public override void Calculate(int index)
{
_symboltime = MarketSeries.OpenTime[index];
_xbrindex = _xbrseries.GetIndexByDate(_symboltime);
_xtiindex = _xtiseries.GetIndexByDate(_symboltime);
var xbrtime = _xbrseries.OpenTime[_xbrindex];
var xtitime = _xtiseries.OpenTime[_xtiindex];
List <DateTime> timelist = new List <DateTime>();
timelist.Add(_symboltime);
timelist.Add(xbrtime);
timelist.Add(xtitime);
_xbrindex = _xbrseries.GetIndexByDate(timelist.Min());
_xtiindex = _xtiseries.GetIndexByDate(timelist.Min());
double xbrclose = _xbrseries.Close[_xbrindex] / _xbrsymbol.PipSize;
double xticlose = _xtiseries.Close[_xtiindex] / _xtisymbol.PipSize;
double newclose = (xbrclose / xticlose) / (_xbrsymbol.PipSize * _xtisymbol.PipSize);
Result[index] = newclose;
double sum = 0.0;
for (int i = index - AveragePeriods + 1; i <= index; i++)
{
sum += Result[i];
}
Average[index] = sum / AveragePeriods;
#region Chart
BarsAgo = GetBarsAgo(index);
ChartObjects.DrawText("barsago", "Cross_(" + BarsAgo.ToString() + ")", StaticPosition.TopLeft, _nocorel);
#endregion
}
//--------------------------------------
protected override void Initialize()
{
_marketDepth = MarketData.GetMarketDepth(Symbol);
_marketDepth.Updated += MarketDepthUpdated;
foreach (var entry in _marketDepth.BidEntries)
{
PreviousBidList.Add(new Previouslist
{
Preis = entry.Price,
Volumen = entry.Volume
});
}
foreach (var entry in _marketDepth.AskEntries)
{
PreviousAskList.Add(new Previouslist
{
Preis = entry.Price,
Volumen = entry.Volume
});
}
FilterM = Filter * 1000000;
var Table = new StringBuilder();
Table.AppendLine("Bid\tTime\tMillion\t\tAsk\tTime\tMillion");
Table.AppendLine("(Buys)\tago\tUnits\t\t(Sells)\tago\tUnits");
Table.AppendLine("----------------------------------------------------------------------------------");
ChartObjects.DrawText("Header", Table.ToString(), StaticPosition.TopLeft, (Colors)Enum.Parse(typeof(Colors), TextColor, true));
Timer.Start(UpdateFrequency);
}
private void drawCircle(Fractal fractal)
{
if (drawCircles)
{
ChartObjects.DrawText(getCircleLabel(fractal), circle, fractal.index, fractal.value, VerticalAlignment.Center, HorizontalAlignment.Center, Colors.Aqua);
}
Fractal previous = fractal.getPreviousOfSameSide();
if (previous != null)
{
foreach (Fractal badFractal in fractal.getBadFractals())
{
if (drawCircles)
{
ChartObjects.RemoveObject(getCircleLabel(badFractal));
}
if (!highlightBadFractals)
{
ChartObjects.RemoveObject(getArrowLabel(badFractal));
}
if (highlightBadFractals)
{
ChartObjects.DrawText(getCircleLabel(badFractal), circle, badFractal.index, badFractal.value, VerticalAlignment.Center, HorizontalAlignment.Center, Colors.Red);
}
}
}
}
public override void Calculate(int index)
{
if (!IsRealTime)
{
return;
}
String output = "";
var rval = atr.Result.LastValue;
double ratr;
if (Symbol.PipSize == 0.0001)
{
ratr = Math.Round(rval * 10000, 1);
}
else if (Symbol.PipSize == 0.01)
{
ratr = Math.Round(rval * 100, 1);
}
else
{
ratr = 0;
}
output += string.Format("TP:\t{0}\n", ratr * 2);
output += string.Format("SL:\t{0}\n", ratr * 4);
output += string.Format("QTY:\t{0}", GetQuantity(ratr * 4));
ChartObjects.RemoveObject("scalpinginfo");
ChartObjects.DrawText("scalpinginfo", output, StaticPosition.TopLeft, Colors.DarkGreen);
}
public override void Calculate(int index)
{
if (!IsLastBar)
{
return;
}
ChartObjects.DrawVerticalLine("vLine", index - Period, _colorLine);
int maxIndex = index;
double max = Source[index];
for (int i = index - Period; i <= index; i++)
{
if (max >= Source[i])
{
continue;
}
max = Source[i];
maxIndex = i;
}
var text = "max " + max.ToString("0.0000");
var top = VerticalAlignment.Top;
var center = HorizontalAlignment.Center;
