SmartQuant Discussion

using System;
using System.Drawing;

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

public class MyStrategy : Strategy
{
double lastPPFWhenA1IsZero = double.NaN;

public override void OnBar(Bar bar)
{
if (Bars.Count < 20)
return;

double TR= Math.Max(Math.Max((bar.High-bar.Low),Math.Abs(Bars.Ago(1).Close-bar.High)),Math.Abs(Bars.Ago(1).Close-bar.Low));

bool A1 = bar.High == Bars.HighestHigh(20);

double H1=TR*0.5;

if (!A1)
lastPPFWhenA1IsZero = H1;

double PPF=lastPPFWhenA1IsZero;

Console.WriteLine(bar + " PPF = " + PPF);

}
}

Hi,

I am not familar with amibroker syntax, but in OQ it looks something like this:


Regards,
Sergey.