/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (BarsInProgress == 0)
{
double ibHigh = 0;
double ibLow = 9999;
double dailyHigh = 0;
double dailyLow = 9999;
double ibCummVolume = 0;
if (Bars.BarsSinceSession == 0)
{
recordFirstItemOnly = true;
recordFirstEODOnly = true;
dailyOpen = Open[0];
}
if (Time[0].TimeOfDay >= ib30Time && recordFirstItemOnly == true)
{
ibBarSinceSession = Bars.BarsSinceSession;
Print(Time[0].ToString());
Print(Bars.BarsSinceSession);
datenum = Time[0];
ib30 = new InitialBalance()
{
IBStartTime = Time[Bars.BarsSinceSession],
IBEndTime = Time[0],
IBClose = Close[0],
IBOpen = Open[Bars.BarsSinceSession],
IBDate = datenum
};
for (int i = 0; i <= Bars.BarsSinceSession; i++)
{
ibHigh = Math.Max(ibHigh, High[i]);
ibLow = Math.Min(ibLow, Low[i]);
ibCummVolume = ibCummVolume + Volume[i];
}
ib30.IBLow = ibLow;
ib30.IBHigh = ibHigh;
ib30.IBVolume = ibCummVolume;
dIB30.Add(dayIndex, ib30);
dayIndex++;
recordFirstItemOnly = false;
}
if (Time[0].TimeOfDay >= dayEndTime && recordFirstEODOnly == true)
{
for (int i = 0; i <= Bars.BarsSinceSession; i++)
{
dailyHigh = Math.Max(dailyHigh, High[i]);
dailyLow = Math.Min(dailyLow, Low[i]);
//ibCummVolume = ibCummVolume + Volume[i];
}
Print(Time[0].ToString());
Print(Bars.BarsSinceSession);
// int sessionBarSince = Bars.BarsSinceSession;
//dailyHigh = High[HighestBar(High, sessionBarSince)];
//dailyLow = Low[LowestBar(Low, sessionBarSince)];
//dailyClose = Close[0];
ibEOD = new InitialBalance()
{
IBStartTime = Time[Bars.BarsSinceSession],
IBEndTime = Time[0],
IBClose = Close[0],
IBOpen = Open[Bars.BarsSinceSession],
IBDate = datenum
};
ibEOD.IBLow = dailyLow;
ibEOD.IBHigh = dailyHigh;
dIB30.Add(dayIndex, ibEOD);
dayIndex++;
recordFirstEODOnly = false;
}
}
#region Properties
#endregion
}
protected override void OnBarUpdate()
{
if (BarsInProgress == 0)
{
double ibHigh = 0;
double ibLow = 9999;
double ibCummVolume = 0;
lastOpenBullPrice = 0;
lastOpenBearPrice = 0;
if (Bars.BarsSinceSession == 0)
{
recordFirstItemOnly = true;
scalpLongLimitEntry = scalpShortLimitEntry = swingLongLimitEntry = swingShortLimitEntry = swingShortEntry = swingLongEntry = null;
}
//if (Position.MarketPosition != MarketPosition.Flat)
//{
// if (IsFirstEntryLong == false && Close[0] >= (ib30.IBHigh - (ib30.IBHigh - ib30.IBLow) / 2) && swingShortLimitEntry != null && scalpShortLimitEntry == null)
// scalpShortLimitEntry = SubmitOrder(0, OrderAction.SellShort, OrderType.Stop, scalpQty, 0, (ib30.IBHigh - (ib30.IBHigh - ib30.IBLow) / 2), "IBEntry", "SC.BEAR.STP");
// if (IsFirstEntryLong == true && (Close[0] <= ib30.IBLow + (ib30.IBHigh - ib30.IBLow) / 2) && swingLongLimitEntry != null && scalpLongLimitEntry == null)
