public bool SellRule()
{
// Verkaufe, wenn RelDiff > 2.
Depot depot = this.RuleEngineInfo.Depot;
WorkDate today = RuleEngineInfo.Today;
if (depot.Contains("dbx1da"))
{
if (dax_rel_diff[today] > 0)
{
if (depot[0].TrailingGap > 2)
{
depot[0].TrailingGap -= 0.2;
}
}
if (depot[0].StopLoss > depot[0].Price)
{
Sell("dbx1da");
sell_events[today] = dax_rel_diff[today];
sell_events_dax[today] = dax_close[today];
return(true);
}
}
return(false);
}
public bool SellRule()
{
// Verkaufe, wenn RelDiff > 2.
Depot depot = this.RuleEngineInfo.Depot;
WorkDate today = RuleEngineInfo.Today;
if (depot.Contains("846900"))
{
if (dax_rel_diff[today] > 0)
{
depot[0].TrailingGap *= 0.8;
}
if (//dax_rel_diff[today] > 5 ||
dax_trend[today] != dax_trend[today - 1] ||
depot[0].StopLoss > depot[0].Price
)
{
Sell("846900");
sell_events[today] = dax_rel_diff[today];
sell_events_dax[today] = dax_close[today];
return(true);
}
}
return(false);
}
public bool BuyRule()
{
Depot depot = this.RuleEngineInfo.Depot;
WorkDate today = RuleEngineInfo.Today;
if (dax_trend[today] >= 0)
{
if (depot.Contains("846900") == false)
{
if (dax_rel_diff[today] < -5 &&
dax_close[today - 1] < dax_close[today])
{
Buy("846900");
buy_events[today] = dax_rel_diff[today];
buy_events_dax[today] = dax_close[today];
return(true);
}
}
}
return(false);
}
