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//
// 4X Lab.NET © Copyright 2005-2006 ASCSE LLC
// http://www.4xlab.net
// email: 4xlab@4xlab.net
//
using System;
namespace _4XLab.NET
{
// add bollinger bands and try to express the percentage of change
// based on volatility
public class fPercentageChange : ForexObject
{
double iPercentage;
double iMin;
double iMax;
bool FirstTick;
sTick Tick;
double Spread;
public fPercentageChange()
{
}
public override void Init(string pParameters)
{
this.InitializeParameters(pParameters,"PERCENT:0.001;");
iPercentage = PParser.GetDouble("PERCENT",0);
Framework.TickServer.RegisterTickListener("System","*",this);
Framework.WriteGraphLine("InTrade,Margin,Tick,Min,MinTh,Max,MaxTh");
FirstTick = true;
}
public override void ReceiveTick(sTick pTick)
{
Spread = pTick.Ask - pTick.Bid;
Tick = pTick;
DecisionFunction();
}
public override void ReceiveCandle(sCandle pCandle, int pPeriod, string pCBTitle)
{
}
private void DecisionFunction()
{
if (FirstTick)
{
FirstTick = false;
iMin = Tick.Bid;
iMax = Tick.Bid;
}
else
{
if (Framework.Account.InTrade()==1)
{
if (Tick.Bid > iMax)
{
iMax = Tick.Bid;
}
if ((iMax-Tick.Bid) > iPercentage*iMax)
{
Framework.Account.ExitTrade();
Framework.Account.EnterTrade(-1);
iMin = Tick.Bid;
iMax = 0;
}
}
if (Framework.Account.InTrade()==-1)
{
if (Tick.Bid < iMin)
{
iMin = Tick.Bid;
}
if ((Tick.Bid-iMin) > iPercentage*iMin)
{
Framework.Account.ExitTrade();
Framework.Account.EnterTrade(1);
iMax = Tick.Bid;
iMin = 0;
}
}
if (Framework.Account.InTrade()==0)
{
if ((Tick.Bid-iMin) > iPercentage*iMin)
{
Framework.Account.EnterTrade(1);
iMax = Tick.Bid;
iMin = 0;
}
if ((iMax-Tick.Bid) > iPercentage*iMax)
{
Framework.Account.EnterTrade(-1);
iMin = Tick.Bid;
iMax = 0;
}
}
}
double logInTrade = Framework.Account.InTrade();
double logMargin = Framework.Account.GetAccount().C;
double MinTh = iMin + iMin*iPercentage;
double MaxTh = iMax - iMax*iPercentage;
Framework.WriteGraphLine(logInTrade+","+logMargin+","+Tick.Bid+","+iMin+","+MinTh+","+iMax+","+MaxTh);
}
public override bool Finished()
{
bool returnv = true;
return returnv;
}
public override string Title()
{
return "% Trend Change";
}
}
}
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