public override void ApplyTo(StockSerie stockSerie)
{
// Calculate Bands
int period = (int)this.parameters[0];
FloatSerie ema = stockSerie.GetIndicator("EMA(" + period + ")").Series[0];
FloatSerie atr = stockSerie.GetIndicator("ATR(" + period + ")").Series[0];
float upCoef = (float)this.parameters[1];
float downCoef = (float)this.parameters[2];
FloatSerie upperKeltnerBand = ema + atr * upCoef;
this.series[0] = upperKeltnerBand;
this.Series[0].Name = this.SerieNames[0];
FloatSerie lowerKeltnerBand = ema + atr * downCoef;
this.series[1] = lowerKeltnerBand;
this.Series[1].Name = this.SerieNames[1];
// Detecting events
this.CreateEventSeries(stockSerie.Count);
FloatSerie closeSerie = stockSerie.GetSerie(StockDataType.CLOSE);
FloatSerie lowSerie = stockSerie.GetSerie(StockDataType.LOW);
FloatSerie highSerie = stockSerie.GetSerie(StockDataType.HIGH);
for (int i = 1; i < upperKeltnerBand.Count; i++)
{
this.eventSeries[0][i] = closeSerie[i] > upperKeltnerBand[i];
this.eventSeries[1][i] = closeSerie[i] < lowerKeltnerBand[i];
this.eventSeries[2][i] = closeSerie[i] >= lowerKeltnerBand[i] && closeSerie[i] <= upperKeltnerBand[i];
}
}
public StockAlertDef(StockSerie.StockBarDuration barDuration, string indicatorType, string indicatorName, string eventName)
{
this.BarDuration = barDuration;
this.IndicatorType = indicatorType;
this.IndicatorName = indicatorName;
this.EventName = eventName;
}
public override void ApplyTo(StockSerie stockSerie)
{
// Calculate Bands
int period = (int)this.parameters[0];
FloatSerie ema = stockSerie.GetIndicator("EMA(" + period + ")").Series[0];
FloatSerie highEma = stockSerie.GetSerie(StockDataType.HIGH).CalculateEMA(period);
FloatSerie lowEma = stockSerie.GetSerie(StockDataType.LOW).CalculateEMA(period);
FloatSerie diff = highEma - lowEma;
FloatSerie atr = stockSerie.GetIndicator("ATR(" + period + ")").Series[0];
float upCoef = (float)this.parameters[1];
float downCoef = (float)this.parameters[2];
FloatSerie upperMYBAND = ema + diff * upCoef;
this.series[0] = upperMYBAND;
this.Series[0].Name = this.SerieNames[0];
FloatSerie lowerMYBAND = ema + diff * downCoef;
this.series[1] = lowerMYBAND;
this.Series[1].Name = this.SerieNames[1];
this.series[2] = ema;
// Detecting events
this.CreateEventSeries(stockSerie.Count);
FloatSerie closeSerie = stockSerie.GetSerie(StockDataType.CLOSE);
FloatSerie lowSerie = stockSerie.GetSerie(StockDataType.LOW);
FloatSerie highSerie = stockSerie.GetSerie(StockDataType.HIGH);
bool waitingForBearSignal = false;
bool waitingForBullSignal = false;
for (int i = 1; i < upperMYBAND.Count; i++)
{
if (waitingForBearSignal && highSerie[i - 1] >= highSerie[i] && closeSerie[i - 1] >= closeSerie[i])
{
// BearishSignal
this.eventSeries[3][i] = true;
waitingForBearSignal = false;
}
if (highSerie[i] >= upperMYBAND[i])
{
waitingForBearSignal = true;
this.eventSeries[0][i] = true;
}
if (waitingForBullSignal && lowSerie[i - 1] <= lowSerie[i] && closeSerie[i - 1] <= closeSerie[i])
{
// BullishSignal
this.eventSeries[2][i] = true;
waitingForBullSignal = false;
}
