EnterLong()

Generates a Buy Market order to enter a long position.

Single Market Strategy

Parameters

Name

Type

Description

label

string

Optional parameter which can be used for labeling the signal generated when an order is triggered.

The browser app doesn't show the custom labels in the UI at the moment. It will be updated in the future release.

Example

// Generates a Buy Market order to enter a long position
EnterLong();

using Signals.DataSeries.Bars;
using Signals.Framework;
using Signals.Indicators.SMA;

public class MyStrategy : SingleMarketStrategy
{
    private Bars hourlyBars;
    private SMA smaSlow;
    private SMA smaFast;

    private int fast = 10;
    private int slow = 25;

    public override void Setup(DataMarketplace data, IndicatorsMarketplace indicators)
    {
        hourlyBars = data.Bars(BarPeriodType.Hour, 1).WithOffset(25);
        smaSlow = indicators.SMA(slow).OnSeries(hourlyBars.Close);
        smaFast = indicators.SMA(fast).OnSeries(hourlyBars.Close);
    }

    public override void RegisterActions()
    {
        OnUpdateOf(hourlyBars).Do(() =>
        {
            if (smaFast.Value > smaSlow.Value && !Position.InPosition)
            {
                // Generates a buy market order to enter a long position
                EnterLong();
            }
            else if (smaFast.Value < smaSlow.Value && Position.InPosition)
            {
                ExitLong();
            }
        });
    }
}

Multi Market Strategy

In MMS you need to specify the market on which to execute the order as the very first argument.

Parameters

Name

Type

Description

market

Market

Market on which to execute the order.

label

string

Optional parameter which can be used for labeling the signal generated when an order is triggered.

The browser app doesn't show the custom labels in the UI at the moment. It will be updated in the future release.

Example

// Generates a Buy Market order to enter a long position on the first
// selected market
EnterLong(Markets[0]);

using Signals.DataSeries.Bars;
using Signals.Framework;

// This code represents the Crossover strategy. 

public class MyStrategy : MultiMarketsStrategy
{
    private Bars hourlyBarsFirstAsset;
    private SMA smaSlowFirstAsset;
    private SMA smaFastFirstAsset;

    private Bars hourlyBarsSecondAsset;
    private SMA smaSlowSecondAsset;
    private SMA smaFastSecondAsset;

    private Bars hourlyBars;
    private SMA smaSlow;
    private SMA smaFast;


    private int fast = 10;
    private int slow = 25;

    private Market firstMarket;
    private Market secondMarket;

    public override void Setup(DataMarketplace data, IndicatorsMarketplace indicators)
        {
            firstMarket = Markets[0];
            secondMarket = Markets[1];

            hourlyBarsFirstAsset = data.Bars(BarPeriodType.Hour, 1).OnMarket(firstMarket).WithOffset(25);
            smaSlowFirstAsset = indicators.SMA(slow).OnSeries(hourlyBarsFirstAsset.Close);
            smaFastFirstAsset = indicators.SMA(fast).OnSeries(hourlyBarsFirstAsset.Close);

            hourlyBarsSecondAsset = data.Bars(BarPeriodType.Hour, 1).OnMarket(secondMarket).WithOffset(25);
            smaSlowSecondAsset = indicators.SMA(slow).OnSeries(hourlyBarsSecondAsset.Close);
            smaFastSecondAsset = indicators.SMA(fast).OnSeries(hourlyBarsSecondAsset.Close);
        }

    public override void RegisterActions()
    {
        OnUpdateOf(hourlyBarsFirstAsset).Do(() =>
        {
            if (smaFastFirstAsset.Value > smaSlowFirstAsset.Value && !Position.InPosition)
            {
                EnterLong(firstMarket);
            }
            else if (smaFastFirstAsset.Value < smaSlowFirstAsset.Value && Position.InPosition && Position.Market == firstMarket)
            {
                ExitLong(firstMarket);
            }
        });

        OnUpdateOf(hourlyBarsSecondAsset).Do(() =>
        {
            if (smaFastSecondAsset.Value > smaSlowSecondAsset.Value && !Position.InPosition)
            {
                EnterLong(secondMarket);
            }
            else if (smaFastSecondAsset.Value < smaSlowSecondAsset.Value && Position.InPosition && Position.Market == secondMarket)
            {
                ExitLong(secondMarket);
            }
        });
    }
}

PreviousCancelAllPendingOrders()NextEnterLongLimit()

Last updated 6 years ago

using Signals.DataSeries.Bars; using Signals.Framework; // This code represents the Crossover strategy. public class MyStrategy : MultiMarketsStrategy { private Bars hourlyBarsFirstAsset; private SMA smaSlowFirstAsset; private SMA smaFastFirstAsset; private Bars hourlyBarsSecondAsset; private SMA smaSlowSecondAsset; private SMA smaFastSecondAsset; private Bars hourlyBars; private SMA smaSlow; private SMA smaFast; private int fast = 10; private int slow = 25; private Market firstMarket; private Market secondMarket; public override void Setup(DataMarketplace data, IndicatorsMarketplace indicators) { firstMarket = Markets[0]; secondMarket = Markets[1]; hourlyBarsFirstAsset = data.Bars(BarPeriodType.Hour, 1).OnMarket(firstMarket).WithOffset(25); smaSlowFirstAsset = indicators.SMA(slow).OnSeries(hourlyBarsFirstAsset.Close); smaFastFirstAsset = indicators.SMA(fast).OnSeries(hourlyBarsFirstAsset.Close); hourlyBarsSecondAsset = data.Bars(BarPeriodType.Hour, 1).OnMarket(secondMarket).WithOffset(25); smaSlowSecondAsset = indicators.SMA(slow).OnSeries(hourlyBarsSecondAsset.Close); smaFastSecondAsset = indicators.SMA(fast).OnSeries(hourlyBarsSecondAsset.Close); } public override void RegisterActions() { OnUpdateOf(hourlyBarsFirstAsset).Do(() => { if (smaFastFirstAsset.Value > smaSlowFirstAsset.Value && !Position.InPosition) { EnterLong(firstMarket); } else if (smaFastFirstAsset.Value < smaSlowFirstAsset.Value && Position.InPosition && Position.Market == firstMarket) { ExitLong(firstMarket); } }); OnUpdateOf(hourlyBarsSecondAsset).Do(() => { if (smaFastSecondAsset.Value > smaSlowSecondAsset.Value && !Position.InPosition) { EnterLong(secondMarket); } else if (smaFastSecondAsset.Value < smaSlowSecondAsset.Value && Position.InPosition && Position.Market == secondMarket) { ExitLong(secondMarket); } }); } }

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Single Market Strategy

Parameters

Example

Multi Market Strategy

Parameters

Example