void OnTradeByChartTrader(object sender, IndicatorEventArgs e)
{
this.Update();
IndicatorSignal isig = e.IndSignal;
Print(String.Format("{0}:OnTradeByChartTrader triggerred {1} Bip={2}, CurrentBar[0]={3}, DrawingTool.GetCurrentBar={4}, Time={5}, Time[0][0]={6}",
CurrentBars[BarsInProgress], isig.SignalName, BarsInProgress, CurrentBars[0], DrawingTool.GetCurrentBar(this), Times[BarsInProgress][0], Times[0][0]));
//Draw.ArrowUp(this, "tag1", true, 0, Lows[0][0] - TickSize, Brushes.Red);
Draw.Diamond(this, "tag1", true, 0, Lows[0][0] - TickSize, Brushes.Red);
}
// Define what actions to take when the event is raised.
void OnTradeByPairSpdRs(object sender, IndicatorEventArgs e)
{
IndicatorSignal isig = e.IndSignal;
//Print(String.Format("{0}:OnTradeByPairSpdRs triggerred {1} Bip{2}: Spread={3}, Middle={4}",
//CurrentBars[BarsInProgress], isig.SignalName, BarsInProgress, giSpdRs.Spread[0], giSpdRs.Middle[0]));
if (e.IndSignal.SignalName != null && HasPairPosition())
{
OnExitPositions(e);
}
else if (e.IndSignal.SignalName != null && IsTradingTime(IndicatorProxy.GetTimeByHM(TG_OpenStartH, TG_OpenStartM, true)))
{
OnEntryPositions(e);
}
}
// Define what actions to take when the event is raised.
void OnTradeBySpdLadder(object sender, IndicatorEventArgs e)
{
IndicatorSignal isig = e.IndSignal;
if (this.PrintOut > 1)
{
Print(String.Format("{0}:OnTradeBySpdLadder triggerred {1} Bip{2}: Spread={3}, HiAllTime={4}",
CurrentBars[BarsInProgress], isig.SignalName, BarsInProgress, giSpdLadder.Spread[0], giSpdLadder.HiAllTime));
}
if (e.IndSignal.SignalName != null && HasPairPosition())
{
OnExitPositions(e);
}
else if (e.IndSignal.SignalName != null && IsTradingTime(IndicatorProxy.GetTimeByHM(TG_OpenStartH, TG_OpenStartM, true)))
{
OnEntryPositions(e);
}
}
// Define what actions to take when the event is raised.
void OnTradeByPairPctSpd(object sender, IndicatorEventArgs e)
{
IndicatorSignal isig = e.IndSignal;
Print(String.Format("{0}:OnTradeByPairPctSpd triggerred {1} Bip{2}: PlotPctSpd={3}, PctChgSpdThresholdEn={4}",
CurrentBars[BarsInProgress], isig.SignalName, BarsInProgress, giPairPctSpd.PlotPctSpd[0], giPairPctSpd.PctChgSpdThresholdEn));
if (IsTradingTime(IndicatorProxy.GetTimeByHM(TG_OpenStartH, TG_OpenStartM, true)) && giPairPctSpd.PlotPctSpd[0] <= PctChgSpdThresholdEn)
{
OnEntryPositions(e);
}
else
{
OnExitPositions(e);
}
/*
* int q_max = GetTradeQuantity(giPctSpd.PctChgMaxBip, this.MM_ProfitFactorMax);
* int q_min = GetTradeQuantity(giPctSpd.PctChgMinBip, this.MM_ProfitFactorMin);
*
* //exit at 9:40 am ct
* if(isig.SignalName == giPctSpd.SignalName_ExitForOpen) {
* Print(String.Format("{0}:OnTradeByPctSpd Ex Bip={1}: MaxBip={2}, PosMax={3}, MinBip={4}, PosMin={5}",
* CurrentBars[BarsInProgress], BarsInProgress, giPctSpd.PctChgMaxBip, Positions[giPctSpd.PctChgMaxBip], giPctSpd.PctChgMinBip, Positions[giPctSpd.PctChgMinBip]));
* OnExitPositions(e);
* } else { //entry at 9:02 am ct
* Print(String.Format("{0}:OnTradeByPctSpd En Bip={1}: PctSpd={2}, MaxBip={3}, MinBip={4}",
* CurrentBar, BarsInProgress, giPctSpd.PlotPctSpd[0], giPctSpd.PctChgMaxBip, giPctSpd.PctChgMinBip));
* if(isig.TrendDir.TrendDir == TrendDirection.Up) {
* IndicatorProxy.PrintLog(true, IsLiveTrading(),String.Format("{0}:{1} Ln Bip={2}: PctSpd={3}, MaxBipQuant={4}, MinBipQuant={5}",
* CurrentBars[BarsInProgress], e.Message, BarsInProgress, giPctSpd.PlotPctSpd[0],
* q_max, q_min));
* EnterLong(giPctSpd.PctChgMaxBip, q_max, "GIPctSpd");
* EnterShort(giPctSpd.PctChgMinBip, q_min, "GIPctSpd");
* }
* else if(isig.TrendDir.TrendDir == TrendDirection.Down) {
* IndicatorProxy.PrintLog(true, IsLiveTrading(),String.Format("{0}:{1} St Bip={2}: PctSpd={3}, MaxBipQuant={4}, MinBipQuant={5}",
* CurrentBars[BarsInProgress], e.Message, BarsInProgress, giPctSpd.PlotPctSpd[0],
