private void showKeltnerEntries()
{
if (PlotKeltnerEntries)
{
if (CrossBelow(Low, KeltnerChannel(Close, 1.25, 13).Lower[0], 1))
{
shortEnabled = true;
}
if (CrossAbove(High, KeltnerChannel(Close, 1.25, 13).Upper[0], 1))
{
longEnabled = true;
}
// short
if (shortEnabled && trend == -1 && CrossAbove(High, SMA(13), 1))
{
Draw.ArrowDown(this, "short" + CurrentBar, false, 0, High[0] + TickSize, Brushes.Red);
sendAlert(message: "Short Pullback Entry", sound: "ES_EnteringShortZone.wav");
shortEnabled = false;
}
if (longEnabled && trend == 1 && CrossBelow(Low, SMA(13), 1))
{
Draw.ArrowUp(this, "long" + CurrentBar, false, 0, Low[0] - TickSize, Brushes.DodgerBlue);
sendAlert(message: "Long Pullback Entry", sound: "ES_EnteringLongZone.wav");
longEnabled = false;
}
}
}
private void LongEntry()
{
if (Close[0] <= lower2 && !InTradeL)
{
Draw.ArrowUp(this, "LE" + CurrentBar, false, 0, Low[0] - 0.25, Brushes.DodgerBlue);
EntryPriceL = Close[0];
StopL = EntryPriceL - 1.5;
TargetL = EntryPriceL + 1.5;
InTradeL = true;
}
/// stop
if (InTradeL && Low[0] < StopL)
{
InTradeL = false;
Draw.Dot(this, "minusStop" + CurrentBar, true, 0, StopL, Brushes.Red);
LooseCountL += 1;
DayGain -= 75;
GetStats(longs: true);
}
/// target
if (InTradeL && High[0] > TargetL)
{
InTradeL = false;
Draw.Dot(this, "minustgt" + CurrentBar, true, 0, TargetL, Brushes.Green);
WinCountL += 1;
DayGain += 75;
GetStats(longs: true);
}
}
protected override void OnBarUpdate()
{
if (CurrentBar < 1)
{
return;
}
// Trailing stop
double trail;
double loss = Close[0] * ((double)Percent / 100);
if (Close[0] > Value[1] && Close[1] > Value[1])
{
trail = Math.Max(Value[1], Close[0] - loss);
}
else if (Close[0] < Value[1] && Close[1] < Value[1])
{
trail = Math.Min(Value[1], Close[0] + loss);
}
else if (Close[0] > Value[1])
{
trail = Close[0] - loss;
Draw.ArrowDown(this, CurrentBar.ToString(), false, 1, Value[1], Brushes.Orange);
}
else
{
trail = Close[0] + loss;
Draw.ArrowUp(this, CurrentBar.ToString(), false, 1, Value[1], Brushes.Orange);
}
Value[0] = trail;
}
protected void Button1Click(object sender, RoutedEventArgs e)
{
Print(string.Format("{0}: Button1Click {1}, {2}", CurrentBar, Time[2], Low[2]));
Draw.ArrowUp(this, "tag1", true, Time[2], Low[2] - TickSize, Brushes.Red);
//Draw.TextFixed(this, "infobox", "Button 1 Clicked", TextPosition.BottomLeft, Brushes.Green, new Gui.Tools.SimpleFont("Arial", 25), Brushes.Transparent, Brushes.Transparent, 100);
// refresh the chart so that the text box will appear on the next render pass even if there is no incoming data
ForceRefresh();
}
protected override void OnBarUpdate()
{
if (Close[0] > SMA(200)[0] &&
Low[0] > Low[1] &&
Low[1] < Low[2] &&
Low[2] < Low[3] &&
Low[3] < Low[4] &&
Low[4] < Low[5]
)
{
Draw.ArrowUp(this, "MyArrowUp" + CurrentBar.ToString(), false, 0, Low[0] - (TickSize * 20), Brushes.LimeGreen);
}
}
protected override void OnBarUpdate()
{
if (CurrentBar == 0)
{
Value[0] = 0;
}
else
{
double mean = 0;
double sma0 = sma[0];
for (int idx = Math.Min(CurrentBar, Period - 1); idx >= 0; idx--)
{
mean += Math.Abs(Typical[idx] - sma0);
}
Value[0] = (Typical[0] - sma0) / (mean.ApproxCompare(0) == 0 ? 1 : (0.015 * (mean / Math.Min(Period, CurrentBar + 1))));
// crossing down
if (CrossBelow(CCI(Period), 180, 1))
{
Draw.ArrowDown(this, "200" + CurrentBar.ToString(), true, 0, High[0] + (TickSize * 200), Brushes.Red);
//Print("We Crossed Below 180");
}
if (CrossBelow(CCI(Period), 100, 1))
{
Draw.TriangleDown(this, "100" + CurrentBar.ToString(), true, 0, High[0] + (TickSize * 200), Brushes.Crimson);
//Print("We Crossed Below 100");
}
// crossing up
if (CrossAbove(CCI(Period), -180, 1))
{
Draw.ArrowUp(this, "200" + CurrentBar.ToString(), true, 0, Low[0] - (TickSize * 200), Brushes.Blue);
//Print("We Crossed above 180");
}
if (CrossAbove(CCI(Period), -100, 1))
{
Draw.TriangleUp(this, "100" + CurrentBar.ToString(), true, 0, Low[0] - (TickSize * 200), Brushes.DodgerBlue);
//Print("We Crossed above 100");
}
}
}
private void showLongTrades(bool showCount, bool showMarkers)
{
if (tradesToday == 3)
{
return;
}
if (!inLongTrade && longSignal)
{
//Share("EcoMail", "Long NQ");
SendMail("*****@*****.**", "Trade Alert", "Buy NQ");
PlaySound(NinjaTrader.Core.Globals.InstallDir + @"\sounds\OrderPending.wav");
tradesToday++;
longEntryActual = longEntryPrice;
if (showMarkers)
{
Draw.ArrowUp(this, "LE" + CurrentBar, true, 0, longEntryActual, Brushes.Lime);
}
if (showCount)
{
Draw.Text(this, "letoday" + CurrentBar, tradesToday.ToString(), 0, Low[0] - 2, Brushes.DodgerBlue);
}
inLongTrade = true;
barsSinceEntryL = 0;
mpe = 0; mae = 0;
tradeDirection = "LE";
}
if (inLongTrade)
{
var mpeNow = High[0] - longEntryActual;
var maeNow = longEntryActual - Low[0];
if (mpeNow > mpe)
{
mpe = mpeNow;
}
if (maeNow > mae)
{
mae = maeNow;
}
}
}
private void setPBS()
{
if (!Longs)
{
return;
}
/// setup
if ((High[0] < High[1] || Low[0] < Low[1]) && trend >= 0)
{
llCount += 1;
if (trend >= 0 && showCount)
{
Draw.Text(this, "LL" + CurrentBar, llCount.ToString(), 0, High[0] + 1 * TickSize, Brushes.DodgerBlue);
}
if (showTradeApproaching && llCount >= 3 && trend >= 0)
{
RemoveDrawObject("longClose" + lastBar);
Draw.TriangleUp(this, "longClose" + CurrentBar, true, 0, Low[0], Brushes.Gray);
sendAlert(message: "Setting Up Buy on " + name, sound: AlertPBS);
}
}
/// entry
if (!inTradeShort && !inTradeLong && High[0] > High[1])
{
if (llCount >= 3 && trend >= 0)
{
llCount = 0;
hhCount = 0;
Draw.ArrowUp(this, "PBSb" + CurrentBar, false, 0, Low[0] - 1 * TickSize, Brushes.LimeGreen);
tradeCount += 1;
entryPrice = High[1];
inTradeLong = true;
targetPrice = entryPrice + (targetTicks * TickSize);
stopPrice = entryPrice - (stopTicks * TickSize);
breakevenPrice = entryPrice + (breakevenPrice * TickSize);
if (deBug)
{
Print("Long Entry " + entryPrice + " \tTarget " + targetPrice + " \tStop " + stopPrice);
}
sendAlert(message: "Buy " + name, sound: AlertApproach);
}
}
}
private void enterLong()
{
if (ToTime(Time[0]) < ToTime(StartTime) || ToTime(Time[0]) > ToTime(EndTime))
{
return;
}
if ((inLong || !CalcStats) && !systemOff)
{
return;
}
if (Close[0] > Open[0])
{
Draw.ArrowUp(this, "LE" + CurrentBar, false, 0, Low[0] - (TickSize * 3), Brushes.DodgerBlue);
inLong = true;
longEntryPrice = Close[0];
longEntryBar = CurrentBar;
longTradeCount += 1;
}
}
/// ////////////////////////////////////////////////////////////////////////////////////////////////
///
/// Channel Long
///
/// ////////////////////////////////////////////////////////////////////////////////////////////////
protected bool entryConditionsChannel()
{
bool signal = false; // && High[0] < SMA(10)[0]
if (Close[0] > Math.Abs(sma0[0]) && WilliamsR(10)[0] < -80)
{
//signal = true;
//Draw.Dot(this, "CH"+CurrentBar, true, 0, Low[0] - (TickSize * 20), Brushes.DarkGreen);
double theStop = calcInitialStop(pct: Pct, isLong: true);
shares = calcPositionSize(stopPrice: theStop, isLong: true);
entryType = "Channel";
textForBox = popuateStatsTextBox(entryType: entryType, shares: shares, maxLoss: MaxRisk, stopPrice: theStop);
Print(Time[0].ToShortDateString() + "\n" + textForBox);
Draw.Text(this, "stop" + CurrentBar, "-", 0, theStop);
Draw.ArrowUp(this, "entryArruw" + CurrentBar, true, 0, Low[0] - (TickSize * 20), Brushes.DodgerBlue);
}
return(signal);
}
/// <summary>
/// Long Entry Arrow
/// </summary>
/// <param name="inLongTrade"></param>
public void showLongEntryArrow(bool inLongTrade)
{
if (inLongTrade)
{
return;
}
if (entry.longEntryPrice == null)
{
return;
}
if (High[0] > entry.longEntryPrice && Low[0] < entry.longEntryPrice)
{
//Draw.Text(this, "LE"+CurrentBar.ToString(), "LE", 0, entry.longEntryPrice - (TickSize * 10), Brushes.LimeGreen);
//customDrawTrades( show: true, simple: false);
ArrowUp myArrowUp = Draw.ArrowUp(this, "LEmade" + CurrentBar.ToString(), true, 0, entry.longEntryPrice - (TickSize * 5), Brushes.LimeGreen);
signals[0] = 1;
secondPivStopFlag = false;
//debugEntry(isOn:true);
}
}
protected override void OnBarUpdate()
{
double fastMa = EMA(34)[0];
double medMa = EMA(68)[0];
double slowMa = SMA(116)[0];
/// Long
if (CrossAbove(EMA(34), EMA(68), 1) && Close[0] >= slowMa)
{
Draw.ArrowUp(this, "xUP" + CurrentBar.ToString(), true, 1, Close[0], Brushes.LimeGreen);
}
/// Short
if (CrossBelow(EMA(34), EMA(68), 1) && Close[0] <= slowMa)
{
Draw.ArrowDown(this, "xDN" + CurrentBar.ToString(), true, 1, Close[0], Brushes.Red);
}
Values[0][0] = fastMa;
Values[1][0] = medMa;
Values[2][0] = slowMa;
}
/// ////////////////////////////////////////////////////////////////////////////////////////////////
///
/// Enter Long
///
/// ////////////////////////////////////////////////////////////////////////////////////////////////
protected void enterLong(bool showStop)
{
entryOne = entryConditionsChannel();
if (entryOne)
{
EnterLong(Convert.ToInt32(shares), "LE 1");
if (showStop)
{
Draw.Text(this, "stop" + CurrentBar, "-", 0, theStop);
Draw.ArrowUp(this, "entryArruw" + CurrentBar, true, 0, Low[0] - (TickSize * 20), Brushes.DodgerBlue);
}
}
if (showStop)
{
/// show stop
if (Position.MarketPosition == MarketPosition.Long)
{
Draw.Text(this, "stop" + CurrentBar, "-", 0, theStop);
}
}
}
protected override void OnBarUpdate()
{
if (CurrentBars[0] < 20)
{
return;
}
// set bands
int VwmaAverage = 42;
int RangeLength = 100;
int SmoothLength = 100;
int bandOne = 2;
double bandTwo = 3.5;
double sma0 = VWMA(Close, VwmaAverage)[0];
double smoothRange = SMA(ATR(RangeLength), SmoothLength)[0];
double upperBandOne = sma0 + (smoothRange * bandOne);
double upperBandTwo = sma0 + (smoothRange * bandTwo);
double lowerBandOne = sma0 - (smoothRange * bandOne);
double lowerBandTwo = sma0 - (smoothRange * bandTwo);
// Set Short Signal
if ((High[0] >= upperBandOne)) //&& (Close[0] < Open[0]))
{
//BarBrush = Brushes.Crimson;
Draw.ArrowDown(this, @"Forex4Hr Arrow down" + CurrentBar.ToString(), true, 0, High[0] + 0.0001, Brushes.Red);
}
// Set Long Signal
if ((Low[0] <= lowerBandOne)) // && (Close[0] > Open[0]))
{
//BarBrush = Brushes.Crimson;
Draw.ArrowUp(this, @"Forex4Hr Arrow Up" + CurrentBar.ToString(), true, 0, Low[0] - 0.0001, Brushes.Lime);
}
}
protected override void OnBarUpdate()
{
//Add your custom indicator logic here.
