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 (index - 1 < 0)
{
return;
}
DateTimeOffset CurrentDate = TradeDate(MarketSeries.OpenTime[index]);
DateTimeOffset PreviousDate = TradeDate(MarketSeries.OpenTime[index - 1]);
int DateDifference = (int)(CurrentDate.Date - PreviousDate.Date).TotalDays;
int myOffset = (int)(CurrentDate.Offset.Hours + 7);
if (TimeFrame < TimeFrame.Hour12)
{
//*** Dayend ***
if ((CurrentDate.DayOfWeek != PreviousDate.DayOfWeek || DateDifference > 6) && PreviousDate.DayOfWeek != DayOfWeek.Sunday && CurrentDate.DayOfWeek != DayOfWeek.Saturday)
{
if (!HideDayLabels)
{
ChartObjects.DrawText("DayLabel" + index, " " + CurrentDate.DayOfWeek + (myOffset > 0?" +":" ") + myOffset, index, MarketSeries.Low.Minimum(PeriodsPerDay), VerticalAlignment.Bottom, HorizontalAlignment.Right);
}
if (!HideDayDividers)
{
ChartObjects.DrawVerticalLine("Dayend" + index, index, Colors.Orange, 1, LineStyle.DotsRare);
}
Dayend[index] = MarketSeries.Median[index];
//Print("CurDayOfWeek:"+CurrentDate.DayOfWeek+" CurrDate:"+CurrentDate.Date+" Diff:"+DateDifference);
}
}
//*** Weekend ***
if (TimeFrame < TimeFrame.Weekly)
{
if (CurrentDate.DayOfWeek < PreviousDate.DayOfWeek || DateDifference > 6)
{
if (!HideWeekDividers)
{
ChartObjects.DrawVerticalLine("Weekend" + index, index, Colors.Red, 1, LineStyle.DotsRare);
}
Weekend[index] = MarketSeries.Median[index];
}
}
}
public override void Calculate(int index)
{
if (MarketSeries.OpenTime[index].Minute == 0)
{
if (MarketSeries.OpenTime[index].Hour == 6 && seen_frankfurt != MarketSeries.OpenTime[index].Day)
{
seen_frankfurt = MarketSeries.OpenTime[index].Day;
ChartObjects.DrawVerticalLine("Frankfurt Open" + index, index, Colors.OrangeRed, 1);
}
if (MarketSeries.OpenTime[index].Hour == 7 && seen_london != MarketSeries.OpenTime[index].Day)
{
seen_london = MarketSeries.OpenTime[index].Day;
ChartObjects.DrawVerticalLine("London Open" + index, index, Colors.Red, 1);
}
}
}
public override void Calculate(int index)
{
if (index - 1 < 0)
{
return;
}
DateTime CurrentDate = MarketSeries.OpenTime[index].AddHours(2);
DateTime PreviousDate = MarketSeries.OpenTime[index - 1].AddHours(2);
int DateDifference = (int)(CurrentDate.Date - PreviousDate.Date).TotalDays;
//**Dayend
if (CurrentDate.DayOfWeek != PreviousDate.DayOfWeek && PreviousDate.DayOfWeek != DayOfWeek.Sunday)
{
if (!HideDayLabels)
{
ChartObjects.DrawText("DayLabel" + index, " " + Convert.ToString(CurrentDate.DayOfWeek), index, MarketSeries.Low.Minimum(PeriodsPerDay), VerticalAlignment.Bottom, HorizontalAlignment.Right);
}
if (!HideDayDividers)
{
ChartObjects.DrawVerticalLine("Dayend" + index, index, Colors.Orange, 1, LineStyle.DotsRare);
}
Dayend[index] = MarketSeries.Median[index];
//Print(CurrentDate.Date+" "+DateDifference);
}
//** Weekend
//if(DateDifference>1)
if (CurrentDate.DayOfWeek < PreviousDate.DayOfWeek || DateDifference > 6)
{
if (!HideWeekDividers)
{
ChartObjects.DrawVerticalLine("Weekend" + index, index, Colors.Red, 1, LineStyle.DotsRare);
}
Weekend[index] = MarketSeries.Median[index];
