protected void SearchForRemoveSellPending()
{
foreach (Guid pos in listOfSellStop)
{
IPosition position = Trade.GetPosition(pos);
TradeResult tR = null;
int attempts = 0;
if (position != null)
{
if ((int)position.Type == (int)ExecutionRule.SellStop)
{
do
{
attempts++;
tR = Trade.CancelPendingPosition(position.Id);
}while((tR == null? true: !tR.IsSuccessful) && (attempts < 25));
if (tR == null? true: !tR.IsSuccessful)
{
XXPrint("Can't remove SellStop {0} after {1} attempts...",
pos, attempts);
}
else
{
listOfSellStop.Remove(pos);
XXPrint("{0} SellStop removed...",
pos);
}
}
else
{
listOfSellStop.Remove(pos);
XXPrint("{0} SellStop opened...",
pos);
}
}
else
{
XXPrint("SellStop position {0} from list not defined... ",
pos);
}
}
}
protected override void NewBar()
{
if (Bars[Bars.Range.To - 1].Time.Hour.ToString() == "6")
{
Time_Start = true; BarH = Bars[Bars.Range.To].Open;
Print("Bars-{0} Open Time-{1}", Bars[Bars.Range.To].Time, BarH = Bars[Bars.Range.To].Open);
}
if (Bars[Bars.Range.To - 1].Time.Hour.ToString() == "13")
{
Time_Start = false;
Print("Bars-{0} Close Time-{1}", Bars[Bars.Range.To].Time, Bars[Bars.Range.To - 1].Time);
}
//if (D.ToString()=="06:00:00") { Time_Start=true; Blue(); }
//if (DTime.TimeOfDay.ToString()=="12:00:00") { Time_Start=false; Blue(); }
// Event occurs on every new bar
if (Time_Start)
{
if (Bars[Bars.Range.To - 1].High <Bars[Bars.Range.To - 2].High && Bars[Bars.Range.To - 1].Low> Bars[Bars.Range.To - 2].Low)
{
cTP = Bars[Bars.Range.To - 1].High - Bars[Bars.Range.To - 1].Low;
if (Bars[Bars.Range.To - 1].Close > BarH)
{
var result = Trade.BuyStop(Instrument.Id, 0.1, (Bars[Bars.Range.To - 1].High + 0.0002), Stops.InPrice(Bars[Bars.Range.To - 1].Low + 0.0002, Bars[Bars.Range.To - 1].High + cTP));
_positionGuidA = result.Position.Id;
}
if (Bars[Bars.Range.To - 1].Close < BarH)
{
var result2 = Trade.SellStop(Instrument.Id, 0.1, (Bars[Bars.Range.To - 1].Low - 0.0002), Stops.InPrice(Bars[Bars.Range.To - 1].High + 0.0002, Bars[Bars.Range.To - 1].Low - cTP));
_positionGuidA = result2.Position.Id;
}
}
}
if (!Time_Start)
{
Trade.CancelPendingPosition(_positionGuidA);
}
}
//===============================================================================================================================
protected override void NewBar()
{
//_wprInd.ReInit();
/*Print("1-{0} 2-{1} 3-{2} ",
* _wprInd.MainIndicatorSeries[Bars.Range.To-1],
* _wprInd.MainIndicatorSeries[Bars.Range.To-2],
* _wprInd.MainIndicatorSeries[Bars.Range.To-3]); */
//=== КОРЕКЦИЯ ===========================================================================================================
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Closed)
{
posGuidBuy = Guid.Empty;
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Closed)
{
posGuidSell = Guid.Empty;
}
//======================================================================================================================================
if (_wprInd.MainIndicatorSeries[Bars.Range.To - 2] > 0)
{
zz3 = zz2; zz2 = zz1; zz1 = _wprInd.MainIndicatorSeries[Bars.Range.To - 2];
zzi3 = zzi2; zzi2 = zzi1; zzi1 = Bars.Range.To - 2;
Print("ZZ {0} 1={1} 2={2} 3={3} ", Bars[zzi1].Time, zz1, zz2, zz3);
if (zz3 < zz2 && zz2 > zz1)
{ // ВВЕРХУ
zzd4 = zzd3; zzd3 = zzd2; zzd2 = zzd1; zzd1 = zzi2;
zzu4 = zzu3; zzu3 = zzu2; zzu2 = zzu1; zzu1 = zz2;
Print("ВВЕРХ {0} 1={1} 2={2} 3={3} 4={4}", Bars[zzd1].Time, zzu1, zzu2, zzu3, zzu4);
if (zzu1 > zzu2 && zzu3 > zzu2 && zzu1 > zzu3 && zzu2 > zzu4 && zzu3 > zzu4) // ВВЕРХУ
{
var vr = Tools.Create <VerticalLine>(); vr.Color = Color.Red; vr.Time = Bars[zzd1].Time;
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Active)
{
nd++; if (nd > 2)
{
var result2 = Trade.UpdateMarketPosition(posGuidSell, zzu1, null, null);
if (result2.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
}
if (posGuidSell == Guid.Empty)
{
nd = 0;
var result1 = Trade.OpenPendingPosition(Instrument.Id, ExecutionRule.SellLimit, 0.1, zzu1 + Instrument.Spread - 0.0002, 0, Stops.InPips(200, 100), null, null, null);
if (result1.IsSuccessful)
{
posGuidSell = result1.Position.Id; zzts2 = zzu2;
}
}
}
}
if (zz3 > zz2 && zz2 < zz1)
{ // ВНИЗУ
zzd4 = zzd3; zzd3 = zzd2; zzd2 = zzd1; zzd1 = zzi2;
zzu4 = zzu3; zzu3 = zzu2; zzu2 = zzu1; zzu1 = zz2;
Print("НИЗ {0} 1={1} 2={2} 3={3} 4={4}", Bars[zzd1].Time, zzu1, zzu2, zzu3, zzu4);
if (zzu4 > zzu2 && zzu3 > zzu1 && zzu2 > zzu3 && zzu4 > zzu3) // ВНИЗУ
{
var vr = Tools.Create <VerticalLine>(); vr.Color = Color.Blue; vr.Time = Bars[zzd1].Time;
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Active)
{
nu++; if (nu > 2)
{
var result2 = Trade.UpdateMarketPosition(posGuidBuy, zzu1, null, null);
if (result2.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
}
if (posGuidBuy == Guid.Empty)
{
nu = 0;
var result = Trade.OpenPendingPosition(Instrument.Id, ExecutionRule.BuyLimit, 0.1, zzu1 - Instrument.Spread + 0.0002, 0, Stops.InPips(200, 100), null, null, null);
if (result.IsSuccessful)
{
posGuidBuy = result.Position.Id; zztb2 = zzu2;
}
}
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Pending && Bars[Bars.Range.To - 1].Low < zzts2)
{
var res = Trade.CancelPendingPosition(posGuidSell);
if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Pending && Bars[Bars.Range.To - 1].High > zztb2)
{
var res = Trade.CancelPendingPosition(posGuidBuy);
if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
}
}
//===============================================================================================================================
protected override void NewBar()
{
_wprInd.ReInit();
_ftoInd.ReInit();
ci = Bars.Range.To - 1;
//=== КОРЕКЦИЯ ===========================================================================================================
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Closed)
{
posGuidBuy = Guid.Empty;
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Closed)
{
posGuidSell = Guid.Empty;
}
//=== Закрытие всех ордеров если пятница 16:00 (19:00 Kiev) ===========================================================================
if (Bars[Bars.Range.To - 1].Time.DayOfWeek == DayOfWeek.Friday && Bars[Bars.Range.To - 1].Time.Hour == 16)
{
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Active)
{
var res = Trade.CloseMarketPosition(posGuidBuy); if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Active)
{
var res = Trade.CloseMarketPosition(posGuidSell); if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidBuy); if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidSell); if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
}
//========== Значение счетчика прохода фишера через 0 FU - вверх FD - вниз
if (_ftoInd.FisherSeries[Bars.Range.To - 2] < 0 && _ftoInd.FisherSeries[Bars.Range.To - 1] > 0)
{
isFU = true;
}
else
{
isFU = false;
}
if (_ftoInd.FisherSeries[Bars.Range.To - 2] > 0 && _ftoInd.FisherSeries[Bars.Range.To - 1] < 0)
{
isFD = true;
}
else
{
isFD = false;
}
/*
* //======== isFM2U isFM2D - красная линия пересекла линию фишера
* // Sell stop <0
* if ( _ftoInd.FisherSeries[Bars.Range.To-2]<_ftoInd.Ma2Series[Bars.Range.To-2] &&
* _ftoInd.FisherSeries[Bars.Range.To-1]>_ftoInd.Ma2Series[Bars.Range.To-1]) isFU=true; else isFU=false;
* // Buy stop >0
* if ( _ftoInd.FisherSeries[Bars.Range.To-2]>_ftoInd.Ma2Series[Bars.Range.To-2] &&
* _ftoInd.FisherSeries[Bars.Range.To-1]<_ftoInd.Ma2Series[Bars.Range.To-1]) isFD=true; else isFD=false;
*/
//========== Если фишер пересек линию - закрыть все ордера =================================================================================
if (isFD)
{
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Active)
{
var res1 = Trade.CloseMarketPosition(posGuidBuy); if (res1.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Pending)
{
var res2 = Trade.CancelPendingPosition(posGuidBuy); if (res2.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
}
if (isFU)
{
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Active)
{