Range[0] = High[0] - Low[0];
double currentDeviation;
if (Bars.IsFirstBarOfSession)
{
AverageRange[0] = WMA(Range, Period)[0];
currentDeviation = StdDev(Range, DeviationPeriod)[0];
}
else
{
AverageRange[0] = WMA(Range, Period)[0];
currentDeviation = StdDev(Range, DeviationPeriod)[1];
}
RangeDeviation[0] = AverageRange[0] + currentDeviation * DeviationFactor;
if (Range[0] > RangeDeviation[0])
{
PlotBrushes[0][0] = Highlight;
if (DrawArrows)
{
DrawOnPricePanel = true;
Draw.ArrowUp(this, "BigCandle " + Time[0].ToString(), true, 0, Low[0], Highlight);
DrawOnPricePanel = false;
}
if (AlertEnabled)
{
Alert("BigCandle", AlertPriority, "Unusual price movement", NinjaTrader.Core.Globals.InstallDir + @"\sounds\Alert1.wav", AlertRearm, Brushes.Black, Highlight);
}
}
}
protected override void OnBarUpdate()
{
// Limit Historical processing in case a chart uses too many bars for calculation (I.E. EURUSD Renko charts)
if (State == State.Historical && LimitHistory && CurrentBar < Bars.Count - LimitHistoricalLookback)
{
return;
}
//DETERMINE LOCATION OF LAST UP/DOWN TREND LINES
signal[0] = 0;
trendStarted[0] = 0;
int upTrendOccurence = 1; int upTrendStartBarsAgo = 0; int upTrendEndBarsAgo = 0;
int downTrendOccurence = 1; int downTrendStartBarsAgo = 0; int downTrendEndBarsAgo = 0;
// Only calculate new autotrend line if ray hasent been put into manual mode by unlocking current ray
if (((DrawObjects["UpTrendRay" + unique] == null) || (DrawObjects["UpTrendRay" + unique].IsLocked)) && ((DrawObjects["DownTrendRay" + unique] == null) || (DrawObjects["DownTrendRay" + unique].IsLocked)))
{
//Only do the following if existing ray is in auto mode
// Calculate up trend line
upTrendOccurence = 1;
while (Low[upTrendEndBarsAgo] <= Low[upTrendStartBarsAgo])
{
upTrendStartBarsAgo = Swing(Strength).SwingLowBar(0, upTrendOccurence + 1, CurrentBar);
upTrendEndBarsAgo = Swing(Strength).SwingLowBar(0, upTrendOccurence, CurrentBar);
if (upTrendStartBarsAgo < 0 || upTrendEndBarsAgo < 0)
{
break;
}
upTrendOccurence++;
}
// Calculate down trend line
downTrendOccurence = 1;
while (High[downTrendEndBarsAgo] >= High[downTrendStartBarsAgo])
{
downTrendStartBarsAgo = Swing(Strength).SwingHighBar(0, downTrendOccurence + 1, CurrentBar);
downTrendEndBarsAgo = Swing(Strength).SwingHighBar(0, downTrendOccurence, CurrentBar);
if (downTrendStartBarsAgo < 0 || downTrendEndBarsAgo < 0)
{
break;
}
downTrendOccurence++;
}
}
// Clear out arrows that mark trend line breaks unless ShowHistory flag is true
if (!ShowHistory)
{
RemoveDrawObject("DownTrendBreak" + unique);
}
if (!ShowHistory)
{
RemoveDrawObject("UpTrendBreak" + unique);
}
//PROCESS UPTREND LINE IF CURRENT
if (upTrendStartBarsAgo > 0 && upTrendEndBarsAgo > 0 && upTrendStartBarsAgo < downTrendStartBarsAgo)
{
RemoveDrawObject("DownTrendRay" + unique);
double startBarPrice = Low[upTrendStartBarsAgo];
double endBarPrice = Low[upTrendEndBarsAgo];
changePerBar[0] = (endBarPrice - startBarPrice) / (Math.Abs(upTrendEndBarsAgo - upTrendStartBarsAgo));
//Test to see if this is a new trendline and increment lineCounter if so.
if (startBarPrice != startBarPriceOld)
{
direction = 1; //Signal that we have a new uptrend and put dot on trendline where new trend detected
if (ShowHistory)
{
Draw.Dot(this, CurrentBar.ToString(), true, 0, startBarPrice + (upTrendStartBarsAgo * changePerBar[0]), UpTrendColor);
trendStarted[0] = 1;
}
lineCount = lineCount + 1;
triggerBarIndex = 0;
//ResetAlert("Alert");
}
startBarPriceOld = startBarPrice;
//
// Draw the up trend line
// If user has unlocked the ray use manual rays position instead of auto generated positions to track ray position
if ((DrawObjects["UpTrendRay" + unique] != null) && (!DrawObjects["UpTrendRay" + unique].IsLocked))
{
Ray upTrendRay = (Ray)DrawObjects["UpTrendRay" + unique];
startBarPrice = upTrendRay.StartAnchor.Price;
endBarPrice = upTrendRay.EndAnchor.Price;
upTrendStartBarsAgo = upTrendRay.StartAnchor.BarsAgo;
upTrendEndBarsAgo = upTrendRay.EndAnchor.BarsAgo;
changePerBar[0] = (endBarPrice - startBarPrice) / (Math.Abs(upTrendRay.EndAnchor.BarsAgo - upTrendRay.StartAnchor.BarsAgo));
}
else
{
Draw.Ray(this, "UpTrendRay" + unique, false, upTrendStartBarsAgo, startBarPrice, upTrendEndBarsAgo, endBarPrice, UpTrendColor, DashStyleHelper.Solid, lineWidth);
}
//Draw the history line that will stay persistent on chart using lineCounter to establish a unique name
if (ShowHistory)
{
Draw.Line(this, "HistoryLine" + unique + lineCount.ToString(), false, upTrendStartBarsAgo, startBarPrice, 0, startBarPrice + (upTrendStartBarsAgo * changePerBar[0]), UpHistColor, DashStyleHelper.Solid, lineWidth);
}
//SET RETURN VALUES FOR INDICATOR
// Check for an uptrend line break
trendPrice = (startBarPrice + (upTrendStartBarsAgo * changePerBar[0]));
for (int barsAgo = upTrendEndBarsAgo - 1; barsAgo >= 0; barsAgo--)
{
if (Close[barsAgo] < endBarPrice + (Math.Abs(upTrendEndBarsAgo - barsAgo) * changePerBar[0]))
{
if (ShowHistory)
{
Draw.ArrowDown(this, "UpTrendBreak" + unique + lineCount.ToString(), true, barsAgo, High[barsAgo] + TickSize, DownTrendColor);
}
else
{
Draw.ArrowDown(this, "UpTrendBreak" + unique, true, barsAgo, High[barsAgo] + TickSize, DownTrendColor);
}
// Set the break signal only if the break is on the right most bar
//if (barsAgo == 0)
signal[barsAgo] = -1;
// Alert will only trigger in real-time
if (AlertOnBreak && triggerBarIndex == 0)
{
triggerBarIndex = CurrentBar - upTrendEndBarsAgo;
Alert("Alert" + unique, Priority.High, "Up trend line broken", "Alert2.wav", 100000, Brushes.Black, Brushes.Red);
}
break;
}
}
}
else
//DETECT AND PROCESS DOWNTREND LINE IF CURRENT
if (downTrendStartBarsAgo > 0 && downTrendEndBarsAgo > 0 && upTrendStartBarsAgo > downTrendStartBarsAgo)
{
RemoveDrawObject("UpTrendRay" + unique);
double startBarPrice = High[downTrendStartBarsAgo];
double endBarPrice = High[downTrendEndBarsAgo];
changePerBar[0] = (endBarPrice - startBarPrice) / (Math.Abs(downTrendEndBarsAgo - downTrendStartBarsAgo));
//Test to see if this is a new trendline and increment lineCount if so.
