protected override void Create()
{
m_AverageFC = new AverageFC(this);
m_MACrossLE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "MACrossLE", EOrderAction.Buy));
m_Counter = new VariableObject <int>(this);
}
protected override void Create(){
m_mypercentr = new VariableSeries<Double>(this);
m_avg = new VariableSeries<Double>(this);
m_PctRLE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "PctRLE", EOrderAction.Buy));
m_setupl = new VariableObject<bool>(this);
}
protected override void Create()
{
m_PivotHighVS = new PivotHighVS(this);
m_PivExtSE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "PivExtSE",
EOrderAction.SellShort));
}
protected override void Create(){
m_AverageFC = new AverageFC(this);
m_MACrossSE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "MACrossSE",
EOrderAction.SellShort));
m_Counter = new VariableObject<int>(this);
}
protected override void Create(){
m_AverageFC = new AverageFC(this);
m_Avg = new VariableSeries<Double>(this);
m_MACrossSX =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "MACrossSX",
EOrderAction.BuyToCover, OrderExit.FromAll));
}
protected override void Create()
{
m_RSI = new RSI(this);
m_myrsi = new VariableSeries <Double>(this);
m_RsiLE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "RsiLE", EOrderAction.Buy));
}
protected override void Create()
{
// In this method we create orders and functions, required for further signal functioning
buy_order = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.Default, "Long", EOrderAction.Buy));
sell_order = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.Default, "Short", EOrderAction.SellShort));
m_RSI = new RSI(this);
}
protected override void Create()
{
m_AverageFC = new AverageFC(this);
m_Avg = new VariableSeries <Double>(this);
m_MACrossSX =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "MACrossSX",
EOrderAction.BuyToCover, OrderExit.FromAll));
}
protected override void Create(){
m_MP = new VariableSeries<int>(this);
m_PftClsSX =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "PftClsSX",
EOrderAction.BuyToCover, OrderExit.FromAll));
m_EntryPrice = new VariableObject<double>(this);
m_cnt = new VariableObject<int>(this);
}
protected override void Create(){
m_FastAverageFC = new AverageFC(this);
m_MedAverageFC = new AverageFC(this);
m_SlowAverageFC = new AverageFC(this);
m_Cond = new VariableSeries<Boolean>(this);
m_MA3CrsLE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "MA3CrsLE", EOrderAction.Buy));
}
protected override void Create()
{
m_mypercentr = new VariableSeries <Double>(this);
m_avg = new VariableSeries <Double>(this);
m_PctRLE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "PctRLE", EOrderAction.Buy));
m_setupl = new VariableObject <bool>(this);
}
protected override void Create(){
m_ConsUpLE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "ConsUpLE", EOrderAction.Buy));
m_ConsDnSE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "ConsDnSE",
EOrderAction.SellShort));
m_ups_cnt = new VariableObject<int>(this);
m_downs_cnt = new VariableObject<int>(this);
}
protected override void Create()
{
m_MACD = new MACD(this);
m_XAverage = new XAverage(this);
m_my_MACD = new VariableSeries <Double>(this);
m_MACD_diff = new VariableSeries <Double>(this);
m_MacdLE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "MacdLE", EOrderAction.Buy));
}
protected override void Create(){
m_FastAverageFC = new AverageFC(this);
m_SlowAverageFC = new AverageFC(this);
m_FastAvg = new VariableSeries<Double>(this);
m_SlowAvg = new VariableSeries<Double>(this);
m_MA2CrossSE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "MA2CrossSE",
EOrderAction.SellShort));
}
protected override void Create()
{
m_FastAverageFC = new AverageFC(this);
m_SlowAverageFC = new AverageFC(this);
m_FastAvg = new VariableSeries <Double>(this);
m_SlowAvg = new VariableSeries <Double>(this);
m_MA2CrossLE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "MA2CrossLE", EOrderAction.Buy));
}
protected override void Create() {
// 初始化下單物件，Contracts.UserSpecified 可指定規模，OrderExit.FromAll 可一次全平
BUY = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.Buy, OrderExit.FromAll));