var res3 = Trade.CloseMarketPosition(posGuidSell); if (res3.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Pending)
{
var res4 = Trade.CancelPendingPosition(posGuidSell); if (res4.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
}
//========== Если появился пик зигзага ================================================================================================
if (_wprInd.MainIndicatorSeries[Bars.Range.To - 1] > 0)
{ // Значения 3 значений - для определения направления
zz3 = zz2; zz2 = zz1; zz1 = _wprInd.MainIndicatorSeries[Bars.Range.To - 1];
zzi3 = zzi2; zzi2 = zzi1; zzi1 = Bars.Range.To - 1;
//======================= ПИК - ВЕШИНА ВВЕРХУ
if (zz2 < zz3 && zz2 < zz1)
{ // Берем 4 вершины - zzd-индекс zzu-значение
//var vr=Tools.Create<VerticalLine>(); vr.Color=Color.Red; vr.Time=Bars[zzi2].Time;
zzd5 = zzd4; zzd4 = zzd3; zzd3 = zzd2; zzd2 = zzd1; zzd1 = zzi2;
zzu5 = zzu4; zzu4 = zzu3; zzu3 = zzu2; zzu2 = zzu1; zzu1 = zz2;
// Print("ВВЕРХ {0} 1={1} 2={2} 3={3} 4={4}",Bars[zzd1].Time,zzu1,zzu2,zzu3,zzu4);
//===== ВВЕРХ 2 импульса - на втором ^^ отложка лимит
//if(zzu1>zzu2 && zzu3>zzu2 && zzu1>zzu3 && zzu2>zzu4 && zzu3>zzu4)
if (zzu1 > zzu3 && zzu2 > zzu4 && zzu3 > zzu5)
{
var vr = Tools.Create <VerticalLine>(); vr.Color = Color.Red; vr.Time = Bars[zzd2].Time;
if (posGuidSell == Guid.Empty)
{
sl1 = (int)(Math.Round(Math.Abs(zzu3 - zzu2), 5) * 100000) - (int)(Math.Round(Math.Abs(zzu1 - Bars[ci].Close), 5) * 100000);
//sl1=(int)(Math.Round(Math.Abs(zzu1-Bars[ci].Close),5)*100000);
var result1 = Trade.OpenPendingPosition(Instrument.Id,
ExecutionRule.SellLimit, 0.1,
zzu2 - Instrument.Spread - 0.0002, 0,
Stops.InPips(sl1, 50), null, null, null);
// var result1 = Trade.OpenPendingPosition(Instrument.Id, ExecutionRule.SellLimit, 0.1, zzu1+Instrument.Spread-0.0002, 0, Stops.InPips(200,null), null, null, null);
if (result1.IsSuccessful)
{
posGuidSell = result1.Position.Id; zzts2 = zzu3;
}
}
}
}
//====================== ПИК - ВЕРШИНА ВВЕРХУ
if (zz2 > zz3 && zz2 > zz1)
{ // Берем 4 вершины - zzd-индекс zzu-значение
//var vr=Tools.Create<VerticalLine>(); vr.Color=Color.Blue; vr.Time=Bars[zzi2].Time;
zzd5 = zzd4; zzd4 = zzd3; zzd3 = zzd2; zzd2 = zzd1; zzd1 = zzi2;
zzu5 = zzu4; zzu4 = zzu3; zzu3 = zzu2; zzu2 = zzu1; zzu1 = zz2;
// Print("НИЗ {0} 1={1} 2={2} 3={3} 4={4}",Bars[zzd1].Time,zzu1,zzu2,zzu3,zzu4);
//===== ВНИЗ 2 импульса - на втором ^^ отложка лимит
// if(zzu4>zzu2 && zzu3>zzu1 && zzu2>zzu3 && zzu4>zzu3)
if (zzu4 > zzu2 && zzu5 > zzu3 && zzu3 > zzu1)
{
var vr = Tools.Create <VerticalLine>(); vr.Color = Color.Blue; vr.Time = Bars[zzd2].Time;
if (posGuidBuy == Guid.Empty)
{
sl1 = (int)(Math.Round(Math.Abs(zzu3 - zzu2), 5) * 100000);
sl1 = (int)(Math.Round(Math.Abs(zzu3 - zzu2), 5) * 100000) - (int)(Math.Round(Math.Abs(zzu1 - Bars[ci].Close), 5) * 100000);
var result = Trade.OpenPendingPosition(Instrument.Id,
ExecutionRule.BuyLimit, 0.1,
zzu2 + Instrument.Spread + 0.0002, 0,
Stops.InPips(sl1, 100), null, null, null);
if (result.IsSuccessful)
{
posGuidBuy = result.Position.Id; zztb2 = zzu3;
}
}
}
}
//========= Если стоит лимитка Sell/Buy и цена пересекла низ/верх 2 пика - закрыть лимитку
if (posGuidSell != Guid.Empty &&
Trade.GetPosition(posGuidSell).State == PositionState.Pending &&
Bars[Bars.Range.To - 1].Low < zzts2)
{
var res = Trade.CancelPendingPosition(posGuidSell);
if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
if (posGuidBuy != Guid.Empty &&
Trade.GetPosition(posGuidBuy).State == PositionState.Pending &&
Bars[Bars.Range.To - 1].High > zztb2)
{
var res = Trade.CancelPendingPosition(posGuidBuy);
if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
}
}
//===============================================================================================================================
protected override void NewBar()
{
_ichInd.ReInit();
tank1 = _ichInd.TankanSenSeries[Bars.Range.To - 1];
senA1 = _ichInd.SenkouSpanASeries[Bars.Range.To - 1];
senB1 = _ichInd.SenkouSpanBSeries[Bars.Range.To - 1];
kij1 = _ichInd.KijunSenSeries[Bars.Range.To - 1];
tank2 = _ichInd.TankanSenSeries[Bars.Range.To - 2];
kij2 = _ichInd.KijunSenSeries[Bars.Range.To - 2];
//=== КОРЕКЦИЯ ===========================================================================================================
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Closed)
{
posGuidBuy = Guid.Empty;
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Closed)
{
posGuidSell = Guid.Empty;
}
//=== Закрытие всех ордеров если пятница 16:00 (19:00 Kiev) ===========================================================================
if (Bars[Bars.Range.To - 1].Time.DayOfWeek == DayOfWeek.Friday && Bars[Bars.Range.To - 1].Time.Hour == 16)
{
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Active)
{
var res = Trade.CloseMarketPosition(posGuidBuy); if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Active)
{
var res = Trade.CloseMarketPosition(posGuidSell); if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidBuy); if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidSell); if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
}
//======================================================================================================================================
/* //Значение счетчика прохода фишера через 0 FU - вверх FD - вниз
* if ( _ftoInd.FisherSeries[Bars.Range.To-2]<0 && _ftoInd.FisherSeries[Bars.Range.To-1]>0) {FU=Bars.Range.To; isFU=true;} else isFU=false;
* if ( _ftoInd.FisherSeries[Bars.Range.To-2]>0 && _ftoInd.FisherSeries[Bars.Range.To-1]<0) {FD=Bars.Range.To; isFD=true;} else isFD=false;
* // isFMU isFMD - синяя линия пересекла линию фишера
* if ( _ftoInd.FisherSeries[Bars.Range.To-2]<_ftoInd.Ma1Series[Bars.Range.To-2] && _ftoInd.FisherSeries[Bars.Range.To-1]>_ftoInd.Ma1Series[Bars.Range.To-1]) isFMU=true; else isFMU=false;
* if ( _ftoInd.FisherSeries[Bars.Range.To-2]>_ftoInd.Ma1Series[Bars.Range.To-2] && _ftoInd.FisherSeries[Bars.Range.To-1]<_ftoInd.Ma1Series[Bars.Range.To-1]) isFMD=true; else isFMD=false;
*/ // isFM2U isFM2D - красная линия пересекла линию фишера
if (_ftoInd.FisherSeries[Bars.Range.To - 2] < _ftoInd.Ma2Series[Bars.Range.To - 2] && _ftoInd.FisherSeries[Bars.Range.To - 1] > _ftoInd.Ma2Series[Bars.Range.To - 1])
{
isFM2U = true;
}
else
{
isFM2U = false;
}
if (_ftoInd.FisherSeries[Bars.Range.To - 2] > _ftoInd.Ma2Series[Bars.Range.To - 2] && _ftoInd.FisherSeries[Bars.Range.To - 1] < _ftoInd.Ma2Series[Bars.Range.To - 1])
{
isFM2D = true;
}
else
{
isFM2D = false;
}
// Золотое или Мертвое пересечение - красная пересекает синюю
if (tank1 > kij1 && kij2 >= tank2)
{
isFU = true;
}
else
{
isFU = false;
}
if (tank1 < kij1 && kij2 <= tank2)
{
isFD = true;
}
else
{
isFD = false;
}
// Цена ВЫШЕ/НИЖЕ Senkou Span B
if (Bars[Bars.Range.To - 1].Close > senB1)
{
isFMU = true;
}
else
{
isFMU = false;
}
if (Bars[Bars.Range.To - 1].Close < senB1)
{
isFMD = true;
}
else
{
isFMD = false;
}
// Если красная пересекла линию - закрыть все активные ордера
/*
* if(isFMU) {if (posGuidSell!=Guid.Empty && Trade.GetPosition(posGuidSell).State==PositionState.Active)
* {var res3 = Trade.CloseMarketPosition(posGuidSell); if (res3.IsSuccessful) posGuidSell = Guid.Empty;} }
* if(isFMD) {if (posGuidBuy!=Guid.Empty && Trade.GetPosition(posGuidBuy).State==PositionState.Active)
* {var res1 = Trade.CloseMarketPosition(posGuidBuy); if (res1.IsSuccessful) posGuidBuy = Guid.Empty;} }
*/
// Если фишер пересек 0 линию - закрыть все ордера
if (isFM2U)
{
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Active)
{
var res1 = Trade.CloseMarketPosition(posGuidBuy); if (res1.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
}
if (isFM2D)
{
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Active)
{
var res3 = Trade.CloseMarketPosition(posGuidSell); if (res3.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
}
//======================================================================================================================================
//Print("{0} - {1} - {2}>{3} - {4}",Bars[Bars.Range.To-1].Time,_barM15[_barM15.Range.To-1].Time,Fs,Fs1,F15U);
