protected override void OnCalculate()
{
int returnvalue = calculate(Bars, ProcessingBarIndex, this.PopGunType);
OutSeries.Set(returnvalue);
if (ProcessingBarIndex <= this.PopGunTarget)
{
Outputs[1].Set(0); //Indicates that there is a PopGun Trigger!
}
}
//Ermittlung ob Trade chancenreich wäre (Short)
private bool GapIndicatesTradeShort()
{
if (dev_mode == true)
{
OutSeries.Set(-100);
return(true);
}
if (LinReg(Closes[0], Bars.BarsCountForSession)[0] < GapOpen &&
Math.Abs((decimal)GapSize) > PunkteGapMin &&
Math.Abs((decimal)GapSize) < PunkteGapMax)
{
OutSeries.Set(-100);
return(true);
}
else
{
OutSeries.Set(0);
return(false);
}
}
//Ermittlung ob Trade chancenreich wäre (Long)
private bool GapIndicatesTradeLong()
{
if (dev_mode == true)
{
OutSeries.Set(100);
return(true);
}
if (LinReg(Closes[0], Bars.BarsCountForSession)[0] > GapOpen &&
(decimal)GapSize > PunkteGapMin &&
(decimal)GapSize < PunkteGapMax)
{
OutSeries.Set(100);
return(true);
}
else
{
OutSeries.Set(0);
return(false);
}
}
protected override void OnCalculate()
{
string strReversalTradeLong = "ReversalTradeLong" + ProcessingBarIndex;
string strReversalTradeShort = "ReversalTradeShort" + ProcessingBarIndex;
string strTradeResultLong;
string strTradeResultShort;
Color colorTextBox;
// 1 umkehr fallend auf steigend
//-1 umkehr steigend auf fallend
if (IsReversalLongTrade() == true)
{
ReversalTradeStartTSLong = Bars[0].Time;
//TargetBarTime = GetTargetBar(Bars[0].Time);
TargetBarTime = GlobalUtilities.GetTargetBar(Bars, Bars[0].Time, TimeFrame, 1);
OutSeries.Set(100);
Reversal2NextBar.Set(100);
}
else if (IsReversalShortTrade() == true)
{
ReversalTradeStartTSShort = Bars[0].Time;
//TargetBarTime = GetTargetBar(Bars[0].Time);
TargetBarTime = GlobalUtilities.GetTargetBar(Bars, Bars[0].Time, TimeFrame, 1);
OutSeries.Set(-100);
}
else
{
Reversal2NextBar.Set(0);
}
//TradingKerze ist fertig, Zeiteinheit ist abgelaufen
if (Bars[0].Time == TargetBarTime)
{
ReversalTradeResult = (decimal)Bars.GetClose(ProcessingBarIndex) - (decimal)Bars.GetOpen(ProcessingBarIndex);
TradeCounter += 1;
if (ReversalTradeStartTSLong > DateTime.MinValue)
{
ReversalTradeResultTotalLong = ReversalTradeResultTotalLong + ReversalTradeResult;
if (ReversalTradeResult < 0)
{
strTradeResultLong = "Fail " + ReversalTradeResult.ToString();
colorTextBox = colFail;
TradeCounterLongFail += 1;
}
else
{
strTradeResultLong = "Win " + ReversalTradeResult.ToString();
colorTextBox = colWin;
TradeCounterLongWin += 1;
}
AddChartText(strReversalTradeLong, true, strTradeResultLong, Time[1], Bars.GetHigh(ProcessingBarIndex) + (100 * TickSize), 9, Color.Black, new Font("Arial", 9), StringAlignment.Center, Color.Black, colorTextBox, 70);
}
else if (ReversalTradeStartTSShort > DateTime.MinValue)
{
ReversalTradeResultTotalShort = ReversalTradeResultTotalShort + ReversalTradeResult;
if (ReversalTradeResult < 0)
{
strTradeResultShort = "Win " + ReversalTradeResult.ToString();
colorTextBox = colWin;
TradeCounterShortWin += 1;
}
else
{
strTradeResultShort = "Fail " + ReversalTradeResult.ToString();
colorTextBox = colFail;
TradeCounterShortFail += 1;
}
AddChartText(strReversalTradeShort, true, strTradeResultShort, Time[1], Bars.GetHigh(ProcessingBarIndex) - (100 * TickSize), 9, Color.Black, new Font("Arial", 9), StringAlignment.Center, Color.Black, colorTextBox, 70);
}
//Variablen Resetten
ReversalTradeStartTSLong = DateTime.MinValue;
ReversalTradeStartTSShort = DateTime.MinValue;
}
if (IsProcessingBarIndexLast)
{
// Print("LongWin: " + TradeCounterLongWin + " LongFail: " + TradeCounterLongFail + " ShortWin: " + TradeCounterShortWin + " ShortFail: " + TradeCounterShortFail);
// Print(Instrument.Name + "Trades: " + TradeCounter + " LongPunkte: " + ReversalTradeResultTotalLong + " ShortPunkte: " + ReversalTradeResultTotalShort);
}
}
protected override void OnCalculate()
{
if (this.DatafeedPeriodicityIsValid(Bars))
{
//new day session is beginning so we need to calculate the open range breakout
//if we are calculation "older" trading days the whole day will be calculated because to enhance performance.