// scalpLongLimitEntry = SubmitOrder(0, OrderAction.Buy, OrderType.Stop, scalpQty, 0, (ib30.IBLow + (ib30.IBHigh - ib30.IBLow) / 2), "IBEntry", "SC.BULL.STP");
//}
if (Time[0].TimeOfDay >= ib30Time && recordFirstItemOnly == true)
{
ibBarSinceSession = Bars.BarsSinceSession;
lineStartTime = new DateTime(Time[0].Year, Time[0].Month, Time[0].Day, 9, 30, 00);
lineEndTime = new DateTime(Time[0].Year, Time[0].Month, Time[0].Day, 15, 59, 59);
ib30 = new InitialBalance()
{
IBStartTime = Time[Bars.BarsSinceSession],
IBEndTime = Time[0],
IBClose = Close[0],
IBOpen = Open[Bars.BarsSinceSession]
};
for (int i = 0; i <= Bars.BarsSinceSession; i++)
{
ibHigh = Math.Max(ibHigh, High[i]);
ibLow = Math.Min(ibLow, Low[i]);
ibCummVolume = ibCummVolume + Volume[i];
}
ib30.IBLow = ibLow;
ib30.IBHigh = ibHigh;
ib30.IBVolume = ibCummVolume;
dIB30.Add(dayIndex, ib30);
dayIndex++;
recordFirstItemOnly = false;
if (probabilityRange() == true) // Limit Orders for Trading Range Days
{
if (enableRangeStrategy) // Long Entry Orders (OCO)
{
if (Close[0] >= ib30.IBHigh && swingShortLimitEntry == null)
{
swingShortLimitEntry = SubmitOrder(0, OrderAction.SellShort, OrderType.Market, swingQty, 0, 0, "IBEntrySwing", "SW.BEAR.MKT");
}
if (Close[0] < ib30.IBHigh && swingShortLimitEntry == null)
{
swingShortLimitEntry = SubmitOrder(0, OrderAction.SellShort, OrderType.Limit, swingQty, ib30.IBHigh, 0, "IBEntrySwing", "SW.BEAR.LMT");
}
}
if (enableRangeStrategy) // Short Entry Orders (OCO)
{
if (Close[0] <= ib30.IBLow && swingLongLimitEntry == null)
{
swingLongLimitEntry = SubmitOrder(0, OrderAction.Buy, OrderType.Market, swingQty, 0, 0, "IBEntrySwing", "SW.BULL.MKT");
}
if (Close[0] > ib30.IBLow && swingLongLimitEntry == null)
{
swingLongLimitEntry = SubmitOrder(0, OrderAction.Buy, OrderType.Limit, swingQty, ib30.IBLow, 0, "IBEntrySwing", "SW.BULL.LMT");
}
}
}
//if (probabilityTrend() == true) // Stop Orders for Trending Range Days
//{
// if (enableTrendStrategy) // Long Entry Orders (OCO)
// {
// if (Close[0] >= ib30.IBHigh && swingLongEntry == null)
// swingLongEntry = SubmitOrder(0, OrderAction.Buy, OrderType.Market, swingQty, 0, 0, "IBEntrySwing", "SW.BULL.MKT");
// if (Close[0] < ib30.IBHigh && swingLongEntry == null)
// swingLongEntry = SubmitOrder(0, OrderAction.Buy, OrderType.Stop, swingQty, 0,ib30.IBHigh, "IBEntrySwing", "SW.BULL.STP");
// }
// if (enableTrendStrategy) // Short Entry Orders (OCO)
// {
// if (Close[0] <= ib30.IBLow && swingShortEntry == null)
// swingShortEntry = SubmitOrder(0, OrderAction.SellShort, OrderType.Market, swingQty, 0, 0, "IBEntrySwing", "SW.BEAR.MKT");
// if (Close[0] > ib30.IBLow && swingShortEntry == null)
// swingShortEntry = SubmitOrder(0, OrderAction.SellShort, OrderType.Stop, swingQty, 0,ib30.IBLow, "IBEntrySwing", "SW.BEAR.STP");
// }
//}
#region Draw Objects
