protected override void OnTick()
{
var longPosition = Positions.Find(Label, Symbol, TradeType.Buy);
var shortPosition = Positions.Find(Label, Symbol, TradeType.Sell);
//SMA Trend
var MA1 = SMATrend.Result.Last(1);
//Pivot Points Levels
var PivotPoints = MarketData.GetSeries(TimeFrame);
var closepip = PivotPoints.Close.Last(1);
var Pricey = (Symbol.Ask + Symbol.Bid) / 2;
var highest = MarketSeries.High.Last(1);
var lowest = MarketSeries.Low.Last(1);
//Pivot Point
var PP = (highest + lowest + closepip) / 3;
var highestR = MarketSeries.High.Last(1);
for (int i = 2; i <= Periods; i++)
{
if (MarketSeries.High.Last(i) > highestR)
{
highestR = MarketSeries.High.Last(i);
}
}
Print("highest: ", highestR);
var lowestR = MarketSeries.Low.Last(1);
for (int i = 2; i <= Periods; i++)
{
if (MarketSeries.Low.Last(i) < lowestR)
{
lowestR = MarketSeries.Low.Last(i);
}
}
Print("lowest: ", lowestR);
//Pivot Points: Range
var R4R = 3 * PP + (highestR - 3 * lowestR);
var R3R = 2 * PP + (highestR - 2 * lowestR);
var R2R = PP + (highestR - lowestR);
var R1R = 2 * PP - lowestR;
var S1R = 2 * PP - highestR;
var S2R = PP - (highestR - lowestR);
var S3R = 2 * PP - (2 * highestR - lowestR);
var S4R = 3 * PP - (3 * highestR - lowestR);
if ((Trend ? closepip >= MA1 : true) && (Pricey <= (PivotSupport == 1 ? S1R : (PivotSupport == 2 ? S2R : (PivotSupport == 3 ? S3R : S4R)))) && longPosition == null)
{
ExecuteMarketOrder(TradeType.Buy, Symbol, Symbol.NormalizeVolume(Volume), Label, StopLoss, TakeProfit);
}
else if ((Trend ? closepip <= MA1 : true) && (Pricey >= (PivotResistance == 1 ? R1R : (PivotResistance == 2 ? R2R : (PivotResistance == 3 ? R3R : R4R)))) && shortPosition == null)
{
ExecuteMarketOrder(TradeType.Sell, Symbol, Symbol.NormalizeVolume(Volume), Label, StopLoss, TakeProfit);
}
}
//====================================================================================================================
// Insert()
//====================================================================================================================
public void Insert(string Currency = "GBPJPY")
{
// Current UNIX timestamp
//Int32 Stamp = (Int32)(DateTime.UtcNow.Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
MarketSeries data = MarketData.GetSeries(Currency, TimeFrame.Weekly);
DataSeries series = data.Close;
int index = series.Count - 1;
double close = data.Close[index];
double high = data.High[index];
double low = data.Low[index];
double open = data.Open[index];
Int32 opentime = (Int32)(data.OpenTime[index].Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
Print(open);
//string query = "INSERT INTO account (time, accountid, balance, equity) VALUES('" + Stamp + "','" + Account.Number + "', '" + Account.Balance + "', '" + Account.Equity + "')";
string query = "INSERT INTO " + Currency + " (time, open, close, low, high) VALUES('" + opentime + "','" + open + "', '" + close + "', '" + low + "', '" + high + "')";
//create command and assign the query and connection from the constructor
MySqlCommand cmd = new MySqlCommand(query, connection);
//Execute command
cmd.ExecuteNonQuery();
}
protected override void Initialize()
