private List<Bar> GetRecentBars(string symbol,int timeFrame)
{
List<Bar> bars = new List<Bar>();
for (int i = 1; i <= _mqlApi.iBars(symbol, timeFrame); i++)
{
var open = _mqlApi.iOpen(symbol, timeFrame, i);
var high = _mqlApi.iHigh(symbol, timeFrame, i);
var low = _mqlApi.iLow(symbol, timeFrame, i);
var close = _mqlApi.iClose(symbol, timeFrame, i);
var volume = _mqlApi.iVolume(symbol, timeFrame, i);
var time = _mqlApi.iTime(symbol, timeFrame, i);
var bar = new Bar
{
Symbol = symbol,
Open = open,
High = high,
Low = low,
Close = close,
Volume = volume,
Time = time
};
bars.Add(bar);
}
return bars;
}
private OrderActionType GetCurrentTickBarActionType(Bar currentTickBar, int currentTickBarIndex, List<Bar> list)
{
if (currentTickBar.Open > list[currentTickBarIndex - 1].Open
&& currentTickBar.Open > list[currentTickBarIndex - 2].Open
&& currentTickBar.Open > list[currentTickBarIndex - 3].Open)
{
return OrderActionType.BUY;
}
if (currentTickBar.Open < list[currentTickBarIndex - 1].Open
&& currentTickBar.Open < list[currentTickBarIndex - 2].Open
&& currentTickBar.Open < list[currentTickBarIndex - 3].Open)
{
return OrderActionType.SELL;
}
return OrderActionType.NONE;
}
