Пример #1
0
        /// <summary>
        /// Calculate Trade Risk/Reward Ratio and Position Sizing
        /// </summary>
        /// <returns></returns>
        public Indicator.a1RiskReward_v2 a1RiskReward_v2(Data.IDataSeries input, int fixedShares, FXLotsType lotsType, double userAcctRisk, double userAcctSize, double userDollarRisk)
        {
            if (InInitialize && input == null)
                throw new ArgumentException("You only can access an indicator with the default input/bar series from within the 'Initialize()' method");

            return _indicator.a1RiskReward_v2(input, fixedShares, lotsType, userAcctRisk, userAcctSize, userDollarRisk);
        }
Пример #2
0
 public Indicator.a1RiskReward_v2 a1RiskReward_v2(int fixedShares, FXLotsType lotsType, double userAcctRisk, double userAcctSize, double userDollarRisk)
 {
     return _indicator.a1RiskReward_v2(Input, fixedShares, lotsType, userAcctRisk, userAcctSize, userDollarRisk);
 }
Пример #3
0
        /// <summary>
        /// Calculate Trade Risk/Reward Ratio and Position Sizing
        /// </summary>
        /// <returns></returns>
        public a1RiskReward_v2 a1RiskReward_v2(Data.IDataSeries input, int fixedShares, FXLotsType lotsType, double userAcctRisk, double userAcctSize, double userDollarRisk)
        {
            if (cachea1RiskReward_v2 != null)
                for (int idx = 0; idx < cachea1RiskReward_v2.Length; idx++)
                    if (cachea1RiskReward_v2[idx].FixedShares == fixedShares && cachea1RiskReward_v2[idx].LotsType == lotsType && Math.Abs(cachea1RiskReward_v2[idx].UserAcctRisk - userAcctRisk) <= double.Epsilon && Math.Abs(cachea1RiskReward_v2[idx].UserAcctSize - userAcctSize) <= double.Epsilon && Math.Abs(cachea1RiskReward_v2[idx].UserDollarRisk - userDollarRisk) <= double.Epsilon && cachea1RiskReward_v2[idx].EqualsInput(input))
                        return cachea1RiskReward_v2[idx];

            lock (checka1RiskReward_v2)
            {
                checka1RiskReward_v2.FixedShares = fixedShares;
                fixedShares = checka1RiskReward_v2.FixedShares;
                checka1RiskReward_v2.LotsType = lotsType;
                lotsType = checka1RiskReward_v2.LotsType;
                checka1RiskReward_v2.UserAcctRisk = userAcctRisk;
                userAcctRisk = checka1RiskReward_v2.UserAcctRisk;
                checka1RiskReward_v2.UserAcctSize = userAcctSize;
                userAcctSize = checka1RiskReward_v2.UserAcctSize;
                checka1RiskReward_v2.UserDollarRisk = userDollarRisk;
                userDollarRisk = checka1RiskReward_v2.UserDollarRisk;

                if (cachea1RiskReward_v2 != null)
                    for (int idx = 0; idx < cachea1RiskReward_v2.Length; idx++)
                        if (cachea1RiskReward_v2[idx].FixedShares == fixedShares && cachea1RiskReward_v2[idx].LotsType == lotsType && Math.Abs(cachea1RiskReward_v2[idx].UserAcctRisk - userAcctRisk) <= double.Epsilon && Math.Abs(cachea1RiskReward_v2[idx].UserAcctSize - userAcctSize) <= double.Epsilon && Math.Abs(cachea1RiskReward_v2[idx].UserDollarRisk - userDollarRisk) <= double.Epsilon && cachea1RiskReward_v2[idx].EqualsInput(input))
                            return cachea1RiskReward_v2[idx];

                a1RiskReward_v2 indicator = new a1RiskReward_v2();
                indicator.BarsRequired = BarsRequired;
                indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
                indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
                indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
                indicator.Input = input;
                indicator.FixedShares = fixedShares;
                indicator.LotsType = lotsType;
                indicator.UserAcctRisk = userAcctRisk;
                indicator.UserAcctSize = userAcctSize;
                indicator.UserDollarRisk = userDollarRisk;
                Indicators.Add(indicator);
                indicator.SetUp();

                a1RiskReward_v2[] tmp = new a1RiskReward_v2[cachea1RiskReward_v2 == null ? 1 : cachea1RiskReward_v2.Length + 1];
                if (cachea1RiskReward_v2 != null)
                    cachea1RiskReward_v2.CopyTo(tmp, 0);
                tmp[tmp.Length - 1] = indicator;
                cachea1RiskReward_v2 = tmp;
                return indicator;
            }
        }
Пример #4
0
        /// <summary>
        /// Calculate Trade Risk/Reward Ratio and Position Sizing
        /// </summary>
        /// <returns></returns>
        public Indicator.a1RiskReward_v2 a1RiskReward_v2(Data.IDataSeries input, int fixedShares, FXLotsType lotsType, double userAcctRisk, double userAcctSize, double userDollarRisk)
        {
            if (InInitialize && input == null)
            {
                throw new ArgumentException("You only can access an indicator with the default input/bar series from within the 'Initialize()' method");
            }