* q_max, q_min));
* EnterShort(giPctSpd.PctChgMaxBip, q_max, "GIPctSpd");
* EnterLong(giPctSpd.PctChgMinBip, q_min, "GIPctSpd");
* }
* } */
}
protected void OnTradeByChartTrader(object sender, IndicatorEventArgs e)
{
this.Update();
IndicatorSignal isig = e.IndSignal;
Print(String.Format("{0}:OnTradeByChartTrader {1} Bip={2}, CurrentBar[0]={3}, DrawingTool.GetCurrentBar={4}, \r\n Bars.GetTime(CurrentBars[0])={5}, Time[BarsInProgress][0]={6}, Time[0][0]={7}",
CurrentBars[BarsInProgress], isig.SignalName, BarsInProgress, CurrentBars[0], DrawingTool.GetCurrentBar(this), Bars.GetTime(CurrentBars[0]), Times[BarsInProgress][0], Times[0][0]));
if (isig.SignalAction != null)
{
if (isig.SignalAction.SignalActionType == SignalActionType.BarToLeft)
{
StopEnBarIndex = StopEnBarIndex < 1? CurrentBars[0] : StopEnBarIndex - 1;
}
else if (isig.SignalAction.SignalActionType == SignalActionType.BarToRight)
{
StopEnBarIndex = StopEnBarIndex > CurrentBars[0]? 1 : StopEnBarIndex + 1;
}
}
UpdateStopEnBar();
UpdateHiLoPrice();
}
// Define what actions to take when the event is raised.
void OnTradeByPctSpd(object sender, IndicatorEventArgs e)
{
IndicatorSignal isig = e.IndSignal;
Print(String.Format("{0}:OnTradeByPctSpd triggerred {1} Bip{2}: PctSpd={3}, MaxBip={4}, MinBip={5}",
CurrentBars[BarsInProgress], isig.SignalName, BarsInProgress, giPctSpd.PlotPctSpd[0], giPctSpd.PctChgMaxBip, giPctSpd.PctChgMinBip));
int q_max = GetTradeQuantity(giPctSpd.PctChgMaxBip, this.MM_ProfitFactorMax);
int q_min = GetTradeQuantity(giPctSpd.PctChgMinBip, this.MM_ProfitFactorMin);
//exit at 9:40 am ct
if (isig.SignalName == giPctSpd.SignalName_ExitForOpen)
{
Print(String.Format("{0}:OnTradeByPctSpd Ex Bip={1}: MaxBip={2}, PosMax={3}, MinBip={4}, PosMin={5}",
CurrentBars[BarsInProgress], BarsInProgress, giPctSpd.PctChgMaxBip, Positions[giPctSpd.PctChgMaxBip], giPctSpd.PctChgMinBip, Positions[giPctSpd.PctChgMinBip]));
OnExitPositions(e);
}
else //entry at 9:02 am ct
{
Print(String.Format("{0}:OnTradeByPctSpd En Bip={1}: PctSpd={2}, MaxBip={3}, MinBip={4}",
CurrentBar, BarsInProgress, giPctSpd.PlotPctSpd[0], giPctSpd.PctChgMaxBip, giPctSpd.PctChgMinBip));
if (isig.TrendDir.TrendDir == TrendDirection.Up)
{
IndicatorProxy.PrintLog(true, IsLiveTrading(), String.Format("{0}:{1} Ln Bip={2}: PctSpd={3}, MaxBipQuant={4}, MinBipQuant={5}",
CurrentBars[BarsInProgress], e.Message, BarsInProgress, giPctSpd.PlotPctSpd[0],
q_max, q_min));
EnterLong(giPctSpd.PctChgMaxBip, q_max, "GIPctSpd");
EnterShort(giPctSpd.PctChgMinBip, q_min, "GIPctSpd");
}
else if (isig.TrendDir.TrendDir == TrendDirection.Down)
{
IndicatorProxy.PrintLog(true, IsLiveTrading(), String.Format("{0}:{1} St Bip={2}: PctSpd={3}, MaxBipQuant={4}, MinBipQuant={5}",
CurrentBars[BarsInProgress], e.Message, BarsInProgress, giPctSpd.PlotPctSpd[0],
q_max, q_min));
EnterShort(giPctSpd.PctChgMaxBip, q_max, "GIPctSpd");
EnterLong(giPctSpd.PctChgMinBip, q_min, "GIPctSpd");
}
}
}
public void AddIndicatorSignal(ref IndicatorSignal isig)
{
if (_indicators == null)
{
_indicators = new Dictionary <string, List <IndicatorSignal> >();
}
if (!_indicators.ContainsKey(isig.IStr))
{
_indicators[isig.IStr] = new List <IndicatorSignal>();
}
foreach (IndicatorSignal i in _indicators[isig.IStr])
{
if (i.Same(isig))
{
isig = i;
return;
}
}
try
{
isig.Indicator = IndicatorSignal.IStrToObj(isig.TI, isig.IStr);
isig.Indicator.Init(_dohlcv);
if (isig.Indicator.GetType() == typeof(WnFTechnicalIndicators.TiESPNfr))
{
((WnFTechnicalIndicators.TiESPNfr)isig.Indicator).GetFrPrices();
}
_indicators[isig.IStr].Add(isig);
}
catch (ArgumentException ex)
{
Console.WriteLine("Exception at WnFChart.AddIndicatorSignal()\r\n" + ex.Message);
}
}
// Define what actions to take when the event is raised.
