protected override void OnCalculate()
{
//calculate data
OrderDirection_Enum?resultdata = this._RunningWithTheWolves_Indicator.calculate(InSeries, this.MA_Selected, this.MA_Fast, this.MA_Medium, this.MA_Slow);
if (resultdata.HasValue)
{
switch (resultdata)
{
case OrderDirection_Enum.OpenLong:
Occurred.Set(1);
//Entry.Set(InSeries[0]);
break;
case OrderDirection_Enum.OpenShort:
Occurred.Set(-1);
//Entry.Set(InSeries[0]);
break;
//case OrderDirection.Buy:
// break;
//case OrderDirection.Sell:
// break;
default:
//nothing to do
Occurred.Set(0);
//Entry.Set(InSeries[0]);
break;
}
}
else
{
Occurred.Set(0);
}
}
protected override void OnCalculate()
{
//calculate data
ResultValue returnvalue = this._TrendTemplate_MarkMinervini_Indicator.calculate(this.InSeries);
//If the calculate method was not finished we need to stop and show an alert message to the user.
if (returnvalue.ErrorOccured)
{
//Display error just one time
if (!this.ErrorOccured)
{
Log(this.DisplayName + ": " + Const.DefaultStringErrorDuringCalculation, InfoLogLevel.AlertLog);
this.ErrorOccured = true;
}
return;
}
//Entry
if (returnvalue.Entry.HasValue)
{
switch (returnvalue.Entry)
{
case OrderDirection.Buy:
Occurred.Set(1);
break;
}
}
else
{
Occurred.Set(0);
}
}
protected override void OnCalculate()
{
_orb_indicator.calculate(this.Bars, this.Bars[0]);
//Occurred.Set(returnvalue);
//Entry.Set(Bars[0].Close);
//If there was a breakout and the current bar is the same bar as the long/short breakout, then trigger signal.
if (_orb_indicator.LongBreakout != null && _orb_indicator.LongBreakout.Time == Bars[0].Time)
{
//Long Signal
Occurred.Set(1);
//Entry.Set(Close[0]);
}
else if (_orb_indicator.ShortBreakout != null && _orb_indicator.ShortBreakout.Time == Bars[0].Time)
{
//Short Signal
Occurred.Set(-1);
//Entry.Set(Close[0]);
}
else
{
//No Signal
Occurred.Set(0);
//Entry.Set(Close[0]);
}
}
protected override void OnBarUpdate()
{
if (Bars != null && Bars.Count > 0 &&
TimeFrame.Periodicity == DatafeedHistoryPeriodicity.Minute &&
TimeFrame.PeriodicityValue == 1)
{
}
else
{
return;
}
if (DummyOneMinuteEven_Indicator()[0] == 100)
{
Occurred.Set(-1);
}
else
{
Occurred.Set(1);
}
//Entry.Set(iv_Bars.GetOpen(iv_CurrentBar));
//Entry.Set(10390);
//Entry.Set(GetCurrentBid());
}
protected override void OnBarUpdate()
{
//calculate data
OrderAction?resultdata = this._Mean_Reversion_Indicator.calculate(Input, Open, High, null, null, this.Bollinger_Period, this.Bollinger_Standard_Deviation, this.Momentum_Period, this.RSI_Period, this.RSI_Smooth, this.RSI_Level_Low, this.RSI_Level_High, this.Momentum_Level_Low, this.Momentum_Level_High);
if (resultdata.HasValue)
{
switch (resultdata)
{
case OrderAction.Buy:
Occurred.Set(1);
//Entry.Set(Input[0]);
break;
case OrderAction.SellShort:
Occurred.Set(-1);
//Entry.Set(Input[0]);
break;
//case OrderAction.BuyToCover:
// break;
//case OrderAction.Sell:
// break;
default:
//nothing to do
Occurred.Set(0);
//Entry.Set(Input[0]);
break;
}
}
else
{
Occurred.Set(0);
}
}
protected override void OnCalculate()
{
EMA ema = EMA(this.Period);
double bull_power = High[0] - ema[0];
double bear_power = Low[0] - ema[0];
ds_bull_power.Set(bull_power);
ds_bear_power.Set(bear_power);
int resultsignal = 0;
if (ema[0] > ema[1] && bear_power < 0 && bear_power > ds_bear_power.Get(1))
{
resultsignal = 1;
}
if (ema[0] < ema[1] && bull_power > 0 && bull_power < ds_bull_power.Get(1))
{
resultsignal = -1;
}
Occurred.Set(resultsignal);
PlotColors[0][0] = this.Plot0Color;
OutputDescriptors[0].PenStyle = this.Dash0Style;
OutputDescriptors[0].Pen.Width = this.Plot0Width;
PlotColors[1][0] = this.Plot1Color;
OutputDescriptors[1].PenStyle = this.Dash1Style;
