using cAlgo.API;
using cAlgo.API.Indicators;
namespace cAlgo.Robots
{
// このサンプルcBotは、Polynomial Regression Channelsインジケーターの使用方法を示しています
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class PolynomialRegressionChannelsSample : Robot
{
private double _volumeInUnits;
private PolynomialRegressionChannels _polynomialRegressionChannels;
[Parameter("Volume (Lots)", DefaultValue = 0.01)]
public double VolumeInLots { get; set; }
[Parameter("Label", DefaultValue = "Sample")]
public string Label { get; set; }
[Parameter("Source")]
public DataSeries Source { get; set; }
public Position[] BotPositions
{
get
{
return Positions.FindAll(Label);
}
}
protected override void OnStart()
{
_volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);
_polynomialRegressionChannels = Indicators.PolynomialRegressionChannels(3, 120, 1.62, 2);
}
protected override void OnBar()
{
if (Bars.LowPrices.Last(1) <= _polynomialRegressionChannels.Sql.Last(1) && Bars.LowPrices.Last(2) > _polynomialRegressionChannels.Sql.Last(2))
{
ClosePositions(TradeType.Sell);
ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label);
}
else if (Bars.HighPrices.Last(1) >= _polynomialRegressionChannels.Sqh.Last(1) && Bars.HighPrices.Last(2) < _polynomialRegressionChannels.Sqh.Last(2))
{
ClosePositions(TradeType.Buy);
ExecuteMarketOrder(TradeType.Sell, SymbolName, _volumeInUnits, Label);
}
}
private void ClosePositions(TradeType tradeType)
{
foreach (var position in BotPositions)
{
if (position.TradeType != tradeType) continue;
ClosePosition(position);
}
}
}
}