コード例 #1
0
        /// <summary>
        /// Called on each bar update event (incoming tick).
        /// </summary>
        protected override void OnBarUpdate()
        {
            diff.Set(High[0] - Low[0]);

            double middle = EMA(Typical, Period)[0];
            double offset = EMA(diff, Period)[0] * offsetMultiplier;

            double upper = middle + offset;
            double lower = middle - offset;

            Midline.Set(middle);
            Upper.Set(upper);
            Lower.Set(lower);

            if (Rising(Midline))
            {
                PlotColors[1][0] = upColor;
                PlotColors[2][0] = upColor;
            }
            if (Falling(Midline))
            {
                PlotColors[1][0] = dnColor;
                PlotColors[2][0] = dnColor;
            }
        }
コード例 #2
0
        // Override OnBarUpdate method
        protected override void OnBarUpdate()
        {
            // Protect against too few bars
            if (CurrentBar < period)
            {
                Upper.Reset();
                Lower.Reset();
                return;
            }

            // Solve for the price given a probability
            if (distribution == Distribution.Gaussian)
            {
                double side = Math.Sqrt(-2 * Math.Pow(StdDev(period)[0] / TickSize, 2) * Math.Log(probability * StdDev(Period)[0] / TickSize * Math.Sqrt(2 * Math.PI)));
                Upper.Set((SMA(period)[0] / TickSize + side) * TickSize);
                Lower.Set((SMA(period)[0] / TickSize - side) * TickSize);
            }
            else if (distribution == Distribution.Laplace)
            {
                double side = -HawkmatixAvgDiff(period)[0] / TickSize * Math.Log(probability * 2 * HawkmatixAvgDiff(period)[0] / TickSize);
                Upper.Set((SMA(period)[0] / TickSize + side) * TickSize);
                Lower.Set((SMA(period)[0] / TickSize - side) * TickSize);
            }
            else if (distribution == Distribution.Logistic)
            {
                double s      = Math.Sqrt(3) / Math.PI * StdDev(period)[0] / TickSize;
                double left   = 1 - 2 * probability * s;
                double side   = Math.Sqrt((2 * probability * s - 1) * (2 * probability * s - 1) - 4 * probability * probability * s * s);
                double bottom = 2 * probability * s;
                Upper.Set((SMA(period)[0] / TickSize - s * Math.Log((left - side) / bottom)) * TickSize);
                Lower.Set((SMA(period)[0] / TickSize - s * Math.Log((left + side) / bottom)) * TickSize);
            }
        }
コード例 #3
0
        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            // calculate Linear Regression
            double sumX    = (double)Period * (Period - 1) * 0.5;
            double divisor = sumX * sumX - (double)Period * Period * (Period - 1) * (2 * Period - 1) / 6;
            double sumXY   = 0;

            for (int count = 0; count < Period && CurrentBar - count >= 0; count++)
            {
                sumXY += count * Input[count];
            }

            y.Set(Input[0]);
            double slope     = ((double)Period * sumXY - sumX * SUM(y, Period)[0]) / divisor;
            double intercept = (SUM(y, Period)[0] - slope * sumX) / Period;
            double linReg    = intercept + slope * (Period - 1);

            // Calculate Standard Error
            double sumSquares = 0;

            for (int count = 0; count < Period && CurrentBar - count >= 0; count++)
            {
                double linRegX = intercept + slope * (Period - 1 - count);
                double valueX  = Input[count];
                double diff    = Math.Abs(valueX - linRegX);

                sumSquares += diff * diff;
            }
            double stdErr = Math.Sqrt(sumSquares / Period);

            Middle.Set(linReg);
            Upper.Set(linReg + stdErr);
            Lower.Set(linReg - stdErr);
        }
コード例 #4
0
        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            ZigZag zz = ZigZag(deviationType, deviationValue, useHighLow);

            Upper.Set(zz.ZigZagHigh[0]);
            Lower.Set(zz.ZigZagLow[0]);
            UpperFib.Set(Upper[0] - (Upper[0] - Lower[0]) * 0.382);
            LowerFib.Set(Lower[0] + (Upper[0] - Lower[0]) * 0.382);
        }
コード例 #5
0
ファイル: AhrensBB.cs プロジェクト: yuxi214/ninja-code
        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            double smaValue    = AhrensMA(period).AhrensHL[0];
            double stdDevValue = StdDev(Period)[0];

            Upper.Set(smaValue + NumStdDev * stdDevValue);
            Middle.Set(smaValue);
            Lower.Set(smaValue - NumStdDev * stdDevValue);
        }
コード例 #6
0
        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            double smaValue    = SMA(Period)[0];
            double stdDevValue = StdDev(SMA(Range(), 20), period)[0];

