/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
// re-trigger on each tick - may not be required with unmanaged order entry, yet to be determined
CalculateOnBarClose = false;
// Use Unmanaged order methods
Unmanaged = true;
// Triggers the exit on close function 60 min prior to session end
// Note: This property is a real-time only property.
ExitOnClose = true;
ExitOnCloseSeconds = 3600; // 60 min before session close
TimeInForce = Cbi.TimeInForce.Day;
//Add(ATR(period));
//ATR(period).Plots[0].Pen.Color = Color.DarkGreen;
ma = HMA(MaPeriod);
Add(ma);
// Add(Stochastics(stocD, stocK, stocS));
// Stochastics(stocD, stocK, stocS).Plots[0].Pen.Color = Color.Blue; // D color
// Stochastics(stocD, stocK, stocS).Plots[0].Pen.Width = 2;
// Stochastics(stocD, stocK, stocS).Lines[0].Pen.Color = Color.Black; // Lower
// Stochastics(stocD, stocK, stocS).Lines[0].Pen.DashStyle = DashStyle.Dot;
// Stochastics(stocD, stocK, stocS).Lines[0].Pen.Width = 2;
// Stochastics(stocD, stocK, stocS).Plots[1].Pen.Color = Color.Black; // K color
// Stochastics(stocD, stocK, stocS).Lines[1].Pen.Color = Color.Black; // Upper
// Stochastics(stocD, stocK, stocS).Lines[1].Pen.DashStyle = DashStyle.Dot;
// Stochastics(stocD, stocK, stocS).Lines[1].Pen.Width = 2;
//
ClearOutputWindow();
TraceOrders = enableTraceOrders;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
HMA hma = HMA(hullPeriod);
Sharkchop_v01_1 sc = Sharkchop_v01_1(13, 1, 1, 16);
_ADXVMA_Alerts_v01_5_1 adx = _ADXVMA_Alerts_v01_5_1(adxPeriod, conservativeMode);
//EMA ema = EMA(20);
ManageOrder();
if (Position.MarketPosition != MarketPosition.Flat)
{
return;
}
if (Rising(hma) &&
adx.Signal[0] == RISING &&
MAX(sc.Long, Math.Min(Bars.BarsSinceSession, sharkyChopLookBack))[0] >= sharkyChopTrigger &&
sc.Long[0] > sc.Long[1]
)
{
GoLong();
}
else if (Falling(hma) &&
adx.Signal[0] == FALLING &&
MAX(sc.Short, Math.Min(Bars.BarsSinceSession, sharkyChopLookBack))[0] >= sharkyChopTrigger &&
sc.Short[0] > sc.Short[1]
)
{
GoShort();
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
EntryHandling = EntryHandling.UniqueEntries;
myTickSize = TickSize * 10;
SMA smav = SMA(SMAlength);
EMA emav = EMA(EMAlength);
HMA hmav = HMA(HMAlength);
ManageOrders();
if (Position.MarketPosition != MarketPosition.Flat)
{
return;
}
if (Rising(smav) && Rising(emav) && Rising(hmav))
{
GoLong();
}
else if (Falling(smav) && Falling(emav) && Falling(hmav))
{
GoShort();
}
}
/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
//this.HallMaColored
SetProfitTarget(CalculationMode.Ticks, iparm1);
SetStopLoss(CalculationMode.Ticks, iparm1);
//SetTrailStop("", CalculationMode.Percent, dparm2, false);
smaLow = HMA(Low, period1);
smaHigh = HMA(High, period1);
//Add(smaLow);
//Add(smaHigh);
smaHigh.Displacement = 0;
smaLow.Displacement = 0;
hallMa = HallMaColored(Typical, period1);
//hallMaFast = HallMaColored(Low, period2);
Add(hallMa);
//Add(hallMaFast);
dc = DonchianChannel(period2);
Add(dc);
CalculateOnBarClose = true;
ExitOnClose = true;