if (lowSerie[i] <= lowerMYBAND[i])
{
waitingForBullSignal = true;
this.eventSeries[1][i] = lowSerie[i] <= lowerMYBAND[i];
}
}
}
public override void ApplyTo(StockSerie stockSerie)
{
FloatSerie longStopSerie;
FloatSerie shortStopSerie;
FloatSerie highSerie = stockSerie.GetSerie(StockDataType.HIGH);
FloatSerie lowSerie = stockSerie.GetSerie(StockDataType.LOW);
float indicatorMax = (float)this.Parameters[2];
float indicatorCenter = (float)this.Parameters[3];
float indicatorWeight = (float)this.Parameters[4];
stockSerie.CalculateVarTrailStop((int)this.Parameters[0], ((string)this.Parameters[1]).Replace('_', ','), indicatorMax, indicatorCenter, indicatorWeight, out longStopSerie, out shortStopSerie);
this.Series[0] = longStopSerie;
this.Series[1] = shortStopSerie;
// Detecting events
this.CreateEventSeries(stockSerie.Count);
for (int i = (int)this.Parameters[0]; i < stockSerie.Count; i++)
{
this.Events[0][i] = !float.IsNaN(longStopSerie[i]);
this.Events[1][i] = !float.IsNaN(shortStopSerie[i]);
this.Events[2][i] = float.IsNaN(longStopSerie[i - 1]) && !float.IsNaN(longStopSerie[i]);
this.Events[3][i] = float.IsNaN(shortStopSerie[i - 1]) && !float.IsNaN(shortStopSerie[i]);
this.Events[4][i] = !float.IsNaN(longStopSerie[i - 1]) && !float.IsNaN(longStopSerie[i]) && longStopSerie[i - 1] < longStopSerie[i];
this.Events[5][i] = !float.IsNaN(shortStopSerie[i - 1]) && !float.IsNaN(shortStopSerie[i]) && shortStopSerie[i - 1] > shortStopSerie[i];
this.Events[6][i] = !float.IsNaN(longStopSerie[i]) && !float.IsNaN(longStopSerie[i - 1]) && lowSerie[i] > longStopSerie[i] && lowSerie[i - 1] <= longStopSerie[i - 1];
this.Events[7][i] = !float.IsNaN(shortStopSerie[i]) && !float.IsNaN(shortStopSerie[i - 1]) && highSerie[i] < shortStopSerie[i] && highSerie[i - 1] >= shortStopSerie[i - 1];
}
}
public override void ApplyTo(StockSerie stockSerie)
{
int period = (int)this.parameters[0];
IStockIndicator momentum = stockSerie.GetIndicator("MOMENTUM(" + period + ",1,10)");
FloatSerie momentumSerie = momentum.Series[0];
FloatSerie atrSerie = stockSerie.GetSerie(StockDataType.ATR);
FloatSerie distSerie = momentumSerie.Div(atrSerie.Cumul(period));
//cciSerie = cciSerie.CalculateSigmoid(100f, 0.02f).CalculateEMA((int)Math.Sqrt();
//FloatSerie closeSerie = stockSerie.GetSerie(StockDataType.CLOSE);
//for (int i = 10; i < cciSerie.Count; i++)
//{
// if (cciSerie[i] > overbought && cciSerie[i] <= cciSerie[i - 1] && closeSerie[i] >= closeSerie[i-1])
// {
// cciSerie[i] = cciSerie[i - 1] + (100 - cciSerie[i - 1]) / 4f;
// }
// else if (cciSerie[i] < oversold && cciSerie[i] >= cciSerie[i - 1] && closeSerie[i] <= closeSerie[i-1])
// {
// cciSerie[i] = cciSerie[i - 1] *0.75f;
// }
//}
this.series[0] = distSerie;
this.series[0].Name = this.Name;
}
public override void Initialise(StockSerie stockSerie, StockOrder lastBuyOrder, bool supportShortSelling)
{
base.Initialise(stockSerie, lastBuyOrder, supportShortSelling);
this.oscSerie = null;
this.trailStop = StockTrailStopManager.CreateTrailStop("TRAILHL(3)");
this.trailStop.ApplyTo(stockSerie);
