIndicator = AdxSlope(AdxPeriod, EnterPeriod, EnterSlopeThreshold);
//AddChartIndicator(enterAdxSlopeIndicator);
}
if (ExitPeriod > 1)
{
exitAdxSlopeIndicator = AdxSlope(AdxPeriod, ExitPeriod, ExitSlopeThreshold);
//AddChartIndicator(exitAdxSlopeIndicator);
}
rangeIndicator = MyRange(EnterBarsLength, MinTickRange);
//AddChartIndicator(rangeIndicator);
disableManager.AddRange(DayOfWeek.Sunday, 12, 45, 24, 0);
disableManager.AddRange(DayOfWeek.Monday, 12, 45, 24, 0);
disableManager.AddRange(DayOfWeek.Tuesday, 12, 45, 24, 0);
disableManager.AddRange(DayOfWeek.Wednesday, 12, 45, 24, 0);
disableManager.AddRange(DayOfWeek.Thursday, 12, 45, 24, 0);
disableManager.AddRange(DayOfWeek.Friday, 12, 45, 24, 0);
// disableManager.AddRange(DayOfWeek.Monday, 0, 0, 5, 0);
// disableManager.AddRange(DayOfWeek.Tuesday, 0, 0, 5, 0);
// disableManager.AddRange(DayOfWeek.Wednesday, 0, 0, 5, 0);
// disableManager.AddRange(DayOfWeek.Thursday, 0, 0, 5, 0);
// disableManager.AddRange(DayOfWeek.Friday, 0, 0, 5, 0);
//disableManager.AddRange(DayOfWeek.Monday, 6, 30, 6, 45);
//disableManager.AddRange(DayOfWeek.Tuesday, 6, 30, 6, 45);
//disableManager.AddRange(DayOfWeek.Wednesday, 6, 30, 6, 45);
//disableManager.AddRange(DayOfWeek.Thursday, 6, 30, 6, 45);
//disableManager.AddRange(DayOfWeek.Friday, 6, 30, 6, 45);
// fastMaIndicator = EMA(FastMaPeriod);
// slowMaIndicator = EMA(SlowMaPeriod);
// slowMaIndicator.Plots[0].Brush = Brushes.White;
// slowMaIndicator.Plots[0].Width = 2;
// fastMaIndicator.Plots[0].Width = 2;
// AddChartIndicator(fastMaIndicator);
// AddChartIndicator(slowMaIndicator);
}
else if (State == State.DataLoaded)
{
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"ThaAdxRideTheTrend";
Name = "ThaAdxRideTheTrend";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
TradingAccountId = 0;
ExitPeriod = 3;
AdxPeriod = 14;
MinAdx = 25;
ExitSlopeThreshold = -15;
UseBoundaryHours = true;
StartHour = 7;
StartMinute = 30;
EndHour = 12;
EndMinute = 30;
LossExitTicks = 8;
EnterPeriod = 3;
EnterSlopeThreshold = 20;
RecordHistoricalTrades = false;
EnterBarsLength = 2;
ExitBarsLength = 2;
EnterViaLimit = true;
EnterViaStop = true;
ExitStopBuffer = 2;
ExitLimitBuffer = 2;
Quantity = 2;
MinTickRange = 8;
FireSns = false;
MinTrendLength = 1;
TargetDollars = 0;
TrailingStopMinDollars = 0;
TrailingStopDivisorDollars = 0;
TrailingStopCushionDollars = 0;
OverrideRealTimeOnly = false;
}
else if (State == State.Configure)
{
//SetOrderQuantity = SetOrderQuantity.DefaultQuantity;
trailingStopEnabled = TrailingStopMinDollars > 0;
if (trailingStopEnabled)
{
AddDataSeries(BarsPeriodType.Tick, 300);
}
tickCounter = TickCounter(true, false);
AddChartIndicator(tickCounter);
rangeIndicator = MyRange(14, MinTickRange);
//AddChartIndicator(rangeIndicator);