SELL = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.SellShort, OrderExit.FromAll));
BUY_C = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.Default, EOrderAction.Sell, OrderExit.FromAll));
SELL_C = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.Default, EOrderAction.BuyToCover, OrderExit.FromAll));
__cKD = new KD(this);
}
protected override void Create()
{
m_MP = new VariableSeries <int>(this);
m_PftClsSX =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "PftClsSX",
EOrderAction.BuyToCover, OrderExit.FromAll));
m_EntryPrice = new VariableObject <double>(this);
m_cnt = new VariableObject <int>(this);
}
protected override void Create()
{
m_MACD = new MACD(this);
m_XAverage = new XAverage(this);
m_my_MACD = new VariableSeries<Double>(this);
m_MACD_diff = new VariableSeries<Double>(this);
m_MacdSE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "MacdSE",
EOrderAction.SellShort));
}
protected override void Create()
{
long_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Buy));
short_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.SellShort));
close_long_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Sell));
close_short_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.BuyToCover));
current_regression = new LinearRegValue(this);
deviation = new VariableSeries <double>(this);
}
protected override void Create()
{
buy = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.Buy));
sellshort = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.SellShort));
sell = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.Default, EOrderAction.Sell, OrderExit.FromAll));
buytocover = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.Default, EOrderAction.BuyToCover, OrderExit.FromAll));
sell2 = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.Sell));
buytocover2 = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.BuyToCover));
}
protected override void Create()
{
buyOrder = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.Buy));
sellOrder = OrderCreator.MarketThisBar(new SOrderParameters(EOrderAction.Sell));
cutlersRSIIndicatorMathDown = new CutlersRSIIndicatorMath(this, 1);
cutlersRSIIndicatorMathFlat = new CutlersRSIIndicatorMath(this, 1);
cutlersRSIIndicatorMathUp = new CutlersRSIIndicatorMath(this, 1);
xAverageLong = new XAverageThatWorks(this, 1);
xAverageShort = new XAverageThatWorks(this, 1);
}
protected override void Create()
{
//buyOrder = OrderCreator.Limit(new SOrderParameters(Contracts.UserSpecified, EOrderAction.Buy));
buyOrderMarket = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.Buy)); // we need "Default" in order for MM Signal to work
sellOrderRsi = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "RSI Exit", EOrderAction.Sell, OrderExit.FromAll));
sellOrderCutLoss = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "Cut Loss Exit", EOrderAction.Sell, OrderExit.FromAll));
rsi = new RSI(this);
kRatioBarsMathShort = new K_RatioBarsMath(this);
kRatioBarsMathLong = new K_RatioBarsMath(this);
}
protected override void Create()
{
m_ConsUpLE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "ConsUpLE", EOrderAction.Buy));
m_ConsDnSE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "ConsDnSE",
EOrderAction.SellShort));
m_ups_cnt = new VariableObject <int>(this);
m_downs_cnt = new VariableObject <int>(this);
}
protected override void Create()
{
m_FastAverageFC = new AverageFC(this);
m_MedAverageFC = new AverageFC(this);
m_SlowAverageFC = new AverageFC(this);
m_Cond = new VariableSeries <Boolean>(this);
m_MA3CrsSE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "MA3CrsSE",
EOrderAction.SellShort));
}
protected override void Create()
{
m_Stochastic = new Stochastic(this);
m_oFastK = new VariableSeries <Double>(this);
m_oFastD = new VariableSeries <Double>(this);
m_oSlowK = new VariableSeries <Double>(this);
m_oSlowD = new VariableSeries <Double>(this);
m_StochLE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "StochLE", EOrderAction.Buy));
}
protected override void Create()
{
// create variable objects, function objects, order objects etc.
