/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar <= BarsRequired)
{
return;
}
_macd = MACD_ZeroLag_Colors(1, MACDFast, MACDSlow, MACDSmooth, 0);
_rsi = RSI(RSIPeriod, RSISmooth);
// P(_macd.MacdUp + " " + _macd.MacdDn);
if (IsFlat)
{
LookForEntry();
}
else
{
LookForStop();
LookForExit();
}
if (!IsFlat)
{
ManageTradeByTrailingATR();
PositionPrice.Set(_positionPrice);
StopLoss.Set(_lossLevel);
}
}
protected void LookForEntry()
{
if (_macd.MacdUp[0] == 0 && Rising(_rsi) && Rising(_macd.Avg))
{
_tradeState = TradeState.InitialStop;
_lossLevel = Low[0] - TickSize * _mmInitialSL;
_positionPrice = Close[0];
PositionPrice.Set(_positionPrice);
StopLoss.Set(_lossLevel);
SetSignal(1, "going long");
return;
}
if (_macd.MacdDn[0] == 0 && Falling(_rsi) && Falling(_macd.Avg))
{
_tradeState = TradeState.InitialStop;
_lossLevel = High[0] + TickSize * _mmInitialSL;
_positionPrice = Close[0];
PositionPrice.Set(_positionPrice);
StopLoss.Set(_lossLevel);
SetSignal(-1, "going short");
return;
}
}