adxIndicator = EnhancedADX(AdxPeriod, MinAdx);
AddChartIndicator(adxIndicator);
if (EnterPeriod > 1)
{
enterAdxSlopeIndicator = AdxSlope(AdxPeriod, EnterPeriod, EnterSlopeThreshold);
AddChartIndicator(enterAdxSlopeIndicator);
}
if (ExitPeriod > 1)
{
exitAdxSlopeIndicator = AdxSlope(AdxPeriod, ExitPeriod, ExitSlopeThreshold);
//AddChartIndicator(exitAdxSlopeIndicator);
}
disableManager.AddRange(DayOfWeek.Monday, 6, 25, 6, 50);
disableManager.AddRange(DayOfWeek.Tuesday, 6, 25, 6, 50);
disableManager.AddRange(DayOfWeek.Wednesday, 6, 25, 6, 50);
disableManager.AddRange(DayOfWeek.Thursday, 6, 25, 6, 50);
disableManager.AddRange(DayOfWeek.Friday, 6, 25, 6, 50);
// disableManager.AddRange(DayOfWeek.Sunday, 15, 45, 24, 0);
// disableManager.AddRange(DayOfWeek.Monday, 15, 45, 24, 0);
// disableManager.AddRange(DayOfWeek.Tuesday, 15, 45, 24, 0);
// disableManager.AddRange(DayOfWeek.Wednesday, 15, 45, 24, 0);
// disableManager.AddRange(DayOfWeek.Thursday, 15, 45, 24, 0);
// disableManager.AddRange(DayOfWeek.Friday, 15, 45, 24, 0);
}
else if (State == State.DataLoaded)
{
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"ThaAdxFixed";
Name = "ThaAdxFixed";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
TradingAccountId = 0;
AdxPeriod = 14;
MinAdx = 25;
UseBoundaryHours = true;
StartHour = 7;
StartMinute = 30;
EndHour = 12;
EndMinute = 30;
EnterPeriod = 3;
EnterSlopeThreshold = 20;
RecordHistoricalTrades = false;
EnterBarsLength = 2;
ExitStopBuffer = 2;
ExitLimitBuffer = 2;
Quantity = 1;
UseDynamicQuantity = false;
MaxDynamicQuantity = 5;
Contrarian = false;
}
else if (State == State.Configure)
{
SetProfitTarget(CalculationMode.Ticks, this.ExitLimitBuffer);
SetStopLoss(CalculationMode.Ticks, this.ExitStopBuffer);
//SetOrderQuantity = SetOrderQuantity.DefaultQuantity;
adxIndicator = EnhancedADX(AdxPeriod, MinAdx);
AddChartIndicator(adxIndicator);
if (EnterPeriod > 1)
{
enterAdxSlopeIndicator = AdxSlope(AdxPeriod, EnterPeriod, EnterSlopeThreshold);
//AddChartIndicator(enterAdxSlopeIndicator);
}
rangeIndicator = MyRange(EnterBarsLength, 3);
//AddChartIndicator(rangeIndicator);
disableManager.AddRange(DayOfWeek.Sunday, 13, 30, 24, 0);
disableManager.AddRange(DayOfWeek.Monday, 13, 30, 24, 0);
disableManager.AddRange(DayOfWeek.Tuesday, 13, 30, 24, 0);
disableManager.AddRange(DayOfWeek.Wednesday, 13, 30, 24, 0);
disableManager.AddRange(DayOfWeek.Thursday, 13, 30, 24, 0);
disableManager.AddRange(DayOfWeek.Friday, 13, 30, 24, 0);
disableManager.AddRange(DayOfWeek.Monday, 0, 0, 5, 0);
disableManager.AddRange(DayOfWeek.Tuesday, 0, 0, 5, 0);
disableManager.AddRange(DayOfWeek.Wednesday, 0, 0, 5, 0);
disableManager.AddRange(DayOfWeek.Thursday, 0, 0, 5, 0);
disableManager.AddRange(DayOfWeek.Friday, 0, 0, 5, 0);
}
else if (State == State.DataLoaded)
{
}
}
