public static string GetTickListNamePrefix(TickSize tickSize)
{
switch (tickSize)
{
case TickSize.Raw:
return("tick:");
break;
case TickSize.OneMinute:
return("tick1m:");
break;
case TickSize.TenMinute:
return("tick10m:");
break;
case TickSize.OneHour:
return("tick1h:");
break;
default:
throw new ArgumentOutOfRangeException("tickSize", tickSize, null);
}
}
public static int GetClearWhenSize(TickSize tickSize)
{
switch (tickSize)
{
case TickSize.Raw:
return(CLEAR_HISTORY_WHEN_SIZE_RawTick);
break;
case TickSize.OneMinute:
return(CLEAR_HISTORY_WHEN_SIZE_1mTick);
break;
case TickSize.TenMinute:
return(CLEAR_HISTORY_WHEN_SIZE_10mTick);
break;
case TickSize.OneHour:
return(CLEAR_HISTORY_WHEN_SIZE_1hTick);
break;
default:
throw new ArgumentOutOfRangeException("tickSize", tickSize, null);
}
}
private void DC_PropertyChanged(object sender, PropertyChangedEventArgs e)
{
Task.Run(() =>
{
var DC = sender as ViewModel;
switch (e.PropertyName)
{
case "BaseFontSize": BaseFontSize = DC.BaseFontSize; break;
case "FontBrush": FontBrush = DC.FontBrush; break;
case "TickSize":
{
TickSize = DC.TickSize;
TickPriceFormat = TickSize.ToString().Replace('1', '0').Replace(',', '.');
Digits = TickPriceFormat.ToCharArray().Length - 2;
}
break;
case "NewCandles":
{
if (DC.NewCandles != null && DC.NewCandles.Count > 0)
{
CandlesModule.NewCandles(DC.NewCandles);
}
}
break;
}
});
}
public void SetTickSize(TickSize size)
{
TickSize = size;
for (int i = 0; i < Children.Count; i++)
{
var pointer = Children[i];
var angle = Math.PI * 2 / 3 * i;
pointer.Rotation = 360 / 3 * i + 90;
pointer.Position = new Vector2((float)Math.Cos(angle), (float)Math.Sin(angle)) * (float)size.Size() * 1.3f;
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"The Value Area is the price range where 70% of yesterdays volume traded. See Larry Levin www.secretsoftraders.com/ for more info";
Name = "CalculateValueArea";
Calculate = Calculate.OnBarClose;
IsOverlay = true;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = true;
PaintPriceMarkers = true;
ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
//Disable this property if your indicator requires custom values that cumulate with each new market data event.
//See Help Guide for additional information.
IsSuspendedWhileInactive = true;
InclWeekendVol = false;
ProfileType = @"VWTPO";
PctOfVolumeInVA = 0.7;
OpenHour = 8;
OpenMinute = 30;
SessionLengthInHours = 6.75;
AddPlot(new Stroke(Brushes.Yellow, 1), PlotStyle.Dot, "VAt");
AddPlot(new Stroke(Brushes.Pink, 1), PlotStyle.Dot, "VAb");
AddPlot(new Stroke(Brushes.Green, 1), PlotStyle.Line, "POC");
}
else if (State == State.DataLoaded)
{
if (TickSize.ToString().Length <= 2)
{
FormatString = "0";
}
if (TickSize.ToString().Length == 3)
{
FormatString = "0.0";
}
if (TickSize.ToString().Length == 4)
{
FormatString = "0.00";
}
if (TickSize.ToString().Length == 5)
{
FormatString = "0.000";
}
if (TickSize.ToString().Length == 6)
{
FormatString = "0.0000";
}
}
}
/// <summary>
/// Gets the hash code
/// </summary>
/// <returns>Hash code</returns>
public override int GetHashCode()
{
unchecked // Overflow is fine, just wrap
{
var hashCode = 41;
// Suitable nullity checks etc, of course :)
hashCode = hashCode * 59 + QuoteCurrency.GetHashCode();
hashCode = hashCode * 59 + Kind.GetHashCode();
if (TickSize != null)
{
hashCode = hashCode * 59 + TickSize.GetHashCode();
}
if (ContractSize != null)
{
hashCode = hashCode * 59 + ContractSize.GetHashCode();
}
if (IsActive != null)
{
hashCode = hashCode * 59 + IsActive.GetHashCode();
}
hashCode = hashCode * 59 + OptionType.GetHashCode();
if (MinTradeAmount != null)
{
hashCode = hashCode * 59 + MinTradeAmount.GetHashCode();
}
if (InstrumentName != null)
{
hashCode = hashCode * 59 + InstrumentName.GetHashCode();
}
hashCode = hashCode * 59 + SettlementPeriod.GetHashCode();
if (Strike != null)
{
hashCode = hashCode * 59 + Strike.GetHashCode();
}
hashCode = hashCode * 59 + BaseCurrency.GetHashCode();
