protected override void Create()
{
m_LowestFC = new LowestFC(this);
m_ChTrLX =
OrderCreator.Stop(new SOrderParameters(Contracts.Default, "ChTrLX", EOrderAction.Sell,
OrderExit.FromAll));
}
protected override void Create(){
m_AverageFC = new AverageFC(this);
m_UpperBand = new VariableSeries<Double>(this);
m_bSetupLE = new VariableObject<bool>(this);
m_CrossingHigh = new VariableObject<double>(this);
m_KltChLE = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "KltChLE", EOrderAction.Buy));
}
protected override void Create()
{
m_HighestFC = new HighestFC(this);
m_ChTrSX =
OrderCreator.Stop(new SOrderParameters(Contracts.Default, "ChTrSX", EOrderAction.BuyToCover,
OrderExit.FromAll));
}
protected override void StartCalc()
{
m_ExitOrder = null;
if (SellOrCover && StopOrLimit)
{
m_ExitOrder = m_SellStop;
}
else
{
if (SellOrCover && !StopOrLimit)
{
m_ExitOrder = m_SellLimit;
}
else
{
if (!SellOrCover && StopOrLimit)
{
m_ExitOrder = m_CoverStop;
}
else
{
if (!SellOrCover && !StopOrLimit)
{
m_ExitOrder = m_CoverLimit;
}
}
}
}
if (m_ExitOrder == null)
throw new ApplicationException("Invalid Parameter");
}
protected override void Create(){
m_AverageFC = new AverageFC(this);
m_LowerBand = new VariableSeries<Double>(this);
m_KltChSE = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "KltChSE", EOrderAction.SellShort));
m_bSetupSE = new VariableObject<bool>(this);
m_CrossingLow = new VariableObject<double>(this);
}
protected override void Create(){
m_StopBuy = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "Buy", EOrderAction.Buy));
m_LimitBuy = OrderCreator.Limit(new SOrderParameters(Contracts.Default, "Buy#1", EOrderAction.Buy));
m_StopShort = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "Short", EOrderAction.SellShort));
m_LimitShort =
OrderCreator.Limit(new SOrderParameters(Contracts.Default, "Short#1", EOrderAction.SellShort));
}
protected override void StartCalc()
{
m_ExitOrder = null;
if (SellOrCover && StopOrLimit)
{
m_ExitOrder = m_SellStop;
}
else
{
if (SellOrCover && !StopOrLimit)
{
m_ExitOrder = m_SellLimit;
}
else
{
if (!SellOrCover && StopOrLimit)
{
m_ExitOrder = m_CoverStop;
}
else
{
if (!SellOrCover && !StopOrLimit)
{
m_ExitOrder = m_CoverLimit;
}
}
}
}
if (m_ExitOrder == null)
{
throw new ApplicationException("Invalid Parameter");
}
}
protected override void Create()
{
m_SwingHigh = new SwingHigh(this);
m_PivRevLE = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "PivRevLE", EOrderAction.Buy));
m_Setup = new VariableObject <bool>(this);
m_PivotHigh = new VariableObject <double>(this);
}
protected override void Create()
{
m_AverageFC = new AverageFC(this);
m_UpperBand = new VariableSeries <Double>(this);
m_bSetupLE = new VariableObject <bool>(this);
m_CrossingHigh = new VariableObject <double>(this);
m_KltChLE = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "KltChLE", EOrderAction.Buy));
}
protected override void Create()
{
m_SwingLow = new SwingLow(this);
m_Setup = new VariableObject <bool>(this);
m_PivotLow = new VariableObject <double>(this);
m_PivRevSE =
OrderCreator.Stop(new SOrderParameters(Contracts.Default, "PivRevSE", EOrderAction.SellShort));
}
protected override void Create(){
m_ParabolicSAR = new ParabolicSAR(this);
m_oparcl = new VariableObject<Double>(this);
m_oparop = new VariableObject<Double>(this);
m_oposition = new VariableObject<int>(this);
m_otransition = new VariableObject<int>(this);
m_ParSE = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "ParSE", EOrderAction.SellShort));
}
protected override void Create()
{
m_StopBuy = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "Buy", EOrderAction.Buy));
m_LimitBuy = OrderCreator.Limit(new SOrderParameters(Contracts.Default, "Buy#1", EOrderAction.Buy));
m_StopShort = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "Short", EOrderAction.SellShort));
m_LimitShort =
OrderCreator.Limit(new SOrderParameters(Contracts.Default, "Short#1", EOrderAction.SellShort));
}
protected override void Create()
{
m_AverageFC = new AverageFC(this);
m_LowerBand = new VariableSeries <Double>(this);
m_KltChSE = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "KltChSE", EOrderAction.SellShort));
m_bSetupSE = new VariableObject <bool>(this);
