private void FireThresholdEvent(double spd)
{
IndicatorSignal isig = new IndicatorSignal();
//if(CurrentBar < 300)
Print(String.Format("{0}:Close={1}, PctChgSpd={2}, PctChgSpdThresholdEn={3}, PctChgSpdThresholdEx={4}",
CurrentBar, Close[0], spd, PctChgSpdThresholdEn, PctChgSpdThresholdEx));
if (spd <= PctChgSpdThresholdEn)
{
isig.BreakoutDir = BreakoutDirection.Down;
isig.SignalName = SignalName_BreakdownMV;
}
else if (spd >= PctChgSpdThresholdEx)
{
isig.BreakoutDir = BreakoutDirection.Up;
isig.SignalName = SignalName_BreakoutMV;
}
else
{
return;
}
isig.BarNo = CurrentBar;
isig.IndicatorSignalType = SignalType.SimplePriceAction;
IndicatorEventArgs ievt = new IndicatorEventArgs(this.GetType().Name, " CheckMeanV: ");
ievt.IndSignal = isig;
//FireEvent(ievt);
OnRaiseIndicatorEvent(ievt);
}
public void CheckVwapBreakoutDayHLEvent()
{
IndicatorSignal isig = new IndicatorSignal();
double openD = CurrentDayOHL().CurrentOpen[0];
//if(CurrentBar < 300)
Print(String.Format("{0}:PlotVWAP={1},OpenD={2}",
CurrentBar, PlotVWAP[0], openD));
if (PlotVWAP[0] < openD)
{
isig.BreakoutDir = BreakoutDirection.Down;
isig.SignalName = SignalName_BreakoutOpenD;
}
else if (PlotVWAP[0] > openD)
{
isig.BreakoutDir = BreakoutDirection.Up;
isig.SignalName = SignalName_BreakoutOpenD;
}
else
{
return;
}
isig.BarNo = CurrentBar;
isig.IndicatorSignalType = SignalType.SimplePriceAction;
IndicatorEventArgs ievt = new IndicatorEventArgs(this.GetType().Name, " CheckVwapBreakoutDayHLEvent: ");
ievt.IndSignal = isig;
//FireEvent(ievt);
OnRaiseIndicatorEvent(ievt);
}
public void CheckBreakoutEmaTicsEvent()
{
IndicatorSignal isig = new IndicatorSignal();
if (CurrentBar < 300)
{
Print(String.Format("{0}:Close={1},EMA={2},OffsetTicks={3}",
CurrentBar, Close[0], Value[0], OffsetTicks));
}
if (Close[0] < Value[1] - GetPriceByTicks(OffsetTicks))
{
isig.BreakoutDir = BreakoutDirection.Down;
isig.SignalName = SignalName_BreakoutEmaDownTics;
}
else if (Close[0] > Value[1] + GetPriceByTicks(OffsetTicks))
{
isig.BreakoutDir = BreakoutDirection.Up;
isig.SignalName = SignalName_BreakoutEmaUpTics;
}
else
{
return;
}
isig.BarNo = CurrentBar;
isig.IndicatorSignalType = SignalType.SimplePriceAction;
IndicatorEventArgs ievt = new IndicatorEventArgs(this.GetType().Name, " CheckBreakoutEmaTicsEvent: ");
ievt.IndSignal = isig;
//FireEvent(ievt);
OnRaiseIndicatorEvent(ievt);
}
public void CheckLastDayHLEvent()
{
IndicatorSignal isig = new IndicatorSignal();
//if(CurrentBar < 300)
Print(String.Format("{0}:Close={1},LastDaySpt={2},LastDayRst={3}",
CurrentBar, Close[0], LastDaySpt[0], LastDayRst[0]));
if (Close[0] < LastDaySpt[0])
{
isig.BreakoutDir = BreakoutDirection.Down;
isig.SignalName = SignalName_BreakoutLastDLow;
}
else if (Close[0] > LastDayRst[0])
{
isig.BreakoutDir = BreakoutDirection.Up;
isig.SignalName = SignalName_BreakoutLastDHigh;
}
else
{
return;
}
isig.BarNo = CurrentBar;
isig.IndicatorSignalType = SignalType.SimplePriceAction;
IndicatorEventArgs ievt = new IndicatorEventArgs(this.GetType().Name, " CheckLastDayHLEvent: ");
ievt.IndSignal = isig;
//FireEvent(ievt);
OnRaiseIndicatorEvent(ievt);
}
public void CheckTradeEvent()
{
int en_H = TM_OpenEndH, en_M = TM_OpenEndM, ex_H = TM_ClosingH, ex_M = TM_ClosingM;
// Print(String.Format("{0}:CheckTradeEvent Bip{1}: en_H={2}, en_M={3}, ex_H={4}, ex_M={5}",
// CurrentBars[BarsInProgress], BarsInProgress, en_H, en_M, ex_H, ex_M));
// if(IsCutoffTime(BarsInProgress, ex_H, ex_M)) {
// Print(String.Format("{0}:CheckTradeEvent Ex Bip{1}: Spread={2}, Upper={3}, Lower={4}, Middle={5}",
// CurrentBars[BarsInProgress], BarsInProgress, Spread[0], Upper[0], Lower[0], Middle[0]));