ChartObjects.DrawText("max", text, maxIndex, max + 0.0002, top, center, _colorText);
ChartObjects.DrawLine("line", maxIndex, max, index, Source[index], _colorLine);
}
public override void Calculate(int index)
{
if (_incorrectColors)
{
var errorColor = _random.Next(2) == 0 ? Colors.Red : Colors.White;
ChartObjects.DrawText("Error", "Incorrect colors", StaticPosition.Center, errorColor);
return;
}
var open = MarketSeries.Open[index];
var high = MarketSeries.High[index];
var low = MarketSeries.Low[index];
var close = MarketSeries.Close[index];
var MA = _ma.Result[index];
MaResult[index] = MA;
if (MA < close)
{
color = open > close ? _AboveDownColor : _AboveUpColor;
}
if (MA >= close)
{
color = open > close ? _BelowDownColor : _BelowUpColor;
}
ChartObjects.DrawLine("candle" + index, index, open, index, close, color, CandleWidth, LineStyle.Solid);
ChartObjects.DrawLine("line" + index, index, high, index, low, color, WickWidth, LineStyle.Solid);
}
public override void Calculate(int index)
{
if (index < count - Historical_Bars)
{
return;
}
if (FastMA.Result[index] > SlowMA.Result[index] && FastMA.Result[index - 1] < SlowMA.Result[index - 1])
{
ChartObjects.DrawText("BuySignal" + index, "▲", index, MarketSeries.Low[index] - ATR.Result[index], vAlign, hAlign, Colors.Green);
if (SoundAlert)
{
Notifications.PlaySound(SoundFile);
}
}
if (FastMA.Result[index] < SlowMA.Result[index] && FastMA.Result[index - 1] > SlowMA.Result[index - 1])
{
ChartObjects.DrawText("SellSignal" + index, "▼", index, MarketSeries.High[index] + ATR.Result[index], vAlign, hAlign, Colors.Red);
if (SoundAlert)
{
Notifications.PlaySound(SoundFile);
}
}
}
/// <summary>
/// Display pivot value at index position
/// </summary>
/// <param name="index"></param>
private void DrawLabels(int index)
{
int xValue = index;
double yValue = Math.Round(_p[index], Symbol.Digits);
string objectName = string.Format("P {0}", yValue);
ChartObjects.DrawText(objectName, objectName, xValue, yValue, VerticalAlignment.Top, HorizontalAlignment.Center, Colors.Blue);
yValue = Math.Round(_r1[index], Symbol.Digits);
objectName = string.Format("R1 {0}", yValue);
ChartObjects.DrawText(objectName, objectName, xValue, yValue, VerticalAlignment.Top, HorizontalAlignment.Center, Colors.Green);
yValue = Math.Round(_s1[index], Symbol.Digits);
objectName = string.Format("S1 {0}", yValue);
ChartObjects.DrawText(objectName, objectName, xValue, yValue, VerticalAlignment.Top, HorizontalAlignment.Center, Colors.Red);
yValue = Math.Round(_r2[index], Symbol.Digits);
objectName = string.Format("R2 {0}", yValue);
ChartObjects.DrawText(objectName, objectName, xValue, yValue, VerticalAlignment.Top, HorizontalAlignment.Center, Colors.Green);
yValue = Math.Round(_s2[index], Symbol.Digits);
objectName = string.Format("S2 {0}", yValue);
ChartObjects.DrawText(objectName, objectName, xValue, yValue, VerticalAlignment.Top, HorizontalAlignment.Center, Colors.Red);
yValue = Math.Round(_r3[index], Symbol.Digits);
objectName = string.Format("R3 {0}", yValue);
ChartObjects.DrawText(objectName, objectName, xValue, yValue, VerticalAlignment.Top, HorizontalAlignment.Center, Colors.Green);
yValue = Math.Round(_s3[index], Symbol.Digits);
objectName = string.Format("S3 {0}", yValue);
ChartObjects.DrawText(objectName, objectName, xValue, yValue, VerticalAlignment.Top, HorizontalAlignment.Center, Colors.Red);
}
protected override void OnStart()
{
state = new State(TimeFrame.Daily);
lseries = new Dictionary <TimeFrame, Dictionary <string, MarketSeries> >();
rseries = new Dictionary <TimeFrame, Dictionary <string, MarketSeries> >();
lmm50 = new Dictionary <TimeFrame, Dictionary <string, ExponentialMovingAverage> >();