//Print(CurrentDate.Date+" "+DateDifference);
}
}
private void DisplayPastNews(int index)
{
DateTime openTime = MarketSeries.OpenTime[index];
//find all news released between candle open and close time
List <DateTime> dateTimes = _groups.Keys.Where(x => x >= openTime && x <= openTime.AddMinutes(TimeFrameInMinutes)).ToList();
foreach (var dateTime in dateTimes)
{
var newsGroup = _groups[dateTime];
var timeId = dateTime.ToString("yyyyMMddHHmmss");
var high = MarketSeries.High[index];
var low = MarketSeries.Low[index];
var pips = Symbol.PipSize;
const int padding = 20;
const Colors textColor = Colors.Green;
//base currency news are displayed above current price
if (newsGroup.BaseCurrencyNews.NewsList.Any())
{
ChartObjects.DrawVerticalLine("Pointer1" + timeId, openTime, Colors.SlateGray, 1, LineStyle.DotsVeryRare);
ChartObjects.DrawText("News1" + timeId, FormatForDisplay(newsGroup.BaseCurrencyNews.NewsList), index, high + padding * pips, VerticalAlignment.Top, HorizontalAlignment.Right, textColor);
}
//quote currency news are displayed below current price
if (newsGroup.QuoteCurrencyNews.NewsList.Any())
{
ChartObjects.DrawVerticalLine("Pointer1" + timeId, openTime, Colors.SlateGray, 1, LineStyle.DotsVeryRare);
ChartObjects.DrawText("News2" + timeId, FormatForDisplay(newsGroup.QuoteCurrencyNews.NewsList), index, low - padding * pips, VerticalAlignment.Bottom, HorizontalAlignment.Right, textColor);
}
}
}
protected void DrawVerticalLine(string objectName, DateTime date, Colors color, double thickness = 1.0, cAlgo.API.LineStyle style = cAlgo.API.LineStyle.Solid)
{
_addedAlgoChartObjects.Add(objectName);
_chartObjects.DrawVerticalLine(objectName, date, color, thickness, style);
}
void Calc_And_Show_Chart()
{
//Variable
_askNo = 0;
_bidNo = 0;
int set_position = 0;
double fair_value = 0;
double total_time = 0;
double vwap_price = 0;
double twap_price = 0;
int fair_value_index = 0;
double vwap_price_low = 0;
double vwap_price_high = 0;
double fairvalue_price = 0;
double fairvalue_volume = 0;
double cumulative_volume = 0;
double Check_Bid_Volume = 0;
double Check_Ask_Volume = 0;
double high_range_volume = 0;
double low_range_volume = 0;
double highlow_range_volume = 0;
double symbol_point = Symbol.PointSize;
int new_index = MarketSeries.Close.Count - 1;
int CurrentDay = MarketSeries.OpenTime[new_index].DayOfYear;
/*
* var marketSeries1440 = MarketData.GetSeries(TimeFrame.Daily);
* int DailyTimeFrameCount = marketSeries1440.Close.Count - 1;
* double today_high = marketSeries1440.High[DailyTimeFrameCount];
* double today_low = marketSeries1440.Low[DailyTimeFrameCount];
* double today_bid = marketSeries1440.Open[DailyTimeFrameCount];
*/
foreach (var entry in _marketDepth.AskEntries)
{
if (entry.Price > today_high)
{
today_high = entry.Price;
}
}
foreach (var entry in _marketDepth.BidEntries)
{
if (entry.Price < today_low)
{
today_low = entry.Price;
}
}
double range = ((today_high - today_low) / symbol_point);
int middle_of_range = (int)Math.Round(range / 2);
int middle_of_array = array_value_index / 2;
