Пример #1
0
        private bool BearValidStdDevSeq()
        {
            if (lastThreeBearStdPoints != null && lastThreeBearStdPoints.Count == 3)
            {
                Print("In BearBalidStdSeq Loop");
                if (Close[0] < ParabolicSAR(0.02, 0.2, 0.02)[0] && //StdDev(ParabolicSAR(0.02, 0.2, 0.02), 14)[0] > 0.0005 &&
                    Close[1] > ParabolicSAR(0.02, 0.2, 0.02)[1] && Close[2] > ParabolicSAR(0.02, 0.2, 0.02)[2]

                    &&

                    lastThreeBearStdPoints[2].StdValue > lastThreeBearStdPoints[1].StdValue &&
                    lastThreeBearStdPoints[1].StdValue > lastThreeBearStdPoints[0].StdValue &&

                    lastThreeBearStdPoints[2].CurBar - lastThreeBearStdPoints[0].CurBar > 50
                    //&& Close[0] < EMA(100)[0]
                    )
                {
                    foreach (KeyValuePair <int, ParaSARStdPoints> key in lastThreeBearStdPoints)
                    {
                        ParaSARStdPoints result = key.Value;
                        Print("Printing the foreach loop");
                        Print(result.ToString());
                    }
                    lastThreeBearStdPoints.Clear();
                    Idx = 0;
                    Print("Clearing inner lopp Dict");
                    return(true);
                }
                lastThreeBearStdPoints.Clear();
                Idx = 0;
                Print("Clearing Outerloop Dict");
                return(false);
            }
            return(false);
        }
Пример #2
0
        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            if (Close[0] < ParabolicSAR(0.02, 0.2, 0.02)[0] && Close[1] > ParabolicSAR(0.02, 0.2, 0.02)[1])
            {
                ParaSARStdPoints sig = new ParaSARStdPoints(Bars.BarsSinceSession, StdDev(ParabolicSAR(0.02, 0.2, 0.02), 14)[0]);
                lastThreeBearStdPoints.Add(Idx, sig);
                Idx++;
                Print(Idx);
            }

            if (BearValidStdDevSeq())
            {
                BackColor  = Color.Yellow;
                scalpEntry = EnterShort(scalpQty, scalpEntryName);
                swingEntry = EnterShort(swingQty, swingEntryName);
            }
            if (BullValidStdDevSeq())
            {
                //BackColor = Color.Aqua;
            }
        }