public override void OnInitialize()
{
base.OnInitialize();
minimumTick = Data.SymbolInfo.MinimumTick;
increaseSpread = increaseSpreadInTicks * minimumTick;
reduceSpread = reduceSpreadInTicks * minimumTick;
volatileSpread = volatileSpreadInTicks * minimumTick;
waitRetraceLine = Formula.Indicator();
waitRetraceLine.Name = "Wait Retrace";
waitRetraceLine.Drawing.IsVisible = false;
waitRetraceLine.Drawing.Color = Color.ForestGreen;
rubberBand = Formula.Indicator();
rubberBand.Name = "Rubber Band";
rubberBand.Drawing.IsVisible = IsVisible;
rubberBand.Drawing.Color = Color.Plum;
bestIndifferenceLine = Formula.Indicator();
bestIndifferenceLine.Name = "Best Indifference";
bestIndifferenceLine.Drawing.IsVisible = IsVisible;
bestIndifferenceLine.Drawing.Color = Color.Orange;
retraceLine = Formula.Indicator();
retraceLine.Name = "Retrace";
retraceLine.Drawing.IsVisible = IsVisible;
retraceLine.Drawing.Color = Color.Magenta;
maxExcursionLine = Formula.Indicator();
maxExcursionLine.Name = "Excursion";
maxExcursionLine.Drawing.IsVisible = enableSizing && IsVisible;
maxExcursionLine.Drawing.Color = Color.Magenta;
}
public override void OnInitialize()
{
smartMoney = new IndicatorCommon();
smartMoney.Drawing.GraphType = GraphType.Histogram;
smartMoney.Drawing.GroupName = "Smart $";
AddIndicator(smartMoney);
volume = new Volume();
AddIndicator(volume);
pace = new IndicatorCommon();
pace.Drawing.GraphType = GraphType.Histogram;
pace.Drawing.GroupName = "Pace";
AddIndicator(pace);
//
// volumeFRV = new Indicator();
// volumeFRV.PaneType = PaneType.Secondary;
// volumeFRV.Color = Color.Magenta;
// volumeFRV.GroupName = "Volume";
// AddIndicator( volumeFRV );
//
// volumeDryUp = new Indicator();
// volumeDryUp.PaneType = PaneType.Secondary;
// volumeDryUp.Color = Color.Magenta;
// volumeDryUp.GroupName = "Volume";
// AddIndicator( volumeDryUp );
//
// volumeMax = new Indicator();
// volumeMax.PaneType = PaneType.Secondary;
// volumeMax.Color = Color.Black;
// volumeMax.GroupName = "Volume";
// AddIndicator( volumeMax );
}
public override void OnInitialize()
{
#region DOM
// dom = new DOMRatio();
// dom.PaneType = PaneType.Secondary;
// dom.PaneType = PaneType.Hidden;
// dom.BarPeriod = BarPeriod.Second10;
// AddIndicator(dom);
#endregion
average = new TEMA(Bars.Close, 5);
average.Drawing.IsVisible = true;
average.Drawing.GroupName = "Average";
AddIndicator(average);
pace = new IndicatorCommon();
pace.Drawing.GraphType = GraphType.Histogram;
pace.Drawing.IsVisible = true;
pace.Drawing.GroupName = "Pace";
AddIndicator(pace);
equity = new IndicatorCommon();
equity.Drawing.IsVisible = true;
equity.Drawing.GroupName = "Equity";
equity.Drawing.PaneType = PaneType.Secondary;
equity.Drawing.GraphType = GraphType.FilledLine;
equity.Drawing.Color = Color.Green;
AddIndicator(equity);
ExitStrategy.DailyMaxProfit = 320;
// Exits.DailyMaxLoss = 320;
ExitStrategy.StopLoss = 300;
}
public override void OnInitialize()
{
#region DOM
// dom = new DOMRatio();
// dom.PaneType = PaneType.Secondary;
// dom.PaneType = PaneType.Hidden;
// dom.BarPeriod = BarPeriod.Second10;
// AddIndicator(dom);
#endregion
average = new TEMA(Bars.Close, 5);
AddIndicator(average);
// avgPace = new SMA(pace,5);
// avgPace.PaneType = PaneType.Secondary;
// avgPace.GroupName = "Pace";
// AddIndicator(avgPace);
pace = new IndicatorCommon();
pace.Drawing.GraphType = GraphType.Histogram;
pace.Drawing.GroupName = "Pace";
AddIndicator(pace);
equity = new IndicatorCommon();
equity.Drawing.PaneType = PaneType.Secondary;