            Print("stdDevValue = " + stdDevValue);
            Upper.Set(smaValue + NumStdDev * stdDevValue);
            Middle.Set(smaValue);
            Lower.Set(smaValue - NumStdDev * stdDevValue);
        }
コード例 #7
0
 protected override void OnBarUpdate()
 {
     avg         = DYNAverage[0];
     stdDevValue = SDBB[0];
     PriceLine.Set(DYNPrice[0]);
     SignalLine.Set(DYNSignal[0]);
     Average.Set(avg);
     Upper.Set(avg + stdDevNumber * stdDevValue);
     Lower.Set(avg - stdDevNumber * stdDevValue);
 }
コード例 #8
0
        protected override void OnBarUpdate()
        {
            double RSI_value = RSI(this.RSIPeriod, 1)[0];

            this._RSI_List.Set(RSI_value);

            double PRICE_value = SMA(this._RSI_List, this.PricePeriod)[0];

            PriceLine.Set(PRICE_value);

            double SIGNAL_value = SMA(this._RSI_List, this.SignalPeriod)[0];

            SignalLine.Set(SIGNAL_value);

            double AVG_value = SMA(this._RSI_List, this.BandPeriod)[0];

            Average.Set(AVG_value);
            MidLine.Set(50);

            double stdDevValue = StdDev(this._RSI_List, this.BandPeriod)[0];

            Upper.Set(AVG_value + this.StdDevNumber * stdDevValue);
            Lower.Set(AVG_value - this.StdDevNumber * stdDevValue);

            PlotColors[0][0] = this.Main;
            PlotColors[1][0] = this.Signal;
            PlotColors[2][0] = this.BBAverage;
            PlotColors[3][0] = this.BBUpper;
            PlotColors[4][0] = this.BBLower;

            if (AVG_value > 50)
            {
                PlotColors[5][0] = this.MidPositive;
            }
            else
            {
                PlotColors[5][0] = this.MidNegative;
            }

            Plots[0].PenStyle  = this.Dash0Style;
            Plots[0].Pen.Width = this.Plot0Width;
            Plots[1].PenStyle  = this.Dash1Style;
            Plots[1].Pen.Width = this.Plot1Width;
            Plots[2].PenStyle  = this.Dash2Style;
            Plots[2].Pen.Width = this.Plot2Width;

            Plots[3].PenStyle  = this.Dash3Style;
            Plots[3].Pen.Width = this.Plot3Width;
            Plots[4].PenStyle  = this.Dash3Style;
            Plots[4].Pen.Width = this.Plot3Width;
            Plots[5].PenStyle  = this.Dash3Style;
            Plots[5].Pen.Width = this.Plot3Width;
        }
コード例 #9
0
ファイル: APZ.cs プロジェクト: fandres70/NinjaTrader.Base
        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            if (CurrentBar < Period)
            {
                return;
            }

            EMA    ema         = EMA(EMA(newPeriod), newPeriod);
            double rangeOffset = BandPct * EMA(Range(), Period)[0];

            Lower.Set(ema[0] - rangeOffset);
            Upper.Set(ema[0] + rangeOffset);
        }
コード例 #10
0
        /// <summary>
        /// Called on each bar update event (incoming tick).
        /// </summary>
        protected override void OnBarUpdate()
        {
            diff.Set(High[0] - Low[0]);

            double middle = SMA(Typical, Period)[0];
            double offset = SMA(diff, Period)[0] * offsetMultiplier;

            double upper = middle + offset;
            double lower = middle - offset;

            Midline.Set(middle);
            Upper.Set(upper);
            Lower.Set(lower);
        }
コード例 #11
0
        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            double maValue = 0;

            switch (matype)
            {
            case 1:
            {
                Middle.Set(maValue = EMA(Inputs[0], Period)[0]);
                break;
            }

            case 2:
            {
                Middle.Set(maValue = HMA(Inputs[0], Period)[0]);
                break;
            }

            case 3:
            {
                Middle.Set(maValue = SMA(Inputs[0], Period)[0]);
                break;
            }

            case 4:
            {
                Middle.Set(maValue = TMA(Inputs[0], Period)[0]);
                break;
            }

            case 5:
            {
                Middle.Set(maValue = TEMA(Inputs[0], Period)[0]);
                break;
            }

            case 6:
            {
                Middle.Set(maValue = WMA(Inputs[0], Period)[0]);
                break;
            }
            }

