protected void SetUpArrows()
{
//
if ((cArrowUp != null) && Tools.GetById(cAUG).Equals(cArrowUp))
{
Tools.Remove(cArrowUp);
cArrowUp = null; // Artifishial using...
}
//
if ((cArrowDown != null) && Tools.GetById(cADG).Equals(cArrowDown))
{
Tools.Remove(cArrowDown);
cArrowDown = null; // Artifishial using...
}
//
if (Bars[Bars.Range.To - 1].Open <= Bars[Bars.Range.To - 1].Close)
{
cArrowUp = Tools.Create <ArrowUp>();
cAUG = cArrowUp.Id;
cArrowUp.Color = Color.Blue;
cArrowUp.Width = 1;
cArrowUp.Point = new ChartPoint(Bars[Bars.Range.To - 1].Time, Bars[Bars.Range.To - 1].Low);
}
//
if (Bars[Bars.Range.To - 1].Open >= Bars[Bars.Range.To - 1].Close)
{
cArrowDown = Tools.Create <ArrowDown>();
cADG = cArrowDown.Id;
cArrowDown.Color = Color.Red;
cArrowDown.Width = 1;
cArrowDown.Point = new ChartPoint(Bars[Bars.Range.To - 1].Time, Bars[Bars.Range.To - 1].High);
}
//
}
/// <summary>
/// Populate values from the base palette.
/// </summary>
public void PopulateFromBase()
{
// Populate only the designated styles
Generic.PopulateFromBase(PaletteButtonSpecStyle.Generic);
Close.PopulateFromBase(PaletteButtonSpecStyle.Close);
Context.PopulateFromBase(PaletteButtonSpecStyle.Context);
Next.PopulateFromBase(PaletteButtonSpecStyle.Next);
Previous.PopulateFromBase(PaletteButtonSpecStyle.Previous);
ArrowLeft.PopulateFromBase(PaletteButtonSpecStyle.ArrowLeft);
ArrowRight.PopulateFromBase(PaletteButtonSpecStyle.ArrowRight);
ArrowUp.PopulateFromBase(PaletteButtonSpecStyle.ArrowUp);
ArrowDown.PopulateFromBase(PaletteButtonSpecStyle.ArrowDown);
DropDown.PopulateFromBase(PaletteButtonSpecStyle.DropDown);
PinVertical.PopulateFromBase(PaletteButtonSpecStyle.PinVertical);
PinHorizontal.PopulateFromBase(PaletteButtonSpecStyle.PinHorizontal);
FormClose.PopulateFromBase(PaletteButtonSpecStyle.FormClose);
FormMax.PopulateFromBase(PaletteButtonSpecStyle.FormMax);
FormMin.PopulateFromBase(PaletteButtonSpecStyle.FormMin);
FormRestore.PopulateFromBase(PaletteButtonSpecStyle.FormRestore);
PendantClose.PopulateFromBase(PaletteButtonSpecStyle.PendantClose);
PendantRestore.PopulateFromBase(PaletteButtonSpecStyle.PendantRestore);
PendantMin.PopulateFromBase(PaletteButtonSpecStyle.PendantMin);
PendantRestore.PopulateFromBase(PaletteButtonSpecStyle.PendantRestore);
WorkspaceMaximize.PopulateFromBase(PaletteButtonSpecStyle.WorkspaceMaximize);
WorkspaceRestore.PopulateFromBase(PaletteButtonSpecStyle.WorkspaceRestore);
RibbonMinimize.PopulateFromBase(PaletteButtonSpecStyle.RibbonMinimize);
RibbonExpand.PopulateFromBase(PaletteButtonSpecStyle.RibbonExpand);
}
public static void Dispose()
{
Background.Dispose();
ArrowUp.Dispose();
ArrowDown.Dispose();
ArrowLeft.Dispose();
ArrowRight.Dispose();
}
protected override void Init()
{
// Event occurs once at the start of the strategy
Print("Starting TS on account: {0}, comment: {1}", this.Account.Number, CommentText);
Line1 = Tools.Create <HorizontalLine>();