IncludeCommission = false;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
ast = anaSuperTrend(1, 3, 3);
dc = DonchianChannel(20);
hma = HMA(30);
// Open Secret Sauce Long
if (isFlat() &&
enableLong
//&& Close[0] <= ast.StopLine[0]
&& ast.UpTrend[0] && !ast.UpTrend[1]
//&& ((dc.Upper[0] - dc.Lower[0])/TickSize >= 12)
&& Rising(hma)
//&& (BarsSinceExit() > 5 || BarsSinceExit() == -1)
)
{
EnterLong(DefaultQuantity);
//EnterLongLimit(DefaultQuantity, ast.StopLine[0]);
}
// Open Secret Sauce Short
if (isFlat() &&
enableShort
)
{
EnterShort(DefaultQuantity);
}
AtmStrategyHandler();
}
protected override void OnStart()
{
DragonID = "Golden Dragon " + DragonNumber + " - " + Symbol.Code;
Positions.Closed += PositionsOnClosed;
BuyVolume = TradeVolume;
OpeningBalance = Account.Balance;
MaxLong = MaxLongTrades;
MaxShort = MaxShortTrades;
cog1 = Indicators.GetIndicator <BelkhayatePRC>(cogDegree, cog1Periods, Inner, Middle, Outer);
if (cog2Periods > 0)
{
cog2 = Indicators.GetIndicator <BelkhayatePRC>(cogDegree, cog2Periods, Inner, Middle, Outer);
}
if (cog3Periods > 0)
{
cog3 = Indicators.GetIndicator <BelkhayatePRC>(cogDegree, cog3Periods, Inner, Middle, Outer);
}
if (BelkhayateTimingFilter)
{
timing = Indicators.GetIndicator <BelkhayateTiming>();
}
if (HullFilter)
{
hull = Indicators.GetIndicator <HMA>(HullPeriod);
}
// Identify existing trades from this instance
foreach (var position in Positions)
{
if (position.Label == DragonID)
{
switch (position.TradeType)
{
case TradeType.Buy:
LongPositions++;
break;
case TradeType.Sell:
ShortPositions++;
break;
}
}
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
atr = ATRTrailing(atrTimes, atrPeriod, atrRatched);
hmaFast = HMA(hmaFastPeriod);
hmaMed = HMA(hmaMedPeriod);
hmaSlow = HMA(hmaSlowPeriod);
//adx = ADXVMA(hmaFastPeriod);
if (Bars.FirstBarOfSession)
{
lastTrade = NUTRAL;
}
if (Position.MarketPosition != MarketPosition.Flat)
{
//ManageTrade();
AtmStrategyHandler();
return;
}
//resetLastTrade();
//DrawDot(CurrentBar + "adx", false, 0, adx.ADXVMAPlot[0], Color.Black);
if (Close[0] > Close[1] &&
Close[1] > Close[2] &&
Close[2] > Close[3]
//&& lastTrade != LONG
&& Rising(hmaSlow) &&
(BarsSinceExit() > 4 || BarsSinceExit() == -1)
// && Close[1] < adx.ADXVMAPlot[0]
)
{
//Print(Time + " - Slope: " + Slope(adx.ADXVMAPlot, 1, 0));
GoLong();
}
else if (Close[0] < Close[1] &&
Close[1] < Close[2] &&
Close[2] < Close[3]
//&& lastTrade != SHORT
&& Falling(hmaSlow) &&
(BarsSinceExit() > 4 || BarsSinceExit() == -1)
// && Close[1] > adx.ADXVMAPlot[0]
)
{
GoShort();
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
hmaFast = HMA(75);
hmaSlow = HMA(1050);
if (Position.MarketPosition == MarketPosition.Flat)
{
if (Rising(hmaSlow) &&
CrossAbove(hmaFast, hmaSlow, 1) &&
Rising(hmaFast) &&
High[0] > hmaSlow[0]
)
{
EnterLong();
}
}
AtmStrategyHandler();
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "Plot Higher Time Frame indicator";
}
else if (State == State.Configure)
{
AddDataSeries(BarsPeriodType.Minute, 60);
AddPlot(Brushes.Green, "HMA1");
