//================================================================================
public void LoadData(DataTable_candle candles)
{
DateTime dt = DateTime.Now;
DateTime prev_dt = dt;
DateTime delta_dt = dt;
chart1.Series["Price"].Points.Clear();
chart1.Series["Buy"].Points.Clear();
//chart1.Series["Short"].Points.Clear();
//chart1.Series["Cover"].Points.Clear();
int count = period;
bar_count = candles.Count;
if (count > candles.Count)
{
count = candles.Count;
}
for (int i = 0; i < count; i++)
{
int bar = candles.Count - (count) + i;
DataRow_candle candle = candles[bar];
dt = candle.date;
if (i == 0)
{
//chart1.Series["Price"].Points.AddXY(dt, candle.high);
chart1.Series["Price"].Points.AddXY(1, candle.high);
chart1.Series["Buy"].Points.AddXY(1, candle.low * 0.9999);
//chart1.Series["Short"].Points.AddXY(1, candle.high * 1.0005);
//chart1.Series["Cover"].Points.AddXY(1, candle.low * 0.9999);
}
else
{
//int mn = dt.Hour * 60 + dt.Minute;
//int prev_mn = prev_dt.Hour * 60 + prev_dt.Minute;
//int delta_mn = mn - prev_mn;
//if (mn < prev_mn) delta_mn = delta_mn + 1440;
//double xval = chart1.Series["Price"].Points[i-1].XValue + delta_mn / 1440.0;
double xval = chart1.Series["Price"].Points[i - 1].XValue + 1;
chart1.Series["Price"].Points.AddXY(i, candle.high);
chart1.Series["Price"].Points[i].XValue = xval;
chart1.Series["Buy"].Points.AddXY(i, candle.low * 0.9999);
chart1.Series["Buy"].Points[i].XValue = xval;
//chart1.Series["Short"].Points.AddXY(i, candle.high * 1.0005);
//chart1.Series["Short"].Points[i].XValue = xval;
//chart1.Series["Cover"].Points.AddXY(i, candle.low * 0.9999);
//chart1.Series["Cover"].Points[i].XValue = xval;
}
chart1.Series["Price"].Points[i].YValues[1] = candle.low;
chart1.Series["Price"].Points[i].YValues[3] = candle.open;
chart1.Series["Price"].Points[i].YValues[2] = candle.close;
prev_dt = dt;
}
}
//--------------------------------------------------------------------------------
public DataSet_tslight() :
base()
{
t_security = new DataTable_security();
t_timeframe = new DataTable_timeframe();
t_candle = new DataTable_candle();
t_my_securities = new DataTable_security();
t_my_takingPositions = new DataTable_order();
t_my_ClosingPositions = new DataTable_stopOrder();
}
//================================================================================
public void Handle(DataTable_candle Candles)
{
double price;
double vEMA1 = Candles[0].close;
double vEMA2 = Candles[0].close;
double pEMA1 = vEMA1;
double pEMA2 = vEMA2;
DateTime zdt = DateTime.Parse("01.01.2000");
BuyDT = zdt;
SellDT = zdt;
ShortDT = zdt;
CoverDT = zdt;
nBuy.Clear();
nSell.Clear();
nShort.Clear();
nCover.Clear();
for (int bar = 0; bar < Candles.Count - 1; bar++)
{
PrevLongPos = LongPos;
PrevShortPos = ShortPos;
price = Candles[bar].close;
vEMA1 = vEMA1 + (price - vEMA1) / period1;
vEMA2 = vEMA2 + (price - vEMA2) / period2;
if (vEMA1 > vEMA2 && pEMA1 <= pEMA2)
{
if (!LongPos)
{
LongPos = true;
BuyDT = Candles[bar].date;
nBuy.Add(bar + 1);
}
if (ShortPos)
{
ShortPos = false;
CoverDT = Candles[bar].date;
nCover.Add(bar + 1);
}
}
if (vEMA1 < vEMA2 && pEMA1 >= pEMA2)
{
if (LongPos)
{
LongPos = false;
SellDT = Candles[bar].date;
nSell.Add(bar + 1);
}
if (!ShortPos)
{
ShortPos = true;
ShortDT = Candles[bar].date;
nShort.Add(bar + 1);
}
}
pEMA1 = vEMA1;
pEMA2 = vEMA2;
LastDT = Candles[bar].date;
}
}
//--------------------------------------------------------------------------------
internal DataRow_candle(global::System.Data.DataRowBuilder rb) :
base(rb)
{
table = (DataTable_candle)Table;
}