override protected void StrategyExecute() { SARATRRules rule = new SARATRRules(data.Bars, parameters[0], parameters[1], parameters[2]); //MarketTrend marketTrend = new ADXMarketTrend(data.Bars, parameters[4]); int cutlosslevel = (int)parameters[3]; int trailingstoplevel = (int)parameters[4]; int takeprofitlevel = (int)parameters[5]; 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 = 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); } else 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); } } }
override protected void StrategyExecute() { SARATRRules rule = new SARATRRules(data.Bars, parameters[0], parameters[1], parameters[2]); //MarketTrend marketTrend = new ADXMarketTrend(data.Bars, parameters[4]); int cutlosslevel = (int)parameters[3]; int trailingstoplevel = (int)parameters[4]; int takeprofitlevel = (int)parameters[5]; 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 = 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); } else 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); } }