internal void Validate()
{
if (Adx != null && Scripts != null)
{
throw new DeltaException(
"Both 'adx' and 'scripts' can't both be populated in a source");
}
if (Adx == null && Scripts == null)
{
throw new DeltaException(
"Either 'adx' or 'scripts' must be populated in a source");
}
if (Adx != null)
{
try
{
Adx.Validate();
}
catch (DeltaException ex)
{
throw new DeltaException("Issue with 'adx'", ex);
}
}
else if (!Scripts !.Any())
{
throw new DeltaException("'scripts' can't be empty in a source");
}
// сервис
public StrategyBreakout(string name, StartProgram startProgram) : base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab = TabsSimple[0];
_adx = new Adx(name + "Adx", false)
{
Lenght = 14,
ColorBase = Color.DodgerBlue,
PaintOn = true,
};
_adx = _tab.CreateCandleIndicator(_adx, "adxArea");
_adx.Save();
_alert = new AlertToPrice(NameStrategyUniq);
_alert.IsOn = false;
_tab.DeleteAllAlerts();
_tab.SetNewAlert(_alert);
_tab.CandleFinishedEvent += StrategyAdxVolatility_CandleFinishedEvent;
IsOn = false;
Volume = 1;
SlipageOpenSecond = 0;
SlipageCloseSecond = 0;
TimeFrom = 10;
TimeTo = 22;
AlertIsOn = false;
EmulatorIsOn = false;
LagTimeToOpenClose = new TimeSpan(0, 0, 0, 15);
LagPunctToOpenClose = 20;
AdxHigh = 20;
Lookback = 20;
TrailBars = 5;
SlipageToAlert = 10;
Load();
Thread worker = new Thread(TimeWatcherArea);
worker.IsBackground = true;
worker.Start();
Thread worker2 = new Thread(WatcherOpenPosition);
worker2.IsBackground = true;
worker2.Start();
Thread worker3 = new Thread(AreaCloserPositionThread);
worker3.IsBackground = true;
worker3.Start();
_tab.OrderUpdateEvent += _tab_OrderUpdateEvent;
_tab.NewTickEvent += _tab_NewTickEvent;
_tab.PositionClosingFailEvent += _tab_PositionClosingFailEvent;
_tab.PositionOpeningFailEvent += _tab_PositionOpeningFailEvent;
}
public static List <decimal?> Adx(this IEnumerable <ICandle> candles, int?period = null)
{
period ??= 14;
IIndicatorOptions options = new AdxOptions(period.Value);
Adx sma = new Adx();
return(sma.Get(candles, options));
}
internal static TradeIdeasGeneratorArgument Create(List <Signal> signals, HistoricalData historicalData)
{
TradeIdeasGeneratorArgument result = new TradeIdeasGeneratorArgument();
SmaVol smaVol20 = new SmaVol(20);
Sma sma50 = new Sma(50);
Rsi stRsi5 = new Rsi(5);
Rsi rsi14 = new Rsi(14);
Rsi ltrsi50 = new Rsi(50);
Cci stCci5 = new Cci(5);
Cci cci14 = new Cci(14);
Cci ltCci50 = new Cci(50);
Stoch stoch14 = new Stoch(14, 14, 3);
WillR willr14 = new WillR(14);
Mfi mfi14 = new Mfi(14);
Adx adx20 = new Adx(20);
Atr atr20 = new Atr(20);
//Assuming that signals are sorted by dates descending and all signals are present. otherwize an exception will be thrown during fetching signals (First())
#region Indicators
result.Rsi14 = GetValue(signals.LatestForIndicator(rsi14));
result.YesterdayRsi14 = GetValue(signals.PreviousForIndicator(rsi14, 1));
result.StRsi5 = GetValue(signals.LatestForIndicator(stRsi5));
result.YesterdayStRsi5 = GetValue(signals.PreviousForIndicator(stRsi5, 1));
result.LtRsi50 = GetValue(signals.LatestForIndicator(ltrsi50));
result.Cci14 = GetValue(signals.LatestForIndicator(cci14));
result.YesterdayCci14 = GetValue(signals.PreviousForIndicator(cci14, 1));
result.StCci5 = GetValue(signals.LatestForIndicator(stCci5));
result.YesterdayStCci5 = GetValue(signals.PreviousForIndicator(stCci5, 1));
result.LtCci50 = GetValue(signals.LatestForIndicator(ltCci50));
result.Stoch14 = GetValue(signals.LatestForIndicator(stoch14));
result.YesterdayStoch14 = GetValue(signals.PreviousForIndicator(stoch14, 1));
result.WillR14 = GetValue(signals.LatestForIndicator(willr14));
result.YesterdayWillR14 = GetValue(signals.PreviousForIndicator(willr14, 1));
result.Mfi14 = GetValue(signals.LatestForIndicator(mfi14));
result.YesterdayMfi14 = GetValue(signals.PreviousForIndicator(mfi14, 1));
result.SmaVol20 = GetValue(signals.LatestForIndicator(smaVol20));
result.Sma50 = GetValue(signals.LatestForIndicator(sma50));
result.Adx20 = GetValue(signals.LatestForIndicator(adx20));
result.Atr20 = GetValue(signals.LatestForIndicator(atr20));
//Long Term Sentiment(6 months)
Signal syrahSentiment = signals.LatestForIndicator(LongTermSentimentForDependencies);
int? sentimentValue = syrahSentiment == null
? null
: (int?)syrahSentiment.Value;
result.LongTermSentiment = SyrahSentiment.MakeInterpretationInTermsOfSentiment(sentimentValue);
//Short Term Sentiment(1 month)
syrahSentiment = signals.LatestForIndicator(ShortTermSentimentForDependencies);
sentimentValue = syrahSentiment == null
? null
: (int?)syrahSentiment.Value;
result.ShortTermSentiment = SyrahSentiment.MakeInterpretationInTermsOfSentiment(sentimentValue);
#endregion
//if (expandedQuote == null)
//{
// result.LastPrice = historicalData.Close[historicalData.Count - 1];
//}
//else
//{
// result.LastPrice = expandedQuote.Last;
// result.HasOption = expandedQuote.HasOption;
//}
result.RangeStdDev = historicalData.GetPriceRangeStdDevFor6Months();
//result.NearestSupport = supportAndResistance.GetClosestSupport(expandedQuote.Last);
//result.NearestResistance = supportAndResistance.GetClosestResistance(expandedQuote.Last);
//TODO: check
int yesterdayIndex = historicalData.High.Length - 2;
result.YesterdayHigh = historicalData.High[yesterdayIndex];
result.YesterdayLow = historicalData.Low[yesterdayIndex];
return(result);
}
