Дневник робота

using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{

		
		//StrategyParameter Stop;
		StrategyParameter Step;
		StrategyParameter PeakRange;
		StrategyParameter DeltaStop;
		StrategyParameter Mode;
		
		public MyStrategy()
		{
			//Stop = CreateParameter("Stop", 3000, 1000, 5000, 200);
			Step = CreateParameter("Step", 3200, 100, 3500, 100);
			DeltaStop = CreateParameter("DeltaStop", 0, 100, 3500, 100);
			PeakRange = CreateParameter("PeakRange", 2700, 900, 3000, 100);
			Mode = CreateParameter("Mode", 0, -1, 1, 1);
		}

		protected override void Execute()
		{
			
			//double stoploss = Stop.Value;
			double stoploss = Step.Value + DeltaStop.Value;
			
			double StopPrice = 0;
			double TakePrice = 0;
			double price,LowestLow,HighestHigh;
			double delta;
			
			
			DataSeries Peaks = Peak.Series( High, PeakRange.ValueInt, PeakTroughMode.Value);			
			DataSeries Troughs = Trough.Series( Low, PeakRange.ValueInt, PeakTroughMode.Value);
			
			//DataSeries HighestSeries = Highest.Series(High,Period.ValueInt);
			//DataSeries LowestSeries = Lowest.Series(Low,Period.ValueInt);
				
			double LastPeakSignalPrice = 0;
			double WorkingPeak = 0;
			double WorkingHigh = 0;
			double PeakSignalPrice = 0;			
			bool SetShortOrderMode = false;

			double LastTroughSignalPrice = 0;
			double WorkingTrough = 0;
			double WorkingLow = 0;
			double TroughSignalPrice = 0;			
			bool SetBuyOrderMode = false;
			
			double trailingStop;
			
			DataSeries PeakSignalPriceSeries = new DataSeries(Bars,"PeakSignalPriceSeries");
			DataSeries TroughSignalPriceSeries = new DataSeries(Bars,"PeakSignalPriceSeries");
			
			
			for(int bar = 20; bar < Bars.Count; bar++)
			{		
						
				PeakSignalPriceSeries[bar] = Close[bar];
				TroughSignalPriceSeries[bar] = Close[bar]; 
				
				foreach( Position p in Positions )
				{
					if ( p.Active )
					{
						if (p.PositionType == PositionType.Short)					
						{
							trailingStop = p.TrailingStop;							
							if (Peaks[bar]!= WorkingPeak)
								if (p.TrailingStop > Peaks[bar]) trailingStop = Peaks[bar];
							if (!Bars.IsLastBarOfDay(bar)) ExitAtTrailingStop(bar+1,p,trailingStop,"ExitAtTrailingStop");
						}
						if (p.PositionType == PositionType.Long)					
						{
							trailingStop = p.TrailingStop;
							if (Troughs[bar]!= WorkingTrough)
								if (p.TrailingStop < Troughs[bar]) trailingStop = Troughs[bar];
							if (!Bars.IsLastBarOfDay(bar)) ExitAtTrailingStop(bar+1,p,trailingStop,"ExitAtTrailingStop");
						}						
					}
				}				
						
				if (Mode.Value != 1)
					if (High[bar-1]>Peaks[bar-1])
					{											
						WorkingPeak	= Peaks[bar-1];
						if (WorkingHigh<High[bar-1]) WorkingHigh=High[bar-1];
						PeakSignalPrice = WorkingPeak - Step.Value;	
						SetShortOrderMode = true;
					}
							
				if ((SetShortOrderMode)&&(LastPeakSignalPrice != PeakSignalPrice))
				{
					Position p = null;
					if (!Bars.IsLastBarOfDay(bar-1))
					{
						p = ShortAtStop(bar, PeakSignalPrice);		
						PeakSignalPriceSeries[bar] = PeakSignalPrice;
					}
					if (p != null) 
					{							
						SetShortOrderMode = false;	
						LastPeakSignalPrice = PeakSignalPrice;		
						trailingStop = p.EntryPrice + stoploss;
						ExitAtTrailingStop(bar+1,p,trailingStop,"ExitAtTrailingStop");
					}
				}			
				
				if (Mode.Value != -1)
					if (Low[bar-1]<Troughs[bar-1])
					{								
						WorkingTrough = Troughs[bar-1];
						if (WorkingLow>Low[bar-1]) WorkingLow=Low[bar-1];
						TroughSignalPrice = WorkingTrough + Step.Value;	
						SetBuyOrderMode = true;
					}
							
				if ((SetBuyOrderMode)&&(LastTroughSignalPrice != TroughSignalPrice))
				{
					Position p = null;
					if (!Bars.IsLastBarOfDay(bar-1))
					{
						p = BuyAtStop(bar, TroughSignalPrice);			
						TroughSignalPriceSeries[bar] = TroughSignalPrice;
					}
					if (p != null) 
					{							
						SetBuyOrderMode = false;	
						LastTroughSignalPrice = TroughSignalPrice;
						trailingStop = p.EntryPrice - stoploss;
						ExitAtTrailingStop(bar+1,p,trailingStop,"ExitAtTrailingStop");
					}
				}	


				
			}//for

			PlotSeries( PricePane, Peaks, Color.Green, LineStyle.Dots, 3 );
			PlotSeries( PricePane, Troughs, Color.Red, LineStyle.Dots, 3 );
			
			PlotSeries( PricePane, PeakSignalPriceSeries, Color.Green, LineStyle.Solid, 1 );
			PlotSeries( PricePane, TroughSignalPriceSeries, Color.Red, LineStyle.Solid, 1 );
			
		}
	}
}