/// <summary>
/// Creates a new On Balance Volume indicator. This will compute the cumulative total volume
/// based on whether the close price being higher or lower than the previous period.
/// The indicator will be automatically updated on the given resolution.
/// </summary>
/// <param name="symbol">The symbol whose On Balance Volume we seek</param>
/// <param name="resolution">The resolution.</param>
/// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
/// <returns>The On Balance Volume indicator for the requested symbol.</returns>
public OnBalanceVolume OBV(string symbol, Resolution?resolution = null, Func <BaseData, TradeBar> selector = null)
{
var name = CreateIndicatorName(symbol, "OBV", resolution);
var onBalanceVolume = new OnBalanceVolume(name);
RegisterIndicator(symbol, onBalanceVolume, resolution, selector);
return(onBalanceVolume);
}
public void ComparesAgainstExternalData()
{
var onBalanceVolumeIndicator = new OnBalanceVolume("OBV");
TestHelper.TestIndicator(onBalanceVolumeIndicator, "spy_with_obv.txt", "OBV",
(ind, expected) => Assert.AreEqual(
expected.ToString("0.##E-00"),
(onBalanceVolumeIndicator.Current.Value).ToString("0.##E-00")
)
);
}
public async Task TestObvAsync()
{
var candles = await ImportCandlesAsync();
var indicator = new OnBalanceVolume(candles);
var result0 = indicator[candles.Count - 1];
var result1 = indicator[candles.Count - 2];
var result2 = indicator[candles.Count - 3];
Assert.IsTrue(result0 - result1 > 0 && result1 - result2 < 0);
}
public async Task TestObvAsync()
{
var equity = await ImportEquityAsync();
var indicator = new OnBalanceVolume(equity);
var result0 = indicator.ComputeByIndex(equity.Count - 1);
var result1 = indicator.ComputeByIndex(equity.Count - 2);
var result2 = indicator.ComputeByIndex(equity.Count - 3);
Assert.IsTrue(result0.Obv - result1.Obv > 0 && result1.Obv - result2.Obv < 0);
}
// other filter indicator 1
// other filter indicator 2
// exit indicator
/*
* private HeikenAshiDirection i_ha;
*/
#endregion
#region cTrader events
protected override void OnStart()
{
// Instantiate Indicators
i_atr = Indicators.AverageTrueRange(14, MovingAverageType.Exponential);
i_obv = Indicators.OnBalanceVolume(Source);
//i_ha = Indicators.GetIndicator<HeikenAshiDirection>();
Positions.Opened += PositionsOnOpened;
Positions.Closed += PositionsOnClosed;
}
public void ResetsProperly()
{
var onBalanceVolumeIndicator = new OnBalanceVolume("OBV");
foreach (var data in TestHelper.GetTradeBarStream("spy_with_obv.txt", false))
{
onBalanceVolumeIndicator.Update(data);
}
Assert.IsTrue(onBalanceVolumeIndicator.IsReady);
onBalanceVolumeIndicator.Reset();
}
protected override void OnStart()
{
_botName = ToString();
_instanceLabel = string.Format("{0}-{1}-{2}-{3}-{4}", _botName, _botVersion, Symbol.Code, TimeFrame.ToString(), GlobalTimeFrame.ToString());
tendency = Indicators.GetIndicator <CandlestickTendencyII>(GlobalTimeFrame, MinimumGlobalCandleSize);
tendency2 = Indicators.GetIndicator <CandlestickTendencyII_2>(GlobalTimeFrame2, MinimumGlobalCandleSize2);
//_emaFast = Indicators.ExponentialMovingAverage(Price, FastPeriods);
