protected override void OnBarUpdate()
{
AddHeader();
if (CurrentBars[0] < 10)
{
return;
}
if (BarsInProgress == 0)
{
if (IsFirstTickOfBar)
{
if (ToTime(Time[0]) == ToTime(Opening))
{
//Print("Open \t "+FormatDateTime() + "\t" + cumulativeDelta.DeltaClose[0]);
gxDelta = cumulativeDelta.DeltaClose[0];
}
if (ToTime(Time[0]) == ToTime(SampleEnd))
{
//Print("Sample \t" + FormatDateTime() + "\t" + cumulativeDelta.DeltaClose[0]);
tenDelta = cumulativeDelta.DeltaClose[0];
string thisLine = FormatDateTime() + ", " + gxDelta + ", " + tenDelta;
AddNewLine(thisLine: thisLine);
}
}
}
else if (BarsInProgress == 1)
{
// We have to update the secondary series of the hosted indicator to make sure the values we get in BarsInProgress == 0 are in sync
cumulativeDelta.Update(cumulativeDelta.BarsArray[1].Count - 1, 1);
//Add your custom indicator logic here.
}
}
protected override void OnBarUpdate()
{
if (CurrentBars[0] < 10)
{
return;
}
if (BarsInProgress == 0)
{
// Print the close of the cumulative delta bar with a delta type of Bid Ask and with a Session period
// Print("Delta Close: " + cumulativeDelta.DeltaClose[0]);
if (IsFirstTickOfBar)
{
Print(FormatDateTime() + "\t" + cumDeltaValue);
}
}
else if (BarsInProgress == 1)
{
// We have to update the secondary series of the hosted indicator to make sure the values we get in BarsInProgress == 0 are in sync
cumulativeDelta.Update(cumulativeDelta.BarsArray[1].Count - 1, 1);
//Add your custom indicator logic here.
cumDeltaValue = cumulativeDelta.DeltaClose[0];
if (cumulativeDelta.DeltaClose[0] > 0)
{
DownMomo[0] = 0;
if (DeltaMomo[1] > 0)
{
DeltaMomo[0] = DeltaMomo[1] + cumulativeDelta.DeltaClose[0];
}
else
{
DeltaMomo[0] = cumulativeDelta.DeltaClose[0];
}
UpMomo[0] = DeltaMomo[0];
}
if (cumulativeDelta.DeltaClose[0] < 0)
{
UpMomo[0] = 0;
if (DeltaMomo[1] < 0)
{
DeltaMomo[0] = DeltaMomo[1] + cumulativeDelta.DeltaClose[0];
}
else
{
DeltaMomo[0] = cumulativeDelta.DeltaClose[0];
}
DownMomo[0] = DeltaMomo[0];
}
}
}
protected override void OnBarUpdate()
{
if (CurrentBars[0] < 10)
{
return;
}
Print(Time[0].ToShortTimeString());
if (BarsInProgress == 1)
{
// We have to update the secondary series of the hosted indicator to make sure the values we get in BarsInProgress == 0 are in sync
cumulativeDelta.Update(cumulativeDelta.BarsArray[1].Count - 1, 1);
// cumulativeDeltaRth.Update(cumulativeDelta.BarsArray[1].Count - 1, 1);
// AvgDelta[0] = cumulativeDeltaRth.DeltaClose[0];
// CumSma[0] = SMA(cumulativeDeltaRth.DeltaClose, Smoothing)[0];
// CumSmaLonger[0] = SMA(cumulativeDeltaRth.DeltaClose, Smoothing * 3)[0];
}
}
private void calcCumDelta()
{
if (BarsInProgress == 1 && CurrentBars[0] > 35)
{
// We have to update the secondary series of the hosted indicator to make sure the values we get in BarsInProgress == 0 are in sync
cumulativeDelta.Update(cumulativeDelta.BarsArray[1].Count - 1, 1);
cumulativeDeltaRth.Update(cumulativeDelta.BarsArray[1].Count - 1, 1);
fastSeries[0] = EMA(cumulativeDeltaRth.DeltaClose, 34)[0];
// set cumulative delta avg
if (fastSeries[0] >= 0.0)
{
PlotBrushes[1][0] = Brushes.Cyan;
biasMessage = "Weak Bull";
cumDeltaTrend = 1;
if (fastSeries[0] <= cumulativeDeltaRth.DeltaClose[0])
{
PlotBrushes[1][0] = Brushes.DodgerBlue;
biasMessage = "Bull";
cumDeltaTrend = 1;
}
}
if (fastSeries[0] <= 0.0)
{
PlotBrushes[1][0] = Brushes.Magenta;
biasMessage = "Weak Bear";
cumDeltaTrend = -1;
if (fastSeries[0] >= cumulativeDeltaRth.DeltaClose[0])
{
PlotBrushes[1][0] = Brushes.Red;
biasMessage = "Bear";
cumDeltaTrend = -1;
}
}
}
//Draw.TextFixed(this, "MyTextFixed", biasMessage, TextPosition.TopRight);
}
protected override void OnBarUpdate()
{
if (CurrentBars[0] < 10)
{
return;
}
if (BarsInProgress == 0)