if (startBarPrice != startBarPriceOld)
{
direction = -1; //signl that we have a new downtrend
if (ShowHistory)
{
Draw.Dot(this, CurrentBar.ToString(), true, 0, startBarPrice + (downTrendStartBarsAgo * changePerBar[0]), DownTrendColor);
trendStarted[0] = -1;
}
lineCount = lineCount + 1;
triggerBarIndex = 0;
}
startBarPriceOld = startBarPrice;
//
// Draw the down trend line
// If user has unlocked the ray use manual rays position instead
if ((DrawObjects["DownTrendRay" + unique] != null) && (!DrawObjects["DownTrendRay" + unique].IsLocked))
{
Ray downTrendRay = (Ray)DrawObjects["DownTrendRay" + unique];
startBarPrice = downTrendRay.StartAnchor.Price;
endBarPrice = downTrendRay.EndAnchor.Price;
downTrendStartBarsAgo = downTrendRay.StartAnchor.BarsAgo;
downTrendEndBarsAgo = downTrendRay.EndAnchor.BarsAgo;
changePerBar[0] = (endBarPrice - startBarPrice) / (Math.Abs(downTrendRay.EndAnchor.BarsAgo - downTrendRay.StartAnchor.BarsAgo));
}
else
{
Draw.Ray(this, "DownTrendRay" + unique, false, downTrendStartBarsAgo, startBarPrice, downTrendEndBarsAgo, endBarPrice, DownTrendColor, DashStyleHelper.Solid, lineWidth);
}
if (ShowHistory)
{
Draw.Line(this, "HistoryLine" + unique + lineCount.ToString(), false, downTrendStartBarsAgo, startBarPrice, 0, startBarPrice + (downTrendStartBarsAgo * changePerBar[0]), DownHistColor, DashStyleHelper.Solid, lineWidth);
}
//SET RETURN VALUES FOR INDICATOR
// Check for a down trend line break
trendPrice = (startBarPrice + (downTrendStartBarsAgo * changePerBar[0]));
for (int barsAgo = downTrendEndBarsAgo - 1; barsAgo >= 0; barsAgo--)
{
// direction=-1;
if (Close[barsAgo] > endBarPrice + (Math.Abs(downTrendEndBarsAgo - barsAgo) * changePerBar[0]))
{
if (ShowHistory)
{
Draw.ArrowUp(this, "DownTrendBreak" + unique + lineCount.ToString(), true, barsAgo, Low[barsAgo] - TickSize, UpTrendColor);
}
else
{
Draw.ArrowUp(this, "DownTrendBreak" + unique, true, barsAgo, Low[barsAgo] - TickSize, UpTrendColor);
}
// Set the break signal only if the break is on the right most bar
//if (barsAgo == 0)
signal[barsAgo] = 1;
// Alert will only trigger in real-time
if (AlertOnBreak && triggerBarIndex == 0)
{
triggerBarIndex = CurrentBar - downTrendEndBarsAgo;
Alert("Alert" + unique, Priority.High, "Down trend line broken", "Alert2.wav", 100000, Brushes.Black, Brushes.Green);
}
break;
}
}
}
}
public void Start(int barsAgo, bool justCurrentCandleSignal)
{
if (starting)
{
low = pb.Input[0];
high = pb.Input[0];
isFirstLowValue = true;
isFirstHighValue = true;
currentLowTagNamePb = "0";
currentHighTagNamePb = "1";
starting = false;
}
if (pb.IsFirstTickOfBar)
{
pb.RemoveDrawObject(@"Arrow down");
pb.RemoveDrawObject(@"Arrow up");
pb.RemoveDrawObject(@"Fall Dot");
pb.RemoveDrawObject(@"Rise Dot");
}
//Calculation
isFalling = pb.Close[barsAgo] < pb.Close[barsAgo + 1];
isRising = pb.Close[barsAgo] > pb.Close[barsAgo + 1];
isOverLowPipDiff = pb.Close[barsAgo] <= (high - (pb.PipDiff * (pb.TickSize * 10)));
isOverHighPipDiff = pb.Close[barsAgo] >= (low + (pb.PipDiff * (pb.TickSize * 10)));
// Add low
if (isFirstLowValue && isFalling && isOverLowPipDiff)
{
low = pb.Close[barsAgo];
lastPrice = low;
lastTop = high;
// Show fibo signals
if (fiboCalc(high, lastBottom, lastPrice, -1) < pb.MaxFiboPercent &&
fiboCalc(high, lastBottom, lastPrice, -1) > pb.MinFiboPercent)
{
pb.Value[barsAgo] = 1;
if (!justCurrentCandleSignal)
{
currentLowTagNamePb = @"Arrow up " + pb.Time[barsAgo].ToString();
Draw.ArrowUp(pb, currentLowTagNamePb, false, barsAgo, pb.Close[barsAgo] - (pipSpace * (pb.TickSize * 10)), pb.Arrow_DotUpColor);
}
else
{
Draw.ArrowUp(pb, @"Arrow up", false, barsAgo, pb.Close[barsAgo] - (pipSpace * (pb.TickSize * 10)), pb.Arrow_DotUpColor);
}
}
// Show zigzag points
if (pb.ShowTopBottomPoints)
{
if (!justCurrentCandleSignal)
{
currentLowTagNameZz = @"Fall Dot " + pb.Time[barsAgo].ToString();
Draw.Dot(pb, currentLowTagNameZz, false, barsAgo, pb.Close[barsAgo], pb.Arrow_DotDownColor);
}
else
{
Draw.Dot(pb, @"Fall Dot", false, barsAgo, pb.Close[barsAgo], pb.Arrow_DotDownColor);
}
}
isFirstLowValue = false;
isFirstHighValue = true;
return;
}
// Add high
else if (isFirstHighValue && isRising && isOverHighPipDiff)
{
high = pb.Close[barsAgo];
lastPrice = high;
lastBottom = low;
// Show fibo signals
if (fiboCalc(lastTop, low, lastPrice, 1) < pb.MaxFiboPercent &&
fiboCalc(lastTop, low, lastPrice, 1) > pb.MinFiboPercent)
{
pb.Value[barsAgo] = -1;
if (!justCurrentCandleSignal)
{
currentHighTagNamePb = @"Arrow down " + pb.Time[barsAgo].ToString();
Draw.ArrowDown(pb, currentHighTagNamePb, false, barsAgo, pb.Close[barsAgo] + (pipSpace * (pb.TickSize * 10)), pb.Arrow_DotDownColor);
}
else
{
Draw.ArrowDown(pb, @"Arrow down", false, barsAgo, pb.Close[barsAgo] + (pipSpace * (pb.TickSize * 10)), pb.Arrow_DotDownColor);
}
}
// Show zigzag points
if (pb.ShowTopBottomPoints)
{
if (!justCurrentCandleSignal)
{
currentHighTagNameZz = @"Rise Dot " + pb.Time[barsAgo].ToString();
Draw.Dot(pb, currentHighTagNameZz, false, barsAgo, pb.Close[barsAgo], pb.Arrow_DotUpColor);
}
else
{
Draw.Dot(pb, @"Rise Dot", false, barsAgo, pb.Close[barsAgo], pb.Arrow_DotUpColor);
}
}
isFirstHighValue = false;
isFirstLowValue = true;
return;
}
// Update low
if (!isFirstLowValue && isFalling && isOverLowPipDiff && pb.Close[barsAgo] < lastPrice)
{
low = pb.Close[barsAgo];
lastPrice = low;
// Show fibo signals
if (fiboCalc(high, lastBottom, lastPrice, -1) < pb.MaxFiboPercent &&
fiboCalc(high, lastBottom, lastPrice, -1) > pb.MinFiboPercent)
{
pb.Value[barsAgo] = 1;
if (!justCurrentCandleSignal)
{
Draw.ArrowUp(pb, currentLowTagNamePb, false, barsAgo, pb.Close[barsAgo] - (pipSpace * (pb.TickSize * 10)), pb.Arrow_DotUpColor);
}
else
{
Draw.ArrowUp(pb, @"Arrow up", false, barsAgo, pb.Close[barsAgo] - (pipSpace * (pb.TickSize * 10)), pb.Arrow_DotUpColor);
}
}
// Show zigzag points
if (pb.ShowTopBottomPoints)
{
if (!justCurrentCandleSignal)
{
Draw.Dot(pb, currentLowTagNameZz, false, barsAgo, pb.Close[barsAgo], pb.Arrow_DotDownColor);
}
else
{
Draw.Dot(pb, @"Fall Dot", false, barsAgo, pb.Close[barsAgo], pb.Arrow_DotDownColor);
}
}
}
// Update high
else if (!isFirstHighValue && isRising && isOverHighPipDiff && pb.Close[barsAgo] > lastPrice)
{
high = pb.Close[barsAgo];
lastPrice = high;
// Show fibo signals
if (fiboCalc(lastTop, low, lastPrice, 1) < pb.MaxFiboPercent &&
fiboCalc(lastTop, low, lastPrice, 1) > pb.MinFiboPercent)
{
pb.Value[barsAgo] = -1;
if (!justCurrentCandleSignal)
{
Draw.ArrowDown(pb, currentHighTagNamePb, false, barsAgo, pb.Close[barsAgo] + (pipSpace * (pb.TickSize * 10)), pb.Arrow_DotDownColor);
}
else
{
Draw.ArrowDown(pb, @"Arrow down", false, barsAgo, pb.Close[barsAgo] + (pipSpace * (pb.TickSize * 10)), pb.Arrow_DotDownColor);
}
}
// Show zigzag points
if (pb.ShowTopBottomPoints)
{
if (!justCurrentCandleSignal)
{
Draw.Dot(pb, currentHighTagNameZz, false, barsAgo, pb.Close[barsAgo], pb.Arrow_DotUpColor);
}
else
{
Draw.Dot(pb, @"Rise Dot", false, barsAgo, pb.Close[barsAgo], pb.Arrow_DotUpColor);
}
}
}
}
protected override void OnBarUpdate()
{
if (BarsInProgress != 0)
{
return;
}
if (CurrentBars[0] < 1)
{
return;
}
if (Position.Quantity == 0)
{
if ((CrossAbove(MACD2.Default, MACD2.Avg, 1)) ||
CrossAbove(MACD1.Default, MACD1.Avg, 1)
)
{
EnterLong(Convert.ToInt32(DefaultQuantity), "");
Draw.ArrowUp(this, @"BUY_IN Arrow up_MACD2", false, 0, 0, Brushes.Purple);
}
}
else
{
if (Position.GetUnrealizedProfitLoss(PerformanceUnit.Points, Close[0]) >= ProfitTarget)
{
ExitLong(Convert.ToInt32(DefaultQuantity), "", "");
Print("PROFIT SOLD");
return;
}
if ((CrossBelow(MACD1.Default, MACD1.Avg, 1)) || (CrossBelow(MACD2.Default, MACD2.Avg, 1)))
{
ExitLong(Convert.ToInt32(DefaultQuantity), "", "");
Print("BELOW SOLD");
return;
}
if (ToTime(Time[0]) > EndTime)
{
ExitLong(Convert.ToInt32(DefaultQuantity), "", "");
Print("TIME OUT SOLD");
return;
}
}
// // Set 1
// if ((CrossAbove(MACD1.Default, MACD1.Avg, 1))