DrawLine("IBHigh" + Time[0].Date, false, lineStartTime, ib30.IBHigh, lineEndTime, ib30.IBHigh, Color.Aqua, DashStyle.Solid, 2);
DrawLine("IBLow" + Time[0].Date, false, lineStartTime, ib30.IBLow, lineEndTime, ib30.IBLow, Color.Coral, DashStyle.Solid, 2);
DrawLine("IBHighTarget" + Time[0].Date, false, lineStartTime, (ib30.IBHigh + Math.Abs(ib30.IBLow - ib30.IBHigh) / stopLossDivisor), lineEndTime, (ib30.IBHigh + Math.Abs(ib30.IBLow - ib30.IBHigh) / stopLossDivisor), Color.Yellow, DashStyle.Dash, 1);
DrawLine("IBLowTarget" + Time[0].Date, false, lineStartTime, ib30.IBLow - Math.Abs(ib30.IBLow - ib30.IBHigh) / stopLossDivisor, lineEndTime, ib30.IBLow - Math.Abs(ib30.IBLow - ib30.IBHigh) / stopLossDivisor, Color.Yellow, DashStyle.Dash, 1);
if (Close[0] <= (ib30.IBLow + (Math.Abs(ib30.IBHigh - ib30.IBLow)) / 2))
{
DrawText("IBRnage" + Time[0].Date, String.Format("ib.{0} adx.{1}", (ib30.IBHigh - ib30.IBLow).ToString("0.00"), ADX(14)[0].ToString("0"), ib30.IBVolume.ToString("0")), 0, ib30.IBHigh + 2 * TickSize, Color.Black);
}
else
{
DrawText("IBRnage" + Time[0].Date, String.Format("ib.{0} adx.{1}", (ib30.IBHigh - ib30.IBLow).ToString("0.00"), ADX(14)[0].ToString("0"), ib30.IBVolume.ToString("0")), 0, ib30.IBLow - 2 * TickSize, Color.Black);
}
#endregion
if (swingLongLimitEntry != null && swingLongLimitEntry.Filled > 0)
{
double ibSMA = SMA(ibBarSinceSession)[0];
DrawText("IBRnage" + Time[0].Date, String.Format("adx.{0} sma.{1}", ADX(14)[0].ToString("0"), ibSMA.ToString("0.00")), 0, ib30.IBHigh + 2 * TickSize, Color.Black);
}
else if (swingShortLimitEntry != null && swingShortLimitEntry.Filled > 0)
{
double ibSMA = SMA(ibBarSinceSession)[0];
DrawText("IBRnage" + Time[0].Date, String.Format("adx.{0} sma.{1}", ADX(14)[0].ToString("0"), ibSMA.ToString("0.00")), 0, ib30.IBLow - 2 * TickSize, Color.Black);
}
}
}
}
protected override void OnBarUpdate()
{
if (Bars.BarsSinceSession == 0)
{
ibCummVolUp = ibCummVolDown = 0;
scalpLongLimitEntry = scalpShortLimitEntry = swingLongLimitEntry = swingShortLimitEntry = swingLongProfitTarget = swingLongStopLoss =
scalpLongProfitTarget = scalpLongStopLoss = swingShortProfitTarget = swingShortStopLoss = scalpShortProfitTarget = scalpShortStopLoss = null;
}
if (Time[0].TimeOfDay >= ib30Time && Time[1].TimeOfDay < ib30Time)
{
ib30 = new InitialBalance()
{
IBStartTime = Time[Bars.BarsSinceSession],
IBEndTime = Time[0],
IBOpen = Open[Bars.BarsSinceSession],
IBHigh = MAX(High, Bars.BarsSinceSession)[0],
IBLow = MIN(Low, Bars.BarsSinceSession)[0],
IBClose = Close[0]
};
for (int i = 0; i <= Bars.BarsSinceSession; i++)
{
if (Close[i] >= Open[i])
{
ibCummVolUp = ibCummVolUp + Volume[i];
}
else
{
ibCummVolDown = ibCummVolDown + Volume[i];
}
}
ib30.IBVolumeDown = ibCummVolDown;
ib30.IBVolumeUp = ibCummVolUp;
dIB30.Add(dayIndex, ib30);