buy_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Buy));
stop_loss = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "SL", EOrderAction.Sell));
take_profit = OrderCreator.Limit(new SOrderParameters(Contracts.Default, "TP", EOrderAction.Sell));
quotesBuffer = new Queue <Quote>();
strategyParams = new StrategyParams();
}
protected override void Create()
{
Ratio = new VariableSeries <double>(this);
m_expAvgRatio = new XAverage(this);
m_long = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.Buy));
m_short = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.SellShort));
m_lx = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.Default, EOrderAction.Sell));
m_sx = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.Default, EOrderAction.BuyToCover));
}
protected override void Create()
{
BUY = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.Buy));
SELL = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.SellShort));
BUY_C = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.Default, EOrderAction.Sell, OrderExit.FromAll));
SELL_C = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.Default, EOrderAction.BuyToCover, OrderExit.FromAll));
cText = this.DrwText.Create(new ChartPoint(1, 50), "1234", true);
cText.Size = 13;
cText.Color = Color.Yellow;
cText.BGColor = Color.Red;
cText.SetFont(System.Drawing.FontStyle.Bold, true);
}
protected override void Create()
{
// create variable objects, function objects, order objects etc.
spread_diff_func = new Function.Spread_Diff_Corrective_Function(this);
long_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Buy));
close_long_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Sell));
short_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.SellShort));
close_short_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.BuyToCover));
enable_long = true;
enable_short = true;
first_difference = false;
liquidate_at_midpoint = true;
}
protected override void Create()
{
//create TA objects
m_MA = new AverageFC(this);
//orders
m_BK =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "BK", EOrderAction.Buy));
m_SP =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "SP", EOrderAction.Sell,
OrderExit.FromAll));
m_SK =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "SK",
EOrderAction.SellShort));
m_BP =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "BP",
EOrderAction.BuyToCover, OrderExit.FromAll));
}
protected override void Create()
{
momentum_fast = new VariableSeries <Double>(this);
momentum_slow = new VariableSeries <Double>(this);
long_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Buy));
short_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.SellShort));
close_long_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Sell));
close_short_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.BuyToCover));
enable_long = true;
enable_short = true;
momentum_fast_length = 8;
momentum_slow_length = 60;
momentum_fast_offset = 1;
momentum_slow_offset = 2;
}
protected override void Create()
{
//create TA objects
m_MA = new AverageFC(this);
//orders
m_BK =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "BK", EOrderAction.Buy));
m_SP =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "SP", EOrderAction.Sell,
OrderExit.FromAll));
m_SK =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "SK",
EOrderAction.SellShort));
m_BP =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "BP",
EOrderAction.BuyToCover, OrderExit.FromAll));
}
protected override void Create()
{
current_regression = new LinearRegValue(this);
past_regression = new LinearRegValue(this);
stdev = new StandardDeviation(this);
slope_roc = new VariableSeries <double>(this, regression_length);
long_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Buy));
short_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.SellShort));
close_long_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Sell));
close_short_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.BuyToCover));
enable_long = true;
enable_short = true;
regression_length = 250;
bias_reset_zscore = 0.25;
take_profit_zscore = 0.85;
zscore_multiple = 10;
trade_enabled = true;
}
private void CreateOrderService(Instrument buyBars, Instrument sellBars) {
if(__cOrderService1 != null) {
__cOrderService1.Dispose();
}
#if __SIMULATE
__cOrderService1 = OrderManager.Manager.CreateOrderService("Netwings.OrderService;Netwings.SimulateOrderService");
#else
