override protected void StrategyExecute()
{
MACD macd = Indicators.MACD.Series(data.Close,
parameters[0], parameters[1],
parameters[2],"");
ADX adx=new ADX(data.Bars,parameters[3],"");
int cutlosslevel = (int)parameters[4];
int takeprofitlevel = (int)parameters[5];
double delta = 0, lastDelta = 0;
for (int idx = 1; idx < macd.Values.Length; idx++)
{
delta = (macd.HistSeries[idx] - macd.HistSeries[idx - 1]);
//If there is a trend
if (adx[idx] > 25)
{
if (delta > 0 && lastDelta < 0)
BuyAtClose(idx);
}
if (delta < 0 && lastDelta > 0)
SellAtClose(idx);
if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel))
SellCutLoss(idx);
if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel))
SellTakeProfit(idx);
lastDelta = delta;
}
}
protected override void StrategyExecute()
{
Indicators.ADX adx = new Indicators.ADX(data.Bars, parameters[0], "");
int Bar = adx.Count - 1;
if (Bar < adx.FirstValidValue)
{
return;
}
BusinessInfo info = new BusinessInfo();
info.SetTrend(AppTypes.MarketTrend.Unspecified,
AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified);
info.Weight = adx[Bar];
SelectStock(Bar, info);
}
override protected void StrategyExecute()
{
MACD macd = Indicators.MACD.Series(data.Close,
parameters[0], parameters[1],
parameters[2],"");
ADX adx=new ADX(data.Bars,parameters[3],"");
double delta = 0, lastDelta = 0;
for (int idx = 1; idx < macd.Values.Length; idx++)
{
delta = (macd.HistSeries[idx] - macd.HistSeries[idx - 1]);
//If there is a trend
if (adx[idx] > 25)
{
if (delta > 0 && lastDelta < 0)
BuyAtClose(idx);
}
if (delta < 0 && lastDelta > 0)
SellAtClose(idx);
lastDelta = delta;
}
}