if (this.CurrentdayOfUpdate.Date < Bars[0].Time.Date)
{
ORB_Result resultvalue = calculate(this.Bars, this.Bars[0]);
//Draw if the calculate method was processed till the end
if (resultvalue.IsCompleted)
{
//Set Color for open range
Color openrangecolorvalidornot = this.Color_ORB;
if (!resultvalue.IsORBValid)
{
openrangecolorvalidornot = this.Color_ORB_invalid;
}
//Draw the Open Range
AddChartRectangle("ORBRect" + resultvalue.StartDate.Ticks, true, resultvalue.Start, this.RangeLow, resultvalue.End, this.RangeHigh, openrangecolorvalidornot, openrangecolorvalidornot, this.Opacity);
AddChartText("ORBRangeString" + resultvalue.StartDate.Ticks, true, Math.Round((this.RangeHeight), 2).ToString(), resultvalue.Start, this.RangeHigh, 9, Color.Black, new Font("Arial", 9), StringAlignment.Center, Color.Gray, openrangecolorvalidornot, this.Opacity);
//if we are live on the trading day
if (this.Bars.Last().Time.Date == resultvalue.StartDate)
{
AddChartHorizontalLine("LowLine" + resultvalue.StartDate.Ticks, true, this.RangeLow, openrangecolorvalidornot, this.CurrentSessionLineStyle, this.CurrentSessionLineWidth);
AddChartHorizontalLine("HighLine" + resultvalue.StartDate.Ticks, true, this.RangeHigh, openrangecolorvalidornot, this.CurrentSessionLineStyle, this.CurrentSessionLineWidth);
}
//Draw the target areas
AddChartRectangle("TargetAreaLong" + resultvalue.StartDate.Ticks, true, this.getOpenRangeEnd(this.getOpenRangeStart(this.Bars, resultvalue.StartDate)), this.RangeHigh, this.getEndOfTradingDay(this.Bars, resultvalue.StartDate), this.TargetLong, this.Color_TargetAreaLong, this.Color_TargetAreaLong, this.Opacity);
AddChartRectangle("TargetAreaShort" + resultvalue.StartDate.Ticks, true, this.getOpenRangeEnd(this.getOpenRangeStart(this.Bars, resultvalue.StartDate)), this.RangeLow, this.getEndOfTradingDay(this.Bars, resultvalue.StartDate), this.TargetShort, this.Color_TargetAreaShort, this.Color_TargetAreaShort, this.Opacity);
}
}
//Set the indicator value on each bar update, if the breakout is on the current bar
if (this.LongBreakout != null && this.LongBreakout.Time == Bars[0].Time)
{
BarColor = Color.Turquoise;
OutSeries.Set(1);
AddChartArrowUp("ArrowLong" + Bars[0].Time.Date.Ticks, true, this.LongBreakout.Time, this.LongBreakout.Low, Color.Green);
}
else if (this.ShortBreakout != null && this.ShortBreakout.Time == Bars[0].Time)
{
BarColor = Color.Purple;
OutSeries.Set(-1);
AddChartArrowDown("ArrowShort" + Bars[0].Time.Date.Ticks, true, this.ShortBreakout.Time, this.ShortBreakout.High, Color.Red);
}
else
{
OutSeries.Set(0);
}
//Draw the Long Target if this is necessary
if (this.LongTargetReached != null)
{
AddChartArrowDown("ArrowTargetLong" + Bars[0].Time.Date.Ticks, true, this.LongTargetReached.Time, this.LongTargetReached.High, Color.Red);
}
//Draw the Short Target if this is necessary
if (this.ShortTargetReached != null)
{
AddChartArrowUp("ArrowTargetShort" + Bars[0].Time.Date.Ticks, true, this.ShortTargetReached.Time, this.ShortTargetReached.Low, Color.Green);
}
//Set the color
PlotColors[0][0] = this.Plot1Color;
OutputDescriptors[0].PenStyle = this.Dash0Style;
OutputDescriptors[0].Pen.Width = this.Plot0Width;
//When finished set the last day variable
//If we are online during the day session we do not set this variable so we are redrawing and recalculating the current session again and again
if (GlobalUtilities.IsCurrentBarLastDayInBars(this.Bars, this.Bars[0]))
{
//the last session has started (current trading session, last day in Bars object, and so on)
}
else
{
this.CurrentdayOfUpdate = this.Bars[0].Time.Date;
}
}
else
{
//Data feed perodicity is not valid, print info in chart panel
if (IsProcessingBarIndexLast)
{
AddChartTextFixed("AlertText", Const.DefaultStringDatafeedPeriodicity, TextPosition.Center, Color.Red, new Font("Arial", 30), Color.Red, Color.Red, 20);
}
}
}