Line2 = Tools.Create <HorizontalLine>();
Line3 = Tools.Create <HorizontalLine>();
ad = Tools.Create <ArrowDown>();
au = Tools.Create <ArrowUp>();
}
/// <summary>
/// Long Entry Arrow
/// </summary>
/// <param name="inLongTrade"></param>
public void showLongEntryArrow(bool inLongTrade)
{
if (inLongTrade)
{
return;
}
if (entry.longEntryPrice == null)
{
return;
}
if (High[0] > entry.longEntryPrice && Low[0] < entry.longEntryPrice)
{
//Draw.Text(this, "LE"+CurrentBar.ToString(), "LE", 0, entry.longEntryPrice - (TickSize * 10), Brushes.LimeGreen);
//customDrawTrades( show: true, simple: false);
ArrowUp myArrowUp = Draw.ArrowUp(this, "LEmade" + CurrentBar.ToString(), true, 0, entry.longEntryPrice - (TickSize * 5), Brushes.LimeGreen);
signals[0] = 1;
secondPivStopFlag = false;
//debugEntry(isOn:true);
}
}
protected override void Init()
{
k = 0; // Для першого входження -
kf = 0.090909;
dlt = dl * Instrument.Point; // Отступ от стопа
frU1 = 0.0; frU2 = 0.0; frU3 = 0.0; frD1 = 0.0; frD2 = 0.0; frD3 = 0.0;
InitLogFile(); // Запись логов
// Прямоугольники
toolRectangle = Tools.Create <Rectangle>(); toolRectangle.BorderColor = Color.Aqua; toolRectangle.Color = Color.DarkSeaGreen; toolRectangle.BorderColor = Color.Blue;
toolRectangle1 = Tools.Create <Rectangle>(); toolRectangle1.BorderColor = Color.Aqua; toolRectangle1.Color = Color.DarkSeaGreen;
toolArrowUp = Tools.Create <ArrowUp>();
toolArrowDown = Tools.Create <ArrowDown>();
toolTriangle = Tools.Create <Triangle>();
toolTriangle.Color = Color.DarkSeaGreen;
toolTriangle.BorderColor = Color.Blue;
toolTriangle.BorderWidth = 2;
NKZText = Tools.Create <Text>();
NKZText.Color = Color.Blue;
NKZText.FontSize = 12;
lnkz = Tools.Create <HorizontalLine>();
_frInd = GetIndicator <Fractals>(Instrument.Id, Timeframe);
_frInd.Range = frac - 2;
ki = 0;
// 10/09/2018
if (Instrument.Name == "EURUSD")
{
NKZ = 506;
}
if (Instrument.Name == "GBPUSD")
{
NKZ = 660;
}
if (Instrument.Name == "USDJPY")
{
NKZ = 570;
}
if (Instrument.Name == "USDCHF")
{
NKZ = 551;
}
if (Instrument.Name == "AUDUSD")
{
NKZ = 343;
}
if (Instrument.Name == "USDCAD")
{
NKZ = 508;
}
if (Instrument.Name == "NZDUSD")
{
NKZ = 330;
}
if (Instrument.Name == "AUDCAD")
{
NKZ = 357;
}
if (Instrument.Name == "AUDJPY")
{
NKZ = 550;
}
if (Instrument.Name == "AUDNZD")
{
NKZ = 412;
}
if (Instrument.Name == "CHFJPY")
{
NKZ = 1430;
}
if (Instrument.Name == "EURAUD")
{
NKZ = 682;
}
if (Instrument.Name == "EURCAD")
{
NKZ = 726;
}
if (Instrument.Name == "EURCHF")
{
NKZ = 682;
}
if (Instrument.Name == "EURGBP")
{
NKZ = 484;
}
if (Instrument.Name == "EURJPY")
{
NKZ = 781;
}
if (Instrument.Name == "GBPCHF")
{
NKZ = 924;
}
if (Instrument.Name == "GBPJPY")
{
NKZ = 1045;
}
}
protected override void OnBarUpdate()
{
//****************************************** Swing Low - Higher Low ************************************************
if (CurrentBar > strength + 1)
{
if (Swing(Low, 3).SwingLow[0] == Low[strength + 1])
