/// <summary>
/// richard todd www.movethemarkets.com for noticing periodic events
/// </summary>
/// <returns></returns>
public Z20091203PeriodicEvent Z20091203PeriodicEvent(Data.IDataSeries input, EventGroupingMethod groupingBy, int groupingSize, int startTime)
{
if (cacheZ20091203PeriodicEvent != null)
{
for (int idx = 0; idx < cacheZ20091203PeriodicEvent.Length; idx++)
{
if (cacheZ20091203PeriodicEvent[idx].GroupingBy == groupingBy && cacheZ20091203PeriodicEvent[idx].GroupingSize == groupingSize && cacheZ20091203PeriodicEvent[idx].StartTime == startTime && cacheZ20091203PeriodicEvent[idx].EqualsInput(input))
{
return(cacheZ20091203PeriodicEvent[idx]);
}
}
}
lock (checkZ20091203PeriodicEvent)
{
checkZ20091203PeriodicEvent.GroupingBy = groupingBy;
groupingBy = checkZ20091203PeriodicEvent.GroupingBy;
checkZ20091203PeriodicEvent.GroupingSize = groupingSize;
groupingSize = checkZ20091203PeriodicEvent.GroupingSize;
checkZ20091203PeriodicEvent.StartTime = startTime;
startTime = checkZ20091203PeriodicEvent.StartTime;
if (cacheZ20091203PeriodicEvent != null)
{
for (int idx = 0; idx < cacheZ20091203PeriodicEvent.Length; idx++)
{
if (cacheZ20091203PeriodicEvent[idx].GroupingBy == groupingBy && cacheZ20091203PeriodicEvent[idx].GroupingSize == groupingSize && cacheZ20091203PeriodicEvent[idx].StartTime == startTime && cacheZ20091203PeriodicEvent[idx].EqualsInput(input))
{
return(cacheZ20091203PeriodicEvent[idx]);
}
}
}
Z20091203PeriodicEvent indicator = new Z20091203PeriodicEvent();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.GroupingBy = groupingBy;
indicator.GroupingSize = groupingSize;
indicator.StartTime = startTime;
Indicators.Add(indicator);
indicator.SetUp();
Z20091203PeriodicEvent[] tmp = new Z20091203PeriodicEvent[cacheZ20091203PeriodicEvent == null ? 1 : cacheZ20091203PeriodicEvent.Length + 1];
if (cacheZ20091203PeriodicEvent != null)
{
cacheZ20091203PeriodicEvent.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cacheZ20091203PeriodicEvent = tmp;
return(indicator);
}
}
/// <summary>
/// This method is used to configure the indicator and is called once before any bar data is loaded.
/// </summary>
protected override void Initialize()
{
Add(new Plot(Color.FromKnownColor(KnownColor.Black), PlotStyle.Line, "Mean"));
Add(new Plot(Color.FromKnownColor(KnownColor.Blue), PlotStyle.Line, "UpperSD"));
Add(new Plot(Color.FromKnownColor(KnownColor.Blue), PlotStyle.Line, "LowerSD"));
Add(new Plot(Color.FromKnownColor(KnownColor.Orange), PlotStyle.Line, "UpperSD2"));
Add(new Plot(Color.FromKnownColor(KnownColor.Orange), PlotStyle.Line, "LowerSD2"));
CalculateOnBarClose = true;
Overlay = true;
pe = null;
oldest = 0;
best = 0;
}
/// <summary>
/// This method is used to configure the indicator and is called once before any bar data is loaded.
/// </summary>
protected override void Initialize()
{
CalculateOnBarClose = false;
Overlay = true;
PriceTypeSupported = false;
mxSeen = new DataSeries(this, MaximumBarsLookBack.Infinite);
mnSeen = new DataSeries(this, MaximumBarsLookBack.Infinite);
opSeen = new DataSeries(this, MaximumBarsLookBack.Infinite);
clSeen = new DataSeries(this, MaximumBarsLookBack.Infinite);
bullBrush = new SolidBrush(Color.FromArgb(candleAlpha, colorBullish));
bullPen = new Pen(bullBrush, penWidth);
bearBrush = new SolidBrush(Color.FromArgb(candleAlpha, colorBearish));
bearPen = new Pen(bearBrush, penWidth);
pe = null;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (pe == null)
{
pe = Z20091203PeriodicEvent(Input, groupMethod, grouping, startTime);
initScoreMatrix();
}
//Print("New update"); // DEBUG
updateVWAPS();
updateScoreMatrix(Close[0]);
chooseBest();
if (pe.IsNewBar[0])
{
addNewCalc();
}
Mean.Set(calcs[best].Mean);
UpperSD.Set(calcs[best].upperSD(numSDs1));
LowerSD.Set(calcs[best].lowerSD(numSDs1));
UpperSD2.Set(calcs[best].upperSD(numSDs2));
LowerSD2.Set(calcs[best].lowerSD(numSDs2));
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (pe == null)
{
pe = Z20091203PeriodicEvent(groupBy, grouping, startTime);
}
if (CurrentBar < 2)
{
mxSeen.Set(High[0]);
mnSeen.Set(Low[0]);
opSeen.Set(Open[0]);
clSeen.Set(Close[0]);
return;
}
// do book-keeping on new bars...
if (CurrentBar != lastBarSeen)
{
lastBarSeen = CurrentBar;
//Print("Bar: "+CurrentBar+" time: "+Time[0]+" tgt: "+tgtTime+ " sess: "+sessionTime);
// determine if it's time for a new bar...
bool barReset = pe.IsNewBar[0];
bool sessionStart = pe.IsNewSession[0];
if (barReset || sessionStart)
{
// we need to start fresh...
mxSeen.Set(High[0]);
mnSeen.Set(Low[0]);
opSeen.Set(Open[0]);
// for gapless bars at session start, you need to
// set the open to the previous close, just this one time
if (sessionStart && gapless)
{
opSeen.Set(Close[1]);
if (Close[1] < Low[0])
{
mnSeen.Set(Close[1]);
}
if (Close[1] > High[0])
{
mxSeen.Set(Close[1]);
}
}
}
else
{
mxSeen.Set(mxSeen[1]);
mnSeen.Set(mnSeen[1]);
opSeen.Set(opSeen[1]);
}
}
// update the max and min that we've seen so far...
mxSeen.Set(Math.Max(mxSeen[0], High[0]));
mnSeen.Set(Math.Min(mnSeen[0], Low[0]));
// update the close
clSeen.Set(Close[0]);
}