if (CreationTimestamp != null)
{
hashCode = hashCode * 59 + CreationTimestamp.GetHashCode();
}
if (ExpirationTimestamp != null)
{
hashCode = hashCode * 59 + ExpirationTimestamp.GetHashCode();
}
return(hashCode);
}
}
public override int GetHashCode()
{
var hashCode = 1689275518;
hashCode = hashCode * -1521134295 + Difference.GetHashCode();
hashCode = hashCode * -1521134295 + IsCurrentPriceIncreasing.GetHashCode();
hashCode = hashCode * -1521134295 + IsDifferencePositive.GetHashCode();
hashCode = hashCode * -1521134295 + CurrentPriceBid.GetHashCode();
hashCode = hashCode * -1521134295 + CurrentPriceAsk.GetHashCode();
hashCode = hashCode * -1521134295 + EqualityComparer <string> .Default.GetHashCode(CurrentPrice);
hashCode = hashCode * -1521134295 + TickSize.GetHashCode();
hashCode = hashCode * -1521134295 + Rounding.GetHashCode();
return(hashCode);
}
protected override void OnStartUp()
{
if (TickSize.ToString().Length <= 2)
{
FormatString = "0";
}
if (TickSize.ToString().Length == 3)
{
FormatString = "0.0";
}
if (TickSize.ToString().Length == 4)
{
FormatString = "0.00";
}
if (TickSize.ToString().Length == 5)
{
FormatString = "0.000";
}
if (TickSize.ToString().Length == 6)
{
FormatString = "0.0000";
}
}
public static bool IsTickEqual(DateTime t1, DateTime t2, TickSize tickSize)
{
switch (tickSize)
{
case TickSize.OneMinute:
return(DateTimes.IsEqualDownToMinute(t1, t2));
break;
case TickSize.TenMinute:
return(DateTimes.IsEqualDownTo10Minute(t1, t2));
break;
case TickSize.OneHour:
return(DateTimes.IsEqualDownToHour(t1, t2));
break;
default:
throw new ArgumentOutOfRangeException("tickSize", tickSize, null);
}
}
/// <summary>
/// Returns true if Instrument instances are equal
/// </summary>
/// <param name="other">Instance of Instrument to be compared</param>
/// <returns>Boolean</returns>
public bool Equals(Instrument other)
{
if (other is null)
{
return(false);
}
if (ReferenceEquals(this, other))
{
return(true);
}
return
((
QuoteCurrency == other.QuoteCurrency ||
QuoteCurrency.Equals(other.QuoteCurrency)
) &&
(
Kind == other.Kind ||
Kind.Equals(other.Kind)
) &&
(
TickSize == other.TickSize ||
TickSize != null &&
TickSize.Equals(other.TickSize)
) &&
(
ContractSize == other.ContractSize ||
ContractSize != null &&
ContractSize.Equals(other.ContractSize)
) &&
(
IsActive == other.IsActive ||
IsActive != null &&
IsActive.Equals(other.IsActive)
) &&
(
OptionType == other.OptionType ||
OptionType.Equals(other.OptionType)
) &&
(
MinTradeAmount == other.MinTradeAmount ||
MinTradeAmount != null &&
MinTradeAmount.Equals(other.MinTradeAmount)
) &&
(
InstrumentName == other.InstrumentName ||
InstrumentName != null &&
InstrumentName.Equals(other.InstrumentName)
) &&
(
SettlementPeriod == other.SettlementPeriod ||
SettlementPeriod.Equals(other.SettlementPeriod)
) &&
(
Strike == other.Strike ||
Strike != null &&
Strike.Equals(other.Strike)
) &&
(
BaseCurrency == other.BaseCurrency ||
BaseCurrency.Equals(other.BaseCurrency)
) &&
(
CreationTimestamp == other.CreationTimestamp ||
CreationTimestamp != null &&
CreationTimestamp.Equals(other.CreationTimestamp)
) &&
(
ExpirationTimestamp == other.ExpirationTimestamp ||
ExpirationTimestamp != null &&
ExpirationTimestamp.Equals(other.ExpirationTimestamp)
));
}
/// <summary>
/// TickSize event invocator
/// </summary>
protected virtual void OnTickSize(TickSizeEventArgs e)
{
TickSize?.Invoke(this, e);
}
public virtual void tickSize(int tickerId, int field, int size)
{
TickSize?.Invoke(this, new TickSizeArgs(tickerId, field, size));
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Indicator here.";
Name = "SqaureOfNine";
Calculate = Calculate.OnBarClose;
IsOverlay = true;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = true;
PaintPriceMarkers = true;
ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
//Disable this property if your indicator requires custom values that cumulate with each new market data event.