AddPlot(Brushes.Red, "HMA2");
}
else if (State == State.DataLoaded)
{
myHMA = HMA(Closes[1], 14);
myHMA2 = HMA(Closes[1], 30);
}
}
protected override void OnStart()
{
DragonID = "Golden Dragon " + Symbol.Code + "-" + DragonNumber;
Count = BuyWait;
BuyVolume = OpeningLotSize;
Quantity = BuyVolume;
OpeningBalance = Account.Balance;
MaxLong = MaxLongTrades;
MaxShort = MaxShortTrades;
cog = Indicators.GetIndicator <BelkhayatePRC>(cogDegree, cogPeriod, Inner, Middle, Outer);
hull = Indicators.GetIndicator <HMA>(HullPeriod);
if (atr1Period > 0 && atr2Period > 0)
{
atr1 = Indicators.AverageTrueRange(atr1Period, atr1Type);
atr2 = Indicators.AverageTrueRange(atr2Period, atr2Type);
}
Message(0, "Dragon awakening...");
foreach (var position in Account.Positions)
{
if (position.Label == DragonID)
{
BotBalance += position.GrossProfit;
switch (position.TradeType)
{
case TradeType.Buy:
LongPositions++;
break;
case TradeType.Sell:
ShortPositions++;
break;
}
}
}
if (LongPositions > 0 || ShortPositions > 0)
{
Message(0, "Found " + LongPositions + " half-eaten eagle(s) and " + ShortPositions + " rotting sheep");
}
else
{
Message(0, "No open trades found");
}
ChartRefresh();
filePath = Path.Combine(Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments), DragonID + ".txt");
if (MartingaleEnabled && File.Exists(filePath))
{
_fileReader = File.OpenText(filePath);
MartingaleActive = Int32.Parse(_fileReader.ReadLine());
Message(0, "Martingale Level : " + MartingaleActive);
_fileReader.Close();
}
}
public HmaStrategy(string symbol,
string strTimeInterval, int period, string applied, decimal quantity, BinanceApiClient client, Order last = null)
{
m_Symbol = symbol;
m_TimeInterval = strTimeInterval;
m_Period = period;
m_Applied = applied;
m_Quantity = quantity;
m_Hma = new HMA(m_Period, m_Applied);
try
{
if (last == null)
{
m_NewOrder = null;
}
else
{
var candles = client.GetCandleStick(m_Symbol, m_TimeInterval);
if (candles == null)
{
m_NewOrder = null;
}
else
{
var hmaArray = m_Hma.iHMA_Array(candles);
int preSignal = -1;
for (int i = hmaArray.Length - 1; i >= 0; i--)
{
if (last.Side == "BUY")
{
if (hmaArray[i].Trend != ENUM_TREND.UP_TREND)
{
preSignal = i;
break;
}
}
else if (last.Side == "SELL")
{
if (hmaArray[i].Trend != ENUM_TREND.DOWN_TREND)
{
preSignal = i;
break;
}
}
}
if (preSignal < 0 || preSignal >= hmaArray.Length)
{
m_NewOrder = null;
}
else
{
if (candles.ElementAt(preSignal).CloseTime >= last.Time)
{
m_NewOrder = null;
}
else
{
m_NewOrder = new NewOrder();
m_NewOrder.OrderId = last.OrderId;
m_NewOrder.ClientOrderId = last.ClientOrderId;
m_NewOrder.Symbol = symbol;
m_NewOrder.TransactTime = last.Time;
}
}
}
}
}
catch
{
m_NewOrder = null;
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
//DonchianChannel dc = DonchianChannel(20);
hma = HMA(hmaPeriod);
zz = ZigZag(deviationType, deviationValue, useHighLow);
zzFib = ZigZagFib(deviationType, deviationValue, useHighLow);
// ReadZigZag();
swingHigh = zzFib.Upper[0];
swingLow = zzFib.Lower[0];
double upperTrade = zzFib.LowerFib[0];
