public static void TestBBands()
{
iBollingerBands BB;
BB = new iBollingerBands(10, -1);
BB = new iBollingerBands(20, -1);
BB = new iBollingerBands(50, -1);
BB = new iBollingerBands(21, -1);
double[] val = { 6.92, 6.89, 6.82, 6.82, 6.83, 6.79, 6.75, 6.71, 6.71, 6.66, 6.59, 6.56, 6.59, 6.56, 6.61, 6.68, 6.65, 6.68, 6.54, 6.49, 6.42 };
for (int i = 0; i < val.GetUpperBound(0) + 1; i++)
{
BB.ReceiveTick(val[i]);
}
double BP, MA, BM, pb, bw;
BB.Value(out BP, out MA, out BM, out pb, out bw);
if (Math.Abs(MA - 6.68) < 0.01)
{
Framework.Logger(2, "MA Returns correct value: " + MA);
}
if (Math.Abs(BP - 6.94) < 0.01)
{
Framework.Logger(2, "BP Returns correct value: " + BP);
}
if (Math.Abs(BM - 6.41) < 0.01)
{
Framework.Logger(2, "BM Returns correct value: " + BM);
}
}
public string GetValues()
{
string Values;
double BPlus, BSMA, BMinus, PctB, BW;
double Deriv1, Deriv2;
double MACDv, MACDs, MACDh;
double STARCPlus, STARCSMA, STARCMinus;
double STOv, STOs;
double ATRv = ATR.Value();
BB.Value(out BPlus, out BSMA, out BMinus, out PctB, out BW);
double CCIv = CCI.Value();
Derivatives.Value(out Deriv1, out Deriv2);
double EMAv = EMA.Value();
double FMAv = FMA.Value();
double HMAv = HMA.Value();
MACD.Value(out MACDv, out MACDs, out MACDh);
double MOMv = Momemtum.Value();
double RSIv = RSI.Value();
double RKOv = Renko.Value();
double SMAv = SMA.Value();
STARCBands.Value(out STARCPlus, out STARCSMA, out STARCMinus);
double STDv = STDDEV.Value();
double SLPv = Slope.Value();
double SRSv = StochRSI.Value();
Stochastics.Value(out STOv, out STOs);
double STv = Stub.Value();
double TRDv = Trend.Value();
double TRv = TrueRange.Value();
double WMAv = WMA.Value();
string ATRp = ATR.isPrimed().ToString();
string BBp = BB.isPrimed().ToString();
string CCIp = CCI.isPrimed().ToString();
string DERp = Derivatives.isPrimed().ToString();
string EMAp = EMA.isPrimed().ToString();
string FMAp = FMA.isPrimed().ToString();
string HMAp = HMA.isPrimed().ToString();
string MACp = MACD.isPrimed().ToString();
string MOMp = Momemtum.isPrimed().ToString();
string RSIp = RSI.isPrimed().ToString();
string RKOp = Renko.isPrimed().ToString();
string SMAp = SMA.isPrimed().ToString();
string STCp = STARCBands.isPrimed().ToString();
string STDp = STDDEV.isPrimed().ToString();
string SLPp = Slope.isPrimed().ToString();
string SRSp = StochRSI.isPrimed().ToString();
string STOp = Stochastics.isPrimed().ToString();
string STp = Stub.isPrimed().ToString();
string TRDp = Trend.isPrimed().ToString();
string TRp = TrueRange.isPrimed().ToString();
string WMAp = WMA.isPrimed().ToString();
Values =
Candle.O + "," + Candle.H + "," + Candle.L + "," + Candle.C + "," +
ATRp + "," + ATRv + "," +
BBp + "," + BPlus + "," + BSMA + "," + BMinus + "," + PctB + "," + BW + "," +
CCIp + "," + CCIv + "," +
DERp + "," + Deriv1 + "," + Deriv2 + "," +
EMAp + "," + EMAv + "," +
FMAp + "," + FMAv + "," +
HMAp + "," + HMAv + "," +
MACp + "," + MACDv + "," + MACDs + "," + MACDh + "," +
MOMp + "," + MOMv + "," +
RSIp + "," + RSIv + "," +
RKOp + "," + RKOv + "," +
SMAp + "," + SMAv + "," +
STCp + "," + STARCPlus + "," + STARCSMA + "," + STARCMinus + "," +
STDp + "," + STDv + "," +
SLPp + "," + SLPv + "," +
SRSp + "," + SRSv + "," +
STOp + "," + STOv + "," + STOs + "," +
STp + "," + STv + "," +
TRDp + "," + TRDv + "," +
