private void TestIndicator(IIndicator indicator, SlotTypes slotType, IDataSet dataSet, Random random)
{
indicator.Initialize(slotType);
// List parameters
foreach (ListParam list in indicator.IndParam.ListParam)
if (list.Enabled)
{
list.Index = random.Next(list.ItemList.Length);
list.Text = list.ItemList[list.Index];
}
// Numeric parameters
foreach (NumericParam num in indicator.IndParam.NumParam)
if (num.Enabled)
{
double step = Math.Pow(10, -num.Point);
double minimum = num.Min;
double maximum = num.Max;
double value = minimum + step * random.Next((int)((maximum - minimum) / step));
num.Value = Math.Round(value, num.Point);
}
indicator.Calculate(dataSet);
}
private void ShowResult(IIndicator indicator)
{
Console.WriteLine(indicator.ToString());
Console.WriteLine("Slot type: {0}", indicator.IndParam.SlotType);
Console.WriteLine("Logic rule: {0}", indicator.IndParam.ListParam[0].Text);
foreach (IndicatorComp component in indicator.Component)
{
if(component == null) continue;
IndComponentType type = component.DataType;
int bars = component.Value.Length;
string name = component.CompName;
double value = component.Value[bars - 1];
double val = Math.Abs(value);
string format = val < 10 ? "F5" : val < 100 ? "F4" : val < 1000 ? "F3" : val < 10000 ? "F2" : val < 100000 ? "F1" : "F0";
if (!component.ShowInDynInfo) continue;
if (type == IndComponentType.AllowOpenLong || type == IndComponentType.AllowOpenShort ||
type == IndComponentType.ForceClose || type == IndComponentType.ForceCloseLong ||
type == IndComponentType.ForceCloseShort)
Console.WriteLine("{0}: {1} ", name, (value < 1 ? "No" : "Yes"));
else
Console.WriteLine("{0}: {1}", name, value.ToString(format));
}
Console.WriteLine();
}
/// <summary>
/// Weight must be within ]0;1]
/// </summary>
public WeightedIndicator( IIndicator indicator, double weight )
{
CheckRange( weight );
Weight = weight;
myIndicator = indicator;
}
private void OnChartPanelSubscribeIndicatorElement(ChartIndicatorElement element, CandleSeries candleSeries, IIndicator indicator)
{
_drawTimer.Cancel();
_elements.Add(new RefPair<IChartElement, int>(element, 0));
_indicators.Add(element, indicator);
_drawTimer.Activate();
}
public Ema(IIndicator baseIndicator, int period)
{
if (baseIndicator == null)
throw new ArgumentNullException("baseIndicator");
_base = baseIndicator;
if (_base.Updatable)
_base.UpdateEvent += BaseUpdated;
SetPeriod(period);
}
private static void PrintFirstValues(IIndicator indicator, int componentIndex, int countOfValuesToPrint)
{
int firstBar = indicator.Component[componentIndex].FirstBar;
var sb = new StringBuilder();
sb.AppendLine("bar value");
sb.AppendLine("--------------------------");
for (int bar = firstBar; bar < firstBar + countOfValuesToPrint; bar++)
sb.AppendLine(bar + " : " + indicator.Component[componentIndex].Value[bar]);
Console.WriteLine(sb.ToString());
}
public Simple(IIndicator baseIndicator, int period)
{
if (baseIndicator == null)
throw new ArgumentNullException("baseIndicator");
_base = baseIndicator;
_period = period;
if (_base.Updatable)
_base.UpdateEvent += BaseUpdated;
//UpdateData();
}
public void CalculateIndicatorWithRandomParameters(IIndicator indicator, IDataSet dataSet, int testPerSlot)
{
Random random = new Random(DateTime.Now.Second);
var types = (SlotTypes[])Enum.GetValues(typeof(SlotTypes));
foreach (var type in types)
if (indicator.TestPossibleSlot(type))
for (int i = 0; i < testPerSlot; i++)
{
TestIndicator(indicator, type, dataSet, random);
ShowResult(indicator);
}
}
public SubscribeIndicatorElementCommand(ChartIndicatorElement element, CandleSeries candleSeries, IIndicator indicator)
{
if (element == null)
throw new ArgumentNullException(nameof(element));
if (candleSeries == null)
throw new ArgumentNullException(nameof(candleSeries));
if (indicator == null)
throw new ArgumentNullException(nameof(indicator));
Element = element;
CandleSeries = candleSeries;
Indicator = indicator;
}
private void Chart_OnSubscribeIndicatorElement(ChartIndicatorElement element, CandleSeries series, IIndicator indicator, ChartPanel chart)
{
var values = _allCandles
.Select(candle =>
{
if (candle.State != CandleStates.Finished)
candle.State = CandleStates.Finished;
return new RefPair<DateTimeOffset, IDictionary<IChartElement, object>>(candle.OpenTime, new Dictionary<IChartElement, object>
{
{ element, indicator.Process(candle) }
});
})
.ToArray();
chart.Draw(values);
}
/// <summary>
/// remove indicator from candlestick chart /
/// удалить индикатор со свечного графика
/// </summary>
/// <param name="indicator">индикатор</param>