OutputDescriptors[1].Pen.Width = this.Plot1Width;
}
protected override void OnBarUpdate()
{
//calculate data
OrderAction?resultdata = this._RunningWithTheWolves_Indicator.calculate(Input);
if (resultdata.HasValue)
{
switch (resultdata)
{
case OrderAction.Buy:
Occurred.Set(1);
//Entry.Set(Input[0]);
break;
case OrderAction.SellShort:
Occurred.Set(-1);
//Entry.Set(Input[0]);
break;
//case OrderAction.BuyToCover:
// break;
//case OrderAction.Sell:
// break;
default:
//nothing to do
Occurred.Set(0);
//Entry.Set(Input[0]);
break;
}
}
else
{
Occurred.Set(0);
}
}
protected override void OnCalculate()
{
Occurred.Set(LeadIndicator.Lonely_Warrior_Indicator()[0]);
PlotColors[0][0] = this.Plot0Color;
OutputDescriptors[0].PenStyle = this.Dash0Style;
OutputDescriptors[0].Pen.Width = this.Plot0Width;
PlotColors[1][0] = this.Plot1Color;
OutputDescriptors[1].PenStyle = this.Dash1Style;
OutputDescriptors[1].Pen.Width = this.Plot1Width;
}
protected override void OnCalculate()
{
//Reset color
_signalcolor = Color.Transparent;
if (ProcessingBarIndex == 0)
{
lastsignals = new Stack <DateTime>();
}
bool therewasasignal = false;
//if (Low[0] < SMA(200)[0] && SMA(50)[0] >= SMA(100)[0] && SMA(100)[0] >= SMA(200)[0] && Close[0] > SuperTrend(SuperTrendMAType.HMA, SuperTrendMode.ATR, 14, 2.618, 14).UpTrend[0])
//if (Low[0] < SMA(200)[0] && SMA(50)[0] >= SMA(100)[0] && Close[0] > SuperTrend(SuperTrendMAType.HMA, SuperTrendMode.ATR, 14, 2.618, 14).UpTrend[0])
//if (Low[0] < SMA(200)[0] && SMA(50)[0] >= SMA(100)[0] && Close[0] > SuperTrend(SuperTrendMAType.SMA, SuperTrendMode.ATR, 50, 2.618, 50).UpTrend[0])
if (Low[0] < SMA(this.MA_Long)[0] && SMA(this.MA_Short)[0] >= SMA(this.MA_Medium)[0] &&
Close[0] > SuperTrend(SuperTrendMAType.SMA, SuperTrendMode.ATR, 200, 2.618, 200).UpTrend[0])
{
therewasasignal = true;
}
double thevalue = 0;
if (therewasasignal)
{
thevalue = 1;
_signalcolor = Color.LightGreen;
AddChartArrowUp("ArrowLong_Entry" + +Bars[0].Time.Ticks, this.IsAutoAdjustableScale, 0, Bars[0].Low, Color.Green);
lastsignals.Push(Time[0]);
}
else
{
if (lastsignals != null && lastsignals.Count > 0 && lastsignals.Peek() >= Time[this.Candles - 1])
{
AddChartArrowUp("ArrowLong_Echo_Entry" + +Bars[0].Time.Ticks, this.IsAutoAdjustableScale, 0, Bars[0].Low, Color.LightGreen);
thevalue = 0.5;
_signalcolor = Color.Green;
}
}
Occurred.Set(thevalue);
PlotColors[0][0] = this.Plot0Color;
OutputDescriptors[0].PenStyle = this.Dash0Style;
OutputDescriptors[0].Pen.Width = this.Plot0Width;
PlotColors[1][0] = this.Plot1Color;
OutputDescriptors[1].PenStyle = this.Dash1Style;
OutputDescriptors[1].Pen.Width = this.Plot1Width;
}
protected override void OnCalculate()
{
//get the indicator
Example_Indicator_SMA_CrossOver_Basic Example_Indicator_SMA_CrossOver_Basic = LeadIndicator.Example_Indicator_SMA_CrossOver_Basic();
//get the value
double returnvalue = Example_Indicator_SMA_CrossOver_Basic[0];
//Condition should be drawn on a seperate panel
this.IsOverlay = false;
//set the value
Occurred.Set(returnvalue);
}
protected override void OnCalculate()
{
//Check if peridocity is valid for this script
if (!this._Example_Indicator_SMA_CrossOver_Advanced.DatafeedPeriodicityIsValid(Bars.TimeFrame))
{
Log(this.DisplayName + ": Periodicity of your data feed is suboptimal for this indicator!", InfoLogLevel.AlertLog);
return;
}
//Lets call the calculate method and save the result with the trade action
ResultValue_Example_Indicator_SMA_CrossOver_Advanced returnvalue = this._Example_Indicator_SMA_CrossOver_Advanced.calculate(this.InSeries, this.FastSma, this.SlowSma, this.IsLongEnabled, this.IsShortEnabled);
//If the calculate method was not finished we need to stop and show an alert message to the user.