__cOrderService1 = OrderManager.Manager.CreateOrderService("Netwings.OrderService;Netwings.RealOrderService");
SetPipeNumber(InputAttribute.GetParameters(__cOrderService1), 1, 1);
#endif
__cOrderService1.onResponse += OrderService_onResponse;
__cOrderService1.SetInstrument(buyBars);
__cOrderService1.SetDefaultContracts(1);
__cOrderService1.Initialize();
IOrderCreator cOrderCreator1 = __cOrderService1 as IOrderCreator;
__cBOrderO = cOrderCreator1.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, "CALL_BUY", EOrderAction.Buy, OrderExit.FromAll));
__cBOrderC = cOrderCreator1.MarketThisBar(new SOrderParameters(Contracts.Default, "CALL_CLOSE", EOrderAction.Sell, OrderExit.FromAll));
if (log.IsInfoEnabled) log.Info("[CreateOrderService] Set BUY \"Netwings.OrderService;Netwings.SimulateOrderService\" and create...");
if(__cOrderService2 != null) {
__cOrderService2.Dispose();
}
#if __SIMULATE
__cOrderService2 = OrderManager.Manager.CreateOrderService("Netwings.OrderService;Netwings.SimulateOrderService");
#else
__cOrderService2 = OrderManager.Manager.CreateOrderService("Netwings.OrderService;Netwings.RealOrderService");
SetPipeNumber(InputAttribute.GetParameters(__cOrderService2), 1, 2);
#endif
__cOrderService2.onResponse += OrderService_onResponse;
__cOrderService2.SetInstrument(sellBars);
__cOrderService2.SetDefaultContracts(1);
__cOrderService2.Initialize();
IOrderCreator cOrderCreator2 = __cOrderService2 as IOrderCreator;
__cSOrderO = cOrderCreator2.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, "PUT_SELL", EOrderAction.SellShort, OrderExit.FromAll));
__cSOrderC = cOrderCreator2.MarketThisBar(new SOrderParameters(Contracts.Default, "PUT_CLOSE", EOrderAction.BuyToCover, OrderExit.FromAll));
if (log.IsInfoEnabled) log.Info("[CreateOrderService] Set SELL \"Netwings.OrderService;Netwings.SimulateOrderService\" and create...");
}
protected override void Create(){
m_RSI = new RSI(this);
m_myrsi = new VariableSeries<Double>(this);
m_RsiSE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "RsiSE", EOrderAction.SellShort));
}
protected override void Create()
{
// create variable objects, function objects, order objects etc.
buy_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Buy));
x = new XAverageThatWorks(this);
}
protected override void Create()
{
m_PivotLowVS = new PivotLowVS(this);
m_PivExtLE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "PivExtLE", EOrderAction.Buy));
}
protected override void Create(){
m_CustomLX =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "CustomLX", EOrderAction.Sell,
OrderExit.FromAll));
}
protected override void Create(){
m_PivotHighVS = new PivotHighVS(this);
m_PivExtSE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "PivExtSE",
EOrderAction.SellShort));
}
protected override void Create(){
m_PivotLowVS = new PivotLowVS(this);
m_PivExtLE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "PivExtLE", EOrderAction.Buy));
}
protected override void Create()
{
buy = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "LE", EOrderAction.Buy));
sellshort = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "SE", EOrderAction.SellShort));
barNumber = new VariableSeries <int>(this);
}
protected override void Create() {
// 初始化下單物件，Contracts.UserSpecified 可指定規模，OrderExit.FromAll 可一次全平
BUY = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.Buy));
SELL = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.SellShort));
BUY_C = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.Default, EOrderAction.Sell, OrderExit.FromAll));
SELL_C = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.Default, EOrderAction.BuyToCover, OrderExit.FromAll));
__cBIAS = new BIAS(this, 2);
__cBIAS.Length = 5;
停損點數 *= 下單口數;
基礎停利點 *= 下單口數;
__cPrevDate = Bars.Time[0].AddDays(-1);
IInstrument cBars = BarsOfData(2);
int iIndex = -(cBars.FullSymbolData.Count - 1);
log.InfoFormat("最新歷史KBars={0}", cBars.FullSymbolData.Time[iIndex].ToString("yyyy-MM-dd HH:mm:ss"));
Output.WriteLine(string.Format("最新歷史KBars={0}", cBars.FullSymbolData.Time[iIndex].ToString("yyyy-MM-dd HH:mm:ss")));
}
protected override void Create(){
m_KeyRevLE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "KeyRevLE", EOrderAction.Buy));
}
protected override void Create(){
m_InsBarSE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "InsBarSE", EOrderAction.SellShort));
}
protected override void Create()
{
// create variable objects, function objects, order objects etc.