public void DeleteCandleIndicator(IIndicator indicator)
{
_chartMaster.DeleteIndicator(indicator);
}
public void AddIndicator( IIndicator indicator )
{
myIndicator.AddIndicator( indicator );
}
/// <summary>
/// accept button
/// кнопка принять
/// </summary>
private void ButtonAccept_Click(object sender, RoutedEventArgs e)
{
if (_lastScriptGrid)
{
AcceptCreationScriptIndicator();
return;
}
string areaName = _gridViewAreas.SelectedCells[0].Value.ToString();
if (areaName == "NewArea")
{
for (int i = 0; i < 30; i++)
{
if (_chartMaster.AreaIsCreate("NewArea" + i) == false)
{
areaName = "NewArea" + i;
break;
}
}
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "Trades")
{
_chartMaster.CreateTickChart();
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "TickVolume")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "TickVolume" + i) == false)
{
name = "VWAP" + i;
break;
}
}
IndicatorCandle = new TickVolume(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "VWAP")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "VWAP" + i) == false)
{
name = "VWAP" + i;
break;
}
}
IndicatorCandle = new Vwap(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "UltimateOscillator")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "UltimateOscillator" + i) == false)
{
name = "UltimateOscillator" + i;
break;
}
}
IndicatorCandle = new UltimateOscillator(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "KalmanFilter")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "KalmanFilter" + i) == false)
{
name = "KalmanFilter" + i;
break;
}
}
IndicatorCandle = new KalmanFilter(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "Moving Average")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "Sma" + i) == false)
{
name = "Sma" + i;
break;
}
}
IndicatorCandle = new MovingAverage(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "Volume")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "Volume" + i) == false)
{
name = "Volume" + i;
break;
}
}
IndicatorCandle = new Volume(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "Price Channel")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "Price Channel" + i) == false)
{
name = "Price Channel" + i;
break;
}
}
IndicatorCandle = new PriceChannel(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "Bollinger")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "Bollinger" + i) == false)
{
name = "Bollinger" + i;
break;
}
}
IndicatorCandle = new Bollinger(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "DonchianChannel")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "DonchianChannel" + i) == false)
{
name = "DonchianChannel" + i;
break;
}
}
IndicatorCandle = new DonchianChannel(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "BFMFI")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "BFMFI" + i) == false)
{
name = "BFMFI" + i;
break;
}
}
IndicatorCandle = new BfMfi(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "BullsPower")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "BullsPower" + i) == false)
{
name = "BullsPower" + i;
break;
}
}
IndicatorCandle = new BullsPower(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "CMO")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "CMO" + i) == false)
{
name = "CMO" + i;
break;
}
}
IndicatorCandle = new Cmo(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "BearsPower")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "BearsPower" + i) == false)
{
name = "BeasPower" + i;
break;
}
}
IndicatorCandle = new BearsPower(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "Stochastic Oscillator")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "StochasticOscillator" + i) == false)
{
name = "StochasticOscillator" + i;
break;
}
}
IndicatorCandle = new StochasticOscillator(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "Stochastic Rsi")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "StochasticRsi" + i) == false)
{
name = "StochasticRsi" + i;
break;
}
}
IndicatorCandle = new StochRsi(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "RSI")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "RSI" + i) == false)
{
name = "RSI" + i;
break;
}
}
IndicatorCandle = new Rsi(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "ROC")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "ROC" + i) == false)
{
name = "ROC" + i;
break;
}
}
IndicatorCandle = new Roc(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "RVI")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "RVI" + i) == false)
{
name = "RVI" + i;
break;
}
}
