// initialization routine, called once before ticks are sent
// if multiple tick sources are used, will get called several times
// during the lifetime of the object, once per tick source change
public override void Init(string pParameters)
{
// save parameters sent in case they contain optional parameters
RealParameters = pParameters;
// a Parameter Parser can be instantiated to check optional parameters
RParser = new ParameterParser(pParameters);
// this is a mandatory list of parameters.
// Optional parameters are not specified here
// they need to be checked before DParser.Merge is called
// or checked from the RealParameters variable
DefaultParameters = "PERIODLONG:17;PERIODSHORT:2;MINUTES:10;DELTA1:0.0005;DELTA2:0.0016;";
// parameters as specified by the user
PParser = new ParameterParser(pParameters);
// mandatory parameter list and default values
DParser = new ParameterParser(DefaultParameters);
// make a list of parameters from mandatory list
// merge user values if existing, otherwise use defaults
Parameters = DParser.Merge(PParser);
// build a new parameter parser with sanitized parameter and values
// now user values have been merged with desired parameters
// extraneous, or optional parameters eliminated.
PParser = new ParameterParser(Parameters);
// get periods to use for the indicator(s)
PeriodsLong = (int)PParser.GetDouble("PERIODLONG", 0);
PeriodsShort = (int)PParser.GetDouble("PERIODSHORT", 0);;
Delta1 = PParser.GetDouble("DELTA1", 0);
Delta2 = PParser.GetDouble("DELTA2", 0);
// now indicators must be instantiated
// your indicator instantiation goes here
// end of indicator instantiation
// instantiate candlebuilder with desired timeframe
Minutes = (int)PParser.GetDouble("MINUTES", 0);
// cbx = new cCandleBuilder(Minutes,PeriodsLong+PeriodsShort+1);
cbx = new cCandleBuilder(Minutes, PeriodsLong + PeriodsShort + 20);
// register candlebuilder as a tick listener, name unimportant
Framework.TickServer.RegisterTickListener("cbx", "*", cbx);
// register this object as a candle listener
// the candle name is important since we might receive
// several candles with same period.
cbx.RegisterCandleListener("cbx", this);
// multiple candlebuilders can be setup by using previous 4 lines.
// register this object as a tick listener, name unimportant
// this is an optional step to receive ticks in between candles
Framework.TickServer.RegisterTickListener("System", "*", this);
// start header line of numerical output file
Framework.WriteGraphLine("InTrade,Margin,AvgMRLong,AvgMRShort,Der2,MaxAbsDer2");
}
public static void ParameterParser()
{
Framework.Logger(2, "Parameter Parsing Test");
/*
* MACDF:8-16,2; MACDS:12-24,2; MACDSG:7-9; EMA:26; STOK:3; STOKS:2; STOD:3;
* MACDF:12; macds:26; MACDSG: 9 ; EMA: 26 ; STOK:3 ; STOKS:2 ; STOD:3
* P: 14
* IN: *.CSV ; OUT: *.CSV
*/
string opt = "MACDF:8-14,2; MACDS:12-16,2; MACDSG:7-9; EMA:26; STOK:3; STOKS:2-3,0.2; STOD:3; FLAG:TRUE";
string val1 = "MACDF:12; macds:26; MACDSG: 9 ; EMA: 26 ; STOK:3 ; STOKS:2 ; STOD:3; TRUE-RANGE:TRUE";
ParameterParser pp1 = new ParameterParser(opt);
ParameterParser pp2 = new ParameterParser(val1);
ParameterParser pp3 = new ParameterParser("IN: *.CSV ; OUT: *.CSV");
double v1 = pp1.GetDouble("flag", -1);
string v = "";
Framework.Logger(0, "started opt with: " + opt);
while (pp1.GetOptimizationParameters(ref v))
{
Framework.Logger(0, v);
}
Framework.Logger(0, "started opt with: " + val1);
while (pp2.GetOptimizationParameters(ref v))
{
Framework.Logger(0, v);
}
string infile = pp3.GetString("in", null);
string outfile = pp3.GetString("out", null);
}