private void StartTrender(string symbol, Ichimoku ichimokuSignal)
{
var volume = 0.01;
if (ichimokuSignal.OpenBuy)
{
// Open buy operation
//StartOperation(symbol, OP_BUY, volume);
}
else if (ichimokuSignal.OpenSell)
{
// Open sell operation
//StartOperation(symbol, OP_SELL, volume);
}
else if (ichimokuSignal.CloseBuy)
{
// Close buy operations
}
else if (ichimokuSignal.CloseSell)
{
// Close sell operations
}
else
{
Print("Advisor waiting for IchimokuSignal");
}
}
protected override void Init()
{
_ftoInd = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
_ichInd = GetIndicator <Ichimoku>(Instrument.Id, Timeframe);
_barH1 = GetCustomSeries(Instrument.Id, Period.H1);
_ichIndH1 = GetIndicator <Ichimoku>(Instrument.Id, Period.H1);
}
private void TrenderEaWithIchimoku()
{
var symbol = Symbol();
var period = PERIOD_D1;
// Get ichimoku signal to decide trade
Ichimoku ichimokuSignal = GetIchimokuSignal(symbol, period);
// Start trender based on ichimoku signal
StartTrender(symbol, ichimokuSignal);
}
public static IchimokuItem Ichimoku(this IEnumerable <ICandle> candles, int?conversionLinePeriod = null, int?baseLinePeriod = null, int?laggingSpanPeriods = null, int?displacement = null)
{
conversionLinePeriod = conversionLinePeriod ?? 20;
baseLinePeriod = baseLinePeriod ?? 60;
laggingSpanPeriods = laggingSpanPeriods ?? 120;
displacement = displacement ?? 30;
IIndicatorOptions options = new IchimokuOptions(conversionLinePeriod.Value, baseLinePeriod.Value, laggingSpanPeriods.Value, displacement.Value);
Ichimoku ichimoku = new Ichimoku();
return((IchimokuItem)ichimoku.Get(candles, options));
}
protected override void Init()
{
periodH4 = new Period(PeriodType.Hour, 4);
_barH4 = GetCustomSeries(Instrument.Id, periodH4);
_barH1 = GetCustomSeries(Instrument.Id, Period.H1);
_ichIndH4 = GetIndicator <Ichimoku>(Instrument.Id, periodH4);
_ichIndH1 = GetIndicator <Ichimoku>(Instrument.Id, Period.H1);
_ftoInd = GetIndicator <FisherTransformOscillator>(Instrument.Id, Timeframe);
_ichInd = GetIndicator <Ichimoku>(Instrument.Id, Timeframe);
periodD1 = new Period(PeriodType.Day, 1);
_barD1 = GetCustomSeries(Instrument.Id, periodD1);
_ichIndD1 = GetIndicator <Ichimoku>(Instrument.Id, periodD1);
}
public void Ichimoku()
{
// Not sure...
Ichimoku ichimoku = new Ichimoku();
ichimoku.Load(Directory.GetCurrentDirectory() + "\\table.csv");
IchimokuSerie serie = ichimoku.Calculate();
Assert.IsNotNull(serie);
Assert.IsTrue(serie.BaseLine.Count > 0);
Assert.IsTrue(serie.ConversionLine.Count > 0);
Assert.IsTrue(serie.LaggingSpan.Count > 0);
Assert.IsTrue(serie.LeadingSpanA.Count > 0);
Assert.IsTrue(serie.LeadingSpanB.Count > 0);
}
public void Ichimoku()
{
// Not sure...
Ichimoku ichimoku = new Ichimoku();
ichimoku.Load(OhlcList);
IchimokuSerie serie = ichimoku.Calculate();
Assert.IsNotNull(serie);
Assert.IsTrue(serie.BaseLine.Count > 0);
Assert.IsTrue(serie.ConversionLine.Count > 0);
Assert.IsTrue(serie.LaggingSpan.Count > 0);
Assert.IsTrue(serie.LeadingSpanA.Count > 0);
Assert.IsTrue(serie.LeadingSpanB.Count > 0);
}
protected override void Init()
{
// Event occurs once at the start of the strategy
Print("Starting TS on account: {0}, comment: {1}", this.Account.Number, CommentText);
_ichInd = GetIndicator <Ichimoku>(Instrument.Id, Timeframe);
}