{
symbol2 = MarketData.GetSymbol(Symbol2);
symbol3 = MarketData.GetSymbol(Symbol3);
symbol4 = MarketData.GetSymbol(Symbol4);
symbol5 = MarketData.GetSymbol(Symbol5);
symbol6 = MarketData.GetSymbol(Symbol6);
symbol7 = MarketData.GetSymbol(Symbol7);
symbol8 = MarketData.GetSymbol(Symbol8);
symbol9 = MarketData.GetSymbol(Symbol9);
symbol10 = MarketData.GetSymbol(Symbol10);
series2 = MarketData.GetSeries(symbol2, TimeFrame);
series3 = MarketData.GetSeries(symbol3, TimeFrame);
series4 = MarketData.GetSeries(symbol4, TimeFrame);
series5 = MarketData.GetSeries(symbol5, TimeFrame);
series6 = MarketData.GetSeries(symbol6, TimeFrame);
series7 = MarketData.GetSeries(symbol7, TimeFrame);
series8 = MarketData.GetSeries(symbol8, TimeFrame);
series9 = MarketData.GetSeries(symbol9, TimeFrame);
series10 = MarketData.GetSeries(symbol10, TimeFrame);
ma1 = Indicators.MovingAverage(MarketSeries.Close, Period, MaType);
ma2 = Indicators.MovingAverage(series2.Close, Period, MaType);
ma3 = Indicators.MovingAverage(series3.Close, Period, MaType);
ma4 = Indicators.MovingAverage(series4.Close, Period, MaType);
ma5 = Indicators.MovingAverage(series5.Close, Period, MaType);
ma6 = Indicators.MovingAverage(series6.Close, Period, MaType);
ma7 = Indicators.MovingAverage(series7.Close, Period, MaType);
ma8 = Indicators.MovingAverage(series8.Close, Period, MaType);
ma9 = Indicators.MovingAverage(series9.Close, Period, MaType);
ma10 = Indicators.MovingAverage(series10.Close, Period, MaType);
}
protected override void Initialize()
{
if (EnableATRInfo)
{
atr = Indicators.AverageTrueRange(14, MovingAverageType.Exponential);
}
if (EnableD1)
{
seriesD1 = MarketData.GetSeries(TimeFrame.Daily);
macdD1 = Indicators.MacdCrossOver(seriesD1.Close, 26, 12, 9);
mmD1 = Indicators.ExponentialMovingAverage(seriesD1.Close, 200);
}
if (EnableH4)
{
seriesH4 = MarketData.GetSeries(TimeFrame.Hour4);
macdH4 = Indicators.MacdCrossOver(seriesH4.Close, 26, 12, 9);
mmH4 = Indicators.ExponentialMovingAverage(seriesH4.Close, 200);
}
if (EnableH1)
{
seriesH1 = MarketData.GetSeries(TimeFrame.Hour);
macdH1 = Indicators.MacdCrossOver(seriesH1.Close, 26, 12, 9);
mmH1 = Indicators.ExponentialMovingAverage(seriesH1.Close, 200);
}
if (EnableM5)
{
seriesM5 = MarketData.GetSeries(TimeFrame.Minute5);
macdM5 = Indicators.MacdCrossOver(seriesM5.Close, 26, 12, 9);
mmM5 = Indicators.ExponentialMovingAverage(seriesM5.Close, 200);
}
}
protected override void Initialize()
{
try
{
// Get the 1 min timeframe series of data
minuteSeries = MarketData.GetSeries(Symbol, TimeFrame.Minute);
warningTextColor = (Colors)Enum.Parse(typeof(Colors), WarningColor, true);
spreadTextColor = (Colors)Enum.Parse(typeof(Colors), SpreadColor, true);
} catch (Exception e)
{
errorOccured = true;
Print("Scalpers Buddy: " + e.Message);
}
// position alert message on screen
switch (WarningPostion)
{
case 1:
position = StaticPosition.TopLeft;
break;
case 2:
position = StaticPosition.TopCenter;
break;
case 3:
position = StaticPosition.TopRight;
//lowerPosition = "\n\n";
break;
case 4:
position = StaticPosition.Right;
lowerPosition = "\n\n";
break;
case 5:
position = StaticPosition.BottomRight;
