protected override void OnBarUpdate()
{
if (CurrentBars[0] < 5 && CurrentBars[1] < 5 && CurrentBars[2] < 5)
{
// return;
}
if (BarsInProgress == 0)
{
indexBar = CurrentBars[0];
previousLowBarApex = Lows[0][0];
previousHighBarApex = Highs[0][0];
Log("CurrentBar -> " + indexBar);
ZigZagUpdateOnBar();
if (lowBarPeriod == 0 || highBarPeriod == 0)
{
return;
}
Log("==================================================");
Log("------Старт Обработки дефолтного таймфрейма-------");
smaLine = SMA(SMAPeriod)[0];
Log("Дневная валотильность: " + middleValot);
Log("Текущая цена SMA линии -> " + smaLine);
double procentOfMiddleValot = middleValot * ProcentFromMiddleValot / 100;
lowLineRSIAnalog = smaLine - procentOfMiddleValot;
highLineRSIAnalog = smaLine + procentOfMiddleValot;
Log("Уровень RSIA на покупку: " + lowLineRSIAnalog);
Log("Уровень RSIA на продажу: " + highLineRSIAnalog);
if (highBarPeriod > lowBarPeriod)
{
isTrendOnPeriodDown = false;
startBar = lowBarPeriod - 1 - LeftZigZag;
endBar = highBarPeriod - 1 + RightZigZag;
}
else
{
isTrendOnPeriodDown = true;
startBar = highBarPeriod - 1 - LeftZigZag;
endBar = lowBarPeriod - 1 + RightZigZag;
}
if (startBar < endBar && isChangePeriod)
{
sellLevelPrice = GetLowOrHighPriceOfBar(true, startBar, endBar);
buyLevelPrice = GetLowOrHighPriceOfBar(false, startBar, endBar);
zigZagDiapasone.AddedDateTime = Time[0];
zigZagDiapasone.BuyZigZagDiapasone.Level = buyLevelPrice;
zigZagDiapasone.SellZigZagDiapasone.Level = sellLevelPrice;
zigZagDiapasone.BuyZigZagDiapasone.ZigZagApex = lowZigZagPrice;
zigZagDiapasone.SellZigZagDiapasone.ZigZagApex = highZigZagPrice;
zigZagDiapasone.HighApexPrice = Highs[0][CurrentBars[0] - highBarPeriod + 1];
zigZagDiapasone.LowApexPrice = Lows[0][CurrentBars[0] - lowBarPeriod + 1];
Log(zigZagDiapasone.ToString());
if (IsChangePriceAfterLastZigZagApexEnabled)
{
lastCompletedZigZagApexPriceDistance = 0;
int zigZagIndex = 0;
foreach (DailyData day in historyData.DailyDataList.Reverse <DailyData>())
{
foreach (ZigZagDiapasone zigZag in day.ZigZagDiapasoneList.Reverse <ZigZagDiapasone>())
{
if (zigZagIndex <= ChangePriceAfterZigZagCount)
{
lastCompletedZigZagApexPriceDistance = lastCompletedZigZagApexPriceDistance + zigZag.DifferenceBetweenApex;
zigZagIndex++;
Log("zigZag.DifferenceBetweenApex -> " + zigZag.DifferenceBetweenApex);
}
else
{
break;
break;
}
}
}
Log("lastCompletedZigZagApexPriceDistance -> " + lastCompletedZigZagApexPriceDistance);
Log("zigZagIndex -> " + zigZagIndex.ToString());
lastCompletedZigZagApexPriceDistance = lastCompletedZigZagApexPriceDistance / zigZagIndex;
Log("lastCompletedZigZagApexPriceDistance after-> " + lastCompletedZigZagApexPriceDistance);
if (isTrendOnPeriodDown)
{
lastApexPrice = zigZagDiapasone.HighApexPrice;
}
else if (!isTrendOnPeriodDown)
{
lastApexPrice = zigZagDiapasone.LowApexPrice;
}
}
Log("Добавлен новый уровень на покупку: " + zigZagDiapasone.ToString(OrderAction.BUY));
Log("Добавлен новый уровень на продажу: " + zigZagDiapasone.ToString(OrderAction.SELL));
dailyData.AddZigZagDiapasone(zigZagDiapasone);
zigZagDiapasone = new ZigZagDiapasone(AddTicksForOrderLevel * TickSize, CurrentBars[0]);
isChangePeriod = false;
}
Log("Текущие уровни для входа в сделки: " + dailyData.ZigZagDiapasoneList.Count);
foreach (DailyData daily in historyData.DailyDataList)
{
foreach (ZigZagDiapasone zigzag in daily.ZigZagDiapasoneList)
{
Log(zigzag.ToString());
}
}
dailyData.OnBarDataList.Add(barData);
barData = new BarData(CurrentBar, Time[0]);
Log("------Конец Обработки дефолтного таймфрейма-------");