_adx = Indicators.GetIndicator <ADXR>(Source, interval);
_heiken = Indicators.GetIndicator <HeikenAshi2>(1);
_kama = Indicators.GetIndicator <kama1>(Period, FastPeriod, SlowPeriod);
Fischer = Indicators.GetIndicator <FisherTransform>(Len);
//COG = Indicators.GetIndicator<CenterOfGravityOscillator>(Length);
pipsATR = Indicators.GetIndicator <PipsATRIndicator>(TimeFrame, AtrPeriod, AtrMaType);
_onBalanceVolume = Indicators.OnBalanceVolume(Source);
minPipsATR = pipsATR.Result.Minimum(pipsATR.Result.Count);
maxPipsATR = pipsATR.Result.Maximum(pipsATR.Result.Count);
}
public void ComparesAgainstExternalData()
{
var onBalanceVolumeIndicator = new OnBalanceVolume("OBV")
{
Current =
{
Time = new DateTime(2013, 4, 30),
Value = decimal.Parse("1.156486E+08", NumberStyles.Float, CultureInfo.InvariantCulture)
}
};
TestHelper.TestIndicator(onBalanceVolumeIndicator, "spy_with_obv.txt", "OBV",
(ind, expected) => Assert.AreEqual(
expected.ToString("0.##E-00"),
(onBalanceVolumeIndicator.Current.Value).ToString("0.##E-00")
)
);
}
protected override void Initialize()
{
obv = Indicators.OnBalanceVolume(Bars.ClosePrices);
ma = Indicators.MovingAverage(OBV, Period, MAType);
}
private void BData_CollectionChanged(object sender, System.Collections.Specialized.NotifyCollectionChangedEventArgs e)
{
if (e.Action == System.Collections.Specialized.NotifyCollectionChangedAction.Add)
{
var candle = (BinanceCandle)e.NewItems[0];
var TPC = (candle.Candle.High + candle.Candle.Low + candle.Candle.Close) / 3;
var TPVM = TPC * candle.Candle.Volume;
var RawData = Starter.core.Candles.Select(y => y.Candle).ToList();
int countIndex = RawData.Count - 1;
var indexdcandles = new IndexedCandle(RawData, RawData.Count() - 1);
//public static class OhlcvExtension
//zone to update with TA - Node (temporary here)
try
{
var rsi = RawData.Rsi(12, 0, countIndex);
var bb = RawData.BbWidth(20, 2);
var macd = RawData.Macd(7, 10, 12);
var chandelier = RawData.Chandlr(14, 22);
var ichimoku = RawData.Ichimoku(9, 26, 52);
var KAMA = RawData.Kama(21, 12, 32);
var Median = RawData.Median(12);
var PSAR = RawData.Sar(0.2m, 0.2m);
var DM = new DownMomentum(RawData);
var bbw = new BollingerBands(RawData, 20, 2);
var UM = new UpMomentum(RawData);
var Bullish = new Bullish(RawData);
var Bearish = new Bearish(RawData);
var trendup = new UpTrend(RawData);
var trenddown = new DownTrend(RawData);
var dmi = new DynamicMomentumIndex(RawData, 14, 30, 12, 70, 30);
var minusDI = new MinusDirectionalIndicator(RawData, 12);
var truerange = new TrueRange(RawData);
var efratio = new EfficiencyRatio(RawData, 12);
var obv = new OnBalanceVolume(RawData);
var sthrsi = new StochasticsRsiOscillator(RawData, 12);
if (rsi.Count() > 0)
{
//TA
candle.Properties.Add("RSI", rsi.Last().Tick);
candle.Properties.Add("DOWNMOMENTUM", DM.Compute(12).Last().Tick);
candle.Properties.Add("UPMOMENTUM", UM.Compute(12).Last().Tick);
candle.Properties.Add("MACD", macd.Last().Tick);
candle.Properties.Add("BB", bb.Last().Tick);
candle.Properties.Add("bbw", bbw.Compute().Last().Tick);
candle.Properties.Add("PSAR", PSAR.Last().Tick);
candle.Properties.Add("CHANDELIEREXIT", chandelier.Last().Tick);
