public int ScoreNumberLineSlave(OpeningRangeCloses openingRangeClose, bool isClosingRangeComparison, int potentialScore, params NumberLineEvents[] scenario)
{
if (scenario.Count() != currentNumberLineEvents.Count ||
isClosingRangeComparison && openingRangeClose != currentOpeningRangeClose ||
!isClosingRangeComparison && openingRangeClose == currentOpeningRangeClose)
{
return(0);
}
else
{
for (int i = 0; i < scenario.Count(); i++)
{
if (scenario[i] != currentNumberLineEvents[i])
{
return(0);
}
}
}
return(potentialScore);
}
protected override void OnBarUpdate()
{
if (BarsInProgress == 0)
{
if (currentDate != sessionIterator.GetTradingDay(Time[0]))
{
opening = Open[0];
openingHigh = High[0];
openingLow = Low[0];
currentAUp = openingHigh + (setACValues ? aSeries[0] : (TickSize * this.ATicks));
currentADown = openingLow - (setACValues ? aSeries[0] : (TickSize * this.ATicks));
currentCUp = openingHigh + (setACValues ? cSeries[0] : (TickSize * this.CTicks));
currentCDown = openingLow - (setACValues ? cSeries[0] : (TickSize * this.CTicks));
MyOpen[0] = opening;
OpenHigh[0] = openingHigh;
OpenLow[0] = openingLow;
AUp[0] = currentAUp;
ADown[0] = currentADown;
CUp[0] = currentCUp;
CDown[0] = currentCDown;
currentDate = sessionIterator.GetTradingDay(Time[0]);
aUpBreachedBar = 0;
aUpSuccessBar = 0;
aDownBreachedBar = 0;
aDownSuccessBar = 0;
cUpBreachedBar = 0;
cUpSuccessBar = 0;
cDownBreachedBar = 0;
cDownSuccessBar = 0;
MyOpen[0] = Open[0];
#region Pivot
priorDayHigh = currentHigh;
priorDayLow = currentLow;
priorDayClose = currentClose;
double pivotPrice = (priorDayHigh + priorDayLow + priorDayClose) / 3;
double pivotHighLowMiddle = (priorDayHigh + priorDayLow) / 2;
double pivotDifferential = Math.Abs(pivotPrice - pivotHighLowMiddle);
pivotUpperBound = pivotPrice + pivotDifferential;
pivotLowerBound = pivotPrice - pivotDifferential;
PivotHigh[0] = pivotUpperBound;
PivotLow[0] = pivotLowerBound;
// Initilize the current day settings to the new days data
currentHigh = High[0];
currentLow = Low[0];
currentClose = Close[0];
#endregion
#region NumberLine
if (CurrentBars[2] > 36)
{
String numberLineText = String.Format("Outlook: {8}{1}NL: {0}{1}Days: {2}, {3}, {4}{1}Trend: {5}, {6}, {7}{1}Drop: {9}",
numberLineSeries[0].ToString("+#;-#;0"),
Environment.NewLine,
dayNumberLineSeries[2].ToString("+#;-#;0"),
dayNumberLineSeries[1].ToString("+#;-#;0"),
dayNumberLineSeries[0].ToString("+#;-#;0"),
numberLineSeries[2].ToString("+#;-#;0"),
numberLineSeries[1].ToString("+#;-#;0"),
numberLineSeries[0].ToString("+#;-#;0"),
Close[1] > PivotHigh[0] ? "Plus" : Close[1] < PivotLow[0] ? "Minus" : "Neutral",
numberLineDropOffScore.ToString("+#;-#;0"));
Draw.Text(this, String.Format("NumberLine_{0}", currentDate.ToShortDateString()), false, numberLineText, 5,
priorDayLow, 10,
textColor, textFont, TextAlignment.Justify, Brushes.Transparent, Brushes.Transparent, 0);
}
#endregion
}
else
{
MyOpen[0] = opening;
OpenHigh[0] = openingHigh;
OpenLow[0] = openingLow;
AUp[0] = currentAUp;
ADown[0] = currentADown;
CUp[0] = currentCUp;
CDown[0] = currentCDown;
#region Pivot
currentHigh = Math.Max(currentHigh, High[0]);
currentLow = Math.Min(currentLow, Low[0]);
currentClose = Close[0];
DateTime projectTime = new DateTime(Time[0].Year, Time[0].Month, Time[0].Day, this.ProjectHour, this.ProjectMinute, 0);
if (Time[0] >= projectTime)
{