equity.Drawing.GroupName = "Equity";
AddIndicator(equity);
// Exits.DailyMaxProfit = 320;
ExitStrategy.StopLoss = 300;
ExitStrategy.TargetProfit = 200;
}
public override void OnInitialize()
{
IntervalDefault = Intervals.Day1;
weekMiddle = new WeekMiddle();
AddIndicator(weekMiddle);
}
public override void OnInitialize()
{
base.OnInitialize();
retrace = new Retrace();
retrace.Drawing.Color = Color.Red;
AddIndicator(retrace);
velocity = new IndicatorCommon();
velocity.Drawing.PaneType = PaneType.Secondary;
velocity.Drawing.GraphType = GraphType.Histogram;
velocity.Drawing.GroupName = "Velocity";
AddIndicator(velocity);
lrGraph = new LRGraph();
AddIndicator(lrGraph);
stretch = new IndicatorCommon();
stretch.Drawing.Color = Color.Red;
stretch.Drawing.GroupName = "Stretch";
AddIndicator(stretch);
domRatio = new DOMRatio();
domRatio.Drawing.Color = Color.Green;
AddIndicator(domRatio);
Reset(); // Initialize
}
public override void OnInitialize()
{
vcOpen = new IndicatorCommon();
vcOpen.Drawing.GroupName = "ValueChart";
vcOpen.Drawing.PaneType = PaneType.Secondary;
vcOpen.Drawing.IsVisible = true;
vcOpen.Drawing.GraphType = GraphType.Histogram;
AddIndicator(vcOpen);
vcHigh = new IndicatorCommon();
vcHigh.Drawing.GroupName = "ValueChart";
vcHigh.Drawing.PaneType = PaneType.Secondary;
vcHigh.Drawing.IsVisible = true;
vcHigh.Drawing.GraphType = GraphType.Histogram;
AddIndicator(vcHigh);
vcLow = new IndicatorCommon();
vcLow.Drawing.GroupName = "ValueChart";
vcLow.Drawing.PaneType = PaneType.Secondary;
vcLow.Drawing.IsVisible = true;
vcLow.Drawing.GraphType = GraphType.Histogram;
AddIndicator(vcLow);
vcClose = new IndicatorCommon();
vcClose.Drawing.GroupName = "ValueChart";
vcClose.Drawing.PaneType = PaneType.Secondary;
vcClose.Drawing.IsVisible = true;
vcClose.Drawing.GraphType = GraphType.Histogram;
AddIndicator(vcClose);
}
public override void OnInitialize()
{
slowAvg = new SMA(Bars.Close, slow);
diff = new IndicatorCommon();
diff.Drawing.PaneType = PaneType.Secondary;
AddIndicator(slowAvg);
AddIndicator(diff);
}
public override void OnInitialize()
{
optionAsk = Formula.Indicator();
optionAsk.Drawing.PaneType = PaneType.Secondary;
optionAsk.Drawing.IsVisible = true;
optionBid = Formula.Indicator();
optionBid.Drawing.PaneType = PaneType.Secondary;
optionBid.Drawing.IsVisible = true;
optionBid.Drawing.Color = Color.Blue;
}
public override void OnInitialize()
{
sma = new SMA(Bars.Close, slow);
sma.IntervalDefault = IntervalDefault;
percentR = new IndicatorCommon();
tema = new TEMA(Bars.Close, slow);
AddIndicator(tema);
AddIndicator(percentR);
AddIndicator(sma);
}
public override void OnInitialize()
{
weekHigh = new WeekHigh();
AddIndicator(weekHigh);
weekLow = new WeekLow();
AddIndicator(weekLow);
halfLine = new WeekMiddle();
AddIndicator(halfLine);
}
public override void OnInitialize()
{
Performance.GraphTrades = true;
equity = new IndicatorCommon();
equity.Drawing.IsVisible = true;
equity.Drawing.PaneType = PaneType.Secondary;
equity.Drawing.GraphType = GraphType.FilledLine;
equity.Drawing.Color = Color.Green;
equity.Drawing.GroupName = "SimpleEquity";
equity.Name = "SimpleEquity";
AddIndicator(equity);
}
public override void OnInitialize()
{
lines = new List <IndicatorCommon>();
int maxLines = 2;
levels = new int[maxLines];
for (int i = 0; i < maxLines; i++)
{
IndicatorCommon srLine = new IndicatorCommon();
srLine.Drawing.Color = Color.Orange;
lines.Add(srLine);
AddIndicator(srLine);
}
}
public override void OnInitialize()
{