m_CrossingLow = new VariableObject <double>(this);
}
protected override void Create(){
m_MP = new VariableSeries<int>(this);
m_TradeHH = new VariableSeries<Double>(this);
m_ParTrSX =
OrderCreator.Stop(new SOrderParameters(Contracts.Default, "ParTrSX", EOrderAction.BuyToCover,
OrderExit.FromAll));
m_StopPrice = new VariableObject<double>(this);
m_AF = new VariableObject<double>(this);
}
protected override void Create()
{
m_ParabolicSAR = new ParabolicSAR(this);
m_oparcl = new VariableObject <Double>(this);
m_oparop = new VariableObject <Double>(this);
m_oposition = new VariableObject <int>(this);
m_otransition = new VariableObject <int>(this);
m_ParSE = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "ParSE", EOrderAction.SellShort));
}
protected override void Create(){
m_mp = new VariableSeries<int>(this);
m_PosLow = new VariableObject<Double>(this);
m_AtrSX =
OrderCreator.Stop(new SOrderParameters(Contracts.Default, "AtrSX", EOrderAction.BuyToCover,
OrderExit.FromAll));
m_AtrSX_eb =
OrderCreator.Stop(new SOrderParameters(Contracts.Default, "AtrSX-eb", EOrderAction.BuyToCover,
OrderExit.FromAll));
}
protected override void Create(){
m_mp = new VariableSeries<int>(this);
m_ATTSX_Tgt =
OrderCreator.Limit(new SOrderParameters(Contracts.Default, "ATTSX-Tgt", EOrderAction.BuyToCover,
OrderExit.FromAll));
m_ATTSX_Trl =
OrderCreator.Stop(new SOrderParameters(Contracts.Default, "ATTSX-Trl", EOrderAction.BuyToCover,
OrderExit.FromAll));
m_TargetPrice = new VariableObject<double>(this);
}
protected override void Create()
{
m_MP = new VariableSeries <int>(this);
m_TradeHH = new VariableSeries <Double>(this);
m_ParTrLX =
OrderCreator.Stop(new SOrderParameters(Contracts.Default, "ParTrLX", EOrderAction.Sell,
OrderExit.FromAll));
m_StopPrice = new VariableObject <double>(this);
m_AF = new VariableObject <double>(this);
}
protected override void Create()
{
m_mp = new VariableSeries <int>(this);
m_ATTSX_Tgt =
OrderCreator.Limit(new SOrderParameters(Contracts.Default, "ATTSX-Tgt", EOrderAction.BuyToCover,
OrderExit.FromAll));
m_ATTSX_Trl =
OrderCreator.Stop(new SOrderParameters(Contracts.Default, "ATTSX-Trl", EOrderAction.BuyToCover,
OrderExit.FromAll));
m_TargetPrice = new VariableObject <double>(this);
}
protected override void Create()
{
m_mp = new VariableSeries <int>(this);
m_PosLow = new VariableObject <Double>(this);
m_AtrSX =
OrderCreator.Stop(new SOrderParameters(Contracts.Default, "AtrSX", EOrderAction.BuyToCover,
OrderExit.FromAll));
m_AtrSX_eb =
OrderCreator.Stop(new SOrderParameters(Contracts.Default, "AtrSX-eb", EOrderAction.BuyToCover,
OrderExit.FromAll));
}
protected override void Create()
{
// create variable objects, function objects, order objects etc.
buy_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Buy));
stop_loss = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "SL", EOrderAction.Sell));
take_profit = OrderCreator.Limit(new SOrderParameters(Contracts.Default, "TP", EOrderAction.Sell));
quotesBuffer = new Queue <Quote>();
strategyParams = new StrategyParams();
}
protected override void Create(){
m_SellStop =
OrderCreator.Stop(new SOrderParameters(Contracts.Default, "Sell", EOrderAction.Sell,
OrderExit.FromAll));
m_SellLimit =
OrderCreator.Limit(new SOrderParameters(Contracts.Default, "Sell#1", EOrderAction.Sell,
OrderExit.FromAll));
m_CoverStop =
OrderCreator.Stop(new SOrderParameters(Contracts.Default, "Cover", EOrderAction.BuyToCover,
OrderExit.FromAll));
m_CoverLimit =
OrderCreator.Limit(new SOrderParameters(Contracts.Default, "Cover#1", EOrderAction.BuyToCover,
OrderExit.FromAll));
}
protected override void Create()
{
m_SellStop =
OrderCreator.Stop(new SOrderParameters(Contracts.Default, "Sell", EOrderAction.Sell,
OrderExit.FromAll));
m_SellLimit =
OrderCreator.Limit(new SOrderParameters(Contracts.Default, "Sell#1", EOrderAction.Sell,
OrderExit.FromAll));
m_CoverStop =
OrderCreator.Stop(new SOrderParameters(Contracts.Default, "Cover", EOrderAction.BuyToCover,
OrderExit.FromAll));
m_CoverLimit =
OrderCreator.Limit(new SOrderParameters(Contracts.Default, "Cover#1", EOrderAction.BuyToCover,
OrderExit.FromAll));
}
protected override void Create()
{
// create variable objects, function objects, order objects etc.
