protected override void Initialize()
{
MacD = Indicators.MacdHistogram(LngCycle, ShrtCycle, SigPeriod);
// Initialize keltner Channels
_momentum = Indicators.MomentumOscillator(MarketSeries.Close, Periods);
LR_Slope = Indicators.LinearRegressionSlope(MarketSeries.Close, Periods);
Klt = Indicators.KeltnerChannels(Klt_Periods, MovingAverageType.Exponential, Klt_ATR_Periods, MovingAverageType.Simple, Klt_stdDev);
bb = Indicators.BollingerBands(bb_Source, bb_Periods, bb_stdDev, MovingAverageType.Simple);
}
//public IndicatorDataSeries bb_main { get; set; }
//[Output("4", Color = Colors.Red, PlotType = PlotType.Line, Thickness = 2)]
//public IndicatorDataSeries bb_top { get; set; }
//[Output("5", Color = Colors.Red, PlotType = PlotType.Line, Thickness = 2)]
//public IndicatorDataSeries bb_bottom { get; set; }
//public IndicatorDataSeries bb_bottom;
//////////////////////////////////
protected override void Initialize()
{
MacD_Series = MarketData.GetSeries(MacD_TF);
// Initialize keltner Channels
LR_Slope = Indicators.LinearRegressionSlope(MarketSeries.Close, Periods);
_momentum = Indicators.MomentumOscillator(MarketSeries.Close, Periods);
MacD = Indicators.MacdHistogram(MacD_Series.Close, LngCycle, ShrtCycle, SigPeriod);
Klt = Indicators.KeltnerChannels(20, MovingAverageType.Exponential, 10, MovingAverageType.Simple, 1.5);
bb = Indicators.BollingerBands(bb_Source, 20, 2.0, MovingAverageType.Simple);
//form1 = new System.Windows.Forms.Form();
}
protected override void OnStart()
{
highMA = Indicators.SimpleMovingAverage(MarketSeries.High, MAperiods);
lowMA = Indicators.SimpleMovingAverage(MarketSeries.Low, MAperiods);
momentum = Indicators.MomentumOscillator(MarketSeries.Close, MOMperiods);
momentumMA = Indicators.SimpleMovingAverage(momentum.Result, MOMma);
highTrail = Indicators.SimpleMovingAverage(MarketSeries.High, trailMAPeriods);
lowTrail = Indicators.SimpleMovingAverage(MarketSeries.Low, trailMAPeriods);
buySetup = false;
sellSetup = false;
}
protected override void OnBar()
{
_momentum = Indicators.MomentumOscillator(MarketSeries.Close, 20);
_rsi = Indicators.RelativeStrengthIndex(MarketSeries.Close, 21);
_simpleMovingAverage = Indicators.SimpleMovingAverage(MarketSeries.Close, SMAPeriod);
BullDFlag = false;
BearDFlag = false;
CalculateKnoxvilleDivergence();
// Checking entry signals.
if (CurrentPeriodsBetTrades >= PeriodsBetweenTrades)
{
//Bullish signals.
if (_simpleMovingAverage.Result.Last(1) < MarketSeries.Close.Last(1) && BullDFlag == true)
{
var _TradeType = ReverseFlag ? TradeType.Sell : TradeType.Buy;
ExecuteOrder(_TradeType);
}
//Bearish signals.
else if (_simpleMovingAverage.Result.Last(1) > MarketSeries.Close.Last(1) && BearDFlag == true)
{
var _TradeType = ReverseFlag ? TradeType.Buy : TradeType.Sell;
ExecuteOrder(_TradeType);
}
}
// Checking exit signals.
var counter = PositionTimers.Count;
for (int i = 0; i < counter; i++)
{
var timer = PositionTimers.Dequeue();
if (timer == 0)
{
CloseNextPosition();
}
else
{
--timer;
PositionTimers.Enqueue(timer);
}
}
++CurrentPeriodsBetTrades;
}
protected override void Initialize()
{
_momentum = Indicators.MomentumOscillator(MarketSeries.Close, Periods);
}
protected override void Initialize()
{
_momentum = Indicators.MomentumOscillator(MarketSeries.Close, 20);
_rsi = Indicators.RelativeStrengthIndex(MarketSeries.Close, 21);
}