lowerPosition = "\n\n";
break;
case 6:
position = StaticPosition.BottomCenter;
lowerPosition = "\n\n";
break;
case 7:
position = StaticPosition.BottomLeft;
lowerPosition = "\n\n";
break;
case 8:
position = StaticPosition.Left;
lowerPosition = "\n\n";
break;
default:
position = StaticPosition.TopLeft;
break;
}
}
////////////TVI Params End //////////////////
protected override void Initialize()
{
//////////////TVI Init Start //////////////
UpTick = CreateDataSeries();
DnTick = CreateDataSeries();
TVI_Calculate = CreateDataSeries();
EMA_UpTick = Indicators.ExponentialMovingAverage(UpTick, EMA);
EMA_DnTick = Indicators.ExponentialMovingAverage(DnTick, EMA);
DEMA_UpTick = Indicators.ExponentialMovingAverage(EMA_UpTick.Result, DEMA);
DEMA_DnTick = Indicators.ExponentialMovingAverage(EMA_DnTick.Result, DEMA);
TVI = Indicators.ExponentialMovingAverage(TVI_Calculate, TEMA);
//////////////TVI init End ///////////////
// Initialize and create nested indicators
LongTF_Series = MarketData.GetSeries(Ref_TF);
MedTF_Series = MarketData.GetSeries(Med_TF);
SmallTF_Series = MarketData.GetSeries(Lil_TF);
MA50 = Indicators.ExponentialMovingAverage(MarketSeries.Close, Ma_Periods);
MA50_LongTF = Indicators.ExponentialMovingAverage(LongTF_Series.Close, Ma_Periods);
MA50_MedTF = Indicators.ExponentialMovingAverage(MedTF_Series.Close, Ma_Periods);
MA50_SmallTF = Indicators.ExponentialMovingAverage(SmallTF_Series.Close, Ma_Periods);
}
protected override void OnTick()
{
var Daily = MarketData.GetSeries(TimeFrame.Daily);
var High = Daily.High.Last(1);
var Low = Daily.Low.Last(1);
var Close = Daily.Close.Last(1);
var Pivot = (High + Low + Close) / 3;
var Price = (Symbol.Ask + Symbol.Bid) / 2;
if (Price < Pivot)
{
if (rsi1.Result.LastValue > 70 && mfi1.Result.LastValue > 70)
{
//open sell position & close buy positions
openPosition(TradeType.Sell);
//closePosition(TradeType.Buy);
}
}
if (Price > Pivot)
{
if (rsi1.Result.LastValue < 30 && mfi1.Result.LastValue < 30)
{
// open buy position & close sell positions
openPosition(TradeType.Buy);
//closePosition(TradeType.Sell);
}
}
}
/// <summary>Return the series for a given symbol and time frame</summary>
public MarketSeries GetSeries(Symbol sym, TimeFrame tf)
{
if (MarketSeries.SymbolCode == sym.Code && MarketSeries.TimeFrame == tf)
{
return(MarketSeries);
}
if (IsBacktesting)
{
throw new Exception("This can't be used in back testing");
}
MarketSeries res = null;
using (var wait = new ManualResetEvent(false))
{
BeginInvokeOnMainThread(() =>
{
res = MarketData.GetSeries(sym, tf);
wait.Set();
});
wait.WaitOne();
return(res);
}
}
public override void Calculate(int index)
{
var series = MarketData.GetSeries(pExitTimeFrame);
var open = series.Open[index];
var high = series.High[index];
var low = series.Low[index];
var close = series.Close[index];
var haClose = (open + high + low + close) / 4;
double haOpen;
if (index > 0)
{
haOpen = (_haOpen[index - 1] + _haClose[index - 1]) / 2;
}
else
{
haOpen = (open + close) / 2;
}
var haHigh = Math.Max(Math.Max(high, haOpen), haClose);
var haLow = Math.Min(Math.Min(low, haOpen), haClose);
_haOpen[index] = haOpen;