// && (HasOrder == false))
// {
// EnterLong(Convert.ToInt32(DefaultQuantity), "");
// HasOrder = true;
// Draw.ArrowUp(this, @"BUY_IN Arrow up_MACD1", false, 0, 0, Brushes.DodgerBlue);
// }
// // Set 2
// if ((CrossAbove(MACD2.Default, MACD2.Avg, 1))
// && (HasOrder == false))
// {
// EnterLong(Convert.ToInt32(DefaultQuantity), "");
// HasOrder = true;
// Draw.ArrowUp(this, @"BUY_IN Arrow up_MACD2", false, 0, 0, Brushes.Purple);
// }
// // Set 3
// if ((HasOrder == true)
// // CrossBelow
// && ((CrossBelow(MACD1.Default, MACD1.Avg, 1))
// || (CrossBelow(MACD2.Default, MACD2.Avg, 1))))
// {
// ExitLong(Convert.ToInt32(DefaultQuantity), "", "");
// HasOrder = false;
// Draw.ArrowDown(this, @"FLAT Arrow down_1", false, 0, 0, Brushes.Red);
// }
}
protected override void OnBarUpdate()
{
#region Ablesys Signals
if (CurrentBars[0] < 20)
{
return;
}
// set up higher time frame
foreach (int CurrentBarI in CurrentBars)
{
if (CurrentBarI < BarsRequiredToPlot)
{
return;
}
}
// HTF bars
if (BarsInProgress == 1)
{
LowerHTF = AblesysT2(dATR, dPeriod, dRisk).Lower[0];
UpperHTF = AblesysT2(dATR, dPeriod, dRisk).Upper[0];
if (LowerHTF != 0) // short signal
{
HTFdn[0] = LowerHTF;
HTFstate = 0;
}
if (UpperHTF != 0) // Long signal
{
HTFup[0] = UpperHTF;
HTFstate = 1;
}
return;
}
// lower time frame bars
if (BarsInProgress == 0)
{
// Ablesys trend 1
myDataSeries[0] = (-100 * (MAX(High, Period)[0] - Close[0]) / (MAX(High, Period)[0] - MIN(Low, Period)[0] == 0 ? 1 : MAX(High, Period)[0] - MIN(Low, Period)[0]));
if (myDataSeries[0] >= -30)
{
CandleOutlineBrush = Brushes.DodgerBlue;
if (Open[0] < Close[0])
{
BarBrush = Brushes.Transparent;
}
else
{
BarBrush = Brushes.DodgerBlue;
}
trend[0] = 1;
}
else
if (myDataSeries[0] <= -70)
{
CandleOutlineBrush = Brushes.Red;
if (Open[0] < Close[0])
{
BarBrush = Brushes.Transparent;
}
else
{
BarBrush = Brushes.Red;
}
trend[0] = -1;
}
else
{
CandleOutlineBrush = Brushes.ForestGreen;
if (Open[0] < Close[0])
{
BarBrush = Brushes.Transparent;
}
else
{
BarBrush = Brushes.Lime;
}
trend[0] = 0;
}
UpperLTF = AblesysT2(ATR, Period, Risk).Upper[0];
LowerLTF = AblesysT2(ATR, Period, Risk).Lower[0];
if (LowerLTF != 0) // short signal
{
ATRTrailingDn[0] = LowerLTF;
LTFstate = 0;
ATRTrailingUp.Reset();
}
if (UpperLTF != 0)
{
ATRTrailingUp[0] = UpperLTF; // Long signal
LTFstate = 1;
}
// Show MTF Confluence
if (colorBarsAgreement)
{
BarBrush = Brushes.Lime;
CandleOutlineBrush = Brushes.Lime;
if (Close[0] > Open[0])
{
BarBrush = Brushes.Transparent;
}
}
#endregion
#region Short Entry
if (HTFstate == 0 && LTFstate == 0) // short signal
{
if (colorBarsAgreement)
{
BarBrush = Brushes.Red;
CandleOutlineBrush = Brushes.Red;
if (Close[0] > Open[0])
{
BarBrush = Brushes.Transparent;
}
}
/// show entry near 10 sma
if (enterNearMA)
{
shortFilter = maPullback(Bullish: false, BarDir: barDir); // this one true
}
/// show entry near ma
if (enterT2)
{
shortFilter = enterNearT2(Bullish: false);
Print("Inside Enter T2");
}
/// show entry with T1
if (enterT1)
{
shortFilter = enterWithT1(Bullish: false, BarDir: barDir);
}
if (LowerLTF != 0 && shortFilter)
{
if (showTradesChart)
{
ArrowDown myArrowDn = Draw.ArrowDown(this, "Sell" + CurrentBar.ToString(), true, Time[0], High[0], Brushes.Red);
myArrowDn.OutlineBrush = Brushes.Black;
}
marketPosition = -1;
entryPrice = Close[0];
numTrades += 1;
entryBarNumber = CurrentBar;
signals[0] = -1;
// set stop + target
origStop = LowerLTF;
origTarget = Close[0] - (origStop - Close[0]);
// set stop + target
origStop = LowerLTF;
stopDistance = (origStop - Close[0]);
// min target
if (stopDistance < minStopDistance)
{
stopDistance = minStopDistance;
}
origTarget = Close[0] - stopDistance;
}
}
#endregion
#region Long Entry
///----- Long signal -----
if (HTFstate == 1 && LTFstate == 1)
{
if (colorBarsAgreement)
{
BarBrush = Brushes.DodgerBlue;
CandleOutlineBrush = Brushes.DodgerBlue;
if (Close[0] > Open[0])
{
BarBrush = Brushes.Transparent;
}
}
/// show entry near 10 sma
if (enterNearMA)
{
longFilter = maPullback(Bullish: true, BarDir: barDir);
}
/// show entry near ma
if (enterT2)
{
longFilter = enterNearT2(Bullish: true);
}
/// show entry with T1
if (enterT1)
{
longFilter = enterWithT1(Bullish: true, BarDir: barDir);
}
if (longFilter)
{
if (showTradesChart)
{
ArrowUp myArrowUp = Draw.ArrowUp(this, "Buy" + CurrentBar.ToString(), true, Time[0], Low[0], Brushes.DodgerBlue);
myArrowUp.OutlineBrush = Brushes.DodgerBlue;
}
marketPosition = 1;
entryPrice = Close[0];
numTrades += 1;
entryBarNumber = CurrentBar;
signals[0] = 1;
// set stop + target
origStop = UpperLTF;
stopDistance = (Close[0] - origStop);
// min target
if (stopDistance < minStopDistance)
{
stopDistance = minStopDistance;
}
origTarget = Close[0] + stopDistance;
}
}
#endregion
#region Long Exits
// show orig stop and tgt
if (showTradesChart && marketPosition != 0 && useAtrTraget)
{
Draw.Text(this, "stop" + CurrentBar.ToString(), "-", 0, origStop, Brushes.Red);
Draw.Text(this, "tgt" + CurrentBar.ToString(), "-", 0, origTarget, Brushes.Green);
}
//---- show LX at close < atr stop[1]
if (useAtrStop && marketPosition == 1 && Close[0] < AblesysT2(ATR, Period, Risk).Upper[1] && CurrentBar > entryBarNumber)
{
marketPosition = 0;
if (showTradesChart)
{
Dot myDot = Draw.Dot(this, "LX" + CurrentBar.ToString(), true, 0, Low[0] - TickSize, Brushes.Blue);
}
exitPrice = Close[0];
exitBarNumber = CurrentBar;
tradeProfitLoss = profitLossCalc(longEntry: true);
RecordResults(onChart: showTradesChart, showLog: showTradesLog);
signals[0] = 2;
}
// useAtrTraget Long
if (useAtrTraget)
{
if (marketPosition == 1 && CurrentBar > entryBarNumber)
{
// target hit
if (High[0] >= origTarget)
{
if (showTradesChart)
{
Dot myDot = Draw.Dot(this, "LX" + CurrentBar.ToString(), true, 0, origTarget, Brushes.DodgerBlue);
}
exitPrice = origTarget;
marketPosition = 0;
exitBarNumber = CurrentBar;
tradeProfitLoss = profitLossCalc(longEntry: true);
signals[0] = 2;
}
// stop hit
if (Close[0] < origStop)
{
if (showTradesChart)
{
Dot myDot = Draw.Dot(this, "LX" + CurrentBar.ToString(), true, 0, origStop, Brushes.DodgerBlue);
}
exitPrice = Close[0];
marketPosition = 0;
exitBarNumber = CurrentBar;
tradeProfitLoss = profitLossCalc(longEntry: true);
signals[0] = 2;
}
RecordResults(onChart: showTradesChart, showLog: showTradesLog);
}
}
#endregion
#region Short Exits
// show SX at close > atr stop[1]
if (useAtrStop && marketPosition == -1 && Close[0] > AblesysT2(ATR, Period, Risk).Lower[1] && CurrentBar > entryBarNumber)
{
marketPosition = 0;
if (showTradesChart)
{
Dot myDot = Draw.Dot(this, "SX" + CurrentBar.ToString(), true, 0, High[0] + TickSize, Brushes.Red);
}
exitPrice = Close[0];
tradeProfitLoss = profitLossCalc(longEntry: false);
RecordResults(onChart: showTradesChart, showLog: showTradesLog);
exitBarNumber = CurrentBar;
signals[0] = -2;
}
// useAtrTraget Short
if (useAtrTraget && marketPosition == -1 && CurrentBar > entryBarNumber)
{
// target hit
if (Low[0] <= origTarget)
{
if (showTradesChart)
{
Dot myDot = Draw.Dot(this, "SX" + CurrentBar.ToString(), true, 0, origTarget, Brushes.Red);
}
exitPrice = origTarget;
marketPosition = 0;
exitBarNumber = CurrentBar;
tradeProfitLoss = profitLossCalc(longEntry: false);
signals[0] = -2;
}
// stop hit
if (Close[0] > origStop)
{
if (showTradesChart)
{
Dot myDot = Draw.Dot(this, "SX" + CurrentBar.ToString(), true, 0, origStop, Brushes.Red);
}
exitPrice = Close[0];
marketPosition = 0;
exitBarNumber = CurrentBar;
tradeProfitLoss = profitLossCalc(longEntry: false);
signals[0] = -2;
}
RecordResults(onChart: showTradesChart, showLog: showTradesLog);
}
}
#endregion
}
protected override void OnBarUpdate()
{
/*
* --print spy strength
* -- print local strength
* --print combined level
*
* --calc rsi
* --plot rsi
*
* --color lines of rsi
*
* --show arrow entries on chart
* show square exits on char
* calc P&L on upper left of chart
*
* AAPL, MSFT, AMZN, JNJ, GOOG