            return(_indicator.a1RiskReward_v2(input, fixedShares, lotsType, userAcctRisk, userAcctSize, userDollarRisk));
        }
Пример #5
0
 public Indicator.a1RiskReward_v2 a1RiskReward_v2(int fixedShares, FXLotsType lotsType, double userAcctRisk, double userAcctSize, double userDollarRisk)
 {
     return(_indicator.a1RiskReward_v2(Input, fixedShares, lotsType, userAcctRisk, userAcctSize, userDollarRisk));
 }
Пример #6
0
        /// <summary>
        /// Calculate Trade Risk/Reward Ratio and Position Sizing
        /// </summary>
        /// <returns></returns>
        public a1RiskReward_v2 a1RiskReward_v2(Data.IDataSeries input, int fixedShares, FXLotsType lotsType, double userAcctRisk, double userAcctSize, double userDollarRisk)
        {
            if (cachea1RiskReward_v2 != null)
            {
                for (int idx = 0; idx < cachea1RiskReward_v2.Length; idx++)
                {
                    if (cachea1RiskReward_v2[idx].FixedShares == fixedShares && cachea1RiskReward_v2[idx].LotsType == lotsType && Math.Abs(cachea1RiskReward_v2[idx].UserAcctRisk - userAcctRisk) <= double.Epsilon && Math.Abs(cachea1RiskReward_v2[idx].UserAcctSize - userAcctSize) <= double.Epsilon && Math.Abs(cachea1RiskReward_v2[idx].UserDollarRisk - userDollarRisk) <= double.Epsilon && cachea1RiskReward_v2[idx].EqualsInput(input))
                    {
                        return(cachea1RiskReward_v2[idx]);
                    }
                }
            }

            lock (checka1RiskReward_v2)
            {
                checka1RiskReward_v2.FixedShares = fixedShares;
                fixedShares = checka1RiskReward_v2.FixedShares;
                checka1RiskReward_v2.LotsType = lotsType;
                lotsType = checka1RiskReward_v2.LotsType;
                checka1RiskReward_v2.UserAcctRisk = userAcctRisk;
                userAcctRisk = checka1RiskReward_v2.UserAcctRisk;
                checka1RiskReward_v2.UserAcctSize = userAcctSize;
                userAcctSize = checka1RiskReward_v2.UserAcctSize;
                checka1RiskReward_v2.UserDollarRisk = userDollarRisk;
                userDollarRisk = checka1RiskReward_v2.UserDollarRisk;

                if (cachea1RiskReward_v2 != null)
                {
                    for (int idx = 0; idx < cachea1RiskReward_v2.Length; idx++)
                    {
                        if (cachea1RiskReward_v2[idx].FixedShares == fixedShares && cachea1RiskReward_v2[idx].LotsType == lotsType && Math.Abs(cachea1RiskReward_v2[idx].UserAcctRisk - userAcctRisk) <= double.Epsilon && Math.Abs(cachea1RiskReward_v2[idx].UserAcctSize - userAcctSize) <= double.Epsilon && Math.Abs(cachea1RiskReward_v2[idx].UserDollarRisk - userDollarRisk) <= double.Epsilon && cachea1RiskReward_v2[idx].EqualsInput(input))
                        {
                            return(cachea1RiskReward_v2[idx]);
                        }
                    }
                }

                a1RiskReward_v2 indicator = new a1RiskReward_v2();
                indicator.BarsRequired        = BarsRequired;
                indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
                indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
                indicator.MaximumBarsLookBack         = MaximumBarsLookBack;
#endif
                indicator.Input          = input;
                indicator.FixedShares    = fixedShares;
                indicator.LotsType       = lotsType;
                indicator.UserAcctRisk   = userAcctRisk;
                indicator.UserAcctSize   = userAcctSize;
                indicator.UserDollarRisk = userDollarRisk;
                Indicators.Add(indicator);
                indicator.SetUp();

                a1RiskReward_v2[] tmp = new a1RiskReward_v2[cachea1RiskReward_v2 == null ? 1 : cachea1RiskReward_v2.Length + 1];
                if (cachea1RiskReward_v2 != null)
                {
                    cachea1RiskReward_v2.CopyTo(tmp, 0);
                }
                tmp[tmp.Length - 1]  = indicator;
                cachea1RiskReward_v2 = tmp;
                return(indicator);
            }
        }