{
//DrawDot( "swingL" + CurrentBar, true, strength + 1, Low[strength + 1] , Color.Lime );
// update bar array
pivLowBar[2] = pivLowBar[1];
pivLowBar[1] = pivLowBar[0];
pivLowBar[0] = CurrentBar - (strength + 1);
//update price array
pivLowPrice[2] = pivLowPrice[1];
pivLowPrice[1] = pivLowPrice[0];
pivLowPrice[0] = Low[strength + 1];
// mark Higher pivot Low
if (pivLowPrice[0] > pivLowPrice[1])
{
if (HPL_Counter == 0)
{
Draw.Dot(this, "swingL" + CurrentBar.ToString(), true, strength + 1, Low[strength + 1] - TickSize, Brushes.LimeGreen);
}
HPL_Counter = HPL_Counter + 1;
//LPH_Counter = 0;
//if( HPL_Counter > 2 )
// DrawText("hplc"+CurrentBar, HPL_Counter.ToString(),0, pivLowPrice[0]-TickSize , Color.Lime);
if (HPL_Counter == 2)
{
// DrawArrowUp("hpl"+CurrentBar, 0, pivLowPrice[0]-TickSize, Color.Lime);
ArrowUp myArrow = Draw.ArrowUp(this, "hpl" + CurrentBar.ToString(), true, 0, pivLowPrice[0] - TickSize, Brushes.LimeGreen);
myArrow.OutlineBrush = Brushes.Green;
//DrawText("hplc"+CurrentBar, "_____",2, pivLowPrice[0] , Color.Lime);
Draw.Text(this, "hplc" + CurrentBar.ToString(), "_____", 2, pivLowPrice[0], Brushes.Green);
}
//DrawLine( "BotLine"+CurrentBar, pivLowBar[0]+(strength+1) - pivLowBar[1], pivLowPrice[1],
//strength+1, pivLowPrice[0], Color.Green);
}
if (pivLowPrice[0] < pivLowPrice[1])
{
HPL_Counter = 0;
}
}
}
//****************************************** Swing High - Lower High ************************************************
if (CurrentBar > strength + 1)
{
if (Swing(High, 3).SwingHigh[0] == High[strength + 1])
{
// Update Bar Array
pivHighBar[2] = pivHighBar[1];
pivHighBar[1] = pivHighBar[0];
pivHighBar[0] = CurrentBar - (strength + 1);
// update price array
pivHighPrice[2] = pivHighPrice[1];
pivHighPrice[1] = pivHighPrice[0];
pivHighPrice[0] = High[strength + 1];
// mark Lower pivot High -- Top
if (pivHighPrice[0] < pivHighPrice[1]) //
{
if (LPH_Counter == 0)
{
Draw.Dot(this, "swingH" + CurrentBar.ToString(), true, strength + 1, High[strength + 1] + TickSize, Brushes.Crimson);
}
LPH_Counter = LPH_Counter + 1;
//HPL_Counter = 0;
//if( LPH_Counter > 2 )
// DrawText("lphc"+CurrentBar, LPH_Counter.ToString(), strength+1, pivHighPrice[0]+TickSize , Color.Red);
if (LPH_Counter == 2)
{
//DrawArrowDown("lph"+CurrentBar, 0, pivHighPrice[0]+TickSize, Color.Red);
ArrowDown myArrowDn = Draw.ArrowDown(this, "lph" + CurrentBar.ToString(), true, 0, pivHighPrice[0] + TickSize, Brushes.Crimson);
myArrowDn.OutlineBrush = Brushes.Red;
//DrawText("lphc"+CurrentBar, "_____", 2, pivHighPrice[0] , Color.Red);
Draw.Text(this, "lphc" + CurrentBar.ToString(), "_____", 2, pivHighPrice[0], Brushes.Red);
}
//DrawLine( "TopLine"+CurrentBar, pivHighBar[0]+(strength+1) - pivHighBar[1], pivHighPrice[1],
//strength+1, pivHighPrice[0], Color.DarkRed);
}
if (pivHighPrice[0] > pivHighPrice[1])
{
LPH_Counter = 0;
}
}
}
}
protected override void OnBarUpdate()
{
#region Ablesys Signals