int start_set_ask = middle_of_array + (int)Math.Round(((Symbol.Ask - today_bid) / symbol_point));
int start_set_bid = middle_of_array + (int)Math.Round(((Symbol.Bid - today_bid) / symbol_point));
int start_volume_index = middle_of_array + (int)Math.Round(((today_low - today_bid) / symbol_point));
int start_index = (new_index - (int)range);
int ask_value_index = 0;
int bid_value_index = 0;
double middle_price = ((today_high + today_low) / 2);
current_time = MarketSeries.OpenTime[new_index].Year * MarketSeries.OpenTime[new_index].Day * MarketSeries.OpenTime[new_index].Hour * MarketSeries.OpenTime[new_index].Millisecond;
//Clear array & indicator chart
for (var i = new_index; i > 0; i--)
{
AskResult[i] = 0;
BidResult[i] = 0;
}
/*
* if (CurrentDay != old_day)
* {
* for (var i = 0; i < array_value_index; i++)
* {
* aVolume[i] = 0;
* }
* today_high =0;
* today_low = 999999;
* today_bid = Symbol.Bid;
* CurrentDay = old_day;
* }*/
//Calc Array
for (var bs = 0; bs < array_value_index; bs++)
{
}
foreach (var entry in _marketDepth.AskEntries)
{
double entry_ask_volume = (entry.Volume / lot_size);
if (Show_Delta_Volume == true)
{
aVolume[start_set_ask + _askNo] = aVolume[start_set_ask + _askNo] + entry_ask_volume;
}
else
{
aVolume[start_set_ask + _askNo] = entry_ask_volume;
}
vwap_price_high = entry.Price;
Check_Ask_Volume = Check_Ask_Volume + entry_ask_volume;
_askNo++;
}
foreach (var entry in _marketDepth.BidEntries)
{
double entry_bid_volume = (entry.Volume / lot_size);
if (Show_Delta_Volume == true)
{
aVolume[start_set_bid - _bidNo] = aVolume[start_set_bid - _bidNo] - entry_bid_volume;
}
else
{
aVolume[start_set_bid - _bidNo] = (entry_bid_volume * (-1));
}
Check_Bid_Volume = Check_Bid_Volume + entry_bid_volume;
vwap_price_low = entry.Price;
_bidNo++;
}
//Indicator Chart
if (Check_Ask_Volume <= 0)
{
ChartObjects.DrawText("No_Ask_Volume", "No Ask Pending Volume", ((((start_index + new_index) / 2) + new_index) / 2), 0, vAlignAskBid, hAlignAskBid, Colors.Magenta);
}
else
{
ChartObjects.RemoveObject("No_Ask_Volume");
}
if (Check_Bid_Volume <= 0)
{
ChartObjects.DrawText("No_Bid_Volume", "No Bid Pending Volume", ((((start_index + new_index) / 2) + start_index) / 2), 0, vAlignAskBid, hAlignAskBid, Colors.Magenta);
}
else
{
ChartObjects.RemoveObject("No_Bid_Volume");
}
if (Check_Ask_Volume > 0 && Check_Bid_Volume > 0)
{
for (int c = start_index; c < new_index; c++)
{
double volume = aVolume[start_volume_index];
if (start_volume_index > middle_of_array)
{
highlow_range_volume = highlow_range_volume + Math.Abs(volume);
}
else
{
highlow_range_volume = highlow_range_volume - Math.Abs(volume);
}
if (volume > 0)
{
AskResult[c] = volume;
BidResult[c] = 0;
}
else
{
if (volume < 0)
{
AskResult[c] = 0;
BidResult[c] = (volume * (-1));
}
else
{
AskResult[c] = 0;
BidResult[c] = 0;
}
}
if (Math.Abs(volume) > fair_value)
{
fair_value_index = c;
fair_value = Math.Abs(volume);
fairvalue_volume = volume;
}
start_volume_index++;
}
}
//Calc for Object Chart Text
ask_value_index = start_index + (int)((vwap_price_high - today_low) / symbol_point);