lmm200 = new Dictionary <TimeFrame, Dictionary <string, WeightedMovingAverage> >();
rmm200 = new Dictionary <TimeFrame, Dictionary <string, WeightedMovingAverage> >();
lmacd = new Dictionary <TimeFrame, Dictionary <string, MacdCrossOver> >();
rmacd = new Dictionary <TimeFrame, Dictionary <string, MacdCrossOver> >();
spaths = new Dictionary <string, string>(3)
{
{ "PB", "C:\\Users\\Andrey\\Music\\Sounds\\sms-alert-1.wav" },
{ "MMX", "C:\\Users\\Andrey\\Music\\Sounds\\sms-alert-4.wav" },
{ "VCN", "C:\\Users\\Andrey\\Music\\Sounds\\sms-alert-3.wav" }
};
Print("Initializing screener local state.");
foreach (var tf in GetAllRequiredTimeFrames())
{
InitializeIndicators(tf);
}
Print("Initialization finished.");
var output = state.Render();
ChartObjects.RemoveObject("screener");
ChartObjects.DrawText("screener", output, StaticPosition.TopLeft, Colors.Black);
}
public override void Calculate(int index)
{
var indexDaily = LTF_Series.OpenTime.GetIndexByTime(MarketSeries.OpenTime.LastValue);
Result[index] = RSI.Result[index];
if (Mac.Histogram[indexDaily] > Mac.Histogram[indexDaily - 1] && EMA.Result[indexDaily] > EMA.Result[indexDaily - 1])
{
if (Result[index] < OverSold)
{
ChartObjects.DrawText("Buy_Signal" + index, Bullet, index, 30, vAlign, hAlign, Colors.Yellow);
if (SoundAlert)
{
Notifications.PlaySound(SoundFile);
}
}
}
if (Mac.Histogram.Last(0) < Mac.Histogram.Last(1) && EMA.Result.Last(0) < EMA.Result.Last(1))
{
if (Result[index] > OverBought)
{
ChartObjects.DrawText("Sell_Signal" + index, Bullet, index, 70, vAlign, hAlign, Colors.Red);
if (SoundAlert)
{
Notifications.PlaySound(SoundFile);
}
}
}
//////////////////////////////////
}
private void ReDraw()
{
ChartObjects.RemoveAllObjects();
foreach (Alert alert in alerts)
{
if (MarketSeries.OpenTime.LastValue.AddMinutes(Period()) < alert.setup)
{
return;
}
if (!alert.inArgs)
{
continue;
}
Colors color;
int periods = MarketSeries.OpenTime.Count - MarketSeries.OpenTime.GetIndexByTime(alert.setup);
bool crossed = MarketSeries.Close.HasCrossedAbove(alert.price, periods) || MarketSeries.Close.HasCrossedBelow(alert.price, periods);
bool near = Math.Abs(MarketSeries.Close.LastValue - alert.price) <= AlertDiapasone * Symbol.PipSize;
if (near && Sound && alert.played > 0 && (alert.lastPlayed == null || DateTime.UtcNow.AddMinutes(-1) >= alert.lastPlayed))
{
Notifications.PlaySound(Path.Combine(Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments), "Ring.wav"));
alert.lastPlayed = DateTime.UtcNow;
--alert.played;
}
if (Visual && (crossed || near))
{
color = Colors.Red;
}
else
{
color = Colors.CornflowerBlue;
}
ChartObjects.DrawText(string.Format("alert_{0}", alert.price), string.Format("| {0}{1}", alert.price, near ? string.Format(" ({0})", Math.Round(Math.Abs(MarketSeries.Close.LastValue - alert.price) / Symbol.PipSize), 1) : ""), MarketSeries.OpenTime.Count + 1, alert.price, VerticalAlignment.Center, HorizontalAlignment.Right, color);
if (ContignousType == 0)
{
for (int j = MarketSeries.Close.Count - 1; j > 0 && alert.index == 0; --j)
{
if (MarketSeries.Low[j] <= alert.price && MarketSeries.High[j] >= alert.price)
{
alert.index = j;
}
}
}
else
{
alert.index = 1;
}
if (alert.index != 0)
{
ChartObjects.DrawLine(string.Format("alert_{0}_l", alert.price), alert.index, alert.price, MarketSeries.OpenTime.Count + 1, alert.price, color, Thickness, LineStyle.Dots);
}
}
}
public override void Calculate(int index)
{
if (_incorrectColors)
{
var errorColor = _random.Next(2) == 0 ? Colors.Red : Colors.White;
ChartObjects.DrawText("Error", "Incorrect colors", StaticPosition.Center, errorColor);
return;
}
var open = MarketSeries.Open[index];
var high = MarketSeries.High[index];
var low = MarketSeries.Low[index];
var close = MarketSeries.Close[index];