if (CurrentBars[0] < 20)
{
return;
}
// set up higher time frame
foreach (int CurrentBarI in CurrentBars)
{
if (CurrentBarI < BarsRequiredToPlot)
{
return;
}
}
// HTF bars
if (BarsInProgress == 1)
{
LowerHTF = AblesysT2(dATR, dPeriod, dRisk).Lower[0];
UpperHTF = AblesysT2(dATR, dPeriod, dRisk).Upper[0];
if (LowerHTF != 0) // short signal
{
HTFdn[0] = LowerHTF;
HTFstate = 0;
}
if (UpperHTF != 0) // Long signal
{
HTFup[0] = UpperHTF;
HTFstate = 1;
}
return;
}
// lower time frame bars
if (BarsInProgress == 0)
{
// Ablesys trend 1
myDataSeries[0] = (-100 * (MAX(High, Period)[0] - Close[0]) / (MAX(High, Period)[0] - MIN(Low, Period)[0] == 0 ? 1 : MAX(High, Period)[0] - MIN(Low, Period)[0]));
if (myDataSeries[0] >= -30)
{
CandleOutlineBrush = Brushes.DodgerBlue;
if (Open[0] < Close[0])
{
BarBrush = Brushes.Transparent;
}
else
{
BarBrush = Brushes.DodgerBlue;
}
trend[0] = 1;
}
else
if (myDataSeries[0] <= -70)
{
CandleOutlineBrush = Brushes.Red;
if (Open[0] < Close[0])
{
BarBrush = Brushes.Transparent;
}
else
{
BarBrush = Brushes.Red;
}
trend[0] = -1;
}
else
{
CandleOutlineBrush = Brushes.ForestGreen;
if (Open[0] < Close[0])
{
BarBrush = Brushes.Transparent;
}
else
{
BarBrush = Brushes.Lime;
}
trend[0] = 0;
}
UpperLTF = AblesysT2(ATR, Period, Risk).Upper[0];
LowerLTF = AblesysT2(ATR, Period, Risk).Lower[0];
if (LowerLTF != 0) // short signal
{
ATRTrailingDn[0] = LowerLTF;
LTFstate = 0;
ATRTrailingUp.Reset();
}
if (UpperLTF != 0)
{
ATRTrailingUp[0] = UpperLTF; // Long signal
LTFstate = 1;
}
// Show MTF Confluence
if (colorBarsAgreement)
{
BarBrush = Brushes.Lime;
CandleOutlineBrush = Brushes.Lime;
if (Close[0] > Open[0])
{
BarBrush = Brushes.Transparent;
}
}
#endregion
#region Short Entry
if (HTFstate == 0 && LTFstate == 0) // short signal
{
if (colorBarsAgreement)
{
BarBrush = Brushes.Red;
CandleOutlineBrush = Brushes.Red;
if (Close[0] > Open[0])
{
BarBrush = Brushes.Transparent;
}
}
/// show entry near 10 sma
if (enterNearMA)
{
shortFilter = maPullback(Bullish: false, BarDir: barDir); // this one true
}
/// show entry near ma
if (enterT2)
{
shortFilter = enterNearT2(Bullish: false);
Print("Inside Enter T2");
}
/// show entry with T1
if (enterT1)
{
shortFilter = enterWithT1(Bullish: false, BarDir: barDir);
}
if (LowerLTF != 0 && shortFilter)
{
if (showTradesChart)
{
ArrowDown myArrowDn = Draw.ArrowDown(this, "Sell" + CurrentBar.ToString(), true, Time[0], High[0], Brushes.Red);
myArrowDn.OutlineBrush = Brushes.Black;
}
marketPosition = -1;
entryPrice = Close[0];
numTrades += 1;
entryBarNumber = CurrentBar;
signals[0] = -1;
// set stop + target
origStop = LowerLTF;
origTarget = Close[0] - (origStop - Close[0]);
// set stop + target
origStop = LowerLTF;
stopDistance = (origStop - Close[0]);
// min target
if (stopDistance < minStopDistance)
{
stopDistance = minStopDistance;
}
origTarget = Close[0] - stopDistance;
}
}
#endregion
#region Long Entry
///----- Long signal -----