//See Help Guide for additional information.
IsSuspendedWhileInactive = true;
MultiplierForPriceScale = 1;
InitialPrice = 1;
pOrT = PriceOrTime.Price;
DisplayCountDown = true;
//NT7, when you set the Date, it will default to midnight, while NT8 will reflect that date plus the current time..
//Thus, the NT7 version of this indicator will have its time plots drawn slightly off from the NT8 one.
//The line below forces the time associated with the date entered, to midnight. Using this to conform to NT7 figures.
//Might be best to be able to specify a time as well as date.
ZuluTime = DateTime.Now.AddMinutes(-DateTime.Now.Minute).AddHours(-DateTime.Now.Hour).AddSeconds(-DateTime.Now.Second);
Angle000Flag = true;
Angle090Flag = true;
Angle180Flag = true;
Angle270Flag = true;
xColor0x = xColor0.Red;
xColor90x = xColor90.Blue;
xColor180x = xColor180.Lime;
xColor270x = xColor270.Purple;
NumberOfLines = 10;
}
else if (State == State.Configure)
{
ZuluBar = -1;
;
}
else if (State == State.DataLoaded)
{
PriceDigits = Math.Max(0, TickSize.ToString().Length - 2);
#region xColor0xSwitch
switch (xColor0x)
{
case xColor0.Blue:
{
Color0 = (SolidColorBrush)Brushes.Blue;
break;
}
case xColor0.Red:
{
Color0 = (SolidColorBrush)Brushes.Red;
break;
}
case xColor0.Yellow:
{
Color0 = (SolidColorBrush)Brushes.Yellow;
break;
}
case xColor0.Lime:
{
Color0 = (SolidColorBrush)Brushes.Lime;
break;
}
case xColor0.Orange:
{
Color0 = (SolidColorBrush)Brushes.Orange;
break;
}
case xColor0.Purple:
{
Color0 = (SolidColorBrush)Brushes.Purple;
break;
}
case xColor0.Gray:
{
Color0 = (SolidColorBrush)Brushes.Gray;
break;
}
}
#endregion
#region xColor90xSwitch
switch (xColor90x)
{
case xColor90.Blue:
{
Color90 = (SolidColorBrush)Brushes.Blue;
break;
}
case xColor90.Red:
{
Color90 = (SolidColorBrush)Brushes.Red;
break;
}
case xColor90.Yellow:
{
Print("Picked Yellow");
Color90 = (SolidColorBrush)Brushes.Yellow;
break;
}
case xColor90.Lime:
{
Color90 = (SolidColorBrush)Brushes.Lime;
break;
}
case xColor90.Orange:
{
Color90 = (SolidColorBrush)Brushes.Orange;
break;
}
case xColor90.Purple:
{
Color90 = (SolidColorBrush)Brushes.Purple;
break;
}
case xColor90.Gray:
{
Color90 = (SolidColorBrush)Brushes.Gray;
break;
}
}
#endregion
#region xColor180xSwitch
switch (xColor180x)
{
case xColor180.Blue:
{
Color180 = (SolidColorBrush)Brushes.Blue;
break;
}
case xColor180.Red:
{
Color180 = (SolidColorBrush)Brushes.Red;
break;
}
case xColor180.Yellow:
{
Color180 = (SolidColorBrush)Brushes.Yellow;
break;
}
case xColor180.Lime:
{
Color180 = (SolidColorBrush)Brushes.Lime;
break;
}
case xColor180.Orange:
{
Color180 = (SolidColorBrush)Brushes.Orange;
break;
}
case xColor180.Purple:
{
Color180 = (SolidColorBrush)Brushes.Purple;
break;
}
case xColor180.Gray:
{
Color180 = (SolidColorBrush)Brushes.Gray;
break;
}
}
#endregion
#region xColor270xSwitch
switch (xColor270x)
{
case xColor270.Blue:
{
Color270 = (SolidColorBrush)Brushes.Blue;
break;
}
case xColor270.Red:
{
Color270 = (SolidColorBrush)Brushes.Red;
break;
}
case xColor270.Yellow:
{
Color270 = (SolidColorBrush)Brushes.Yellow;
break;
}
case xColor270.Lime:
{
