/// A Spike above or below the BB more than 3 pts on the Daily
/// </summary>
[Description("A Spike above or below the BB more than 3 pts on the Daily")]
public class BBspike : Strategy
{
#region Variables
// Wizard generated variables
private int myInput0 = 3; // Default setting for MyInput0
// User defined variables (add any user defined variables below)
#endregion
/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
Add(Bollinger(2, 14));
Add(Bollinger(2, 14));
SetProfitTarget("Long1", CalculationMode.Ticks, 16);
SetProfitTarget("Short1", CalculationMode.Ticks, 16);
SetStopLoss("", CalculationMode.Ticks, 16, false);
CalculateOnBarClose = false;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Condition set 1
if (GetCurrentBid() >= Bollinger(2, 14).Upper[1] + 12 * TickSize)
{
EnterShort(DefaultQuantity, "Short1");
}
// Condition set 2
if (GetCurrentBid() <= Bollinger(2, 14).Lower[1] + (-12 * TickSize))
{
EnterLong(DefaultQuantity, "Long1");
}
}
#region Properties
[Description("")]
[GridCategory("Parameters")]
public int MyInput0
{
get { return myInput0; }
set { myInput0 = Math.Max(1, value); }
}
#endregion
}
}
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