IndicatorCandle = new Rvi(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "Alligator")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "Alligator" + i) == false)
{
name = "Alligator" + i;
break;
}
}
IndicatorCandle = new Alligator(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "AO")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "AO" + i) == false)
{
name = "AO" + i;
break;
}
}
IndicatorCandle = new AwesomeOscillator(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "AccumulationDistribution")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "AccumulationDistribution" + i) == false)
{
name = "AccumulationDistribution" + i;
break;
}
}
IndicatorCandle = new AccumulationDistribution(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "Force Index")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "Force Index" + i) == false)
{
name = "Force Index" + i;
break;
}
}
IndicatorCandle = new ForceIndex(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "OnBalanceVolume")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "OnBalanceVolume" + i) == false)
{
name = "OnBalanceVolume" + i;
break;
}
}
IndicatorCandle = new OnBalanceVolume(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "Fractal")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "Fractal" + i) == false)
{
name = "Fractal" + i;
break;
}
}
IndicatorCandle = new Fractal(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "ADX")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "ADX" + i) == false)
{
name = "ADX" + i;
break;
}
}
IndicatorCandle = new Adx(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "ATR")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "ATR" + i) == false)
{
name = "ATR" + i;
break;
}
}
IndicatorCandle = new Atr(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "Price Oscillator")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "Price Oscillator" + i) == false)
{
name = "Price Oscillator" + i;
break;
}
}
IndicatorCandle = new PriceOscillator(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "MACD Histogram")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "MACD Histogram" + i) == false)
{
name = "MACD Histogram" + i;
break;
}
}
IndicatorCandle = new MacdHistogram(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "MACD Line")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "MACD Line" + i) == false)
{
name = "MACD Line" + i;
break;
}
}
IndicatorCandle = new MacdLine(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "Momentum")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "Momentum" + i) == false)
{
name = "Momentum" + i;
break;
}
}
IndicatorCandle = new Momentum(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "MoneyFlowIndex")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "MoneyFlowIndex" + i) == false)
{
name = "MoneyFlowIndex" + i;
break;
}
}
IndicatorCandle = new MoneyFlowIndex(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "Envelops")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "Envelops" + i) == false)
{
name = "Envelops" + i;
break;
}
}
IndicatorCandle = new Envelops(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "Efficiency Ratio")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "EfficiencyRatio" + i) == false)
{
name = "EfficiencyRatio" + i;
break;
}
}
IndicatorCandle = new EfficiencyRatio(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "Adaptive Look Back")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "Adaptive Look Back" + i) == false)
{
name = "Adaptive Look Back" + i;
break;
}
}
IndicatorCandle = new AdaptiveLookBack(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "IvashovRange")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "IvashovRange" + i) == false)
{
name = "IvashovRange" + i;
break;
}
}
IndicatorCandle = new IvashovRange(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "Volume Oscillator")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "Volume Oscillator" + i) == false)
{
name = "Volume Oscillator" + i;
break;
}
}
IndicatorCandle = new VolumeOscillator(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "Parabolic SAR")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "Parabolic SAR" + i) == false)
{
name = "Parabolic SAR" + i;
break;
}
}
IndicatorCandle = new ParabolicSaR(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "CCI")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "CCI" + i) == false)
{
name = "CCI" + i;
break;
}
}
IndicatorCandle = new Cci(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "Standard Deviation")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "Standard Deviation" + i) == false)