            Upper.Set(maValue + (maValue * EnvelopePercentage / 100));
            Lower.Set(maValue - (maValue * EnvelopePercentage / 100));
        }
コード例 #12
0
        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            double averageValue = 0;

            if (Smoothed)
            {
                averageValue = smoothedAverage[0];
            }
            else
            {
                averageValue = average[0];
            }
            double offset = 0;

            if (Smoothed)
            {
                offset = NumStdDev * smoothedVolatility[0];
            }
            else
            {
                offset = NumStdDev * volatility[0];
            }

            if (showMidband)
            {
                Middle.Set(averageValue);
            }
            else
            {
                Middle.Reset();
            }
            if (showChannels)
            {
                Upper.Set(averageValue + offset);
                Lower.Set(averageValue - offset);
            }
            else
            {
                Upper.Reset();
                Lower.Reset();
            }

            if (CurrentBar < Math.Max(Period, StdDevPeriod))
            {
                return;
            }
            if (FirstTickOfBar)
            {
                neutralSlope = threshold * averageTrueRange[1] / 1000;
                priorBull    = bullish;
                middle       = Middle[1] + Middle[2];
                upper        = Upper[1] + Upper[2];
                lower        = Lower[1] + Lower[2];
            }

            if (2 * averageValue > middle + 3 * neutralSlope)
            {
                PlotColors[1][0] = upColor;
                if (useCentralSlope)
                {
                    PlotColors[0][0] = UpColor;
                    PlotColors[2][0] = UpColor;
                }
                if (priorBull <= 0)
                {
                    index = CurrentBar;
                }
                if (Opacity != 0)
                {
                    DrawRegion("bollinger" + index, CurrentBar - index + 1, 0, Upper, Lower, Color.Transparent, UpColor, Opacity);
                }
                bullish = 1;
            }
            else if (2 * averageValue < middle - 3 * neutralSlope)
            {
                PlotColors[1][0] = DownColor;
                if (useCentralSlope)
                {
                    PlotColors[0][0] = DownColor;
                    PlotColors[2][0] = DownColor;
                }
                if (priorBull >= 0)
                {
                    index = CurrentBar;
                }
                if (Opacity != 0)
                {
                    DrawRegion("bollinger" + index, CurrentBar - index + 1, 0, Upper, Lower, Color.Transparent, DownColor, Opacity);
                }
                bullish = -1;
            }
            else
            {
                PlotColors[1][0] = NeutralColor;
                if (useCentralSlope)
                {
                    PlotColors[0][0] = NeutralColor;
                    PlotColors[2][0] = NeutralColor;
                }
                if (priorBull != 0)
                {
                    index = CurrentBar;
                }
                if (Opacity != 0)
                {
                    DrawRegion("bollinger" + index, CurrentBar - index + 1, 0, Upper, Lower, Color.Transparent, NeutralColor, Opacity);
                }
                bullish = 0;
            }

            if (!useCentralSlope)
            {
                if (2 * averageValue + 2 * offset >= upper + 3 * neutralSlope)
                {
                    PlotColors[0][0] = UpColor;
                }
                else if (2 * averageValue + 2 * offset <= upper - 3 * neutralSlope)
                {
                    PlotColors[0][0] = DownColor;
                }
                else
                {
                    PlotColors[0][0] = NeutralColor;
                }

                if (2 * averageValue - 2 * offset >= lower + 3 * neutralSlope)
                {
                    PlotColors[2][0] = UpColor;
                }
                else if (2 * averageValue - 2 * offset <= lower - 3 * neutralSlope)
                {
                    PlotColors[2][0] = DownColor;
                }
                else
                {
                    PlotColors[2][0] = NeutralColor;
                }
            }
        }
コード例 #13
0
 /// <summary>
 /// Called on each bar update event (incoming tick)
 /// </summary>
 protected override void OnBarUpdate()
 {
     Value.Set((MAX(Close, Period)[0] + MIN(Close, Period)[0]) / 2);
     Upper.Set(MAX(Close, Period)[0]);
     Lower.Set(MIN(Close, Period)[0]);
 }
コード例 #14
0
ファイル: ATRTrailing.cs プロジェクト: yuxi214/ninja-code
        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            if (CurrentBar < period)
            {
                return;
            }

            if (Low[0] < Low[1])
            {
                Sideset.Set(0);
            }

            if (High[0] > High[1])
            {
                Sideset.Set(1);
            }

            ratchedval = (1 - (counter * ratched));

            if (Sideset[1] == 0)
            {
                SigClose = MIN(Low, (period))[0];
                Plotset.Set(SigClose + Bars.Instrument.MasterInstrument.Round2TickSize((ratchedval * (ATRTimes * ATR(period)[0]))));
            }

            if (Sideset[1] == 1)
            {
                SigClose = MAX(High, (period))[0];
                Plotset.Set(SigClose - Bars.Instrument.MasterInstrument.Round2TickSize((ratchedval * (ATRTimes * ATR(period)[0]))));
            }

            if (Sideset[1] == 1 && Low[1] <= Plotset[1])

