override protected void StrategyExecute()
{
TwoSMARule rule = new TwoSMARule(data.Close, parameters[0], parameters[1]);
for (int idx = 0; idx < data.Close.Count; idx++)
{
if (rule.isValid_forBuy(idx))
{
BuyAtClose(idx);
}
else
if (rule.isValid_forSell(idx))
{
SellAtClose(idx);
}
}
}
override protected void StrategyExecute()
{
int fast_macd = (int)parameters[0];
int slow_macd = (int)parameters[1];
int signal_macd = (int)parameters[2];
int rsi_period = (int)parameters[3];
int RSI_LOWER_LEVEL = (int)parameters[4];
int RSI_UPPER_LEVEL = (int)parameters[5];
int cutlosslevel = (int)parameters[6];
int takeprofitlevel = (int)parameters[7];
MACD_HistogramRule macdrule = new MACD_HistogramRule(data.Close, fast_macd, slow_macd, signal_macd);
BasicRSI_Rule rsirule = new BasicRSI_Rule(data.Close, rsi_period, RSI_LOWER_LEVEL, RSI_UPPER_LEVEL);
TwoSMARule rule = new TwoSMARule(rsirule.rsi, 5, 10);
for (int idx = 1; idx < data.Close.Count; idx++)
{
//if (rsirule.isValid_forBuy(idx) && macdrule.isValid_forBuy(idx))
// BuyAtClose(idx);
//if (rsirule.isValid_forSell(idx) || macdrule.isValid_forSell(idx))
// SellAtClose(idx);
if (rule.isValid_forBuy(idx) &&
macdrule.isValid_forBuy(idx))
{
BuyAtClose(idx);
}
if (rule.isValid_forSell(idx) || macdrule.isValid_forSell(idx))
{
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);
}
}
}
override protected void StrategyExecute()
{
int fast_macd = (int)parameters[0];
int slow_macd = (int)parameters[1];
int signal_macd = (int)parameters[2];
int rsi_period = (int)parameters[3];
int RSI_LOWER_LEVEL = (int)parameters[4];
int RSI_UPPER_LEVEL = (int)parameters[5];
int cutlosslevel = (int)parameters[6];
int takeprofitlevel = (int)parameters[7];
MACD_HistogramRule macdrule = new MACD_HistogramRule(data.Close, fast_macd, slow_macd, signal_macd);
BasicRSI_Rule rsirule = new BasicRSI_Rule(data.Close, rsi_period, RSI_LOWER_LEVEL, RSI_UPPER_LEVEL);
TwoSMARule rule = new TwoSMARule(rsirule.rsi, 5,10);
for (int idx = 1; idx < data.Close.Count; idx++)
{
//if (rsirule.isValid_forBuy(idx) && macdrule.isValid_forBuy(idx))
// BuyAtClose(idx);
//if (rsirule.isValid_forSell(idx) || macdrule.isValid_forSell(idx))
// SellAtClose(idx);
if (rule.isValid_forBuy(idx)&&
macdrule.isValid_forBuy(idx))
BuyAtClose(idx);
if (rule.isValid_forSell(idx) || macdrule.isValid_forSell(idx))
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);
}
}
override protected void StrategyExecute()
{
TwoSMARule rule = new TwoSMARule(data.Close, parameters[0], parameters[1]);
for (int idx = 0; idx < data.Close.Count; idx++)
{
if (rule.isValid_forBuy(idx))
BuyAtClose(idx);
else
if (rule.isValid_forSell(idx))
SellAtClose(idx);
}
}