public static void TestGraph(this AbstractIndicator ind, string filename, int length)
{
Quantum q = Quantum.ExcelToQuantum(filename, "symbol", 0);
var dz = new DenseMatrix(4 + 1 + ind.SubIndicatorSize, q.Data.Count);
List <string> names = new List <string>();
names.Add("symbol");
names.Add(ind.ToString());
foreach (var indicator in ind.SubIndicators)
{
names.Add(indicator.Key);
}
//chartoptions
ChartOption[] chartOptions = new ChartOption[names.Count];
chartOptions[0] = new ChartOption()
{
Height = 400, YPosition = 0
};
chartOptions[1] = new ChartOption()
{
Height = 200, YPosition = 1
};
for (int i = 2; i < chartOptions.Length; i++)
{
chartOptions[i] = new ChartOption()
{
Height = 0, YPosition = 1, Layover = true
}
}
;
int counter = 0;
foreach (Tick tick in q)
{
dz[0, counter] = tick.BidOpen;
dz[1, counter] = tick.BidHigh;
dz[2, counter] = tick.BidLow;
dz[3, counter] = tick.BidClose;
dz[4, counter] = ind.HandleNextTick(tick);
int icounter = 5;
foreach (var subind in ind.SubIndicators.Values)
{
dz[icounter, counter] = subind[0];
icounter++;
}
counter++;
}
Visualize.GenerateMultiPaneGraph(names.ToArray(), q.Data.Keys.ToArray(), dz, QSConstants.DEFAULT_DATA_FILEPATH + @"results.html",
chartOptions);
Console.WriteLine("Done Generating Graph for " + ind.ToString());
}
public DWT(int n, int detailLevel, AbstractIndicator indicator = null) : base(n)
{
priceData = new MovingQueue <double>(n);
st = new SignalTransform();
this.detailLevel = detailLevel;
this.indicator = indicator;
}
public PercentileRank(int n, AbstractIndicator indicator = null) : base(n)
{
data = new MovingQueue <double>(n);
if (indicator != null)
{
this.indicator = indicator;
}
}
public TEMA(int n, AbstractIndicator indicator = null)
: base(n)
{
EMA1 = new EMA(n);
EMA2 = new EMA(n);
EMA3 = new EMA(n);
this.indicator = indicator;
}
public Job_SymbolSet(string[] symbols, string timeframe, int numTicks, AbstractIndicator indicator)
{
this.symbols = symbols;
this.indicator = indicator;
this.timeframe = timeframe;
this.numTicks = numTicks;
mktData = new List <MarketDataEventArg>();
graphData = new DenseMatrix(symbols.Length, numTicks);
}
public AdaptiveSmoothing(int n, double v = 0.7, int t = 3, AbstractIndicator indicator = null)
: base(n)
{
this.indicator = indicator;
GDS = new GDEMA[t];
for (int i = 0; i < t; i++)
{
GDS[i] = new GDEMA(n, v, indicator);
}
}
public QSPolyMA(int N, AbstractIndicator indicator = null)
: base(N)
{
tickdata = new MovingQueue <double>(N);
this.indicator = indicator;
X = new double[N];
for (int i = 0; i < X.Count(); i++)
{
X[i] = i;
}
}
public RSquared(int n, AbstractIndicator indicator = null) : base(n)
{
X = new MovingQueue <double>(n);
Y = new DenseVector(n);
int counter = 0;
for (double i = (double)-Y.Count / 2 + 0.5; i < (double)Y.Count / 2; i++)
{
Y[counter++] = i;
}
this.indicator = indicator;
}
public Divergence(AbstractIndicator indicator) : base(indicator.Period)
{
MA = new QSPolyMA(indicator.Period);
this.indicator = indicator;
subIndicators.Add(indicator.toString(), indicator);
}
public GDEMA(int n, double v = 1, AbstractIndicator indicator = null) : base(n)
{
EMA1 = new EMA(n);
EMA2 = new EMA(n);
this.indicator = indicator;
}
public static void TestGraphLive(this AbstractIndicator ind, string timeframe, string symbol, int length)
{
//------------grab data
FXSession session = new FXSession();
session.InitializeSession();
HistoricPriceEngine h = new HistoricPriceEngine(session);
h.GetLongHistoricPrices(symbol, timeframe, length);
while (!h.Complete)
{
Thread.Sleep(100);
}
//-----------------------
Quantum q = h.Data;
var dz = new DenseMatrix(4 + 1 + ind.SubIndicatorSize, q.Data.Count);
List <string> names = new List <string>();
names.Add("symbol");
names.Add(ind.ToString());
foreach (var indicator in ind.SubIndicators)
{
names.Add(indicator.Key);
}
//chartoptions
ChartOption[] chartOptions = new ChartOption[names.Count];
chartOptions[0] = new ChartOption()
{
Height = 400, YPosition = 0
};
chartOptions[1] = new ChartOption()
{
Height = 200, YPosition = 1
};
for (int i = 2; i < chartOptions.Length; i++)
{
chartOptions[i] = new ChartOption()
{
Height = 0, YPosition = 1, Layover = true
}
}
;
int counter = 0;
foreach (Tick tick in q)
{
dz[0, counter] = tick.BidOpen;
dz[1, counter] = tick.BidHigh;
dz[2, counter] = tick.BidLow;
dz[3, counter] = tick.BidClose;
dz[4, counter] = ind.HandleNextTick(tick);
int icounter = 5;
foreach (var subind in ind.SubIndicators.Values)
{
dz[icounter, counter] = subind[0];
icounter++;
}
counter++;
}
Visualize.GenerateMultiPaneGraph(names.ToArray(), q.Data.Keys.ToArray(), dz, QSConstants.DEFAULT_DATA_FILEPATH + @"results.html",
chartOptions);
Console.WriteLine("Done Generating Graph for " + ind.ToString());
}
public KAMA(int n, AbstractIndicator indicator = null) : base(n)
{
priceData = new MovingQueue <double>(n);
this.indicator = indicator;
}
public SMA(int N, AbstractIndicator indicator = null) : base(N)
{
tickdata = new MovingQueue <double>(N);
this.indicator = indicator;
}
public EMA(int N, AbstractIndicator indicator = null) : base(N)
{
alpha = 2.0 / (N + 1);
tickdata = new MovingQueue <double>(N);
this.indicator = indicator;
}
protected void AttachIndicator(string indicatorName, AbstractIndicator i)
{
indicatorList.Add(indicatorName, i);
}
public ZLEMA(int n, AbstractIndicator indicator = null) : base(n)
{
EMA = new EMA(n);
this.indicator = indicator;
priceData = new MovingQueue <double>((n - 1) / 2);
}
public ROC(int n, AbstractIndicator indicator = null) : base(n)
{
tickData = new MovingQueue <double>(n);
this.indicator = indicator;
}