}
public StockStrategyScannerDlg(StockDictionary stockDictionary, StockSerie.Groups stockGroup, StockSerie.StockBarDuration barDuration, string strategyName)
{
InitializeComponent();
this.stockDictionary = stockDictionary;
this.barDuration = barDuration;
// Initialise group combo box
groupComboBox.Items.AddRange(this.stockDictionary.GetValidGroupNames().ToArray());
groupComboBox.SelectedItem = stockGroup.ToString();
groupComboBox.SelectedValueChanged += new EventHandler(groupComboBox_SelectedValueChanged);
// Initialise Strategy Combo box
this.strategyComboBox.Items.Clear();
List<string> strategyList = StrategyManager.GetStrategyList();
foreach (string name in strategyList)
{
this.strategyComboBox.Items.Add(name);
}
this.strategyComboBox.SelectedItem = strategyName;
this.strategyComboBox.SelectedValueChanged += new EventHandler(strategyComboBox_SelectedValueChanged);
periodComboBox.SelectedIndex = 0;
OnBarDurationChanged(barDuration);
}
public override void ApplyTo(StockSerie stockSerie)
{
FloatSerie longStopSerie;
FloatSerie shortStopSerie;
FloatSerie lowSerie = stockSerie.GetSerie(StockDataType.LOW);
FloatSerie HighSerie = stockSerie.GetSerie(StockDataType.HIGH);
IStockIndicator bbIndicator = stockSerie.GetIndicator(this.Name.Replace("TRAIL", ""));
stockSerie.CalculateBBTrailStop(bbIndicator.Series[1], bbIndicator.Series[0], out longStopSerie, out shortStopSerie);
this.Series[0] = longStopSerie;
this.Series[1] = shortStopSerie;
// Detecting events
this.CreateEventSeries(stockSerie.Count);
for (int i = 5; i < stockSerie.Count; i++)
{
bool upTrend;
this.Events[0][i] = upTrend = float.IsNaN(shortStopSerie[i]);
this.Events[1][i] = !upTrend;
this.Events[2][i] = upTrend && !this.Events[0][i - 1];
this.Events[3][i] = !upTrend && !this.Events[1][i - 1];
this.Events[4][i] = upTrend && this.Events[0][i - 1] && lowSerie[i - 1] <= longStopSerie[i - 1] && lowSerie[i] > longStopSerie[i];
this.Events[5][i] = !upTrend && this.Events[1][i - 1] && HighSerie[i - 1] >= shortStopSerie[i - 1] && HighSerie[i] < shortStopSerie[i]; ;
}
}
public override void ApplyTo(StockSerie stockSerie)
{
FloatSerie longStopSerie;
FloatSerie shortStopSerie;
FloatSerie highSerie = stockSerie.GetSerie(StockDataType.HIGH);
FloatSerie lowSerie = stockSerie.GetSerie(StockDataType.LOW);
stockSerie.CalculateHLAVGTrailStop((int)this.Parameters[0], (int)this.Parameters[1], out longStopSerie, out shortStopSerie);
this.Series[0] = longStopSerie;
this.Series[1] = shortStopSerie;
// Detecting events
this.CreateEventSeries(stockSerie.Count);
for (int i = 5; i < stockSerie.Count; i++)
{
this.Events[0][i] = !float.IsNaN(longStopSerie[i]);
this.Events[1][i] = !float.IsNaN(shortStopSerie[i]);
this.Events[2][i] = float.IsNaN(longStopSerie[i - 1]) && !float.IsNaN(longStopSerie[i]);
this.Events[3][i] = float.IsNaN(shortStopSerie[i - 1]) && !float.IsNaN(shortStopSerie[i]);
this.Events[4][i] = !float.IsNaN(longStopSerie[i - 1]) && !float.IsNaN(longStopSerie[i]) && longStopSerie[i - 1] < longStopSerie[i];