            {
                Sideset.Set(0);
                SigClose = High[1];
                counter  = 0;
                Plotset.Set(SigClose + Bars.Instrument.MasterInstrument.Round2TickSize((ratchedval * (ATRTimes * ATR(period)[0]))));
                Lower.Set(Plotset[0]);
            }

            if (Sideset[1] == 1 && Low[1] > Plotset[1])
            {
                Sideset.Set(1);
                SigClose = MAX(High, (period))[0];
                Plotset.Set(SigClose - Bars.Instrument.MasterInstrument.Round2TickSize((ratchedval * (ATRTimes * ATR(period)[0]))));
                if (Plotset[1] > Plotset[0])
                {
                    Plotset.Set(Plotset[1]);
                }
                Upper.Set(Plotset[0]);
            }

            if (Sideset[1] == 0 && High[1] >= Plotset[1])
            {
                Sideset.Set(1);
                SigClose = High[1];
                counter  = 0;
                Plotset.Set(SigClose - Bars.Instrument.MasterInstrument.Round2TickSize((ratchedval * (ATRTimes * ATR(period)[0]))));
                Upper.Set(Plotset[0]);
            }
            if (Sideset[1] == 0 && High[1] < Plotset[1])
            {
                Sideset.Set(0);
                SigClose = MIN(Low, (period))[0];
                Plotset.Set(SigClose + Bars.Instrument.MasterInstrument.Round2TickSize((ratchedval * (ATRTimes * ATR(period)[0]))));
                if (Plotset[1] < Plotset[0])
                {
                    Plotset.Set(Plotset[1]);
                }
                Lower.Set(Plotset[0]);
            }
            counter++;
        }
コード例 #15
0
        /// <summary>
        /// Calculates the indicator value(s) at the current index.
        /// </summary>
        protected override void OnBarUpdate()
        {
            if (!init)
            {
                BMACD   = MACD(Input, fast, slow, smooth);
                EMAMACD = EMA(BMACD, bandperiod);
                HMAMACD = HMA(BMACD, smooth);
                SDBB    = StdDev(BMACD, bandperiod);
            }
            init = true;
            double macdValue = HMAMACD[0];            //BMACD[0];

            BBMACD.Set(macdValue);
            BBMACDLine.Set(macdValue);
            BBMACDFrame.Set(macdValue);

            //double avg = EMA(BBMACD,bandperiod)[0];
            double avg = EMAMACD[0];

            Average.Set(avg);
            ZeroLine.Set(0);

            //double stdDevValue = StdDev(BBMACD,bandperiod)[0];
            double stdDevValue = SDBB[0];

            Upper.Set(avg + StdDevNumber * stdDevValue);
            Lower.Set(avg - StdDevNumber * stdDevValue);


//			if(Rising(Average))
//				if(paintbars)
//				{
//					BarColor = bbAverageUp;
//					CandleOutlineColor = candleoutlinecolorup;
//				}
//			if(Falling(Average))
//				if(paintbars)
//				{
//					BarColor = bbAverageDn;
//					CandleOutlineColor = candleoutlinecolorup;
//				}

