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Strategy Framework
This is the 1.0 version of a general framework with exits to use with every kind of strategy. The main idea is that the trade exits, in general, are very simililar, so we can divide, modularize and reuse the exits. The same idea is applied to position sizing and signal tracking (is how your strategy reads the indicators). A small manual is inlcuded, and I believe that this framework can evolute to a real reusable piece of software for almost every strategy. The onExit() method is called to reset and manage the signals, LookForTrade() to open positions, and ManagePositions() to build your own custom exit. Below you can see some example methods. The public are invited to upgrade it.
public class MyStrategy : StrategyFramework {....
protected override void MyInitialize() {
base.Add(RSI(rsiPeriod,3));
base.Add(SMA(10));
base.Add(SMA(20));
}
protected override void LookForTrade() {
if (Close[0] > Open[0])
positionManager.Position1.EnterLong();
}
protected override void UpdateSignals() {
if (CrossAbove(RSI(rsiPeriod, 3).Avg, rsiHigh, 1))
rsiSignal = -1;
if (CrossBelow(RSI(rsiPeriod, 3).Avg, rsiLow, 1))
rsiSignal = 1;
}
protected override void OnExit(object sender, int positionID) {
rsiSignal = 0;
}
regards,
Henry
Category
The Elite Circle
Details:
Strategy Framework
Category:
The Elite Circle
September 19th, 2011
Size: 47.60 KB
Downloaded: 353 times
991
henry218
View Download Details
September 18th, 2013 03:40 PM
Hub Stevens
Great work! Thanks!
October 3rd, 2011 10:40 PM
traderpards
September 29th, 2011 04:57 AM
Trendseek
Thanks for that valuable and competent Work !!!
I am shure, that the usage of that Framework within a Strategie would be very usefull. Unfortunately the last Part of th
e Documentation is in Spain, and without more examples it's a bit hardly to understand for me. How could I integrate you
r example in a new NT-Strategy-Code?
I try to implement your example and received an Error
September 22nd, 2011 08:36 PM
ejtrader
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