/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar < 2)
{
barCount.Set(-1);
return;
}
// do book-keeping on new bars...
if (CurrentBar != lastBarSeen)
{
lastBarSeen = CurrentBar;
barCount.Set(barCount[1] + 1);
volumeCount += Volume[1];
//Print("Bar: "+CurrentBar+" time: "+Time[0]+" tgt: "+tgtTime+ " sess: "+sessionTime);
// determine if it's time for a new bar...
bool barReset = atBarResetTime();
bool sessionStart = atSessionStart();
if (barReset || sessionStart)
{
// we need to start fresh...
barCount.Set(0);
volumeCount = 0;
newBar.Set(true);
if (sessionStart)
{
newSession.Set(true);
}
}
else
{
// update stuff...
newBar.Set(false);
newSession.Set(false);
}
}
//Print("CurrentBar: " + CurrentBar + " Bar Count: " + barCount[0] + " Vol count: " +volumeCount+" " +newBar[0]);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar < 1)
{
up.Set(0);
down.Set(0);
ups.Set(0);
downs.Set(0);
index.Set(0);
ADXVMA.Set(Input[0]);
}
else
{
double currentUp = Math.Max(Input[0] - Input[1], 0);
double currentDown = Math.Max(Input[1] - Input[0], 0);
up.Set((1 - k) * up[1] + k * currentUp);
down.Set((1 - k) * down[1] + k * currentDown);
double sum = up[0] + down[0];
double fractionUp = 0.0;
double fractionDown = 0.0;
if (sum > double.Epsilon)
{
fractionUp = up[0] / sum;
fractionDown = down[0] / sum;
}
ups.Set((1 - k) * ups[1] + k * fractionUp);
downs.Set((1 - k) * downs[1] + k * fractionDown);
double normDiff = Math.Abs(ups[0] - downs[0]);
double normSum = ups[0] + downs[0];
double normFraction = 0.0;
if (normSum > double.Epsilon)
{
normFraction = normDiff / normSum;
}
index.Set((1 - k) * index[1] + k * normFraction);
if (FirstTickOfBar)
{
epsilon = 0.1 * volatility[1];
hhp = MAX(index, period)[1];
llp = MIN(index, period)[1];
}
hhv = Math.Max(index[0], hhp);
llv = Math.Min(index[0], llp);
double vDiff = hhv - llv;
double vIndex = 0;
if (vDiff > double.Epsilon)
{
vIndex = (index[0] - llv) / vDiff;
}
ADXVMA.Set((1 - k * vIndex) * ADXVMA[1] + k * vIndex * Input[0]);
if (trend[1] > -1 && ADXVMA[0] > ADXVMA[1] + epsilon)
{
trend.Set(1);
PlotColors[0][0] = upColor;
}
else if (trend[1] < 1 && ADXVMA[0] < ADXVMA[1] - epsilon)
{
trend.Set(-1);
PlotColors[0][0] = downColor;
}
else
{
trend.Set(0);
PlotColors[0][0] = neutralColor;
}
if (showPaintBars)
{
if (trend[0] == 1)
{
BarColor = upColor;
CandleOutlineColor = upColor;
}
else if (trend[0] == -1)
{
BarColor = downColor;
CandleOutlineColor = downColor;
}
else
{
BarColor = neutralColor;
CandleOutlineColor = neutralColor;
}
if (candles && Close[0] > Open[0])
{
BarColor = Color.FromArgb(alpha, BarColor);
}
}
}
}
protected override void OnCalculate()
{
if (this.MA_1 != 0 && this.MA_1 > this.RequiredBarsCount ||
this.MA_2 != 0 && this.MA_2 > this.RequiredBarsCount ||
this.MA_3 != 0 && this.MA_3 > this.RequiredBarsCount ||
this.MA_4 != 0 && this.MA_4 > this.RequiredBarsCount ||
this.MA_5 != 0 && this.MA_5 > this.RequiredBarsCount ||
this.MA_6 != 0 && this.MA_6 > this.RequiredBarsCount)
{
AddChartTextFixed("AlertText", "Required bars must be at least as high as the largest moving average period.", TextPosition.Center, Color.Red, new Font("Arial", 30), Color.Red, Color.Red, 20);
}
int _signal_value = 0;
int _enabled_ifs = 0;
if (this.MA_1 != 0)
{
Plot_1.Set(this.GetValue(this.MA_1_Selected, this.MA_1));
}
if (this.MA_2 != 0)
{
Plot_2.Set(this.GetValue(this.MA_2_Selected, this.MA_2));
}
if (this.MA_3 != 0)
{
Plot_3.Set(this.GetValue(this.MA_3_Selected, this.MA_3));