this.Events[5][i] = !float.IsNaN(shortStopSerie[i - 1]) && !float.IsNaN(shortStopSerie[i]) && shortStopSerie[i - 1] > shortStopSerie[i];
this.Events[6][i] = !float.IsNaN(longStopSerie[i]) && !float.IsNaN(longStopSerie[i - 1]) && lowSerie[i] > longStopSerie[i] && lowSerie[i - 1] <= longStopSerie[i - 1];
this.Events[7][i] = !float.IsNaN(shortStopSerie[i]) && !float.IsNaN(shortStopSerie[i - 1]) && highSerie[i] < shortStopSerie[i] && highSerie[i - 1] >= shortStopSerie[i - 1];
}
}
public override void ApplyTo(StockSerie stockSerie)
{
FloatSerie lowEMASerie = stockSerie.GetIndicator(this.SerieNames[0]).Series[0];
FloatSerie highEMASerie = stockSerie.GetIndicator(this.SerieNames[1]).Series[0];
FloatSerie closeSerie = stockSerie.GetSerie(StockDataType.CLOSE);
FloatSerie highSerie = stockSerie.GetSerie(StockDataType.HIGH);
FloatSerie lowSerie = stockSerie.GetSerie(StockDataType.LOW);
this.Series[0] = lowEMASerie;
this.Series[1] = highEMASerie;
// Detecting events
this.CreateEventSeries(stockSerie.Count);
for (int i = (int)this.parameters[0]; i < stockSerie.Count; i++)
{
if (lowSerie[i] > highEMASerie[i])
{
this.Events[0][i] = true;
if (!this.Events[0][i-1])
this.Events[2][i] = true;
}
else if (highSerie[i] < lowEMASerie[i])
{
this.Events[1][i] = true;
if (!this.Events[1][i - 1])
this.Events[3][i] = true;
}
else
{
this.Events[4][i] = true;
}
}
}
public override void ApplyTo(StockSerie stockSerie)
{
FloatSerie closeSerie = stockSerie.GetSerie(StockDataType.CLOSE);
FloatSerie highSerie = stockSerie.GetSerie(StockDataType.HIGH);
FloatSerie lowSerie = stockSerie.GetSerie(StockDataType.LOW);
int fastPeriod = (int)this.parameters[0];
int slowPeriod = (int)this.parameters[1];
FloatSerie maSerie = closeSerie.CalculateKEMA(fastPeriod, slowPeriod);
this.series[0] = maSerie;
this.series[0].Name = this.Name;
// Detecting events
this.CreateEventSeries(stockSerie.Count);
for (int i = 2; i < maSerie.Count; i++)
{
this.eventSeries[0][i] = (maSerie[i - 2] > maSerie[i - 1] && maSerie[i - 1] < maSerie[i]);
this.eventSeries[1][i] = (maSerie[i - 2] < maSerie[i - 1] && maSerie[i - 1] > maSerie[i]);
this.eventSeries[2][i] = closeSerie[i-1] < maSerie[i-1] && closeSerie[i] > maSerie[i];
this.eventSeries[3][i] = closeSerie[i-1] > maSerie[i-1] && closeSerie[i] < maSerie[i];
this.eventSeries[4][i] = lowSerie[i] > maSerie[i] && lowSerie[i - 1] < maSerie[i - 1];
this.eventSeries[5][i] = highSerie[i] < maSerie[i] && highSerie[i - 1] > maSerie[i - 1];
this.eventSeries[6][i] = lowSerie[i] > maSerie[i] && closeSerie[i - 1] < closeSerie[i];
this.eventSeries[7][i] = highSerie[i] < maSerie[i] && closeSerie[i - 1] > closeSerie[i];
}
}
public void AddStock(int index, StockSerie stockSerie)
{
StockDailyValue dailyValue = stockSerie.ValueArray[index];
StockDailyValue futureValue = null;
float dailyVariationClose = 0.0f;
float dailyVariationLow = 0.0f;
float dailyVariationHigh = 0.0f;
for (int i = 0; i < NB_VALUES; i++)
{
futureValue = stockSerie.Values.ElementAt(index + i + 1);
dailyVariationClose = (futureValue.CLOSE - dailyValue.CLOSE) / dailyValue.CLOSE;
