// Override OnBarUpdate method
protected override void OnBarUpdate()
{
// Protect against too few bars
if (CurrentBar < period)
{
Upper.Reset();
Lower.Reset();
return;
}
// Solve for the price given a probability
if (distribution == Distribution.Gaussian)
{
double side = Math.Sqrt(-2 * Math.Pow(StdDev(period)[0] / TickSize, 2) * Math.Log(probability * StdDev(Period)[0] / TickSize * Math.Sqrt(2 * Math.PI)));
Upper.Set((SMA(period)[0] / TickSize + side) * TickSize);
Lower.Set((SMA(period)[0] / TickSize - side) * TickSize);
}
else if (distribution == Distribution.Laplace)
{
double side = -HawkmatixAvgDiff(period)[0] / TickSize * Math.Log(probability * 2 * HawkmatixAvgDiff(period)[0] / TickSize);
Upper.Set((SMA(period)[0] / TickSize + side) * TickSize);
Lower.Set((SMA(period)[0] / TickSize - side) * TickSize);
}
else if (distribution == Distribution.Logistic)
{
double s = Math.Sqrt(3) / Math.PI * StdDev(period)[0] / TickSize;
double left = 1 - 2 * probability * s;
double side = Math.Sqrt((2 * probability * s - 1) * (2 * probability * s - 1) - 4 * probability * probability * s * s);
double bottom = 2 * probability * s;
Upper.Set((SMA(period)[0] / TickSize - s * Math.Log((left - side) / bottom)) * TickSize);
Lower.Set((SMA(period)[0] / TickSize - s * Math.Log((left + side) / bottom)) * TickSize);
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
double averageValue = 0;
if (Smoothed)
{
averageValue = smoothedAverage[0];
}
else
{
averageValue = average[0];
}
double offset = 0;
if (Smoothed)
{
offset = NumStdDev * smoothedVolatility[0];
}
else
{
offset = NumStdDev * volatility[0];
}
if (showMidband)
{
Middle.Set(averageValue);
}
else
{
Middle.Reset();
}
if (showChannels)
{
Upper.Set(averageValue + offset);
Lower.Set(averageValue - offset);
}
else
{
Upper.Reset();
Lower.Reset();
}
if (CurrentBar < Math.Max(Period, StdDevPeriod))
{
return;
}
if (FirstTickOfBar)
{
neutralSlope = threshold * averageTrueRange[1] / 1000;
priorBull = bullish;
middle = Middle[1] + Middle[2];
upper = Upper[1] + Upper[2];
lower = Lower[1] + Lower[2];
}
if (2 * averageValue > middle + 3 * neutralSlope)
{
PlotColors[1][0] = upColor;
if (useCentralSlope)
{
PlotColors[0][0] = UpColor;
PlotColors[2][0] = UpColor;
}
if (priorBull <= 0)
{
index = CurrentBar;
}
if (Opacity != 0)
{
DrawRegion("bollinger" + index, CurrentBar - index + 1, 0, Upper, Lower, Color.Transparent, UpColor, Opacity);
}
bullish = 1;
}
else if (2 * averageValue < middle - 3 * neutralSlope)
{
PlotColors[1][0] = DownColor;
if (useCentralSlope)
{
PlotColors[0][0] = DownColor;
PlotColors[2][0] = DownColor;
}
if (priorBull >= 0)
{
index = CurrentBar;
}
if (Opacity != 0)
{
DrawRegion("bollinger" + index, CurrentBar - index + 1, 0, Upper, Lower, Color.Transparent, DownColor, Opacity);
}
bullish = -1;
}
else
{
PlotColors[1][0] = NeutralColor;
if (useCentralSlope)
{
PlotColors[0][0] = NeutralColor;
PlotColors[2][0] = NeutralColor;
}
if (priorBull != 0)
{
index = CurrentBar;
}
if (Opacity != 0)
{
DrawRegion("bollinger" + index, CurrentBar - index + 1, 0, Upper, Lower, Color.Transparent, NeutralColor, Opacity);
}
bullish = 0;
}
if (!useCentralSlope)
{
if (2 * averageValue + 2 * offset >= upper + 3 * neutralSlope)
{
PlotColors[0][0] = UpColor;
}
else if (2 * averageValue + 2 * offset <= upper - 3 * neutralSlope)
{
PlotColors[0][0] = DownColor;
}
else
{
PlotColors[0][0] = NeutralColor;
}
if (2 * averageValue - 2 * offset >= lower + 3 * neutralSlope)
{
PlotColors[2][0] = UpColor;