            if (Rising(BBMACD))
            {
                if (BBMACD[0] < Upper[0])
                {
                    PlotColors[0][0] = DotsUpInside;
                    if (showhistogram)
                    {
                        Hist.Set((macdValue - avg));
                        PlotColors[10][0] = DotsUpInside;
                    }
                    updotdrawn = false;                                                 // added by TheWizard March 15, 2011
                }
                else
                {
                    PlotColors[0][0] = DotsUpOutside;
                    if (showhistogram)
                    {
                        Hist.Set((macdValue - avg));
                        PlotColors[10][0] = DotsUpOutside;
                    }
                    if (drawDotOnPricePanel)                                                                          // added by TheWizard March 15, 2011
                    {
                        if (updotdrawn == false)                                                                      // added by TheWizard March 15, 2011
                        {
                            DrawDot("UpDots" + CurrentBar, true, 0, Low[0] - dotSeparation * TickSize, BBdotUpColor); // added by TheWizard March 15, 2011
                            DrawDot("UpDots2" + CurrentBar, true, 0, Low[0] - dotSeparation * (TickSize * 2), BBdotUpColor);
                            updotdrawn   = true;                                                                      // added by TheWizard March 15, 2011
                            downdotdrawn = false;                                                                     // added by TheWizard March 15, 2011
                            if (bbviolationsound)
                            {
                                if (FirstTickOfBar)
                                {
                                    PlaySound(bbviolationupsound);
                                }
                            }
                        }
                    }
                }
                if (paintbars)
                {
                    BarColor           = barcolorup;
                    CandleOutlineColor = candleoutlinecolorup;
                }
            }
            else
            {
                if (BBMACD[0] > Lower[0])
                {
                    PlotColors[0][0] = DotsDownInside;
                    if (showhistogram)
                    {
                        Hist.Set((macdValue - avg));
                        PlotColors[10][0] = DotsDownInside;
                    }
                    downdotdrawn = false;                                       // added by TheWizard March 15, 2011
                }
                else
                {
                    PlotColors[0][0] = DotsDownOutside;
                    if (showhistogram)
                    {
                        Hist.Set((macdValue - avg));
                        PlotColors[10][0] = DotsDownOutside;
                    }
                    if (drawDotOnPricePanel)                                                                           // added by TheWizard March 15, 2011
                    {
                        if (downdotdrawn == false)                                                                     // added by TheWizard March 15, 2011
                        {
                            DrawDot("DnDots" + CurrentBar, true, 0, High[0] + dotSeparation * TickSize, BBdotDnColor); // added by TheWizard March 15, 2011
                            DrawDot("DnDots2" + CurrentBar, true, 0, High[0] + dotSeparation * (TickSize * 2), BBdotDnColor);
                            downdotdrawn = true;                                                                       // added by TheWizard March 15, 2011
                            updotdrawn   = false;                                                                      // added by TheWizard March 15, 2011
                            if (bbviolationsound)
                            {
                                if (FirstTickOfBar)
                                {
                                    PlaySound(bbviolationdnsound);
                                }
                            }
                        }
                    }
                }
                if (paintbars)
                {
                    BarColor           = barcolordn;
                    CandleOutlineColor = candleoutlinecolordn;
                }
            }
            if (BBMACD[0] > avg)
            {
                if (conservative)
                {
                    PlotColors[2][0] = BBAverageUp;
                    if (BBMACD[0] > 0)
                    {
                        PlotColors[5][0] = ZeroPositive;
                    }
                    if (BBMACD[0] < 0)
                    {
                        PlotColors[5][0] = ZeroNegative;
                    }
                }
                else
                {
                    PlotColors[2][0] = BBAverageUp;
                    PlotColors[5][0] = ZeroPositive;
                    if (colorbackground)
                    {
                        BackColor = Color.FromArgb(opacity, backgroundcolorUp);
                    }
                    if (colorALLbackgrounds)
                    {
                        BackColorAll = Color.FromArgb(opacity, backgroundcolorUp);
                    }
                }
            }

            if (BBMACD[0] < avg)
            {
                if (conservative)
                {
                    PlotColors[2][0] = BBAverageDn;
                    if (BBMACD[0] > 0)
                    {
                        PlotColors[5][0] = ZeroPositive;
                    }
                    if (BBMACD[0] < 0)
                    {
                        PlotColors[5][0] = ZeroNegative;
                    }
                }
                else
                {
                    PlotColors[2][0] = BBAverageDn;
                    PlotColors[5][0] = ZeroNegative;
                    if (colorbackground)
                    {
                        BackColor = Color.FromArgb(opacity, backgroundcolorDn);
                    }
                    if (colorALLbackgrounds)
                    {
                        BackColorAll = Color.FromArgb(opacity, backgroundcolorDn);
                    }
                }
            }

            //PlotColors[2][0] = BBAverage;
            PlotColors[3][0] = BBUpper;
            PlotColors[4][0] = BBLower;
            PlotColors[6][0] = ZeroCross;
            PlotColors[7][0] = Connector;

            if (BBMACD[0] > 0)
            {
                if (conservative)
                {
                    if (colorbackground)
                    {
                        BackColor = Color.FromArgb(opacity, backgroundcolorUp);
                    }
                    if (colorALLbackgrounds)
                    {
                        BackColorAll = Color.FromArgb(opacity, backgroundcolorUp);
                    }
                }
                if (CurrentBar != 0 && BBMACD[1] <= 0)
                {
                    MACDCross.Set(0);
                    if (zerolinecrosssound)
                    {
                        if (FirstTickOfBar)
                        {
                            PlaySound(longwavfilename);
                        }
                    }
                }