* XLY, XLP, XLE, XLF, XLV, XLI, XLB, XLRE, XLK, XLU
*
* mixed results accross the board
*/
if (CurrentBars[0] < 20)
{
return;
}
// set up higher time frame
foreach (int CurrentBarI in CurrentBars)
{
if (CurrentBarI < BarsRequiredToPlot)
{
return;
}
}
// -- trend of Spy and local chart
if (BarsInProgress == 1) //SPY Bars
{
fastSpy = SMA(FastMA)[0];
slowSpy = SMA(SlowMA)[0];
if (fastSpy > slowSpy)
{
stateOfSpy = 1;
if (Close[0] > fastSpy)
{
stateOfSpy = 2;
}
}
if (fastSpy < slowSpy)
{
stateOfSpy = -1;
if (Close[0] < fastSpy)
{
stateOfSpy = -2;
}
}
}
if (BarsInProgress == 0) //Chart tf Bars
{
fast = SMA(FastMA)[0];
slow = SMA(SlowMA)[0];
if (fast > slow)
{
stateOfLocal = 1;
//Print(stateOfLocal);
if (Close[0] > fast)
{
stateOfLocal = 2;
//Print(stateOfLocal);
}
}
if (fast < slow)
{
stateOfLocal = -1;
//Print(stateOfLocal);
if (Close[0] < fast)
{
stateOfLocal = -2;
//Print(stateOfLocal);
}
}
Print("Spy " + stateOfSpy + " Local " + stateOfLocal);
double myRSI = RSI(14, 3)[0];
// rsi signals
if (myRSI >= 70)
{
shortRsi = true;
}
else
{
shortRsi = false;
}
if (myRSI <= 30)
{
longRsi = true;
}
else
{
longRsi = false;
}
// -- plot rsi
Values[0][0] = RSI(14, 3)[0];
Values[1][0] = EMA(RSI(14, 3), 3)[0];
// --color lines of rsi
switch (stateOfSpy)
{
case 1:
PlotBrushes[0][0] = Brushes.DodgerBlue;
break;
case 2:
PlotBrushes[0][0] = Brushes.DodgerBlue;
break;
case -1:
PlotBrushes[0][0] = Brushes.Red;
break;
case -2:
PlotBrushes[0][0] = Brushes.Red;
break;
default:
break;
}
switch (stateOfLocal)
{
case 1:
PlotBrushes[1][0] = Brushes.DodgerBlue;
break;
case 2:
PlotBrushes[1][0] = Brushes.DodgerBlue;
break;
case -1:
PlotBrushes[1][0] = Brushes.Red;
break;
case -2:
PlotBrushes[1][0] = Brushes.Red;
break;
default:
break;
}
// Long Entries
if (stateOfSpy > 0 && stateOfLocal > 0 && longRsi)
{
ArrowUp myArrow = Draw.ArrowUp(this, "Buysig" + CurrentBar.ToString(), true, Time[0], Low[0] - (2 * TickSize), Brushes.DodgerBlue);
// Set the outline color of the Arrow
myArrow.OutlineBrush = Brushes.DodgerBlue;
// BarBrush = Brushes.DodgerBlue;
// CandleOutlineBrush = Brushes.DodgerBlue;
}
// Short Entries
if (stateOfSpy < 0 && stateOfLocal < 0 && shortRsi)
{
ArrowDown myArrowDn = Draw.ArrowDown(this, "Sellsig" + CurrentBar.ToString(), true, Time[0], High[0] + (2 * TickSize), Brushes.Crimson);
// Set the outline color of the Arrow
myArrowDn.OutlineBrush = Brushes.Crimson;
// BarBrush = Brushes.Red;
// CandleOutlineBrush = Brushes.Red;
}
}
}
/* --------------------------------------------------------------------------------------------------- */
protected override void OnBarUpdate()
{
if ((Calculate == Calculate.OnBarClose) || IsFirstTickOfBar)
{
ArrowDrawn = false;
SoundPlayed = false;
}
/* ------- */
switch (TriggerMAType)
{
case MAType.EMA: Trigger[0] = EMA(Input, TriggerPeriod)[0]; break;
case MAType.HMA: Trigger[0] = HMA(Input, TriggerPeriod)[0]; break;
case MAType.SMA: Trigger[0] = SMA(Input, TriggerPeriod)[0]; break;
case MAType.TMA: Trigger[0] = TMA(Input, TriggerPeriod)[0]; break;
case MAType.WMA: Trigger[0] = WMA(Input, TriggerPeriod)[0]; break;
case MAType.DEMA: Trigger[0] = DEMA(Input, TriggerPeriod)[0]; break;
case MAType.TEMA: Trigger[0] = TEMA(Input, TriggerPeriod)[0]; break;
case MAType.VWMA: Trigger[0] = VWMA(Input, TriggerPeriod)[0]; break;
case MAType.ZLEMA: Trigger[0] = ZLEMA(Input, TriggerPeriod)[0]; break;
case MAType.LinReg: Trigger[0] = LinReg(Input, TriggerPeriod)[0]; break;
}
switch (AverageMAType)
{
case MAType.EMA: Average[0] = EMA(Trigger, AveragePeriod)[0]; break;
case MAType.HMA: Average[0] = HMA(Trigger, AveragePeriod)[0]; break;
case MAType.SMA: Average[0] = SMA(Trigger, AveragePeriod)[0]; break;
case MAType.TMA: Average[0] = TMA(Trigger, AveragePeriod)[0]; break;
case MAType.WMA: Average[0] = WMA(Trigger, AveragePeriod)[0]; break;
case MAType.DEMA: Average[0] = DEMA(Trigger, AveragePeriod)[0]; break;
case MAType.TEMA: Average[0] = TEMA(Trigger, AveragePeriod)[0]; break;
case MAType.VWMA: Average[0] = VWMA(Trigger, AveragePeriod)[0]; break;
case MAType.ZLEMA: Average[0] = ZLEMA(Trigger, AveragePeriod)[0]; break;
case MAType.LinReg: Average[0] = LinReg(Trigger, AveragePeriod)[0]; break;
}
/* ------- */
if (CurrentBar < MinBarsNeeded)
{
return;
}
/* ------- */
if (ColorLines == ColorStyle.Transparent)
{
PlotBrushes[0][-Displacement] = Brushes.Transparent;
PlotBrushes[1][-Displacement] = Brushes.Transparent;
}
else if (ColorLines == ColorStyle.CustomColors)
{
Brush TriggerColor = IsRising(Trigger) ? TriggerRisingColor : TriggerFallingColor;
Brush AverageColor = IsRising(Average) ? AverageRisingColor : AverageFallingColor;
if (IsBrushEqual(TriggerColor, Brushes.Transparent))
{
TriggerColor = Plots[0].Brush;
}
if (IsBrushEqual(AverageColor, Brushes.Transparent))
{
AverageColor = Plots[1].Brush;
}
PlotBrushes[0][-Displacement] = TriggerColor;
PlotBrushes[1][-Displacement] = AverageColor;
}
/* ------- */
if (CrossAbove(Trigger, Average, 1))
{
if (DrawArrows)
{
Draw.ArrowUp(this, "Arrow" + CurrentBar, false, 0, Average[0] - ArrowTickOffset, ArrowUpColor);
ArrowDrawn = true;
}
if (SoundAlert && !SoundPlayed)
{
PlaySound(NinjaTrader.Core.Globals.InstallDir + "\\sounds\\" + SoundFile);
SoundPlayed = true;
}
}
else if (CrossBelow(Trigger, Average, 1))
{
if (DrawArrows)
{
Draw.ArrowDown(this, "Arrow" + CurrentBar, false, 0, Average[0] + ArrowTickOffset, ArrowDownColor);
ArrowDrawn = true;
}
if (SoundAlert && !SoundPlayed)
{
PlaySound(NinjaTrader.Core.Globals.InstallDir + "\\sounds\\" + SoundFile);
SoundPlayed = true;
}
}
else
{
if (ArrowDrawn)
{
RemoveDrawObject("Arrow" + CurrentBar);
ArrowDrawn = false;
}
}
/* ------- */
if (Trigger[0] > Average[0])
{
if (ColorLines == ColorStyle.RegionColors)
{
PlotBrushes[0][-Displacement] = UpTrend[1] ? RegionUpColor : RegionDownColor;
PlotBrushes[1][-Displacement] = UpTrend[1] ? RegionUpColor : RegionDownColor;
}
if (ColorRegion && RegionOpacity != 0)
{
if (IsFirstTickOfBar)
{
PriorIndex = StartIndex;
}
int CountBars = CurrentBar - PriorIndex + 1 - Displacement;
if (UpTrend[1])
{
if (StartIndex == CurrentBar)
{
RemoveDrawObject("Region" + CurrentBar);
}
if (CountBars <= CurrentBar)
{
Draw.Region(this, "Region" + PriorIndex, CountBars, -Displacement, Trigger, Average, null, RegionUpColor, RegionOpacity);
}
StartIndex = PriorIndex;
}
else
{
if (CountBars <= CurrentBar && StartIndex == PriorIndex)
{
Draw.Region(this, "Region" + PriorIndex, CountBars, 1 - Displacement, Trigger, Average, null, RegionDownColor, RegionOpacity);
}
Draw.Region(this, "Region" + CurrentBar, 1 - Displacement, -Displacement, Trigger, Average, null, RegionUpColor, RegionOpacity);
StartIndex = CurrentBar;
}
}
UpTrend[0] = true;
}
else if (Trigger[0] < Average[0])
{
if (ColorLines == ColorStyle.RegionColors)
{
PlotBrushes[0][-Displacement] = UpTrend[1] ? RegionUpColor : RegionDownColor;
PlotBrushes[1][-Displacement] = UpTrend[1] ? RegionUpColor : RegionDownColor;
}
if (ColorRegion && RegionOpacity != 0)
{
if (IsFirstTickOfBar)
{
PriorIndex = StartIndex;
}
int CountBars = CurrentBar - PriorIndex + 1 - Displacement;
if (!UpTrend[1])
{
if (StartIndex == CurrentBar)
{
RemoveDrawObject("Region" + CurrentBar);
}
if (CountBars <= CurrentBar)
{
Draw.Region(this, "Region" + PriorIndex, CurrentBar - PriorIndex + 1 - Displacement, -Displacement, Trigger, Average, null, RegionDownColor, RegionOpacity);
}
StartIndex = PriorIndex;
}
else
{
if (CountBars <= CurrentBar && StartIndex == PriorIndex)
{
Draw.Region(this, "Region" + PriorIndex, CurrentBar - PriorIndex + 1 - Displacement, 1 - Displacement, Trigger, Average, null, RegionUpColor, RegionOpacity);
}
Draw.Region(this, "Region" + CurrentBar, 1 - Displacement, -Displacement, Trigger, Average, null, RegionDownColor, RegionOpacity);
StartIndex = CurrentBar;
}
}
UpTrend[0] = false;
}
else
{
if (ColorLines == ColorStyle.RegionColors)
{
PlotBrushes[0][-Displacement] = UpTrend[1] ? RegionUpColor : RegionDownColor;