double pivotPrice = (currentHigh + currentLow + currentClose) / 3;
double pivotHighLowMiddle = (currentHigh + currentLow) / 2;
double pivotDifferential = Math.Abs(pivotPrice - pivotHighLowMiddle);
PivotHigh[0] = pivotPrice + pivotDifferential;
PivotLow[0] = pivotPrice - pivotDifferential;
}
else
{
PivotHigh[0] = pivotUpperBound;
PivotLow[0] = pivotLowerBound;
}
#endregion
#region NumberLine
AddNumberLineEvents(currentNumberLineEvents,
new KeyValuePair <NumberLineEvents, bool>(NumberLineEvents.AUpBreached, aUpBreachedBar > 0),
new KeyValuePair <NumberLineEvents, bool>(NumberLineEvents.AUpSuccess, aUpSuccessBar > 0),
new KeyValuePair <NumberLineEvents, bool>(NumberLineEvents.ADownBreached, aDownBreachedBar > 0),
new KeyValuePair <NumberLineEvents, bool>(NumberLineEvents.ADownSuccess, aDownSuccessBar > 0),
new KeyValuePair <NumberLineEvents, bool>(NumberLineEvents.CUpBreached, cUpBreachedBar > 0),
new KeyValuePair <NumberLineEvents, bool>(NumberLineEvents.CUpSuccess, cUpSuccessBar > 0),
new KeyValuePair <NumberLineEvents, bool>(NumberLineEvents.CDownBreached, cDownBreachedBar > 0),
new KeyValuePair <NumberLineEvents, bool>(NumberLineEvents.CDownSuccess, cDownSuccessBar > 0));
currentOpeningRangeClose = GetOpeningRangeClose(Close[0]);
if (CurrentBars[2] > 36)
{
double tempNumberLineScore = ScoreNumberLineMaster();
//PrintValues(numberLineSeries[0], tempNumberLineSum, tempNumberLineScore);
String numberLineText = String.Format("Drop: {1}{0}Add: {2}{0}Proj: {3}{0}OR: {4}{0}",
Environment.NewLine,
numberLineDropOffScore.ToString("+#;-#;0"),
tempNumberLineScore.ToString("+#;-#;0"),
(numberLineMinusOneSum + tempNumberLineScore).ToString("+#;-#;0"),
(Math.Abs(openingHigh - openingLow).ToString("C")));
Draw.TextFixed(this, "numberLineToday", numberLineText, textPosition: TextPosition.BottomRight);
}
#endregion
}
RollingPivotHigh[0] = rollingPivotUpperBound;
RollingPivotLow[0] = rollingPivotLowerBound;
if (!String.IsNullOrEmpty(redrawTag) && !String.IsNullOrEmpty(redrawText))
{
bool isUp = redrawTag.StartsWith("Up_");
Draw.Text(this, redrawTag, false, redrawText, 0,
isUp ? Math.Max(High[0], High[1]) : Math.Min(Low[0], Low[1]),
isUp ? 20 : -10,
textColor, textFont, TextAlignment.Center, Brushes.Transparent, Brushes.Transparent, 0);
redrawTag = String.Empty;
redrawText = String.Empty;
}
}
else if (BarsInProgress == 1)
{
fastPivotPriceSeries[0] = (High[0] + Low[0] + Close[0]) / 3;
if (fastCurrentDate != sessionIterator.GetTradingDay(Time[0]))
{
fastCurrentDate = sessionIterator.GetTradingDay(Time[0]);
fastCurrentBar = 1;
}
else
{
fastCurrentBar += 1;
}
if (fastCurrentBar >= openingBars)
{
#region A Up
if (aUpBreachedBar == 0 && aDownSuccessBar == 0 && fastPivotPriceSeries[0] > currentAUp)
{
aUpBreachedBar = CurrentBar;
}
if (aUpBreachedBar > 0 &&
aUpSuccessBar == 0 &&
aDownSuccessBar == 0 &&
(CurrentBar - aUpBreachedBar) >= halfTimeFrameBars &&
CountIf(() => fastPivotPriceSeries[0] > currentAUp, halfTimeFrameBars) >= halfTimeFrameBars)
{
aUpSuccessBar = CurrentBar;
redrawTag = "Up_" + currentDate.ToShortDateString();
redrawText = " A Up ";
Draw.Text(this, redrawTag, false, redrawText, 0, Highs[0][0], 50, textColor,
textFont, TextAlignment.Center, Brushes.Transparent, Brushes.Transparent, 0);
}
#endregion
#region A Down
if (aDownBreachedBar == 0 && aUpSuccessBar == 0 && fastPivotPriceSeries[0] < currentADown)
{
aDownBreachedBar = CurrentBars[0];
}
