Hi there,

First of all this site is great it even gave me an aspiration to learn a new language.

In this case it`s a coding language if ya havent guessed that part yet :P

Must say for a total newb it is hard learning a complete new dictoinairy and trying to make sense of it all.

Could someone help me with my project? 

 

I hope that if some one can help me with the first part it wil help me get new insights on how to code while I study the New language some more.

using QuantConnect.Indicators;


namespace QuantConnect.Algorithm.CSharp
{
/// <summary>

/// </summary>
public class TestFileWaveRider : QCAlgorithm
{

//Main part of strategy
private BollingerBands UpperBand, LowerBand, MiddleBand;
private CandlestickPatterns Red, Green;


//How to set;(lower_BB, Upper_BB, Average_BB??);
// How to set

//(symbol, Period, k, movingAverageType = 0, resolution = null, selector = null);

/// <summary>
/// Initialize the data and resolution you require for your strategy
/// </summary>
public override void Initialize()
{
//if this is to get the price second is better than minute.
AddCrypto(Ticker, Resolution.Minute, "BTC/USDT", fillDataForward, leverage)


//set leverage
decimal leverage = 1m,

//set portfolio

//set start date for backtest.
SetStartDate(2018, 1, 1);
SetEndDate(2019, 1, 25);
SetCash(5000);

// Define the symbol and "type" of our generic data???
AddData<BinanceBrokerageModel>(UpperBand, Resolution.Hour);
AddData<BinanceBrokerageModel>(LowerBand, Resolution.Hour);
addData<BinanceBrokerageModel>(MiddleBand, Resolution.Hour);

AddData<BinanceBrokerageModel>(UpperBand, Resolution.Minute);
AddData<BinanceBrokerageModel>(LowerBand, Resolution.Minute);
addData<BinanceBrokerageModel>(MiddleBand, Resolution.Minute);
// Set up default Indicators???
UpperHour = BB(UpperBand.Hour, 1);
LowerHour = BB(LowerBand.Hour, 1);
MiddleHour = BB(MiddleBand.Hour, 1);
UpperMinute = BB(UpperBand.Minute, 1);
LowerMinute = BB(LowerBand.Minute, 1);
MiddleMinute = BB(MiddleBand.Minute 1);

}

/// <summary>
/// Custom data event handler:
/// </summary>

public void SetTradesForSmallWaves

{ // Count open posistions
int OpenPosistions = 0


// The higher the equity the higher the Cash should be set. Use as treshhold never loose more then set.
// Open posistions should be balanced to match portfolio total.
if (Cash => 2500 && OpenPosistions =< 10 )



{//Catch Downfall Numbers need tweaking!!!
switch;
case 1: (((LowerHour => ActualPrice || (LowerHour * 1.01 => ActualPrice)) && Current.CandleStick == Red)
Portfolio.Sellorder($50, at ActualPrice + 0.0115); //Day Order
OpenPosistions =+ 1;
if (Current.CandleStick == Red)
{
Hold.OpenPosistion
}
if (Current.CandleStick == Green && (StartPrice.Current.CandleStick * 1.025) => StartPrice.OpenPosistion
{
Close.Posistion;
OpenPosistion =- 1;
}
if (Current.CandleStick == Green && OpenPosistion =< ActualPrice || (OpenPosistion => (ActualPrice * 1.25)
{
Close.Posistion;
OpenPosistion =- 1;
}
if (Current.CandleStick && Previous.CandleStick == Green) && ((Current.CandleStick.price + Previous.CandleStick.Price / 2) * 1.025) => CurrentPrice

Close.Posistion;
OpenPosistion =- 1;
}
{// Ill come up with more cases when I get the first part running.
switch;
case 2: (() && ()
}
{
switch;
case 3;

}
{
switch;
case 4;
}


}
}


public class
{
public
}
}