TRp + "," + TRv + "," +
WMAp + "," + WMAv;
return(Values);
}
// decide if we are entering or exiting a long or short trade
// different criteria can be used for each condition
private void DecisionFunction()
{
switch (Framework.Account.InTrade())
{
// if we are not in a trade, see to enter long or short
case 0:
{
// seems like a repetitive check
if (Framework.Account.InTrade() == 0)
{
if (EntryCriteriaLong())
{
Framework.Account.EnterTrade(1);
Framework.Account.SetTrailingStop(0.0018);
}
}
// now is not a repetitive check since
// EntryCriteriaLong might have entered a trade
// so check again
if (Framework.Account.InTrade() == 0)
{
if (EntryCriteriaShort())
{
Framework.Account.EnterTrade(1);
Framework.Account.SetTrailingStop(0.0018);
}
}
break;
}
// if we are currently long, look for a long exit strategy
case 1:
{
if (EntryCriteriaShort())
{
Framework.Account.ExitTrade();
//Framework.Account.EnterTrade(-1);
}
break;
}
// if we are currently short, look for a short exit strategy
case -1:
{
if (EntryCriteriaLong())
{
Framework.Account.ExitTrade();
//Framework.Account.EnterTrade(1);
}
break;
}
}
// extract values from indicators and account
// and log them to a file (used to create a graph with a separate app)
double logInTrade = Framework.Account.InTrade();
double logMargin = Framework.Account.GetAccount().C;
double C = cbx.GetCandle(0).C;
double TP = (cbx.GetCandle(0).C + cbx.GetCandle(0).H + cbx.GetCandle(0).L) / 3;
double hma = HMA.Value();
double fma = FMA.Value();
double deriv1 = ((double)Deriv1.GetItem(0));
double deriv2 = ((double)Deriv2.GetItem(0));
double sma;
double bband1;
double bband2;
double pb;
double bw;
double srsi = StochRSI.Value();
double cci = CCI.Value();
BBands.Value(out bband1, out sma, out bband2, out pb, out bw);
// write monitored valued to the numerical output file
// Framework.WriteGraphLine("InTrade,Margin,C,TP,FMA,HMA,Deriv1,Deriv2,SMA,BBand1,BBand2,%b,Bandwidth,StochRSI,CCI");
Framework.WriteGraphLine(logInTrade + "," + logMargin + "," + C + "," + TP + "," + fma + "," + hma + "," + deriv1 + "," + deriv2 + "," + sma + "," + bband1 + "," + bband2 + "," + pb + "," + bw + "," + srsi + "," + cci);
}
private void DecisionFunction()
{
BBands.Value(out BPlus, out SMA, out BMinus, out PctB, out BW);
BWidth = BPlus - BMinus;
SMASlope.ReceiveTick(SMA);
HMAv = HMA.Value();
// preprocessing
StateMachine();
switch (Framework.Account.InTrade())
{
case 0:
{
if (Framework.Account.InTrade() == 0)
{
if (EntryCriteriaLong())
{
Framework.Account.EnterTrade(1);
Framework.Account.SetTrailingStop(TrailingStop);
}
}
if (Framework.Account.InTrade() == 0)
{
if (EntryCriteriaShort())
{
Framework.Account.EnterTrade(-1);
Framework.Account.SetTrailingStop(TrailingStop);
}
}
break;
}
case 1:
{
if (ExitCriteriaLong())
{
Framework.Account.ExitTrade();
}
break;
}
case -1:
{
if (ExitCriteriaShort())
{
Framework.Account.ExitTrade();
}
break;
}
}
double logInTrade = Framework.Account.InTrade();
double logMargin = Framework.Account.GetAccount().C;
//Framework.WriteGraphLine("InTrade,Margin,B+,C,HMA,SMA,B-,State,BWidth,MinBWidth,EntryRecommend");
Framework.WriteGraphLine(logInTrade + "," + logMargin + "," + BPlus + "," + Candle.C + "," + HMAv + "," + SMA + "," + BMinus + "," + State + "," + BWidth + "," + MinBWidth + "," + EntryRecommend);
}