/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Checks to ensure all Bars objects contain enough bars before beginning
if (CurrentBars[0] <= BarsRequired)
{
//Print(Time + " CurrentBars[0]: " + CurrentBars[0] + " CurrentBars[1]: " + CurrentBars[1] + " BarsRequired: " + BarsRequired);
return;
}
// This should be true when the primary bar is being udpated
if (BarsInProgress == 0)
{
if (!Bars.BarsType.IsIntraday)
{
DrawTextFixed("error msg", "OpeningRangeBreakout only works on intraday intervals", TextPosition.BottomRight);
return;
}
if (Bars.FirstBarOfSession)
{
// Get the True Range of from the Daily bars
atr = ATR(BarsArray[1], AtrPeriod)[0];
//Print(Time + " ATR: " + atr);
longStop = Open[0] - (atr * 0.05);
shortStop = Open[0] + (atr * 0.05);
longEntry = longStop + (atr * 0.236);
shortEntry = shortStop - (atr * 0.236);
longTarget1 = longStop + (atr * 0.5);
shortTarget1 = shortStop - (atr * 0.5);
longTarget2 = longStop + (atr * 0.764);
shortTarget2 = shortStop - (atr * 0.7654);
}
if (atr != 0)
{
LongStop.Set(longStop);
ShortStop.Set(shortStop);
LongEntry.Set(longEntry);
ShortEntry.Set(shortEntry);
LongTarget1.Set(longTarget1);
ShortTarget1.Set(shortTarget1);
LongTarget2.Set(longTarget2);
ShortTarget2.Set(shortTarget2);
// DrawLine("longTarget2L", -5, longTarget2, -50, longTarget2, Color.Blue);
// DrawText("longTarget2T", "Exit Long Profit Target #2 ", -25, longTarget2+0.10, Color.Blue);
//
// DrawLine("longTarget1L", -5, longTarget1, -50, longTarget1, Color.Green);
// DrawText("longTarget1T", "Exit Long Profit Target #1 ", -25, longTarget1+0.10, Color.Green);
//
// DrawLine("longEntryL", -5, longEntry, -50, longEntry, Color.Blue);
// DrawText("longEntryT", "Entry Long signal ", -25, longEntry+0.10, Color.Blue);
//
// DrawLine("longStopL", -5, longStop, -50, longStop, Color.Blue);
// DrawText("longStopT", "Exit Long Stop ", -25, longStop+0.10, Color.Blue);
//
// DrawLine("shortStopL", -5, shortStop, -50, shortStop, Color.Purple);
// DrawText("shortStopT", "Exit Short Stop ", -25, shortStop+0.10, Color.Purple);
//
// DrawLine("shortEntryL", -5, shortEntry, -50, shortEntry, Color.Purple);
// DrawText("shortEntryT", "Entry Short signal ", -25, shortEntry+0.10, Color.Purple);
//
// DrawLine("shortTarget1L", -5, shortTarget1, -50, shortTarget1, Color.Red);
// DrawText("shortTarget1T", "Exit short Profit Target #1 ", -25, shortTarget1, Color.Red);
//
// DrawLine("shortTarget2L", -5, shortTarget2, -50, shortTarget2, Color.Purple);
// DrawText("shortTarget2T", "Exit short Profit Target #2 ", -25, shortTarget2, Color.Purple);
}
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
FastLine.Set(Instrument.MasterInstrument.Round2TickSize(DonchianChannel(LengthFast)[0]));
SlowLine.Set(Instrument.MasterInstrument.Round2TickSize(DonchianChannel(LengthSlow)[0]));
TrailingStop.Set(EMA(eMA1Len)[0]);
//TrendFilter.Set(EMA(eMA2Len)[0]);
if (CrossAbove(FastLine, SlowLine, 1) &&
crossedAboveBarNumber <= crossedBelowBarNumber)
{
crossedAboveBarNumber = CurrentBar;
lookingLong = true;
lookingShort = false;
}
else if (CrossBelow(FastLine, SlowLine, 1) &&
crossedAboveBarNumber >= crossedBelowBarNumber)
{
crossedBelowBarNumber = CurrentBar;
lookingLong = false;
lookingShort = true;
}
// Cancel trade under these conditions
if (lookingLong && High[0] + entryOffsetTicks * TickSize < TrailingStop[0])
{
lookingLong = false;
}
if (lookingShort && Low[0] - entryOffsetTicks * TickSize > TrailingStop[0])
{
lookingShort = false;
}
//Print(Time + " " + CurrentBar + " " + crossedAboveBarNumber + " " + crossedBelowBarNumber);
double barHeight = Range()[0]; //High[0] - Low[0];
PlotColors[0][0] = Color.DarkBlue;
PlotColors[1][0] = Color.DarkBlue;
PlotColors[2][0] = Color.DarkBlue;
PlotColors[3][0] = Color.DarkBlue;
PlotColors[4][0] = Color.DarkBlue;
PlotColors[5][0] = Color.DarkBlue;
PlotColors[6][0] = Color.DarkBlue;
PlotColors[7][0] = Color.DarkBlue;
PlotColors[8][0] = Color.DarkBlue;
PlotColors[9][0] = Color.DarkBlue;
if (isLongSignal())
{
LongEntry.Set(High[0] + entryOffsetTicks * TickSize);
LongStop.Set(Low[0] - stopOffsetTicks * TickSize);
LongTgt1.Set(High[0] + Instrument.MasterInstrument.Round2TickSize(tgt1X * barHeight));
LongTgt2.Set(High[0] + Instrument.MasterInstrument.Round2TickSize(tgt2X * barHeight));
LongTgt3.Set(High[0] + Instrument.MasterInstrument.Round2TickSize(tgt3X * barHeight));
}
if (isShortSignal())
{
ShortEntry.Set(Low[0] - entryOffsetTicks * TickSize);
ShortStop.Set(High[0] + stopOffsetTicks * TickSize);
ShortTgt1.Set(Low[0] - Instrument.MasterInstrument.Round2TickSize(tgt1X * barHeight));
ShortTgt2.Set(Low[0] - Instrument.MasterInstrument.Round2TickSize(tgt2X * barHeight));
ShortTgt3.Set(Low[0] - Instrument.MasterInstrument.Round2TickSize(tgt3X * barHeight));
}
}