if (HTFstate == 1 && LTFstate == 1)
{
if (colorBarsAgreement)
{
BarBrush = Brushes.DodgerBlue;
CandleOutlineBrush = Brushes.DodgerBlue;
if (Close[0] > Open[0])
{
BarBrush = Brushes.Transparent;
}
}
/// show entry near 10 sma
if (enterNearMA)
{
longFilter = maPullback(Bullish: true, BarDir: barDir);
}
/// show entry near ma
if (enterT2)
{
longFilter = enterNearT2(Bullish: true);
}
/// show entry with T1
if (enterT1)
{
longFilter = enterWithT1(Bullish: true, BarDir: barDir);
}
if (longFilter)
{
if (showTradesChart)
{
ArrowUp myArrowUp = Draw.ArrowUp(this, "Buy" + CurrentBar.ToString(), true, Time[0], Low[0], Brushes.DodgerBlue);
myArrowUp.OutlineBrush = Brushes.DodgerBlue;
}
marketPosition = 1;
entryPrice = Close[0];
numTrades += 1;
entryBarNumber = CurrentBar;
signals[0] = 1;
// set stop + target
origStop = UpperLTF;
stopDistance = (Close[0] - origStop);
// min target
if (stopDistance < minStopDistance)
{
stopDistance = minStopDistance;
}
origTarget = Close[0] + stopDistance;
}
}
#endregion
#region Long Exits
// show orig stop and tgt
if (showTradesChart && marketPosition != 0 && useAtrTraget)
{
Draw.Text(this, "stop" + CurrentBar.ToString(), "-", 0, origStop, Brushes.Red);
Draw.Text(this, "tgt" + CurrentBar.ToString(), "-", 0, origTarget, Brushes.Green);
}
//---- show LX at close < atr stop[1]
if (useAtrStop && marketPosition == 1 && Close[0] < AblesysT2(ATR, Period, Risk).Upper[1] && CurrentBar > entryBarNumber)
{
marketPosition = 0;
if (showTradesChart)
{
Dot myDot = Draw.Dot(this, "LX" + CurrentBar.ToString(), true, 0, Low[0] - TickSize, Brushes.Blue);
}
exitPrice = Close[0];
exitBarNumber = CurrentBar;
tradeProfitLoss = profitLossCalc(longEntry: true);
RecordResults(onChart: showTradesChart, showLog: showTradesLog);
signals[0] = 2;
}
// useAtrTraget Long
if (useAtrTraget)
{
if (marketPosition == 1 && CurrentBar > entryBarNumber)
{
// target hit
if (High[0] >= origTarget)
{
if (showTradesChart)
{
Dot myDot = Draw.Dot(this, "LX" + CurrentBar.ToString(), true, 0, origTarget, Brushes.DodgerBlue);
}
exitPrice = origTarget;
marketPosition = 0;
exitBarNumber = CurrentBar;
tradeProfitLoss = profitLossCalc(longEntry: true);
signals[0] = 2;
}
// stop hit
if (Close[0] < origStop)
{
if (showTradesChart)
{
Dot myDot = Draw.Dot(this, "LX" + CurrentBar.ToString(), true, 0, origStop, Brushes.DodgerBlue);
}
exitPrice = Close[0];
marketPosition = 0;
exitBarNumber = CurrentBar;
tradeProfitLoss = profitLossCalc(longEntry: true);
signals[0] = 2;
}
RecordResults(onChart: showTradesChart, showLog: showTradesLog);
}
}
#endregion
#region Short Exits
// show SX at close > atr stop[1]
if (useAtrStop && marketPosition == -1 && Close[0] > AblesysT2(ATR, Period, Risk).Lower[1] && CurrentBar > entryBarNumber)
{
marketPosition = 0;
if (showTradesChart)
{
Dot myDot = Draw.Dot(this, "SX" + CurrentBar.ToString(), true, 0, High[0] + TickSize, Brushes.Red);
}
exitPrice = Close[0];
