protected override void OnMarketData(MarketDataEventArgs e)
{
if (!initDone)
{
return;
}
if (e.MarketDataType == MarketDataType.Settlement && BarsInProgress == 0)
{
settlement = e.Price;
if (CurrentBars[0] > 1)
{
DrawSettlementRay("SETTLEM " + e.Time.ToString("MMM dd"), Times[0][1], settlement, Times[0][0], SettlementColor);
}
return;
}
if (e.MarketDataType == MarketDataType.Last)
{
if (isStartOfNewSessionRTH())
{
// Print(e.Time+" "+BarsInProgress+" "+BarsArray[RTH].IsFirstBarOfSession);
if (tpoProfile != null)
{
update(tpoProfile);
tpoProfiles.Add(tpoProfile);
}
rthSessionIterator.GetNextSession(e.Time, false);
tpoProfile = new JBTPOProfile(RTH, rthSessionIterator.ActualSessionBegin, rthSessionIterator.ActualSessionEnd);
// Print("SESSION - "+tpoProfile.sessionStart+" - "+tpoProfile.sessionEnd);
}
if (isStartOfNewSessionETH())
{
//Print(e.Time+" "+BarsInProgress+" "+BarsArray[ETH].IsFirstBarOfSession);
if (tpoProfile != null)
{
update(tpoProfile);
tpoProfiles.Add(tpoProfile);
}
ethSessionIterator.GetNextSession(e.Time, false);
tpoProfile = new JBTPOProfile(ETH, ethSessionIterator.ActualSessionBegin, ethSessionIterator.ActualSessionEnd);
// Print("SESSION - "+tpoProfile.sessionStart+" - "+tpoProfile.sessionEnd);
}
if (BarsInProgress == RTH && CurrentBars[RTH] != activeBarRTH)
{
tpoId = (Times[RTH][0] - tpoProfile.sessionStart).TotalSeconds;
activeBarRTH = CurrentBars[RTH];
}
else if (BarsInProgress == ETH && CurrentBars[ETH] != activeBarETH)
{
tpoId = (Times[ETH][0] - tpoProfile.sessionStart).TotalSeconds;
activeBarETH = CurrentBars[ETH];
}
if ((BarsInProgress == RTH || BarsInProgress == ETH) && tpoProfile != null)
{
//Print(e.Time+" "+e.Price);
if (e.Time >= tpoProfile.sessionStart && e.Time < tpoProfile.sessionEnd)
{
tpoProfile.add(e.Price, tpoId);
}
}
else if (BarsInProgress == 0 && CurrentBars[0] != activeBar)
{
if (tpoProfile != null)
{
update(tpoProfile);
}
activeBar = CurrentBars[0];
}
}
}
protected override void OnBarUpdate()
{
//Print(Times[BarsInProgress][0]+" "+BarsInProgress);
if (isStartOfNewSessionRTH())
{
//Print("RTH "+Times[RTH][0]);
//Print(Times[BarsInProgress][0]+" "+BarsInProgress);
//Print(Times[ETH][0]+" session: "+ethSessionIterator.ActualSessionBegin+" "+CurrentBars[ETH]);
rthSessionIterator.GetNextSession(Times[RTH][0], false);
if (tpoProfile != null)
{
update(tpoProfile);
tpoProfiles.Add(tpoProfile);
}
tpoProfile = new JBTPOProfile(RTH, rthSessionIterator.ActualSessionBegin);
}
else if (isStartOfNewSessionETH())
{
//Print("ETH "+Times[ETH][0]);
//Print(Times[BarsInProgress][0]+" "+BarsInProgress);
//Print(Times[ETH][0]+" session: "+ethSessionIterator.ActualSessionBegin+" "+CurrentBars[ETH]);
ethSessionIterator.GetNextSession(Times[ETH][0], false);
if (tpoProfile != null)
{
update(tpoProfile);
tpoProfiles.Add(tpoProfile);
}
tpoProfile = new JBTPOProfile(ETH, ethSessionIterator.ActualSessionBegin);
}
if (BarsInProgress == RTH && CurrentBars[RTH] != activeBarRTH)
{
if (tpoProfile != null)
{
if (State == State.Realtime)
{
update(tpoProfile);
}
tpoId = (Times[RTH][0] - tpoProfile.sessionStart).TotalSeconds;
}
activeBarRTH = CurrentBars[RTH];
//Print("RTH TPO ID "+Times[RTH][0]+" "+rthTPOId);
}
else if (BarsInProgress == ETH && CurrentBars[ETH] != activeBarETH)
{
if (tpoProfile != null)
{
if (State == State.Realtime)
{
update(tpoProfile);
}
tpoId = (Times[ETH][0] - tpoProfile.sessionStart).TotalSeconds;
}
activeBarETH = CurrentBars[ETH];
//Print("ETH TPO ID "+Times[ETH][0]+" "+rthTPOId);
}
if (tpoProfile != null)
{
tpoProfile.add(Closes[BarsInProgress][0], tpoId);
}
}