var haClose = (open + high + low + close) / 4;
double haOpen;
if (index > 0)
{
haOpen = (_haOpen[index - 1] + _haClose[index - 1]) / 2;
}
else
{
haOpen = (open + close) / 2;
}
_haOpen[index] = haOpen;
_haClose[index] = haClose;
var color = haOpen > haClose ? _downColor : _upColor;
//Print("", haOpen, haClose, color);
ChartObjects.DrawLine("upback" + index, index, high + BackHeight / 7, index, high + BackHeight / 2, color, BackWidth, LineStyle.Solid);
ChartObjects.DrawLine("downback" + index, index, low - BackHeight / 7, index, low - BackHeight / 2, color, BackWidth, LineStyle.Solid);
}
protected override void OnTick()
{
// Put your core logic here
double will = 100 + Indicators.WilliamsPctR(wPeriod).Result.Last(0);
double impact = 100000 * Indicators.TrueRange(MarketSeries).Result.Last(0);
var text = "Impacto: " + impact.ToString();
text += "\nWilliamsR%: " + will.ToString() + "\n Timeframe: " + MarketSeries.TimeFrame.ToString();
ChartObjects.DrawText("", text, StaticPosition.TopLeft, Colors.White);
if ((will < wLow) && (impact > trImpact))
{
var result = ExecuteMarketOrder(TradeType.Buy, Symbol, InitialVolume, "bot", StopLoss, TakeProfit, 2, "comentario");
if (!result.IsSuccessful)
{
Print("error : {0}, {1}", result.Error, InitialVolume);
}
}
if ((will > wHigh) && (impact > trImpact))
{
var result = ExecuteMarketOrder(TradeType.Sell, Symbol, InitialVolume, "bot", StopLoss, TakeProfit, 2, "comentario");
if (!result.IsSuccessful)
{
Print("error : {0}, {1}", result.Error, InitialVolume);
}
}
System.Threading.Thread.Sleep(2000);
}
public void draw()
{
ChartObjects.RemoveAllObjects();
var hAlign = HorizontalAlignment.Left;
var color = Colors.White;
streakTime = (int)(Server.Time - startTime).TotalMinutes;
var targetEquity = startingBalance + profit;
ChartObjects.DrawText("text", "Equity: " + Account.Equity + "/" + targetEquity, MarketSeries.Close.Count - 1, Symbol.Bid, VerticalAlignment.Top, hAlign, color);
ChartObjects.DrawText("text2", "Time (min): " + streakTime + "/" + streakTimeavg + " | Trades: " + streakTrades + "/" + streakTradesAvg, MarketSeries.Close.Count - 1, Symbol.Bid, VerticalAlignment.Bottom, hAlign, color);
var netPosition = 0.0;
foreach (Position pos in this.Positions)
{
if (pos.TradeType == TradeType.Buy)
{
netPosition += pos.Volume;
}
else
{
netPosition -= pos.Volume;
}
}
var pips = ((targetEquity - Account.Equity) / (netPosition * Symbol.PipValue)) * Symbol.PipSize;
ChartObjects.DrawHorizontalLine("TP", Symbol.Bid + pips, Colors.White, 2, LineStyle.Lines);
}
private void Alert(int indexChanged)
{
Notifications.PlaySound(_soundFile);
var text = string.Format("{0} {1:MM/dd/yyyy hh:mm:ss}", Symbol.Code, MarketSeries.OpenTime[indexChanged - 1]);
ChartObjects.DrawText("obj", text, StaticPosition.TopLeft, Colors.Green);
}
public override void Calculate(int index)
{
Result[index] = _mac.Result[index];
Average[index] = _mac.Average[index];
SignalOne = GetSigOne(index);
if (SignalOne == "above")
{
SigOne_A[index] = _mac.Result[index];
}
if (SignalOne == "below")
{
SigOne_B[index] = _mac.Result[index];
}
SignalTwo = GetSigTwo(index);
if (SignalTwo != null)
{
SigTwo[index] = _mac.Result[index];
}
#region Chart
BarsAgo = _mac.BarsAgo;
Mark = GetMark(index).ToString("yyyy-MM-dd") + "-" + GetMark(index).ToString("HH");
ChartObjects.DrawText("barsago", "Cross_(" + BarsAgo.ToString() + ")", StaticPosition.TopLeft, _nocorel);
ChartObjects.DrawText("mark", "\nMark_(" + Mark + ")", StaticPosition.TopLeft, _nocorel);
#endregion
}
private void DrawRemainingTime(TimeSpan remainingTimeToNews)
{
if (ShowTimeLeftToNews)
{
if (remainingTimeToNews > TimeSpan.Zero)
{
ChartObjects.DrawText("countdown1", "Time left to news: " + FormatTime(remainingTimeToNews), StaticPosition.Right);