tradeProfitLoss = profitLossCalc(longEntry: false);
RecordResults(onChart: showTradesChart, showLog: showTradesLog);
exitBarNumber = CurrentBar;
signals[0] = -2;
}
// useAtrTraget Short
if (useAtrTraget && marketPosition == -1 && CurrentBar > entryBarNumber)
{
// target hit
if (Low[0] <= origTarget)
{
if (showTradesChart)
{
Dot myDot = Draw.Dot(this, "SX" + CurrentBar.ToString(), true, 0, origTarget, Brushes.Red);
}
exitPrice = origTarget;
marketPosition = 0;
exitBarNumber = CurrentBar;
tradeProfitLoss = profitLossCalc(longEntry: false);
signals[0] = -2;
}
// stop hit
if (Close[0] > origStop)
{
if (showTradesChart)
{
Dot myDot = Draw.Dot(this, "SX" + CurrentBar.ToString(), true, 0, origStop, Brushes.Red);
}
exitPrice = Close[0];
marketPosition = 0;
exitBarNumber = CurrentBar;
tradeProfitLoss = profitLossCalc(longEntry: false);
signals[0] = -2;
}
RecordResults(onChart: showTradesChart, showLog: showTradesLog);
}
}
#endregion
}
protected override void OnBarUpdate()
{
if (CurrentBar < SlowMaPeriod)
{
return;
}
double fastMa = EMA(FastMaPeriod)[0];
double slowMa = EMA(SlowMaPeriod)[0];
FastMaPlot[0] = fastMa;
SlowMaPlot[0] = slowMa;
double diff = fastMa - slowMa;
//diffSeries[0] = diff;
//double diffMa = EMA(diffSeries, DiffMaLength)[0];
Brush trendBrush = fastMa < slowMa ? BearishBrush : BullishBrush;
PlotBrushes[0][0] = trendBrush;
bool isGreenOneBack = Close[0] > Open[0];
bool isGreenTwoBack = Close[1] > Open[1];
bool isRedOneBack = Close[0] < Open[0];
bool isRedTwoBack = Close[1] < Open[1];
highLowSeries[0] = (High[0] - Low[0]) / TickSize;
double tickRange = EMA(highLowSeries, TickRangePeriod)[0];
bool validTickRange = tickRange > MinTickRange && tickRange < MaxTickRange;
String alertText = String.Format("{0:C2} / {1:N2} / {2:N2}", Close[0], tickRange, diff);
Print(String.Format("GoLong: {0}", GoLong));
bool buy = GoLong && validTickRange && isRedTwoBack && isGreenOneBack && diff > MinMaDiff && diff < MaxMaDiff;
if (buy)
{
ArrowUp buyArrow = Draw.ArrowUp(this, String.Format("buy_arrow_{0}", CurrentBar), true, 0, Low[0] - (4 * TickSize), Brushes.Yellow);
if (FireAlerts)
{
Alert(String.Format("buy_alert_{0}", CurrentBar), Priority.High, alertText,
NinjaTrader.Core.Globals.InstallDir + @"\sounds\Alert1.wav", 10, Brushes.Green, Brushes.White);
}
Signal = 1;
}
bool sell = GoShort && validTickRange && isGreenTwoBack && isRedOneBack && diff <-MinMaDiff && diff> -MaxMaDiff;
if (sell)
{
ArrowDown sellArrow = Draw.ArrowDown(this, String.Format("sell_arrow_{0}", CurrentBar), true, 0, High[0] + (4 * TickSize), Brushes.Pink);
if (FireAlerts)
{
Alert(String.Format("sell_alert_{0}", CurrentBar), Priority.High, alertText,
NinjaTrader.Core.Globals.InstallDir + @"\sounds\Alert1.wav", 10, Brushes.Red, Brushes.White);
}
Signal = -1;
}
if (!buy && !sell)
{
Signal = 0;
}
// Draw.TextFixed(this, "smaDiff", String.Format("ATR: {0:N0}, SMA Diff: {1:N2}", tickRange, diff), TextPosition.TopRight,