_haClose[index] = haClose;
haDirection[index] = haOpen > haClose ? -1 : 1;
}
protected override void OnStart()
{
Positions.Closed += OnPositionsClosed;
var SMASeries = MarketData.GetSeries(SMATimeFrame);
SMATrend = Indicators.MovingAverage(SMASeries.Close, SMAPeriods, MovingAverageType.Simple);
}
private void InitializeIndicators(TimeFrame tf)
{
lmm50[tf] = new Dictionary <string, ExponentialMovingAverage>();
lmm200[tf] = new Dictionary <string, WeightedMovingAverage>();
rmm200[tf] = new Dictionary <string, WeightedMovingAverage>();
lmacd[tf] = new Dictionary <string, MacdCrossOver>();
rmacd[tf] = new Dictionary <string, MacdCrossOver>();
rseries[tf] = new Dictionary <string, MarketSeries>();
lseries[tf] = new Dictionary <string, MarketSeries>();
foreach (var sym in symbols)
{
Print("Initializing data for: {0}/{1}.", sym, tf);
var reftf = GetReferenceTimeFrame(tf);
var lmks = MarketData.GetSeries(sym, tf);
var rmks = MarketData.GetSeries(sym, reftf);
lmm50[tf][sym] = Indicators.ExponentialMovingAverage(lmks.Close, 50);
lmm200[tf][sym] = Indicators.WeightedMovingAverage(lmks.Close, 200);
rmm200[tf][sym] = Indicators.WeightedMovingAverage(rmks.Close, 200);
lmacd[tf][sym] = Indicators.MacdCrossOver(lmks.Close, 26, 12, 9);
rmacd[tf][sym] = Indicators.MacdCrossOver(rmks.Close, 26, 12, 9);
lseries[tf][sym] = lmks;
rseries[tf][sym] = rmks;
}
}
public override void Calculate(int index)
{
DataSeries ds;
int totalscore = 0;
int[] values = new int[scores.Length];
for (int i = 0; i < timeframes.Length; i++)
{
ds = MarketData.GetSeries(timeframes[i]).Open;
WMAsmall = Indicators.MovingAverage(ds, WMAsmallnum, MAType);
WMAbig = Indicators.MovingAverage(ds, WMAbignum, MAType);
if (WMAsmall.Result.LastValue > WMAbig.Result.LastValue)
{
totalscore += scores[i];
values[i] = scores[i];
}
else
{
totalscore -= scores[i];
values[i] = -1 * scores[i];
}
}
//Result[index] = totalscore;
drawLines(index, values);
}
protected override void Initialize()
{
series1D = MarketData.GetSeries(TEMATimeframe);
TemaFast = Indicators.GetIndicator <TEMA>(series1D.Close, PeriodFast);
TemaSlow = Indicators.GetIndicator <TEMA>(series1D.Close, PeriodSlow);
}
//******************************************
protected override void Initialize()
{
//**************************************
LR_Slope = Indicators.LinearRegressionSlope(MarketSeries.Close, 12);
MA20 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 20);
MA50 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 50);
MA100 = Indicators.ExponentialMovingAverage(MarketSeries.Close, 100);
LTF_Candle = MarketData.GetSeries(LTF);
MTF_Candle = MarketData.GetSeries(MTF);
STF_Candle = MarketData.GetSeries(STF);
//**************************************
///////////////////////////////////////////////////////////
// Initialize and create nested indicators
MA = Indicators.MovingAverage(MarketSeries.Close, MA_Periods, MovingAverageType.Exponential);
// Initalize RSI
RSI = Indicators.RelativeStrengthIndex(MarketSeries.Close, RSI_Periods);
// Initalize CCI
CCI = Indicators.CommodityChannelIndex(MarketSeries, CCI_Periods);
thecount = MarketSeries.Close.Count;
Print("theCount = " + thecount);
