override protected void StrategyExecute() { BasicSARRule rule = new BasicSARRule(data.Bars, parameters[0], parameters[1]); int cutlosslevel = (int)parameters[2]; int takeprofitlevel = (int)parameters[3]; Indicators.MIN min = Indicators.MIN.Series(data.Close, 30, "min"); Indicators.MAX max = Indicators.MAX.Series(data.Close, 30, "max"); for (int idx = 0; idx < data.Close.Count ; idx++) { if (rule.isValid_forBuy(idx)) { BusinessInfo info = new BusinessInfo(); info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified); info.Short_Target = max[idx]; info.Stop_Loss = min[idx]; BuyAtClose(idx, info); } if (rule.isValid_forSell(idx)) { BusinessInfo info = new BusinessInfo(); info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified); info.Short_Target = min[idx]; info.Stop_Loss = max[idx]; SellAtClose(idx, info); } if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel)) SellCutLoss(idx); if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel)) SellTakeProfit(idx); } }
override protected void StrategyExecute() { BasicSARRule sarRule = new BasicSARRule(data.Bars, parameters[0], parameters[1]); TwoEMARule emaRule = new TwoEMARule(data.Close, parameters[2], parameters[3]); int cutlosslevel = (int)parameters[4]; int takeprofitlevel = (int)parameters[5]; for (int idx = 0; idx < data.Close.Count - 1; idx++) { if ((!is_bought) && ((sarRule.isValid_forBuy(idx) && emaRule.UpTrend(idx)))) { BusinessInfo info = new BusinessInfo(); info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified); BuyAtClose(idx, info); } if (is_bought && (sarRule.isValid_forSell(idx) || emaRule.isValid_forSell(idx))) //if (dmiRule.isValid_forSell(idx)) { BusinessInfo info = new BusinessInfo(); info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified); SellAtClose(idx, info); } if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel)) { SellCutLoss(idx); } if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel)) { SellTakeProfit(idx); } } }
override protected void StrategyExecute() { BasicSARRule sarRule = new BasicSARRule(data.Bars, parameters[0], parameters[1]); TwoEMARule emaRule = new TwoEMARule(data.Close, parameters[2], parameters[3]); int cutlosslevel = (int)parameters[4]; int takeprofitlevel = (int)parameters[5]; for (int idx = 0; idx < data.Close.Count; idx++) { if ((!is_bought) && ((sarRule.isValid_forBuy(idx) && emaRule.UpTrend(idx)))) { BusinessInfo info = new BusinessInfo(); info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified); BuyAtClose(idx, info); } if (is_bought && (sarRule.isValid_forSell(idx) || emaRule.isValid_forSell(idx))) //if (dmiRule.isValid_forSell(idx)) { BusinessInfo info = new BusinessInfo(); info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified); SellAtClose(idx, info); } if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel)) SellCutLoss(idx); if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel)) SellTakeProfit(idx); } }
override protected void StrategyExecute() { BasicSARRule sarRule = new BasicSARRule(data.Bars, parameters[0], parameters[1]); TwoSMARule smarule = new TwoSMARule(data.Close, parameters[2], parameters[3]); //BasicDMIRule dmiRule = new BasicDMIRule(data.Bars, 14, 14); Indicators.ADX adx = new Indicators.ADX(data.Bars, 14, ""); int cutlosslevel = (int)parameters[4]; int takeprofitlevel = (int)parameters[5]; Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[3], "min"); Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[3], "max"); for (int idx = 0; idx < data.Close.Count - 1; idx++) { if (adx[idx] > 25) { if ((!is_bought) && ((sarRule.isValid_forBuy(idx) && smarule.UpTrend(idx)))) //if (dmiRule.isValid_forBuy(idx)&&sarRule.isValid_forBuy(idx)) { BusinessInfo info = new BusinessInfo(); info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified); info.Short_Target = max[idx]; info.Stop_Loss = min[idx]; BuyAtClose(idx, info); } } if (is_bought && (sarRule.isValid_forSell(idx) || smarule.isValid_forSell(idx))) //if (dmiRule.isValid_forSell(idx)) { BusinessInfo info = new BusinessInfo(); info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified); info.Short_Target = min[idx]; info.Stop_Loss = max[idx]; SellAtClose(idx, info); } if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel)) { SellCutLoss(idx); } if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel)) { SellTakeProfit(idx); } } }
override protected void StrategyExecute() { BasicSARRule sarRule = new BasicSARRule(data.Bars, parameters[0], parameters[1]); TwoSMARule smarule = new TwoSMARule(data.Close, parameters[2], parameters[3]); //BasicDMIRule dmiRule = new BasicDMIRule(data.Bars, 14, 14); Indicators.ADX adx = new Indicators.ADX(data.Bars, 14, ""); int cutlosslevel = (int)parameters[4]; int takeprofitlevel = (int)parameters[5]; Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[3], "min"); Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[3], "max"); for (int idx = 0; idx < data.Close.Count - 1; idx++) { if (adx[idx] > 25) { if ((!is_bought) && ((sarRule.isValid_forBuy(idx) && smarule.UpTrend(idx)))) //if (dmiRule.isValid_forBuy(idx)&&sarRule.isValid_forBuy(idx)) { BusinessInfo info = new BusinessInfo(); info.SetTrend(AppTypes.MarketTrend.Upward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified); info.Short_Target = max[idx]; info.Stop_Loss = min[idx]; BuyAtClose(idx, info); } } if (is_bought && (sarRule.isValid_forSell(idx) || smarule.isValid_forSell(idx))) //if (dmiRule.isValid_forSell(idx)) { BusinessInfo info = new BusinessInfo(); info.SetTrend(AppTypes.MarketTrend.Downward, AppTypes.MarketTrend.Unspecified, AppTypes.MarketTrend.Unspecified); info.Short_Target = min[idx]; info.Stop_Loss = max[idx]; SellAtClose(idx, info); } if (is_bought && CutLossCondition(data.Close[idx], buy_price, cutlosslevel)) SellCutLoss(idx); if (is_bought && TakeProfitCondition(data.Close[idx], buy_price, takeprofitlevel)) SellTakeProfit(idx); } }