Print("{0} - {1} {2} {3} - {4} {5} {6}", Bars[Bars.Range.To - 1].Time, isFU, isFMU, FDU, isFD, isFMD, FDD);
if (isFU && isFMU && F1U)
{
var vline = Tools.Create <VerticalLine>();
vline.Color = Color.Red;
vline.Time = Bars[Bars.Range.To - 1].Time;
vline.Width = 4;
if (posGuidSell == Guid.Empty)
{
var result2 = Trade.OpenMarketPosition(Instrument.Id, ExecutionRule.Buy, 2.0, Instrument.Bid, -1, Stops.InPips(200, null), null, null);
if (result2.IsSuccessful)
{
posGuidSell = result2.Position.Id;
}
}
}
if (isFD && isFMD && F1D)
{
var vline = Tools.Create <VerticalLine>();
vline.Color = Color.Blue;
vline.Time = Bars[Bars.Range.To - 1].Time;
vline.Width = 4;
if (posGuidBuy == Guid.Empty)
{
var result3 = Trade.OpenMarketPosition(Instrument.Id, ExecutionRule.Sell, 2.0, Instrument.Bid, -1, Stops.InPips(200, null), null, null);
if (result3.IsSuccessful)
{
posGuidBuy = result3.Position.Id;
}
}
}
//===============================================================================================================================
}
protected override void NewBar()
{
// =================================================================================================================================
// Значения текущего Бара
BarH = Bars[Bars.Range.To - 1].High;
BarL = Bars[Bars.Range.To - 1].Low;
BarC = Bars[Bars.Range.To - 1].Close;
DTime = Bars[Bars.Range.To - 1].Time;
// frUp frDown - Истина если появился НОВЫЙ фрактал Вверх/Вниз
if (_frInd.TopSeries[Bars.Range.To - 5] > 0)
{
frUp = true;
}
else
{
frUp = false;
}
if (_frInd.BottomSeries[Bars.Range.To - 5] > 0)
{
frDown = true;
}
else
{
frDown = false;
}
// Значения Alligator около фрактала
aGuba5 = _allInd.LipsSeries[Bars.Range.To - 5];
aZub5 = _allInd.TeethSeries[Bars.Range.To - 5];
aChelust5 = _allInd.JawsSeries[Bars.Range.To - 5];
// Значене Alligator у цены
aGuba = _allInd.LipsSeries[Bars.Range.To]; //З
aZub = _allInd.TeethSeries[Bars.Range.To]; //К
aChelust = _allInd.JawsSeries[Bars.Range.To]; //С
// =================================================================================================================================
// 1. Линии Алигатора переплетены - Торгуем
// Правильно ЗКС или СКЗ - если наоборот то линии переплелись - Торг
if (!((aGuba > aZub && aZub > aChelust) || (aChelust > aZub && aZub > aGuba)))
{
Torg = true; Print("Torg - Линии Алигатора переплелись! ", DTime);
}
// =================================================================================================================================
//if(posGuidBuy!=Guid.Empty) Print("State={0} -- {1}",Trade.GetPosition(posGuidBuy).State,Bars[Bars.Range.To-1].Time); else Print("State=Empty! -- {0}",Bars[Bars.Range.To-1].Time);
//if(posGuidSell!=Guid.Empty) Print("State={0} -- {1}",Trade.GetPosition(posGuidSell).State,Bars[Bars.Range.To-1].Time); else Print("State=Empty! -- {0}",Bars[Bars.Range.To-1].Time);
// Срабатывает - когда появился новый фрактал - frUp frDown=true!
// Запоминаем значения Свечи бара-фрактала(frUpH) и время (frUp_Time)
if (frUp)
{
frUpH = Bars[Bars.Range.To - 5].High;
frUpL = Bars[Bars.Range.To - 5].Low;
frUpC = Bars[Bars.Range.To - 5].Close;
frUp_Time = Bars[Bars.Range.To - 5].Time;
}
if (frDown)
{
frDownL = Bars[Bars.Range.To - 5].Low;
frDownH = Bars[Bars.Range.To - 5].High;
frDownC = Bars[Bars.Range.To - 5].Close;
frDown_Time = Bars[Bars.Range.To - 5].Time;
}
// Появился новый фрактал и Свеча Fractalа ВЫШЕ Alligatora не касается Alligatorа
// низ Бар-Фрактала выше Alligator - Назначаем рабочим (fr_all_Up) для Buy
// fr_all_Up_L - если есто рабочий фрактал Buy - true
if (frUp && frUpL > aGuba5 && frUpL > aChelust5 && frUpL > aZub5)
{
fr_all_Up = frUpH; fr_all_Up_Time = frUp_Time; fr_all_Up_L = true; Print("Buy Фрактал выше Алигатора - {0} ", Bars[Bars.Range.To - 1].Time);
}
// Если появился новый фрактал Buy и касается Алигатора - отменяем "рабочий Buy"
if (frUp && !(frUpL > aGuba5 && frUpL > aChelust5 && frUpL > aZub5))
{
fr_all_Up_L = false; Print("Buy Фрактал касается Алигатора - {0} }", Bars[Bars.Range.To - 1].Time);
}
// Появился новый фрактал и Свеча Fractalа НИЖЕ Alligatora не касается Alligatorа
// низ Бар-Фрактала выше Alligator - Назначаем рабочим (fr_all_Up) для Buy
if (frDown && frDownH < aGuba5 && frDownH < aChelust5 && frDownH < aZub5)
{
fr_all_Down = frDownL; fr_all_Down_Time = frDown_Time; fr_all_Down_L = true;
Print("Sell Фрактал ниже Алигатора - {0} ", Bars[Bars.Range.To - 1].Time);
}
// Если появился новый фрактал Sell и касается Алигатора - отменяем "рабочий Sell"
if (frDown && !(frDownH < aGuba5 && frDownH < aChelust5 && frDownH < aZub5))
{
fr_all_Down_L = false;
Print("Sell Фрактал касается Алигатора - {0} ", Bars[Bars.Range.To - 1].Time);
}
//===============================================================================================================================
//if( Trade.GetPosition(posGuidBuy).State == PositionState.Closed ) posGuidBuy=Guid.Empty;
// Появился новый фрактал и назначен рабочим но есть открытый ордер Buy
// меняем цену открытия и ставим Stop - Низ/Верх противоположного фрактала
if (frUp && fr_all_Up_L && posGuidBuy != Guid.Empty)
{
if (Trade.GetPosition(posGuidBuy).State == PositionState.Pending)
{
var result = Trade.UpdatePendingPosition(posGuidBuy, 0.1, fr_all_Up, frDownL - StopL, null);
if (result.IsSuccessful)
{
posGuidBuy = result.Position.Id;
Print("Buy UpdatePending - !появился новый фр-рабочий - переносим цену и StopLoss - {0} ", DTime);
}
}
}
// Если появиля новый фрактал и не подходит под рабочий и есть отрытый отложеный ордер - отменяем ордер Buy
//Print("UP Buy ={0} - {1} - {2} = {3} ",frUp,fr_all_Up_L,posGuidBuy,Bars[Bars.Range.To-1].Time);
if (frUp && !fr_all_Up_L && posGuidBuy != Guid.Empty)
{
if (Trade.GetPosition(posGuidBuy).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidBuy);
if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
Print("Buy CancelPending - {0} ", DTime);
}
}
// Алигатор переплетен и появился новый фрактал и назначен рабочим - ставим отложеный ордер на Buy
// и при этом нет открытых Buy ордеров (posGuidBuy)
if (Torg && frUp && fr_all_Up_L && posGuidBuy == Guid.Empty)
{
// Закрываем SellStop
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidSell); Print("Sell Отменяем SellStop бо появился раб-фрактал на Buy - {0} ", DTime);
if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
// открываем BuyStop
var result = Trade.OpenPendingPosition(Instrument.Id, ExecutionRule.BuyStop, 0.1, fr_all_Up, 0, Stops.InPrice(frDownL - StopL), null, null, null);
if (result.IsSuccessful)
{
posGuidBuy = result.Position.Id; Print("BuyStop - {0}", DTime);
}
}
//===============================================================================================================================
//if( Trade.GetPosition(posGuidSell).State == PositionState.Closed ) posGuidSell=Guid.Empty;
// Появился новый фрактал и назначен рабочим но есть открытый ордер Sell
// переносим цену открытия и ставим Stop - Низ/Верх противоположного фрактала
if (Torg && frDown && fr_all_Down_L && posGuidSell != Guid.Empty)
{
if (Trade.GetPosition(posGuidSell).State == PositionState.Pending)
{
var result = Trade.UpdatePendingPosition(posGuidSell, 0.1, fr_all_Down, frUpH + StopL, null);
if (result.IsSuccessful)
{
posGuidSell = result.Position.Id;
Print("Sell UpdatePending - !появился новый фр-рабочий - переносим цену и StopLoss - {0} ", DTime);
}
}
}
// Если появился новый фрактал ВНИЗ и не подходит под рабочий и есть отрытый отложеный ордер - отменяем ордер Sell
if (frDown && !fr_all_Down_L && posGuidSell != Guid.Empty)
{
if (Trade.GetPosition(posGuidSell).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidSell);
if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
Print("Sell CancelPending - {0} ", DTime);
}
}
// Алигатор переплетен и появился новый фрактал ВНИЗ и назначен рабочим и нет открытых Sell ордеров (posGuidSell)-
// ставим отложеный ордер SellStop и отменяем BuyStop - если открыт!