}
protected override void Initialize()
{
// Summary
YesterdayKeyLevels = Business.KeyLevels.GetYesterdaysKeyLevels(Account.BrokerName, Symbol.Code);
if (YesterdayKeyLevels != null)
{
YesterdayKeyLevels.CalculateDaily();
// Write Summary
string Summary = Symbol.Code.ToString() + ": Yesterday's (" + YesterdayKeyLevels.Date.ToShortDateString() + ") Open: " + YesterdayKeyLevels.Open.ToString() + ", Close: " + YesterdayKeyLevels.Close.ToString() + ", High: " + YesterdayKeyLevels.High.ToString() + ", Low: " + YesterdayKeyLevels.Low.ToString();
ChartObjects.DrawText("Previous", Summary, StaticPosition.BottomRight, Colors.Red);
// Calculate ATR
var ATRSeries = MarketData.GetSeries(TimeFrame.Daily);
AverageTrueRange ATR = Indicators.AverageTrueRange(ATRSeries, 5, MovingAverageType.Simple);
ChartObjects.DrawText("ATR", "ATR: " + ATR.Result.LastValue.ToString("0.##") + ", 15% ATR: " + (ATR.Result.LastValue * 0.15).ToString("0.##") + ",30% ATR: " + (ATR.Result.LastValue * 0.3).ToString("0.##") + "", StaticPosition.TopRight, Colors.Red);
// DAILY
// ChartObjects.DrawHorizontalLine("DailyHigh", YesterdayKeyLevels.High, Colors.Green, 1, LineStyle.LinesDots);
// ChartObjects.DrawHorizontalLine("DailyLow", YesterdayKeyLevels.Low, Colors.Green, 1, LineStyle.LinesDots);
// ChartObjects.DrawHorizontalLine("DailyCLose", YesterdayKeyLevels.Close, Colors.Green, 1, LineStyle.LinesDots);
// Daily Levels
P = ((YesterdayKeyLevels.High + YesterdayKeyLevels.Low + YesterdayKeyLevels.Close) / 3);
R1 = ((2 * P) - YesterdayKeyLevels.Low);
R2 = (P + YesterdayKeyLevels.High - YesterdayKeyLevels.Low);
R3 = (YesterdayKeyLevels.High + 2 * (P - YesterdayKeyLevels.Low));
S1 = ((2 * P) - YesterdayKeyLevels.High);
S2 = (P - YesterdayKeyLevels.High + YesterdayKeyLevels.Low);
S3 = YesterdayKeyLevels.Low - 2 * (YesterdayKeyLevels.High - P);
CBOL = ((YesterdayKeyLevels.High - YesterdayKeyLevels.Low) * 1.1 / 2 + YesterdayKeyLevels.Close);
CBOS = YesterdayKeyLevels.Close - (YesterdayKeyLevels.High - YesterdayKeyLevels.Low) * 1.1 / 2;
//WP = ((WeeklyHigh + WeeklyLow + WeeklyClose) / 3);
//MP = ((MonthlyHigh + MonthlyLow + MonthlyClose) / 3);
// WEEKLY
// ChartObjects.DrawHorizontalLine("WeeklyHigh", WeeklyHigh, Colors.Green, 1, LineStyle.Lines);
//ChartObjects.DrawHorizontalLine("WeeklyLow", WeeklyLow, Colors.Red, 1, LineStyle.Lines);
// ChartObjects.DrawHorizontalLine("WeeklyClose", WeeklyClose, Colors.DeepSkyBlue, 1, LineStyle.LinesDots);
// MONTHLY
//ChartObjects.DrawHorizontalLine("MonthlyHigh", MonthlyHigh, Colors.Green, 3, LineStyle.Lines);
//ChartObjects.DrawHorizontalLine("MonthlyLow", MonthlyLow, Colors.Red, 3, LineStyle.Lines);
// ChartObjects.DrawHorizontalLine("MonthlyClose", MonthlyClose, Colors.DarkGray, 1, LineStyle.LinesDots);
}
}
protected override void Initialize()
{
_marketSerieGlobal = MarketData.GetSeries(GlobalTimeFrame2);
int period = 2 * (int)(GlobalTimeFrame2.ToTimeSpan().Ticks / MarketSeries.TimeFrame.ToTimeSpan().Ticks);
_localMA = Indicators.MovingAverage(LocalTrendSignal, period, MovingAverageType.Exponential);
}
protected override void Initialize()
{
X_Series = CreateDataSeries();