{
name = "Standard Deviation" + i;
break;
}
}
IndicatorCandle = new StandardDeviation(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "AC")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "AC" + i) == false)
{
name = "AC" + i;
break;
}
}
IndicatorCandle = new Ac(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "VerticalHorizontalFilter")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "VerticalHorizontalFilter" + i) == false)
{
name = "VerticalHorizontalFilter" + i;
break;
}
}
IndicatorCandle = new VerticalHorizontalFilter(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "WilliamsRange")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "WilliamsRange" + i) == false)
{
name = "WilliamsRange" + i;
break;
}
}
IndicatorCandle = new WilliamsRange(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "Trix")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "Trix" + i) == false)
{
name = "Trix" + i;
break;
}
}
IndicatorCandle = new Trix(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "Ichimoku")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "Ichimoku" + i) == false)
{
name = "Ichimoku" + i;
break;
}
}
IndicatorCandle = new Ichimoku(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "TradeThread")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "TradeThread" + i) == false)
{
name = "TradeThread" + i;
break;
}
}
IndicatorCandle = new TradeThread(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "Pivot")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "Pivot" + i) == false)
{
name = "Pivot" + i;
break;
}
}
IndicatorCandle = new Pivot(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "Pivot Points")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "PivotPoints" + i) == false)
{
name = "PivotPoints" + i;
break;
}
}
IndicatorCandle = new PivotPoints(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "LinearRegressionCurve")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "LinearRegressionCurve" + i) == false)
{
name = "LinearRegressionCurve" + i;
break;
}
}
IndicatorCandle = new LinearRegressionCurve(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
if (_gridViewIndicators.SelectedCells[0].Value.ToString() == "SimpleVWAP")
{
string name = "";
for (int i = 0; i < 30; i++)
{
if (_chartMaster.IndicatorIsCreate(_chartMaster.Name + "SimpleVWAP" + i) == false)
{
name = "SimpleVWAP" + i;
break;
}
}
IndicatorCandle = new SimpleVWAP(_chartMaster.Name + name, true);
_chartMaster.CreateIndicator(IndicatorCandle, areaName);
}
Close();
if (IndicatorCandle != null)
{
IndicatorCandle.ShowDialog();
}
}
/**
* Constructor.
*
* @param ref the indicator
* @param timeFrame the time frame
*/
public IsHighestRule(IIndicator <decimal> indicator, int timeFrame)
{
_indicator = indicator;
_timeFrame = timeFrame;
}
/// <summary>
/// To replace the indicator input value by new one (for example it is received from another indicator).
/// </summary>
/// <typeparam name="T">The data type, operated by indicator.</typeparam>
/// <param name="indicator">Indicator.</param>
/// <param name="value">Value.</param>
/// <returns>Replaced copy of the input value.</returns>
public override IIndicatorValue SetValue <T>(IIndicator indicator, T value)
{
throw new NotSupportedException();
}
/// <summary>
/// Initializes a new instance of the <see cref="ShiftedIndicatorValue"/>.
/// </summary>
/// <param name="indicator">Indicator.</param>
public ShiftedIndicatorValue(IIndicator indicator)
: base(indicator)
{
}
private void Chart_OnSubscribeIndicatorElement(ChartIndicatorElement element, CandleSeries series, IIndicator indicator)
{
var chartData = new ChartDrawData();
foreach (var candle in _allCandles.Cache)
{
//if (candle.State != CandleStates.Finished)
// candle.State = CandleStates.Finished;
chartData.Group(candle.OpenTime).Add(element, indicator.Process(candle));
}
Chart.Draw(chartData);
_indicators.Add(element, indicator);
CustomColors_Changed(null, null);
}
/// <summary>
/// Initializes a new instance of the <see cref="CandleIndicatorValue"/>.
/// </summary>
/// <param name="indicator">Indicator.</param>
/// <param name="value">Value.</param>
public CandleIndicatorValue(IIndicator indicator, Candle value)
: this(indicator, value, ByClose)
{
}
/// <summary>
/// Initializes a new instance of the <see cref="DecimalIndicatorValue"/>.
/// </summary>
/// <param name="indicator">Indicator.</param>
public DecimalIndicatorValue(IIndicator indicator)
: base(indicator)
{
}
/// <summary>
/// Initializes a new instance of the <see cref="DecimalIndicatorValue"/>.