// ChartControl.Properties.ChartText, ChartControl.Properties.LabelFont, Brushes.Transparent, trendBrush, 100);
}
protected override void Init()
{
k = 0; // Для першого входження -
kf = 0.090909;
_frInd = GetIndicator <Fractals>(Instrument.Id, Timeframe);
_frInd.Range = frac - 2;
dlt = dl * Instrument.Point; // Отступ от стопа
frU1 = 0.0; frU2 = 0.0; frU3 = 0.0; frD1 = 0.0; frD2 = 0.0; frD3 = 0.0;
if (tu)
{
zmax = dt1 * Instrument.Point;
frU1 = fr1 * Instrument.Point; tmU1 = tm1;
frU2 = fr2 * Instrument.Point; tmU2 = tm2;
frU3 = fr2 * Instrument.Point; tmU3 = tm2;
toolTriangle.Point1 = new ChartPoint(tmU1, frU1);
toolTriangle.Point2 = new ChartPoint(tmU2, frU2);
toolTriangle.Point3 = new ChartPoint(tmU3, frU3);
XXPrint("INIT - {0} - frU1={1} frU2={2} frU3={3} - zmax={4}", Bars[Bars.Range.To - frac].Time, frU1, frU2, frU3, zmax);
}
if (td)
{
zmin = dt1 * Instrument.Point;
frD1 = fr1 * Instrument.Point; tmD1 = tm1;
frD2 = fr2 * Instrument.Point; tmD2 = tm2;
frD3 = fr2 * Instrument.Point; tmD3 = tm2;
toolTriangle.Point1 = new ChartPoint(tmD1, frD1);
toolTriangle.Point2 = new ChartPoint(tmD2, frD2);
toolTriangle.Point3 = new ChartPoint(tmD3, frD3);
XXPrint("INIT - {0} - frD1={1} frD2={2} frD3={3} - zmin={4}", Bars[Bars.Range.To - frac].Time, frD1, frD2, frD3, zmin);
}
InitLogFile(); // Запись логов
// Прямоугольники
toolRectangle = Tools.Create <Rectangle>(); toolRectangle.BorderColor = Color.Aqua; toolRectangle.Color = Color.DarkSeaGreen; toolRectangle.BorderColor = Color.Blue;
toolRectangle1 = Tools.Create <Rectangle>(); toolRectangle1.BorderColor = Color.Aqua; toolRectangle1.Color = Color.DarkSeaGreen;
toolArrowUp = Tools.Create <ArrowUp>();
toolArrowDown = Tools.Create <ArrowDown>();
toolTriangle = Tools.Create <Triangle>();
toolTriangle.Color = Color.DarkSeaGreen;
toolTriangle.BorderColor = Color.Blue;
toolTriangle.BorderWidth = 2;
NKZText = Tools.Create <Text>();
NKZText.Color = Color.Blue;
NKZText.FontSize = 12;
lnkz = Tools.Create <HorizontalLine>();
ki = 0;
// 10/09/2018
if (Instrument.Name == "EURUSD")
{
NKZ = 506;
}
if (Instrument.Name == "GBPUSD")
{
NKZ = 660;
}
if (Instrument.Name == "USDJPY")
{
NKZ = 570;
}
if (Instrument.Name == "USDCHF")
{
NKZ = 551;
}
if (Instrument.Name == "AUDUSD")
{
NKZ = 343;
}
if (Instrument.Name == "USDCAD")
{
NKZ = 508;
}
if (Instrument.Name == "NZDUSD")
{
NKZ = 330;
}
if (Instrument.Name == "AUDCAD")
{
NKZ = 357;
}
if (Instrument.Name == "AUDJPY")
{
NKZ = 550;
}
if (Instrument.Name == "AUDNZD")
{
NKZ = 412;
}
if (Instrument.Name == "CHFJPY")
{
NKZ = 1430;
}
if (Instrument.Name == "EURAUD")
{
NKZ = 682;
}
if (Instrument.Name == "EURCAD")
{
NKZ = 726;
}
if (Instrument.Name == "EURCHF")
{
NKZ = 682;
}
if (Instrument.Name == "EURGBP")
{
NKZ = 484;
}
if (Instrument.Name == "EURJPY")
{
NKZ = 781;
}
if (Instrument.Name == "GBPCHF")
{
NKZ = 924;
}
if (Instrument.Name == "GBPJPY")
{
NKZ = 1045;
}
Print("END-1");
}
/// <summary>
