@Override
public void onOpen(OpenPrice open) {
if (getBars().getCount() >= channelLag) {
if (hasPosition()) {
if (++barCount > maxDurationBar) {
closePosition("Max duration reached");
}
} else if (highestHigh < open.getPrice()) {
buy(calculateQty(), "Entry");
} else if (lowestLow > open.getPrice()) {
sell(calculateQty(), "Entry");
}
highestHigh = getBars().getHighestHigh(channelLag);
highestHighSeries.add(open.getDate(), highestHigh);
lowestLow = getBars().getLowestLow(channelLag);
lowestLowSeries.add(open.getDate(), lowestLow);
}
}