/// </summary>
/// <param name="indicator">Indicator.</param>
/// <param name="value">Value.</param>
public DecimalIndicatorValue(IIndicator indicator, decimal value)
: base(indicator, value)
{
}
/// <summary>
/// Initializes a new instance of the <see cref="SingleIndicatorValue{T}"/>.
/// </summary>
/// <param name="indicator">Indicator.</param>
public SingleIndicatorValue(IIndicator indicator)
: base(indicator)
{
IsEmpty = true;
}
/// <summary>
/// Initializes a new instance of the <see cref="SingleIndicatorValue{T}"/>.
/// </summary>
/// <param name="indicator">Indicator.</param>
/// <param name="value">Value.</param>
public SingleIndicatorValue(IIndicator indicator, TValue value)
: base(indicator)
{
Value = value;
IsEmpty = value.IsNull();
}
/// <inheritdoc /> public abstract IIndicatorValue SetValue <T>(IIndicator indicator, T value);
/// <summary>
/// Initialize <see cref="BaseIndicatorValue"/>.
/// </summary>
/// <param name="indicator">Indicator.</param>
protected BaseIndicatorValue(IIndicator indicator)
{
Indicator = indicator ?? throw new ArgumentNullException(nameof(indicator));
IsFormed = indicator.IsFormed;
}
public RsiStrategy(IIndicatorFactory indicatorFactory)
{
_rsiIndicator = indicatorFactory.GetRsiIndicator(14);
}
/// <summary>
/// Initializes a new instance of the <see cref="CandleIndicatorValue"/>.
/// </summary>
/// <param name="indicator">Indicator.</param>
private CandleIndicatorValue(IIndicator indicator)
: base(indicator)
{
}
protected ProcessApp(string code, IIndicator indicator)
: base(code, indicator)
{
ProvidersFactory = new ProvidersFactory();
}
/// <summary>
/// Initializes a new instance of the <see cref="MarketDepthIndicatorValue"/>.
/// </summary>
/// <param name="indicator">Indicator.</param>
/// <param name="depth">Market depth.</param>
public MarketDepthIndicatorValue(IIndicator indicator, MarketDepth depth)
: this(indicator, depth, ByMiddle)
{
}
/// <summary>
/// Initializes a new instance of the <see cref="ShiftedIndicatorValue"/>.
/// </summary>
/// <param name="shift">The shift of the indicator value.</param>
/// <param name="value">Indicator value.</param>
/// <param name="indicator">Indicator.</param>
public ShiftedIndicatorValue(IIndicator indicator, int shift, IIndicatorValue value)
: base(indicator, value)
{
Shift = shift;
}
/// <summary>
/// Initializes a new instance of the <see cref="PairIndicatorValue{T}"/>.
/// </summary>
/// <param name="indicator">Indicator.</param>
/// <param name="value">Value.</param>
public PairIndicatorValue(IIndicator indicator, Tuple <TValue, TValue> value)
: base(indicator, value)
{
}
private void Chart_OnSubscribeIndicatorElement(ChartIndicatorElement element, CandleSeries series, IIndicator indicator)
{
_dataThreadActions.Add(() =>
{
var oldReset = Chart.DisableIndicatorReset;
try
{
Chart.DisableIndicatorReset = true;
indicator.Reset();
}
finally
{
Chart.DisableIndicatorReset = oldReset;
}
var chartData = new ChartDrawData();
foreach (var candle in _allCandles.CachedValues)
{
chartData.Group(candle.OpenTime).Add(element, indicator.Process(candle));
}
Chart.Reset(new[] { element });
Chart.Draw(chartData);
_indicators[element] = indicator;
});
}
/// <summary>
/// Initializes a new instance of the <see cref="PairIndicatorValue{T}"/>.
/// </summary>
/// <param name="indicator">Indicator.</param>
public PairIndicatorValue(IIndicator indicator)
: base(indicator)
{
}
/**
* Constructor.
