public override Task OnLoad()
{
_instrument = new InstrumentModel
{
Name = _asset,
TimeFrame = _span
};
var account = new AccountModel
{
Name = _account,
Balance = 50000,
InitialBalance = 50000,
Instruments = new NameCollection <string, IInstrumentModel> {
[_asset] = _instrument
}
};
var gateway = new GatewayClient
{
Speed = 100,
Name = _account,
Account = account,
Evaluate = Parse,
Source = ConfigurationManager.AppSettings["DataLocation"].ToString()
};
_rsiIndicator = new RelativeStrengthIndicator {
Interval = 10, Name = "RSI Indicator : " + _asset
};
_atrIndicator = new AverageTrueRangeIndicator {
Interval = 10, Name = "ATR Indicator : " + _asset
};
_bidIndicator = new MovingAverageIndicator {
Interval = 0, Mode = MovingAverageEnum.Bid, Name = "BID Indicator : " + _asset
};
_askIndicator = new MovingAverageIndicator {
Interval = 0, Mode = MovingAverageEnum.Ask, Name = "ASK Indicator : " + _asset
};
_performanceIndicator = new PerformanceIndicator {
Name = "Balance"
};
_disposables.Add(gateway
.Account
.Instruments
.Values
.Select(o => o.PointGroups.ItemStream)
.Merge()
.Subscribe(OnData));
CreateCharts();
CreateGateways(gateway);
return(Task.FromResult(0));
}
private RadCartesianChartView createChart()
{
RadCartesianChartView chart = new RadCartesianChartView(this.Activity);
DateTimeCategoricalAxis horizontalAxis = new DateTimeCategoricalAxis();
horizontalAxis.DateTimeFormat = new SimpleDateFormat("MM/dd");
horizontalAxis.DateTimeComponent = DateTimeComponent.Date;
LinearAxis verticalAxis = new LinearAxis();
DataPointBinding categoryBinding = new CategoryBinding();
DataPointBinding openBinding = new OpenValueBinding();
DataPointBinding highBinding = new HighValueBinding();
DataPointBinding lowBinding = new LowValueBinding();
DataPointBinding closeBinding = new CloseValueBinding();
ArrayList data = this.getData();
CandlestickSeries series = new CandlestickSeries();
series.CategoryBinding = categoryBinding;
series.OpenBinding = openBinding;
series.HighBinding = highBinding;
series.LowBinding = lowBinding;
series.CloseBinding = closeBinding;
series.Data = data;
BollingerBandsIndicator bollingerBands = new BollingerBandsIndicator();
bollingerBands.CategoryBinding = categoryBinding;
bollingerBands.ValueBinding = closeBinding;
bollingerBands.Period = 5;
bollingerBands.StandardDeviations = 2;
bollingerBands.Data = data;
MovingAverageIndicator movingAverage = new MovingAverageIndicator();
movingAverage.CategoryBinding = categoryBinding;
movingAverage.ValueBinding = closeBinding;
movingAverage.Period = 5;
movingAverage.Data = data;
chart.VerticalAxis = verticalAxis;
chart.HorizontalAxis = horizontalAxis;
chart.Series.Add(series);
chart.Series.Add(bollingerBands);
chart.Series.Add(movingAverage);
// irrelevant
horizontalAxis.LabelFitMode = AxisLabelFitMode.Rotate;
return(chart);
}
private RadCartesianChartView createChart()
{
RadCartesianChartView chart = new RadCartesianChartView(this.Activity);
DateTimeCategoricalAxis horizontalAxis = new DateTimeCategoricalAxis();
horizontalAxis.SetDateTimeFormat(new SimpleDateFormat("MM/dd"));
horizontalAxis.DateTimeComponent = DateTimeComponent.Date;
LinearAxis verticalAxis = new LinearAxis();
DataPointBinding categoryBinding = new CategoryBinding();
DataPointBinding openBinding = new OpenValueBinding();
DataPointBinding highBinding = new HighValueBinding();
DataPointBinding lowBinding = new LowValueBinding();
DataPointBinding closeBinding = new CloseValueBinding();
ArrayList data = this.getData();
CandlestickSeries series = new CandlestickSeries();
series.CategoryBinding = categoryBinding;
series.OpenBinding = openBinding;
series.HighBinding = highBinding;
series.LowBinding = lowBinding;
series.CloseBinding = closeBinding;
series.Data = data;