spread_diff_func = new Function.Spread_Diff_Corrective_Function(this);
buy_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Buy));
}
protected override void Create(){
m_TimeBarsSX =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "TimeBarsSX",
EOrderAction.BuyToCover, OrderExit.FromAll));
}
protected override void Create()
{
m_LossClsLX = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "LossClsLX", EOrderAction.Sell, OrderExit.FromAll));
}
protected override void Create() {
// 初始化下單物件，Contracts.UserSpecified 可指定規模，OrderExit.FromAll 可一次全平
多單 = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.Buy));
多停 = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.Default, EOrderAction.Sell, OrderExit.FromAll));
}
protected override void Create() {
// 初始化下單物件，Contracts.UserSpecified 可指定規模，OrderExit.FromAll 可一次全平，OrderExit.Total指定口數平倉
多單 = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.Buy));
空單 = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.SellShort));
多停 = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Sell, OrderExit.FromAll));
空停 = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.BuyToCover, OrderExit.FromAll));
多當沖 = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.Default, EOrderAction.Sell, OrderExit.FromAll));
空當沖 = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.Default, EOrderAction.BuyToCover, OrderExit.FromAll));
多隔沖 = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Sell, OrderExit.FromAll));
空隔沖 = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.BuyToCover, OrderExit.FromAll));
漲跌 = new VariableSeries<double>(this);
漲跌幅 = new VariableSeries<double>(this);
上影線 = new VariableSeries<double>(this);
下影線 = new VariableSeries<double>(this);
實體線 = new VariableSeries<double>(this);
結算日集合 = new Dictionary<DateTime, bool>();
順勢進場週間日集合 = new Dictionary<DayOfWeek, bool>();
逆勢進場週間日集合 = new Dictionary<DayOfWeek, bool>();
結算隔日進場月份集合 = new Dictionary<int, bool>();
#region 初始化指標策略內部變數
#endregion
}
protected override void Create()
{
m_OutBarSE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "OutBarSE",
EOrderAction.SellShort));
}
protected override void Create() {
// 初始化下單物件，Contracts.UserSpecified 可指定規模，OrderExit.FromAll 可一次全平
多單 = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.Buy));
空單 = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.SellShort));
多沖 = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.Default, EOrderAction.Sell, OrderExit.FromAll));
空沖 = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.Default, EOrderAction.BuyToCover, OrderExit.FromAll));
__cService = OrderCreator as AbstractOrderService;
__cTimer = new Timer(1);
__cTimer.AutoReset = false;
__cTimer.Elapsed += Timer_onElapsed;
//__cTimer.Start();
//bbb = BarsOfData(2);
cBuilder.AppendLine("[F000]");
__cKDSum = new VariableSeries<double>(this);
__cMACD = new MACD(this);
__cMACD.FastPeriod = 5;
__cMACD.SlowPeriod = 10;
__cMACD.MACDPeriod = 10;
__cKD = new KD(this);
__cKD.Length = 5;
}
protected override void Create()
{
m_CustomSX =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "CustomSX",
EOrderAction.BuyToCover, OrderExit.FromAll));
}
protected override void Create(){
m_Stochastic = new Stochastic(this);
m_oFastK = new VariableSeries<Double>(this);
m_oFastD = new VariableSeries<Double>(this);
m_oSlowK = new VariableSeries<Double>(this);
m_oSlowD = new VariableSeries<Double>(this);
m_StochLE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "StochLE", EOrderAction.Buy));
}