if (returnvalue.ErrorOccured)
{
Log(this.DisplayName + ": A problem has occured during the calculation method!", InfoLogLevel.AlertLog);
return;
}
//Entry
if (returnvalue.Entry.HasValue)
{
switch (returnvalue.Entry)
{
case OrderAction.Buy:
//Long Signal
Occurred.Set(1);
Entry.Set(1);
break;
case OrderAction.SellShort:
//Short Signal
Occurred.Set(-1);
Entry.Set(-1);
break;
}
}
else
{
//No Signal
Occurred.Set(0);
Entry.Set(0);
}
//Set the drawing style, if the user has changed it.
PlotColors[0][0] = this.Plot0Color;
Plots[0].PenStyle = this.Dash0Style;
Plots[0].Pen.Width = this.Plot0Width;
}
protected override void OnCalculate()
{
//Print(Time[0]);
TimeSpan now = Time[0].TimeOfDay;
if ((now >= TimeSpan.Parse(this.Start)) && (now <= TimeSpan.Parse(this.End)))
{
Occurred.Set(0);
}
else
{
Occurred.Set(1);
}
}
protected override void OnCalculate()
{
double rv = 0;
if (LeadIndicator.Holy_Grail_Indicator(this.InSeries)[0] > 0 && LeadIndicator.Holy_Grail_Indicator(this.InSeries)[1] > 0 && LeadIndicator.Holy_Grail_Indicator(this.InSeries)[3] > 0)
{
rv = 1;
}
Occurred.Set(rv);
PlotColors[0][0] = this.Plot0Color;
OutputDescriptors[0].PenStyle = this.Dash0Style;
OutputDescriptors[0].Pen.Width = this.Plot0Width;
}
protected override void OnCalculate()
{
//calculate data
ResultValue returnvalue = this._Mean_Reversion_Indicator.calculate(InSeries, Open, High, null, null, this.Bollinger_Period, this.Bollinger_Standard_Deviation, this.Momentum_Period, this.RSI_Period, this.RSI_Smooth, this.RSI_Level_Low, this.RSI_Level_High, this.Momentum_Level_Low, this.Momentum_Level_High);
//If the calculate method was not finished we need to stop and show an alert message to the user.