if (Torg && frDown && fr_all_Down_L && posGuidSell == Guid.Empty)
{ // Закрываем BuyStop
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidBuy); Print("Bay Отменяем BayStop бо появился раб-фрактал на Sell - {0} ", DTime);
if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
// Открываем SellStop
var result = Trade.OpenPendingPosition(Instrument.Id, ExecutionRule.SellStop, 0.1, fr_all_Down, 0, Stops.InPrice(frUpH + StopL), null, null, null);
if (result.IsSuccessful)
{
posGuidSell = result.Position.Id;
Print("SellStop - {0} ", DTime);
}
}
//===============================================================================================================================
// Отменяем торг если вошли в позицию - Следующий вход - когда снова переплетется Алигатор
if (Torg && posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Active)
{
Torg = false;
}
if (Torg && posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Active)
{
Torg = false;
}
//===============================================================================================================================
// Появился новый фрактал ВНИЗ и открыта позиция Buy - переосим стоп - Работает!
if (frDown && Trade.GetPosition(posGuidBuy).State == PositionState.Active)
{
Trade.UpdateMarketPosition(posGuidBuy, frDownL - StopL, null, "Added stoploss and takeprofit");
Print("Buy - !UpdatePending StopLoss когда Появился новый фрактал Down - {0}-{1}", DTime, psU);
}
// Появился новый фрактал ВВЕРХ и открыта позиция Sell - переосим стоп
if (frUp && Trade.GetPosition(posGuidSell).State == PositionState.Active)
{
Trade.UpdateMarketPosition(posGuidSell, frUpH + StopL, null, "Added stoploss and takeprofit");
Print("Sell - UpdatePending StopLoss когда Появился новый фрактал Up - {0} - {1}", DTime, psL);
}
//===============================================================================================================================
//if (Trade.GetPosition(posGuidBuy).State.ToString()=="Active" && Trade.GetPosition(posGuidBuy).Pips>300) { Trade.CloseMarketPosition(posGuidBuy); pBuy=false; Torg=false;}
//if (Trade.GetPosition(posGuidSell).State.ToString()=="Active" && Trade.GetPosition(posGuidSell).Pips>300) { Trade.CloseMarketPosition(posGuidSell); pSell=false; Torg=false;}
if (posGuidSell != Guid.Empty)
{
var posS = Trade.GetPosition(posGuidSell);
var stateS = posS.State;
if (stateS.ToString() == "Active")
{
var pos = Trade.GetPosition(posGuidSell);
var pips = pos.Pips;
//Print("Pips={0} ",pips,Bars[Bars.Range.To-1].Time);
}
}
if (posGuidBuy != Guid.Empty)
{
var posB = Trade.GetPosition(posGuidBuy);
var stateB = posB.State;
if (stateB.ToString() == "Active")
{
var pos = Trade.GetPosition(posGuidBuy);
var pips = pos.Pips;
//Print("Pips={0} ",pips,Bars[Bars.Range.To-1].Time);
}
}
//if (Trade.GetPosition(posGuidBuy).State.ToString()=="Active") Print("Pips={0}============================================================",Trade.GetPosition(posGuidSell).Pips);
// =================================================================================================================================
// Fractal Close ВЫШЕ Alligatora
// Закрытие Бар-Фрактала выше Alligator - Назначаем рабочим (fr_all_Up) для Buy
// if ( frUpC>aZub5 && _frInd.TopSeries[Bars.Range.To-5]>0)
// { fr_all_Up=frUpH; fr_all_Up_Time=frUp_Time; fBuy=true; HLine(); }
// Fractal НИЖЕ Alligatora И свеча не касается Alligator -
// Закрытие Бар-Фрактала Ниже Alligator - Назначаем рабочим (fr_all_Down) для Sell
// if ( frDownC<aZub5 && _frInd.BottomSeries[Bars.Range.To-5]>0)
// { fr_all_Down=frDownL; fr_all_Down_Time=frDown_Time; fSell=true; LLine(); }
// =================================================================================================================================
// Если есть фрактал, есть сигнал на продажу и разрешение на торг
//НО! свеча нового фрактала пересекает линию Аллигатора - отменяем позицию.
// if ( _frInd.TopSeries[Bars.Range.To-5]>0)
// Print("Пересечение Алигатора фракталом {0} {1}",( frUpL<aGuba5 || frUpL<aChelust5 || frUpL<aZub5 ),Bars[Bars.Range.To-5].Time);
// if (Torg && fBuy && ( frUpL<aGuba5 || frUpL<aChelust5 || frUpL<aZub5 ) && _frInd.TopSeries[Bars.Range.To-5]>0)
// { fBuy=false; Print("Отмена - Buy {0} - на Баре {1}",fr_all_Up_Time,Bars[Bars.Range.To-1].Time); }
// Если есть фрактал, есть сигнал на продажу и разрешение на торг
//НО! свеча нового фрактала пересекает линию Аллигатора - отменяем позицию.
//if (_frInd.TopSeries[Bars.Range.To-5]>0) Print("DOWN - {0} {1} {2} - {3}",(Torg,fSell frDownH>aGuba5 || frDownH>aChelust5 || frDownH>aZub5 ), Bars[Bars.Range.To-5].Time);
// if (Torg && fSell && ( frDownH>aGuba5 || frDownH>aChelust5 || frDownH>aZub5 ) && _frInd.BottomSeries[Bars.Range.To-5]>0)
// fSell=false; // Print("Отмена - Sell {0} - на Баре -{1}",fr_all_Down_Time,Bars[Bars.Range.To-1].Time); }
// =================================================================================================================================
// Если есть сигнал на покупку(fBuy) и не открыт дугой ордер Buy
// и текущий бар пересек HIGH РАБОЧЕГО Fractala - Открываем ордер Buy
// if(Time_Start && Torg && fBuy && !pBuy && fr_all_Up<Bars[Bars.Range.To-1].High && _positionGuid==Guid.Empty)
// { Buy(); pBuy=true; fBuy=false; Torg=false;
// Print("fr_all_Up-{0} Bars[Bars.Range.To-1].High-{1}",fr_all_Up,Bars[Bars.Range.To-1].High);
// }
// Если есть сигнал на продажу(fBuy) и не открыт дугой ордер Sell
// и текущий бар пересек LOW РАБОЧЕГО Fractala - Открываем ордер Sell
// if(Time_Start && Torg && fSell && !pSell && fr_all_Down>Bars[Bars.Range.To-1].Low && _positionGuid==Guid.Empty)
// { Sell(); pSell=true; fSell=false; Torg=false;
// Print("fr_all_Down-{0} Bars[Bars.Range.To-1].Low-{1}",fr_all_Down,Bars[Bars.Range.To-1].Low);
// }
// =================================================================================================================================
// Закрываем ордер на покупку когда свеча каснется Зубов Alligator
// if(pBuy && Bars[Bars.Range.To-1].Close<aGuba && posGuidBuy!=Guid.Empty) { Trade.CloseMarketPosition(posGuidBuy); pBuy=false; Torg=false;}
// if(Trade.GetPosition(posGuidBuy).Pips>100 && posGuidBuy!=Guid.Empty) {
// var res = Trade.CloseMarketPosition(posGuidBuy); Print("Buy - Закрываем позицию - {0} ",DTime);
// if (res.IsSuccessful) posGuidBuy=Guid.Empty; Torg=false;}
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Closed)
{
posGuidBuy = Guid.Empty; Print("Buy - Закрыто по StopLoss (Корекция) - {0} ", DTime);
}
//if(pBuy && Bars[Bars.Range.To-1].Close<aChelust && _positionGuid!=Guid.Empty) { ClosePosition(); pBuy=false; Torg=false;}
// if(pBuy && aoUp1>0 && aoDown>0 && _positionGuid!=Guid.Empty) { ClosePosition(); pBuy=false; Torg=false;}
// Закрываем ордер на продажу когда свеча каснется Зубов
// if(pSell && Bars[Bars.Range.To-1].Close>aGuba && posGuidSell!=Guid.Empty) { Trade.CloseMarketPosition(posGuidSell); pSell=false; Torg=false;}
// if(Trade.GetPosition(posGuidSell).Pips>100 && posGuidSell!=Guid.Empty) {
// var res = Trade.CloseMarketPosition(posGuidSell); Print("Sell - Закрываем позицию - {0} ",DTime);
// if (res.IsSuccessful) posGuidSell=Guid.Empty; Torg=false; }
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Closed)
{
posGuidSell = Guid.Empty; Print("Sell - Закрыто по StopLoss (Корекция) - {0} ", DTime);
}
//if(pSell && Bars[Bars.Range.To-1].Close>aChelust && _positionGuid!=Guid.Empty) { ClosePosition(); pSell=false; Torg=false;}
// if(pSell && aoUp<0/ && aoDown1<0 && _positionGuid!=Guid.Empty) { ClosePosition(); pSell=false; Torg=false;}
}
//===============================================================================================================================
protected override void NewBar()
{
_wprInd.ReInit();
