/// <summary>
/// True if the periodicity of the data feed is correct for this indicator.
/// </summary>
/// <returns></returns>
public bool DatafeedPeriodicityIsValid(ITimeFrame timeframe)
{
TimeFrame tf = (TimeFrame)timeframe;
if (tf.Periodicity == DatafeedHistoryPeriodicity.Day && tf.PeriodicityValue == 1)
{
return(true);
}
else
{
return(false);
}
}
/// <summary>
/// True if the periodicity of the data feed is correct for this indicator.
/// </summary>
/// <returns></returns>
public bool DatafeedPeriodicityIsValid(ITimeFrame timeframe)
{
TimeFrame tf = (TimeFrame)timeframe;
if (tf.Periodicity == DatafeedHistoryPeriodicity.Day || tf.Periodicity == DatafeedHistoryPeriodicity.Hour || tf.Periodicity == DatafeedHistoryPeriodicity.Minute)
{
return(true);
}
else
{
return(false);
}
}
/// <summary>
/// True if the periodicity of the data feed is correct for this indicator.
/// </summary>
/// <returns></returns>
public bool DatafeedPeriodicityIsValid(ITimeFrame timeframe)
{
TimeFrame tf = (TimeFrame)timeframe;
if (this.Bars.TimeFrame.Periodicity == DatafeedHistoryPeriodicity.Hour || this.Bars.TimeFrame.Periodicity == DatafeedHistoryPeriodicity.Minute ||
this.Bars.TimeFrame.Periodicity == DatafeedHistoryPeriodicity.Second || this.Bars.TimeFrame.Periodicity == DatafeedHistoryPeriodicity.Tick)
{
return(true);
}
else
{
return(false);
}
}
/// <summary>
/// Saves a snapshot of the current chart.
/// </summary>
/// <param name="Indicator"></param>
/// <param name="InstrumentName"></param>
/// <param name="Chart"></param>
/// <param name="Bars"></param>
/// <param name="TimeFrame"></param>
public static void SaveSnapShot(string Indicator, String InstrumentName, IEnumerable <IChart> AllCharts, IBars Bars, ITimeFrame TimeFrame)
{
string filepart = GlobalUtilities.CleanFileName(Indicator + "_" + TimeFrame.PeriodicityValue + TimeFrame.Periodicity + "_" + InstrumentName + "_" + DateTime.Now.ToString("yyyy_MM_dd_HH_mm"));
string directory = Environment.GetFolderPath(Environment.SpecialFolder.Desktop) + "\\Auswertung\\SnapShot\\" + filepart + "\\";
System.IO.Directory.CreateDirectory(directory);
string fileName = InstrumentName + "_" + TimeFrame.PeriodicityValue + TimeFrame.Periodicity + "_" + Bars[0].Time.ToString("yyyy_MM_dd_HH_mm") + ".jpg";
fileName = GlobalUtilities.CleanFileName(fileName);
//take 20 Bars to future and 20 Bars from the past (but only if they exist, if not, just take first or last)
DateTime ChartStart = DateTime.MinValue;
DateTime ChartEnd = DateTime.MinValue;
if (Bars.GetByIndex(Bars.GetIndex(Bars[0]) + 20) != null)
{
ChartEnd = Bars.GetByIndex(Bars.GetIndex(Bars[0]) + 20).Time;
}
else
{
ChartEnd = Bars.Last().Time;
}
if (Bars.GetByIndex(Bars.GetIndex(Bars[0]) - 20) != null)
{
ChartStart = Bars.GetByIndex(Bars.GetIndex(Bars[0]) - 20).Time;
}
else
{
ChartStart = Bars.First().Time;
}
//pick the right chart matching the current timeframe
foreach (IChart chart in AllCharts)
{
if (chart.HistoryRequest.TimeFrame.Periodicity == TimeFrame.Periodicity &&
chart.HistoryRequest.TimeFrame.PeriodicityValue == TimeFrame.PeriodicityValue)
{
chart.SetDateRange(ChartStart, ChartEnd);
chart.SaveChart(directory + fileName);
}
}
}
/// <summary>
/// Return the target Bar, meaning a certain Bar in the future based on given timeFrame parameter
/// eg getting 5 Bars in Future, this could be 5 days, or 75 Minutes in a 15M Chart
/// </summary>
/// <param name="Bars"></param>
/// <param name="CurrentBarDateTime"></param>
/// <param name="timeFrame"></param>
/// <param name="BarsTilTarget"></param>
/// <returns></returns>
public static DateTime GetTargetBar(IBars Bars, DateTime CurrentBarDateTime, ITimeFrame timeFrame, int BarsTilTarget)
{
DateTime Target = CurrentBarDateTime;
int i = 0;
do
{
switch (timeFrame.Periodicity)
{
case DatafeedHistoryPeriodicity.Minute:
switch (timeFrame.PeriodicityValue)
{
case 1:
Target = Target.AddMinutes(1);
break;
case 5:
Target = Target.AddMinutes(5);
break;
case 15:
Target = Target.AddMinutes(15);
break;
case 30:
Target = Target.AddMinutes(30);
break;
}
break;
case DatafeedHistoryPeriodicity.Hour:
switch (timeFrame.PeriodicityValue)
{
case 1:
Target = Target.AddHours(1);
break;
case 5:
Target = Target.AddHours(4);
break;
}
break;
case DatafeedHistoryPeriodicity.Day:
Target = Target.AddDays(1);
break;
case DatafeedHistoryPeriodicity.Week:
Target = Target.AddDays(7);
break;
default:
return(DateTime.MinValue);
}
if (Bars.IsDateTimeInMarket(Target) == true)
{
i++;
}
} while (i < BarsTilTarget);
return(Target);
}
/// <summary>
/// Return the DateTime for the last candle before the last candel in this timeframe.
///You can use this function to close the trade in the end of the trading day.
/// </summary>
/// <param name="bars"></param>
/// <param name="date"></param>
/// <param name="timeframe"></param>
/// <param name="closexcandlesbeforeendofday"></param>
/// <returns></returns>
public DateTime getDateTimeForClosingBeforeTradingDayEnds(IBars bars, DateTime date, ITimeFrame timeframe, int closexcandlesbeforeendofday)
{
return(getEndOfTradingDay(bars, date).AddSeconds((timeframe.GetSeconds() * (-1) * closexcandlesbeforeendofday)));
}
public static bool IntersectWith(this ITimeFrame reference, ITimeFrame other) => reference.From <other.To && reference.To> other.From;
public PersonDailyCalendar(string name, DateTime scheduleFrom, DateTime scheduleTo)
{
Name = name;
CalendarEvents = new List <ITimeFrame>();
Schedule = new TimeFrame(scheduleFrom, scheduleTo);
}
public void SetTimeFrame(ITimeFrame timeFrame)
{
this.TimeFrame = timeFrame;
}