dailyVariationLow = (futureValue.LOW - dailyValue.CLOSE) / dailyValue.CLOSE;
dailyVariationHigh = (futureValue.HIGH - dailyValue.CLOSE) / dailyValue.CLOSE;
variationClose[i] += dailyVariationClose;
variationLow[i] += dailyVariationLow;
variationHigh[i] += dailyVariationHigh;
minVariationClose = Math.Min(minVariationClose, dailyVariationClose);
minVariationLow = Math.Min(minVariationLow, dailyVariationLow);
minVariationHigh = Math.Min(minVariationHigh, dailyVariationHigh);
maxVariationClose = Math.Max(minVariationClose, dailyVariationClose);
maxVariationLow = Math.Max(minVariationLow, dailyVariationLow);
maxVariationHigh = Math.Max(minVariationHigh, dailyVariationHigh);
}
nbVariationValue++;
}
public override bool LoadData(string rootFolder, StockSerie stockSerie)
{
string[] row = stockSerie.StockName.Split('/');
string serieName = row[0] + "/" + row[1];
if (!StockDictionary.StockDictionarySingleton.ContainsKey(row[0]))
{
throw new Exception("Stock " + row[0] + " Not found, cannot calculate ratio");
}
StockSerie s1 = StockDictionary.StockDictionarySingleton[row[0]];
if (!StockDictionary.StockDictionarySingleton.ContainsKey(row[1]))
{
throw new Exception("Stock " + row[1] + " Not found, cannot calculate ratio");
}
StockSerie s2 = StockDictionary.StockDictionarySingleton[row[1]];
// Generate ratio serie
StockSerie s3 = s1.GenerateRelativeStrenthStockSerie(s2);
// Copy Into current serie
stockSerie.IsInitialised = false;
foreach (var pair in s3)
{
stockSerie.Add(pair.Key, pair.Value);
}
return true;
}
public override void ApplyTo(StockSerie stockSerie)
{
FloatSerie fastSerie = stockSerie.GetIndicator(this.SerieNames[0]).Series[0].ShiftForward((int)this.parameters[3]);
FloatSerie mediumSerie = stockSerie.GetIndicator(this.SerieNames[1]).Series[0].ShiftForward((int)this.parameters[4]);
FloatSerie slowSerie = stockSerie.GetIndicator(this.SerieNames[2]).Series[0].ShiftForward((int)this.parameters[5]);
this.Series[0] = fastSerie;
this.Series[1] = mediumSerie;
this.Series[2] = slowSerie;
// Detecting events
this.CreateEventSeries(stockSerie.Count);
for (int i = 2; i < stockSerie.Count; i++)
{
if (fastSerie[i] > mediumSerie[i] && mediumSerie[i] > slowSerie[i])
{
this.Events[0][i] = true;
}
else if (fastSerie[i] < mediumSerie[i] && mediumSerie[i] < slowSerie[i])
{
this.Events[1][i] = true;
}
}
}
public void Initialise(StockSerie serie)
{
this.stockSerie = serie;
this.lowSerie = stockSerie.GetSerie(StockDataType.LOW);
this.highSerie = stockSerie.GetSerie(StockDataType.HIGH);
this.closeSerie = stockSerie.GetSerie(StockDataType.CLOSE);
}
public override void ApplyTo(StockSerie stockSerie)
{
FloatSerie emaSerie = stockSerie.GetSerie(StockDataType.CLOSE).CalculateEMA((int)this.Parameters[0]);
FloatSerie indexSerie = new FloatSerie(stockSerie.Count);
for (int i = 1; i < stockSerie.Count; i++)
{
int count = 0;
for (int j = i - 1; j >= 0; j--)
{
if (emaSerie[i] > emaSerie[j])
{
count++;
}
else
{
break;
}
}
indexSerie[i] = count;
}
this.series[0] = indexSerie;
this.Series[0].Name = this.Name;
}