dayIndex++;
if (probability() == true)
{
enableScalpTrade = true;
if (true) // Long Entry Orders (OCO)
{
if (Close[0] >= ib30.IBHigh && swingShortLimitEntry == null)
{
swingShortLimitEntry = SubmitOrder(0, OrderAction.SellShort, OrderType.Market, swingQty, 0, 0, "IBEntrySwing", "SW.BEAR.MKT");
}
if (Close[0] < ib30.IBHigh && swingShortLimitEntry == null)
{
swingShortLimitEntry = SubmitOrder(0, OrderAction.SellShort, OrderType.Limit, swingQty, ib30.IBHigh, 0, "IBEntrySwing", "SW.BEAR.LMT");
}
}
if (true) // Short Entry Orders (OCO)
{
if (Close[0] <= ib30.IBLow && swingLongLimitEntry == null)
{
swingLongLimitEntry = SubmitOrder(0, OrderAction.Buy, OrderType.Market, swingQty, 0, 0, "IBEntrySwing", "SW.BULL.MKT");
}
if (Close[0] > ib30.IBLow && swingLongLimitEntry == null)
{
swingLongLimitEntry = SubmitOrder(0, OrderAction.Buy, OrderType.Limit, swingQty, ib30.IBLow, 0, "IBEntrySwing", "SW.BULL.LMT");
}
}
}
#region Draw Objects
DateTime lineStartTime = new DateTime(Time[0].Year, Time[0].Month, Time[0].Day, 9, 30, 00);
DateTime lineEndTime = new DateTime(Time[0].Year, Time[0].Month, Time[0].Day, 15, 59, 59);
DrawLine("IBHigh" + Time[0].Date, false, lineStartTime, ib30.IBHigh, lineEndTime, ib30.IBHigh, Color.Aqua, DashStyle.Solid, 2);
DrawLine("IBLow" + Time[0].Date, false, lineStartTime, ib30.IBLow, lineEndTime, ib30.IBLow, Color.Coral, DashStyle.Solid, 2);
DrawLine("IBHighTarget" + Time[0].Date, false, lineStartTime, (ib30.IBHigh + Math.Abs(ib30.IBLow - ib30.IBHigh) / stopLossDivisor), lineEndTime, (ib30.IBHigh + Math.Abs(ib30.IBLow - ib30.IBHigh) / stopLossDivisor), Color.Yellow, DashStyle.Dash, 1);
DrawLine("IBLowTarget" + Time[0].Date, false, lineStartTime, ib30.IBLow - Math.Abs(ib30.IBLow - ib30.IBHigh) / stopLossDivisor, lineEndTime, ib30.IBLow - Math.Abs(ib30.IBLow - ib30.IBHigh) / stopLossDivisor, Color.Yellow, DashStyle.Dash, 1);
if (Close[0] <= (ib30.IBLow + (Math.Abs(ib30.IBHigh - ib30.IBLow)) / 2))
{
DrawText("IBRnage" + Time[0].Date, String.Format("ib.{0} adx.{1}", (ib30.IBHigh - ib30.IBLow).ToString("0.00"), ADX(14)[0].ToString("0"), ib30.IBVolume.ToString("0")), 0, ib30.IBHigh + 2 * TickSize, Color.Black);
}
else
{
DrawText("IBRnage" + Time[0].Date, String.Format("ib.{0} adx.{1}", (ib30.IBHigh - ib30.IBLow).ToString("0.00"), ADX(14)[0].ToString("0"), ib30.IBVolume.ToString("0")), 0, ib30.IBLow - 2 * TickSize, Color.Black);
}
#endregion
}
if (enableScalpTrade == true)
{
if (High[0] >= ib30.IBHigh)
{
scalpShortLimitEntry = SubmitOrder(0, OrderAction.SellShort, OrderType.Stop, scalpQty, 0, (ib30.IBHigh - (ib30.IBHigh - ib30.IBLow) / 2), "IBEntry", "SC.BEAR.STP");
enableScalpTrade = false;
}
if (Low[0] <= ib30.IBLow)
{