base.OnInitialize();
retrace = new IndicatorCommon();
retrace.Drawing.Color = Color.Red;
retrace.IntervalDefault = Intervals.Hour1;
AddIndicator(retrace);
reboundPercent = new IndicatorCommon();
reboundPercent.Drawing.Color = Color.Red;
reboundPercent.IntervalDefault = Intervals.Hour1;
reboundPercent.Drawing.PaneType = PaneType.Secondary;
AddIndicator(reboundPercent);
}
public override void OnInitialize()
{
pivotHigh = new PivotHighVs(strength, strength);
pivotHigh.IntervalDefault = Intervals.Hour1;
AddIndicator(pivotHigh);
pivotLow = new PivotLowVs(strength, strength);
pivotLow.IntervalDefault = Intervals.Hour1;
AddIndicator(pivotLow);
pivotDiff = new IndicatorCommon();
pivotDiff.IntervalDefault = Intervals.Hour1;
AddIndicator(pivotDiff);
}
public override void OnInitialize()
{
Performance.Equity.GraphEquity = true;
minimumTick = Data.SymbolInfo.MinimumTick;
lotSize = Data.SymbolInfo.Level2LotSize;
spread = 5 * minimumTick;
bidLine = Formula.Indicator();
bidLine.Drawing.IsVisible = true;
AddDependency(bidLine);
askLine = Formula.Indicator();
askLine.Drawing.IsVisible = true;
AddDependency(askLine);
}
private void InitializeIndicator()
{
bars = Factory.Engine.TestBars(Intervals.Day1);
indicator = CreateIndicator();
Assert.IsNotNull(indicator, "constructor");
indicator.IntervalDefault = Intervals.Day1;
indicator.Bars = bars;
indicator.OnConfigure();
indicator.OnInitialize();
for (int j = 0; j < indicator.Chain.Dependencies.Count; j++)
{
Model formula = (Model)indicator.Chain.Dependencies[j].Model;
formula.Bars = bars;
formula.OnConfigure();
formula.OnInitialize();
}
}
public override void OnInitialize()
{
slowLR = new Channel(Bars);
middleLR = new Channel(Bars);
fastLR = new Channel(Bars);
middle = new IndicatorCommon();
middle.Drawing.GraphType = GraphType.Histogram;
middle.Drawing.PaneType = PaneType.Secondary;
middle.Drawing.GroupName = "Middle";
AddIndicator(middle);
slow = new IndicatorCommon();
slow.Drawing.GraphType = GraphType.Histogram;
slow.Drawing.PaneType = PaneType.Secondary;
slow.Drawing.GroupName = "Slow";
AddIndicator(slow);
}
public void OnPostInitialize()
{
closedEquity = startingEquity;
daily = new TransactionPairs(GetCurrentEquity, equityProfitLoss, dailyBinary);
dailyBinary.Name = "Daily";
weeklyBinary = new TransactionPairsBinary(model.Context.TradeData);
weekly = new TransactionPairs(GetCurrentEquity, equityProfitLoss, weeklyBinary);
weeklyBinary.Name = "Weekly";
monthlyBinary = new TransactionPairsBinary(model.Context.TradeData);
monthly = new TransactionPairs(GetCurrentEquity, equityProfitLoss, monthlyBinary);
monthlyBinary.Name = "Monthly";
yearlyBinary = new TransactionPairsBinary(model.Context.TradeData);
yearly = new TransactionPairs(GetCurrentEquity, equityProfitLoss, yearlyBinary);
yearlyBinary.Name = "Yearly";
if (graphEquity)
{
equity = new IndicatorCommon();
equity.Drawing.IsVisible = true;
equity.Drawing.PaneType = PaneType.Secondary;
equity.Drawing.GraphType = GraphType.FilledLine;
equity.Drawing.Color = Color.Green;
equity.Drawing.GroupName = "SimpleEquity";
equity.Name = "SimpleEquity";
model.AddIndicator(equity);
}
if (enableYearlyStats)
{
model.RequestUpdate(Intervals.Year1);
}
if (enableMonthlyStats)
{
model.RequestUpdate(Intervals.Month1);
}
if (enableWeeklyStats)
{
model.RequestUpdate(Intervals.Week1);
}
if (enableDailyStats)
{
model.RequestUpdate(Intervals.Day1);
}
isInitialized = true;
}
public override void OnInitialize()
{
Performance.Equity.GraphEquity = false; // Graphed by portfolio.