/// Вызывает событие нажатия клавиши со стрелкой вверх
/// </summary>
protected virtual void CallArrowUpDown()
{
ArrowUp?.Invoke(this, EventArgs.Empty);
}
protected override void OnBarUpdate()
{
/*
* --print spy strength
* -- print local strength
* --print combined level
*
* --calc rsi
* --plot rsi
*
* --color lines of rsi
*
* --show arrow entries on chart
* show square exits on char
* calc P&L on upper left of chart
*
* AAPL, MSFT, AMZN, JNJ, GOOG
* XLY, XLP, XLE, XLF, XLV, XLI, XLB, XLRE, XLK, XLU
*
* mixed results accross the board
*/
if (CurrentBars[0] < 20)
{
return;
}
// set up higher time frame
foreach (int CurrentBarI in CurrentBars)
{
if (CurrentBarI < BarsRequiredToPlot)
{
return;
}
}
// -- trend of Spy and local chart
if (BarsInProgress == 1) //SPY Bars
{
fastSpy = SMA(FastMA)[0];
slowSpy = SMA(SlowMA)[0];
if (fastSpy > slowSpy)
{
stateOfSpy = 1;
if (Close[0] > fastSpy)
{
stateOfSpy = 2;
}
}
if (fastSpy < slowSpy)
{
stateOfSpy = -1;
if (Close[0] < fastSpy)
{
stateOfSpy = -2;
}
}
}
if (BarsInProgress == 0) //Chart tf Bars
{
fast = SMA(FastMA)[0];
slow = SMA(SlowMA)[0];
if (fast > slow)
{
stateOfLocal = 1;
//Print(stateOfLocal);
if (Close[0] > fast)
{
stateOfLocal = 2;
//Print(stateOfLocal);
}
}
if (fast < slow)
{
stateOfLocal = -1;
//Print(stateOfLocal);
if (Close[0] < fast)
{
stateOfLocal = -2;
//Print(stateOfLocal);
}
}
Print("Spy " + stateOfSpy + " Local " + stateOfLocal);
double myRSI = RSI(14, 3)[0];
// rsi signals
if (myRSI >= 70)
{
shortRsi = true;
}
else
{
shortRsi = false;
}
if (myRSI <= 30)
{
longRsi = true;
}
else
{
longRsi = false;
}
// -- plot rsi
Values[0][0] = RSI(14, 3)[0];
Values[1][0] = EMA(RSI(14, 3), 3)[0];
// --color lines of rsi
switch (stateOfSpy)
{
case 1:
PlotBrushes[0][0] = Brushes.DodgerBlue;
break;
case 2:
PlotBrushes[0][0] = Brushes.DodgerBlue;
break;
case -1:
PlotBrushes[0][0] = Brushes.Red;
break;
case -2:
PlotBrushes[0][0] = Brushes.Red;
break;
default:
break;
}
switch (stateOfLocal)
{
case 1:
PlotBrushes[1][0] = Brushes.DodgerBlue;
break;
case 2:
PlotBrushes[1][0] = Brushes.DodgerBlue;
break;
case -1:
PlotBrushes[1][0] = Brushes.Red;
break;
case -2:
PlotBrushes[1][0] = Brushes.Red;
break;
default:
break;
}
// Long Entries
if (stateOfSpy > 0 && stateOfLocal > 0 && longRsi)
{
ArrowUp myArrow = Draw.ArrowUp(this, "Buysig" + CurrentBar.ToString(), true, Time[0], Low[0] - (2 * TickSize), Brushes.DodgerBlue);
// Set the outline color of the Arrow
myArrow.OutlineBrush = Brushes.DodgerBlue;
// BarBrush = Brushes.DodgerBlue;
// CandleOutlineBrush = Brushes.DodgerBlue;
}
// Short Entries
if (stateOfSpy < 0 && stateOfLocal < 0 && shortRsi)
{
ArrowDown myArrowDn = Draw.ArrowDown(this, "Sellsig" + CurrentBar.ToString(), true, Time[0], High[0] + (2 * TickSize), Brushes.Crimson);
// Set the outline color of the Arrow
myArrowDn.OutlineBrush = Brushes.Crimson;
// BarBrush = Brushes.Red;
// CandleOutlineBrush = Brushes.Red;
}
}
}