}
else
{
ChartObjects.RemoveObject("countdown1");
}
}
if (ShowTimeLeftToPlaceOrders)
{
var remainingTimeToOrders = remainingTimeToNews - TimeSpan.FromSeconds(SecondsBefore);
if (remainingTimeToOrders > TimeSpan.Zero)
{
ChartObjects.DrawText("countdown2", "Time left to place orders: " + FormatTime(remainingTimeToOrders), StaticPosition.TopRight);
}
else
{
ChartObjects.RemoveObject("countdown2");
}
}
}
public override void Calculate(int index)
{
if (index < 1)
{
// If first bar is first bar of the day set open
if (MarketSeries.OpenTime[index].TimeOfDay == TimeSpan.Zero)
{
Open[index] = MarketSeries.Open[index];
}
return;
}
DateTime openTime = MarketSeries.OpenTime[index];
DateTime lastOpenTime = MarketSeries.OpenTime[index - 1];
const string objectName = "messageNA";
if (!ApplicableTimeFrame(openTime, lastOpenTime))
{
// Display message that timeframe is N/A
const string text = "TimeFrame Not Applicable. Choose a lower Timeframe";
ChartObjects.DrawText(objectName, text, StaticPosition.TopLeft, Colors.Red);
return;
}
// If TimeFrame chosen is applicable remove N/A message
ChartObjects.RemoveObject(objectName);
// Plot Daily Open and Close
PlotDailyOpenClose(openTime, lastOpenTime, index);
}
//-----------------------------------------------------------------
public override void Calculate(int index)
{
string Code = " "+ Convert.ToString(Symbol.Code);
string Ask = "\n "+ Convert.ToString(Symbol.Ask);
string Bid = "\n\n "+ Convert.ToString(Symbol.Bid);
string Spread = "\n\n\n "+ Convert.ToString(Convert.ToSingle(Symbol.Spread) * 10000);
string Digits = "\n\n\n\n "+ Convert.ToString(Symbol.Digits);
string PipSize = "\n\n\n\n\n "+ Convert.ToString(Symbol.PipSize);
ChartObjects.DrawText("Labels",
"Code:" + "\n"
+ "Ask:" + "\n"
+ "Bid:" + "\n"
+ "Spread:" + "\n"
+ "Digits:" + "\n"
+ "PipSize:" + "\n"
, StaticPosition.TopLeft, Colors.Yellow);
ChartObjects.DrawText("Code", Code, StaticPosition.TopLeft, Colors.LightBlue);
ChartObjects.DrawText("Ask", Ask, StaticPosition.TopLeft, Colors.LightBlue);
ChartObjects.DrawText("Bid", Bid, StaticPosition.TopLeft, Colors.LightBlue);
ChartObjects.DrawText("Spread", Spread, StaticPosition.TopLeft, Colors.LightBlue);
ChartObjects.DrawText("Digits", Digits, StaticPosition.TopLeft, Colors.LightBlue);
ChartObjects.DrawText("PipSize", PipSize, StaticPosition.TopLeft, Colors.LightBlue);
}
private void plotArrow(Fractal fractal)
{
String arrow = fractal.isHigher() ? arrowUp : arrowDown;
Colors color = getArrowColor(fractal);
ChartObjects.DrawText(getArrowLabel(fractal), arrow, fractal.index, getTextPosition(fractal, 0.9), VerticalAlignment.Center, HorizontalAlignment.Center, color);
}
public override void Calculate(int index)
{
var text = "";
foreach (var pos in Positions)
{
if (pos.TradeType == TradeType.Buy)
{
text = text + pos.Quantity + " Lot " + pos.SymbolCode + " " + pos.TradeType + " " + pos.NetProfit + "\n";
}
}
var name = "Open buy";
double PL = Math.Round(Account.Equity - Account.Balance);
text = "P&L " + PL + " Balance " + Math.Round(Account.Balance, 2) + " Equity " + Math.Round(Account.Equity, 2) + "\n" + text;
var staticPos = StaticPosition.TopLeft;
var color = Colors.DodgerBlue;
ChartObjects.DrawText(name, text, staticPos, color);
var text1 = "";
foreach (var pos in Positions)
{
if (pos.TradeType == TradeType.Sell)
{
text1 = text1 + pos.Quantity + " Lot " + pos.SymbolCode + " " + pos.TradeType + " " + pos.NetProfit + "\n";
}
}
name = "Open Sell";
staticPos = StaticPosition.TopRight;
var color1 = Colors.Red;
ChartObjects.DrawText(name, text1, staticPos, color1);
}
private void check()
{
DateTime?writeTime = null;
lock (lockObject)
{
if (File.Exists(getFName()))