Performance.GraphTrades = isVisible;
sma = Formula.SMA(Seconds.Close, 30);
sma.Drawing.IsVisible = false;
sma.IntervalDefault = Intervals.Second1;
displacedSMA = Formula.Indicator();
displacedSMA.Name = "DisplacedSMA";
displacedSMA.Drawing.IsVisible = isVisible;
displacedSMA.IntervalDefault = Intervals.Second1;
displacedSMA.Drawing.Color = Color.Blue;
minimumTick = Data.SymbolInfo.MinimumTick;
increaseSpread = increaseSpreadInTicks * minimumTick;
reduceSpread = reduceSpreadInTicks * minimumTick;
askLine = Formula.Indicator();
askLine.Name = "Ask";
askLine.Drawing.IsVisible = isVisible;
bidLine = Formula.Indicator();
bidLine.Name = "Bid";
bidLine.Drawing.IsVisible = isVisible;
averagePrice = Formula.Indicator();
averagePrice.Name = "BE";
averagePrice.Drawing.IsVisible = true;
averagePrice.Drawing.Color = Color.Black;
position = Formula.Indicator();
position.Name = "Position";
position.Drawing.PaneType = PaneType.Secondary;
position.Drawing.GroupName = "Position";
position.Drawing.IsVisible = isVisible;
movement = Formula.Indicator();
movement.Name = "Movement";
movement.Drawing.PaneType = PaneType.Secondary;
movement.Drawing.IsVisible = isVisible;
movement.Drawing.GroupName = "Movement";
movement.Drawing.Color = Color.Blue;
}
public override void OnInitialize()
{
ratio = new IndicatorCommon();
ratio.Drawing.GraphType = GraphType.Histogram;
ratio.Drawing.GroupName = "Ratio";
AddIndicator(ratio);
bid = new IndicatorCommon();
bid.Drawing.GroupName = "Bid/Ask";
bid.Drawing.PaneType = PaneType.Secondary;
AddIndicator(bid);
ask = new IndicatorCommon();
ask.Drawing.GroupName = "Bid/Ask";
ask.Drawing.PaneType = PaneType.Secondary;
ask.Drawing.Color = Color.Red;
AddIndicator(ask);
}
public override void OnInitialize()
{
#region DOM
// dom = new DOMRatio();
// dom.PaneType = PaneType.Secondary;
// dom.PaneType = PaneType.Hidden;
// dom.BarPeriod = BarPeriod.Second10;
// AddIndicator(dom);
#endregion
equity = new IndicatorCommon();
equity.Drawing.PaneType = PaneType.Secondary;
equity.Drawing.GroupName = "Equity";
AddIndicator(equity);
// Exits.DailyMaxProfit = 320;
// Exits.StopLoss = 300;
// Exits.TargetProfit = 200;
}
public override void OnInitialize()
{
factor = 10;
Performance.GraphTrades = true;
sma = Formula.SMA(Bars.Close, length);
sma.Drawing.IsVisible = true;
AddIndicator(sma);
equity = new IndicatorCommon();
equity.Drawing.IsVisible = true;
equity.Drawing.PaneType = PaneType.Secondary;
equity.Drawing.GraphType = GraphType.FilledLine;
equity.Drawing.Color = Color.Green;
equity.Drawing.GroupName = "SMAEquity";
equity.Name = "SMAEquity";
AddIndicator(equity);
}
public override void OnInitialize()
{
Performance.Equity.GraphEquity = true;
minimumTick = Data.SymbolInfo.MinimumTick;
lotSize = Data.SymbolInfo.Level2LotSize;
spread = 5 * minimumTick;
bidLine = Formula.Indicator();
bidLine.Drawing.IsVisible = true;
askLine = Formula.Indicator();
askLine.Drawing.IsVisible = true;
position = Formula.Indicator();
position.Drawing.PaneType = PaneType.Secondary;
position.Drawing.IsVisible = true;
}
public override void OnInitialize()
{
if (externalPrice == null)
{
externalPrice = Bars.Close;
}
PaneType original = Drawing.PaneType;
top = new IndicatorCommon();
top.Drawing.PaneType = original;
AddIndicator(top);
bottom = new IndicatorCommon();
bottom.Drawing.PaneType = original;
AddIndicator(bottom);
center = new IndicatorCommon();
center.Drawing.PaneType = original;
AddIndicator(center);
Drawing.IsVisible = false;
}
public override void OnInitialize()
{
lotSize = 1;
base.OnInitialize();
bidSpread = offerSpread = startingSpread = 3 * Data.SymbolInfo.MinimumTick;