sprd = Instrument.Spread;
var spr = Math.Round(Instrument.Spread * 100000, 0) + 16;
toolText.Point = new ChartPoint(Bars[Bars.Range.To - 1].Time, Bars[Bars.Range.To - 1].High);
toolText.Caption = string.Format("Spred={0}", spr);
//=== КОРЕКЦИЯ ===========================================================================================================
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Closed)
{
posGuidBuy = Guid.Empty;
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Closed)
{
posGuidSell = Guid.Empty;
}
//======================================================================================================================================
if (_wprInd.MainIndicatorSeries[Bars.Range.To - 1] > 0)
{
if (zzd3 != 0 && zzd2 != 0 && zzd1 != 0)
{
torg2 = true;
}
else
{
torg2 = false;
}
zz3 = zz2; zz2 = zz1; zz1 = _wprInd.MainIndicatorSeries[Bars.Range.To - 1];
zzi3 = zzi2; zzi2 = zzi1; zzi1 = Bars.Range.To - 1;
//====== ВВЕРХУ ПИК =====================================================================================================================
if (zz3 < zz2 && zz2 > zz1)
{ // ВВЕРХУ
zzd5 = zzd4; zzd4 = zzd3; zzd3 = zzd2; zzd2 = zzd1; zzd1 = zzi2;
zzu5 = zzu4; zzu4 = zzu3; zzu3 = zzu2; zzu2 = zzu1; zzu1 = zz2;
vy.Time = Bars[Bars.Range.To - 1].Time;
// ВВЕРХУ
Print("ВВЕРХУ {0} - {1}<{2}={3} [{4}]", Bars[Bars.Range.To - 1].Time, zzu1, zzu3, zzu3 < zzu1, torg2);
if (zzu1 > zzu3 && zzu5 > zzu3 && zzu4 > zzu2 && torg2)
{
var toolPolyLine = Tools.Create <PolyLine>();
toolPolyLine.Color = Color.SpringGreen;
toolPolyLine.Width = 4;
toolPolyLine.AddPoint(new ChartPoint(Bars[zzd4].Time, Bars[zzd4].Low));
toolPolyLine.AddPoint(new ChartPoint(Bars[zzd3].Time, Bars[zzd3].High));
toolPolyLine.AddPoint(new ChartPoint(Bars[zzd2].Time, Bars[zzd2].Low));
toolPolyLine.AddPoint(new ChartPoint(Bars[zzd1].Time, Bars[zzd1].High));
toolPolyLine.AddPoint(new ChartPoint(Bars[Bars.Range.To - 1].Time, Bars[Bars.Range.To - 1].Close));
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidSell);
if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Pending)
{
var result = Trade.UpdatePendingPosition(posGuidBuy, 0.1, Bars[zzd1].High + 0.00010, Bars[zzd1].High - 0.0010, null);
if (result.IsSuccessful)
{
posGuidBuy = result.Position.Id;
}
}
if (posGuidBuy == Guid.Empty)
{
var result2 = Trade.OpenPendingPosition(Instrument.Id, ExecutionRule.SellLimit, 0.1, Bars[zzd1].High + 0.00020, 0, Stops.InPrice(Bars[zzd1].High + 0.002, Bars[zzd1].High - sprd - 0.00010), null, null, null);
if (result2.IsSuccessful)
{
posGuidBuy = result2.Position.Id;
}
}
}
}
//==== ВНИЗУ ПИК ======================================================================================================================
if (zz3 > zz2 && zz2 < zz1)
{ // ВНИЗУ
zzd5 = zzd4; zzd4 = zzd3; zzd3 = zzd2; zzd2 = zzd1; zzd1 = zzi2;
zzu5 = zzu4; zzu4 = zzu3; zzu3 = zzu2; zzu2 = zzu1; zzu1 = zz2;
vb.Time = Bars[Bars.Range.To - 1].Time;
Print("ВНИЗУ {0} - {1}<{2} = {3} [{4}]", Bars[Bars.Range.To - 1].Time, zzu1, zzu3, zzu3 > zzu1, torg2);
if (zzu3 > zzu1 && zzu3 > zzu5 && zzu2 > zzu4 && torg2)
{
var toolPolyLine = Tools.Create <PolyLine>();
toolPolyLine.Color = Color.Blue;
toolPolyLine.Width = 4;
toolPolyLine.AddPoint(new ChartPoint(Bars[zzd4].Time, Bars[zzd4].High));
toolPolyLine.AddPoint(new ChartPoint(Bars[zzd3].Time, Bars[zzd3].Low));
toolPolyLine.AddPoint(new ChartPoint(Bars[zzd2].Time, Bars[zzd2].High));
toolPolyLine.AddPoint(new ChartPoint(Bars[zzd1].Time, Bars[zzd1].Low));
toolPolyLine.AddPoint(new ChartPoint(Bars[Bars.Range.To - 1].Time, Bars[Bars.Range.To - 1].Close));
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidBuy);
if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Pending)
{
var result = Trade.UpdatePendingPosition(posGuidSell, 0.1,
Bars[zzd1].Low - 0.0001,
Bars[zzd1].Low + 0.001,
null);
if (result.IsSuccessful)
{
posGuidSell = result.Position.Id;
}
}
if (posGuidSell == Guid.Empty)
{
var result3 = Trade.OpenPendingPosition(Instrument.Id, ExecutionRule.BuyLimit, 0.1, Bars[zzd1].Low - 0.00020, 0, Stops.InPrice(Bars[zzd1].Low - 0.002, Bars[zzd1].Low + sprd + 0.00010), null, null, null);
if (result3.IsSuccessful)
{
posGuidSell = result3.Position.Id;
}
}
}
}
}
}
//===============================================================================================================================
protected override void NewBar()
{
_wprInd.ReInit();
//=== КОРЕКЦИЯ ===========================================================================================================
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Closed)
{
posGuidBuy = Guid.Empty;
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Closed)
{
posGuidSell = Guid.Empty;
}
//=== Закрытие всех ордеров если пятница 16:00 (19:00 Kiev) ===========================================================================
if (Bars[Bars.Range.To - 1].Time.DayOfWeek == DayOfWeek.Friday && Bars[Bars.Range.To - 1].Time.Hour == 16)
{
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Active)
{
var res = Trade.CloseMarketPosition(posGuidBuy); if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Active)
{
var res = Trade.CloseMarketPosition(posGuidSell); if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidBuy); if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidSell); if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
}
//======================================================================================================================================
if (_wprInd.MainIndicatorSeries[Bars.Range.To - 1] > 0)
{
vy.Time = Bars[Bars.Range.To - 1].Time;
zz3 = zz2; zz2 = zz1; zz1 = _wprInd.MainIndicatorSeries[Bars.Range.To - 1];
zzi3 = zzi2; zzi2 = zzi1; zzi1 = Bars.Range.To - 1;
if (zz3 < zz2 && zz2 > zz1)
{ // ПИК ВВЕРХУ
i++;
zzd8 = zzd7; zzd7 = zzd6; zzd6 = zzd5; zzd5 = zzd4; zzd4 = zzd3; zzd3 = zzd2; zzd2 = zzd1; zzd1 = zzi2;
zzu8 = zzu7; zzu7 = zzu6; zzu6 = zzu5; zzu5 = zzu4; zzu4 = zzu3; zzu3 = zzu2; zzu2 = zzu1; zzu1 = zz2;
Print("ВВЕРХ {0} 1={1} 2={2} 3={3} 4={4}", Bars[zzd1].Time, zzu1, zzu2, zzu3, zzu4);
if (i > 8 && zzu7 < zzu5 && zzu5 < zzu3 && zzu1 < zzu3) // ВВЕРХУ
{
var vr = Tools.Create <VerticalLine>(); vr.Color = Color.Red; vr.Time = Bars[zzd1].Time; vr.Width = 3;
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidBuy); if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidSell); if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidSell); if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
if (posGuidBuy == Guid.Empty)
{
cn = Math.Round(Bars[zzd3].Low - ((Bars[zzd3].High - Bars[zzd2].Low) * 1.618), 5);
var result1 = Trade.OpenPendingPosition(Instrument.Id, ExecutionRule.BuyLimit, 0.1, cn, 0, Stops.InPips(200, 100), null, null, null);
if (result1.IsSuccessful)
{
posGuidSell = result1.Position.Id; zzts2 = zzu2;
}
}
}
}
if (zz3 > zz2 && zz2 < zz1)
{ // ЯМА ВНИЗУ
i++;
zzd8 = zzd7; zzd7 = zzd6; zzd6 = zzd5; zzd5 = zzd4; zzd4 = zzd3; zzd3 = zzd2; zzd2 = zzd1; zzd1 = zzi2;
zzu8 = zzu7; zzu7 = zzu6; zzu6 = zzu5; zzu5 = zzu4; zzu4 = zzu3; zzu3 = zzu2; zzu2 = zzu1; zzu1 = zz2;
Print("НИЗ {0} 1={1} 2={2} 3={3} 4={4}", Bars[zzd1].Time, zzu1, zzu2, zzu3, zzu4);
if (i > 8 && zzu7 > zzu5 && zzu5 > zzu3 && zzu1 > zzu3) // ВНИЗУ
{
var vr = Tools.Create <VerticalLine>(); vr.Color = Color.Blue; vr.Time = Bars[zzd1].Time; vr.Width = 3;
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidBuy); if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidSell); if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
if (posGuidSell == Guid.Empty)
{
cn = Math.Round(zzu3 + ((zzu2 - zzu3) * 1.618), 5);
var result = Trade.OpenPendingPosition(Instrument.Id, ExecutionRule.SellLimit, 0.1, cn, 0, Stops.InPips(200, 100), null, null, null);
if (result.IsSuccessful)
{
