Dear Fellow Traders,
i am a medium level programmer but a very good experience trader in charting and price action analysis. Last few months i have been trying to use mql4 to automate my process. i was successful in creating a marker that show me when my edge is present.
right now i want take that to next level in quantconnect.
My problem here is how to tell the built in c++ what a candle bar is, like i did in my mql4 program.
body = Open - Close;
bull = Open > Close;
bear = Open < Close;
how can i access these arrays and use them interchangeably to build my strategy.
how can i know the total bars that backtesting would cover in the quantconnect
please, i need your help
Below is an example of what i would build here.
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
int limit = MathMax (rates_total - prev_calculated, 2);
for (int i=0; i<limit; i++)
if (Close[i+14]-Open[i+14]<0 //bear
&& Close[i+13]-Open[i+13]>0 //bull
&& Close[i+12]-Open[i+12]>0 //bull
&& Close[i+11]-Open[i+11]>0 //bull
&& Close[i+10]-Open[i+10]>0 //bull
&& Close[i+9]-Open[i+9]>0 //bull
&& Close[i+8]-Open[i+8]<0 //bear 1st push
&& Close[i+7]-Open[i+7]>0 //bull 2nd push
&& Close[i+6]-Open[i+6]>0 //bull 2nd push
&& Close[i+5]-Open[i+5]>0 //bull 2nd push
&& Close[i+4]-Open[i+4]>0 //bull 2nd push
&& Close[i+3]-Open[i+3]<0 //bear 2nd push
&& Close[i+2]-Open[i+2]>0 //bull 3rd push
&& Close[i+1]-Open[i+1]<0 //bear 3rd push
&& Close[i]-Open[i]<0 //bear 3rd push
&& Close[i+1]<Close[i+9] // we shouln't get a signal beyond the 3+(above the last bar of the 3+)
//&& Close[i]<Open[i+3]
//&& Close[i+1]<Close[i+9]
&& Close[i]>Open[i+1]
)
{
//Alert ("Bullish fakey");
up[i]= Low[i];
}
else if (Close[i+15]-Open[i+15]<0 //bear
&& Close[i+14]-Open[i+14]>0 //bull
&& Close[i+13]-Open[i+13]>0 //bull
&& Close[i+12]-Open[i+12]>0 //bull
&& Close[i+11]-Open[i+11]>0 //bull
&& Close[i+10]-Open[i+10]>0 //bull
&& Close[i+9]-Open[i+9]<0 //bear 1st push
&& Close[i+8]-Open[i+8]>0 //bull 2nd push
&& Close[i+7]-Open[i+7]>0 //bull 2nd push
&& Close[i+6]-Open[i+6]>0 //bull 2nd push
&& Close[i+5]-Open[i+5]>0 //bull 2nd push
&& Close[i+4]-Open[i+4]<0 //bear 2nd push
&& Close[i+3]-Open[i+3]>0 //bull 3rd push
&& Close[i+2]-Open[i+2]<0 //bear 3rd push
&& Close[i+1]-Open[i+1]>0 //bull 3rd push
&& Close[i]-Open[i]>0 //bull 3rd push
&& Close[i+1]<Close[i+10] // we must get the signal inside 3+(not beyond the last bar)
&& Close[i+1]>Open[i+2]
)
{
//Alert ("Bullish fakey");
up[i]= Low[i];
}
else if (Close[i+14]-Open[i+14]>0 //bull
&& Close[i+13]-Open[i+13]<0 //bear
&& Close[i+12]-Open[i+12]<0 //bear
&& Close[i+11]-Open[i+11]<0 //bear THE BEAR 3+
&& Close[i+10]-Open[i+10]<0 //bear
&& Close[i+9]-Open[i+9]<0 //bear
&& Close[i+8]-Open[i+8]>0 //bull 1ST PUSH
&& Close[i+7]-Open[i+7]<0 //bear
&& Close[i+6]-Open[i+6]<0 //bear 2nd Bear breakout
&& Close[i+5]-Open[i+5]<0 //bear
&& Close[i+4]-Open[i+4]<0 //bear
&& Close[i+3]-Open[i+3]>0 //bull 2nd push
&& Close[i+2]-Open[i+2]<0 //bear Single bar as the 3rd push
&& Close[i+1]-Open[i+1]>0 //bull 3rd push
&& Close[i]-Open[i]>0 //bull
//&& Close[i+1]>Open[1+3]
//&& Close[i+1]>Close[i+9]
&& Close[i+1]>Close[i+9] // we shouln't get a signal beyond the 3+(above the last bar of the 3+)
&& Close[i]<Open[i+1]
)
{
//Alert ("Bearish fakey");
down[i]= High[i];
}
else if (Close[i+15]-Open[i+15]>0 //bull
&& Close[i+14]-Open[i+14]<0 //bear
&& Close[i+13]-Open[i+13]<0 //bear
&& Close[i+12]-Open[i+12]<0 //bear THE BEAR 3+
&& Close[i+11]-Open[i+11]<0 //bear
&& Close[i+10]-Open[i+10]<0 //bear
&& Close[i+9]-Open[i+9]>0 //bull 1ST PUSH
&& Close[i+8]-Open[i+8]<0 //bear
&& Close[i+7]-Open[i+7]<0 //bear 2nd Bear breakout
&& Close[i+6]-Open[i+6]<0 //bear
&& Close[i+5]-Open[i+5]<0 //bear
&& Close[i+4]-Open[i+4]>0 //bull 2nd push
&& Close[i+3]-Open[i+3]<0 //bear Single bar as the 3rd push
&& Close[i+2]-Open[i+2]>0 //bull 3rd push
&& Close[i+1]-Open[i+1]<0 //bear 3rd push
&& Close[i]-Open[i]<0 //bear 3rd push
&& Close[i+1]>Close[i+10] // we must get the signal inside 3+(not beyond the last bar)
&& Close[i+1]<Open[i+2]
)
{
//Alert ("Bearish fakey");
down[i]= High[i];
}
//--- return value of prev_calculated for next call
return(rates_total);
}