}
else if (2 * averageValue - 2 * offset <= lower - 3 * neutralSlope)
{
PlotColors[2][0] = DownColor;
}
else
{
PlotColors[2][0] = NeutralColor;
}
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar < 20)
{
return;
}
double truerange;
double updotplot;
double lowdotplot;
if (CurrentBar == 0)
{
TrueRange[0] = ((High[0] - Low[0]));
}
else
{
truerange = (High[0] - Low[0]);
truerange = Math.Max(Math.Abs((Low[0] - Close[1])), Math.Max(truerange, Math.Abs((High[0] - Close[1]))));
TrueRange[0] = truerange;
}
if (CurrentBar < 2)
{
return;
}
double AtrValue = SMA(TrueRange, period)[1]; //
double Acelfactor = ((atrtimes + 0.1 * risk) * AtrValue);
double Sigclose;
if (sideside == 1)
{
Sigclose = High[1];
//Sigclose = Math.Max(High[0],High[1]);
updotplot = (Sigclose - Acelfactor);
if (double.IsNaN(dotplot) || (updotplot >= dotplot))
{
dotplot = Bars.Instrument.MasterInstrument.RoundToTickSize(updotplot);
}
}
else if (sideside == -1)
{
//Sigclose = Math.Min(Low[0],Low[1]);
Sigclose = Low[1];
lowdotplot = (Sigclose + Acelfactor);
if (double.IsNaN(dotplot) || (lowdotplot <= dotplot))
{
dotplot = Bars.Instrument.MasterInstrument.RoundToTickSize(lowdotplot);
}
}
counter1++;
counter2++;
if (!double.IsNaN(dotplot))
{
if (sideside != 1)
{
if ((sideside == -1) && (Close[0] > dotplot)) // was high
{
sideside = 1;
counter2 = 0;
dotplot = Bars.Instrument.MasterInstrument.RoundToTickSize((High[0] - Acelfactor));
}
}
else if (Close[0] < dotplot) // was low
{
sideside = -1;
counter2 = 0;
dotplot = Bars.Instrument.MasterInstrument.RoundToTickSize((Low[0] + Acelfactor));
}
}
Sideside[0] = sideside;
if (Sideside[0] != Sideside[1])
{
once = 0;
}
if (sideside == 1)
{
if (once == 1)
{
Upper[0] = dotplot;
Lower.Reset();
}
if (once == 0)
{
//DrawArrowUp("arrow" + CurrentBar, true, 0, dotplot, Color.Blue);
}
once = 1;
}
if (sideside == -1)
{
if (once == 1)
{
Lower[0] = dotplot;
Upper.Reset();
}
if (once == 0)
{
//DrawArrowDown("arrow" + CurrentBar, true, 0, dotplot, Color.Red);
}
once = 1;
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
BuySignal = false;
SellSignal = false;
if (savedCurrentBar == -1) // Init
{
currentBarHigh = High[0];
currentBarLow = Low[0];
state = GetNextState();
savedCurrentBar = CurrentBar;
}
else if (savedCurrentBar != CurrentBar)
{ // Is new bar ?
currentBarHigh = (isRealtime && !CalculateOnBarClose) ? High[1] : High[0];
currentBarLow = (isRealtime && !CalculateOnBarClose) ? Low[1] : Low[0];
// today buy/sell signal is triggered
if ((state == 5 && currentBarHigh > boxTop) || (state == 5 && currentBarLow < boxBottom))
{
if (state == 5 && currentBarHigh > boxTop)
{
BuySignal = true;
}
else
{
SellSignal = true;
}
state = 0;
startBarActBox = CurrentBar;
}
state = GetNextState();
// draw with today
if (boxBottom == double.MaxValue)
{
for (int i = CurrentBar - startBarActBox; i >= 0; i--)
{
Upper.Set(i, boxTop);
Lower.Reset(i);
}
}
else
{
for (int i = CurrentBar - startBarActBox; i >= 0; i--)
{
Upper.Set(i, boxTop);
Lower.Set(i, boxBottom);
}
}
savedCurrentBar = CurrentBar;
}
else
{
isRealtime = true;
// today buy/sell signal is triggered
if ((state == 5 && currentBarHigh > boxTop) || (state == 5 && currentBarLow < boxBottom))
{
if (state == 5 && currentBarHigh > boxTop)
{
BuySignal = true;
}
else
{
SellSignal = true;
}
startBarActBox = CurrentBar + 1;
state = 0;
}
// draw with today
if (boxBottom == double.MaxValue)
{
Upper.Set(boxTop);
Lower.Reset();
}
else
{
Upper.Set(boxTop);
Lower.Set(boxBottom);
}
}
}