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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
{
public class fXChannelBreakout : ForexObject
{
int Minutes;
int channel;
double trailstop;
iMinMax minmax;
sCandle Candle;
double spread;
cCandleBuilder cbx;
public fXChannelBreakout()
{
}
public override void Init(string pParameters)
{
this.InitializeParameters(pParameters,"MINUTES:5;CHANNEL:25;TRAILSTOP:0.0010;");
Minutes = (int)PParser.GetDouble("MINUTES",0);
channel = (int)PParser.GetDouble("CHANNEL",0);
trailstop = PParser.GetDouble("TRAILSTOP",0);
minmax = new iMinMax(2*channel);
cbx = new cCandleBuilder(Minutes,10);
Framework.TickServer.RegisterTickListener("cbx","*",cbx);
cbx.RegisterCandleListener("cbx",this);
Framework.TickServer.RegisterTickListener("System","*",this);
Framework.WriteGraphLine("InTrade,Margin,C");
}
public override void ReceiveTick(sTick pTick)
{
spread = pTick.Ask - pTick.Bid;
}
public override void ReceiveCandle(sCandle pCandle, int pPeriod, string pCBTitle)
{
if ((pPeriod==Minutes) && (pCBTitle=="cbx"))
{
Candle = pCandle;
if (minmax.isPrimed())
{
DecisionFunction();
}
// do not include current candle in Min/Max data
// until after the decision function
minmax.ReceiveTick(Candle.H);
minmax.ReceiveTick(Candle.L);
}
}
private void DecisionFunction()
{
switch (Framework.Account.InTrade())
{
case 0:
{
if (Framework.Account.InTrade()==0)
{
if (EntryCriteriaLong())
{
Framework.Account.EnterTrade(1);
Framework.Account.SetTrailingStop(trailstop);
}
}
if (Framework.Account.InTrade()==0)
{
if (EntryCriteriaShort())
{
Framework.Account.EnterTrade(-1);
Framework.Account.SetTrailingStop(trailstop);
}
}
break;
}
case 1:
{
if (ExitCriteriaLong())
{
//Framework.Account.ExitTrade();
}
break;
}
case -1:
{
if (ExitCriteriaShort())
{
//Framework.Account.ExitTrade();
}
break;
}
}
double logInTrade = Framework.Account.InTrade();
double logMargin = Framework.Account.GetAccount().C;
//Framework.WriteGraphLine("InTrade,Margin,C");
Framework.WriteGraphLine(logInTrade+","+logMargin+","+Candle.C);
}
private bool EntryCriteriaLong()
{
bool v = false;
if (Candle.C > minmax.Max())
{
v = true;
}
return v;
}
private bool EntryCriteriaShort()
{
bool v = false;
if (Candle.C < minmax.Min())
{
v = true;
}
return v;
}
private bool ExitCriteriaLong()
{
bool v = false;
if (v)
{
v = true;
}
return v;
}
private bool ExitCriteriaShort()
{
bool v = false;
if (v)
{
v = true;
}
return v;
}
public override bool Finished()
{
bool returnv = true;
return returnv;
}
public override string Title()
{
return "X Length Channel Breakout";
}
}
}
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