Пример #1
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 protected override void Initialize()
 {
     macd        = Indicators.MacdCrossOver(MarketSeries.Close, 26, 12, 9);
     wma300      = Indicators.WeightedMovingAverage(MarketSeries.Close, 300);
     ema8        = Indicators.ExponentialMovingAverage(MarketSeries.Close, 8);
     arrowOffset = Symbol.PipSize * 20;
 }
Пример #2
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        protected override void OnStart()
        {
            ema = Indicators.ExponentialMovingAverage(MarketSeries.Close, period);

            Positions.Opened += PositionsOnOpened;
            Positions.Closed += PositionsOnClosed;
        }
Пример #3
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        protected override void Initialize()
        {
            try
            {
                // Initialize and create nested indicators
                Print("Initializing Zone PullBack indicator");

                Print("Running mode: {0}", RunningMode);
                Print("IsBackTesting: {0}", IsBacktesting);

                _fastMA            = Indicators.MovingAverage(Source, 21, MovingAverageType.Exponential);
                _mediumMA          = Indicators.MovingAverage(Source, 55, MovingAverageType.Exponential);
                _slowMA            = Indicators.MovingAverage(Source, 89, MovingAverageType.Simple);
                _latestSignalIndex = 0;
                _maRangeBuffer     = Symbol.PipSize * 4;
                var dailySeries = MarketData.GetBars(TimeFrame.Daily);

                if (LongTermTrendFilter)
                {
                    _dailyFastMA   = Indicators.ExponentialMovingAverage(dailySeries.ClosePrices, 21);
                    _dailyMediumMA = Indicators.ExponentialMovingAverage(dailySeries.ClosePrices, 55);
                }

                Print("Finished initializing");
            }
            catch (Exception ex)
            {
                Print("Failed initialization: {0}", ex);
                throw;
            }
        }
Пример #4
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        //******************************************

        protected override void Initialize()
        {
            //**************************************
            LR_Slope = Indicators.LinearRegressionSlope(MarketSeries.Close, 12);
            MA20     = Indicators.ExponentialMovingAverage(MarketSeries.Close, 20);
            MA50     = Indicators.ExponentialMovingAverage(MarketSeries.Close, 50);
            MA100    = Indicators.ExponentialMovingAverage(MarketSeries.Close, 100);

            LTF_Candle = MarketData.GetSeries(LTF);
            MTF_Candle = MarketData.GetSeries(MTF);
            STF_Candle = MarketData.GetSeries(STF);
            //**************************************

            ///////////////////////////////////////////////////////////

            // Initialize and create nested indicators

            MA = Indicators.MovingAverage(MarketSeries.Close, MA_Periods, MovingAverageType.Exponential);
            // Initalize RSI
            RSI = Indicators.RelativeStrengthIndex(MarketSeries.Close, RSI_Periods);

            // Initalize CCI
            CCI = Indicators.CommodityChannelIndex(MarketSeries, CCI_Periods);

            thecount = MarketSeries.Close.Count;
            Print("theCount = " + thecount);
        }
Пример #5
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 protected override void Initialize()
 {
     plusdi  = CreateDataSeries();
     minusdi = CreateDataSeries();
     plusma  = Indicators.ExponentialMovingAverage(plusdi, Period);
     minusma = Indicators.ExponentialMovingAverage(minusdi, Period);
 }
Пример #6
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 protected override void Initialize()
 {
     diff = CreateDataSeries();
     ema1 = Indicators.ExponentialMovingAverage(MarketSeries.Close, (int)(Period / 2));
     ema2 = Indicators.ExponentialMovingAverage(MarketSeries.Close, Period);
     ema3 = Indicators.ExponentialMovingAverage(diff, (int)(Math.Sqrt(Period)));
 }
Пример #7
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        ////////////TVI Params End //////////////////



        protected override void Initialize()
        {
            //////////////TVI Init Start //////////////
            UpTick        = CreateDataSeries();
            DnTick        = CreateDataSeries();
            TVI_Calculate = CreateDataSeries();

            EMA_UpTick = Indicators.ExponentialMovingAverage(UpTick, EMA);
            EMA_DnTick = Indicators.ExponentialMovingAverage(DnTick, EMA);

            DEMA_UpTick = Indicators.ExponentialMovingAverage(EMA_UpTick.Result, DEMA);
            DEMA_DnTick = Indicators.ExponentialMovingAverage(EMA_DnTick.Result, DEMA);

            TVI = Indicators.ExponentialMovingAverage(TVI_Calculate, TEMA);