Y_Series = CreateDataSeries();
X_Source = MarketData.GetSeries(X_Symbol, TimeFrame);
Y_Source = MarketData.GetSeries(Y_Symbol, TimeFrame);
}
protected override void Initialize()
{
m = MarketData.GetSeries(TimeFrame.Daily);
lastHi = double.MinValue;
lastLo = double.MaxValue;
OnTimer();
Timer.Start(10);
}
protected override void Initialize()
{
HmaHour4Series = MarketData.GetSeries(TimeFrame.Hour4);
HmaHourSeries = MarketData.GetSeries(TimeFrame.Hour);
ma4hr = Indicators.GetIndicator <HMAHTFSHIFT>(HmaHour4Series, HTF_Period, HTFShift, false, false, 3, false, 24);
ma1hr = Indicators.GetIndicator <HMAHTFSHIFT>(HmaHourSeries, HTF_Period, HTFShift, false, false, 3, false, 24);
}
protected override void Initialize()
{
_xbrsymbol = MarketData.GetSymbol("XBRUSD");
_xtisymbol = MarketData.GetSymbol("XTIUSD");
_xbrseries = MarketData.GetSeries(_xbrsymbol, TimeFrame);
_xtiseries = MarketData.GetSeries(_xtisymbol, TimeFrame);
_nocorel = Colors.Gray;
}
public override void Calculate(int index)
{
DataSeries ds;
double lowPrice = double.MaxValue;
for (int i = 0; i < numBars; i++)
{
if (MarketSeries.Low.Last(i) < lowPrice)
{
lowPrice = MarketSeries.Low.Last(i);
}
}
totalColor = Colors.White;
int[,] values = new int[numBars, scores.Length + 1];
//MarketSeries currentSeries = MarketSeries.
for (int bar = 0; bar < numBars; bar++)
{
for (int i = 0; i < timeframes.Length; i++)
{
ds = MarketData.GetSeries(timeframes[i]).Open;
int convertedIndex = MarketData.GetSeries(timeframes[i]).OpenTime.GetIndexByTime(MarketData.GetSeries(this.TimeFrame).OpenTime[index - bar]);
WMAsmall = Indicators.MovingAverage(ds, WMAsmallnum, MAType);
WMAbig = Indicators.MovingAverage(ds, WMAbignum, MAType);
if (WMAsmall.Result[convertedIndex] > WMAbig.Result[convertedIndex])
{
values[bar, scores.Length] += scores[i];
values[bar, i] = scores[i];
totalColor = Colors.Green;
}
else
{
values[bar, scores.Length] -= scores[i];
values[bar, i] = -1 * scores[i];
totalColor = Colors.Red;
}
ChartObjects.DrawText("ScoreValue" + bar + "" + i, "■", index - bar, lowPrice - i * scale * Symbol.PipSize, VerticalAlignment.Bottom, HorizontalAlignment.Center, totalColor);
if (bar == numBars - 1)
{
totalColor = getColor(values[0, i], false);
ChartObjects.DrawText("Labels" + bar + "" + i, timeStrings[i], index + 1, lowPrice - i * scale * Symbol.PipSize, VerticalAlignment.Bottom, HorizontalAlignment.Center, totalColor);
}
if (i == timeframes.Length - 1)
{
totalColor = getColor(values[bar, scores.Length], true);
ChartObjects.DrawText("FinalScoreValue" + bar + "" + i, "" + values[bar, scores.Length], index - bar, lowPrice - (i + 1) * scale * Symbol.PipSize, VerticalAlignment.Bottom, HorizontalAlignment.Center, totalColor);
if (bar == numBars - 1)
{
totalColor = getColor(values[0, scores.Length], true);
ChartObjects.DrawText("ScoreLabel" + bar + "" + i, "#", index + 1, lowPrice - (i + 1) * scale * Symbol.PipSize, VerticalAlignment.Bottom, HorizontalAlignment.Center, totalColor);
}
}
}
}
}
protected override void OnBar()
{
MarketSeries data = MarketData.GetSeries(Symbol, TimeFrame.Minute15);
DataSeries series = data.Close;
int index = series.Count - 1;