public override bool DownloadIntradayData(string rootFolder, StockSerie stockSerie)
{
if (System.Net.NetworkInformation.NetworkInterface.GetIsNetworkAvailable())
{
NotifyProgress("Downloading intraday for " + stockSerie.StockName);
string fileName = rootFolder + INTRADAY_FOLDER + "\\" + stockSerie.ShortName.Replace(':', '_') + "_" + stockSerie.StockName + "_" + stockSerie.StockGroup.ToString() + ".txt";
if (File.Exists(fileName))
{
if (File.GetLastWriteTime(fileName) > DateTime.Now.AddMinutes(-2))
return false;
}
using (WebClient wc = new WebClient())
{
wc.Proxy.Credentials = CredentialCache.DefaultCredentials;
string url;
string isin = stockSerie.ISIN;
string market = "CBFR";
url = "http://www5.warrants.commerzbank.com/services/RetailMobile.svc/v1_0_3/charthistory?isin={isin}&mkt={market}&property=Bid&period=5&dayshistory=10&includebarprice=5";
url = url.Replace("{isin}", isin);
url = url.Replace("{market}", market);
wc.DownloadFile(url, fileName);
stockSerie.IsInitialised = false;
}
}
return true;
}
public CommentReportDlg(StockDictionary stockDictionary, GraphCloseControl graphCloseControl, StockSerie.Groups group)
{
InitializeComponent();
this.stockDictionary = stockDictionary;
this.graphCloseControl = graphCloseControl;
this.stockGroup = group;
}
public override void Initialise(StockSerie stockSerie, StockOrder lastBuyOrder, bool supportShortSelling)
{
base.Initialise(stockSerie, lastBuyOrder, supportShortSelling);
this.SRTrailStop = stockSerie.GetTrailStop(trailName);
this.adxDecorator = stockSerie.GetDecorator("DIV(1)", ((IStockIndicator)TriggerIndicator).Name);
}
public override bool LoadData(string rootFolder, StockSerie stockSerie)
{
bool res = false;
string fileName = rootFolder + HARPEX_FILENAME;
res = this.ParseHarpex(stockSerie, fileName);
return res;
}
public static IStockStrategy CreateStrategy(string name, StockSerie stockSerie, StockOrder lastBuyOrder, bool supportShortSelling)
{
IStockStrategy strategy = null;
try
{
if (name.StartsWith("@"))
return CreateFilteredStrategy(name, stockSerie, lastBuyOrder, supportShortSelling);
if (strategyList == null)
{
GetStrategyList();
}
if (strategyList.Contains(name))
{
StrategyManager sm = new StrategyManager();
strategy =
(IStockStrategy)
sm.GetType().Assembly.CreateInstance("StockAnalyzer.StockStrategyClasses." + name);
strategy.Initialise(stockSerie, lastBuyOrder, supportShortSelling);
}
}
catch (Exception ex)
{
throw new StockAnalyzerException("Failed to create strategy " + name, ex);
}
return strategy;
}
public static IStockViewableSeries CreateInitialisedFrom(IStockViewableSeries aViewableSerie, StockSerie stockSerie)
{
if (!stockSerie.Initialise()) return null;
IStockViewableSeries viewableSerie = null;
switch (aViewableSerie.Type)
{
case ViewableItemType.Indicator:
viewableSerie = stockSerie.GetIndicator(aViewableSerie.Name);
break;
case ViewableItemType.Decorator:
viewableSerie = stockSerie.GetDecorator(aViewableSerie.Name, ((IStockDecorator)aViewableSerie).DecoratedItem);
break;
case ViewableItemType.PaintBar:
viewableSerie = stockSerie.GetPaintBar(aViewableSerie.Name);