bid_value_index = start_index + (int)((vwap_price_low - today_low) / symbol_point);
ask_volume = ask_volume + Check_Ask_Volume;
bid_volume = bid_volume + Check_Bid_Volume;
total_volume = ask_volume + bid_volume;
set_position = (int)Math.Round(fair_value / 10);
cumulative_volume = bid_volume - ask_volume;
fairvalue_price = today_low + ((fair_value_index - start_index) * symbol_point);
//VWAP
total_pv += (Check_Ask_Volume + Check_Bid_Volume) * ((vwap_price_high + vwap_price_low + ((Symbol.Bid + Symbol.Ask) / 2)) / 3);
vwap_price = total_pv / total_volume;
//TWAP i dont create to work calc in miliseconds to calc diference betwen update time
/*if(old_time > 0 && old_askbid_middle > 0)
* {
* total_pt += (current_time - old_time) * ((vwap_price_high + vwap_price_low + old_askbid_middle + ((Symbol.Bid + Symbol.Ask)/2)) /4);
* total_time = current_time - start_time;
* twap_price = total_pt / total_time;
* }
* old_askbid_middle = ((Symbol.Bid + Symbol.Ask)/2);
* old_time = current_time;*/
/*if(current_time > old_time)
* {*/
total_pt += (current_time - old_time) * ((MarketSeries.Open[new_index - 1] + MarketSeries.High[new_index - 1] + MarketSeries.Low[new_index - 1] + MarketSeries.Close[new_index - 1]) / 4);
total_time = current_time - start_time;
if (total_time > 0)
{
twap_price = total_pt / total_time;
}
else
{
twap_price = 0;
}
//}
old_time = current_time;
//Indicator Object Chart Line
ChartObjects.DrawVerticalLine("High", new_index, Colors.Magenta, 4, LineStyle.Solid);
ChartObjects.DrawVerticalLine("Low", start_index, Colors.Green, 4, LineStyle.Solid);
ChartObjects.DrawVerticalLine("Middle", ((start_index + new_index) / 2), Colors.PapayaWhip, 4, LineStyle.Solid);
//ChartObjects.DrawVerticalLine("FairValue", fair_value_index, Colors.Yellow, 3, LineStyle.Solid);
ChartObjects.DrawVerticalLine("Ask", ask_value_index, Colors.Yellow, 2, LineStyle.Solid);
ChartObjects.DrawVerticalLine("Bid", bid_value_index, Colors.Yellow, 2, LineStyle.Solid);
//Indicator Object Chart Text
ChartObjects.DrawText("Sum_Volume", "Sum Volume " + total_volume, new_index + 10, fair_value, vAlignText, hAlignText, Colors.DimGray);
ChartObjects.DrawText("Ask_Volume", "Ask Volume " + ask_volume, new_index + 10, (fair_value - set_position), vAlignText, hAlignText, Colors.DimGray);
ChartObjects.DrawText("Bid_Volume", "Bid Volume " + bid_volume, new_index + 10, (fair_value - (set_position * 2)), vAlignText, hAlignText, Colors.DimGray);
if (highlow_range_volume < 0)
{
ChartObjects.DrawText("MiddleRangeVolume", "Buyers & Sellers " + highlow_range_volume, new_index + 10, (fair_value - (set_position * 3)), vAlignText, hAlignText, Colors.RoyalBlue);
}
else
{
if (highlow_range_volume > 0)
{
ChartObjects.DrawText("MiddleRangeVolume", "Buyers & Sellers " + highlow_range_volume, new_index + 10, (fair_value - (set_position * 3)), vAlignText, hAlignText, Colors.Red);
}
else
{
ChartObjects.DrawText("MiddleRangeVolume", "Buyers & Sellers " + highlow_range_volume, new_index + 10, (fair_value - (set_position * 3)), vAlignText, hAlignText, Colors.DimGray);
}
}
if (cumulative_volume < 0)
{
