protected override void OnStart() { Positions.Opened += OnPositionOpen; tm = new TradeManager(this); tm.PrintTestMessage(); IndAtr = Indicators.AverageTrueRange(14, MovingAverageType.Simple); IndSMA = Indicators.SimpleMovingAverage(SMASource, SMAPeriod); IndSAR = Indicators.ParabolicSAR(SARMINAF, SARMAXAF); IndDMS = Indicators.DirectionalMovementSystem(DMSPeriod); /* * =============================================================================================== * DETERMINE STOP LOSS AND TAKE PROFIT VALUES * =============================================================================================== */ if (TrailingStopTrigger == 0 || IncludeTrailingStop == false) { Vstop_loss = null; } else { Vstop_loss = TrailingStopTrigger; } // TAKE PROFIT // IF SET TO 0 OR USER HAS NOT INCLUDED TAKE PROFIT - SET TO NULL if (TakeProfitTrigger == 0 || IncludeTakeProfit == false) { Vtake_profit = null; } else { Vtake_profit = TakeProfitTrigger; } }
protected override void OnStart() { Positions.Closed += PositionsOnClosed; Print("START GyBolliBanRange: {0}", Server.Time.ToLocalTime()); BolliBan1 = Indicators.BollingerBands(SourceBB, PeriodBB, DeviateBB1, MaTypeBB); BolliBan2 = Indicators.BollingerBands(SourceBB, PeriodBB, DeviateBB2, MaTypeBB); SignalMA = Indicators.MovingAverage(SourceSignalMA, PeriodSignalMA, MaTypeSignal); FilterADX = Indicators.DirectionalMovementSystem(PeriodADX); }
protected override void Initialize() { _highSeries = CreateDataSeries(); _lowSeries = CreateDataSeries(); _smaHigh = Indicators.SimpleMovingAverage(_highSeries, SmaPeriod); _smaLow = Indicators.SimpleMovingAverage(_lowSeries, SmaPeriod); _dms = Indicators.DirectionalMovementSystem(AdxPeriod); }
/// <summary> /// Viene generato all'avvio dell'indicatore, si inizializza l'indicatore /// </summary> protected override void Initialize() { // --> Stampo nei log la versione corrente Print("{0} : {1}", NAME, VERSION); _MyMAup = Indicators.MovingAverage(Bars.HighPrices, Period, MaType); _MyMA = Indicators.MovingAverage(Bars.ClosePrices, Period, MaType); _MyMAdw = Indicators.MovingAverage(Bars.LowPrices, Period, MaType); _MyADX = Indicators.DirectionalMovementSystem(Smoothed); }
protected override void OnStart() { Print("START GyBolliBanBreak: {0}", Server.Time.ToLocalTime()); BolliBan1 = Indicators.BollingerBands(SourceBB, PeriodBB, DeviateBB1, MaTypeBB); BolliBan2 = Indicators.BollingerBands(SourceBB, PeriodBB, DeviateBB2, MaTypeBB); SignalMA = Indicators.SimpleMovingAverage(SourceSignalMA, PeriodSignalMA); FilterADX = Indicators.DirectionalMovementSystem(PeriodADX); curstate = States.Initial; longstate = HasLong.Initial; shortstate = HasShort.Initial; }
protected override void Initialize() { _dms = Indicators.DirectionalMovementSystem(ADX_Periods); _rsi = Indicators.RelativeStrengthIndex(Source, FastRSI); _rsi2 = Indicators.RelativeStrengthIndex(Source, SlowRSI); }
protected override void Initialize() { _dms = Indicators.DirectionalMovementSystem(14); }
protected override void Initialize() { // Initialize and create nested indicators dms = Indicators.DirectionalMovementSystem(ADX_Periods); stoc = Indicators.StochasticOscillator(K_Period, Slow_K, D_Period, MAType); }
protected override void Initialize() { _dms = Indicators.DirectionalMovementSystem(ADX_Periods); DI_Plus = Indicators.SimpleMovingAverage(buy, ADX_Periods); DI_Minus = Indicators.SimpleMovingAverage(sell, ADX_Periods); }
protected override void Initialize() { adx = Indicators.DirectionalMovementSystem(interval); }