// CandleBuilders call this function when registered with them
// and a new candle is built
// one distinguished calling CandleBuilder by handle in candle and period
public override void ReceiveCandle(sCandle pCandle, int pPeriod, string pCBTitle)
{
if ((pPeriod == Minutes) && (pCBTitle == "cbx"))
{
if (cbx.candlecount > PeriodsLong + PeriodsShort)
{
MaxAbsDeriv = -1.0E-25;
double Sum;
sCandle Candle;
Sum = 0;
for (int i = 1; i < PeriodsLong + 1; i++)
{
Candle = cbx.GetCandle(i);
double a = (Candle.H + Candle.L) / 2;
Sum += a;
Candle = cbx.GetCandle(i + 1);
double b = (Candle.H + Candle.L) / 2;
Candle = cbx.GetCandle(i + 2);
double c = (Candle.H + Candle.L) / 2;
double deriv2 = Math.Abs(a - 2 * b + c);
if (deriv2 > MaxAbsDeriv)
{
MaxAbsDeriv = deriv2;
}
if (i == 1)
{
Deriv2 = deriv2;
}
}
AvgLong = Sum / PeriodsLong;
Sum = 0;
for (int i = PeriodsLong + 1; i < PeriodsLong + PeriodsShort + 1; i++)
{
Candle = cbx.GetCandle(i);
Sum += (Candle.H + Candle.L) / 2;
}
AvgShort = Sum / PeriodsShort;
// after that, call decision function
DecisionFunction();
}
}
}
// decide if we are entering or exiting a long or short trade
// different criteria can be used for each condition
private void DecisionFunction()
{
switch (Framework.Account.InTrade())
{
// if we are not in a trade, see to enter long or short
case 0:
{
// seems like a repetitive check
if (Framework.Account.InTrade() == 0)
{
if (EntryCriteriaLong())
{
Framework.Account.EnterTrade(1);
Framework.Account.SetTrailingStop(0.0018);
}
}
// now is not a repetitive check since
// EntryCriteriaLong might have entered a trade
// so check again
if (Framework.Account.InTrade() == 0)
{
if (EntryCriteriaShort())
{
Framework.Account.EnterTrade(1);
Framework.Account.SetTrailingStop(0.0018);
}
}
break;
}
// if we are currently long, look for a long exit strategy
case 1:
{
if (EntryCriteriaShort())
{
Framework.Account.ExitTrade();
//Framework.Account.EnterTrade(-1);
}
break;
}
// if we are currently short, look for a short exit strategy
case -1:
{
if (EntryCriteriaLong())
{
Framework.Account.ExitTrade();
//Framework.Account.EnterTrade(1);
}
break;
}
}
// extract values from indicators and account
// and log them to a file (used to create a graph with a separate app)
double logInTrade = Framework.Account.InTrade();
double logMargin = Framework.Account.GetAccount().C;
double C = cbx.GetCandle(0).C;
double TP = (cbx.GetCandle(0).C + cbx.GetCandle(0).H + cbx.GetCandle(0).L) / 3;
double hma = HMA.Value();
double fma = FMA.Value();
double deriv1 = ((double)Deriv1.GetItem(0));
double deriv2 = ((double)Deriv2.GetItem(0));
double sma;
double bband1;
double bband2;
double pb;
double bw;
double srsi = StochRSI.Value();
double cci = CCI.Value();
BBands.Value(out bband1, out sma, out bband2, out pb, out bw);
// write monitored valued to the numerical output file
// Framework.WriteGraphLine("InTrade,Margin,C,TP,FMA,HMA,Deriv1,Deriv2,SMA,BBand1,BBand2,%b,Bandwidth,StochRSI,CCI");
Framework.WriteGraphLine(logInTrade + "," + logMargin + "," + C + "," + TP + "," + fma + "," + hma + "," + deriv1 + "," + deriv2 + "," + sma + "," + bband1 + "," + bband2 + "," + pb + "," + bw + "," + srsi + "," + cci);
}