protected override void Initialize()
{
// Summary
YesterdayKeyLevels = Business.KeyLevels.GetYesterdaysKeyLevels(Account.BrokerName, Symbol.Code);
if (YesterdayKeyLevels != null)
{
YesterdayKeyLevels.CalculateDaily();
// Write Summary
string Summary = Symbol.Code.ToString() + ": Yesterday's (" + YesterdayKeyLevels.Date.ToShortDateString() + ") Open: " + YesterdayKeyLevels.Open.ToString() + ", Close: " + YesterdayKeyLevels.Close.ToString() + ", High: " + YesterdayKeyLevels.High.ToString() + ", Low: " + YesterdayKeyLevels.Low.ToString();
ChartObjects.DrawText("Previous", Summary, StaticPosition.BottomRight, Colors.Red);
// Calculate ATR
var ATRSeries = MarketData.GetSeries(TimeFrame.Daily);
AverageTrueRange ATR = Indicators.AverageTrueRange(ATRSeries, 5, MovingAverageType.Simple);
ChartObjects.DrawText("ATR", "ATR: " + ATR.Result.LastValue.ToString("0.##") + ", 15% ATR: " + (ATR.Result.LastValue * 0.15).ToString("0.##") + ",30% ATR: " + (ATR.Result.LastValue * 0.3).ToString("0.##") + "", StaticPosition.TopRight, Colors.Red);
// DAILY
// ChartObjects.DrawHorizontalLine("DailyHigh", YesterdayKeyLevels.High, Colors.Green, 1, LineStyle.LinesDots);
// ChartObjects.DrawHorizontalLine("DailyLow", YesterdayKeyLevels.Low, Colors.Green, 1, LineStyle.LinesDots);
// ChartObjects.DrawHorizontalLine("DailyCLose", YesterdayKeyLevels.Close, Colors.Green, 1, LineStyle.LinesDots);
// Daily Levels
P = ((YesterdayKeyLevels.High + YesterdayKeyLevels.Low + YesterdayKeyLevels.Close) / 3);
R1 = ((2 * P) - YesterdayKeyLevels.Low);
R2 = (P + YesterdayKeyLevels.High - YesterdayKeyLevels.Low);
R3 = (YesterdayKeyLevels.High + 2 * (P - YesterdayKeyLevels.Low));
S1 = ((2 * P) - YesterdayKeyLevels.High);
S2 = (P - YesterdayKeyLevels.High + YesterdayKeyLevels.Low);
S3 = YesterdayKeyLevels.Low - 2 * (YesterdayKeyLevels.High - P);
CBOL = ((YesterdayKeyLevels.High - YesterdayKeyLevels.Low) * 1.1 / 2 + YesterdayKeyLevels.Close);
CBOS = YesterdayKeyLevels.Close - (YesterdayKeyLevels.High - YesterdayKeyLevels.Low) * 1.1 / 2;
//WP = ((WeeklyHigh + WeeklyLow + WeeklyClose) / 3);
//MP = ((MonthlyHigh + MonthlyLow + MonthlyClose) / 3);
// WEEKLY
// ChartObjects.DrawHorizontalLine("WeeklyHigh", WeeklyHigh, Colors.Green, 1, LineStyle.Lines);
//ChartObjects.DrawHorizontalLine("WeeklyLow", WeeklyLow, Colors.Red, 1, LineStyle.Lines);
// ChartObjects.DrawHorizontalLine("WeeklyClose", WeeklyClose, Colors.DeepSkyBlue, 1, LineStyle.LinesDots);
// MONTHLY
//ChartObjects.DrawHorizontalLine("MonthlyHigh", MonthlyHigh, Colors.Green, 3, LineStyle.Lines);
//ChartObjects.DrawHorizontalLine("MonthlyLow", MonthlyLow, Colors.Red, 3, LineStyle.Lines);
// ChartObjects.DrawHorizontalLine("MonthlyClose", MonthlyClose, Colors.DarkGray, 1, LineStyle.LinesDots);
}
}