public void Initialize(int maxBars, int barsViewable, string cacheFolder, BarItemType barType, Guid cacheId, string strategyIdentityCode)
{
multiChart1.Initialize(maxBars, barsViewable);
this.SelectedTimeframe = barType;
pricebarCache = new PricebarCache(barType, cacheId, CacheModeOption.Read);
this.strategyDataFrame = new StrategyDataFrame(strategyIdentityCode, 300, pricebarCache);
timeNavigator1.Initialize(pricebarCache.StartBarDate, pricebarCache.EndBarDate);
strategyFrameReader = strategyDataFrame.GetFrameReader(pricebarCache.StartBarDate);
IPriceActionChart priceChart = this.PriceActionChart;
priceChart.Show();
priceChart.SetDataPoints(strategyFrameReader.PriceBars);
List <ChartSignalItem> signalItems = new List <ChartSignalItem>();
foreach (BarItem barItem in strategyFrameReader.PriceBars)
{
MarketOrderState marketOrderState = strategyFrameReader.Read(barItem.Time);
if (marketOrderState != MarketOrderState.NoOrder)
{
signalItems.Add(new ChartSignalItem(marketOrderState == MarketOrderState.Long ? SignalState.Long : marketOrderState == MarketOrderState.Short ? SignalState.Short : SignalState.NoSignal, barItem.Time));
}
}
priceChart.PlotSignal(signalItems.ToArray());
//foreach (IndicatorChartingInfo chartingInfo in strategyDataFrame.GetIndicatorChartingInfo())
//{
// ChartIndicatorItem[] chartIndicators = strategyDataFrame.GetIndicators(chartingInfo.IdentityCode, chartingInfo.SeriesLabel);
// if (chartingInfo.ChartRange == ChartRangeOption.PriceActionRange)
// {
// priceChart.PlotIndicator(GetSeriesLabel(chartingInfo), chartIndicators, chartingInfo.ChartType);
// }
// else if (chartingInfo.ChartRange == ChartRangeOption.PositiveHundredRange)
// {
// if (!PercentageChart.Visible)
// {
// PercentageChart.Show();
// }
// PercentageChart.PlotIndicator(GetSeriesLabel(chartingInfo), chartIndicators, chartingInfo.ChartType);
// }
// else if (chartingInfo.ChartRange == ChartRangeOption.PipRange)
// {
// if (!OscillatorChart.Visible)
// {
// OscillatorChart.Show();
// }
// OscillatorChart.PlotIndicator(GetSeriesLabel(chartingInfo), chartIndicators, chartingInfo.ChartType);
// }
//}
}
public void OpenOrder(DateTime time, MarketOrderState orderState, double openingBidPrice, double openingAskPrice, DateTime openingBarTime)
{
this.orderTime = time;
this.orderState = orderState;
this.openingBidPrice = openingBidPrice;
this.openingAskPrice = openingAskPrice;
this.openingBarTime = openingBarTime;
this.position = (PositionMode)Enum.Parse(typeof(PositionMode), Enum.GetName(typeof(MarketOrderState), orderState));
}
private void RefreshChart(DateTime currentDateTime)
{
multiChart1.Clear();
strategyFrameReader = strategyDataFrame.GetFrameReader(currentDateTime);
//Get strategies.
//Basic SDK can execute only one strategy. Expert SDK can execute multiple strategies.