Color270 = (SolidColorBrush)Brushes.Lime;
break;
}
case xColor270.Orange:
{
Color270 = (SolidColorBrush)Brushes.Orange;
break;
}
case xColor270.Purple:
{
Color270 = (SolidColorBrush)Brushes.Purple;
break;
}
case xColor270.Gray:
{
Color270 = (SolidColorBrush)Brushes.Gray;
break;
}
}
#endregion
}
}
private static void UpdateRedisTick(IRedisTypedClient <Tick> redisTickClient, int secId, DateTime dtAyondoNow, IList <Quote> quotes, TickSize tickSize)
{
//redis tick list
var list = redisTickClient.Lists[Ticks.GetTickListNamePrefix(tickSize) + secId];
if (quotes.Count == 0) //fill in non-changing ticks
{
if (list.Count > 0)
{
var last = list[list.Count - 1];
//redis last tick is newer
if (last.T >= dtAyondoNow)
{
return;//impossible
}
//update last tick in redis
if (Ticks.IsTickEqual(last.T, dtAyondoNow, tickSize))
{
//do nothing
}
else //append new tick with the same price as redis last
{
list.Add(new Tick()
{
P = last.P, T = dtAyondoNow
});
}
}
}
else
{
var lastQuote = quotes.OrderByDescending(o => o.Time).First();
var newTick = new Tick {
P = Quotes.GetLastPrice(lastQuote), T = dtAyondoNow
};
if (list.Count == 0) //new products coming
{
list.Add(newTick);
return;
}
var last = list[list.Count - 1];
//redis last tick is newer
if (last.T >= dtAyondoNow)
{
return;//impossible
}
//update last tick in redis
if (Ticks.IsTickEqual(last.T, dtAyondoNow, tickSize))
{
////last price dominate
//list[list.Count - 1] = newTick;
//first price dominate
//do nothing
}
else //append new last tick
{
list.Add(newTick);
}
}
//clear history/prevent data increasing for good
var clearWhenSize = Ticks.GetClearWhenSize(tickSize);
var clearToSize = Ticks.GetClearToSize(tickSize);
if (list.Count > clearWhenSize) //data count at most possible size (in x days )
{
YJYGlobal.LogLine("Tick " + tickSize + " " + secId + " Clearing data from " + list.Count + " to " + clearToSize);
var ticks = list.GetAll();
var newTicks = ticks.Skip(ticks.Count - clearToSize);
list.RemoveAll();
list.AddRange(newTicks);
}
}
public void tickSize(int tickerId, int field, int size)
{
TickSize.RaiseEvent(this, new TickSizeEventArgs(tickerId, field, size));
}
void IEWrapper.TickSize(int tickerId, int field, int size)
{
TickSize?.Invoke(new TickSizeMessage(tickerId, field, size));
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
int j;
String beginMessage = Instrument.FullName + " - Ray Line Price Triggered on ";
// Determine the Period Value
switch (BarsPeriod.Id)
{
case PeriodType.Minute:
beginMessage += BarsPeriod.Value + "M Timeframe @ ";
break;
case PeriodType.Day:
beginMessage += BarsPeriod.Value + "D Timeframe @ ";
break;
case PeriodType.Week:
beginMessage += BarsPeriod.Value + "W Timeframe @ ";
break;
case PeriodType.Month:
beginMessage += BarsPeriod.Value + "MO Timeframe @ ";
break;
case PeriodType.Year:
beginMessage += BarsPeriod.Value + "Y Timeframe @ ";
break;
case PeriodType.Tick:
beginMessage += BarsPeriod.Value + "Tick Bar @ ";
break;
case PeriodType.Range:
beginMessage += BarsPeriod.Value + "Range Bar @ ";
break;
case PeriodType.Volume:
beginMessage += BarsPeriod.Value + "Volume Bar @ ";
break;
}