}
if (this.MA_4 != 0)
{
Plot_4.Set(this.GetValue(this.MA_4_Selected, this.MA_4));
}
if (this.MA_5 != 0)
{
Plot_5.Set(this.GetValue(this.MA_5_Selected, this.MA_5));
}
if (this.MA_6 != 0)
{
Plot_6.Set(this.GetValue(this.MA_6_Selected, this.MA_6));
}
//Signals
if (this.If_1_over_2)
{
_enabled_ifs++;
if (this.MA_1 != 0 && this.MA_2 != 0 && Plot_1.Last() > Plot_2.Last())
{
_signal_value++;
}
else if (this.MA_1 != 0 && this.MA_2 != 0 && Plot_1.Last() < Plot_2.Last())
{
_signal_value--;
}
}
if (this.If_2_over_3)
{
_enabled_ifs++;
if (this.MA_2 != 0 && this.MA_3 != 0 && Plot_2.Last() > Plot_3.Last())
{
_signal_value++;
}
else if (this.MA_2 != 0 && this.MA_3 != 0 && Plot_2.Last() < Plot_3.Last())
{
_signal_value--;
}
}
if (this.If_3_over_4)
{
_enabled_ifs++;
if (this.MA_3 != 0 && this.MA_4 != 0 && Plot_3.Last() > Plot_4.Last())
{
_signal_value++;
}
else if (this.MA_3 != 0 && this.MA_4 != 0 && Plot_3.Last() < Plot_4.Last())
{
_signal_value--;
}
}
if (this.If_4_over_5)
{
_enabled_ifs++;
if (this.MA_4 != 0 && this.MA_5 != 0 && Plot_4.Last() > Plot_5.Last())
{
_signal_value++;
}
else if (this.MA_4 != 0 && this.MA_5 != 0 && Plot_4.Last() < Plot_5.Last())
{
_signal_value--;
}
}
if (this.If_5_over_6)
{
_enabled_ifs++;
if (this.MA_5 != 0 && this.MA_6 != 0 && Plot_5.Last() > Plot_6.Last())
{
_signal_value++;
}
else if (this.MA_5 != 0 && this.MA_6 != 0 && Plot_5.Last() < Plot_6.Last())
{
_signal_value--;
}
}
//signal
if (_signal_value == _enabled_ifs)
{
_signals.Set(1);
}
else if (_signal_value == _enabled_ifs * -1)
{
_signals.Set(-1);
}
else
{
_signals.Set(0);
}
//days
if (_signals[0] == 0)
{
_days.Set(0);
}
else
{
if (_signals[0] == 1 && _signals[1] == 1)
{
_days.Set(_days[1] + 1);
}
else if (_signals[0] == -1 && _signals[1] == -1)
{
_days.Set(_days[1] - 1);
}
else
{
if (_signals[0] == 1 && _signals[1] == 0 ||
_signals[0] == 1 && _signals[1] == -1)
{
_days.Set(1);
}
else
{
_days.Set(-1);
}
}
}
if (ShowSignalOnChartBackground)
{
//color an background
if (_signals[0] == 1)
{
this.BackColor = GlobalUtilities.AdjustOpacity(this.ColorLongSignalBackground, this.OpacityLongSignal / 100.0);
}
else if (_signals[0] == -1)
{
this.BackColor = GlobalUtilities.AdjustOpacity(this.ColorShortSignalBackground, this.OpacityShortSignal / 100.0);
}
}
//if (this.ShowSignalOnChartPercent)
//{
// //percent on all signals with more _enabled_ifs
// if (_signals[0] == 0 && _signals[1] != 0)
// {
// this.drawpercentlines(1, this.DashStyleLine, this.PlotWidthLine);
// }
// else if (_signals[0] == 1 && _signals[1] == -1)
// {
// this.drawpercentlines(1, this.DashStyleLine, this.PlotWidthLine);
// }
// else if (_signals[0] == -1 && _signals[1] == 1)
// {
// this.drawpercentlines(1, this.DashStyleLine, this.PlotWidthLine);
// }
// //percent on last candle
// if (_signals[0] != 0 && IsProcessingBarIndexLast)
// {
// this.drawpercentlines(0, this.DashStyleLineLast, this.PlotWidthLineLast);
// }
//}
//percent
//percent on all signals with more _enabled_ifs
if (_signals[0] == 0 && _signals[1] != 0)
{
_percent.Set(this.getpercent(1));
if (this.ShowSignalOnChartPercent)
{
this.drawpercentlines(1, this.DashStyleLine, this.PlotWidthLine);
}
}
else if (_signals[0] == 1 && _signals[1] == -1)
{
_percent.Set(this.getpercent(1));
if (this.ShowSignalOnChartPercent)
{
this.drawpercentlines(1, this.DashStyleLine, this.PlotWidthLine);
}
}
else if (_signals[0] == -1 && _signals[1] == 1)
{
_percent.Set(this.getpercent(1));
