override protected void StrategyExecute() { BasicDMIRule rule = new BasicDMIRule(data.Bars, parameters[0], parameters[1]); int cutlosslevel = (int)parameters[2]; int takeprofitlevel = (int)parameters[3]; for (int idx = rule.minusDmi.FirstValidValue; idx < rule.minusDmi.Count; idx++) { //Buy Condition if (rule.isValid_forBuy(idx)) { BuyAtClose(idx); } //Sell Condition if (rule.isValid_forSell(idx)) { SellAtClose(idx); } if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel)) { SellCutLoss(idx); } if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel)) { SellTakeProfit(idx); } } }
override protected void StrategyExecute() { BasicDMIRule rule = new BasicDMIRule(data.Bars, parameters[0], parameters[1]); Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min"); Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[1], "max"); for (int idx = 0; idx < data.Close.Count; idx++) { if (rule.isValid_forBuy(idx)) { BusinessInfo info = new BusinessInfo(); info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified); info.Short_Target = max[idx]; info.Stop_Loss = min[idx]; BuyAtClose(idx, info); } else if (rule.isValid_forSell(idx)) { BusinessInfo info = new BusinessInfo(); info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified); info.Short_Target = min[idx]; info.Stop_Loss = max[idx]; SellAtClose(idx, info); } } }
protected override void StrategyExecute() { Rule rule = new BasicDMIRule(data.Bars, parameters[0], parameters[1]); if (rule.isValid()) { int Bar = data.Close.Count - 1; BusinessInfo info = new BusinessInfo(); info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified); info.Weight = data.Close[Bar]; SelectStock(Bar, info); } }
override protected void StrategyExecute() { BasicDMIRule rule = new BasicDMIRule(data.Bars, parameters[0], parameters[1]); Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min"); Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[1], "max"); int cutlosslevel = (int)parameters[2]; int trailingstoplevel = (int)parameters[3]; int takeprofitlevel = (int)parameters[4]; for (int idx = 0; idx < data.Close.Count; idx++) { if (rule.isValid_forBuy(idx)) { BusinessInfo info = new BusinessInfo(); info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified); info.Short_Target = max[idx]; info.Stop_Loss = min[idx]; BuyAtClose(idx, info); } else if (rule.isValid_forSell(idx)) { BusinessInfo info = new BusinessInfo(); info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified); info.Short_Target = min[idx]; info.Stop_Loss = max[idx]; 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); } } }