BollingerBandsIndicator bollingerBands = new BollingerBandsIndicator();
bollingerBands.CategoryBinding = categoryBinding;
bollingerBands.ValueBinding = closeBinding;
bollingerBands.Period = 5;
bollingerBands.StandardDeviations = 2;
bollingerBands.Data = data;
MovingAverageIndicator movingAverage = new MovingAverageIndicator();
movingAverage.CategoryBinding = categoryBinding;
movingAverage.ValueBinding = closeBinding;
movingAverage.Period = 5;
movingAverage.Data = data;
chart.VerticalAxis = verticalAxis;
chart.HorizontalAxis = horizontalAxis;
chart.Series.Add(series);
chart.Series.Add(bollingerBands);
chart.Series.Add(movingAverage);
// irrelevant
horizontalAxis.LabelFitMode = AxisLabelFitMode.Rotate;
return chart;
}
private IndicatorBase CreateMAIndicator(string indicatorType)
{
IndicatorBase indicator;
if (indicatorType.StartsWith("MA ("))
{
indicator = new MovingAverageIndicator();
indicator.Name = "MA";
}
else if (indicatorType.StartsWith("Exponential MA"))
{
indicator = new ExponentialMovingAverageIndicator();
indicator.Name = "EMA";
}
else if (indicatorType.StartsWith("Modified MA"))
{
indicator = new ModifiedMovingAverageIndicator();
indicator.Name = "MMA";
}
else if (indicatorType.StartsWith("Modified Exponential MA"))
{
indicator = new ModifiedExponentialMovingAverageIndicator();
indicator.Name = "MEMA";
}
else if (indicatorType.StartsWith("Weighted MA"))
{
indicator = new WeightedMovingAverageIndicator();
indicator.Name = "WMA";
}
else if (indicatorType.StartsWith("Adaptive MA"))
{
indicator = new AdaptiveMovingAverageKaufmanIndicator();
indicator.Name = "KAMA";
((AdaptiveMovingAverageKaufmanIndicator)indicator).SlowPeriod = 10;
((AdaptiveMovingAverageKaufmanIndicator)indicator).FastPeriod = 4;
}
else
{
indicator = new BollingerBandsIndicator();
indicator.Name = "BOLL";
((BollingerBandsIndicator)indicator).StandardDeviations = 2;
}
((ValuePeriodIndicatorBase)indicator).Period = 5;
indicator.CategoryMember = "Date";
indicator.ValueMember = "Close";
indicator.DataSource = viewModel.Data;
return(indicator);
}
private IndicatorBase CreateTrendline(Trendlines trendlineToAdd)
{
switch (trendlineToAdd)
{
case Trendlines.MovingAverageIndicator:
var maIndicator = new MovingAverageIndicator();
maIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
maIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
maIndicator.ValueBinding = new PropertyNameDataPointBinding("Close");
maIndicator.Period = 12;
maIndicator.Stroke = Color.Orange;
maIndicator.StrokeThickness = 1;
return(maIndicator);
case Trendlines.AdaptiveMovingAverageKaufmanIndicator:
var amakIndicator = new AdaptiveMovingAverageKaufmanIndicator();
amakIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
amakIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
amakIndicator.ValueBinding = new PropertyNameDataPointBinding("Close");
amakIndicator.Period = 10;
amakIndicator.SlowPeriod = 30;
amakIndicator.FastPeriod = 2;
amakIndicator.Stroke = Color.Orange;
amakIndicator.StrokeThickness = 1;
return(amakIndicator);
case Trendlines.ExponentialMovingAverageIndicator:
var emaIndicator = new ExponentialMovingAverageIndicator();
emaIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
emaIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
emaIndicator.ValueBinding = new PropertyNameDataPointBinding("Close");
emaIndicator.Period = 8;
emaIndicator.Stroke = Color.Orange;
emaIndicator.StrokeThickness = 1;
return(emaIndicator);
case Trendlines.BollingerBandsIndicator:
var bbIndicator = new BollingerBandsIndicator();
bbIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
bbIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
bbIndicator.ValueBinding = new PropertyNameDataPointBinding("Close");
bbIndicator.Period = 5;
