public void BidAndAskSizeDifference(Graphics graphics,
QuoteDataAtPrice theQuoteDataAtPrice, int Divisor, double
LargestValue)
{
//
// if ((ToTime(Time[0]) < 9350) || (ToTime(Time[0]) > 15500))
// return;
//Bid size ask size difference
float scaledValue = (float) (
Math.Abs((theQuoteDataAtPrice.TotalBidSize -
theQuoteDataAtPrice.TotalAskSize) / Divisor)); //QQQ settings
int tempLineThickness = 3;
// if (( Math.Abs(theQuoteDataAtPrice.TotalBidSize -
theQuoteDataAtPrice.TotalAskSize) == LargestValue)
// && ()
// tempLineThickness = 3;
double halfPoint = ((theQuoteDataAtPrice.High -
theQuoteDataAtPrice.Low) / 2) + theQuoteDataAtPrice.Low;
tempLineThickness = 2;
if (LargestValue == Math.Abs((theQuoteDataAtPrice.TotalBidSize -
theQuoteDataAtPrice.TotalAskSize)))
tempLineThickness = 3;
graphics.DrawLine(new Pen(Color.Red, tempLineThickness),
ChartControl.GetXByBarIdx(this.Bars,
theQuoteDataAtPrice.CurrentBarNumber ) ,
ChartControl.GetYByValue(this.Bars, theQuoteDataAtPrice.Price),
(ChartControl.GetXByBarIdx(this.Bars,
theQuoteDataAtPrice.CurrentBarNumber )) ,
ChartControl.GetYByValue(this.Bars, theQuoteDataAtPrice.Price));
if (theQuoteDataAtPrice.TotalBidSize > theQuoteDataAtPrice.TotalAskSize)
{
graphics.DrawLine(new Pen(Color.Red, tempLineThickness),
ChartControl.GetXByBarIdx(this.Bars,
theQuoteDataAtPrice.CurrentBarNumber ) ,
ChartControl.GetYByValue(this.Bars, theQuoteDataAtPrice.Price),
(ChartControl.GetXByBarIdx(this.Bars,
theQuoteDataAtPrice.CurrentBarNumber)) + scaledValue ,
ChartControl.GetYByValue(this.Bars, theQuoteDataAtPrice.Price));
}
else
{
graphics.DrawLine(new Pen(Color.Blue, tempLineThickness),
ChartControl.GetXByBarIdx(this.Bars,theQuoteDataAtPrice.CurrentBarNumber
) ,
ChartControl.GetYByValue(this.Bars, theQuoteDataAtPrice.Price),
(ChartControl.GetXByBarIdx(this.Bars,
theQuoteDataAtPrice.CurrentBarNumber )) + (scaledValue),
ChartControl.GetYByValue(this.Bars, theQuoteDataAtPrice.Price));
}
}
public void AddQuoteData(double thePrice, double theData, quote
theQuote, int theCurrentBar)
{
if (BarDataCollection.Count == 0)
return;
SortedList<double, QuoteDataAtPrice> currentBarDataSL =
BarDataCollection[CurrentBar];
if ((currentBarDataSL != null) && currentBarDataSL.ContainsKey(thePrice))
{
QuoteDataAtPrice theQuoteDataAtPrice = currentBarDataSL[thePrice];
if (theQuote == quote.bid)
theQuoteDataAtPrice.TotalBidSize += theData;
else if (theQuote == quote.ask)
theQuoteDataAtPrice.TotalAskSize += theData;
else if (theQuote == quote.last)
theQuoteDataAtPrice.TotalTradeSize += theData;
else if (theQuote == quote.lastAtBid)
theQuoteDataAtPrice.TotalTradeSizeAtBid += theData;
else if (theQuote == quote.lastAtAsk)
theQuoteDataAtPrice.TotalTradeSizeAtAsk += theData;
else if (theQuote == quote.drift)
theQuoteDataAtPrice.Drift += theData;
theQuoteDataAtPrice.CurrentBarNumber = theCurrentBar;
theQuoteDataAtPrice.Price = thePrice;
theQuoteDataAtPrice.High = High[0];
theQuoteDataAtPrice.Low = Low[0];
}
else
{
QuoteDataAtPrice theQuoteDataAtPrice = new QuoteDataAtPrice();
if (theQuote == quote.bid)
theQuoteDataAtPrice.TotalBidSize += theData;
else if (theQuote == quote.ask)
theQuoteDataAtPrice.TotalAskSize += theData;
else if (theQuote == quote.last)
theQuoteDataAtPrice.TotalTradeSize += theData;
else if (theQuote == quote.lastAtBid)
theQuoteDataAtPrice.TotalTradeSizeAtBid += theData;
else if (theQuote == quote.lastAtAsk)
theQuoteDataAtPrice.TotalTradeSizeAtAsk += theData;
else if (theQuote == quote.drift)
theQuoteDataAtPrice.Drift += theData;
theQuoteDataAtPrice.CurrentBarNumber = theCurrentBar;
theQuoteDataAtPrice.Price = thePrice;
theQuoteDataAtPrice.High = High[0];
theQuoteDataAtPrice.Low = Low[0];
currentBarDataSL.Add(thePrice, theQuoteDataAtPrice);
}
}