if (aDownBreachedBar > 0 &&
aUpSuccessBar == 0 &&
aDownSuccessBar == 0 &&
(CurrentBar - aDownBreachedBar) >= halfTimeFrameBars &&
CountIf(() => fastPivotPriceSeries[0] < currentADown, halfTimeFrameBars) >= halfTimeFrameBars)
{
aDownSuccessBar = CurrentBars[0];
redrawTag = "Down_" + currentDate.ToShortDateString();
redrawText = " A Down ";
Draw.Text(this, redrawTag, false, redrawText, 0, Lows[0][0], -50, textColor,
textFont, TextAlignment.Center, Brushes.Transparent, Brushes.Transparent, 0);
}
#endregion
#region C Up
if (aDownSuccessBar > 0 && cUpBreachedBar == 0 && cDownSuccessBar == 0 && fastPivotPriceSeries[0] > currentCUp)
{
cUpBreachedBar = CurrentBar;
}
if (cUpBreachedBar > 0 &&
cUpSuccessBar == 0 &&
cDownSuccessBar == 0 &&
(CurrentBar - cUpBreachedBar) >= halfTimeFrameBars &&
CountIf(() => fastPivotPriceSeries[0] > currentCUp, halfTimeFrameBars) >= halfTimeFrameBars)
{
cUpSuccessBar = CurrentBar;
redrawTag = "Up_" + currentDate.ToShortDateString();
redrawText = " C Up ";
Draw.Text(this, redrawTag, false, redrawText, 0, Highs[0][0], 50, textColor,
textFont, TextAlignment.Center, Brushes.Transparent, Brushes.Transparent, 0);
}
#endregion
#region C Down
if (aUpSuccessBar > 0 && cDownBreachedBar == 0 && cUpSuccessBar == 0 && fastPivotPriceSeries[0] < currentCDown)
{
cDownBreachedBar = CurrentBar;
}
if (cDownBreachedBar > 0 &&
cDownSuccessBar == 0 &&
cUpSuccessBar == 0 &&
(CurrentBar - cDownBreachedBar) >= halfTimeFrameBars &&
CountIf(() => fastPivotPriceSeries[0] < currentCDown, halfTimeFrameBars) >= halfTimeFrameBars)
{
cDownSuccessBar = CurrentBar;
redrawTag = "Down_" + currentDate.ToShortDateString();
redrawText = " C Down ";
Draw.Text(this, redrawTag, false, redrawText, 0, Lows[0][0], -50, textColor,
textFont, TextAlignment.Center, Brushes.Transparent, Brushes.Transparent, 0);
}
#endregion
}
}
else if (BarsInProgress == 2 && CurrentBar > 3)
{
double high = MAX(High, 3)[0];
double low = MAX(High, 3)[0];
double pivotPrice = (high + low + Close[0]) / 3;
double pivotHighLowMiddle = (high + low) / 2;
double pivotDifferential = Math.Abs(pivotPrice - pivotHighLowMiddle);
rollingPivotUpperBound = pivotPrice + pivotDifferential;
rollingPivotLowerBound = pivotPrice - pivotDifferential;
trueRangeSeries[0] = (new List <double>()
{
High[0] - Low[0], Math.Abs(High[0] - Close[0]), Math.Abs(Low[0] - Close[0])
}).Max();
if (CurrentBar > 35)
{
List <double> trueRangeFactors = new List <double>();
for (int i = 10; i <= 30; i++)
{
trueRangeFactors.Add(SUM(trueRangeSeries, i)[0] / i);
}
double firstValue = trueRangeFactors.Average();
aSeries[0] = this.Instrument.MasterInstrument.RoundToTickSize(.1 * (firstValue / 2));
cSeries[0] = this.Instrument.MasterInstrument.RoundToTickSize(.15 * (firstValue / 2));
setACValues = true;
}
currentOpeningRangeClose = GetOpeningRangeClose(Close[0]);
dayNumberLineSeries[0] = ScoreNumberLineMaster();
numberLineSeries[0] = SUM(dayNumberLineSeries, 30)[0];
numberLineMinusOneSum = SUM(dayNumberLineSeries, 29)[0];
try
{
numberLineDropOffScore = dayNumberLineSeries[29];
}
catch { }
currentNumberLineEvents = new List <NumberLineEvents>();
currentOpeningRangeClose = OpeningRangeCloses.None;
//RollingPivotHigh[0] = rollingPivotUpperBound;
//RollingPivotLow[0] = rollingPivotLowerBound;
//Draw.TextFixed(this, "tag1", String.Format("Text to draw{0}Yo", Environment.NewLine), textPosition: TextPosition.BottomRight);
}
}