addInventorySpread = 3 * Data.SymbolInfo.MinimumTick;
BuySize = SellSize = 1000;
hedge = Formula.Indicator();
hedge.Name = "Hedge";
hedge.Drawing.PaneType = PaneType.Secondary;
hedge.Drawing.GroupName = "Position";
hedge.Drawing.IsVisible = IsVisible;
hedge.Drawing.Color = Color.Blue;
ratio = Formula.Indicator();
ratio.Name = "Ratio";
ratio.Drawing.PaneType = PaneType.Secondary;
ratio.Drawing.GroupName = "Ratio";
ratio.Drawing.IsVisible = IsVisible;
ratio.Drawing.Color = Color.Blue;
}
public override void OnInitialize()
{
base.OnInitialize();
retrace = new Retrace();
retrace.Drawing.Color = Color.Red;
retrace.IntervalDefault = Intervals.Hour1;
AddIndicator(retrace);
stretch = new IndicatorCommon();
stretch.Drawing.Color = Color.Red;
stretch.Drawing.PaneType = PaneType.Secondary;
stretch.IntervalDefault = Intervals.Hour1;
AddIndicator(stretch);
domRatio = new DOMRatio();
domRatio.Drawing.Color = Color.Green;
domRatio.Drawing.PaneType = PaneType.Secondary;
domRatio.IntervalDefault = Intervals.Minute1;
AddIndicator(domRatio);
Reset(); // Initialize
}
public override void OnInitialize()
{
#region DOM indicator
// dom = new DOMRatio();
// dom.PaneType = PaneType.Secondary;
// dom.PaneType = PaneType.Hidden;
// dom.BarPeriod = BarPeriod.Second10;
// AddIndicator(dom);
#endregion
#region Averages
// longAvg = new SMA(10);
// longAvg.PaneType = PaneType.Primary;
// longAvg.PeriodDefault = Range60;
// longAvg.Color = Color.Green;
// AddIndicator(longAvg);
//
// mediumAvg = new SMA(5);
// mediumAvg.PaneType = PaneType.Primary;
// mediumAvg.PeriodDefault = Range60;
// mediumAvg.Color = Color.Yellow;
// AddIndicator(mediumAvg);
//
// shortAvg = new TEMA(10);
// shortAvg.PaneType = PaneType.Primary;
// shortAvg.PeriodDefault = Range60;
// shortAvg.Color = Color.Red;
// AddIndicator(shortAvg);
#endregion
sr = new DynamicSR();
sr.LookbackPeriod = 2;
AddIndicator(sr);
paint = new IndicatorCommon();
paint.Drawing.GraphType = GraphType.PaintBar;
AddIndicator(paint);
}
public override void OnInitialize()
{
Drawing.GroupName = "DOM";
ratio = new IndicatorCommon();
ratio.Drawing.Color = Color.Magenta;
ratio.Drawing.GroupName = "Ratio";
AddIndicator(ratio);
bidSize = new IndicatorCommon();
bidSize.Drawing.Color = Color.Blue;
bidSize.Drawing.GroupName = "InnerDOM";
AddIndicator(bidSize);
askSize = new IndicatorCommon();
askSize.Drawing.Color = Color.Magenta;
askSize.Drawing.GroupName = "InnerDOM";
AddIndicator(askSize);
extreme = Formula.Line(Extreme, Color.Red);
average = Formula.Line(Average, Color.Orange);
dryUp = Formula.Line(DryUp, Color.Green);
}
public override void OnInitialize()
{
velocity = new IndicatorCommon();
velocity.Drawing.PaneType = PaneType.Secondary;
velocity.Drawing.GraphType = GraphType.Histogram;
velocity.Drawing.GroupName = "Velocity";
AddIndicator(velocity);
longRetrace = new IndicatorCommon();
longRetrace.Drawing.Color = Color.Blue;
longRetrace.Drawing.GroupName = "retrace";
AddIndicator(longRetrace);
lrGraph = new LRGraph();
AddIndicator(lrGraph);
shortRetrace = new IndicatorCommon();
shortRetrace.Drawing.Color = Color.Blue;
shortRetrace.Drawing.GroupName = "retrace";
AddIndicator(shortRetrace);
stretch = new IndicatorCommon();
stretch.Drawing.Color = Color.Red;
stretch.Drawing.PaneType = PaneType.Secondary;
stretch.Drawing.GroupName = "Stretch";
AddIndicator(stretch);
trend = new IndicatorCommon();
trend.Drawing.Color = Color.Red;
trend.Drawing.GroupName = "Trend";
AddIndicator(trend);
domRatio = new DOMRatio();
domRatio.Drawing.Color = Color.Green;
AddIndicator(domRatio);
}