                else
                {
                    MACDCross.Reset();
                }
            }
            else
            {
                if (conservative)
                {
                    if (colorbackground)
                    {
                        BackColor = Color.FromArgb(opacity, backgroundcolorDn);
                    }
                    if (colorALLbackgrounds)
                    {
                        BackColorAll = Color.FromArgb(opacity, backgroundcolorDn);
                    }
                }
                if (CurrentBar != 0 && BBMACD[1] > 0)
                {
                    MACDCross.Set(0);
                    if (zerolinecrosssound)
                    {
                        if (FirstTickOfBar)
                        {
                            PlaySound(shortwavfilename);
                        }
                    }
                }
                else
                {
                    MACDCross.Reset();
                }
            }
        }
コード例 #16
0
ファイル: Darvas.cs プロジェクト: fandres70/NinjaTrader.Base
        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            BuySignal  = false;
            SellSignal = false;

            if (savedCurrentBar == -1)             // Init
            {
                currentBarHigh  = High[0];
                currentBarLow   = Low[0];
                state           = GetNextState();
                savedCurrentBar = CurrentBar;
            }
            else if (savedCurrentBar != CurrentBar)
            {                   // Is new bar ?
                currentBarHigh = (isRealtime && !CalculateOnBarClose) ? High[1] : High[0];
                currentBarLow  = (isRealtime && !CalculateOnBarClose) ? Low[1] : Low[0];

                // today buy/sell signal is triggered
                if ((state == 5 && currentBarHigh > boxTop) || (state == 5 && currentBarLow < boxBottom))
                {
                    if (state == 5 && currentBarHigh > boxTop)
                    {
                        BuySignal = true;
                    }
                    else
                    {
                        SellSignal = true;
                    }

                    state          = 0;
                    startBarActBox = CurrentBar;
                }

                state = GetNextState();
                // draw with today
                if (boxBottom == double.MaxValue)
                {
                    for (int i = CurrentBar - startBarActBox; i >= 0; i--)
                    {
                        Upper.Set(i, boxTop);
                        Lower.Reset(i);
                    }
                }
                else
                {
                    for (int i = CurrentBar - startBarActBox; i >= 0; i--)
                    {
                        Upper.Set(i, boxTop);
                        Lower.Set(i, boxBottom);
                    }
                }

                savedCurrentBar = CurrentBar;
            }
            else
            {
                isRealtime = true;

                // today buy/sell signal is triggered
                if ((state == 5 && currentBarHigh > boxTop) || (state == 5 && currentBarLow < boxBottom))
                {
                    if (state == 5 && currentBarHigh > boxTop)
                    {
                        BuySignal = true;
                    }
                    else
                    {
                        SellSignal = true;
                    }

                    startBarActBox = CurrentBar + 1;
                    state          = 0;
                }

                // draw with today
                if (boxBottom == double.MaxValue)
                {
                    Upper.Set(boxTop);
                    Lower.Reset();
                }
                else
                {
                    Upper.Set(boxTop);
                    Lower.Set(boxBottom);
                }
            }
        }
コード例 #17
0
        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            if (CurrentBar == 0)
            {
                return;
            }

            // First we calculate the linear regression parameters

            double sumX    = (double)Period * (Period - 1) * 0.5;
            double divisor = sumX * sumX -
                             (double)Period * Period * (Period - 1) * (2 * Period - 1) / 6;
            double sumXY = 0;
            double sumY  = 0;

            int barCount = Math.Min(Period, CurrentBar);

            for (int count = 0; count < barCount; count++)
            {
                sumXY += count * Input[count];
                sumY  += Input[count];
            }

            if (divisor == 0 || Period == 0)
            {
                return;
            }

            double slope     = ((double)Period * sumXY - sumX * sumY) / divisor;
            double intercept = (sumY - slope * sumX) / Period;

            slopeSeries.Set(slope);
            interceptSeries.Set(intercept);

            // Next we calculate the standard deviation of the
            // residuals (vertical distances to the regression line).

            double sumResiduals = 0;

            for (int count = 0; count < barCount; count++)
            {
                double regressionValue = intercept + slope * (Period - 1 - count);
                double residual        = Math.Abs(Input[count] - regressionValue);

                sumResiduals += residual;
            }

            double avgResiduals = sumResiduals / Math.Min(CurrentBar - 1, Period);

            sumResiduals = 0;
            for (int count = 0; count < barCount; count++)
            {
                double regressionValue = intercept + slope * (Period - 1 - count);
                double residual        = Math.Abs(Input[count] - regressionValue);

                sumResiduals += (residual - avgResiduals) * (residual - avgResiduals);
            }

            double stdDeviation = Math.Sqrt(sumResiduals / Math.Min(CurrentBar + 1, Period));

            stdDeviationSeries.Set(stdDeviation);

            double middle = intercept + slope * (Period - 1);