* @param indicator a related indicator (with a time series)
*/
public RecursiveCachedIndicator(IIndicator <T> indicator)
: this(indicator.TimeSeries)
{
}
private void OnChartPanelSubscribeIndicatorElement(ChartIndicatorElement element, CandleSeries candleSeries, IIndicator indicator)
{
new SubscribeIndicatorElementCommand(element, candleSeries, indicator).Process(this);
}
public Monitor(Reporter reporter, IIndicator indicator)
{
Reporter = reporter;
Indicator = indicator;
}
private void SetSource(ChartIndicatorElement element, CandleSeries candleSeries, IIndicator indicator)
{
List<RefPair<DateTimeOffset, IDictionary<IChartElement, object>>> values = null;
lock (_syncRoot)
{
_indicators[element] = indicator;
var isNew = !_elementsBySeries.ContainsKey(candleSeries);
if (!isNew && CanProcess)
{
values = ProcessHistoryCandles(element, candleSeries);
}
else if (isNew)
SubscribeSeries(candleSeries);
var lastDate = values == null || values.IsEmpty() ? DateTimeOffset.MinValue : values.Last().First;
_elementsInfo.SafeAdd(element, e => RefTuple.Create(lastDate, candleSeries));
_elementsBySeries.SafeAdd(candleSeries).Add(element);
}
if (values != null && values.Count > 0)
new ChartDrawCommand(values).Process(this);
}
public void AddIndicator( double weight, IIndicator indicator )
{
AddIndicator( new WeightedIndicator( indicator, weight ) );
}
/// <inheritdoc />
public NetPosition(IIndicator <IOrder> orders)
{
Orders = orders;
Orders.Update += OrdersOnUpdate;
}
public DxValue(IIndicator indicator)
: base(indicator)
{
}
public override IIndicatorValue SetValue <T>(IIndicator indicator, T value)
{
IsEmpty = false;
_value = value.To <decimal>();
return(new DecimalIndicatorValue(indicator, _value));
}
/// <summary>
/// Initializes a new instance of the <see cref="ComplexIndicatorValue"/>.
/// </summary>
/// <param name="indicator">Indicator.</param>
public ComplexIndicatorValue(IIndicator indicator)
: base(indicator)
{
InnerValues = new Dictionary <IIndicator, IIndicatorValue>();
}
/*
* upThrust
* traverse >= 10 bars
* >= 7 bars have low mid above the 3x3
* >= 5 consecutive bars must have low mid above the 3x3
* sequence may not start with > 3 bars with low mid below 3x3
* if (any of?) top 3 bars of sequence have low mid below 3x3 then lowest low mid of those below the 3x3 must be > .386 ask price
* thrust range must be >= (.06 x thrust ReactionPrice)
* MACD histogram value of all thrust frames must be > 0
*
* downThrust
* traverse >= 10 bars
* >= 7 bars have low mid above the 3x3
* >= 5 consecutive bars must have low mid above the 3x3
* sequence may not start with > 3 bars with low mid below 3x3
* if (any of?) top 3 bars of sequence have low mid below 3x3 then lowest low mid of those below the 3x3 must be > .386 ask price
* thrust range must be >= (.06 x thrust ReactionPrice)
* MACD histogram value of all thrust frames must be > 0
* above or below the 3x3?
*/
#endregion
/// <summary>
/// Searches the chart for a thrust pattern.