{
writeTime = File.GetLastWriteTime(getFName());
}
if (lastModified == null || lastModified < writeTime)
{
ChartObjects.RemoveAllObjects();
alerts.Clear();
if (!load() || !parse())
{
ChartObjects.DrawText("AlertsErrorMessage", string.Format("Alerts\n{0}", lastError), StaticPosition.TopRight, Colors.Red);
}
else
{
if (lastModified == null)
{
save();
}
}
}
lastModified = writeTime;
}
}
public override void Calculate(int index)
{
if (index == 0)
{
return;
}
bool dailyCondition = TimeFrame < TimeFrame.Hour12;
if (dailyCondition)
{
calculateDailyPivots(index);
}
else
{
ChartObjects.DrawText("message", "Choose TF < H 12", StaticPosition.TopCenter, Colors.Red);
}
if (MarketSeries.OpenTime[index].DayOfWeek == DayOfWeek.Saturday || MarketSeries.OpenTime[index].DayOfWeek == DayOfWeek.Sunday)
{
// overwrite weekend values
p[index] = double.NaN;
r1[index] = double.NaN;
r2[index] = double.NaN;
r3[index] = double.NaN;
s1[index] = double.NaN;
s2[index] = double.NaN;
s3[index] = double.NaN;
}
}
protected override void OnBar()
{
// PB Signals
if (EnablePB)
{
foreach (var tf in ParseTimeFrames(PBTimeFrames))
{
foreach (var sym in symbols)
{
var timing = CalculateMarketTiming(sym, tf);
var val = GetPBSignal(sym, tf, timing);
var value = new State.Value("PB", sym, tf, timing, val);
state.Update(value);
if (EnableEmailAlerts)
{
HandleEmailAlerts(value);
}
if (EnableSoundAlerts)
{
HandleSoundAlerts(value);
}
}
}
}
// MMX Signals
if (EnableMMX)
{
foreach (var tf in ParseTimeFrames(MMXTimeFrames))
{
foreach (var sym in symbols)
{
var timing = CalculateMarketTiming(sym, tf);
var val = GetMMXSignal(sym, tf, timing);
var value = new State.Value("MMX", sym, tf, timing, val);
state.Update(value);
if (EnableEmailAlerts)
{
HandleEmailAlerts(value);
}
if (EnableSoundAlerts)
{
HandleSoundAlerts(value);
}
}
}
}
var output = state.Render();
ChartObjects.RemoveObject("screener");
ChartObjects.DrawText("screener", output, StaticPosition.TopLeft, Colors.Black);
}
protected override void Initialize()
{
// Summary
YesterdayKeyLevels = Business.KeyLevels.GetYesterdaysKeyLevels(Account.BrokerName, Symbol.Code);
if (YesterdayKeyLevels != null)
{
YesterdayKeyLevels.CalculateDaily();
// Write Summary
string Summary = Symbol.Code.ToString() + ": Yesterday's (" + YesterdayKeyLevels.Date.ToShortDateString() + ") Open: " + YesterdayKeyLevels.Open.ToString() + ", Close: " + YesterdayKeyLevels.Close.ToString() + ", High: " + YesterdayKeyLevels.High.ToString() + ", Low: " + YesterdayKeyLevels.Low.ToString();
ChartObjects.DrawText("Previous", Summary, StaticPosition.BottomRight, Colors.Red);
// Calculate ATR
var ATRSeries = MarketData.GetSeries(TimeFrame.Daily);
AverageTrueRange ATR = Indicators.AverageTrueRange(ATRSeries, 5, MovingAverageType.Simple);
ChartObjects.DrawText("ATR", "ATR: " + ATR.Result.LastValue.ToString("0.##") + ", 15% ATR: " + (ATR.Result.LastValue * 0.15).ToString("0.##") + ",30% ATR: " + (ATR.Result.LastValue * 0.3).ToString("0.##") + "", StaticPosition.TopRight, Colors.Red);
// DAILY
// ChartObjects.DrawHorizontalLine("DailyHigh", YesterdayKeyLevels.High, Colors.Green, 1, LineStyle.LinesDots);
// ChartObjects.DrawHorizontalLine("DailyLow", YesterdayKeyLevels.Low, Colors.Green, 1, LineStyle.LinesDots);
// ChartObjects.DrawHorizontalLine("DailyCLose", YesterdayKeyLevels.Close, Colors.Green, 1, LineStyle.LinesDots);
// Daily Levels
P = ((YesterdayKeyLevels.High + YesterdayKeyLevels.Low + YesterdayKeyLevels.Close) / 3);
R1 = ((2 * P) - YesterdayKeyLevels.Low);
R2 = (P + YesterdayKeyLevels.High - YesterdayKeyLevels.Low);
R3 = (YesterdayKeyLevels.High + 2 * (P - YesterdayKeyLevels.Low));
S1 = ((2 * P) - YesterdayKeyLevels.High);