            Middle.Set(middle);
            Upper.Set(middle + stdDeviation * Width);
            Lower.Set(middle - stdDeviation * Width);
        }
コード例 #18
0
        /// <summary>
        /// Calculates the indicator value(s) at the current index.
        /// </summary>
        protected override void OnBarUpdate()
        {
            if (CurrentBars[0] < bandperiod)
            {
                return;
            }

            if (!init)
            {
                BMACD   = MACD(Input, fast, slow, smooth);
                EMAMACD = EMA(BMACD, bandperiod);
                HMAMACD = HMA(BMACD, smooth);
                SDBB    = StdDev(BMACD, bandperiod);
            }
            init = true;
            double macdValue = HMAMACD[0];            //BMACD[0];

            BBMACD.Set(macdValue);
            //BBMACDLine.Set(macdValue);
            BBMACDFrame.Set(macdValue);

            //double avg = EMA(BBMACD,bandperiod)[0];
            double avg = EMAMACD[0];

            ZeroLine.Set(0);

            //double stdDevValue = StdDev(BBMACD,bandperiod)[0];
            double stdDevValue = SDBB[0];

            Upper.Set(avg + StdDevNumber * stdDevValue);
            Lower.Set(avg - StdDevNumber * stdDevValue);

            //1. Green dots, above bands, sloping up Green dot - text UP - prefer up as easy to understand
            //2. Green dots, above bands, changing to a red dot. - Cell Colour will Change (but may still say UP)
            //3. Consecutive red dots crossing down through the bands - not sure we discussed this one!!! Cell colour will change Put --- to indicate crossing down
            //4. Red dots, below bands, sloping down.Red dot - text DOWN - prefer DOWN as easy to understand
            //5. Red dots, below bands, changing to a green dot.ell Colour will Change (but may still say DOWN)
            //6. Consecutive green dots, crossing up through the bands - not sure we discussed this one!!! Cell colour will change Put +++ to indicate crossing down

            //1 & 4 - would be trending signals - don't trade against these
            //2 & 5 - would be minor alerts for consolidation or the start of direction change
            //3 & 6 - would be major alerts with direction change confirmed by dots about to break through the opposite band



            if (Rising(BBMACD))
            {
                if (BBMACD[0] < Upper[0])
                {
                    PlotColors[0][0] = DotsUpInside;
                    macdsignal       = 1;
                }
                else if ((BBMACD[1] < Upper[1]) && (BBMACD[0] > Upper[0]))
                {
                    PlotColors[0][0] = DotsUpOutside;
                    macdsignal       = 2;
                }
                else
                {
                    PlotColors[0][0] = DotsUpOutside;
                    macdsignal       = 3;
                }
            }
            else
            {
                if (BBMACD[0] > Lower[0])
                {
                    PlotColors[0][0] = DotsDownInside;
                    macdsignal       = -1;
                }
                else if ((BBMACD[1] > Lower[1]) && (BBMACD[0] < Lower[0]))
                {
                    PlotColors[0][0] = DotsDownOutside;
                    macdsignal       = -2;
                }

                else
                {
                    PlotColors[0][0] = DotsDownOutside;
                    macdsignal       = -3;
                }
            }


            Signal.Set(macdsignal);



