/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
///
/// </summary>
protected override void Initialize()
{
int dtbStrength = Iparm1;
int swingSize = Iparm2;
atrTimes = dparm1;
atrPeriod = period1;
so = PriceActionSwingOscillator(dtbStrength, swingSize, SwingTypes.Standard);
Add(so);
atr = ATRTrailing(atrTimes, Period1, Ratched);
//Add(atr);
SetProfitTarget("", CalculationMode.Ticks, dparm1);
SetStopLoss("", CalculationMode.Ticks, dparm2, false);
//SetTrailStop("", CalculationMode.Percent, dparm2, false);
CalculateOnBarClose = true;
ExitOnClose = true;
IncludeCommission = true;
}
/// <summary>
/// PriceActionSwingOscillator shows the trend direction, swing relation or developing swing volume. !!! The volume is repainting. !!!
/// </summary>
/// <returns></returns>
public PriceActionSwingOscillator PriceActionSwingOscillator(Data.IDataSeries input, int dtbStrength, int swingSize, SwingTypes swingType)
{
if (cachePriceActionSwingOscillator != null)
for (int idx = 0; idx < cachePriceActionSwingOscillator.Length; idx++)
if (cachePriceActionSwingOscillator[idx].DtbStrength == dtbStrength && cachePriceActionSwingOscillator[idx].SwingSize == swingSize && cachePriceActionSwingOscillator[idx].SwingType == swingType && cachePriceActionSwingOscillator[idx].EqualsInput(input))
return cachePriceActionSwingOscillator[idx];
lock (checkPriceActionSwingOscillator)
{
checkPriceActionSwingOscillator.DtbStrength = dtbStrength;
dtbStrength = checkPriceActionSwingOscillator.DtbStrength;
checkPriceActionSwingOscillator.SwingSize = swingSize;
swingSize = checkPriceActionSwingOscillator.SwingSize;
checkPriceActionSwingOscillator.SwingType = swingType;
swingType = checkPriceActionSwingOscillator.SwingType;
if (cachePriceActionSwingOscillator != null)
for (int idx = 0; idx < cachePriceActionSwingOscillator.Length; idx++)
if (cachePriceActionSwingOscillator[idx].DtbStrength == dtbStrength && cachePriceActionSwingOscillator[idx].SwingSize == swingSize && cachePriceActionSwingOscillator[idx].SwingType == swingType && cachePriceActionSwingOscillator[idx].EqualsInput(input))
return cachePriceActionSwingOscillator[idx];
PriceActionSwingOscillator indicator = new PriceActionSwingOscillator();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.DtbStrength = dtbStrength;
indicator.SwingSize = swingSize;
indicator.SwingType = swingType;
Indicators.Add(indicator);
indicator.SetUp();
PriceActionSwingOscillator[] tmp = new PriceActionSwingOscillator[cachePriceActionSwingOscillator == null ? 1 : cachePriceActionSwingOscillator.Length + 1];
if (cachePriceActionSwingOscillator != null)
cachePriceActionSwingOscillator.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cachePriceActionSwingOscillator = tmp;
return indicator;
}
}
