public static int getSlope(NinjaTrader.Indicator.Indicator ind, DataSeries series, int index)
{
if (!series.ContainsValue(3))
{
return(0);
}
return((int)(((180 / Math.PI) * (Math.Atan((series.Get(index) - ((series.Get(index + 1) + series.Get(index + 2)) / 2)) / 1.5 / ind.TickSize))) * -1));
}
public static int getSlope(Strategy strat, DataSeries series, int index)
{
if (!series.ContainsValue(3))
{
return(0);
}
return((int)(((180 / Math.PI) * (Math.Atan((series.Get(index) - ((series.Get(index + 1) + series.Get(index + 2)) / 2)) / 1.5 / strat.TickSize))) * -1));
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
double value1 = 0.0;
double value2 = 0.0;
o.Update();
h.Update();
l.Update();
c.Update();
for (int i = 0; i < len; ++i)
{
value1 += (c.filtered(i) - o.filtered(i));
value2 += (h.filtered(i) - l.filtered(i));
}
if (value2 != 0.0)
{
unsmoothed.Set(100.0 * value1 / value2);
}
else
{
if ((CurrentBar > 1) && unsmoothed.ContainsValue(1))
{
unsmoothed.Set(unsmoothed[1]);
}
else
{
unsmoothed.Set(0);
}
}
if (weightma == null)
{
weightma = WMA(unsmoothed, smoothing);
expma = EMA(weightma.Value, trigger);
}
ECO.Set(weightma[0]);
TriggerLine.Set(expma[0]);
Histogram.Set(weightma[0] - expma[0]);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if(BarsInProgress==6){
DateTime dt=Times[6][0];
TimeSpan ts=dt.TimeOfDay;
//log("*** "+ts+"==="+tw);
if(vv||tw==null||ts.CompareTo(tw)<=0){
vv=false;
tw=ts;
log("==================INIT spreadDataSeriesAsk");
spreadAsks=new Stack<int>();
//spreadDataSeriesAsk = new DataSeries(this);
//spreadDataSeriesBid = new DataSeries(this);
}
}
if(BarsInProgress==3)
t=Times[3][0];
if(active==false){
if (CurrentBars[1] < 1 || CurrentBars[2] < 1)
return;
active=true;
}
/*if(virgin){
int spread_ask=(int)(Closes[3][0]*4)-(int)(Closes[6][0]);
int spread_bid=(int)(Closes[4][0]*4)-(int)(Closes[5][0]);
top=spread_ask+Target;
bottom=spread_bid-Target;
PrintWithTimeStamp(name+" SET RANGE TOP:"+top+", BOTTOM:"+bottom);
log(" SET RANGE TOP:"+top+", BOTTOM:"+bottom);
virgin=false;
}*/
if(BarsInProgress==6){
int spread_ask=(int)(Closes[3][0]*4)-(int)(Closes[6][0]);
// int spread_bid=(int)(Closes[4][0]*4)-(int)(Closes[5][0]);
total++;
//log("ask<"+RuntimeHelpers.GetHashCode(spreadDataSeriesAsk)+">"+spread_ask);
spreadDataSeriesAsk.Set(spread_ask);
spreadAsks.Push(spread_ask);
spreadDataSeriesAsk=new DataSeries(this);
//[]=Stack<int> stackAsks=new Stack<int>();
int[] ar=spreadAsks.ToArray();
for(int i=Math.Min(ar.GetUpperBound(0),mAPeriod+6);i>=0;i--){
spreadDataSeriesAsk.Set(i,ar[i]);
}
