override protected void StrategyExecute()
{
BasicTRIXRule rule = new BasicTRIXRule(data.Close, parameters[0], "TRIX");
int cutlosslevel = (int)parameters[1];
int trailingstoplevel = (int)parameters[2];
int takeprofitlevel = (int)parameters[3];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[0], "max");
for (int idx = rule.trix.FirstValidValue; idx < data.Close.Count - 1; 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);
}
if (trailingstoplevel > 0)
{
TrailingStopWithBuyBack(rule, data.Close[idx], trailingstoplevel, idx);
}
//Trailing stop strategtest
//new_trailing_stop = data.Close[idx] * (1 - trailingstoplevel / 100);
//if (new_trailing_stop > trailing_stop)
//{
// trailing_stop = new_trailing_stop;
// //Buy back share if
// if ((!is_bought) && rule.UpTrend(idx)) BuyAtClose(idx);
//}
//else
// if (data.Close[idx]<trailing_stop)
// {
// SellTakeProfit(idx);
// trailing_stop = -1;
// }
}
}
override protected void StrategyExecute()
{
BasicTRIXRule rule = new BasicTRIXRule(data.Close, parameters[0], "TRIX");
int cutlosslevel = (int)parameters[1];
int trailingstoplevel = (int)parameters[2];
int takeprofitlevel = (int)parameters[3];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[0], "max");
for (int idx = rule.trix.FirstValidValue; idx < data.Close.Count - 1; 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);
if (trailingstoplevel>0)
TrailingStopWithBuyBack(rule,data.Close[idx],trailingstoplevel,idx);
//Trailing stop strategtest
//new_trailing_stop = data.Close[idx] * (1 - trailingstoplevel / 100);
//if (new_trailing_stop > trailing_stop)
//{
// trailing_stop = new_trailing_stop;
// //Buy back share if
// if ((!is_bought) && rule.UpTrend(idx)) BuyAtClose(idx);
//}
//else
// if (data.Close[idx]<trailing_stop)
// {
// SellTakeProfit(idx);
// trailing_stop = -1;
// }
}
}
override protected void StrategyExecute()
{
BasicTRIXRule rule = new BasicTRIXRule(data.Close, parameters[0], "TRIX");
int cutlosslevel = (int)parameters[1];
int takeprofitlevel = (int)parameters[2];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[0], "max");
for (int idx = rule.trix.FirstValidValue; idx < data.Close.Count - 1; 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);
}
//Trailing stop strategy test
//new_trailing_stop = price * 0.85;
//if new_trailing_stop>trailing_stop trailing_stop=new_trailing_stop;
//else if new_trailing_stop<trailing_stop SellTakeProfit(idx)
}
}
override protected void StrategyExecute()
{
BasicTRIXRule rule = new BasicTRIXRule(data.Close, parameters[0],"TRIX");
int cutlosslevel = (int)parameters[1];
int takeprofitlevel = (int)parameters[2];
Indicators.MIN min = Indicators.MIN.Series(data.Close, parameters[0], "min");
Indicators.MAX max = Indicators.MAX.Series(data.Close, parameters[0], "max");
for (int idx = rule.trix.FirstValidValue; idx < data.Close.Count - 1; 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);
//Trailing stop strategy test
//new_trailing_stop = price * 0.85;
//if new_trailing_stop>trailing_stop trailing_stop=new_trailing_stop;
//else if new_trailing_stop<trailing_stop SellTakeProfit(idx)
}
}