double lowerTrade = zzFib.LowerFib[0];
//if (enableDebug) DrawText(CurrentBar + "currentHigh", barsAgoHigh+"", 0, High[0] + 5 * TickSize, Color.White);
//if (enableDebug) DrawText(CurrentBar + "currentLow", barsAgoLow+"", 0, Low[0] - 5 * TickSize, Color.White);
if (swingHigh <= 0 || swingLow <= 0)
{
return;
}
//DrawDot(CurrentBar + "zz", true, 0, zz.ZigZagHigh[0], Color.Purple);
//if (swingLow > currentZigZagLow && currentZigZagLow > 0)
// swingLow = currentZigZagLow;
//RemoveDrawObjects();
//Print("HighestBar(High, period): " + HighestBar(High, 30) + " swingHigh: " + swingHigh);
//DrawHorizontalLine("SwingHigh", swingHigh, Color.White);
//DrawHorizontalLine("SwingLow", swingLow, Color.White);
//DrawHorizontalLine("UpperTrade", false, upperTrade, Color.Blue, DashStyle.Dash, 1);
//DrawHorizontalLine("LowerTrade", false, lowerTrade, Color.Red, DashStyle.Dash, 1);
//if (ToTime(Time[0]) > ToTime(7, 04, 0)) {
if (Position.MarketPosition == MarketPosition.Flat)
{
//if (barsAgoHigh > barsAgoLow) // && Rising(hma))
if (Rising(hma) &&
Close[0] <= zzFib.LowerFib[0]
//&& (zzFib.Lower[20] - zzFib.Lower[0]) <= 0 * TickSize
// may potentially need to ignore new lows due to expired old lows
)
{
triggeredStopMove = false;
GoLong(zzFib.LowerFib[0], zzFib.LowerFib[0]);
DrawDot(CurrentBar + "tLong", true, 0, zzFib.LowerFib[0], Color.Green);
DrawDot(CurrentBar + "tStop", true, 0, zzFib.UpperFib[0], Color.LightGreen);
}
if (Falling(hma) && AtTop(Close[0]))
{
openHigh = swingHigh;
openLow = swingLow;
GoShort(upperTrade, upperTrade);
DrawDot(CurrentBar + "tShort", true, 0, zzFib.UpperFib[0], Color.Yellow);
DrawDot(CurrentBar + "tStop", true, 0, zzFib.LowerFib[0], Color.LightYellow);
}
}
ManageTrade();
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
hmaFast = HMA(HmaFastPeriod);
hmaMed = HMA(HmaMedPeriod);
hmaSlow = HMA(HmaSlowPeriod);
adx = ADX(adxPeriod);
if (Position.MarketPosition != MarketPosition.Flat)
{
ManageTrade();
return;
}
if (
adx.Value[0] > AdxValue &&
Rising(hmaFast)
//&& Rising(hmaMed)
//&& hmaFast[0] > hmaMed[0]
//&& hmaFast[0] > hmaSlow[0]
&& Close[0] > hmaFast[0] &&
Close[0] > hmaMed[0] &&
Close[0] > hmaSlow[0] &&
Open[0] > Open[1]
//&& Open[1] > Open[2]
&& Close[0] > Close[1]
//&& Close[1] > Close[2]
&& (hmaSlow[0] - hmaFast[0]) / TickSize < 5
)
{
GoLong();
}
if (
adx.Value[0] > AdxValue &&
Falling(hmaFast)
//&& Falling(hmaSlow)
//&& hmaFast[0] < hmaMed[0]
//&& hmaFast[0] < hmaSlow[0]
&& Close[0] < hmaFast[0] &&
Close[0] < hmaMed[0] &&
Close[0] < hmaSlow[0] &&
Open[0] < Open[1]
//&& Open[1] < Open[2]
&& Close[0] < Close[1]
//&& Close[1] < Close[2]
&& (hmaFast[0] - hmaSlow[0]) / TickSize < 5
//&& (BarsSinceExit("Short") > 2 || BarsSinceExit("Short") == -1)
)
{
GoShort();
}
// This call to go short doesn't depend on ADX
if (
Falling(hmaFast) &&
hmaFast[0] < hmaMed[0] &&
hmaMed[0] < hmaSlow[0] &&
Open[0] < Open[1] &&
Open[1] < Open[2] &&
Close[0] < Close[1] &&
Close[1] < Close[2] &&
(BarsSinceExit("Short") > 2 || BarsSinceExit("Short") == -1) &&
2 == 3
)
{
GoShort();
}
}