break;
case ViewableItemType.TrailStop:
viewableSerie = stockSerie.GetTrailStop(aViewableSerie.Name);
break;
case ViewableItemType.Trail:
viewableSerie = stockSerie.GetTrail(aViewableSerie.Name, ((IStockTrail)aViewableSerie).TrailedItem);
break;
default:
break;
}
return viewableSerie;
}
public override void ApplyTo(StockSerie stockSerie)
{
this.CreateEventSeries(stockSerie.Count);
FloatSerie closeSerie = stockSerie.GetSerie(StockDataType.CLOSE).CalculateEMA((int)this.parameters[1]);
FloatSerie highSerie = stockSerie.GetSerie(StockDataType.HIGH);
FloatSerie lowSerie = stockSerie.GetSerie(StockDataType.LOW);
FloatSerie hlSerie= new FloatSerie(stockSerie.Count, this.SerieNames[0]);
this.Series[0] = hlSerie;
int period = (int)this.parameters[0];
float min, max;
for (int i = 0; i < period; i++)
{
min = lowSerie.GetMin(0, i);
max = highSerie.GetMax(0, i);
hlSerie[i] = (min + max)/2f;
}
for (int i = period; i < stockSerie.Count; i++)
{
min = lowSerie.GetMin(i-period, i);
max = highSerie.GetMax(i - period, i);
hlSerie[i] = (min + max)/2f;
}
// Detecting events
this.CreateEventSeries(stockSerie.Count);
for (int i = 2; i < hlSerie.Count; i++)
{
this.eventSeries[0][i] = (hlSerie[i - 2] > hlSerie[i - 1] && hlSerie[i - 1] < hlSerie[i]);
this.eventSeries[1][i] = (hlSerie[i - 2] < hlSerie[i - 1] && hlSerie[i - 1] > hlSerie[i]);
this.eventSeries[2][i] = closeSerie[i - 1] < hlSerie[i - 1] && closeSerie[i] > hlSerie[i];
this.eventSeries[3][i] = closeSerie[i - 1] > hlSerie[i - 1] && closeSerie[i] < hlSerie[i];
this.eventSeries[4][i] = lowSerie[i] > hlSerie[i] && lowSerie[i - 1] < hlSerie[i - 1];
this.eventSeries[5][i] = highSerie[i] < hlSerie[i] && highSerie[i - 1] > hlSerie[i - 1];
this.eventSeries[6][i] = lowSerie[i] > hlSerie[i] && closeSerie[i - 1] < closeSerie[i];
this.eventSeries[7][i] = highSerie[i] < hlSerie[i] && closeSerie[i - 1] > closeSerie[i];
if (this.eventSeries[8][i - 1])
{
// Check if BullRun Persists
this.eventSeries[8][i] = !this.eventSeries[5][i];
}
else
{
// Check if BullRun Starts
this.eventSeries[8][i] = this.eventSeries[4][i];
}
if (this.eventSeries[9][i - 1])
{
// Check if BearRun Persists
this.eventSeries[9][i] = !this.eventSeries[4][i];
}
else
{
// Check if BearRun Starts
this.eventSeries[9][i] = this.eventSeries[5][i];
}
}
}
public override void ApplyTo(StockSerie stockSerie)
{
FloatSerie indicatorSerie = stockSerie.GetIndicator(this.parameters[0].ToString()).Series[0];
FloatSerie speedSerie = indicatorSerie - indicatorSerie.CalculateEMA((int) this.parameters[1]);
this.series[0] = speedSerie;
this.Series[0].Name = this.Name;
}
public StockFinancialForm(StockSerie stockSerie)
{
InitializeComponent();
this.Text = "Financials for " + stockSerie.ShortName + " - " + stockSerie.StockName;
stockSerie.Financial.CalculateRatios();
this.stockFinancialUserControl1.DataContext = stockSerie.Financial;
}
public override bool LoadData(string rootFolder, StockSerie stockSerie)
{
StockPortofolio portfolio = StockPortofolioList.Instance.FirstOrDefault(p => p.Name == stockSerie.StockName);