void OnTradeBySQRSpd(object sender, IndicatorEventArgs e)
{
IndicatorSignal isig = e.IndSignal;
// Print(String.Format("{0}:OnTradeBySQRSpd triggerred {1} Bip={2}: RocHiBip={3}, RocLoBip={4}, RocMidBip={5}",
// CurrentBars[BarsInProgress], isig.SignalName, BarsInProgress, giSQRSpd.RocHighBip, giSQRSpd.RocLowBip, giSQRSpd.RocMidBip));
SignalAction sa = e.IndSignal.SignalAction;
List <PairSpread <int> > ps = null;
if (sa != null)
{
ps = sa.PairSpds;
}
int[] idxs = { ShortBip, MidLongBip, LongBip, MidShortBip }; // {BipSpyLn, BipSpySt, BipQQQLn, BipQQQSt, BipIWMLn, BipIWMSt};
if (e.IndSignal.SignalName != null && HasPositions(idxs, 2))
{
OnExitPositions(e);
}
else if (e.IndSignal.SignalName != null
//&& BarsInProgress == BipIWM
&& giSQRSpd.IsTradingTime(Times[BipIWM][0]))
{
if (ps != null)
{
// foreach(PairSpread<int> p in ps) {
// Print(String.Format("{0}:OnTradeBySQRSpd Bip={1}, Symbol1={2}, Symbol2={3}, SpdType={4}, SpreadValue={5}",
// CurrentBars[BarsInProgress], BarsInProgress,
// p.Symbol1, p.Symbol2, p.SpdType, p.SpreadValue));
// }
OnEntryPositions(e);
}
}
return;
// int q_max = GetTradeQuantity(giPctSpd.PctChgMaxBip, this.MM_ProfitFactorMax);
// int q_min = GetTradeQuantity(giPctSpd.PctChgMinBip, this.MM_ProfitFactorMin);
// //exit at 9:40 am ct
// if(isig.SignalName == giPctSpd.SignalName_ExitForOpen) {
// Print(String.Format("{0}:OnTradeByPctSpd Ex Bip={1}: MaxBip={2}, PosMax={3}, MinBip={4}, PosMin={5}",
// CurrentBars[BarsInProgress], BarsInProgress, giPctSpd.PctChgMaxBip, Positions[giPctSpd.PctChgMaxBip], giPctSpd.PctChgMinBip, Positions[giPctSpd.PctChgMinBip]));
// OnExitPositions(e);
// } else { //entry at 9:02 am ct
// Print(String.Format("{0}:OnTradeByPctSpd En Bip={1}: PctSpd={2}, MaxBip={3}, MinBip={4}",
// CurrentBar, BarsInProgress, giPctSpd.PlotPctSpd[0], giPctSpd.PctChgMaxBip, giPctSpd.PctChgMinBip));
// if(isig.TrendDir.TrendDir == TrendDirection.Up) {
// IndicatorProxy.PrintLog(true, IsLiveTrading(),String.Format("{0}:{1} Ln Bip={2}: PctSpd={3}, MaxBipQuant={4}, MinBipQuant={5}",
// CurrentBars[BarsInProgress], e.Message, BarsInProgress, giPctSpd.PlotPctSpd[0],
// q_max, q_min));
// EnterLong(giPctSpd.PctChgMaxBip, q_max, "GIPctSpd");
// EnterShort(giPctSpd.PctChgMinBip, q_min, "GIPctSpd");
// }
// else if(isig.TrendDir.TrendDir == TrendDirection.Down) {
// IndicatorProxy.PrintLog(true, IsLiveTrading(),String.Format("{0}:{1} St Bip={2}: PctSpd={3}, MaxBipQuant={4}, MinBipQuant={5}",
// CurrentBars[BarsInProgress], e.Message, BarsInProgress, giPctSpd.PlotPctSpd[0],
// q_max, q_min));
// EnterShort(giPctSpd.PctChgMaxBip, q_max, "GIPctSpd");
// EnterLong(giPctSpd.PctChgMinBip, q_min, "GIPctSpd");
// }
// }
}
public Ets2PrefabRoute GetRoute(int entryNode, IndicatorSignal signal)
{
throw new NotImplementedException();
}
public Ets2PrefabRoute GetRoute(int entryNode, IndicatorSignal signal)
{
throw new NotImplementedException();
}