            //////////////TVI init End ///////////////
            // Initialize and create nested indicators
            LongTF_Series  = MarketData.GetSeries(Ref_TF);
            MedTF_Series   = MarketData.GetSeries(Med_TF);
            SmallTF_Series = MarketData.GetSeries(Lil_TF);

            MA50         = Indicators.ExponentialMovingAverage(MarketSeries.Close, Ma_Periods);
            MA50_LongTF  = Indicators.ExponentialMovingAverage(LongTF_Series.Close, Ma_Periods);
            MA50_MedTF   = Indicators.ExponentialMovingAverage(MedTF_Series.Close, Ma_Periods);
            MA50_SmallTF = Indicators.ExponentialMovingAverage(SmallTF_Series.Close, Ma_Periods);
        }
Пример #8
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        protected override void Initialize()
        {
            iSeries1 = CreateDataSeries();
            iSeries4 = CreateDataSeries();

            _sma   = Indicators.SimpleMovingAverage(MarketSeries.Close, Len1);
            _sma2  = Indicators.SimpleMovingAverage(_sma.Result, Len1);
            _sma3  = Indicators.SimpleMovingAverage(_sma2.Result, Len1);
            _sma4  = Indicators.SimpleMovingAverage(_sma3.Result, Len1);
            _sma5  = Indicators.SimpleMovingAverage(_sma4.Result, Len1);
            _sma6  = Indicators.SimpleMovingAverage(_sma5.Result, Len1);
            _sma7  = Indicators.SimpleMovingAverage(_sma6.Result, Len1);
            _sma8  = Indicators.SimpleMovingAverage(_sma7.Result, Len1);
            _sma9  = Indicators.SimpleMovingAverage(_sma8.Result, Len1);
            _sma10 = Indicators.SimpleMovingAverage(_sma9.Result, Len1);

            _ema1 = Indicators.ExponentialMovingAverage(iSeries1, Len3);
            _ema2 = Indicators.ExponentialMovingAverage(_ema1.Result, Len3);

            _ema3 = Indicators.ExponentialMovingAverage(ST2, Len3);
            _ema4 = Indicators.ExponentialMovingAverage(_ema3.Result, Len3);

            _ema5 = Indicators.ExponentialMovingAverage(iSeries1, Len4);
            _ema6 = Indicators.ExponentialMovingAverage(_ema3.Result, Len4);
        }
Пример #9
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        private void InitializeIndicators(TimeFrame tf)
        {
            lmm50[tf]  = new Dictionary <string, ExponentialMovingAverage>();
            lmm200[tf] = new Dictionary <string, WeightedMovingAverage>();
            rmm200[tf] = new Dictionary <string, WeightedMovingAverage>();

            lmacd[tf] = new Dictionary <string, MacdCrossOver>();
            rmacd[tf] = new Dictionary <string, MacdCrossOver>();

            rseries[tf] = new Dictionary <string, MarketSeries>();
            lseries[tf] = new Dictionary <string, MarketSeries>();

            foreach (var sym in symbols)
            {
                Print("Initializing data for: {0}/{1}.", sym, tf);

                var reftf = GetReferenceTimeFrame(tf);
                var lmks  = MarketData.GetSeries(sym, tf);
                var rmks  = MarketData.GetSeries(sym, reftf);

                lmm50[tf][sym] = Indicators.ExponentialMovingAverage(lmks.Close, 50);

                lmm200[tf][sym] = Indicators.WeightedMovingAverage(lmks.Close, 200);
                rmm200[tf][sym] = Indicators.WeightedMovingAverage(rmks.Close, 200);

                lmacd[tf][sym] = Indicators.MacdCrossOver(lmks.Close, 26, 12, 9);
                rmacd[tf][sym] = Indicators.MacdCrossOver(rmks.Close, 26, 12, 9);

                lseries[tf][sym] = lmks;
                rseries[tf][sym] = rmks;
            }
        }
Пример #10
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        protected override void Initialize()
        {
            if (EnableATRInfo)
            {
                atr = Indicators.AverageTrueRange(14, MovingAverageType.Exponential);
            }

            if (EnableD1)
            {
                seriesD1 = MarketData.GetSeries(TimeFrame.Daily);
                macdD1   = Indicators.MacdCrossOver(seriesD1.Close, 26, 12, 9);
                mmD1     = Indicators.ExponentialMovingAverage(seriesD1.Close, 200);
            }

            if (EnableH4)
            {
                seriesH4 = MarketData.GetSeries(TimeFrame.Hour4);
                macdH4   = Indicators.MacdCrossOver(seriesH4.Close, 26, 12, 9);
                mmH4     = Indicators.ExponentialMovingAverage(seriesH4.Close, 200);
            }