posGuidBuy = result.Position.Id; zztb2 = zzu2;
}
}
}
}
/* if (posGuidSell!=Guid.Empty && Trade.GetPosition(posGuidSell).State==PositionState.Pending && Bars[Bars.Range.To-1].Low<zztb2)
* { zztb2=-1000;
* var res = Trade.CancelPendingPosition(posGuidSell);
* if (res.IsSuccessful) posGuidSell = Guid.Empty;
* }
* if (posGuidBuy!=Guid.Empty && Trade.GetPosition(posGuidBuy).State==PositionState.Pending && Bars[Bars.Range.To-1].High>zzts2)
* { zzts2=1000;
* var res = Trade.CancelPendingPosition(posGuidBuy);
* if (res.IsSuccessful) posGuidBuy = Guid.Empty;
* }*/
}
}
//===============================================================================================================================
protected override void NewBar()
{
_wprInd.ReInit();
//=== КОРЕКЦИЯ ===========================================================================================================
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Closed)
{
posGuidBuy = Guid.Empty;
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Closed)
{
posGuidSell = Guid.Empty;
}
//=== Закрытие всех ордеров если пятница 16:00 (19:00 Kiev) ===========================================================================
if (Bars[Bars.Range.To - 1].Time.DayOfWeek == DayOfWeek.Friday && Bars[Bars.Range.To - 1].Time.Hour == 16)
{
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Active)
{
var res = Trade.CloseMarketPosition(posGuidBuy); if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Active)
{
var res = Trade.CloseMarketPosition(posGuidSell); if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidBuy); if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidSell); if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
}
//======================================================================================================================================
if (_ftoInd.FisherSeries[Bars.Range.To - 2] < 0 && _ftoInd.FisherSeries[Bars.Range.To - 1] > 0)
{
FU = Bars.Range.To; isFU = true;
}
else
{
isFU = false;
}
if (_ftoInd.FisherSeries[Bars.Range.To - 2] > 0 && _ftoInd.FisherSeries[Bars.Range.To - 1] < 0)
{
FD = Bars.Range.To; isFD = true;
}
else
{
isFD = false;
}
if (_ftoInd.FisherSeries[Bars.Range.To - 2] < _ftoInd.Ma1Series[Bars.Range.To - 2] && _ftoInd.FisherSeries[Bars.Range.To - 1] > _ftoInd.Ma1Series[Bars.Range.To - 1])
{
isFMU = true;
}
else
{
isFMU = false;
}
if (_ftoInd.FisherSeries[Bars.Range.To - 2] > _ftoInd.Ma1Series[Bars.Range.To - 2] && _ftoInd.FisherSeries[Bars.Range.To - 1] < _ftoInd.Ma1Series[Bars.Range.To - 1])
{
isFMD = true;
}
else
{
isFMD = false;
}
if (_ftoInd.FisherSeries[Bars.Range.To - 2] < _ftoInd.Ma2Series[Bars.Range.To - 2] && _ftoInd.FisherSeries[Bars.Range.To - 1] > _ftoInd.Ma2Series[Bars.Range.To - 1])
{
isFM2U = true;
}
else
{
isFM2U = false;
}
if (_ftoInd.FisherSeries[Bars.Range.To - 2] > _ftoInd.Ma2Series[Bars.Range.To - 2] && _ftoInd.FisherSeries[Bars.Range.To - 1] < _ftoInd.Ma2Series[Bars.Range.To - 1])
{
isFM2D = true;
}
else
{
isFM2D = false;
}
if (isFM2U)
{
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Active)
{
var res3 = Trade.CloseMarketPosition(posGuidSell); if (res3.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
}
if (isFM2D)
{
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Active)
{
var res1 = Trade.CloseMarketPosition(posGuidBuy); if (res1.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
}
if (isFD)
{
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Active)
{
var res1 = Trade.CloseMarketPosition(posGuidBuy); if (res1.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Pending)
{
var res2 = Trade.CancelPendingPosition(posGuidBuy); if (res2.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
}
if (isFU)
{
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Active)
{
var res3 = Trade.CloseMarketPosition(posGuidSell); if (res3.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Pending)
{
var res4 = Trade.CancelPendingPosition(posGuidSell); if (res4.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
}
//======================================================================================================================================
if (_wprInd.MainIndicatorSeries[Bars.Range.To - 1] > 0)
{
zz3 = zz2; zz2 = zz1; zz1 = _wprInd.MainIndicatorSeries[Bars.Range.To - 1];
zzi3 = zzi2; zzi2 = zzi1; zzi1 = Bars.Range.To - 1;
if (zz3 < zz2 && zz2 > zz1)
{ // ВВЕРХУ
zzd6 = zzd5; zzd5 = zzd4; zzd4 = zzd3; zzd3 = zzd2; zzd2 = zzd1; zzd1 = zzi2;
zzu6 = zzu5; zzu5 = zzu4; zzu4 = zzu3; zzu3 = zzu2; zzu2 = zzu1; zzu1 = zz2;
if (zzd2 >= FU && zzd2 >= FD && zzd3 <= FD)
{
var vr = Tools.Create <VerticalLine>(); vr.Color = Color.Red; vr.Time = Bars[zzd2].Time; vr.Width = 3;
if (posGuidSell == Guid.Empty)
{
var result1 = Trade.OpenPendingPosition(Instrument.Id, ExecutionRule.SellStop, 0.1, zzu2, 0, Stops.InPips(200, null), null, null, null);
if (result1.IsSuccessful)
{
posGuidSell = result1.Position.Id;
}
else
{
//var result2 = Trade.OpenMarketPosition(Instrument.Id, ExecutionRule.Sell, 0.1,Instrument.Bid, -1,Stops.InPips(200,100), null, null);
var result2 = Trade.Sell(Instrument.Id, 0.1);
if (result2.IsSuccessful)
{
posGuidSell = result2.Position.Id;
}
}
}
}
}
if (zz3 > zz2 && zz2 < zz1)
{ // ВНИЗУ
zzd6 = zzd5; zzd5 = zzd4; zzd4 = zzd3; zzd3 = zzd2; zzd2 = zzd1; zzd1 = zzi2;
zzu6 = zzu5; zzu5 = zzu4; zzu4 = zzu3; zzu3 = zzu2; zzu2 = zzu1; zzu1 = zz2;
if (zzd2 >= FD && zzd2 >= FU && zzd3 <= FU)
{
var vr = Tools.Create <VerticalLine>(); vr.Color = Color.Blue; vr.Time = Bars[zzd2].Time; vr.Width = 3;
if (posGuidBuy == Guid.Empty)
{
var result = Trade.OpenPendingPosition(Instrument.Id, ExecutionRule.BuyStop, 0.1, zzu2, 0, Stops.InPips(200, null), null, null, null);
if (result.IsSuccessful)
{
posGuidBuy = result.Position.Id;
}
else
{
//var result3 = Trade.OpenMarketPosition(Instrument.Id, ExecutionRule.Buy, 0.1,Instrument.Bid, -1, Stops.InPips(200,100), null, null);
var result3 = Trade.Buy(Instrument.Id, 0.1);
if (result3.IsSuccessful)
{
posGuidBuy = result3.Position.Id;
}
}
}
}
}
}
}
protected override void NewBar()
{
//=== КОРЕКЦИЯ ===========================================================================================================
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Closed)
{
posGuidBuy = Guid.Empty;
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Closed)
{
posGuidSell = Guid.Empty;
}
//=== Закрытие всех ордеров если пятница 16:00 (19:00 Kiev) ===========================================================================
if (Bars[Bars.Range.To - 1].Time.DayOfWeek == DayOfWeek.Friday && Bars[Bars.Range.To - 1].Time.Hour == 16)
{
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Active)
{
var res = Trade.CloseMarketPosition(posGuidBuy); if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Active)
{
var res = Trade.CloseMarketPosition(posGuidSell); if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidBuy); if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidSell); if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
}
//=== Закрытие ордеров если уровень ==================================================================
if (Bars[Bars.Range.To - 1].High > Ur1 && posGuidBuy != Guid.Empty)
{
var res = Trade.CloseMarketPosition(posGuidBuy); if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (Bars[Bars.Range.To - 1].Low < Ur2 && posGuidSell != Guid.Empty)
{
var res = Trade.CloseMarketPosition(posGuidSell); if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
frSU = _frInd.TopSeries[Bars.Range.To - 5];
frSD = _frInd.BottomSeries[Bars.Range.To - 5];
if (frSU > 0 && kl == 2 && frSU > d1)
{
d1 = frSU; i1 = Bars.Range.To - 5;
}
if (frSU > 0 && kl == 1)
{
kl = 2; d5 = d4; d4 = d3; d4 = d3; d3 = d2; d2 = d1; d1 = frSU;
i5 = i4; i4 = i3; i4 = i3; i3 = i2; i2 = i1; i1 = Bars.Range.To - 5;