candle.Properties.Add("ichimoku", ichimoku.Last().Tick);
candle.Properties.Add("KAMA", KAMA.Last().Tick);
candle.Properties.Add("Median", Median.Last().Tick);
candle.Properties.Add("DynamicMomentumIndex", dmi.Compute(12).Last().Tick);
candle.Properties.Add("MinusDirectionalIndicator", minusDI.Compute(12).Last().Tick);
candle.Properties.Add("TrueRange", truerange.Compute(12).Last().Tick);
candle.Properties.Add("EfficiencyRatio", efratio.Compute(12).Last().Tick);
candle.Properties.Add("OnBalanceVolume", obv.Compute(12).Last().Tick);
candle.Properties.Add("StochasticsRsiOscillator", sthrsi.Compute(12).Last().Tick);
//Pattern Periodic
candle.Properties.Add("BullishPeriodic_L1", Bullish.Compute(12).Last().Tick);
candle.Properties.Add("BearishPeriodic_L1", Bearish.Compute(12).Last().Tick);
candle.Properties.Add("UptrendPeriodic_L1", trendup.Compute(12).Last().Tick);
candle.Properties.Add("DowntrendPeriodic_L1", trenddown.Compute(12).Last().Tick);
Console.WriteLine(candle.ToString());
//candle.Properties.Add("BullishPeriodic_L2", Bullish.Compute(24).Last().Tick);
//candle.Properties.Add("BearishPeriodic_L2", Bearish.Compute(24).Last().Tick);
//candle.Properties.Add("UptrendPeriodic_L2", trendup.Compute(24).Last().Tick);
//candle.Properties.Add("DowntrendPeriodic_L2", trenddown.Compute(24).Last().Tick);
//candle.Properties.Add("BullishPeriodic_L3", Bullish.Compute(36).Last().Tick);
//candle.Properties.Add("BearishPeriodic_L3", Bearish.Compute(36).Last().Tick);
//candle.Properties.Add("UptrendPeriodic_L3", trendup.Compute(36).Last().Tick);
//candle.Properties.Add("DowntrendPeriodic_L3", trenddown.Compute(36).Last().Tick);
//PatternInject
candle.Properties.Add("bearish", indexdcandles.IsBearish());
candle.Properties.Add("isbullish", indexdcandles.IsBullish());
candle.Properties.Add("isaccumdistbearish", indexdcandles.IsAccumDistBearish());
candle.Properties.Add("isaccumdistbullish", indexdcandles.IsAccumDistBullish());
candle.Properties.Add("closepricepercentagechange", indexdcandles.ClosePricePercentageChange());
candle.Properties.Add("closepricechange", indexdcandles.ClosePriceChange());
candle.Properties.Add("isbreakinghistoricalhighestclose", indexdcandles.IsBreakingHistoricalHighestClose());
candle.Properties.Add("isbreakinghistoricalhighesthigh", indexdcandles.IsBreakingHistoricalHighestHigh());
candle.Properties.Add("isbreakinghistoricallowestlow", indexdcandles.IsBreakingHistoricalLowestLow());
candle.Properties.Add("isobvbearish", indexdcandles.IsObvBearish());
candle.Properties.Add("isobvbullish", indexdcandles.IsObvBullish());
candle.UpdateContainer();
}
}
catch { }
var LastBinanceCandle = (BinanceCandle)e.NewItems[0];
Console.WriteLine("Market Node - Sending candle : {0} to suscribers", LastBinanceCandle.UID);
Messages Content = new Messages();
Content.Content = candle.Jscontainer;
Content.MessageType = TypeOfContent.Binance_Candles;
Content.RootType = candle.TypeOfData;
Content.TargetObject = "BinanceCandle";
try
{
Send(Content.ToString());
this.Starter.core.Candles.Clear();
}
catch
{
}
}
}
public OnBalanceVolumeTrend(Equity equity) : base(equity)
{
_obvIndicator = new OnBalanceVolume(equity);
}