Log(Time[0].ToString());
Log("==================================================");
}
if (BarsInProgress == 1)
{
double openPrice = Opens[1][0];
_previousPrice = _price;
_price = openPrice;
BuyOrSell(_price, _previousPrice, CurrentBars[0]);
}
if (BarsInProgress == 2)
{
Log("================================================");
Log("------Старт Обработки Дневного таймфрейма-------");
historyData.AddDaylyZigZag(dailyData);
Log("Дней сохранено в истории: " + historyData.DailyDataList.Count);
middleValot = 0;
for (int i = 0; i < DayOfSMAValot; i++)
{
middleValot = middleValot + Highs[2][i] - Lows[2][i];
}
middleValot = middleValot / DayOfSMAValot;
dailyData = new DailyData(Time[0]);
Log("Дневная валотильность: " + middleValot);
Log("------Конец Обработки Дневного таймфрейма-------");
Log(Time[0].ToString());
Log("================================================");
}
}
protected override void OnBarUpdate()
{
if (BarsInProgress == 0)
{
Print("==============");
smaLine = SMA(SMAPeriod)[0];
Print("Day middleValot " + middleValot);
Print("SMA Line -> " + smaLine);
double procentOfMiddleValot = (middleValot / 100) * ProcentFromMiddleValot;
lowLineRSIAnalog = smaLine - procentOfMiddleValot;
highLineRSIAnalog = smaLine + procentOfMiddleValot;
Print("lowLineRSIAnalog " + lowLineRSIAnalog);
Print("highLineRSIAnalog " + highLineRSIAnalog);
Print(Time[0].ToString());
OnBarUpdateMain();
Print(Time[0].ToString());
//onBarData.PriceVolumeList.AddPriceVolume(priceVolume);
Print("Count PriceVolume: " + onBarData.PriceVolumeOnBar.VolumePriceOnBar.Count);
foreach (KeyValuePair <double, double> a in onBarData.PriceVolumeOnBar.VolumePriceOnBar)
{
string priceVolumeText = string.Format("Price: {0}, count: {1}", a.Key, a.Value);
Print(priceVolumeText);
}
dailyData.OnBarDataList.Add(onBarData);
priceVolume = new PriceVolume();
onBarData = new OnBarData(CurrentBar);
}
if (BarsInProgress == 1)
{
double openPrice = Opens[1][0];
_lastPrice = Price;
Price = openPrice;
StopLossAndTakeProfit(Price);
double volume = Volumes[1][0];
onBarData.PriceVolumeOnBar.AddPriceVolume(Price, volume);
double currentVolume = onBarData.PriceVolumeOnBar.VolumePriceOnBar[Price];
bool isCanInputOrders = false;
foreach (DailyData dailyData in historyData.DailyDataList)
{
foreach (ZigZagDiapasone zigZag in dailyData.ZigZagDiapasoneList)
{
double averageVolume = dailyData.GetAveragePriceVolume(5);
Print("Price -> " + Price);
Print("zigZag.SellLevelWithPostTicks -> " + zigZag.SellLevelWithPostTicks);
Print("zigZag.BuyLevelWithPostTicks -> " + zigZag.BuyLevelWithPostTicks);
if (Price > zigZag.SellLevelWithPostTicks && Price < zigZag.HighZigZag)
{
if (currentVolume > averageVolume)
{
BuyOrSell(Price, _lastPrice, OrderAction.Sell);
Print("Test sell");
}
}
else
if (Price < zigZag.BuyLevelWithPostTicks && Price > zigZag.LowZigZag)
{
if (currentVolume > averageVolume)
{
BuyOrSell(Price, _lastPrice, OrderAction.Buy);
Print("Test buy");
}
}
}
}
//historyData.ZigZagDiapasoneList[1].
}
if (BarsInProgress == 2)
{
historyData.AddDaylyZigZag(dailyData);
int count = dailyData.ZigZagDiapasoneList.Count;
for (int i = 0; i < count; i++)
{
Print("Level by Day -> Index: " + i + " Sell Level: " + dailyData.ZigZagDiapasoneList[i].SellLevel + " Buy Level: " + dailyData.ZigZagDiapasoneList[i].BuyLevel);
}
dailyData = new DailyData(Time[0]);
middleValot = 0;
for (int i = 0; i < DayOfSMAValot; i++)
{
middleValot = middleValot + Highs[2][i] - Lows[2][i];
}
middleValot = middleValot / DayOfSMAValot;
Print("Day middleValot " + middleValot);
}
}