scalpLongLimitEntry = SubmitOrder(0, OrderAction.Buy, OrderType.Stop, scalpQty, 0, (ib30.IBLow + (ib30.IBHigh - ib30.IBLow) / 2), "IBEntry", "SC.BULL.STP");
enableScalpTrade = false;
}
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
///
protected override void OnBarUpdate()
{
if (IB30 != null && Time[0].TimeOfDay >= IB30Time && Time[0].TimeOfDay <= IBCloseTrading)
{
if (ConfirmationNextBar == true)
{
if (Close[0] > Open[0] && Low[0] < Open[0])
{
BackColor = Color.Tomato;
BarCounter++;
Print(BarCounter);
}
ConfirmationNextBar = false;
}
if (Low[0] < IB30.IBLow && Close[0] > IB30.IBLow && (Close[0] < Open[0]) &&
Low[0] < Bollinger(2, 14).Lower[0])
{
BackColor = Color.Yellow;
ConfirmationNextBar = true;
}
}
if (BarsInProgress == 0)
{
double ibHigh = 0;
double ibLow = 9999;
double ibCummVolume = 0;
if (Bars.BarsSinceSession == 0)
{
recFirstItemOnly = true;
}
if (Time[0].TimeOfDay >= IB30Time && recFirstItemOnly == true)
{
LineStartTime = new DateTime(Time[0].Year, Time[0].Month, Time[0].Day, 9, 30, 00);
LineEndTime = new DateTime(Time[0].Year, Time[0].Month, Time[0].Day, 15, 59, 59);
IB30 = new InitialBalance()
{
IBStartTime = Time[Bars.BarsSinceSession],
IBEndTime = Time[0],
IBClose = Close[0],
IBOpen = Open[Bars.BarsSinceSession]
};
for (int i = 0; i <= Bars.BarsSinceSession; i++)
{
ibHigh = Math.Max(ibHigh, High[i]);
ibLow = Math.Min(ibLow, Low[i]);
ibCummVolume = ibCummVolume + Volume[i];
}
IB30.IBLow = ibLow;
IB30.IBHigh = ibHigh;
IB30.IBVolume = ibCummVolume;
DIB30.Add(dayIdx, IB30);
dayIdx++;
recFirstItemOnly = false;
if (Probability() == true)
{
}
#region Draw Objects
DrawLine("IBHigh" + Time[0].Date, false, LineStartTime, IB30.IBHigh, LineEndTime, IB30.IBHigh, Color.Aqua, DashStyle.Solid, 2);
DrawLine("IBLow" + Time[0].Date, false, LineStartTime, IB30.IBLow, LineEndTime, IB30.IBLow, Color.Coral, DashStyle.Solid, 2);
DrawLine("IBHighTarget" + Time[0].Date, false, LineStartTime, (IB30.IBHigh + Math.Abs(IB30.IBLow - IB30.IBHigh) / slDiv), LineEndTime, (IB30.IBHigh + Math.Abs(IB30.IBLow - IB30.IBHigh) / slDiv), Color.Yellow, DashStyle.Dash, 1);
DrawLine("IBLowTarget" + Time[0].Date, false, LineStartTime, IB30.IBLow - Math.Abs(IB30.IBLow - IB30.IBHigh) / slDiv, LineEndTime, IB30.IBLow - Math.Abs(IB30.IBLow - IB30.IBHigh) / slDiv, Color.Yellow, DashStyle.Dash, 1);
if (Close[0] <= (IB30.IBLow + (Math.Abs(IB30.IBHigh - IB30.IBLow)) / 2))
{
DrawText("IBRnage" + Time[0].Date, String.Format("ib.{0} adx.{1}", (IB30.IBHigh - IB30.IBLow).ToString("0.00"), ADX(14)[0].ToString("0"), IB30.IBVolume.ToString("0")), 0, IB30.IBHigh + 2 * TickSize, Color.Black);
}
else
{
DrawText("IBRnage" + Time[0].Date, String.Format("ib.{0} adx.{1}", (IB30.IBHigh - IB30.IBLow).ToString("0.00"), ADX(14)[0].ToString("0"), IB30.IBVolume.ToString("0")), 0, IB30.IBLow - 2 * TickSize, Color.Black);
}
#endregion
}
}
}