bbIndicator.Stroke = Color.Orange;
bbIndicator.LowerBandStroke = Color.Orange;
bbIndicator.StandardDeviations = 3;
bbIndicator.StrokeThickness = 1;
return(bbIndicator);
case Trendlines.WeightedMovingAverageIndicator:
var wmaIndicator = new WeightedMovingAverageIndicator();
wmaIndicator.SetBinding(CommodityChannelIndexIndicator.ItemsSourceProperty, new Binding("SeriesData"));
wmaIndicator.CategoryBinding = new PropertyNameDataPointBinding("DateCategory");
wmaIndicator.ValueBinding = new PropertyNameDataPointBinding("Close");
wmaIndicator.Period = 12;
wmaIndicator.Stroke = Color.Orange;
wmaIndicator.StrokeThickness = 1;
return(wmaIndicator);
default:
return(null);
}
}
public static WalkerIndicator getIndicatorByString(string input)
{
string[] args;
if (input.Contains("_") == false)
{
args = new string[] { input }
}
;
else
{
args = input.Split('_');
}
WalkerIndicator selected = null;
if (args[0] == BolingerBandsIndicator.Name)
{
selected = new BolingerBandsIndicator(long.Parse(args[1]), double.Parse(args[2]));
}
if (args[0] == MACDContinousIndicator.Name)
{
selected = new MACDContinousIndicator(long.Parse(args[1]), long.Parse(args[2]), long.Parse(args[3]));
}
if (args[0] == MACDIndicator.Name)
{
selected = new MACDIndicator(long.Parse(args[1]), long.Parse(args[2]), long.Parse(args[3]));
}
if (args[0] == MovingAverageIndicator.Name)
{
selected = new MovingAverageIndicator(long.Parse(args[1]));
}
if (args[0] == MovingAveragePriceSubtractionIndicator.Name)
{
selected = new MovingAveragePriceSubtractionIndicator(long.Parse(args[1]));
}
if (args[0] == MovingAverageSubtractionIndicator.Name)
{
selected = new MovingAverageSubtractionIndicator(long.Parse(args[1]), long.Parse(args[2]));
}
if (args[0] == MovingAverageSubtractionCrossoverIndicator.Name)
{
selected = new MovingAverageSubtractionCrossoverIndicator(long.Parse(args[1]), long.Parse(args[2]));
}
if (args[0] == RangeIndicator.Name)
{
selected = new RangeIndicator(long.Parse(args[1]));
}
if (args[0] == RSIBorderCrossoverIndicator.Name)
{
selected = new RSIBorderCrossoverIndicator(long.Parse(args[1]), double.Parse(args[2]));
}
if (args[0] == RSIBorderIndicator.Name)
{
selected = new RSIBorderIndicator(long.Parse(args[1]), double.Parse(args[2]));
}
if (args[0] == RSIIndicator.Name)
{
selected = new RSIIndicator(long.Parse(args[1]));
}
if (args[0] == RSIMACrossoverContinousIndicator.Name)
{
selected = new RSIMACrossoverContinousIndicator(long.Parse(args[1]), long.Parse(args[2]));
}
if (args[0] == RSIMACrossoverIndicator.Name)
{
selected = new RSIMACrossoverIndicator(long.Parse(args[1]), long.Parse(args[2]));
}
if (args[0] == StandartDeviationIndicator.Name)
{
selected = new StandartDeviationIndicator(long.Parse(args[1]));
}
if (args[0] == StochBorderCrossoverIndicator.Name)
{
selected = new StochBorderCrossoverIndicator(long.Parse(args[1]), double.Parse(args[2]));
}
if (args[0] == StochBorderIndicator.Name)
{
selected = new StochBorderIndicator(long.Parse(args[1]), double.Parse(args[2]));
}
if (args[0] == StochIndicator.Name)
{
selected = new StochIndicator(long.Parse(args[1]));
}
if (args[0] == TestIndicator.Name)
{
selected = new TestIndicator();
}
if (args[0] == TimeDayOfWeekIndicator.Name)
{
selected = new TimeDayOfWeekIndicator();
}
if (args[0] == TimeOfDayIndicator.Name)
{
selected = new TimeOfDayIndicator();
}
if (args[0] == TimeOpeningHoursIndicator.Name)
{
selected = new TimeOpeningHoursIndicator();
}
if (args[0] == VolumeAtPriceIndicator.Name)
{
selected = new VolumeAtPriceIndicator(long.Parse(args[1]), double.Parse(args[2]), long.Parse(args[3]));
}
if (selected == null)
{
throw new Exception("Name not found: " + args[0]);
}
if (selected.getName() != input)
{
throw new Exception(input + " != " + selected.getName());
}
return(selected);
}