S2 = (P - YesterdayKeyLevels.High + YesterdayKeyLevels.Low);
S3 = YesterdayKeyLevels.Low - 2 * (YesterdayKeyLevels.High - P);
CBOL = ((YesterdayKeyLevels.High - YesterdayKeyLevels.Low) * 1.1 / 2 + YesterdayKeyLevels.Close);
CBOS = YesterdayKeyLevels.Close - (YesterdayKeyLevels.High - YesterdayKeyLevels.Low) * 1.1 / 2;
//WP = ((WeeklyHigh + WeeklyLow + WeeklyClose) / 3);
//MP = ((MonthlyHigh + MonthlyLow + MonthlyClose) / 3);
// WEEKLY
// ChartObjects.DrawHorizontalLine("WeeklyHigh", WeeklyHigh, Colors.Green, 1, LineStyle.Lines);
//ChartObjects.DrawHorizontalLine("WeeklyLow", WeeklyLow, Colors.Red, 1, LineStyle.Lines);
// ChartObjects.DrawHorizontalLine("WeeklyClose", WeeklyClose, Colors.DeepSkyBlue, 1, LineStyle.LinesDots);
// MONTHLY
//ChartObjects.DrawHorizontalLine("MonthlyHigh", MonthlyHigh, Colors.Green, 3, LineStyle.Lines);
//ChartObjects.DrawHorizontalLine("MonthlyLow", MonthlyLow, Colors.Red, 3, LineStyle.Lines);
// ChartObjects.DrawHorizontalLine("MonthlyClose", MonthlyClose, Colors.DarkGray, 1, LineStyle.LinesDots);
}
}
private void GetMaxDrawDown()
{
peak = Math.Max(peak, Account.Balance);
drawdown.Add((peak - Account.Balance) / peak * 100);
drawdown.Sort();
mDrawdown = drawdown[drawdown.Count - 1];
ChartObjects.DrawText("show DD", "MaxDrawdown: " + Math.Round(mDrawdown, 2) + " Percent", corner_position);
}
private void DisplaySpreadOnChart()
{
var spread = Math.Round(Symbol.Spread / Symbol.PipSize, 2);
string text = string.Format("{0}", spread);
ChartObjects.DrawText("Label", "Spread:", StaticPosition.TopLeft, Colors.Yellow);
ChartObjects.DrawText("spread", "\t" + text, StaticPosition.TopLeft, Colors.White);
}
public override void Calculate(int index)
{
DataSeries ds;
double lowPrice = double.MaxValue;
for (int i = 0; i < numBars; i++)
{
if (MarketSeries.Low.Last(i) < lowPrice)
{
lowPrice = MarketSeries.Low.Last(i);
}
}
totalColor = Colors.White;
int[,] values = new int[numBars, scores.Length + 1];
//MarketSeries currentSeries = MarketSeries.
for (int bar = 0; bar < numBars; bar++)
{
for (int i = 0; i < timeframes.Length; i++)
{
ds = MarketData.GetSeries(timeframes[i]).Open;
int convertedIndex = MarketData.GetSeries(timeframes[i]).OpenTime.GetIndexByTime(MarketData.GetSeries(this.TimeFrame).OpenTime[index - bar]);
WMAsmall = Indicators.MovingAverage(ds, WMAsmallnum, MAType);
WMAbig = Indicators.MovingAverage(ds, WMAbignum, MAType);
if (WMAsmall.Result[convertedIndex] > WMAbig.Result[convertedIndex])
{
values[bar, scores.Length] += scores[i];
values[bar, i] = scores[i];
totalColor = Colors.Green;
}
else
{
values[bar, scores.Length] -= scores[i];
values[bar, i] = -1 * scores[i];
totalColor = Colors.Red;
}
ChartObjects.DrawText("ScoreValue" + bar + "" + i, "■", index - bar, lowPrice - i * scale * Symbol.PipSize, VerticalAlignment.Bottom, HorizontalAlignment.Center, totalColor);
if (bar == numBars - 1)
{
totalColor = getColor(values[0, i], false);
ChartObjects.DrawText("Labels" + bar + "" + i, timeStrings[i], index + 1, lowPrice - i * scale * Symbol.PipSize, VerticalAlignment.Bottom, HorizontalAlignment.Center, totalColor);
}
if (i == timeframes.Length - 1)
{
totalColor = getColor(values[bar, scores.Length], true);
ChartObjects.DrawText("FinalScoreValue" + bar + "" + i, "" + values[bar, scores.Length], index - bar, lowPrice - (i + 1) * scale * Symbol.PipSize, VerticalAlignment.Bottom, HorizontalAlignment.Center, totalColor);
if (bar == numBars - 1)
{
totalColor = getColor(values[0, scores.Length], true);
ChartObjects.DrawText("ScoreLabel" + bar + "" + i, "#", index + 1, lowPrice - (i + 1) * scale * Symbol.PipSize, VerticalAlignment.Bottom, HorizontalAlignment.Center, totalColor);
}
}
}
}
}
/// <summary>
/// Executes every tick. Put your core logic here.