            if (EnableH1)
            {
                seriesH1 = MarketData.GetSeries(TimeFrame.Hour);
                macdH1   = Indicators.MacdCrossOver(seriesH1.Close, 26, 12, 9);
                mmH1     = Indicators.ExponentialMovingAverage(seriesH1.Close, 200);
            }

            if (EnableM5)
            {
                seriesM5 = MarketData.GetSeries(TimeFrame.Minute5);
                macdM5   = Indicators.MacdCrossOver(seriesM5.Close, 26, 12, 9);
                mmM5     = Indicators.ExponentialMovingAverage(seriesM5.Close, 200);
            }
        }
Пример #11
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 protected override void Initialize()
 {
     Enum.TryParse(upColor, out UpColor);
     Enum.TryParse(dnColor, out DnColor);
     EMA = Indicators.ExponentialMovingAverage(MarketSeries.Close, Period);
     Mac = Indicators.MacdHistogram(LongCycle, ShrtCycle, Signal);
 }
Пример #12
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 protected override void OnStart()
 {
     macd         = Indicators.MacdHistogram(MarketSeries.Close, 26, 12, 9);
     ema          = Indicators.ExponentialMovingAverage(MarketSeries.Close, 20);
     moneyManager = MoneyManagerFactory.Create(Account, this, (MoneyManagerType)MoneyManagerType, OneDayMaxLoss, Lots, Risk);
     label        = Symbol.Code + "Five";
 }
Пример #13
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 protected override void OnStart()
 {
     i_EMA          = Indicators.ExponentialMovingAverage(MarketSeries.Close, (int)_EMA_Period);
     i_Last_EMA2    = Indicators.SimpleMovingAverage(MarketSeries.Close, 14);
     i_Current_EMA2 = Indicators.SimpleMovingAverage(MarketSeries.Close, 14);
     i_Current_EMA  = Indicators.SimpleMovingAverage(MarketSeries.Close, 14);
     i_Last_EMA     = Indicators.SimpleMovingAverage(MarketSeries.Close, 14);
 }
Пример #14
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    public override void Initialize()
    {
        //initialize this entry module
        emaslow = Indicators.ExponentialMovingAverage(slowperiod, Agent.Stream);
        emafast = Indicators.ExponentialMovingAverage(fastperiod, Agent.Stream);

        AddStream(SecurityType.Forex, "AUDJPY", BarInterval.Hour);
    }
Пример #15
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        protected override void OnStart()
        {
            state = new State(TFrame);

            lseries = new Dictionary <string, MarketSeries>();
            rseries = new Dictionary <string, MarketSeries>();

            lmm6   = new Dictionary <string, ExponentialMovingAverage>();
            lmm18  = new Dictionary <string, ExponentialMovingAverage>();
            lmm50  = new Dictionary <string, ExponentialMovingAverage>();
            lmm100 = new Dictionary <string, ExponentialMovingAverage>();
            rmm100 = new Dictionary <string, ExponentialMovingAverage>();

            lmm200 = new Dictionary <string, SimpleMovingAverage>();
            rmm200 = new Dictionary <string, SimpleMovingAverage>();

            lmacd = new Dictionary <string, MacdCrossOver>();
            rmacd = new Dictionary <string, MacdCrossOver>();

            spaths = new Dictionary <string, string>(3);
            spaths.Add("MACD", "C:\\Users\\Andrey\\Music\\Sounds\\sms-alert-1.wav");
            spaths.Add("ACC", "C:\\Users\\Andrey\\Music\\Sounds\\sms-alert-4.wav");
            spaths.Add("VCN", "C:\\Users\\Andrey\\Music\\Sounds\\sms-alert-3.wav");

            Print("Initializing screener local state.");

            foreach (var sym in symbols)
            {
                Print("Initializing data for: {0}/{1}.", sym, TFrame);

                var reftf = GetReferenceTimeframe(TFrame);
                var lmks  = MarketData.GetSeries(sym, TFrame);
                var rmks  = MarketData.GetSeries(sym, reftf);

                lmm6[sym]  = Indicators.ExponentialMovingAverage(lmks.Close, 6);
                lmm18[sym] = Indicators.ExponentialMovingAverage(lmks.Close, 18);

                lmm50[sym]  = Indicators.ExponentialMovingAverage(lmks.Close, 50);
                lmm100[sym] = Indicators.ExponentialMovingAverage(lmks.Close, 100);
                rmm100[sym] = Indicators.ExponentialMovingAverage(rmks.Close, 100);

                lmm200[sym] = Indicators.SimpleMovingAverage(lmks.Close, 200);
                rmm200[sym] = Indicators.SimpleMovingAverage(rmks.Close, 200);

                lmacd[sym] = Indicators.MacdCrossOver(lmks.Close, 26, 12, 9);
                rmacd[sym] = Indicators.MacdCrossOver(rmks.Close, 26, 12, 9);

                lseries[sym] = lmks;
                rseries[sym] = rmks;
            }

            Print("Initialization finished.");
            var output = state.Render();