if (returnvalue.ErrorOccured)
{
//Display error just one time
if (!this.ErrorOccured)
{
Log(this.DisplayName + ": " + Const.DefaultStringErrorDuringCalculation, InfoLogLevel.AlertLog);
this.ErrorOccured = true;
}
return;
}
//Entry
if (returnvalue.Entry.HasValue)
{
switch (returnvalue.Entry)
{
case OrderDirection.Buy:
Occurred.Set(1);
break;
case OrderDirection.Sell:
Occurred.Set(-1);
break;
}
}
////Exit
//if (returnvalue.Exit.HasValue)
//{
// switch (returnvalue.Exit)
// {
// case OrderDirection.Buy:
// this.DoExitShort();
// break;
// case OrderDirection.Sell:
// this.DoExitLong();
// break;
// }
//}
}
protected override void OnCalculate()
{
//ShowGap Indikator aufrufen. Dieser liefert 100 für Long Einstieg und -100 für Short Einstieg. Liefert 0 für kein Einstiegssignal
ShowGap_Indicator_Value = ShowGap_Indicator(PunkteGapMin, PunkteGapMax)[0];
if (ShowGap_Indicator_Value == 100)
{
Occurred.Set(1);
}
else if (ShowGap_Indicator_Value == -100)
{
Occurred.Set(-1);
}
else
{
Occurred.Set(0);
}
}
protected override void OnBarUpdate()
{
if (this.Bars != null && this.Bars.Count > 0)
{
//ShowGap Indikator aufrufen. Dieser liefert 100 für Long Einstieg und -100 für Short Einstieg. Liefert 0 für kein Einstiegssignal
double PopGun_Indicator_Value = this._popgun_indicator.calculate(this.Bars, this.CurrentBar);
if (PopGun_Indicator_Value == 100)
{
Occurred.Set(1);
Entry.Set(GetCurrentBid());
}
else if (PopGun_Indicator_Value == -100)
{
Occurred.Set(-1);
Entry.Set(GetCurrentBid());
}
else
{
Occurred.Set(0);
Entry.Set(GetCurrentBid());
}
}
}
//protected override void OnBarUpdate()
//{
// //TODO: Write your owner OnBarUpdate handling
// //DrawArrowUp("Arrowup" + CurrentBar, true, Bars.GetTime(Count - 1), Bars.GetLow(CurrentBar) - 300 * TickSize, Color.Red);
// //DrawArrowDown("Arrowdown" + CurrentBar, true, Bars.GetTime(Count - 1), Bars.GetHigh(CurrentBar) + 300 * TickSize, Color.Green);
// //Occurred.Set(-1);
// //Entry.Set(Close[0]);
//}
protected override void OnBarUpdate()
{
//MyGap.Set(Input[0]);
if (Bars != null && Bars.Count > 0)
// && TimeFrame.Periodicity == DatafeedHistoryPeriodicity.Minute
// && TimeFrame.PeriodicityValue == 15)
{
}
else
{
return;
}
if (Bars.BarsSinceSession == 0)
{
sessionprocessed = false;
}
//08.00, 08.15, 08.30, 08.45, 09.00 sind abgeschlossen -> es ist 09.15)
// if(Bars.BarsSinceSession == 5)
if (ToTime(Bars.GetTime(CurrentBar)) > 90000 && //größer 09.00 geht für 15M und 1Std (und 1Tag?)
sessionprocessed == false) //Tag noch nicht verarbeitet
{
sessionprocessed = true;
GapTradeLong = GapTradeShort = false;
IBar GapOpenBar = Bars.Where(x => x.Time.Date == Bars[0].Time.Date).FirstOrDefault(); //liefert erster kerze des tages
double GapOpen = GapOpenBar.Open;
double LastDayClose = PriorDayOHLC().PriorClose[0];
double GapSize = GapOpen - LastDayClose;
DateTime LastDayCloseDate = Bars.GetTime(Count - 7);
DateTime LastPeriod = Time[1];
if (LastDayClose != null &&
Math.Abs(LastDayClose - GapOpen) > _PunkteGapMin &&
Math.Abs(LastDayClose - GapOpen) < _PunkteGapMax)
{ //Wenn Gap größer 50 und kleiner 100
existgap = true;
//Gap markieren (08.00 - 09.15)
string strMyRect = "MyRect" + Count;
string strMyGapSize = "MyGapSize" + Count;
if (LastDayClose - GapOpen < 0) //Long
{
//Long
//DrawRectangle(strMyRect, true, LastDayCloseDate, LastDayClose, LastPeriod, HighestHighPrice(5)[0], _col_gap, _col_gap, 70);
DrawText(strMyGapSize, true, Math.Round(GapSize, 1).ToString(), LastDayCloseDate, LastDayClose + 25, 9, Color.Black, new Font("Areal", 9), StringAlignment.Center, Color.Black, Color.Azure, 1);
// if (LinReg(5)[0] > GapOpen)
