public override void Init(string pParameters)
{
this.InitializeParameters(pParameters, "CCI:14;TCCI:6;MINUTES:5;");
CCIPeriods = (int)PParser.GetDouble("CCI", 0);
TCCIPeriods = (int)PParser.GetDouble("TCCI", 0);
Minutes = (int)PParser.GetDouble("MINUTES", 0);
CCI = new iCCI(CCIPeriods);
TCCI = new iCCI(TCCIPeriods);
CCISlope = new iDerivatives();
CCIH = new CQueue(CCIPeriods * 3);
TCCIH = new CQueue(CCIPeriods * 3);
// OPTIMIZATION PARAMETER CHECK
// if parameters are erroneous (TurboCCI length > CCI)
// do not register candle listeners
// SystemTester will then not send us any ticks
// and go to the next iteration
// need 6 cci bars to determine trend
if ((TCCIPeriods < CCIPeriods) || (CCIPeriods < 6))
{
cbx = new cCandleBuilder(Minutes, 10);
Framework.TickServer.RegisterTickListener("cbx", "*", cbx);
cbx.RegisterCandleListener("cbx", this);
Framework.TickServer.RegisterTickListener("System", "*", this);
Framework.WriteGraphLine("InTrade,Margin,C,CCI,CCIDelta,CCISpeed,TCCI,TypeOfTrade,Direction,BelowFifty,ZLR");
}
}
// constructor, called only once, setup multiple tick variables
public oIndicatorDump(int pPeriods)
{
iPeriods = pPeriods;
ATR = new iATR(pPeriods);
BB = new iBollingerBands(iPeriods, -1);
CCI = new iCCI(iPeriods);
Derivatives = new iDerivatives();
EMA = new iEMA(iPeriods);
FMA = new iFMA(iPeriods);
HMA = new iHMA(iPeriods);
MACD = new iMACD(12, 26, 9);
Momemtum = new iMomemtum(iPeriods);
RSI = new iRSI(iPeriods);
Renko = new iRenko(iPeriods);
SMA = new iSMA(iPeriods);
STARCBands = new iSTARCBands(iPeriods, 2);
STDDEV = new iSTDDEV(iPeriods);
Slope = new iSlope();
StochRSI = new iStochRSI(iPeriods);
Stochastics = new iStochastics(3, 2, 1);
Stub = new iStub(iPeriods);
Trend = new iTrend(iPeriods);
TrueRange = new iTrueRange();
WMA = new iWMA(iPeriods);
}
public static void TestCCI()
{
iCCI cci = new iCCI(20);
cci.ReceiveTick(1302.67, 1302.67, 1263.23, 1263.84);
cci.ReceiveTick(1268.65, 1294.65, 1261, 1292.3101);
cci.ReceiveTick(1274.76, 1274.76, 1251, 1251);
cci.ReceiveTick(1280.27, 1304.02, 1280.27, 1295.3);
cci.ReceiveTick(1286.75, 1310.33, 1270.73, 1304.6);
cci.ReceiveTick(1306.13, 1322.4301, 1299.53, 1320.09);
cci.ReceiveTick(1328.35, 1347.27, 1314.96, 1315.45);
cci.ReceiveTick(1305.72, 1305.72, 1279.09, 1279.6801);
cci.ReceiveTick(1272.9399, 1292.36, 1270.59, 1291.4);
cci.ReceiveTick(1286.85, 1292.73, 1267.6899, 1275.88);
cci.ReceiveTick(1292.91, 1298.5, 1258.85, 1259.9399);
cci.ReceiveTick(1244.52, 1263.9, 1233.08, 1252.13);
cci.ReceiveTick(1233.9399, 1242.91, 1216.1899, 1216.45);
cci.ReceiveTick(1229.47, 1232.96, 1216.24, 1221.09);
cci.ReceiveTick(1209.13, 1209.72, 1177.41, 1184.9301);
cci.ReceiveTick(1170.95, 1200.45, 1169.04, 1182.17);
cci.ReceiveTick(1195.6, 1227.23, 1184.12, 1222.29);
cci.ReceiveTick(1231.85, 1239.62, 1206.91, 1221.61);
cci.ReceiveTick(1213.77, 1235.08, 1198.12, 1199.16);
double v;
v = cci.Value();
if ((v != 0) || (cci.isPrimed()))
{
Framework.Logger(2, "ERROR: CCI should not be primed yet");
}
cci.ReceiveTick(1187.48, 1190.74, 1160.0699, 1172.0601);
v = cci.Value();
if (Math.Abs(v - (-136.0742924)) < 0.001)
{
Framework.Logger(2, "CCI returned correct value -136.074");
}
cci.ReceiveTick(1180.26, 1214.01, 1160.71, 1213.72);
v = cci.Value();
if (Math.Abs(v - (-87.47)) < 0.01)
{
Framework.Logger(2, "CCI returned correct value -87.47");
}
}
// initialization routine, called once before ticks are sent
// if multiple tick sources are used, will get called several times
// during the lifetime of the object, once per tick source change
public override void Init(string pParameters)
{
this.InitializeParameters(pParameters, "PERIODS:17;MINUTES:10;");
// get periods to use for the indicator(s)
Periods = (int)PParser.GetDouble("PERIODS", 0);
Derivatives = new iDerivatives();
HMA = new iHMA(Periods);
HMAD1 = new CQueue(Periods);
FMA = new iFMA(Periods);
Deriv1 = new CQueue(Periods);
Deriv2 = new CQueue(Periods);
BBands = new iBollingerBands(Periods, -1);
StochRSI = new iStochRSI(Periods);
CCI = new iCCI(Periods);
// instantiate candlebuilder with desired timeframe
Minutes = (int)PParser.GetDouble("MINUTES", 0);
// cbx = new cCandleBuilder(Minutes,PeriodsLong+PeriodsShort+1);
cbx = new cCandleBuilder(Minutes, Periods);
// register candlebuilder as a tick listener, name unimportant
Framework.TickServer.RegisterTickListener("cbx", "*", cbx);
// register this object as a candle listener
// the candle name is important since we might receive
// several candles with same period.
cbx.RegisterCandleListener("cbx", this);
// multiple candlebuilders can be setup by using previous 4 lines.
// register this object as a tick listener, name unimportant
// this is an optional step to receive ticks in between candles
Framework.TickServer.RegisterTickListener("System", "*", this);
// start header line of numerical output file
Framework.WriteGraphLine("InTrade,Margin,C,TP,FMA,HMA,Deriv1,Deriv2,SMA,BBand1,BBand2,%b,Bandwidth,StochRSI,CCI");
}