            ChartObjects.RemoveObject("screener");
            ChartObjects.DrawText("screener", output, StaticPosition.TopLeft, Colors.Black);
        }
Пример #16
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        protected override void Initialize()
        {
            // Initialize and create nested indicators
            accDist = CreateDataSeries();
            ema3    = Indicators.ExponentialMovingAverage(accDist, 3);
            ema10   = Indicators.ExponentialMovingAverage(accDist, 10);

            marketSeriesDaily = MarketData.GetSeries(TimeFrame.Daily);
        }
Пример #17
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 protected override void OnStart()
 {
     i_MACD_main     = Indicators.MacdHistogram(MarketSeries.Close, (int)_Period_SlowEMA, (int)_Period_FastEMA, (int)_Period_MACD_SMA);
     i_MCAD_signal   = Indicators.MacdHistogram(MarketSeries.Close, (int)_Period_SlowEMA, (int)_Period_FastEMA, (int)_Period_MACD_SMA);
     i_MA_Close      = Indicators.SimpleMovingAverage(MarketSeries.Close, 1);
     i_Parabolic_SAR = Indicators.ParabolicSAR(_Step_PrbSAR, 0.1);
     i_MA_Open       = Indicators.SimpleMovingAverage(MarketSeries.Open, 1);
     i_EMAf          = Indicators.ExponentialMovingAverage(MarketSeries.Close, (int)_Period_FastEMA);
 }
Пример #18
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        protected override void OnStart()
        {
            cBotLabel = "ADXR " + Symbol.Code + " " + TimeFrame.ToString();
            _adx      = Indicators.GetIndicator <ADXR>(Source, interval);
            _emaFast  = Indicators.ExponentialMovingAverage(Price, FastPeriods);

            Positions.Opened += PositionsOnOpened;
            Positions.Closed += PositionsOnClosed;
        }
Пример #19
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 protected override void Initialize()
 {
     ema1 = Indicators.ExponentialMovingAverage(Source, Period);
     ema2 = Indicators.ExponentialMovingAverage(ema1.Result, Period);
     ema3 = Indicators.ExponentialMovingAverage(ema2.Result, Period);
     ema4 = Indicators.ExponentialMovingAverage(ema3.Result, Period);
     ema5 = Indicators.ExponentialMovingAverage(ema4.Result, Period);
     ema6 = Indicators.ExponentialMovingAverage(ema5.Result, Period);
 }
Пример #20
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        /// <summary>
        /// Viene generato all'avvio dell'indicatore, si inizializza l'indicatore
        /// </summary>
        protected override void Initialize()
        {
            // --> Stampo nei log la versione corrente
            Print("{0} : {1}", NAME, VERSION);

            _ma  = Indicators.MovingAverage(Source, MAPeriods, MaType);
            _rsi = Indicators.RelativeStrengthIndex(_ma.Result, RSIPeriods);
            _ema = Indicators.ExponentialMovingAverage(_rsi.Result, TPeriods);
        }
Пример #21
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        protected override void OnTick()
        {
            ExponentialMovingAverage EMA20 = Indicators.ExponentialMovingAverage(null, 20);

            EMA20.Calculate(0);
            int x = EMA20.Result;

            x = x;
        }
Пример #22
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 protected override void OnStart()
 {
     _macd      = Indicators.MacdHistogram(LongCycle, ShortCycle, Period);
     _emaFast   = Indicators.ExponentialMovingAverage(Price, FastPeriods);
     _adx       = Indicators.GetIndicator <ADXR>(Source, interval);
     _cci       = Indicators.GetIndicator <CCI>(CCI_period);
     _heiken    = Indicators.GetIndicator <HeikenAshi2>(1);
     _emasignal = Indicators.GetIndicator <ExponentialSignal>(EMAPeriod);
 }
Пример #23
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        protected override void Initialize()
        {
            series1 = MarketData.GetSeries(EMATimeframe1);
            series2 = MarketData.GetSeries(EMATimeframe2);
            series3 = MarketData.GetSeries(EMATimeframe3);

