using System;
using System.Collections.Generic;
using System.Linq;
using Matriks.Data.Symbol;
using Matriks.Engines;
using Matriks.Indicators;
using Matriks.Symbols;
using Matriks.Trader.Core;
using Matriks.Trader.Core.Fields;
using Matriks.Lean.Algotrader.AlgoBase;
using Matriks.Lean.Algotrader.Models;
using Matriks.Lean.Algotrader.Trading;
using Matriks.AI;
using Matriks.AI.AiParameters;
using Matriks.AI.Data;
using Matriks.Trader.Core.TraderModels;
namespace Matriks.Lean.Algotrader
{
public class T3MTV : MatriksAlgo
{
[SymbolParameter("MTRKS")]
public string Symbol1;
[SymbolParameter("MTRKS")]
public string OrderSymbol1;
[Parameter(SymbolPeriod.Day)]
public SymbolPeriod SymbolPeriod1;
[Parameter(4)]
public int TmovPeriod1;
[Parameter(0.8)]
public decimal TmovA1;
[Parameter(7)]
public int TmovPeriod2;
[Parameter(0.618)]
public decimal TmovA2;
[Parameter(1)]
public decimal OrderQuantity1;
[Parameter(1)]
public decimal OrderQuantity2;
TMOV tmov;
TMOV tmov2;
public override void OnInit()
{
AddSymbol(OrderSymbol1, SymbolPeriod1);
tmov = TMOVIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, TmovPeriod1, TmovA1);
tmov2 = TMOVIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, TmovPeriod2, TmovA2);
SendOrderSequential(true, Side.Buy);
WorkWithPermanentSignal(false);
}
public override void OnInitComplated()
{
}
public override void OnTimer()
{
}
public override void OnNewsReceived(int newsId, List<string> relatedSymbols)
{
}
public override void OnDataUpdate(BarDataEventArgs barData)
{
if (CrossAbove(tmov, tmov2, 0, 0))
{
SendPLMOrder(OrderSymbol1, OrderQuantity1, OrderSide.Buy);
}
if (CrossBelow(tmov, tmov2, 0, 0))
{
SendPLMOrder(OrderSymbol1, OrderQuantity2, OrderSide.Sell);
}
}
public override void OnOrderUpdate(IOrder order)
{
}
}
}