ChartObjects.DrawText("Cumulative_Volume", "Cumulative Volume " + cumulative_volume, new_index + 10, (fair_value - (set_position * 4)), vAlignText, hAlignText, Colors.RoyalBlue);
}
else
{
if (cumulative_volume > 0)
{
ChartObjects.DrawText("Cumulative_Volume", "Cumulative Volume " + cumulative_volume, new_index + 10, (fair_value - (set_position * 4)), vAlignText, hAlignText, Colors.Red);
}
else
{
ChartObjects.DrawText("Cumulative_Volume", "Cumulative Volume " + cumulative_volume, new_index + 10, (fair_value - (set_position * 4)), vAlignText, hAlignText, Colors.DimGray);
}
}
if (fairvalue_volume > 0)
{
ChartObjects.DrawText("FairValue_Volume", "Fair Value Volume " + fairvalue_volume, new_index + 10, (fair_value - (set_position * 5)), vAlignText, hAlignText, Colors.RoyalBlue);
}
else
{
if (fairvalue_volume < 0)
{
ChartObjects.DrawText("FairValue_Volume", "Fair Value Volume " + fairvalue_volume, new_index + 10, (fair_value - (set_position * 5)), vAlignText, hAlignText, Colors.Red);
}
else
{
ChartObjects.DrawText("FairValue_Volume", "Fair Value Volume " + fairvalue_volume, new_index + 10, (fair_value - (set_position * 5)), vAlignText, hAlignText, Colors.DimGray);
}
}
if (fairvalue_price < vwap_price)
{
ChartObjects.DrawText("FairValue_Price", "Fair Value Price @ " + fairvalue_price, new_index + 10, (fair_value - (set_position * 6)), vAlignText, hAlignText, Colors.RoyalBlue);
}
else
{
if (fairvalue_price > vwap_price)
{
ChartObjects.DrawText("FairValue_Price", "Fair Value Price @ " + fairvalue_price, new_index + 10, (fair_value - (set_position * 6)), vAlignText, hAlignText, Colors.Red);
}
else
{
ChartObjects.DrawText("FairValue_Price", "Fair Value Price @ " + fairvalue_price, new_index + 10, (fair_value - (set_position * 6)), vAlignText, hAlignText, Colors.DimGray);
}
}
if (vwap_price > middle_price)
{
ChartObjects.DrawText("VWAP_Price", "VWAP Price @ " + vwap_price.ToString("0.#####"), new_index + 10, (fair_value - (set_position * 7)), vAlignText, hAlignText, Colors.RoyalBlue);
}
else
{
if (vwap_price < middle_price)
{
ChartObjects.DrawText("VWAP_Price", "VWAP Price @ " + vwap_price.ToString("0.#####"), new_index + 10, (fair_value - (set_position * 7)), vAlignText, hAlignText, Colors.Red);
}
else
{
ChartObjects.DrawText("VWAP_Price", "VWAP Price @ " + vwap_price.ToString("0.#####"), new_index + 10, (fair_value - (set_position * 7)), vAlignText, hAlignText, Colors.DimGray);
}
}
//ChartObjects.DrawText("TWAP_Price", "TWAP Price @ "+twap_price.ToString("0.#####"), new_index+10, (fair_value-(set_position*7)), vAlignText, hAlignText, Colors.DimGray);
ChartObjects.DrawText("High_Price", "High Price @ " + today_high, new_index + 10, (fair_value - (set_position * 8)), vAlignText, hAlignText, Colors.DimGray);
ChartObjects.DrawText("Middle_Price", "Middle Price @ " + middle_price, new_index + 10, (fair_value - (set_position * 9)), vAlignText, hAlignText, Colors.DimGray);
ChartObjects.DrawText("Low_Price", "Low Price @ " + today_low, new_index + 10, (fair_value - (set_position * 10)), vAlignText, hAlignText, Colors.DimGray);
}