if (portfolio == null) return false;
portfolio.ToSerie(stockSerie);
return true;
}
public override bool DownloadDailyData(string rootFolder, StockSerie stockSerie)
{
string url = @"http://www.gurufocus.com/ownership/%TICKER";
url = url.Replace("%TICKER", stockSerie.ShortName);
ShortInterestSerie siSerie = StockDictionary.StockDictionarySingleton.ShortInterestDictionary[stockSerie.StockName];
siSerie.Initialise();
if (siSerie.Count > 0 && siSerie.Keys.Last() > (DateTime.Today.AddDays(15))) return false;
if (File.GetLastWriteTime(Settings.Default.RootFolder + SHORTINTEREST_FOLDER + stockSerie.ShortName + "_SI.html").Date != DateTime.Today)
{
StockWebHelper swh = new StockWebHelper();
if (swh.DownloadFile(Settings.Default.RootFolder + SHORTINTEREST_FOLDER, stockSerie.ShortName + "_SI.html", url))
{
string html = string.Empty;
using (
StreamReader rw =
new StreamReader(Settings.Default.RootFolder + SHORTINTEREST_FOLDER + stockSerie.ShortName +
"_SI.html"))
{
html = rw.ReadToEnd();
html = html.Remove(0, html.IndexOf("<th>Short Interest</th>"));
html = html.Remove(0, html.IndexOf("<tr><td>"));
html = html.Remove(html.IndexOf("</tbody>"));
html = html.Replace("</td></tr><tr><td>", Environment.NewLine);
html = html.Replace("</td><td>", ";");
html = html.Replace("<tr><td>", "");
html = html.Replace("</td></tr>", "");
}
using (Stream stringStream = new MemoryStream(Encoding.UTF8.GetBytes(html.Trim())))
{
using (StreamReader rw = new StreamReader(stringStream))
{
while (!rw.EndOfStream)
{
string[] fields = rw.ReadLine().Split(';');
ShortInterestValue siValue = new ShortInterestValue(DateTime.Parse(fields[0], usCulture),
float.Parse(fields[1], usCulture), 0f, 0f);
if (!siSerie.ContainsKey(siValue.Date))
{
siSerie.Add(siValue.Date, siValue);
}
}
}
}
siSerie.SaveToFile();
}
}
return false;
}
public HorseRaceDlg(string group, StockSerie.StockBarDuration barDuration)
{
InitializeComponent();
(this.elementHost1.Child as HorseRaceControl).ViewModel.BarDuration = barDuration;
(this.elementHost1.Child as HorseRaceControl).ViewModel.Group = group;
(this.elementHost1.Child as HorseRaceControl).SelectedStockChanged += StockAnalyzerForm.MainFrame.OnSelectedStockChanged;
StockAnalyzerForm.MainFrame.NotifyBarDurationChanged += MainFrame_NotifyBarDurationChanged;
}
public override bool LoadData(string rootFolder, StockSerie stockSerie)
{
// Read archive first
string fileName = stockSerie.ShortName + "_" + stockSerie.StockName + "_" + stockSerie.StockGroup.ToString() + ".csv";
string fullFileName = rootFolder + ARCHIVE_FOLDER + "\\" + fileName;
bool res = ParseCSVFile(stockSerie, fullFileName);
fullFileName = rootFolder + FOLDER + "\\" + fileName;
return ParseCSVFile(stockSerie, fullFileName) || res;
}
public override void ApplyTo(StockSerie stockSerie)
{
IStockTrail stockTrail = stockSerie.GetTrail(this.parameters[0].ToString().Replace('_', ','),
this.parameters[1].ToString().Replace('_', ','));
int i = 0;
foreach (BoolSerie boolSerie in stockTrail.Events)
{
this.Events[i++] = boolSerie;
}
}