//protected override void OnBarUpdate()
//{
// //TODO: Write your owner OnBarUpdate handling
// //DrawArrowUp("Arrowup" + CurrentBar, true, Bars.GetTime(Count - 1), Bars.GetLow(CurrentBar) - 300 * TickSize, Color.Red);
// //DrawArrowDown("Arrowdown" + CurrentBar, true, Bars.GetTime(Count - 1), Bars.GetHigh(CurrentBar) + 300 * TickSize, Color.Green);
// //Occurred.Set(-1);
// //Entry.Set(Close[0]);
//}
protected override void OnBarUpdate()
{
//MyGap.Set(Input[0]);
if (Bars != null && Bars.Count > 0)
// && TimeFrame.Periodicity == DatafeedHistoryPeriodicity.Minute
// && TimeFrame.PeriodicityValue == 15)
{
}
else
{
return;
}
if (Bars.BarsSinceSession == 0)
{
sessionprocessed = false;
}
//08.00, 08.15, 08.30, 08.45, 09.00 sind abgeschlossen -> es ist 09.15)
// if(Bars.BarsSinceSession == 5)
if (ToTime(Bars.GetTime(CurrentBar)) > 90000 && //größer 09.00 geht für 15M und 1Std (und 1Tag?)
sessionprocessed == false) //Tag noch nicht verarbeitet
{
sessionprocessed = true;
GapTradeLong = GapTradeShort = false;
IBar GapOpenBar = Bars.Where(x => x.Time.Date == Bars[0].Time.Date).FirstOrDefault(); //liefert erster kerze des tages
double GapOpen = GapOpenBar.Open;
double LastDayClose = PriorDayOHLC().PriorClose[0];
double GapSize = GapOpen - LastDayClose;
DateTime LastDayCloseDate = Bars.GetTime(Count - 7);
DateTime LastPeriod = Time[1];
if (LastDayClose != null &&
Math.Abs(LastDayClose - GapOpen) > _PunkteGapMin &&
Math.Abs(LastDayClose - GapOpen) < _PunkteGapMax)
{ //Wenn Gap größer 50 und kleiner 100
existgap = true;
//Gap markieren (08.00 - 09.15)
string strMyRect = "MyRect" + Count;
string strMyGapSize = "MyGapSize" + Count;
if (LastDayClose - GapOpen < 0) //Long
{
//Long
//DrawRectangle(strMyRect, true, LastDayCloseDate, LastDayClose, LastPeriod, HighestHighPrice(5)[0], _col_gap, _col_gap, 70);
DrawText(strMyGapSize, true, Math.Round(GapSize, 1).ToString(), LastDayCloseDate, LastDayClose + 25, 9, Color.Black, new Font("Areal", 9), StringAlignment.Center, Color.Black, Color.Azure, 1);
// if (LinReg(5)[0] > GapOpen)
if (LinReg(Closes[0], 5)[0] > GapOpen)
{
//Chancenreicher SuccessTrade
string strArrowUp = "ArrowUp" + Bars.GetTime(CurrentBar);
DrawArrowUp(strArrowUp, true, Bars.GetTime(Count - 1), Bars.GetOpen(CurrentBar) - 300 * TickSize, Color.Green);
GapTradeLong = true;
Occurred.Set(1);
Entry.Set(Bars.GetOpen(CurrentBar));
}
}
else
{
//Short
//DrawRectangle(strMyRect, true, LastDayCloseDate, LastDayClose, LastPeriod, LowestLowPrice(5)[0], Color.Pink, Color.Pink, 70);
DrawText(strMyGapSize, true, Math.Round(GapSize, 1).ToString(), LastDayCloseDate, LastDayClose - 25, 9, Color.Black, new Font("Areal", 9), StringAlignment.Center, Color.Black, Color.Azure, 1);
if (LinReg(Closes[0], 5)[0] < GapOpen)
{
////Chancenreicher SuccessTrade
string strArrowDown = "ArrowDown" + Bars.GetTime(CurrentBar);
DrawArrowDown(strArrowDown, true, Bars.GetTime(Count - 1), Bars.GetOpen(CurrentBar) + 300 * TickSize, Color.Red);
GapTradeShort = true;
Occurred.Set(-1);
Entry.Set(Bars.GetOpen(CurrentBar));
}
}
if (GapTradeShort == true || GapTradeLong == true)
{
Print("------------------" + Time[5] + "------------------");
Print("LineReg: " + Math.Round(LinReg(5)[0]), 1);
Print("Gap Open: " + GapOpen);
}
}
else
{
existgap = false;
}
}
//09.15. - 09.30 Kerze
else if (Bars.BarsSinceSession == 6 && existgap == true)
{
//Auswertung
decimal GapTradeResult;
Color colorTextBox;
GapTradeResult = (decimal)Bars.GetClose(CurrentBar - 1) - (decimal)Bars.GetOpen(CurrentBar - 1);
if (GapTradeLong == true)
{
//Long
GapTradeCounterLong += 1;
GapTradeResultTotalLong = GapTradeResultTotalLong + GapTradeResult;
string strGapeTradeLong = "GapTradeLong" + CurrentBar;
string strTradeResultLong;
if (GapTradeResult < 0)
{
Print("FAAAAAAAAAAAAAAAIIIIIIIIIIIIIILLLLLLLLLL");
GapTradeFailCounterLong += 1;