/// </summary>
protected override void OnTick()
{
// Ticks are 100-ns intervals elapsed since January 1, 0001 at 00:00:00.000 in the Gregorian calendar.
DateTime serverTime = Server.Time;
using (NpgsqlCommand cmd = new NpgsqlCommand())
{
cmd.Connection = dbConn;
cmd.CommandText = "INSERT INTO " + dbSchema + "." + Symbol.Code + " (utc, tick, ask, bid, spread) VALUES (:utc, :tick, :ask, :bid, :spread)";
cmd.Parameters.AddWithValue(":utc", NpgsqlTypes.NpgsqlDbType.Timestamp, serverTime.ToString("yyyy-MM-dd HH:mm:ss.fff"));
cmd.Parameters.AddWithValue(":tick", serverTime.Ticks);
cmd.Parameters.AddWithValue(":ask", Symbol.Ask);
cmd.Parameters.AddWithValue(":bid", Symbol.Bid);
cmd.Parameters.AddWithValue(":spread", Symbol.Spread);
cmd.ExecuteNonQuery();
}
//
// -- ON SCREEN DIAGNOSTICS --
//
// Index of the last/newest bar on chart
int barLast = MarketSeries.OpenTime.GetIndexByTime(MarketSeries.OpenTime.LastValue);
ChartObjects.DrawText("barLast", (barLast).ToString(), barLast, MarketSeries.High.LastValue + 0.0001);
// Diagnostic text
++diagTicks;
if (diagTicks >= 4)
{
diagTicks = 0;
}
char ctick;
switch (diagTicks)
{
case 0:
ctick = '-';
break;
case 1:
ctick = '\\';
break;
case 2:
ctick = '|';
break;
case 3:
ctick = '/';
break;
default:
ctick = '.';
break;
}
string msg = diagTicks.ToString() + " " + ctick + Environment.NewLine;
msg = msg + Symbol.Code + ">" + " Ask: " + Symbol.Ask.ToString("0.00000") + " Bid: " + Symbol.Bid.ToString("0.00000") + " Spread: " + Symbol.Spread.ToString("0.00000") + Environment.NewLine;
ChartObjects.DrawText("diaginfo", msg, StaticPosition.TopLeft);
}
protected override void OnBar()
{
foreach (var sym in symbols)
{
var timing = CalculateMarketTiming(sym);
if (EnablePB)
{
var val = GetPBSignal(sym, timing);
var value = new State.Value("PB", sym, timing, val);
state.Update(value);
if (EnableEmailAlerts)
{
HandleEmailAlerts(value);
}
if (EnableSoundAlerts)
{
HandleSoundAlerts(value);
}
}
//if (EnableAcc) {
// var val = GetAccSignal(sym, timing);
// var value = new State.Value("ACC", sym, timing, val);
// state.Update(value);
// if (EnableEmailAlerts) {
// HandleEmailAlerts(value);
// }
// if (EnableSoundAlerts) {
// HandleSoundAlerts(value);
// }
//}
//if (EnableVcn) {
// var val = GetVcnSignal(sym, timing);
// var value = new State.Value("VCN", sym, timing, val);
// state.Update(value);
// if (EnableEmailAlerts) {
// HandleEmailAlerts(value);
// }
// if (EnableSoundAlerts) {
// HandleSoundAlerts(value);
// }
//}
}
var output = state.Render();
ChartObjects.RemoveObject("screener");
ChartObjects.DrawText("screener", output, StaticPosition.TopLeft, Colors.Black);
}