if (this.ShowSignalOnChartPercent)
{
this.drawpercentlines(1, this.DashStyleLine, this.PlotWidthLine);
}
}
//percent on last candle
if (_signals[0] != 0 && IsProcessingBarIndexLast)
{
_percent.Set(this.getpercent(0));
if (this.ShowSignalOnChartPercent)
{
this.drawpercentlines(0, this.DashStyleLineLast, this.PlotWidthLineLast);
}
}
if (this.ShowSignalOnChartArrow)
{
if (_signals[0] == 1 && _signals[1] != 1)
{
AddChartArrowUp("ArrowLong_MA" + +Bars[0].Time.Ticks, this.IsAutoAdjustableScale, 0, Bars[0].Low, this.ColorLongSignalArrow);
}
else if (_signals[0] == -1 && _signals[1] != -1)
{
AddChartArrowDown("ArrowShort_MA" + +Bars[0].Time.Ticks, this.IsAutoAdjustableScale, 0, Bars[0].High, this.ColorShortSignalArrow);
}
}
//Set the color
PlotColors[0][0] = this.Color_1;
OutputDescriptors[0].PenStyle = this.DashStyle_1;
OutputDescriptors[0].Pen.Width = this.LineWidth_1;
PlotColors[1][0] = this.Color_2;
OutputDescriptors[1].PenStyle = this.DashStyle_2;
OutputDescriptors[1].Pen.Width = this.LineWidth_2;
PlotColors[2][0] = this.Color_3;
OutputDescriptors[2].PenStyle = this.DashStyle_3;
OutputDescriptors[2].Pen.Width = this.LineWidth_3;
PlotColors[3][0] = this.Color_4;
OutputDescriptors[3].PenStyle = this.DashStyle_4;
OutputDescriptors[3].Pen.Width = this.LineWidth_4;
PlotColors[4][0] = this.Color_5;
OutputDescriptors[4].PenStyle = this.DashStyle_5;
OutputDescriptors[4].Pen.Width = this.LineWidth_5;
PlotColors[5][0] = this.Color_6;
OutputDescriptors[5].PenStyle = this.DashStyle_6;
OutputDescriptors[5].Pen.Width = this.LineWidth_6;
}
protected override void OnBarUpdate()
{
Value.Set(MAV(MAV(Input, MA1Period, (int)MA1Type), MA2Period, (int)MA2Type)[0]);
if (CurrentBar < 2)
{
return;
}
double valueslope = (180 / Math.PI) * (Math.Atan((Value[0] - (Value[1] + Value[2]) / 2) / 1.5 / TickSize));
if (valueslope > angle)
{
signal.Set(1);
PlotColors[0][0] = BarColorUp;
}
else
if (valueslope < -angle)
{
signal.Set(-1);
PlotColors[0][0] = BarColorDown;
}
else
{
signal.Set(0);
PlotColors[0][0] = BarColorNeutral;
}
if (paintBar)
{
CandleOutlineColor = ChartControl.ChartStyle.Pen.Color;
BarColor = signal[0] == 1 ? BarColorUp : (signal[0] == -1 ? BarColorDown : BarColorNeutral);
}
if (showArrows)
{
if (signal[0] == 1 && signal[1] != 1)
{
DrawArrowUp(CurrentBar.ToString(CultureInfo.InvariantCulture), true, 0, Math.Min(Low[0], Value[0]) - TickSize * ArrowDisplacement, BarColorUp);
}
else
if (signal[0] == -1 && signal[1] != -1)
{
DrawArrowDown(CurrentBar.ToString(CultureInfo.InvariantCulture), true, 0, Math.Max(High[0], Value[0]) + TickSize * ArrowDisplacement, BarColorDown);
}
else
{
RemoveDrawObject(CurrentBar.ToString(CultureInfo.InvariantCulture));
}
}
if (!soundon)
{
return;
}
if (signal[0] == 1 && signal[1] != 1 && thislong != CurrentBar)
{
thislong = CurrentBar;
PlaySound(longwavfilename);
}
else
if (signal[0] == -1 && signal[1] != -1 && thisshort != CurrentBar)
{
thisshort = CurrentBar;
PlaySound(shortwavfilename);
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar != lastBar)
{
prevVol = 0;
lastBar = CurrentBar;
upTradeCount.Set(0);
dnTradeCount.Set(0);
upTradeVol.Set(0);
dnTradeVol.Set(0);
}
double tradeVol = Volume[0] - prevVol;
bool weHaveUpPressure = false;
bool weHaveDnPressure = false;
if (!CalculateOnBarClose && !Historical && !firstTick)
{
switch (calcMethod)
{
#region CalcMethodStuff
case VolumeStatsMode.UpDnTick:
// ***********************************************
// the UpDnTick calculation method....
