/// <summary>
/// Screening following basic MACD rule
/// </summary>
override protected void StrategyExecute()
{
//BasicMACDRule rule = new BasicMACDRule(data.Close, (int)parameters[0], (int)parameters[1], (int)parameters[2]);
//TwoSMARule rule1 = new TwoSMARule(data.Close, (int)parameters[3], (int)parameters[4]);
TwoSMABasicMACDRule rule = new TwoSMABasicMACDRule(data.Close, parameters[0], parameters[1], parameters[2], parameters[3], parameters[4]);
int Bar = data.Close.Count - 1;
if (rule.DownTrend(Bar))
{
BusinessInfo info = new BusinessInfo();
info.Weight = data.Close[Bar];
SelectStock(Bar, info);
}
}
/// <summary>
/// Strategy following hybrid : basic MACD rule&&2sma
/// </summary>
override protected void StrategyExecute()
{
//BasicMACDRule rule = new BasicMACDRule(data.Close, (int)parameters[0], (int)parameters[1], (int)parameters[2]);
//TwoSMARule rule1 = new TwoSMARule(data.Close, (int)parameters[3], (int)parameters[4]);
TwoSMABasicMACDRule rule = new TwoSMABasicMACDRule(data.Close, parameters[0], parameters[1], parameters[2], parameters[3], parameters[4]);
int cutlosslevel = (int)parameters[5];
int trailingstoplevel = (int)parameters[6];
int takeprofitlevel = (int)parameters[7];
for (int idx = 0; idx < data.Close.Count; idx++)
{
//Buy condition
if (rule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Weight = data.Close[idx];
BuyAtClose(idx, info);
}
//Sell condition
else
if (rule.isValid_forSell(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
{
SellCutLoss(idx);
}
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
{
SellTakeProfit(idx);
}
if (trailingstoplevel > 0)
{
TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
}
}
}
/// <summary>
/// Screening following basic MACD rule
/// </summary>
override protected void StrategyExecute()
{
//BasicMACDRule rule = new BasicMACDRule(data.Close, (int)parameters[0], (int)parameters[1], (int)parameters[2]);
//TwoSMARule rule1 = new TwoSMARule(data.Close, (int)parameters[3], (int)parameters[4]);
TwoSMABasicMACDRule rule = new TwoSMABasicMACDRule(data.Close, parameters[0], parameters[1], parameters[2], parameters[3], parameters[4]);
int Bar = data.Close.Count - 1;
if (rule.DownTrend(Bar))
{
BusinessInfo info = new BusinessInfo();
info.Weight = data.Close[Bar];
SelectStock(Bar, info);
}
}
/// <summary>
/// Strategy following hybrid : basic MACD rule&&2sma
/// </summary>
override protected void StrategyExecute()
{
//BasicMACDRule rule = new BasicMACDRule(data.Close, (int)parameters[0], (int)parameters[1], (int)parameters[2]);
//TwoSMARule rule1 = new TwoSMARule(data.Close, (int)parameters[3], (int)parameters[4]);
TwoSMABasicMACDRule rule = new TwoSMABasicMACDRule(data.Close, parameters[0], parameters[1], parameters[2], parameters[3], parameters[4]);
int cutlosslevel = (int)parameters[5];
int trailingstoplevel = (int)parameters[6];
int takeprofitlevel = (int)parameters[7];
for (int idx = 0; idx < data.Close.Count; idx++)
{
//Buy condition
if (rule.isValid_forBuy(idx))
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Weight = data.Close[idx];
BuyAtClose(idx, info);
}
//Sell condition
else
if (rule.isValid_forSell(idx) )
{
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
SellAtClose(idx, info);
}
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
SellCutLoss(idx);
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
SellTakeProfit(idx);
if (trailingstoplevel > 0)
TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
}
}