if(CurrentBars[6]>mAPeriod){
//if(CurrentBars[6]>mAPeriod){
// sma=SMA(spreadDataSeriesAsk,mAPeriod)[0];
int x=1;
String p="SMA["+sma+"]=";
trade_active=false;
String pp=Times[BarsInProgress]+"VALUES["+BarsInProgress+"]:";
for(int i=0;i<mAPeriod;i++){
if(spreadDataSeriesAsk.ContainsValue(i))
pp+="i="+i+":"+spreadDataSeriesAsk[i]+";";
}
//log(pp+" "+"MAX="+MAX(spreadDataSeriesAsk,6)[1]+";MIN="+MIN(spreadDataSeriesAsk,6)[1]);
sma=SMA(spreadDataSeriesAsk,6)[0];
if(Math.Abs(MAX(spreadDataSeriesAsk,rangePeriod)[1]-MIN(spreadDataSeriesAsk,rangePeriod)[1])<range){
while(x<6){
double d=SMA(spreadDataSeriesAsk,6)[x];
if(d==0.0)
break;
p+=d+";";
/*if(Math.Abs(d-sma)<breakSMA&&Math.Abs(spread_ask-d)>breakSpread){
active=false;
break;
}*/
if(sma<=d+breakSMA||spread_ask<d+breakSpread)
break;
x++;
}
if(x==6){
// log(p);
dir=1;
while (x>0){
if(spread_ask-breakSpread<spreadDataSeriesAsk[x+1])
break;
x--;
}
if(x==0)
trade_active=true;
}
else{
x=1;
p="SMA["+sma+"]=";
while(x<6){
double d=SMA(spreadDataSeriesAsk,6)[x];
if(d==0.0)
break;
p+=d+";";
/*if(Math.Abs(d-sma)<breakSMA&&Math.Abs(spread_ask-d)>breakSpread){
active=false;
break;
}*/
if(sma>=d-breakSMA||spread_ask>d-breakSpread)
break;
x++;
}
if(x==6){
//log(p);
dir=-1;
while (x>0){
if(spread_ask-breakSpread<spreadDataSeriesAsk[x+1])
break;
x--;
}
if(x==0)
trade_active=true;
}
}
// }
/*
if(active){
if(spread_ask>SMA(spreadDataSeriesAsk,mAPeriod)[1])
dir=1;
else
dir=-1;
}*/
//log(p);
}
}
//double r=ROC(Spread_SMA,2)[0];
//Spread_ROC.Set(v+r*100);
// }
}
if(Historical&&!tradingLive){ // when backtesting to the trades
processTick(Closes[3][0],Closes[4][0],Closes[5][0],Closes[6][0]);
}
}
public static int GetSlope(NinjaTrader.Strategy.Strategy strat, DataSeries series, int index)
{
return !series.ContainsValue(3) ? 0 : (int)((57.295779513082323 * Math.Atan(((series.Get(index) - ((series.Get(index + 1) + series.Get(index + 2)) / 2.0)) / 1.5) / strat.TickSize)) * -1.0);
}
public static int GetSlope(Indicator ind, DataSeries series, int index)
{
return !series.ContainsValue(3) ? 0 : (int)((57.295779513082323 * Math.Atan(((series.Get(index) - ((series.Get(index + 1) + series.Get(index + 2)) / 2.0)) / 1.5) / ind.TickSize)) * -1.0);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
var ed = extdat.getExtraData(0, Bars, CurrentBar);
if (ed == null)
{
return;
}
if (CurrentBar != lastSeenBar)
{
for (int i = 0; i < 4; ++i)
{
pol[i] = ol[i]; // remember previous bar value...
phl[i] = hl[i];
pll[i] = ll[i];
pcl[i] = cl[i];
}
lastSeenBar = CurrentBar;
}
// update all the Laguerre numbers....