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
if (!_init)
{
_init = true;
int Digits = 0;
if (TickSize.ToString().StartsWith("1E-"))
{
Digits = Convert.ToInt32(TickSize.ToString().Substring(3));
}
else if (TickSize.ToString().IndexOf(".") > 0)
{
Digits = TickSize.ToString().Substring(TickSize.ToString().IndexOf("."), TickSize.ToString().Length - 1).Length - 1;
}
_priceFormat = string.Format("F{0}", Digits);
// Build a larger font size
largerFont = new Font(ChartControl.Font.Name, fontSize, FontStyle.Bold);
}
// Check to see if Alerts are enabled
if (enableAlert)
{
// Step through each one of the lines
for (j = 0; j < lineInfoArray.Count; j++)
{
LineInfo lineInfo = (LineInfo)lineInfoArray[j];
if (Historical || lineInfo.lineTriggered)
{
continue;
}
if ((lineInfo.lineGreaterThan && Input[0] >= lineInfo.linePrice - (TickSize * 0.5)) ||
(!lineInfo.lineGreaterThan && Input[0] <= lineInfo.linePrice + (TickSize * 0.5)))
{
lineInfo.lineTriggered = true;
Alert(DateTime.Now.Millisecond.ToString(), NinjaTrader.Cbi.Priority.Medium, beginMessage + lineInfo.linePrice.ToString(_priceFormat), Cbi.Core.InstallDir + @"\sounds\" + alertFileName, 0, Color.Yellow, Color.Black);
lineInfoArray[j] = lineInfo;
}
}
}
}
void EWrapper.tickSize(int tickerId, int tickType, int size)
{
ShowDebugMessage(tickerId, TickType.getField(tickType), size);
TickSize?.Invoke(tickerId, tickType, size);
}
protected override void OnStartUp()
{
if (ChartControl == null)
{
return;
}
if (m1 == null)
{
m1 = new ToolStripMenuItem("Start from here");
}
if (m2 == null)
{
m2 = new ToolStripMenuItem("Finish here");
}
if (mSeparator == null)
{
mSeparator = new ToolStripSeparator();
}
m1.Name = "Start from here";
m2.Name = "Finish here";
m1.Click += OnStartMenu;
m2.Click += OnFinishMenu;
mSeparator.Name = "MySeparatorName";
ChartControl.ChartPanel.MouseDown += OnMouseClick;
if (!ChartControl.ContextMenuStrip.Items.ContainsKey("MySeparatorName"))
{
ChartControl.ContextMenuStrip.Items.Insert(0, mSeparator);
}
if (!ChartControl.ContextMenuStrip.Items.ContainsKey("Finish here"))
{
ChartControl.ContextMenuStrip.Items.Insert(0, m2);
}
if (!ChartControl.ContextMenuStrip.Items.ContainsKey("Start from here"))
{
ChartControl.ContextMenuStrip.Items.Insert(0, m1);
}
for (int i = 0; i < Plots.Length; i++)
{
pens[i] = Plots[i].Pen;
if (showlabels)
{
brushes[i] = new SolidBrush(Plots[i].Pen.Color);
}
}
prices = new [] { price1, price2, price3, price4, price5, price6, price7, price8, price9, price10,
price11, price12, price13, price14, price15, price16, price17, price18, price19, price20 };
Levels = new double[20];
if (TickSize.ToString("0.#########").Length <= 2)
{
fs = "0";
}
else
{
switch (TickSize.ToString("0.#########").Length)
{
case 3: fs = "0.0"; break;
case 4: fs = "0.00"; break;
case 5: fs = "0.000"; break;
case 6: fs = "0.0000"; break;
case 7: fs = "0.00000"; break;
default: fs = "0.000000"; break;
}
}
}
void EWrapper.tickSize(int tickerId, int field, int size)
{
TickSize?.Invoke(tickerId, field, size);
}
public void tickSize(int tickerId, int field, int size)
{
TickSize?.Invoke(new TickSizeMessage(tickerId, field, size));
}