strTradeResultLong = "Fail " + GapTradeResult.ToString();
colorTextBox = colFail;
}
else
{
GapTradeWinCounterLong += 1;
strTradeResultLong = "Win " + GapTradeResult.ToString();
colorTextBox = colWin;
}
DrawText(strGapeTradeLong, true, strTradeResultLong, Time[1], Bars.GetHigh(CurrentBar - 1) + 10, 9, Color.Black, new Font("Areal", 9), StringAlignment.Center, Color.Black, colorTextBox, 70);
}
else if (GapTradeShort == true)
{
//Short
GapTradeCounterShort += 1;
GapTradeResultTotalShort = GapTradeResultTotalShort - GapTradeResult;
string strGapeTradeShort = "GapTradeLong" + CurrentBar;
string strTradeResultShort;
if (GapTradeResult > 0)
{
Print("FAAAAAAAAAAAAAAAIIIIIIIIIIIIIILLLLLLLLLL");
GapTradeFailCounterShort += 1;
strTradeResultShort = "Fail " + GapTradeResult.ToString();
colorTextBox = colFail;
}
else
{
GapTradeWinCounterShort += 1;
strTradeResultShort = "Win " + GapTradeResult.ToString();
colorTextBox = colWin;
}
DrawText(strGapeTradeShort, true, strTradeResultShort, Time[1], Bars.GetLow(CurrentBar - 1) - 10, 9, Color.Black, new Font("Areal", 9), StringAlignment.Center, Color.Black, colorTextBox, 70);
}
Print("Gap Trade Result: " + GapTradeResult);
}
if (Count == Bars.Count - 1)
{
Print("Total Trades Long: " + GapTradeCounterLong);
Print("Wins Long: " + GapTradeWinCounterLong);
Print("Fails Long: " + GapTradeFailCounterLong);
Print("Total Trades Short: " + GapTradeCounterShort);
Print("Wins Short: " + GapTradeWinCounterShort);
Print("Fails Short: " + GapTradeFailCounterShort);
if (GapTradeCounterLong > 0)
{
Print("Avg Long: " + (GapTradeResultTotalLong / GapTradeCounterLong));
}
if (GapTradeCounterShort > 0)
{
Print("Avg Short: " + (GapTradeResultTotalShort / GapTradeCounterShort));
}
}
}
private void printAuswertung()
{
decimal GapTradeResult;
Color colorTextBox;
string strResultDescr = "";
GapTradeResult = (decimal)Bars.GetClose(ProcessingBarIndex - 1) - (decimal)Bars.GetOpen(ProcessingBarIndex - 1);
if (GapTradeLong == true)
{
//Long
GapTradeCounterLong += 1;
GapTradeResultTotalLong = GapTradeResultTotalLong + GapTradeResult;
string strGapeTradeLong = "GapTradeLong" + ProcessingBarIndex;
string strTradeResultLong;
TradeDir = "Long";
if (GapTradeResult < 0)
{
if (_print_info == true)
{
Print("Fail");
}
GapTradeFailCounterLong += 1;
strResultDescr = "Fail";
strTradeResultLong = "Fail " + GapTradeResult.ToString();
colorTextBox = colFail;
}
else
{
GapTradeWinCounterLong += 1;
strResultDescr = "Win";
strTradeResultLong = "Win " + GapTradeResult.ToString();
colorTextBox = colWin;
}
AddChartText(strGapeTradeLong, true, strTradeResultLong, Time[1], Bars.GetHigh(ProcessingBarIndex - 1) + (100 * TickSize), 9, Color.Black, new Font("Arial", 9), StringAlignment.Center, Color.Black, colorTextBox, 70);
}
else if (GapTradeShort == true)
{
//Short
GapTradeCounterShort += 1;
GapTradeResultTotalShort = GapTradeResultTotalShort + GapTradeResult;
string strGapeTradeShort = "GapTradeLong" + ProcessingBarIndex;
string strTradeResultShort;
TradeDir = "Short";
if (GapTradeResult > 0)
{
if (_print_info == true)
{
Print("Fail");
}
GapTradeFailCounterShort += 1;
strResultDescr = "Fail";
strTradeResultShort = "Fail " + GapTradeResult.ToString();
colorTextBox = colFail;
}
else
{
GapTradeWinCounterShort += 1;
strResultDescr = "Win";
strTradeResultShort = "Win " + GapTradeResult.ToString();
colorTextBox = colWin;
}
AddChartText(strGapeTradeShort, true, strTradeResultShort, Time[1], Bars.GetLow(ProcessingBarIndex - 1) - (100 * TickSize), 9, Color.Black, new Font("Arial", 9), StringAlignment.Center, Color.Black, colorTextBox, 70);
}
if (_print_info == true)
{
Print("Gap Trade Result: " + GapTradeResult);
}
if (dev_mode == true)
{
Print(Instrument.Name + ";" + Math.Round(GapSize, 2) + ";" + GapTradeResult + ";" + strResultDescr + ";" + TradeDir);
}
}
