Is there some secret settings I need to know about?
I do not have chart trader active, only a chart with an active strategy running.
public class AccumulateShortSwingLowExit : Strategy { private int Initial_Position_Size; private RSI RSI1; private RSI RSI2; private Swing Swing1; private MAX MAX1; private EMA EMA1; private ADX ADX1; private SMA SMA1; private MACD MACD1; private EMA EMA2; protected override void OnStateChange() { if (State == State.SetDefaults) { Description = @"Accumulating position until trend swings the other way"; Name = "AccumulateShortSwingLowExit"; Calculate = Calculate.OnBarClose; EntriesPerDirection = 8; EntryHandling = EntryHandling.UniqueEntries; IsExitOnSessionCloseStrategy = false; ExitOnSessionCloseSeconds = 30; IsFillLimitOnTouch = false; MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix; OrderFillResolution = OrderFillResolution.Standard; Slippage = 4; StartBehavior = StartBehavior.WaitUntilFlat; TimeInForce = TimeInForce.Gtc; TraceOrders = false; RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose; StopTargetHandling = StopTargetHandling.PerEntryExecution; BarsRequiredToTrade = 20; // Disable this property for performance gains in Strategy Analyzer optimizations // See the Help Guide for additional information IsInstantiatedOnEachOptimizationIteration = true; RSIOnHigherTF = 80; RSIOnLowerTF = 95; RSI_Period = 2; Swing_Period = 10; Account_Size = 10000; PipTarget = 50; Initial_Position_Size = 1000; } else if (State == State.Configure) { //AddDataSeries("EURUSD", BarsPeriod.BarsPeriodType, 4 * BarsPeriod.Value, Data.MarketDataType.Last); AddDataSeries("EURUSD", Data.BarsPeriodType.Minute, 240, Data.MarketDataType.Last); AddDataSeries("EURUSD", Data.BarsPeriodType.Day, 1, Data.MarketDataType.Last); AddPlot(Brushes.Lime, "Average price"); //PLOTTING AVERAGE ENTRY PRICE //SetStopLoss(CalculationMode.Percent, 0.03); } else if (State == State.DataLoaded) { RSI1 = RSI(Closes[0], Convert.ToInt32(RSI_Period), 2); RSI2 = RSI(Close, Convert.ToInt32(RSI_Period), 2); Swing1 = Swing(Close, 10); MAX1 = MAX(High, 14); //minimum low last 14 bars EMA1 = EMA(Close, 55); ADX1 = ADX(Closes[1], 14); SMA1 = SMA(Close,200); MACD1 = MACD(Closes[1], 34, 55, 13); EMA2 = EMA(ADX1, 14); } } protected override void OnBarUpdate() { if (BarsInProgress != 0) return; if (CurrentBars[0] < 1 || CurrentBars[1] < 1) return; Values[0][0] = (Position.AveragePrice != 0)?Position.AveragePrice:Close[0]; //----------------------LONG ENTRIES---------------------------------------- // LE1 ENTRY if ((Position.MarketPosition == MarketPosition.Flat) && (RSI1.Default[0] > RSIOnHigherTF) && (RSI2.Default[0] > RSIOnLowerTF) && (Close[0] > High[1]) && (Close[0] > Swing1.SwingHigh[0]) && (MACD1.Diff[0] > 0)) { EnterShort(Convert.ToInt32(100), @"SE1"); } // LE1 EXIT if ((Position.MarketPosition == MarketPosition.Short) && (Position.Quantity == 100) && (Close[0] < Swing1.SwingLow[0])) { Print("LE1 Entry time is:"); Print(Time[0]); ExitShort(Convert.ToInt32(100), @"SExit1", @"SE1"); } // LE2 ENTRY if ((Position.Quantity == 100) && (Close[0] > High[1]) && (Close[0] > Swing1.SwingHigh[0]) && (Close[0] > Position.AveragePrice - .002) && (Close[0] > MAX1[1]) && (MACD1.Diff[0] > 0)) { Print("LE2 Entry time is:"); Print(Time[0]); EnterShort(Convert.ToInt32(200), @"SE2"); } // LE2 EXIT if ((Position.Quantity == 300) && (Close[0] < Swing1.SwingLow[0])) { ExitShort(Convert.ToInt32(200), @"SExit2", @"SE2"); } // LE3 ENTRY if ((Position.Quantity == 300) && (Close[0] > High[1]) && (Close[0] > Swing1.SwingHigh[0]) && (Close[0] > Position.AveragePrice - .002) && (Close[0] > MAX1[1]) && (MACD1.Diff[0] > 0)) { Print("LE3 Entry time is:"); Print(Time[0]); EnterShort(Convert.ToInt32(600), @"LE3"); } // LE3 EXIT if ((Position.Quantity == 900) && (Close[0] < Swing1.SwingLow[0])) { ExitShort(Convert.ToInt32(600), @"LExit3", @"LE3"); } // LE4 ENTRY if ((Position.Quantity == 900) && (Close[0] > High[1]) && (Close[0] > Swing1.SwingHigh[0]) && (Close[0] > Position.AveragePrice - .002) && (Close[0] > MAX1[1]) && (MACD1.Diff[0] > 0)) { Print("LE4 Entry time is:"); Print(Time[0]); EnterShort(Convert.ToInt32(1800), @"LE4"); } // LE4 EXIT if ((Position.Quantity == 2700) && (Close[0] < Swing1.SwingLow[0])) { ExitShort(Convert.ToInt32(1800), @"LExit4", @"LE4"); } // LE5 ENTRY if ((Position.Quantity == 2700) && (Close[0] > High[1]) && (Close[0] > Swing1.SwingHigh[0]) && (Close[0] > Position.AveragePrice - .002) && (Close[0] > MAX1[1]) && (MACD1.Diff[0] > 0)) { Print("LE5 Entry time is:"); Print(Time[0]); EnterShort(Convert.ToInt32(5400), @"LE5"); } // LE5 EXIT if ((Position.Quantity == 8100) && (Close[0] < Swing1.SwingLow[0])) { ExitShort(Convert.ToInt32(5400), @"LExit5", @"LE5"); } // LE6 ENTRY if ((Position.Quantity == 8100) && (Close[0] > High[1]) && (Close[0] > Swing1.SwingHigh[0]) && (Close[0] > Position.AveragePrice - .002) && (Close[0] > MAX1[1]) && (MACD1.Diff[0] > 0)) { Print("LE6 Entry time is:"); Print(Time[0]); EnterShort(Convert.ToInt32(16200), @"LE6"); } // LE6 EXIT if ((Position.Quantity == 24300) && (Close[0] < Swing1.SwingLow[0])) { ExitShort(Convert.ToInt32(16200), @"LExit6", @"LE6"); } // LE7 ENTRY if ((Position.Quantity == 24300) && (Close[0] > High[1]) && (Close[0] > Swing1.SwingHigh[0]) && (Close[0] > Position.AveragePrice - .002) && (Close[0] > MAX1[1]) && (MACD1.Diff[0] > 0)) { Print("LE7 Entry time is:"); Print(Time[0]); EnterShort(Convert.ToInt32(48600), @"LE7"); } // LE7 EXIT if ((Position.Quantity == 72900) && (Close[0] < Swing1.SwingLow[0])) { ExitShort(Convert.ToInt32(48600), @"LExit7", @"LE7"); } // LE8 ENTRY if ((Position.Quantity == 72900) && (Close[0] > High[1]) && (Close[0] > Swing1.SwingHigh[0]) && (Close[0] > Position.AveragePrice - .002) && (Close[0] > MAX1[1]) && (MACD1.Diff[0] > 0)) { Print("LE8 Entry time is:"); Print(Time[0]); EnterShort(Convert.ToInt32(145800), @"LE8"); } // LE8 EXIT if ((Position.Quantity == 218700) && (Close[0] < Swing1.SwingLow[0])) { ExitShort(Convert.ToInt32(145800), @"LExit8", @"LE8"); ExitShort(Convert.ToInt32(48600), @"LExit7", @"LE7"); ExitShort(Convert.ToInt32(16200), @"LExit6", @"LE6"); ExitShort(Convert.ToInt32(5400), @"LExit5", @"LE5"); ExitShort(Convert.ToInt32(1800), @"LExit4", @"LE4"); ExitShort(Convert.ToInt32(600), @"LExit3", @"LE3"); ExitShort(Convert.ToInt32(200), @"LExit2", @"LE2"); ExitShort(Convert.ToInt32(100), @"LExit1", @"LE1"); } //****** CLOSE ALL ON TRADE FAILURE ****************************** //if ((Position.Quantity == 218700) // && (Close[0] < Low[1])) //{ // ExitLong(Convert.ToInt32(145800), @"LExit8", @"LE8"); // ExitLong(Convert.ToInt32(48600), @"LExit7", @"LE7"); // ExitLong(Convert.ToInt32(16200), @"LExit6", @"LE6"); // ExitLong(Convert.ToInt32(5400), @"LExit5", @"LE5"); // ExitLong(Convert.ToInt32(1800), @"LExit4", @"LE4"); // ExitLong(Convert.ToInt32(600), @"LExit3", @"LE3"); // ExitLong(Convert.ToInt32(200), @"LExit2", @"LE2"); // ExitLong(Convert.ToInt32(100), @"LExit1", @"LE1"); //} } protected override void OnOrderUpdate(Cbi.Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, Cbi.OrderState orderState, DateTime time, Cbi.ErrorCode error, string comment) { Print("The most current order state is: " + order.OrderState); // OrderState.PartFilled Print("This particular order update state is: " + orderState); // OrderState.Working }
if (MACD1.Diff[0] > 0) { Print("Current 4 hr MACD Diff at " + Time[0] + " is greater than zero - condition met"); } if (Close[0] > High[1]) { Print("Close greater than prior High at " + Time[0] + " - condition met"); } if (Close[0] > Swing1.SwingHigh[0]) { Print("Close greater than swing high at " + Time[0] + " - condition met"); } if (Close[0] > Position.AveragePrice - .002) { Print("Close greater than average entry price at " + Time[0] + " - condition met"); } if (Close[0] > MAX1[1]) { Print("Close greater than maximum high last 14 bars at " + Time[0] + " - condition met"); }
protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string comment) { [B]Print(order.ToString());[/B] }
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