close = data.Close[index];
high = data.High[index];
low = data.Low[index];
open = data.Open[index];
// Int32 opentime = (Int32)(data.OpenTime[index].Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
var longPosition = Positions.Find(label, Symbol, TradeType.Buy);
var shortPosition = Positions.Find(label, Symbol, TradeType.Sell);
var currentSlowMa = slowMa.Result.Last(0);
var currentFastMa = fastMa.Result.Last(0);
var previousSlowMa = slowMa.Result.Last(1);
var previousFastMa = fastMa.Result.Last(1);
Symbol1 = MarketData.GetSymbol("EURUSD");
if (shortPosition == null && longPosition == null && previousFastMa < open && previousFastMa < close)
{
Print("BUY MA " + previousFastMa + " O " + open + " C " + close);
Position position = Positions.Find(label, Symbol, TradeType.Sell);
double vol = Quantity;
if (position.NetProfit > 0)
{
vol = vol * 2;
}
long Volume = Symbol.QuantityToVolume(vol);
ExecuteMarketOrder(TradeType.Buy, Symbol, Volume, label, 222, 50);
//ExecuteMarketOrder(TradeType.Sell, Symbol1, VolumeInUnitsBuy, label, 111, 50);
}
if (longPosition == null && shortPosition == null && previousFastMa > open && previousFastMa > close)
{
Print("SELL MA " + previousFastMa + " O " + open + " C " + close);
Position position = Positions.Find(label, Symbol, TradeType.Buy);
double vol = Quantity;
if (position.NetProfit > 0)
{
vol = vol * 2;
}
long Volume = Symbol.QuantityToVolume(vol);
ExecuteMarketOrder(TradeType.Sell, Symbol, Volume, label, 222, 50);
// ExecuteMarketOrder(TradeType.Buy, Symbol1, VolumeInUnitsBuy, label, 111, 50);
}
}
protected override void Initialize()
{
// Initialize and create nested indicators
accDist = CreateDataSeries();
ema3 = Indicators.ExponentialMovingAverage(accDist, 3);
ema10 = Indicators.ExponentialMovingAverage(accDist, 10);
marketSeriesDaily = MarketData.GetSeries(TimeFrame.Daily);
}
protected override void Initialize()
{
series5 = MarketData.GetSeries(TimeFrame.Minute5);
series10 = MarketData.GetSeries(TimeFrame.Minute10);
ma = Indicators.MovingAverage(MarketSeries.Close, Period, MovingAverageType.Triangular);
ma5 = Indicators.MovingAverage(series5.Close, Period, MovingAverageType.Triangular);
ma10 = Indicators.MovingAverage(series10.Close, Period, MovingAverageType.Triangular);
}
protected override void OnStart()
{
state = new State(TFrame);
lseries = new Dictionary <string, MarketSeries>();
rseries = new Dictionary <string, MarketSeries>();
lmm6 = new Dictionary <string, ExponentialMovingAverage>();
lmm18 = new Dictionary <string, ExponentialMovingAverage>();
lmm50 = new Dictionary <string, ExponentialMovingAverage>();
lmm100 = new Dictionary <string, ExponentialMovingAverage>();
rmm100 = new Dictionary <string, ExponentialMovingAverage>();
lmm200 = new Dictionary <string, SimpleMovingAverage>();
rmm200 = new Dictionary <string, SimpleMovingAverage>();
lmacd = new Dictionary <string, MacdCrossOver>();
rmacd = new Dictionary <string, MacdCrossOver>();
spaths = new Dictionary <string, string>(3);
spaths.Add("MACD", "C:\\Users\\Andrey\\Music\\Sounds\\sms-alert-1.wav");
spaths.Add("ACC", "C:\\Users\\Andrey\\Music\\Sounds\\sms-alert-4.wav");