{
}
else if (BarsInProgress == 1)
{
// We have to update the secondary series of the hosted indicator to make sure the values we get in BarsInProgress == 0 are in sync
cumulativeDelta.Update(cumulativeDelta.BarsArray[1].Count - 1, 1);
cumulativeDeltaRth.Update(cumulativeDelta.BarsArray[1].Count - 1, 1);
CumSma[0] = EMA(cumulativeDeltaRth.DeltaClose, Smoothing)[0];
// set cumulative delta avg
if (CumSma[0] >= 0.0)
{
PlotBrushes[2][0] = Brushes.Cyan;
biasMessage = "Weak Bull";
if (ColorBars)
{
BarBrush = Brushes.Cyan;
CandleOutlineBrush = Brushes.Cyan;
}
if (CumSma[0] <= cumulativeDeltaRth.DeltaClose[0])
{
PlotBrushes[2][0] = Brushes.DodgerBlue;
biasMessage = "Bull";
if (ColorBars)
{
BarBrush = Brushes.DodgerBlue;
CandleOutlineBrush = Brushes.DodgerBlue;
}
}
}
if (CumSma[0] <= 0.0)
{
PlotBrushes[2][0] = Brushes.Magenta;
biasMessage = "Weak Bear";
if (ColorBars)
{
BarBrush = Brushes.Magenta;
CandleOutlineBrush = Brushes.Magenta;
}
if (CumSma[0] >= cumulativeDeltaRth.DeltaClose[0])
{
PlotBrushes[2][0] = Brushes.Red;
biasMessage = "Bear";
if (ColorBars)
{
BarBrush = Brushes.Red;
CandleOutlineBrush = Brushes.Red;
}
}
}
}
Draw.TextFixed(this, "MyTextFixed", biasMessage, TextPosition.TopRight);
}
protected override void OnBarUpdate()
{
if (CurrentBars[0] < 10)
{
return;
}
if (BarsInProgress == 0)
{
// Print the close of the cumulative delta bar with a delta type of Bid Ask and with a Session period
// Print("Delta Close: " + cumulativeDelta.DeltaClose[0]);
//if ( IsFirstTickOfBar )
//Print(FormatDateTime() + "\t" + cumDeltaValue);
}
else if (BarsInProgress == 1)
{
// We have to update the secondary series of the hosted indicator to make sure the values we get in BarsInProgress == 0 are in sync
cumulativeDelta.Update(cumulativeDelta.BarsArray[1].Count - 1, 1);
cumulativeDeltaRth.Update(cumulativeDelta.BarsArray[1].Count - 1, 1);
Cumualtive[0] = cumulativeDeltaRth.DeltaClose[0];
CumSma[0] = SMA(cumulativeDeltaRth.DeltaClose, Smoothing)[0];
CumSmaLonger[0] = SMA(cumulativeDeltaRth.DeltaClose, Smoothing * 3)[0];
// set cumulative delta momentum
if (cumulativeDelta.DeltaClose[0] > 0)
{
Momo[0] = 0;
if (DeltaMomo[1] > 0)
{
DeltaMomo[0] = DeltaMomo[1] + cumulativeDelta.DeltaClose[0];
}
else
{
DeltaMomo[0] = cumulativeDelta.DeltaClose[0];
}
Momo[0] = DeltaMomo[0];
PlotBrushes[0][0] = Brushes.DodgerBlue;
}
if (cumulativeDelta.DeltaClose[0] < 0)
{
Momo[0] = 0;
if (DeltaMomo[1] < 0)
{
DeltaMomo[0] = DeltaMomo[1] + cumulativeDelta.DeltaClose[0];
}
else
{
DeltaMomo[0] = cumulativeDelta.DeltaClose[0];
}
Momo[0] = DeltaMomo[0];
PlotBrushes[0][0] = Brushes.Red;
}
// set cumulative delta avg
if (CumSma[0] >= 0.0)
{
PlotBrushes[2][0] = Brushes.DodgerBlue;
}
else
{
PlotBrushes[2][0] = Brushes.Red;
}
// set CumSmaLonger delta avg
if (CumSmaLonger[0] >= 0.0)
{
PlotBrushes[3][0] = Brushes.DodgerBlue;
}
else
{
PlotBrushes[3][0] = Brushes.Red;
}
// bearish bias
if (Cumualtive[0] < 0.0)
{
if (ColorBars)
{
BarBrush = Brushes.Red;
CandleOutlineBrush = Brushes.Red;
}
biasMessage = "Bear";
PlotBrushes[1][0] = Brushes.Red;
if (Cumualtive[0] > CumSma[0])
{
biasMessage = "Weak Bear";
if (ColorBars)
{
BarBrush = Brushes.Magenta;
CandleOutlineBrush = Brushes.Magenta;
}
PlotBrushes[1][0] = Brushes.Magenta;
}
}
// bullish bias
if (Cumualtive[0] > 0.0)
{
if (ColorBars)
{
BarBrush = Brushes.DodgerBlue;
CandleOutlineBrush = Brushes.DodgerBlue;
}
biasMessage = "Bull";
PlotBrushes[1][0] = Brushes.DodgerBlue;
if (Cumualtive[0] < CumSma[0])
{
biasMessage = "Weak Bull";
if (ColorBars)
{
BarBrush = Brushes.Cyan;
CandleOutlineBrush = Brushes.Cyan;
}
PlotBrushes[1][0] = Brushes.Cyan;
}
}
}
Draw.TextFixed(this, "MyTextFixed", biasMessage, TextPosition.TopRight);
}