PlotBrushes[1][-Displacement] = UpTrend[1] ? RegionUpColor : RegionDownColor;
}
if (ColorRegion && RegionOpacity != 0)
{
if (IsFirstTickOfBar)
{
PriorIndex = StartIndex;
}
int CountBars = CurrentBar - PriorIndex + 1 - Displacement;
if (StartIndex == CurrentBar)
{
RemoveDrawObject("Region" + CurrentBar);
}
if (CountBars <= CurrentBar)
{
Draw.Region(this, "Region" + PriorIndex, CountBars, -Displacement, Trigger, Average, null, UpTrend[1] ? RegionUpColor : RegionDownColor, RegionOpacity);
}
StartIndex = PriorIndex;
}
UpTrend[0] = UpTrend[1];
}
}
protected override void OnBarUpdate()
{
if (CurrentBars[0] < 20)
{
return;
}
// set up higher time frame
foreach (int CurrentBarI in CurrentBars)
{
if (CurrentBarI < BarsRequiredToPlot)
{
return;
}
}
// day bars
if (BarsInProgress == 1)
{
UTFst = TSSuperTrend(SuperTrendMode.ATR, MovingAverageType.HMA, 14, 2.2, 14, false, false, false, false)[0];
return;
}
// lower time frame bars
if (BarsInProgress == 0)
{
// set bands
int VwmaAverage = 42;
int RangeLength = 100;
int SmoothLength = 100;
int bandOne = 2;
double bandTwo = 3.5;
double sma0 = VWMA(Close, VwmaAverage)[0];
double smoothRange = SMA(ATR(RangeLength), SmoothLength)[0];
double upperBandOne = sma0 + (smoothRange * bandOne);
double upperBandTwo = sma0 + (smoothRange * bandTwo);
double lowerBandOne = sma0 - (smoothRange * bandOne);
double lowerBandTwo = sma0 - (smoothRange * bandTwo);
// plot ltf activity
// set long signal form HTF
if (Close[0] > UTFst && UTFst > 0)
{
UTFdir = 1;
Draw.TriangleUp(this, @"HTF Up" + CurrentBar.ToString(), true, 0, UTFst - TickSize, Brushes.DodgerBlue);
}
else
{
UTFdir = 0;
if (UTFst > 0)
{
Draw.TriangleDown(this, @"HTF dn " + CurrentBar.ToString(), true, 0, UTFst + TickSize, Brushes.Crimson);
}
}
// Set Long Signal
if ((Low[0] <= lowerBandOne) && (UTFdir == 1))
{
Draw.ArrowUp(this, @"lin reg long" + CurrentBar.ToString(), true, 0, Low[0] - 0.0001, Brushes.Lime);
}
// Set Short Signal from lin reg
if ((High[0] >= upperBandOne) && (UTFdir == 0))
{
Draw.ArrowDown(this, @"lin reg short" + CurrentBar.ToString(), true, 0, High[0] + 0.0001, Brushes.Red);
}
return;
}
}
protected override void OnBarUpdate()
{
//****************************************** Swing Low - Higher Low ************************************************
if (CurrentBar > strength + 1)
{
if (Swing(Low, 3).SwingLow[0] == Low[strength + 1])
{
//DrawDot( "swingL" + CurrentBar, true, strength + 1, Low[strength + 1] , Color.Lime );
// update bar array
pivLowBar[2] = pivLowBar[1];
pivLowBar[1] = pivLowBar[0];
pivLowBar[0] = CurrentBar - (strength + 1);
//update price array
pivLowPrice[2] = pivLowPrice[1];
pivLowPrice[1] = pivLowPrice[0];
pivLowPrice[0] = Low[strength + 1];
// mark Higher pivot Low
if (pivLowPrice[0] > pivLowPrice[1])
{
if (HPL_Counter == 0)
{
Draw.Dot(this, "swingL" + CurrentBar.ToString(), true, strength + 1, Low[strength + 1] - TickSize, Brushes.LimeGreen);
}
HPL_Counter = HPL_Counter + 1;
//LPH_Counter = 0;
//if( HPL_Counter > 2 )
// DrawText("hplc"+CurrentBar, HPL_Counter.ToString(),0, pivLowPrice[0]-TickSize , Color.Lime);
if (HPL_Counter == 2)
{
// DrawArrowUp("hpl"+CurrentBar, 0, pivLowPrice[0]-TickSize, Color.Lime);
ArrowUp myArrow = Draw.ArrowUp(this, "hpl" + CurrentBar.ToString(), true, 0, pivLowPrice[0] - TickSize, Brushes.LimeGreen);
myArrow.OutlineBrush = Brushes.Green;
//DrawText("hplc"+CurrentBar, "_____",2, pivLowPrice[0] , Color.Lime);
Draw.Text(this, "hplc" + CurrentBar.ToString(), "_____", 2, pivLowPrice[0], Brushes.Green);
}
//DrawLine( "BotLine"+CurrentBar, pivLowBar[0]+(strength+1) - pivLowBar[1], pivLowPrice[1],
//strength+1, pivLowPrice[0], Color.Green);
}
if (pivLowPrice[0] < pivLowPrice[1])
{
HPL_Counter = 0;
}
}
}
//****************************************** Swing High - Lower High ************************************************
if (CurrentBar > strength + 1)
{
if (Swing(High, 3).SwingHigh[0] == High[strength + 1])
{
// Update Bar Array
pivHighBar[2] = pivHighBar[1];
pivHighBar[1] = pivHighBar[0];
pivHighBar[0] = CurrentBar - (strength + 1);
// update price array
pivHighPrice[2] = pivHighPrice[1];
pivHighPrice[1] = pivHighPrice[0];
pivHighPrice[0] = High[strength + 1];
// mark Lower pivot High -- Top
if (pivHighPrice[0] < pivHighPrice[1]) //
{
if (LPH_Counter == 0)
{
Draw.Dot(this, "swingH" + CurrentBar.ToString(), true, strength + 1, High[strength + 1] + TickSize, Brushes.Crimson);
}
LPH_Counter = LPH_Counter + 1;
//HPL_Counter = 0;
//if( LPH_Counter > 2 )
// DrawText("lphc"+CurrentBar, LPH_Counter.ToString(), strength+1, pivHighPrice[0]+TickSize , Color.Red);
if (LPH_Counter == 2)
{
//DrawArrowDown("lph"+CurrentBar, 0, pivHighPrice[0]+TickSize, Color.Red);
ArrowDown myArrowDn = Draw.ArrowDown(this, "lph" + CurrentBar.ToString(), true, 0, pivHighPrice[0] + TickSize, Brushes.Crimson);
myArrowDn.OutlineBrush = Brushes.Red;
//DrawText("lphc"+CurrentBar, "_____", 2, pivHighPrice[0] , Color.Red);
Draw.Text(this, "lphc" + CurrentBar.ToString(), "_____", 2, pivHighPrice[0], Brushes.Red);
}
//DrawLine( "TopLine"+CurrentBar, pivHighBar[0]+(strength+1) - pivHighBar[1], pivHighPrice[1],
//strength+1, pivHighPrice[0], Color.DarkRed);
}
if (pivHighPrice[0] > pivHighPrice[1])
{
LPH_Counter = 0;
}
}
}
}
protected override void OnBarUpdate()
{
if (CurrentBar > Smooth && CurrentBar > Length)
{
switch (MaType)
{
case MovingAverageType.SMA:
Avg[0] = SMA(Input, Smooth)[0];
break;
case MovingAverageType.SMMA:
Avg[0] = SMMA(Input, Smooth)[0];
break;
case MovingAverageType.TMA:
Avg[0] = TMA(Input, Smooth)[0];
break;
case MovingAverageType.WMA:
Avg[0] = WMA(Input, Smooth)[0];
break;
case MovingAverageType.VWMA:
Avg[0] = VWMA(Input, Smooth)[0];
break;
case MovingAverageType.TEMA:
Avg[0] = TEMA(Input, Smooth)[0];
break;
case MovingAverageType.HMA:
Avg[0] = HMA(Input, Smooth)[0];
break;
case MovingAverageType.VMA:
Avg[0] = VMA(Input, Smooth, Smooth)[0];
break;
default:
Avg[0] = EMA(Input, Smooth)[0];
break;
}
}
else
{
_trend[0] = (true);
Values[0][0] = (Input[0]);
return;
}
switch (StMode)
{
case SuperTrendMode.ATR:
_offset = ATR(Length)[0] * Multiplier;
break;
case SuperTrendMode.Adaptive:
double per = CycleSmootherPeriod();
_offset = ATR(Length)[0] * per / 10;
break;
case SuperTrendMode.DualThrust:
_offset = Dtt(Length, Multiplier);
break;
}
if (Close[0] > Value[1])
{
_trend[0] = (true);
}
else if (Close[0] < Value[1])
{
_trend[0] = (false);
}
else
{
_trend[0] = (_trend[1]);
}
if (_trend[0] && !_trend[1])
{
_th = High[0];
Value[0] = (Math.Max(Avg[0] - _offset, _tl));
if (ShowIndicator)
{
PlotBrushes[0][0] = UpColor;
}
else
{
PlotBrushes[0][0] = Brushes.Transparent;
}
if (ShowArrows)
{
Draw.ArrowUp(this, CurrentBar.ToString(), true, 0, Value[0] - TickSize, UpColor);
}
if (ColorBars)
{
BarBrush = UpColor;
}
if (PlayAlert && _thisbar != CurrentBar)
{
_thisbar = CurrentBar;
PlaySound(NinjaTrader.Core.Globals.InstallDir + @"\sounds\Alert1.wav");
}
}
else
if (!_trend[0] && _trend[1])
{
_tl = Low[0];
Value[0] = (Math.Min(Avg[0] + _offset, _th));
if (ShowIndicator)
{
PlotBrushes[0][0] = DownColor;
}
else
{
PlotBrushes[0][0] = Brushes.Transparent;
}
if (ShowArrows)
{
Draw.ArrowDown(this, CurrentBar.ToString(), true, 0, Value[0] + TickSize, DownColor);
}
if (ColorBars)
{
BarBrush = DownColor;
}
if (PlayAlert && _thisbar != CurrentBar)
{
_thisbar = CurrentBar;
PlaySound(NinjaTrader.Core.Globals.InstallDir + @"\sounds\Alert1.wav");
}
}
else
{
if (_trend[0])
{
Value[0] = ((Avg[0] - _offset) > Value[1] ? (Avg[0] - _offset) : Value[1]);
_th = Math.Max(_th, High[0]);
if (ShowIndicator)
{
PlotBrushes[0][0] = UpColor;
}
else
{
PlotBrushes[0][0] = Brushes.Transparent;
}
if (ColorBars)
{
BarBrush = UpColor;
}
}
else
{
Value[0] = ((Avg[0] + _offset) < Value[1] ? (Avg[0] + _offset) : Value[1]);
_tl = Math.Min(_tl, Low[0]);
if (ShowIndicator)
{
PlotBrushes[0][0] = DownColor;
}
else
{
PlotBrushes[0][0] = Brushes.Transparent;
}
if (ColorBars)
{
BarBrush = DownColor;