ol[0] = (1 - gamma) * ed.dOpen + gamma * pol[0];
hl[0] = (1 - gamma) * ed.dHigh + gamma * phl[0];
ll[0] = (1 - gamma) * ed.dLow + gamma * pll[0];
cl[0] = (1 - gamma) * ed.dClose + gamma * pcl[0];
for (int i = 1; i < 4; ++i)
{
ol[i] = -gamma * ol[i - 1] + pol[i - 1] + gamma * pol[i];
hl[i] = -gamma * hl[i - 1] + phl[i - 1] + gamma * phl[i];
ll[i] = -gamma * ll[i - 1] + pll[i - 1] + gamma * pll[i];
cl[i] = -gamma * cl[i - 1] + pcl[i - 1] + gamma * pcl[i];
}
double value1 = 0.0;
double value2 = 0.0;
for (int i = 0; i < 4; ++i)
{
value1 += (cl[i] - ol[i]);
value2 += (hl[i] - ll[i]);
}
if (value2 != 0.0)
{
unsmoothed.Set(100.0 * value1 / value2);
}
else
{
if ((CurrentBar > 1) && unsmoothed.ContainsValue(1))
{
unsmoothed.Set(unsmoothed[1]);
}
else
{
unsmoothed.Set(0);
}
}
if (weightma == null)
{
weightma = WMA(unsmoothed, smoothing);
expma = EMA(weightma.Value, trigger);
}
ECO.Set(weightma[0]);
TriggerLine.Set(expma[0]);
Histogram.Set(weightma[0] - expma[0]);
}
protected override void OnBarUpdate()
{
double f;
double s;
if (CurrentBar <= Math.Max(FastAverage, SlowAverage))
{
return;
}
switch (FastAverageType)
{
case MovingAverageType.EMA:
f = EMA(_fastInput, FastAverage)[0];
break;
case MovingAverageType.SMA:
f = SMA(_fastInput, FastAverage)[0];
break;
case MovingAverageType.TMA:
f = TMA(_fastInput, FastAverage)[0];
break;
case MovingAverageType.WMA:
f = WMA(_fastInput, FastAverage)[0];
break;
case MovingAverageType.VWMA:
f = VWMA(_fastInput, FastAverage)[0];
break;
default:
f = HMA(_fastInput, FastAverage)[0];
break;
}
FastMA.Set(f);
switch (SlowAverageType)
{
case MovingAverageType.EMA:
s = EMA(_slowInput, SlowAverage)[0];
break;
case MovingAverageType.SMA:
s = SMA(_slowInput, SlowAverage)[0];
break;
case MovingAverageType.TMA:
s = TMA(_slowInput, SlowAverage)[0];
break;
case MovingAverageType.WMA:
s = WMA(_slowInput, SlowAverage)[0];
break;
case MovingAverageType.VWMA:
s = VWMA(_slowInput, SlowAverage)[0];
break;
default:
s = HMA(_slowInput, SlowAverage)[0];
break;
}
SlowMA.Set(s);
if (High[0] < SlowMA[0] &&
High[0] < FastMA[0])
{
if (Math.Min(SlowMA[0], FastMA[0]) - High[0] > pipsOffset)
{
trendDataSeries[0] = -1.1;
}
else
if (trendDataSeries.ContainsValue(1))
{
trendDataSeries[0] = trendDataSeries[1];
}
}
else if (Low[0] > SlowMA[0] &&
Low[0] > FastMA[0])
{
if (Low[0] - Math.Max(SlowMA[0], FastMA[0]) > pipsOffset)
{
trendDataSeries[0] = 1.1;
}
else
if (trendDataSeries.ContainsValue(1))
{
trendDataSeries[0] = trendDataSeries[1];
}
}
else
{
if (trendDataSeries.ContainsValue(1))
{
trendDataSeries[0] = trendDataSeries[1];
}
}
if (trendDataSeries.ContainsValue(0))
{
//plot
if (trendDataSeries[0] > 1)
{
DrawDiamond(CurrentBar + "dot", false, 0, High[0] + 25 * TickSize, Color.Green);
}
else if (trendDataSeries[0] < -1)
{
DrawDiamond(CurrentBar + "dot", false, 0, Low[0] - 25 * TickSize, Color.Red);
}
}
}
public static int GetSlope(NinjaTrader.Strategy.Strategy strat, DataSeries series, int index)
{
return(!series.ContainsValue(3) ? 0 : (int)((57.295779513082323 * Math.Atan(((series.Get(index) - ((series.Get(index + 1) + series.Get(index + 2)) / 2.0)) / 1.5) / strat.TickSize)) * -1.0));
}
public static int GetSlope(Indicator ind, DataSeries series, int index)
{
return(!series.ContainsValue(3) ? 0 : (int)((57.295779513082323 * Math.Atan(((series.Get(index) - ((series.Get(index + 1) + series.Get(index + 2)) / 2.0)) / 1.5) / ind.TickSize)) * -1.0));
}
