SmartQuant Discussion

using System;
using System.Drawing;

using OpenQuant.API;
using OpenQuant.API.Indicators;

public class MyStrategy : Strategy
{
   [Parameter("Order quantity (number of contracts to trade)")]
   double Qty = 100;

   [Parameter("Percent")]
   double Percent = 2;   
   
   private Order sellOrder;
   
   private double prevClose;
   
   private bool downDay = false;
   
   public override void OnBar(Bar bar)
   {
      prevClose = bar.Close;
      
      downDay = (bar.Open > bar.Close);
      
      if (HasPosition)
      {
         sellOrder.Cancel();
         
         Sell(Qty, "Exit");
      }
   }

   public override void OnBarOpen(Bar bar)
   {   
      if (downDay)
      {
         if ((prevClose - bar.Open) / prevClose > Percent / 100)
            Buy(Qty, "Entry");
      }
   }
   
   public override void OnPositionOpened()
   {
      sellOrder = SellLimitOrder(Qty, prevClose, "Limit Exit");
      sellOrder.Send();
   }   
}