C1 = Bars[Bars.Range.To - 1].Close;
dl1 = (int)(Math.Round(d1 - C1, 5) * 100000);
//Print("{0} - {1} {2} ",Bars[i1].Time,dl1,Math.Round(C1-d1,5));
t1 = (int)(Math.Round(Math.Abs(d2 - d3), 5) * 100000); // 100
t2 = (int)(Math.Round(1.618 * Math.Abs(d2 - d3), 5) * 100000); // 161.8
t3 = (int)(Math.Round(2.618 * Math.Abs(d2 - d3), 5) * 100000); // 261.8
sl1 = (int)(Math.Round(Math.Abs(C1 - d3), 5) * 100000);
t1 = t1 - dl1; t2 = t2 - dl1; t3 = t3 - dl1;
if (d5 < d3 && d1 < d3 && C1 < d1 &&
Math.Abs((d2 - d1) / (d3 - d2)) > 0.5
/* Math.Abs((d2-d1)/(d3-d2))<0.81 &&
* Bars[Bars.Range.To-4].Close<Bars[Bars.Range.To-4].Open &&
* Bars[Bars.Range.To-3].Close<Bars[Bars.Range.To-3].Open &&
* Bars[Bars.Range.To-2].Close<Bars[Bars.Range.To-2].Open*/)
{
Print("SELL {0} t1(100)={1} t2(161)={2} dl={3} - sl={4} / {5} {6} {7} {8} {9} /", Bars[i1].Time, t1, t3, dl1, sl1, d1, d2, d3, d4, d5);
if (posGuidSell == Guid.Empty && tDw)
{
var result1 = Trade.OpenMarketPosition(Instrument.Id,
ExecutionRule.Sell, 0.1,
Instrument.Ask, -1,
Stops.InPips(sl1 + 20, 100), null, null);
if (result1.IsSuccessful)
{
posGuidSell = result1.Position.Id;
}
}
var toolPolyLine = Tools.Create <PolyLine>();
toolPolyLine.Color = Color.Red;
toolPolyLine.Width = 4;
toolPolyLine.AddPoint(new ChartPoint(Bars[i5].Time, d5));
toolPolyLine.AddPoint(new ChartPoint(Bars[i4].Time, d4));
toolPolyLine.AddPoint(new ChartPoint(Bars[i3].Time, d3));
toolPolyLine.AddPoint(new ChartPoint(Bars[i2].Time, d2));
toolPolyLine.AddPoint(new ChartPoint(Bars[i1].Time, d1));
}
}
if (frSD > 0 && kl == 1 && frSD < d1)
{
d1 = frSD; i1 = Bars.Range.To - 5;
}
if (frSD > 0 && kl == 2)
{
kl = 1; d5 = d4; d4 = d3; d4 = d3; d3 = d2; d2 = d1; d1 = frSD;
i5 = i4; i4 = i3; i4 = i3; i3 = i2; i2 = i1; i1 = Bars.Range.To - 5;
C1 = Bars[Bars.Range.To - 1].Close;
dl1 = (int)(Math.Round(C1 - d1, 5) * 100000);
//Print("{0} - {1} {2} ",Bars[i1].Time,dl1,Math.Round(C1-d1,5));
t1 = (int)(Math.Round(Math.Abs(d2 - d3), 5) * 100000); // 100
t2 = (int)(Math.Round(1.618 * Math.Abs(d2 - d3), 5) * 100000); // 161.8
t3 = (int)(Math.Round(2.618 * Math.Abs(d2 - d3), 5) * 100000); // 261.8
sl1 = (int)(Math.Round(Math.Abs(C1 - d3), 5) * 100000);
t1 = t1 - dl1; t2 = t2 - dl1; t3 = t3 - dl1;
//Print("{0} {1} {2} {3} - sl={4}",Bars[i1].Time,dl1,t1,t2,sl1);
if (d5 > d3 && d1 > d3 && C1 > d1 &&
Math.Abs((d2 - d1) / (d3 - d2)) > 0.5
/* Bars[Bars.Range.To-4].Close>Bars[Bars.Range.To-4].Open &&
* Bars[Bars.Range.To-3].Close>Bars[Bars.Range.To-3].Open &&
* Bars[Bars.Range.To-2].Close>Bars[Bars.Range.To-2].Open*/)
{
Print("BUY {0} t1(100)={1} t2(161)={2} dl1={3} - sl={4} / {5} {6} {7} {8} {9} /", Bars[i1].Time, t1, t3, dl1, sl1, d1, d2, d3, d4, d5);
if (posGuidBuy == Guid.Empty && tUp)
{
var result2 = Trade.OpenMarketPosition(Instrument.Id,
ExecutionRule.Buy, 0.1,
Instrument.Bid, -1,
Stops.InPips(sl1 + 20, 100), null, null);
if (result2.IsSuccessful)
{
posGuidBuy = result2.Position.Id;
}
}
var toolPolyLine = Tools.Create <PolyLine>();
toolPolyLine.Color = Color.Blue;
toolPolyLine.Width = 4;
toolPolyLine.AddPoint(new ChartPoint(Bars[i5].Time, d5));
toolPolyLine.AddPoint(new ChartPoint(Bars[i4].Time, d4));
toolPolyLine.AddPoint(new ChartPoint(Bars[i3].Time, d3));
toolPolyLine.AddPoint(new ChartPoint(Bars[i2].Time, d2));
toolPolyLine.AddPoint(new ChartPoint(Bars[i1].Time, d1));
}
}
}
//===============================================================================================================================
protected override void NewBar()
{
_wprInd.ReInit();
//=== КОРЕКЦИЯ ===========================================================================================================
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Closed)
{
posGuidBuy = Guid.Empty;
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Closed)
{
posGuidSell = Guid.Empty;
}
//=== Закрытие всех ордеров если пятница 16:00 (19:00 Kiev) ===========================================================================
if (Bars[Bars.Range.To - 1].Time.DayOfWeek == DayOfWeek.Friday && Bars[Bars.Range.To - 1].Time.Hour == 16)
{
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Active)
{
var res = Trade.CloseMarketPosition(posGuidBuy); if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Active)
{
var res = Trade.CloseMarketPosition(posGuidSell); if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidBuy); if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidSell); if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
}
//======================================================================================================================================
// Фишер выше/ниже синей линии
if (sF > 0 && sF > bF)
{
fuH1 = true;
}
else
{
fuH1 = false;
}
if (sF < 0 && sF < bF)
{
fdH1 = true;
}
else
{
fdH1 = false;
}
//Значение счетчика прохода фишера через 0 FU - вверх FD - вниз
if (_ftoInd.FisherSeries[Bars.Range.To - 2] < 0 && _ftoInd.FisherSeries[Bars.Range.To - 1] > 0)
{
FU = Bars.Range.To; isFU = true;
}
else
{
isFU = false;
}
if (_ftoInd.FisherSeries[Bars.Range.To - 2] > 0 && _ftoInd.FisherSeries[Bars.Range.To - 1] < 0)
{
FD = Bars.Range.To; isFD = true;
}
else
{
isFD = false;
}
// isFMU isFMD - синяя линия пересекла линию фишера
if (_ftoInd.FisherSeries[Bars.Range.To - 2] < _ftoInd.Ma1Series[Bars.Range.To - 2] && _ftoInd.FisherSeries[Bars.Range.To - 1] > _ftoInd.Ma1Series[Bars.Range.To - 1])
{
isFMU = true;
}
else
{
isFMU = false;
}
if (_ftoInd.FisherSeries[Bars.Range.To - 2] > _ftoInd.Ma1Series[Bars.Range.To - 2] && _ftoInd.FisherSeries[Bars.Range.To - 1] < _ftoInd.Ma1Series[Bars.Range.To - 1])
{
isFMD = true;
}
else
{
isFMD = false;
}
// isFM2U isFM2D - красная линия пересекла линию фишера
if (_ftoInd.FisherSeries[Bars.Range.To - 2] < _ftoInd.Ma2Series[Bars.Range.To - 2] && _ftoInd.FisherSeries[Bars.Range.To - 1] > _ftoInd.Ma2Series[Bars.Range.To - 1])
{
isFM2U = true;
}
else
{
isFM2U = false;
}
if (_ftoInd.FisherSeries[Bars.Range.To - 2] > _ftoInd.Ma2Series[Bars.Range.To - 2] && _ftoInd.FisherSeries[Bars.Range.To - 1] < _ftoInd.Ma2Series[Bars.Range.To - 1])
{
isFM2D = true;
}
else
{
isFM2D = false;
}
//======================================================================================================================================
// Если красная пересекла линию - закрыть все активные ордера
if (isFM2U)
{
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Active)
{
var res3 = Trade.CloseMarketPosition(posGuidSell); if (res3.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
}
if (isFM2D)
{
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Active)
{
var res1 = Trade.CloseMarketPosition(posGuidBuy); if (res1.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
}
// Если фишер пересек 0 линию - закрыть все ордера
if (isFD)
{
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Active)
{
var res1 = Trade.CloseMarketPosition(posGuidBuy); if (res1.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Pending)
{
var res2 = Trade.CancelPendingPosition(posGuidBuy); if (res2.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
}
if (isFU)
{
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Active)
{
var res3 = Trade.CloseMarketPosition(posGuidSell); if (res3.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Pending)
{
var res4 = Trade.CancelPendingPosition(posGuidSell); if (res4.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
}
//======================================================================================================================================
/* if( _wprInd.MainIndicatorSeries[Bars.Range.To-1]>0)
* {
* zz3 =zz2; zz2 =zz1; zz1 =_wprInd.MainIndicatorSeries[Bars.Range.To-1];
* zzi3=zzi2; zzi2=zzi1; zzi1= Bars.Range.To-1;
*
* if(zz3<zz2 && zz2>zz1)
* { // ВВЕРХУ - ТРЕНД ВНИЗ!