spaths.Add("VCN", "C:\\Users\\Andrey\\Music\\Sounds\\sms-alert-3.wav");
Print("Initializing screener local state.");
foreach (var sym in symbols)
{
Print("Initializing data for: {0}/{1}.", sym, TFrame);
var reftf = GetReferenceTimeframe(TFrame);
var lmks = MarketData.GetSeries(sym, TFrame);
var rmks = MarketData.GetSeries(sym, reftf);
lmm6[sym] = Indicators.ExponentialMovingAverage(lmks.Close, 6);
lmm18[sym] = Indicators.ExponentialMovingAverage(lmks.Close, 18);
lmm50[sym] = Indicators.ExponentialMovingAverage(lmks.Close, 50);
lmm100[sym] = Indicators.ExponentialMovingAverage(lmks.Close, 100);
rmm100[sym] = Indicators.ExponentialMovingAverage(rmks.Close, 100);
lmm200[sym] = Indicators.SimpleMovingAverage(lmks.Close, 200);
rmm200[sym] = Indicators.SimpleMovingAverage(rmks.Close, 200);
lmacd[sym] = Indicators.MacdCrossOver(lmks.Close, 26, 12, 9);
rmacd[sym] = Indicators.MacdCrossOver(rmks.Close, 26, 12, 9);
lseries[sym] = lmks;
rseries[sym] = rmks;
}
Print("Initialization finished.");
var output = state.Render();
ChartObjects.RemoveObject("screener");
ChartObjects.DrawText("screener", output, StaticPosition.TopLeft, Colors.Black);
}
protected override void OnStart()
{
i_TrendMovingAverage = Indicators.SimpleMovingAverage(MarketSeries.Close, (int)_TrendSMA);
i_Intermediate_SMA = Indicators.SimpleMovingAverage(MarketData.GetSeries(TimeFrame.Hour4).Close, (int)_DailyIntermediateTrend_SMA);
i_RSI_StopLoss = Indicators.RelativeStrengthIndex(MarketSeries.Close, (int)_wRSI_StopLossMA);
i_TriggerMovingAverage = Indicators.SimpleMovingAverage(MarketSeries.Close, (int)_SlowSMATrigger);
i_Average_True_Range = Indicators.AverageTrueRange((int)_ATR_MA, MovingAverageType.Simple);
i_RSI = Indicators.RelativeStrengthIndex(MarketSeries.Close, (int)_cRSI_MA);
}
protected override void OnStart()
{
Positions.Closed += OnPositionsClosed;
rsi = Indicators.RelativeStrengthIndex(MarketData.GetSeries(TimeFrame.Hour).Close, 14);
sma = Indicators.SimpleMovingAverage(MarketData.GetSeries(TimeFrame.Minute5).Close, 800);
currentVolume = InitialVolume;
balance = Account.Balance;
Timer.Start(1);
}
protected override void Initialize()
{
Lng_Series = MarketData.GetSeries(MacD3_TF);
Mid_Series = MarketData.GetSeries(MacD2_TF);
// Initialize and create nested indicators
MacD3 = Indicators.MacdHistogram(Lng_Series.Close, LngCycle, ShrtCycle, SigPeriod);
MacD2 = Indicators.MacdHistogram(Mid_Series.Close, LngCycle, ShrtCycle, SigPeriod);
MacD1 = Indicators.MacdHistogram(MarketSeries.Close, LngCycle, ShrtCycle, SigPeriod);
}
protected override void Initialize()
{
_ratio = 80;
_xausymbol = MarketData.GetSymbol("XAUUSD");
_xagsymbol = MarketData.GetSymbol("XAGUSD");
_xauseries = MarketData.GetSeries(_xausymbol, TimeFrame);
_xagseries = MarketData.GetSeries(_xagsymbol, TimeFrame);
_nocorel = Colors.Gray;
}
protected override void OnStart()
{
currentVolume = InitialVolume;
Positions.Closed += OnPositionsClosed;
Timer.Start(60);
var marketSeriesMin10 = MarketData.GetSeries(TimeFrame.Minute10);
rsiMin10 = Indicators.RelativeStrengthIndex(marketSeriesMin10.Close, 14);
rsi = Indicators.RelativeStrengthIndex(MarketSeries.Close, 14);
}