}
}
RemoveDrawObject(CurrentBar.ToString());
}
}
protected override void OnBarUpdate()
{
#region Indicator
double min0 = min[0];
nom[0] = Close[0] - min0;
den[0] = max[0] - min0;
if (den[0].ApproxCompare(0) == 0)
{
K[0] = CurrentBar == 0 ? 50 : K[1];
}
else
{
K[0] = Math.Min(100, Math.Max(0, 100 * nom[0] / den[0]));
}
D[0] = smaK[0];
CrossBelowUpperThreshold[0] = CrossBelow(D, 80, 1);
CrossAboveLowerThreshold[0] = CrossAbove(D, 20, 1);
#endregion
#region TrendDetection
if (this.DetectTrends)
{
//DETERMINE LOCATION OF LAST UP/DOWN TREND LINES
signal[0] = 0;
trendStartPrice[0] = 0;
trendEndPrice[0] = 0;
int upTrendOccurence = 1; int upTrendStartBarsAgo = 0; int upTrendEndBarsAgo = 0;
int downTrendOccurence = 1; int downTrendStartBarsAgo = 0; int downTrendEndBarsAgo = 0;
upTrendOccurence = 1;
//Goes until first found or reaches lookback period
while (D[upTrendEndBarsAgo] <= D[upTrendStartBarsAgo])
{
upTrendStartBarsAgo = Swing(D, Strength).SwingLowBar(0, upTrendOccurence + 1, CurrentBar);
upTrendEndBarsAgo = Swing(D, Strength).SwingLowBar(0, upTrendOccurence, CurrentBar);
if (upTrendStartBarsAgo < 0 || upTrendEndBarsAgo < 0)
{
break;
}
upTrendOccurence++;
}
// Calculate down trend line
downTrendOccurence = 1;
while (D[downTrendEndBarsAgo] >= D[downTrendStartBarsAgo])
{
downTrendStartBarsAgo = Swing(D, Strength).SwingHighBar(0, downTrendOccurence + 1, CurrentBar);
downTrendEndBarsAgo = Swing(D, Strength).SwingHighBar(0, downTrendOccurence, CurrentBar);
if (downTrendStartBarsAgo < 0 || downTrendEndBarsAgo < 0)
{
break;
}
downTrendOccurence++;
}
//PROCESS UPTREND LINE IF CURRENT
if (upTrendStartBarsAgo > 0 && upTrendEndBarsAgo > 0 && upTrendStartBarsAgo < downTrendStartBarsAgo)
{
RemoveDrawObject("DownTrendRay" + unique);
double startBarPrice = D[upTrendStartBarsAgo];
double endBarPrice = D[upTrendEndBarsAgo];
double changePerBar = (endBarPrice - startBarPrice) / (Math.Abs(upTrendEndBarsAgo - upTrendStartBarsAgo));
//Test to see if this is a new trendline and increment lineCounter if so.
if (startBarPrice != startBarPriceOld)
{
direction[0] = 1; //Signal that we have a new uptrend and put dot on trendline where new trend detected
//if (ShowHistory)
//{
Draw.Dot(this, CurrentBar.ToString(), true, 0, startBarPrice + (upTrendStartBarsAgo * changePerBar), UpTrendColor, false);
trendStartPrice[0] = startBarPrice;
trendEndPrice[0] = endBarPrice;
//}
lineCount = lineCount + 1;
triggerBarIndex = 0;
//ResetAlert("Alert");
}
startBarPriceOld = startBarPrice;
//
// Draw the up trend line
// If user has unlocked the ray use manual rays position instead of auto generated positions to track ray position
if ((DrawObjects["UpTrendRay" + unique] != null) && (!DrawObjects["UpTrendRay" + unique].IsLocked))
{
Ray upTrendRay = (Ray)DrawObjects["UpTrendRay" + unique];
startBarPrice = upTrendRay.StartAnchor.Price;
endBarPrice = upTrendRay.EndAnchor.Price;
upTrendStartBarsAgo = upTrendRay.StartAnchor.BarsAgo;
upTrendEndBarsAgo = upTrendRay.EndAnchor.BarsAgo;
changePerBar = (endBarPrice - startBarPrice) / (Math.Abs(upTrendRay.EndAnchor.BarsAgo - upTrendRay.StartAnchor.BarsAgo));
}
else
{
Draw.Ray(this, "UpTrendRay" + unique, false, upTrendStartBarsAgo, startBarPrice, upTrendEndBarsAgo, endBarPrice, UpTrendColor, DashStyleHelper.Solid, lineWidth, false);
}
//Draw the history line that will stay persistent on chart using lineCounter to establish a unique name
//if (ShowHistory)
//{
Draw.Line(this, "HistoryLine" + unique + lineCount.ToString(), false, upTrendStartBarsAgo, startBarPrice, 0, startBarPrice + (upTrendStartBarsAgo * changePerBar), UpHistColor, DashStyleHelper.Solid, lineWidth, false);
//}
//SET RETURN VALUES FOR INDICATOR
// Check for an uptrend line break
trendPrice[0] = (startBarPrice + (upTrendStartBarsAgo * changePerBar));
for (int barsAgo = upTrendEndBarsAgo - 1; barsAgo >= 0; barsAgo--)
{
if (D[barsAgo] < endBarPrice + (Math.Abs(upTrendEndBarsAgo - barsAgo) * changePerBar))
{
//if (ShowHistory)
//{
Draw.ArrowDown(this, "UpTrendBreak" + unique + lineCount.ToString(), true, barsAgo, D[barsAgo] + TickSize, DownTrendColor, false);
//}
//else
//{
// Draw.ArrowDown(this, "UpTrendBreak" + unique, true, barsAgo, D[barsAgo] + TickSize, DownTrendColor, false);
//}
// Set the break signal only if the break is on the right most bar
if (barsAgo == 0)
{
signal[0] = -1;
}
// Alert will only trigger in real-time
//if (AlertOnBreak && triggerBarIndex == 0)
//{
// triggerBarIndex = CurrentBar - upTrendEndBarsAgo;
// Alert("Alert" + unique, Priority.High, "Up trend line broken", "Alert2.wav", 100000, Brushes.Black, Brushes.Red);
//}
break;
}
}
}
else
//DETECT AND PROCESS DOWNTREND LINE IF CURRENT
if (downTrendStartBarsAgo > 0 && downTrendEndBarsAgo > 0 && upTrendStartBarsAgo > downTrendStartBarsAgo)
{
RemoveDrawObject("UpTrendRay" + unique);
double startBarPrice = D[downTrendStartBarsAgo];
double endBarPrice = D[downTrendEndBarsAgo];
double changePerBar = (endBarPrice - startBarPrice) / (Math.Abs(downTrendEndBarsAgo - downTrendStartBarsAgo));
//Test to see if this is a new trendline and increment lineCount if so.
if (startBarPrice != startBarPriceOld)
{
direction[0] = -1; //signl that we have a new downtrend
//if (ShowHistory)
//{
Draw.Dot(this, CurrentBar.ToString(), true, 0, startBarPrice + (downTrendStartBarsAgo * changePerBar), DownTrendColor, false);
trendStartPrice[0] = startBarPrice;
trendEndPrice[0] = endBarPrice;
//}
lineCount = lineCount + 1;
triggerBarIndex = 0;
}
startBarPriceOld = startBarPrice;
//
// Draw the down trend line
// If user has unlocked the ray use manual rays position instead
if ((DrawObjects["DownTrendRay" + unique] != null) && (!DrawObjects["DownTrendRay" + unique].IsLocked))
{
Ray downTrendRay = (Ray)DrawObjects["DownTrendRay" + unique];
startBarPrice = downTrendRay.StartAnchor.Price;
endBarPrice = downTrendRay.EndAnchor.Price;
downTrendStartBarsAgo = downTrendRay.StartAnchor.BarsAgo;
downTrendEndBarsAgo = downTrendRay.EndAnchor.BarsAgo;
changePerBar = (endBarPrice - startBarPrice) / (Math.Abs(downTrendRay.EndAnchor.BarsAgo - downTrendRay.StartAnchor.BarsAgo));
}
else
{
Draw.Ray(this, "DownTrendRay" + unique, false, downTrendStartBarsAgo, startBarPrice, downTrendEndBarsAgo, endBarPrice, DownTrendColor, DashStyleHelper.Solid, lineWidth, false);
}
//if (ShowHistory)
//{
Draw.Line(this, "HistoryLine" + unique + lineCount.ToString(), false, downTrendStartBarsAgo, startBarPrice, 0, startBarPrice + (downTrendStartBarsAgo * changePerBar), DownHistColor, DashStyleHelper.Solid, lineWidth, false);
//}
//SET RETURN VALUES FOR INDICATOR
// Check for a down trend line break
trendPrice[0] = (startBarPrice + (downTrendStartBarsAgo * changePerBar));
for (int barsAgo = downTrendEndBarsAgo - 1; barsAgo >= 0; barsAgo--)
{
// direction=-1;
if (D[barsAgo] > endBarPrice + (Math.Abs(downTrendEndBarsAgo - barsAgo) * changePerBar))
{
//if (ShowHistory)
//{
Draw.ArrowUp(this, "DownTrendBreak" + unique + lineCount.ToString(), true, barsAgo, D[barsAgo] - TickSize, UpTrendColor, false);
//}
//else
//{
// Draw.ArrowUp(this, "DownTrendBreak" + unique, true, barsAgo, D[barsAgo] - TickSize, UpTrendColor, false);
//}
// Set the break signal only if the break is on the right most bar
if (barsAgo == 0)
{
signal[0] = 1;
}
// Alert will only trigger in real-time
//if (AlertOnBreak && triggerBarIndex == 0)
//{
// triggerBarIndex = CurrentBar - downTrendEndBarsAgo;
// Alert("Alert" + unique, Priority.High, "Down trend line broken", "Alert2.wav", 100000, Brushes.Black, Brushes.Green);
//}
break;
}
}
}
//switch (direction[0])
//{
// case -1:
// TrendInfo[0] = 35;
// break;
// case 0:
// TrendInfo[0] = 50;
// break;
// case 1:
// TrendInfo[0] = 65;
// break;
//}
//TrendInfo[0] = trendEndPrice[0];
}
#endregion
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar < 21) //based on logic that is used in the BW Pivot Calculations (BarsRequired)
{
return;
}
if (firsttime)
{