// ***********************************************
if ((Close[0] > prevClose) || ((Close[0] == prevClose) && uptick))
{
uptick = true;
weHaveUpPressure = true;
}
else if ((Close[0] < prevClose) || ((Close[0] == prevClose) && !uptick))
{
uptick = false;
weHaveDnPressure = true;
}
break;
case VolumeStatsMode.PrevMedian:
// ***********************************************
// the PrevMedian calculation method....
// ***********************************************
double oldMedian = ((CurrentBar < 2)?Median[0]:Median[1]);
if (Close[0] > oldMedian)
{
weHaveUpPressure = true;
}
else if (Close[0] < oldMedian)
{
weHaveDnPressure = true;
}
break;
case VolumeStatsMode.PrevClose:
// ***********************************************
// the PrevClose calculation method....
// ***********************************************
double oldClose = ((CurrentBar < 2)?Close[0]:Close[1]);
if (Close[0] > oldClose)
{
weHaveUpPressure = true;
}
else if (Close[0] < oldClose)
{
weHaveDnPressure = true;
}
break;
case VolumeStatsMode.BidAsk:
// ***********************************************
// the BidAsk calculation method....
// ***********************************************
if (Close[0] >= lastAsk)
{
weHaveUpPressure = true;
}
else if (Close[0] <= lastBid)
{
weHaveDnPressure = true;
}
break;
default:
break;
#endregion
}
prevVol = Volume[0];
prevClose = Close[0];
}
else
{
upTradeCount.Set(0);
dnTradeCount.Set(0);
upTradeVol.Set(0);
dnTradeVol.Set(0);
if (!Historical)
{
firstTick = false;
}
prevVol = Volume[0];
prevClose = Close[0];
}
// ********************************************
// do the bundling, and reporting....
// ********************************************
upTradeComponents = 0;
upTradeAvgPrice = -1;
upTradeSize = 0;
dnTradeComponents = 0;
dnTradeAvgPrice = -1;
dnTradeSize = 0;
#region BundlingStuff
if (bundleTrades)
{
// if either of the timers have gone far enough to
// separate a tick, then publish it...
if (timeSinceUpVol.ElapsedMilliseconds > bundleMilliseconds)
{
// report the trade if it's of the right size...
if ((storedUpVol >= minSize) && (storedUpVol <= maxSize))
{
upTradeVol.Set(upTradeVol[0] + storedUpVol);
upTradeCount.Set(upTradeCount[0] + 1);
upTradeComponents = storedUpTicks;
upTradeAvgPrice = summedUpTradePrice / storedUpVol;
upTradeSize = storedUpVol;
}
// no matter what, clear the trade out...
storedUpVol = 0;
storedUpTicks = 0;
summedUpTradePrice = 0;
timeSinceUpVol.Reset();
}
if (timeSinceDnVol.ElapsedMilliseconds > bundleMilliseconds)
{
// report the trade if it's of the right size...
if ((storedDnVol >= minSize) && (storedDnVol <= maxSize))
{
dnTradeVol.Set(dnTradeVol[0] + storedDnVol);
dnTradeCount.Set(dnTradeCount[0] + 1);
dnTradeComponents = storedDnTicks;
dnTradeAvgPrice = summedDnTradePrice / storedDnVol;
dnTradeSize = storedDnVol;
}
// no matter what, clear the trade out...
storedDnVol = 0;
storedDnTicks = 0;
summedDnTradePrice = 0;
timeSinceDnVol.Reset();
}
if (weHaveUpPressure)
{
storedUpVol += tradeVol;
++storedUpTicks;
summedUpTradePrice += (Close[0] * tradeVol);
timeSinceUpVol.Reset();
timeSinceUpVol.Start();
}
if (weHaveDnPressure)
{
storedDnVol += tradeVol;
++storedDnTicks;
summedDnTradePrice += (Close[0] * tradeVol);
timeSinceDnVol.Reset();
timeSinceDnVol.Start();
}
}
else
{
// not bundling trades...
if ((tradeVol >= minSize) && (tradeVol <= maxSize))
{
if (weHaveUpPressure)
{
upTradeComponents = 1;
upTradeAvgPrice = Close[0];
upTradeSize = tradeVol;
upTradeCount.Set(upTradeCount[0] + 1);
upTradeVol.Set(upTradeVol[0] + tradeVol);
}
if (weHaveDnPressure)
{
dnTradeComponents = 1;
dnTradeAvgPrice = Close[0];
dnTradeSize = tradeVol;
dnTradeCount.Set(dnTradeCount[0] + 1);
dnTradeVol.Set(dnTradeVol[0] + tradeVol);
}
}
}
#endregion
// plot the 1-bar delta
OneBarDelta.Set(upTradeVol[0] - dnTradeVol[0]);
}