if (LinReg(Closes[0], 5)[0] > GapOpen)
{
//Chancenreicher SuccessTrade
string strArrowUp = "ArrowUp" + Bars.GetTime(CurrentBar);
DrawArrowUp(strArrowUp, true, Bars.GetTime(Count - 1), Bars.GetOpen(CurrentBar) - 300 * TickSize, Color.Green);
GapTradeLong = true;
Occurred.Set(1);
Entry.Set(Bars.GetOpen(CurrentBar));
}
}
else
{
//Short
//DrawRectangle(strMyRect, true, LastDayCloseDate, LastDayClose, LastPeriod, LowestLowPrice(5)[0], Color.Pink, Color.Pink, 70);
DrawText(strMyGapSize, true, Math.Round(GapSize, 1).ToString(), LastDayCloseDate, LastDayClose - 25, 9, Color.Black, new Font("Areal", 9), StringAlignment.Center, Color.Black, Color.Azure, 1);
if (LinReg(Closes[0], 5)[0] < GapOpen)
{
////Chancenreicher SuccessTrade
string strArrowDown = "ArrowDown" + Bars.GetTime(CurrentBar);
DrawArrowDown(strArrowDown, true, Bars.GetTime(Count - 1), Bars.GetOpen(CurrentBar) + 300 * TickSize, Color.Red);
GapTradeShort = true;
Occurred.Set(-1);
Entry.Set(Bars.GetOpen(CurrentBar));
}
}
if (GapTradeShort == true || GapTradeLong == true)
{
Print("------------------" + Time[5] + "------------------");
Print("LineReg: " + Math.Round(LinReg(5)[0]), 1);
Print("Gap Open: " + GapOpen);
}
}
else
{
existgap = false;
}
}
//09.15. - 09.30 Kerze
else if (Bars.BarsSinceSession == 6 && existgap == true)
{
//Auswertung
decimal GapTradeResult;
Color colorTextBox;
GapTradeResult = (decimal)Bars.GetClose(CurrentBar - 1) - (decimal)Bars.GetOpen(CurrentBar - 1);
if (GapTradeLong == true)
{
//Long
GapTradeCounterLong += 1;
GapTradeResultTotalLong = GapTradeResultTotalLong + GapTradeResult;
string strGapeTradeLong = "GapTradeLong" + CurrentBar;
string strTradeResultLong;
if (GapTradeResult < 0)
{
Print("FAAAAAAAAAAAAAAAIIIIIIIIIIIIIILLLLLLLLLL");
GapTradeFailCounterLong += 1;
strTradeResultLong = "Fail " + GapTradeResult.ToString();
colorTextBox = colFail;
}
else
{
GapTradeWinCounterLong += 1;
strTradeResultLong = "Win " + GapTradeResult.ToString();
colorTextBox = colWin;
}
DrawText(strGapeTradeLong, true, strTradeResultLong, Time[1], Bars.GetHigh(CurrentBar - 1) + 10, 9, Color.Black, new Font("Areal", 9), StringAlignment.Center, Color.Black, colorTextBox, 70);
}
else if (GapTradeShort == true)
{
//Short
GapTradeCounterShort += 1;
GapTradeResultTotalShort = GapTradeResultTotalShort - GapTradeResult;
string strGapeTradeShort = "GapTradeLong" + CurrentBar;
string strTradeResultShort;
if (GapTradeResult > 0)
{
Print("FAAAAAAAAAAAAAAAIIIIIIIIIIIIIILLLLLLLLLL");
GapTradeFailCounterShort += 1;
strTradeResultShort = "Fail " + GapTradeResult.ToString();
colorTextBox = colFail;
}
else
{
GapTradeWinCounterShort += 1;
strTradeResultShort = "Win " + GapTradeResult.ToString();
colorTextBox = colWin;
}
DrawText(strGapeTradeShort, true, strTradeResultShort, Time[1], Bars.GetLow(CurrentBar - 1) - 10, 9, Color.Black, new Font("Areal", 9), StringAlignment.Center, Color.Black, colorTextBox, 70);
}
Print("Gap Trade Result: " + GapTradeResult);
}
if (Count == Bars.Count - 1)
{
Print("Total Trades Long: " + GapTradeCounterLong);
Print("Wins Long: " + GapTradeWinCounterLong);
Print("Fails Long: " + GapTradeFailCounterLong);
Print("Total Trades Short: " + GapTradeCounterShort);
Print("Wins Short: " + GapTradeWinCounterShort);
Print("Fails Short: " + GapTradeFailCounterShort);
if (GapTradeCounterLong > 0)
{
Print("Avg Long: " + (GapTradeResultTotalLong / GapTradeCounterLong));
}
if (GapTradeCounterShort > 0)
{
Print("Avg Short: " + (GapTradeResultTotalShort / GapTradeCounterShort));
}
}
}
protected override void OnCalculate()
{
Occurred.Set(1);
Stop.Set(Close[0] * (1 - this.PercentageTrailing / 100.0));
}
