Избранное трейдера genom
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
namespace WealthLab.Strategies
{
public class MyStrategy : WealthScript
{
private StrategyParameter smaPeriod;
public MyStrategy()
{
smaPeriod = CreateParameter("Range Sma Period", 1, 1, 50, 1);
}
protected override void Execute()
{
DataSeries range = High - Low;
DataSeries rangeSma = new WealthLab.Indicators.SMA(range, smaPeriod.ValueInt, "sma");
DataSeries signal = rangeSma - new WealthLab.Indicators.Median(range, 200, "median");
for(int bar = 0; bar < Bars.Count; bar++)
{
if (IsLastPositionActive)
{
//code your exit rules here
if (signal[bar] > 0)
SellAtMarket(bar + 1, LastPosition, "sell");
}
else
{
//code your entry rules here
if (signal[bar] < 0)
BuyAtMarket(bar + 1, "buy");
}
}
}
}
}