DailyDema = new Dema(this, 1);
WeeklyDema = new Dema(this, 2);
FE = OrderCreator.Stop(new SOrderParameters(Contracts.UserSpecified, "FE", EOrderAction.Buy));
SL1 = OrderCreator.Stop(new SOrderParameters(Contracts.UserSpecified, "SL1", EOrderAction.Sell, OrderExit.FromEntry(FE)));
TralingSL1 = OrderCreator.Stop(new SOrderParameters(Contracts.UserSpecified, "Trail1", EOrderAction.Sell, OrderExit.FromEntry(FE)));
StrategyPositionStates = new Dictionary <EMarketPositionSide, Action <double, double> >()
{
{ EMarketPositionSide.Flat, this.EMarketPositionSideFlat },
{ EMarketPositionSide.Long, this.EMarketPositionSideLong },
{ EMarketPositionSide.Short, this.EMarketPositionSideShort }
};
}
protected override void Create(){
m_mom = new VariableSeries<Double>(this);
m_MomLE = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "MomLE", EOrderAction.Buy));
}
protected override void Create()
{
m_mom = new VariableSeries <Double>(this);
m_MomLE = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "MomLE", EOrderAction.Buy));
}
protected override void Create()
{
m_HigherBand = new VariableSeries <Double>(this);
m_BBandSE =
OrderCreator.Stop(new SOrderParameters(Contracts.Default, "BBandSE", EOrderAction.SellShort));
}
protected override void Create(){
m_PctStopLX_eb =
OrderCreator.Stop(new SOrderParameters(Contracts.Default, "PctStopLX-eb", EOrderAction.Sell,
OrderExit.FromAll));
}
protected override void Create()
{
m_HighestFC = new HighestFC(this);
m_PChLE = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "PChLE", EOrderAction.Buy));
}
protected override void Create()
{
m_EbDlrLX =
OrderCreator.Stop(new SOrderParameters(Contracts.Default, "EbDlrLX", EOrderAction.Sell,
OrderExit.FromAll));
}
protected override void Create()
{
m_LowestFC = new LowestFC(this);
m_ChBrkSE =
OrderCreator.Stop(new SOrderParameters(Contracts.Default, "ChBrkSE", EOrderAction.SellShort));
}
protected override void Create()
{
m_EbAtrSX =
OrderCreator.Stop(new SOrderParameters(Contracts.Default, "EbAtrSX", EOrderAction.BuyToCover,
OrderExit.FromAll));
}
protected override void Create(){
m_ShortOrder = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "Short", EOrderAction.SellShort));
}
protected override void Create(){
m_BuyOrder = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "Buy", EOrderAction.Buy));
}
protected override void Create(){
m_HighestFC = new HighestFC(this);
m_ChTrSX =
OrderCreator.Stop(new SOrderParameters(Contracts.Default, "ChTrSX", EOrderAction.BuyToCover,
OrderExit.FromAll));
}
protected override void Create()
{
m_PctStopSX_eb =
OrderCreator.Stop(new SOrderParameters(Contracts.Default, "PctStopSX-eb", EOrderAction.BuyToCover,
OrderExit.FromAll));
}
protected override void Create()
{
m_ShortOrder = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "Short", EOrderAction.SellShort));
}
protected override void Create()
{
m_VltClsLE = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "VltClsLE", EOrderAction.Buy));
}
protected override void Create(){
m_EbAtrSX =
OrderCreator.Stop(new SOrderParameters(Contracts.Default, "EbAtrSX", EOrderAction.BuyToCover,
OrderExit.FromAll));
}
protected override void Create()
{
m_AverageFC = new AverageFC(this);
m_VltOpenSE = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "VltOpnSE", EOrderAction.SellShort));
}
protected override void Create(){
m_VltClsLX =
OrderCreator.Stop(new SOrderParameters(Contracts.Default, "VltClsLX", EOrderAction.Sell,
OrderExit.FromAll));
}
protected override void Create(){
m_AverageFC = new AverageFC(this);
m_VltOpenSE = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "VltOpnSE", EOrderAction.SellShort));
}
protected override void Create(){
m_LowestFC = new LowestFC(this);
m_PChSE = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "PChSE", EOrderAction.SellShort));
}
protected override void Create(){
m_LowestFC = new LowestFC(this);
m_ChTrLX =
OrderCreator.Stop(new SOrderParameters(Contracts.Default, "ChTrLX", EOrderAction.Sell,
OrderExit.FromAll));
}
protected override void Create(){
m_HighestFC = new HighestFC(this);
m_ChBrkLE = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "ChBrkLE", EOrderAction.Buy));
}
protected override void Create(){
m_SwingHigh = new SwingHigh(this);
m_PivRevLE = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "PivRevLE", EOrderAction.Buy));
m_Setup = new VariableObject<bool>(this);
m_PivotHigh = new VariableObject<double>(this);
}