            Ema1 = Indicators.ExponentialMovingAverage(series1.Close, Periods);
            Ema2 = Indicators.ExponentialMovingAverage(series2.Close, Periods);
            Ema3 = Indicators.ExponentialMovingAverage(series3.Close, Periods);
        }
Пример #24
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        protected override void OnStart()
        {
            dc1 = Indicators.DonchianChannel(dcPeriod1);
            dc2 = Indicators.DonchianChannel(dcPeriod2);

            ema1 = Indicators.ExponentialMovingAverage(MarketSeries.Close, emaPeriod1);
            ema2 = Indicators.ExponentialMovingAverage(MarketSeries.Close, emaPeriod2);

            atr = Indicators.AverageTrueRange(atrPeriod, MovingAverageType.Exponential);
        }
Пример #25
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 protected override void OnStart()
 {
     _botName       = ToString();
     _instanceLabel = string.Format("{0}-{1}-{2}-{3}-{4}", _botName, _botVersion, Symbol.Code, TimeFrame.ToString(), GlobalTimeFrame.ToString());
     tendency       = Indicators.GetIndicator <CandlestickTendencyII>(GlobalTimeFrame, MinimumGlobalCandleSize);
     _macd          = Indicators.MacdHistogram(LongCycle, ShortCycle, Period);
     _emaFast       = Indicators.ExponentialMovingAverage(Price, FastPeriods);
     _adx           = Indicators.GetIndicator <ADXR>(Source, interval);
     _cci           = Indicators.GetIndicator <CCI>(CCI_period);
     _heiken        = Indicators.GetIndicator <HeikenAshi2>(1);
 }
        protected override void Initialize()
        {
            _dixPowerDigits = Math.Pow(10, Symbol.Digits);

            i_MACD_Histogram = Indicators.MacdHistogram(MarketSeries.Close, Period_SlowEMA, Period_FastEMA, Period_MACD_SMA);
            i_MCAD_signal    = Indicators.MacdHistogram(MarketSeries.Close, Period_SlowEMA, Period_FastEMA, Period_MACD_SMA);
            //	i_MA_Close = Indicators.SimpleMovingAverage(MarketSeries.Close, 1);
            i_Parabolic_SAR = Indicators.ParabolicSAR(Step_PrbSAR, 0.1);
            i_MA_Open       = Indicators.SimpleMovingAverage(MarketSeries.Open, 1);
            i_EMAf          = Indicators.ExponentialMovingAverage(MarketSeries.Close, Period_FastEMA);
        }
Пример #27
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        protected override void OnStart()
        {
            Positions.Closed += OnClosePosition;

            longAverage      = Indicators.ExponentialMovingAverage(MarketSeries.Close, LongPeriods);
            shortAverage     = Indicators.ExponentialMovingAverage(MarketSeries.Close, ShortPeriods);
            bollingerBands   = Indicators.BollingerBands(MarketSeries.Close, BollingerPeriods, 2, MovingAverageType.Exponential);
            tradeVolumeIndex = Indicators.TradeVolumeIndex(MarketSeries.Close);

            base.OnStart();
        }
Пример #28
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        protected override void Initialize()
        {
            CO_Series = CreateDataSeries();
            HL_Series = CreateDataSeries();

            EMA_CO   = Indicators.ExponentialMovingAverage(CO_Series, Interval_1);
            EMA_CO_S = Indicators.ExponentialMovingAverage(EMA_CO.Result, Interval_2);

            EMA_HL   = Indicators.ExponentialMovingAverage(HL_Series, Interval_1);
            EMA_HL_S = Indicators.ExponentialMovingAverage(EMA_HL.Result, Interval_2);
        }
Пример #29
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        protected override void OnStart()
        {
            bars = Source.Count;
            macd = Indicators.GetIndicator <ZeroLagMacd>(26, 12, 9);

            mm8   = Indicators.ExponentialMovingAverage(Source, 8);
            mm50  = Indicators.WeightedMovingAverage(Source, 50);
            mm150 = Indicators.WeightedMovingAverage(Source, 150);
            mm300 = Indicators.WeightedMovingAverage(Source, 300);

            Positions.Closed += PositionsOnClosed;
        }
Пример #30
0
        /// <summary>
        /// Viene generato all'avvio dell'indicatore, si inizializza l'indicatore
        /// </summary>
        protected override void Initialize()
        {
            // --> Stampo nei log la versione corrente
            Print("{0} : {1}", NAME, VERSION);

            // --> Se viene settato l'ID effettua un controllo per verificare eventuali aggiornamenti
            _checkProductUpdate();

            _ma  = Indicators.MovingAverage(Source, MAPeriods, MaType);
            _rsi = Indicators.RelativeStrengthIndex(_ma.Result, RSIPeriods);
            _ema = Indicators.ExponentialMovingAverage(_rsi.Result, TPeriods);
        }