firsttime = false;
if (displaymsg)
{
if (BarsPeriods[0].Value != pricePeriod || BarsPeriod.BarsPeriodType != priceDataType)
{
Draw.TextFixed(this, "divmsg", " Adjust Price Type and Period input paratmeters to match chart's values", TextPosition.BottomLeft);
}
else
{
Draw.TextFixed(this, "divmsg", " Checking for indicator divergence with price", TextPosition.BottomLeft);
}
}
}
/* debug to view input data
* if( BarsInProgress == 0 )
* {
* Print(" input "+BarsInProgress+" "+Input[0]+" High0 "+Highs[0][0]+" Low0 "+Lows[0][0]+" Open0 "+Opens[0][0]+" Close0 "+Closes[0][0]+" High1 "+Highs[1][0]+" Low1 "+Lows[1][0]+" Open1 "+Opens[1][0]+" Close1 "+Closes[1][0]);
* }
* else
* {
* Print(" input "+BarsInProgress+" "+Input[0]+" High "+Highs[1][0]+" Low "+Lows[1][0]+" Open "+Opens[1][0]+" Close "+Closes[1][0]);
* }
* return;
*/
// only do calculations based on base bar series defined by input
if (BarsInProgress == 0)
{
indicator_data = Input[0];
// ///////////////////////////////////
// up signal - pre swing point check
// ///////////////////////////////////
if (hl_mode)
{
tvalue = Lows[1][0];
}
else
{
tvalue = Closes[1][0];
}
if (tvalue <= (sl_price - (stoffset0 * TickSize)))
{
if (indicator_data > sl_value)
{
if (barSig_mode)
{
if (Closes[1][0] >= Opens[1][0]) // only displayes on up bars
{
Draw.ArrowUp(this, Convert.ToString(CurrentBar) + "usig", true, 0, Lows[1][0] - (sigoffset * TickSize), uparrowcolor);
}
}
else
{
Draw.ArrowUp(this, Convert.ToString(CurrentBar) + "usig", true, 0, Lows[1][0] - (sigoffset * TickSize), uparrowcolor);
}
}
}
// //////////////////////////////////////////
// down signal down - pre swing point check
// //////////////////////////////////////////
if (hl_mode)
{
tvalue = Highs[1][0];
}
else
{
tvalue = Closes[1][0];
}
if (tvalue >= (sh_price + (stoffset0 * TickSize)))
{
if (indicator_data < sh_value)
{
if (barSig_mode)
{
if (Closes[1][0] <= Opens[1][0]) // only displayes on down bars
{
Draw.ArrowDown(this, Convert.ToString(CurrentBar) + "dsig", true, 0, Highs[1][0] + (sigoffset * TickSize), dnarrowcolor);
}
}
else
{
Draw.ArrowDown(this, Convert.ToString(CurrentBar) + "dsig", true, 0, Highs[1][0] + (sigoffset * TickSize), dnarrowcolor);
}
}
}
// //////////////////////////////////
// swing point calculations start here
// //////////////////////////////////
haveswinghigh = false;
if (!pre_bar_swing_high)
{
haveswinghigh = isHighPivot2(bbefore0, bafter0, hl_mode);
}
haveswinglow = false;
if (!pre_bar_swing_low)
{
haveswinglow = isLowPivot2(bbefore0, bafter0, hl_mode);
}
// swing point high calculations closed based
if (haveswinghigh)
{
pre_bar_swing_high = true;
if (hl_mode)
{
sh_price = Highs[1][bar_to_test];
}
else
{
sh_price = Closes[1][bar_to_test];
}
sh_value = Input[bar_to_test];
if (displayswings0)
{
// debug Print(" high at "+Highs[1][bar_to_test]);
Draw.Text(this, Convert.ToString(CurrentBar) + "h", false, dot, bar_to_test, Highs[1][bar_to_test] + (TickSize * swingoffset), 0, swinghighcolor, new SimpleFont("Wingdings", dotsize), TextAlignment.Center, Brushes.Transparent, Brushes.Transparent, 0);
}
}
else
{
pre_bar_swing_high = false;
}
// swing point low calculations closed based
if (haveswinglow)
{
pre_bar_swing_low = true;
if (hl_mode)
{
sl_price = Lows[1][bar_to_test];
}
else
{
sl_price = Closes[1][bar_to_test];
}
// debug Print("LOW SWING "+Time[0]+" "+sl_price);
sl_value = Input[bar_to_test];
if (displayswings0)
{
// debug Print(" low at "+Lows[1][bar_to_test]);
Draw.Text(this, Convert.ToString(CurrentBar) + "l", false, dot, bar_to_test, Lows[1][bar_to_test] - (TickSize * swingoffset), 0, swinglowcolor, new SimpleFont("Wingdings", dotsize), TextAlignment.Center, Brushes.Transparent, Brushes.Transparent, 0);
}
}
else
{
pre_bar_swing_low = false;
}
} // end of base bar trigger
}// end of onbar update
protected override void OnBarUpdate()
{
if (CurrentBar < SlowMaPeriod)
{
return;
}
double fastMa = EMA(FastMaPeriod)[0];
double slowMa = EMA(SlowMaPeriod)[0];
FastMaPlot[0] = fastMa;
SlowMaPlot[0] = slowMa;
double diff = fastMa - slowMa;
//diffSeries[0] = diff;
//double diffMa = EMA(diffSeries, DiffMaLength)[0];
Brush trendBrush = fastMa < slowMa ? BearishBrush : BullishBrush;
PlotBrushes[0][0] = trendBrush;
bool isGreenOneBack = Close[0] > Open[0];
bool isGreenTwoBack = Close[1] > Open[1];
bool isRedOneBack = Close[0] < Open[0];
bool isRedTwoBack = Close[1] < Open[1];
highLowSeries[0] = (High[0] - Low[0]) / TickSize;
double tickRange = EMA(highLowSeries, TickRangePeriod)[0];
bool validTickRange = tickRange > MinTickRange && tickRange < MaxTickRange;
String alertText = String.Format("{0:C2} / {1:N2} / {2:N2}", Close[0], tickRange, diff);
Print(String.Format("GoLong: {0}", GoLong));
bool buy = GoLong && validTickRange && isRedTwoBack && isGreenOneBack && diff > MinMaDiff && diff < MaxMaDiff;
if (buy)
{
ArrowUp buyArrow = Draw.ArrowUp(this, String.Format("buy_arrow_{0}", CurrentBar), true, 0, Low[0] - (4 * TickSize), Brushes.Yellow);
if (FireAlerts)
{
Alert(String.Format("buy_alert_{0}", CurrentBar), Priority.High, alertText,
NinjaTrader.Core.Globals.InstallDir + @"\sounds\Alert1.wav", 10, Brushes.Green, Brushes.White);
}
Signal = 1;
}
bool sell = GoShort && validTickRange && isGreenTwoBack && isRedOneBack && diff <-MinMaDiff && diff> -MaxMaDiff;
if (sell)
{
ArrowDown sellArrow = Draw.ArrowDown(this, String.Format("sell_arrow_{0}", CurrentBar), true, 0, High[0] + (4 * TickSize), Brushes.Pink);
if (FireAlerts)
{
Alert(String.Format("sell_alert_{0}", CurrentBar), Priority.High, alertText,
NinjaTrader.Core.Globals.InstallDir + @"\sounds\Alert1.wav", 10, Brushes.Red, Brushes.White);
}
Signal = -1;
}
if (!buy && !sell)
{
Signal = 0;
}
// Draw.TextFixed(this, "smaDiff", String.Format("ATR: {0:N0}, SMA Diff: {1:N2}", tickRange, diff), TextPosition.TopRight,
// ChartControl.Properties.ChartText, ChartControl.Properties.LabelFont, Brushes.Transparent, trendBrush, 100);
}
protected override void OnBarUpdate()
{
if (BarsInProgress != 0)
{
return;
}
if (CurrentBars[0] < 1 ||
CurrentBars[1] < 1 ||
CurrentBars[2] < 1)
{
return;
}
/* Set 1
* Long signal if:
* Fast MA crosses above Slow MA on 4HR AND
* Fast MA > Slow MA Daily AND
* Fast MA > Slow MA Weekly
*/
if ((CrossAbove(SMA1, SMA2, 1)) &&
(SMA3[0] > SMA4[0]))
//&& (SMA5[0] > SMA6[0]))
{
Draw.ArrowUp(this, @"TrendRider Arrow up_1", true, 0, 0, Brushes.Lime);
if (AutoTrading)
{
EnterLong(Convert.ToInt32(OrderQuantity), @"Long");
ExitShort(Convert.ToInt32(Position.Quantity), @"ExitShort", @"Short");
}
}
/* Set 2
* Short signal if:
* Fast MA crosses below Slow MA on 4HR AND
* Fast MA < Slow MA Daily AND
* Fast MA < Slow MA Weekly
*/
if ((CrossBelow(SMA1, SMA2, 1)) &&
(SMA3[0] < SMA4[0]))
//&& (SMA5[0] < SMA6[0]))
{
Draw.ArrowDown(this, @"TrendRider Arrow down_1", false, 0, 0, Brushes.Red);
if (AutoTrading)
{
EnterShort(Convert.ToInt32(OrderQuantity), @"Short");
ExitLong(Convert.ToInt32(Position.Quantity), @"ExitLong", @"Long");
}
}
/* Set 3
* Close Long Positions if:
* Fast MA crosses below Slow MA on 4HR
*
* TODO: SL hit if 1HR price closes below 4HR Swing Low
* if (Swing1.SwingHigh[0] > Close[0])
*/
if (CrossBelow(SMA1, SMA2, 1))
{
if (AutoTrading)
{
ExitLong(Convert.ToInt32(Position.Quantity), @"ExitLongMACross", @"Long");
}
}
/* Set 3
* Close Long Positions if:
* SL hit if 1HR price closes below 4HR Swing Low
*/
if (Close[0] <= Swing1.SwingLow[0])
{
if (AutoTrading)
{
ExitLong(Convert.ToInt32(Position.Quantity), @"ExitLongSwingLHit", @"Long");
}
}
/* Set 4
* Close Short Positions if:
* Fast MA crosses above Slow MA on 4HR
*/
if (CrossAbove(SMA1, SMA2, 1))
{
if (AutoTrading)
{
ExitShort(Convert.ToInt32(Position.Quantity), @"ExitShortMACross", @"Short");
}
}
/* Set 3
* Close Short Positions if:
* SL hit if 1HR price closes above 4HR Swing High
*/
if (Close[0] >= Swing1.SwingHigh[0])
{
if (AutoTrading)
{
ExitShort(Convert.ToInt32(Position.Quantity), @"ExitShortSwingLHit", @"Short");
}
}
}