//PlotStrategies(this.strategyDataFrame.Strategies);
IPriceActionChart priceChart = this.PriceActionChart;
priceChart.Show();
priceChart.SetDataPoints(strategyFrameReader.PriceBars);
List <ChartSignalItem> signalItems = new List <ChartSignalItem>();
foreach (BarItem barItem in strategyFrameReader.PriceBars)
{
MarketOrderState marketOrderState = strategyFrameReader.Read(barItem.Time);
if (marketOrderState != MarketOrderState.NoOrder)
{
signalItems.Add(new ChartSignalItem(marketOrderState == MarketOrderState.Long ? SignalState.Long : marketOrderState == MarketOrderState.Short ? SignalState.Short : SignalState.NoSignal, barItem.Time));
}
}
priceChart.PlotSignal(signalItems.ToArray());
//foreach (IndicatorChartingInfo chartingInfo in strategyDataFrame.GetIndicatorChartingInfo())
//{
// ChartIndicatorItem[] chartIndicators = strategyDataFrame.GetIndicators(chartingInfo.IdentityCode, chartingInfo.SeriesLabel);
// if (chartingInfo.ChartRange == ChartRangeOption.PriceActionRange)
// {
// ((IPriceActionChart)multiChart1).PlotIndicator(GetSeriesLabel(chartingInfo), chartIndicators, chartingInfo.ChartType);
// }
// else if (chartingInfo.ChartRange == ChartRangeOption.PositiveHundredRange)
// {
// if (!((IPercentageChart)multiChart1).Visible)
// {
// ((IPercentageChart)multiChart1).Show();
// }
// ((IPercentageChart)multiChart1).PlotIndicator(GetSeriesLabel(chartingInfo), chartIndicators, chartingInfo.ChartType);
// }
// else if (chartingInfo.ChartRange == ChartRangeOption.PipRange)
// {
// if (!((IOscillatorChart)multiChart1).Visible)
// {
// ((IOscillatorChart)multiChart1).Show();
// }
// ((IOscillatorChart)multiChart1).PlotIndicator(GetSeriesLabel(chartingInfo), chartIndicators, chartingInfo.ChartType);
// }
//}
}
public MarketOrderState Read(DateTime time)
{
MarketOrderState strategy = MarketOrderState.NoOrder;
if (strategyIndex.ContainsKey(time))
{
int strategyPosition = strategyIndex[time];
//Check if position is Closed
if (dataFrameItems[strategyPosition].Position == PositionMode.Closed)
{
//Check for reversal
int nextPosition = strategyPosition + 1;
if (nextPosition < dataFrameItems.Length && dataFrameItems[nextPosition].ClosingBarTime == time)
{
if (dataFrameItems[nextPosition].Position == PositionMode.Long)
{
strategy = MarketOrderState.LongReversal;
}
else if (dataFrameItems[nextPosition].Position == PositionMode.Short)
{
strategy = MarketOrderState.ShortReversal;
}
else
{
strategy = MarketOrderState.Closed;
}
}
else
{
strategy = MarketOrderState.Closed;
}
}
else if (dataFrameItems[strategyPosition].Position == PositionMode.Long)
{
strategy = MarketOrderState.Long;
}
else if (dataFrameItems[strategyPosition].Position == PositionMode.Short)
{
strategy = MarketOrderState.Short;
}
else if (dataFrameItems[strategyPosition].HasOrderUpdate)
{
strategy = MarketOrderState.OrderUpdate;
}
}
return(strategy);
}
public Guid CreateMarketOrder(DateTime time, TickerType tickerType, MarketOrderState orderState, double bidPrice, double askPrice, BarItem barItem)
{
Guid marketOrderId = Guid.NewGuid();
MarketOrder marketOrder = new MarketOrder(tickerType);
marketOrder.OpenOrder(time, orderState, bidPrice, askPrice, barItem.Time);
marketOrders.Add(marketOrderId, marketOrder);
if (lastTickerOrder.ContainsKey(tickerType.Symbol))
{
lastTickerOrder[tickerType.Symbol] = marketOrderId;
}
else
{
lastTickerOrder.Add(tickerType.Symbol, marketOrderId);
}
return(marketOrderId);
}
private void OnSignalOpenPosition(Guid accountId, TickerType tickerType, MarketOrderState position, double bidPrice, double askPrice, BarItem barItem)
{
brokerAccounts[accountId].Orders.CreateMarketOrder(DateTime.Now, tickerType, position, bidPrice, askPrice, barItem);
}
private void OnStrategyOpenPosition(Guid accountId, TickerType tickerType, PositionMode position, double bidPrice, double askPrice, BarItem barItem)
{
MarketOrderState marketOrderState = (MarketOrderState)Enum.Parse(typeof(MarketOrderState), Enum.GetName(typeof(PositionMode), position));
brokerAccounts[accountId].Orders.CreateMarketOrder(DateTime.Now, tickerType, marketOrderState, bidPrice, askPrice, barItem);
}