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Modification of ninjatrader 8 strategy

C# インディケータ その他 外国為替 C#

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実行時間21 日
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指定

II. ENGULFING ENTRY MBOX FILTERS
A) ALGO SIGNALS
   1. # BLUE/RED = LONG/SHORT
   2. [#] BLUE/RED = LONG/SHORT
   3. PB BLUE/RED = LONG/SHORT
   4. [PB] BLUE/RED = LONG/SHORT
   5. SP BLUE = LONG
   6. UT RED = SHORT
  LOGIC: IF THE SELECTED ALGO FILTER APPEARS BLUE/RED
  THEN: TAKE ENGULFING ENTRY LONG/SHORT

  B) DELTA IMBALANCE NUMBER
    1. BLUE NUMBER AT THE BOTTOM OF A PIVOT = LONG
    2. RED NUMBER AT THE TOP OF A PIVOT = SHORT 
    LOGIC: IF A DELTA IMBALANCE NUMBER APPEARS BLUE/RED
    THEN: TAKE ENGULFING ENTRY LONG/SHORT
   C) XPACE
     1. BLUE XPACE NUMBER > X = LONG
     2. RED XPACE NUMBER > Y = SHORT
   LOGIC: IF BLUE/RED XPACE NUMBER APPEARS
THEN: TAKE ENGULFING ENTRY LONG/SHORT
   D) CUMULATIVE DELTA 
     1. ASCENDING VALUE = LONG ENTRY
     2. DESCENDING VALUE = SHORT ENTRY
    LOGIC: IF THE VALUE OF A CUMULATIVE DELTA BAR IS >/< THAN THE PREVIOUS DELTA BAR
THEN: TAKE ENGULFING ENTRY LONG/SHORT
    E) HISTOGRAM
      1. BLUE HISTOGRAM READING> 0 = LONG ENTRY
     2. RED HISTOGRAM READING < 0 = SHORT ENTRY
LOGIC: IF THE HISTOGRAM READING >/< 0 BLUE/RED
THEN: TAKE ENGULFING ENTRY 
LONG/SHORT 
    F) XKONTROL
      1. S,M,L BLUE/RED SIGNAL = LONG/SHORT
LOGIC: IF S,M, and or L BLUE/RED Signal APPEARS
THEN: TAKE ENGULFING ENTRY LONG/SHORT

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