* zzd6=zzd5;zzd5=zzd4;zzd4=zzd3; zzd3=zzd2; zzd2=zzd1; zzd1=zzi2;
* zzu6=zzu5;zzu5=zzu4;zzu4=zzu3; zzu3=zzu2; zzu2=zzu1; zzu1=zz2;
* // Условие открытия ордеров : FU-номер свечи прохода 0 фишером
* //
* if(zzd2>=FU && zzd2>=FD && zzd3<=FD && zzu1<zzu3)
* {
* var vr=Tools.Create<VerticalLine>(); vr.Color=Color.Red; vr.Time=Bars[zzd2].Time; vr.Width=3;
* if(fdH1 && posGuidSell==Guid.Empty){
* var result1 = Trade.OpenPendingPosition(Instrument.Id, ExecutionRule.SellStop, 0.1, zzu2, 0, Stops.InPips(200,600), null, null, null);
* if (result1.IsSuccessful) posGuidSell=result1.Position.Id; else
* {
* var result2 = Trade.OpenMarketPosition(Instrument.Id, ExecutionRule.Sell, 0.1,Instrument.Bid, -1,Stops.InPips(200,600), null, null);
* if (result2.IsSuccessful) posGuidSell=result2.Position.Id;
* }
* }
* }
* }
*
* if(zz3>zz2 && zz2<zz1)
* { // ВНИЗУ - ТРЕНД ВВЕРХ!
* zzd6=zzd5;zzd5=zzd4;zzd4=zzd3; zzd3=zzd2; zzd2=zzd1; zzd1=zzi2;
* zzu6=zzu5;zzu5=zzu4;zzu4=zzu3; zzu3=zzu2; zzu2=zzu1; zzu1=zz2;
* if(zzd2>=FD && zzd2>=FU && zzd3<=FU && zzu1>zzu3)
* {var vr=Tools.Create<VerticalLine>(); vr.Color=Color.Blue; vr.Time=Bars[zzd2].Time; vr.Width=3;
* if(fuH1 && posGuidBuy==Guid.Empty){
* var result = Trade.OpenPendingPosition(Instrument.Id, ExecutionRule.BuyStop, 0.1, zzu2, 0, Stops.InPips(200,600), null, null, null);
* if (result.IsSuccessful) posGuidBuy=result.Position.Id; else
* {
* var result3 = Trade.OpenMarketPosition(Instrument.Id, ExecutionRule.Buy, 0.1,Instrument.Bid, -1, Stops.InPips(200,600), null, null);
* if (result3.IsSuccessful) posGuidBuy=result3.Position.Id;
* }
* }
* }
* }
* } */
}
//=====================================================================================================================================
protected override void NewBar()
{
_wprInd.ReInit();
ci = Bars.Range.To - 1;
//=== КОРЕКЦИЯ ========================================================================================================================
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Closed)
{
posGuidBuy = Guid.Empty;
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Closed)
{
posGuidSell = Guid.Empty;
}
//=== Закрытие всех ордеров если пятница 16:00 (19:00 Kiev) ===========================================================================
if (Bars[Bars.Range.To - 1].Time.DayOfWeek == DayOfWeek.Friday && Bars[Bars.Range.To - 1].Time.Hour == 16)
{
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Active)
{
var res = Trade.CloseMarketPosition(posGuidBuy); if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Active)
{
var res = Trade.CloseMarketPosition(posGuidSell); if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidBuy); if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidSell); if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
}
//===============================================================================================================================
if (_wprInd.MainIndicatorSeries[ci] > 0)
{ // Значения 3 значений - для определения направления
zz3 = zz2; zz2 = zz1; zz1 = _wprInd.MainIndicatorSeries[ci];
zi2 = zi1; zi1 = ci;
//Print("{0} - {1} {2}",Bars[ci].Time,zz1<zz2,zz3<zz2);
//======================= ПИК
if (zz2 < zz3 && zz2 < zz1) // ВНИЗУ
{
zzd5 = zzd4; zzd4 = zzd3; zzd3 = zzd2; zzd2 = zzd1; zzd1 = zz2;
zzi5 = zzi4; zzi4 = zzi3; zzi3 = zzi2; zzi2 = zzi1; zzi1 = zi2;
//Print("U {0} - {1} - {2} - {3} - {4}",Bars[ci].Time,tmM15,F15U,Bars[zzi1].Time,Bars[zzi2].Time);
// if(F15U>Bars[zzi2].Time && F15U<Bars[zzi1].Time) {
if (F15U)
{
F15U = false;
tp1 = (int)(Math.Round(Math.Abs(zzd3 - zzd2), 5) * 100000) - (int)(Math.Round(Math.Abs(zzd1 - Bars[ci].Close), 5) * 100000);
sl1 = (int)(Math.Round(Math.Abs(zzd1 - Bars[ci].Close), 5) * 100000);
if (tp1 > 100)
{
Print("U {0} - {1} - {2}", Bars[ci].Time, tp1, tmM15);
var vr = Tools.Create <VerticalLine>(); vr.Color = Color.Red; vr.Time = Bars[zzi2].Time;
var vr1 = Tools.Create <VerticalLine>(); vr1.Color = Color.DarkOrange; vr1.Time = tmU; vr1.Width = 4;
if (posGuidBuy == Guid.Empty)
{
var result = Trade.OpenMarketPosition(Instrument.Id, ExecutionRule.Buy, 0.1, Instrument.Ask, -1, Stops.InPips(sl1 + 50, tp1 - 20), null);
if (result.IsSuccessful)
{
posGuidBuy = result.Position.Id;
}
}
}
}
}
if (zz2 > zz3 && zz2 > zz1) // ВВЕРХУ
{
zzd5 = zzd4; zzd4 = zzd3; zzd3 = zzd2; zzd2 = zzd1; zzd1 = zz2;
zzi5 = zzi4; zzi4 = zzi3; zzi3 = zzi2; zzi2 = zzi1; zzi1 = zi2;
// if(F15D>Bars[zzi2].Time && F15D<Bars[zzi1].Time) {
if (F15D)
{
F15D = false;
tp1 = (int)(Math.Round(Math.Abs(zzd3 - zzd2), 5) * 100000) - (int)(Math.Round(Math.Abs(zzd1 - Bars[ci].Close), 5) * 100000);
sl1 = (int)(Math.Round(Math.Abs(zzd1 - Bars[ci].Close), 5) * 100000);
if (tp1 > 100)
{
Print("D {0} - {1} - {2}", Bars[ci].Time, tp1, tmM15);
var vr = Tools.Create <VerticalLine>(); vr.Color = Color.Blue; vr.Time = Bars[zzi2].Time;
var vr2 = Tools.Create <VerticalLine>(); vr2.Color = Color.DarkOrange; vr2.Time = tmD; vr2.Width = 4;
/* if(posGuidSell==Guid.Empty){
* var result=Trade.OpenMarketPosition(Instrument.Id, ExecutionRule.Sell, 0.1,Instrument.Bid,-1,Stops.InPips(sl1+50,tp1-20),null);
* if (result.IsSuccessful) posGuidSell=result.Position.Id;
* } */
}
}
}
}
//===============================================================================================================================
}