/*
 *
 *                              if (BBMACD[0] > BBMACD[1])
 *          {
 *              PlotColors[0][0] = DotsUpOutside;
 *              if ((BBMACD[0] > Upper[0]))  //UP
 *              {
 *                  macdsignal = 1;
 *                  PlotColors[0][0] = DotsUpOutside;
 *              }
 *              else if ((BBMACD[1] < Lower[1]) && (BBMACD[0] > Lower[0]))  //UP
 *              {
 *                  macdsignal = 6;
 *                  PlotColors[0][0] = DotsDownInside;
 *              }
 *              else if ((BBMACD[1] > BBMACD[2]) && (BBMACD[0] > Lower[0]))   //UP
 *              {
 *                  macdsignal = 7;
 *                  PlotColors[0][0] = DotsUpInside;
 *              }
 *              else if ((BBMACD[1] < Upper[1]) && (BBMACD[0] > Upper[0]))    //UP
 *              {
 *                  macdsignal = 8;
 *                  PlotColors[0][0] = DotsUpOutside;
 *              }
 *          }
 *          else //(BBMACD[0] < BBMACD[1])
 *          {
 *              PlotColors[0][0] = DotsDownOutside;
 *              if ((BBMACD[0] < Lower[0]))  //DN
 *              {
 *                  macdsignal = 5;
 *                  PlotColors[0][0] = DotsDownOutside;
 *              }
 *              else if ((BBMACD[0] < BBMACD[1]))  //DN
 *              {
 *                  macdsignal = 2;
 *                  PlotColors[0][0] = DotsDownOutside;
 *              }
 *              else if ((BBMACD[1] < BBMACD[2]) && (BBMACD[0] < Upper[0]))   //DN
 *              {
 *                  macdsignal = 3;
 *                  PlotColors[0][0] = DotsDownInside;
 *              }
 *              else if ((BBMACD[1] > Lower[1]) && (BBMACD[0] < Lower[0]))    //DN
 *              {
 *                  macdsignal = 4;
 *                  PlotColors[0][0] = DotsDownOutside;
 *              }
 *          }
 */
/*
 *          if ((BBMACD[0] > BBMACD[1]) && (BBMACD[0] > Upper[0]))  //UP
 *          {
 *              macdsignal = 1;
 *              PlotColors[0][0] = DotsUpOutside;
 *          }
 *          if ((BBMACD[1] > Upper[1]) && (BBMACD[0] < BBMACD[1]))  //DN
 *          {
 *              macdsignal = 2;
 *              PlotColors[0][0] = DotsDownOutside;
 *          }
 *          if ((BBMACD[0] < BBMACD[1]) && (BBMACD[1] < BBMACD[2]) && (BBMACD[0] < Upper[0]))   //DN
 *          {
 *              macdsignal = 3;
 *              PlotColors[0][0] = DotsDownInside;
 *          }
 *          if ((BBMACD[0] < BBMACD[1]) && (BBMACD[1] > Lower[1]) && (BBMACD[0] < Lower[0]))    //DN
 *          {
 *              macdsignal = 4;
 *              PlotColors[0][0] = DotsDownOutside;
 *          }
 *
 *          if ((BBMACD[0] < BBMACD[1]) && (BBMACD[0] < Lower[0]))  //DN
 *          {
 *              macdsignal = 5;
 *              PlotColors[0][0] = DotsDownOutside;
 *          }
 *          if ((BBMACD[1] < Lower[1]) && (BBMACD[0] > BBMACD[1]))  //UP
 *          {
 *              macdsignal = 6;
 *              PlotColors[0][0] = DotsDownInside;
 *          }
 *          if ((BBMACD[0] > BBMACD[1]) && (BBMACD[1] > BBMACD[2]) && (BBMACD[0] > Lower[0]))   //UP
 *          {
 *              macdsignal = 7;
 *              PlotColors[0][0] = DotsUpInside;
 *          }
 *          if ((BBMACD[0] > BBMACD[1]) && (BBMACD[1] < Upper[1]) && (BBMACD[0] > Upper[0]))    //UP
 *          {
 *              macdsignal = 8;
 *              PlotColors[0][0] = DotsUpOutside;
 *          }
 */


            /////PlotColors[2][0] = BBUpper;
            /////PlotColors[3][0] = BBLower;
            /////PlotColors[4][0] = SignalCol;
            /////PlotColors[5][0] = ZeroCol;
        }
コード例 #19
0
ファイル: anaMACDBBLines.cs プロジェクト: hmgl/TradingStudies
        protected override void OnBarUpdate()
        {
            double macdValue = BMACD[0];

            BBMACD.Set(macdValue);
            BBMACDLine.Set(macdValue);
            BBMACDFrame.Set(macdValue);
            double avg = BMACD.Avg[0];

            Average.Set(avg);
            ZeroLine.Set(0);
            double stdDevValue = SDBB[0];

            Upper.Set(avg + StdDevNumber * stdDevValue);
            Lower.Set(avg - StdDevNumber * stdDevValue);

            if (Rising(BBMACD))
            {
                if (macdValue > avg + StdDevNumber * stdDevValue)
                {
                    PlotColors[0][0] = DotsUpOutside;
                }
                else
                {
                    PlotColors[0][0] = DotsUpInside;
                }
            }
            else
            {
                if (macdValue < avg - StdDevNumber * stdDevValue)
                {
                    PlotColors[0][0] = DotsDownOutside;
                }
                else
                {
                    PlotColors[0][0] = DotsDownInside;
                }
            }
            if (BBMACD[0] > 0)
            {
                PlotColors[5][0] = ZeroPositive;
                if (CurrentBar != 0 && BBMACD[1] <= 0)
                {
                    MACDCross.Set(0);
                }
                else
                {
                    MACDCross.Reset();
                }
            }
            else
            {
                PlotColors[5][0] = ZeroNegative;
                if (CurrentBar != 0 && BBMACD[1] > 0)
                {
                    MACDCross.Set(0);
                }
                else
                {
                    MACDCross.Reset();
                }
            }
        }