/// </summary>
/// <param name="chart">Chart object containing at least 20 frames</param>
/// <returns>A tradeable thrust object, if found.</returns>
protected override Thrust DetectThrust()
{
_minThrustPercentRange = .003;
Thrust thrust = null;
if (_chart.Frames.Count >= 20)
{
Frame frame;
bool upThrustFound = false, downThrustFound = false;
short above3x3Count = 0, above3x3Links = 0, below3x3Count = 0, below3x3Links = 0, across3x3Count = 0;
Func <short> sequentialAbove3x3Count = () => { return(above3x3Links > 0 ? (short)(above3x3Links + 1) : (short)0); };
Func <short> sequentialBelow3x3Count = () => { return(below3x3Links > 0 ? (short)(below3x3Links + 1) : (short)0); };
AboveBelowDMA previousCandleSide = AboveBelowDMA.Unknown, currentCandleSide = AboveBelowDMA.Unknown;
List <AboveBelowDMA> leaderSides = new List <AboveBelowDMA>();
// only need to sniff 20 frames to find thrust
// if not in 20 frames, whatever thrust exists has yielded to a consolidation period .. no good
short loopCount = 0;
while (loopCount < 20)
{
loopCount++;
int i = _chart.Frames.Count - loopCount;
frame = _chart.Frames[i];
IPriceBar candle = frame.Bar;
IIndicator displaced3x3 = frame.Indicators.First(k => k.Type == IndicatorType.DisplacedMovingAverage && k.ParentOrdinal == 0);
if (candle.lowMid >= displaced3x3.Value)
{
above3x3Count++;
if (previousCandleSide == AboveBelowDMA.Above)
{
above3x3Links++;
}
currentCandleSide = previousCandleSide = AboveBelowDMA.Above;
}
else if (candle.highMid <= displaced3x3.Value)
{
below3x3Count++;
if (previousCandleSide == AboveBelowDMA.Below)
{
below3x3Links++;
}
currentCandleSide = previousCandleSide = AboveBelowDMA.Below;
}
else
{
across3x3Count++;
currentCandleSide = previousCandleSide = AboveBelowDMA.Across;
}
// save the first 3 bar sides
if (leaderSides.Count < 3)
{
leaderSides.Add(currentCandleSide);
}
// start thrust parsing once 10 bars have been examined
if (loopCount > 9)
{
upThrustFound = sequentialAbove3x3Count() >= 6 && sequentialBelow3x3Count() <= 3 &&
CheckLeaders(leaderSides, AboveBelowDMA.Above);
downThrustFound = sequentialBelow3x3Count() >= 6 && sequentialAbove3x3Count() <= 3 &&
CheckLeaders(leaderSides, AboveBelowDMA.Below);
if (upThrustFound || downThrustFound)
{
EPatternDirection direction = upThrustFound ? EPatternDirection.Up : EPatternDirection.Down;
Frame reactionFrame = FindReactionFrame(frame, i, direction);
if (reactionFrame != null)
{
int checkAcrossIndex = GetCheckAcrossIndex(reactionFrame, direction);
AboveBelowDMA checkAcrossSide = upThrustFound ? AboveBelowDMA.Above : AboveBelowDMA.Below;
if (CheckAcrossFrames(checkAcrossIndex, checkAcrossSide))
{
thrust = BuildThrust(reactionFrame, direction);
}
}
break;
}
}
}
}
return(thrust);
}
private void OnChartPanelSubscribeIndicatorElement(ChartIndicatorElement element, CandleSeries candleSeries, IIndicator indicator)
{
_bufferedChart.SetSource(element, candleSeries);
_indicators.Add(element, indicator);
AddElement(element, candleSeries);
}
public PeriodicThread(ProcessProject project, int id, string name, IIndicator indicator, double periodMinutes, double lateMinutes)
: base(project, id, name, indicator, LoggerStability.Periodic)
{
PeriodMinutes = periodMinutes;
LateMinutes = lateMinutes;
}
private void Chart_SubscribeIndicatorElement(ChartIndicatorElement element, CandleSeries series, IIndicator indicator)
{
var candles = _candles.TryGetValue(series.Security);
if (candles == null)
throw new InvalidOperationException("_candles == null");
var values = candles
.Select(candle =>
{
if (candle.State != CandleStates.Finished)
candle.State = CandleStates.Finished;
return new RefPair<DateTimeOffset, IDictionary<IChartElement, object>>(candle.OpenTime, new Dictionary<IChartElement, object>
{
{ element, indicator.Process(candle) }
});
})
.ToArray();
Chart.Draw(values);
}
/// <summary>
/// Initializes a new instance of the <see cref="VolumeProfileIndicatorValue"/>.
/// </summary>
/// <param name="indicator">Indicator.</param>
public VolumeProfileIndicatorValue(IIndicator indicator)
: base(indicator)
{
Levels = new Dictionary <decimal, decimal>();
}
