protected override void Signal(HistoricalPriceVolumeEntry entry)
{
AroonIndicator aroon = (AroonIndicator)Indicators["Aroon"];
DateTime yesterday = entry.Date.AddDays(-1);
TechnicalIndicatorItem currentUp = aroon.AroonUp.Data[entry.Date];
TechnicalIndicatorItem currentDown = aroon.AroonDown.Data[entry.Date];
TechnicalIndicatorItem previousUp = null;
TechnicalIndicatorItem previousDown = null;
if (aroon.AroonUp.Data.ContainsKey(yesterday))
{
previousUp = aroon.AroonUp.Data[yesterday];
previousDown = aroon.AroonDown.Data[yesterday];
}
if ((previousDown?.Value >= 50 || previousUp?.Value < 100) && currentDown.Value < 50 && currentUp.Value == 100 && !_bought)
{
int shares = decimal.ToInt32(Math.Floor(BuyingPower / entry.Close));
_bought = Trade(entry.Date, TradeType.Buy, entry.Close, shares);
}
else if ((previousUp?.Value >= 50 || previousDown?.Value < 100) && currentUp.Value < 50 && currentDown.Value == 100 && _bought)
{
_bought = Trade(entry.Date, TradeType.Sell, entry.Close, SharesOwned);
}
}
protected override void Signal(HistoricalPriceVolumeEntry entry)
{
AroonIndicator aroon = (AroonIndicator)Indicators["Aroon"];
DateTime yesterday = entry.Date.AddDays(-1);
TechnicalIndicatorItem currentUp = aroon.AroonUp.Data[entry.Date];
TechnicalIndicatorItem currentDown = aroon.AroonDown.Data[entry.Date];
TechnicalIndicatorItem previousUp = null;
TechnicalIndicatorItem previousDown = null;
if (aroon.AroonUp.Data.ContainsKey(yesterday))
{
previousUp = aroon.AroonUp.Data[yesterday];
previousDown = aroon.AroonDown.Data[yesterday];
}
if (currentUp.Value > currentDown.Value && !_bought)
{
int shares = decimal.ToInt32(Math.Floor(BuyingPower / entry.Close));
Trade(entry.Date, TradeType.Buy, entry.Close, shares);
_bought = true;
}
else if (currentDown.Value > currentUp.Value && _bought)
{
// int max = GetMaxBuy();
// int owned = Math.Abs(SharesOwned);
// Trade(entry.Date, TradeType.Cover, entry.Close, max > owned ? owned : max);
Trade(entry.Date, TradeType.Sell, entry.Close, Math.Abs(SharesOwned));
_bought = false;
}
}
public void Add(TechnicalIndicatorItem item)
{
Data.Add(item.Date, item);
Items.Add(item);
}