public override void Init() { base.Init(); _wma_verylow = new IndicatorEMA(_macD.Index, 2); _wma_low = new IndicatorEMA(_macD.SignalLow.IndicatorLow); _wma_low.PublishingEnabled = false; _wma_mid = new IndicatorEMA(_macD.SignalLow.IndicatorHigh); _wma_mid.PublishingEnabled = false; _wma_high = new IndicatorEMA(_macD.SignalHigh.IndicatorHigh); _wma_high.PublishingEnabled = false; var rsiShort = new IndicatorRSI(_macD.Index, 1, 14); rsiShort.PublishingEnabled = false; var rsiLong = new IndicatorRSI(_macD.Index, 2, 14); rsiLong.PublishingEnabled = false; var wmVol = new IndicatorWMVol(_macD.Index, _wma_low, 60, 90); wmVol.PublishingEnabled = false; _mktIndices.AddRange(_otherIndices); //_mktIndicators.Add(_wma_verylow); //_mktIndicators.Add(_wma_low); //_mktIndicators.Add(_wma_mid); //_mktIndicators.Add(_wma_high); //_mktIndicators.Add(wmVol); //_mktIndicators.Add(new IndicatorWMVol(_index, _wma_mid, 60, 90)); _mktIndicators.Add(new IndicatorNearestLevel(_index)); int lastversion = StaticDataConnection.Instance.GetAnnLatestVersion(_annId, _index.Id); _annWeights = StaticDataConnection.Instance.GetAnnWeights(_annId, _index.Id, lastversion); var signalType = Type.GetType("MidaxLib.SignalANN" + _annId); List <Indicator> annIndicators = new List <Indicator>(); annIndicators.Add(_wma_verylow); annIndicators.Add(_wma_low); annIndicators.Add(_wma_mid); annIndicators.Add(_wma_high); annIndicators.Add(rsiShort); annIndicators.Add(rsiLong); annIndicators.Add(wmVol); List <object> signalParams = new List <object>(); signalParams.Add(_index); signalParams.Add(annIndicators); signalParams.Add(_annWeights); this._ann = (SignalANN)Activator.CreateInstance(signalType, signalParams.ToArray()); this._mktSignals.Add(this._ann); var allIndices = new List <MarketData>(); allIndices.Add(_index); allIndices.AddRange(_otherIndices); foreach (var index in allIndices) { var indicatorLow = new IndicatorLow(index); var indicatorHigh = new IndicatorHigh(index); var indicatorCloseBid = new IndicatorCloseBid(index); var indicatorCloseOffer = new IndicatorCloseOffer(index); _mktIndicators.Add(indicatorLow); _mktIndicators.Add(indicatorHigh); _mktIndicators.Add(indicatorCloseBid); _mktIndicators.Add(indicatorCloseOffer); _mktEODIndicators.Add(indicatorLow); _mktEODIndicators.Add(indicatorHigh); _mktEODIndicators.Add(indicatorCloseBid); _mktEODIndicators.Add(indicatorCloseOffer); _mktEODIndicators.Add(new IndicatorLevelPivot(index)); _mktEODIndicators.Add(new IndicatorLevelR1(index)); _mktEODIndicators.Add(new IndicatorLevelR2(index)); _mktEODIndicators.Add(new IndicatorLevelR3(index)); _mktEODIndicators.Add(new IndicatorLevelS1(index)); _mktEODIndicators.Add(new IndicatorLevelS2(index)); _mktEODIndicators.Add(new IndicatorLevelS3(index)); } }
public override void Init() { base.Init(); _wma_verylow = new IndicatorEMA(_macD.Index, 2); _wma_low = new IndicatorEMA(_macD.SignalLow.IndicatorLow); _wma_low.PublishingEnabled = false; _wma_mid = new IndicatorEMA(_macD.SignalLow.IndicatorHigh); _wma_mid.PublishingEnabled = false; _wma_high = new IndicatorEMA(_macD.SignalHigh.IndicatorHigh); _wma_high.PublishingEnabled = false; var rsiShort = new IndicatorRSI(_macD.Index, 1, 14); rsiShort.PublishingEnabled = false; var rsiLong = new IndicatorRSI(_macD.Index, 2, 14); rsiLong.PublishingEnabled = false; var wmVol = new IndicatorWMVol(_macD.Index, _wma_low, 60, 90); wmVol.PublishingEnabled = false; _mktIndices.AddRange(_otherIndices); //_mktIndicators.Add(_wma_verylow); //_mktIndicators.Add(_wma_low); //_mktIndicators.Add(_wma_mid); //_mktIndicators.Add(_wma_high); //_mktIndicators.Add(wmVol); //_mktIndicators.Add(new IndicatorWMVol(_index, _wma_mid, 60, 90)); _mktIndicators.Add(new IndicatorNearestLevel(_index)); int lastversion = StaticDataConnection.Instance.GetAnnLatestVersion(_annId, _index.Id); _annWeights = StaticDataConnection.Instance.GetAnnWeights(_annId, _index.Id, lastversion); var signalType = Type.GetType("MidaxLib.SignalANN" + _annId); List<Indicator> annIndicators = new List<Indicator>(); //annIndicators.Add(_wma_verylow); annIndicators.Add(_wma_low); //annIndicators.Add(_wma_mid); annIndicators.Add(_wma_high); annIndicators.Add(rsiShort); annIndicators.Add(rsiLong); annIndicators.Add(wmVol); List<object> signalParams = new List<object>(); signalParams.Add(_index); signalParams.Add(annIndicators); signalParams.Add(_annWeights); this._ann = (SignalANN)Activator.CreateInstance(signalType, signalParams.ToArray()); this._mktSignals.Add(this._ann); var allIndices = new List<MarketData>(); allIndices.Add(_index); allIndices.AddRange(_otherIndices); foreach (var index in allIndices) { var indicatorLow = new IndicatorLow(index); var indicatorHigh = new IndicatorHigh(index); var indicatorCloseBid = new IndicatorCloseBid(index); var indicatorCloseOffer = new IndicatorCloseOffer(index); _mktIndicators.Add(indicatorLow); _mktIndicators.Add(indicatorHigh); _mktIndicators.Add(indicatorCloseBid); _mktIndicators.Add(indicatorCloseOffer); _mktEODIndicators.Add(indicatorLow); _mktEODIndicators.Add(indicatorHigh); _mktEODIndicators.Add(indicatorCloseBid); _mktEODIndicators.Add(indicatorCloseOffer); _mktEODIndicators.Add(new IndicatorLevelPivot(index)); _mktEODIndicators.Add(new IndicatorLevelR1(index)); _mktEODIndicators.Add(new IndicatorLevelR2(index)); _mktEODIndicators.Add(new IndicatorLevelR3(index)); _mktEODIndicators.Add(new IndicatorLevelS1(index)); _mktEODIndicators.Add(new IndicatorLevelS2(index)); _mktEODIndicators.Add(new IndicatorLevelS3(index)); } }