// IndicatorSignal isig = new IndicatorSignal();
// Direction dir = new Direction();
// dir.TrendDir = TrendDirection.UnKnown;
// isig.SignalName = SignalName_ExitForOpen;
// isig.BarNo = CurrentBars[BarsInProgress];
// isig.TrendDir = dir;
// isig.IndicatorSignalType = SignalType.SimplePriceAction;
// IndicatorEventArgs ievt = new IndicatorEventArgs(this.GetType().Name, " CheckTradeEvent Ex: ");
// ievt.IndSignal = isig;
// OnRaiseIndicatorEvent(ievt);
// }
// else //entry at 9:02 am ct, if(IsCutoffTime(BarsInProgress, en_H, en_M))
// {
// Print(String.Format("{0}:CheckTradeEvent En Bip{1}: Spread={2}, Upper={3}, Lower={4}, Middle={5}",
// CurrentBars[BarsInProgress], BarsInProgress, Spread[0], Upper[0], Lower[0], Middle[0]));
IndicatorSignal isig = new IndicatorSignal();
Direction dir = new Direction();
if (IsSpreadBreakdown())
{
dir.TrendDir = TrendDirection.Up;
isig.SignalName = SignalName_BelowStdDev;
}
// else if(Spread[0] <= LowerMin[0]) {
// dir.TrendDir = TrendDirection.Up;
// isig.SignalName = SignalName_BelowStdDevMin;
// }
else if (IsSpreadBreakout())
{
dir.TrendDir = TrendDirection.Down;
isig.SignalName = SignalName_AboveStdDev;
}
// else if(Spread[0] >= UpperMin[0]) {
// dir.TrendDir = TrendDirection.Down;
// isig.SignalName = SignalName_AboveStdDevMin;
// }
isig.BarNo = CurrentBars[BarsInProgress];
isig.TrendDir = dir;
isig.IndicatorSignalType = SignalType.SimplePriceAction;
IndicatorEventArgs ievt = new IndicatorEventArgs(this.GetType().Name, String.Format(" [{0}] {1}", Times[BarsInProgress][0], GetLongShortText()));
ievt.IndSignal = isig;
//FireEvent(ievt);
OnRaiseIndicatorEvent(ievt);
// }
}
/// <summary>
/// Add the signal to the list of the bar with barNo
/// </summary>
/// <param name="barNo"></param>
/// <param name="signal"></param>
public void AddIndicatorSignal(int barNo, IndicatorSignal signal)
{
List <IndicatorSignal> list_signal;
if (!this.indicatorSignals.TryGetValue(barNo, out list_signal))
{
list_signal = new List <IndicatorSignal>();
}
list_signal.Add(signal);
this.indicatorSignals[barNo] = list_signal;
}
public void AddIndicatorSignal(int barNo, string signame,
SignalActionType saType, SupportResistanceRange <double> snr)
{
SignalAction sa = new SignalAction();
sa.SignalActionType = saType;
sa.SnR = snr;
IndicatorSignal isig = new IndicatorSignal();
isig.BarNo = barNo;
isig.SignalName = signame;
isig.IndicatorSignalType = SignalType.SimplePriceAction;
isig.SignalAction = sa;
AddIndicatorSignal(barNo, isig);
}
/// <summary>
/// Get the last signal before barNo by signal_name
/// </summary>
/// <param name="barNo"></param>
/// <param name="signal_name"></param>
/// <returns></returns>
public IndicatorSignal GetLastIndicatorSignalByName(int barNo, string signal_name)
{
int k = barNo;
foreach (int kk in this.indicatorSignals.Keys.Reverse())
{
if (kk < k)
{
IndicatorSignal sig = GetIndicatorSignalByName(k, signal_name);
if (sig != null)
{
return(sig);
}
k = kk;
}
}
return(null);
}
public void CheckMACrossEvent()
{
IndicatorSignal isig = new IndicatorSignal();
SignalActionType isCross = GetMACross();
if (isCross != SignalActionType.Unknown)
{
Print(String.Format("{0}:isCross={1}, BarsSinceLastCross={2}",
CurrentBar, isCross, BarsSinceLastCross[1]));
BarsSinceLastCross[0] = 0;
}
else
{
BarsSinceLastCross[0] = BarsSinceLastCross[1] + 1;
}
return;
if (isCross == SignalActionType.CrossAbove)
{
isig.BreakoutDir = BreakoutDirection.Up;
isig.SignalName = SignalName_CrossAbove;
}
else if (isCross == SignalActionType.CrossBelow)
{
isig.BreakoutDir = BreakoutDirection.Down;
isig.SignalName = SignalName_CrossBelow;
}
else
{
return;
}
isig.BarNo = CurrentBar;
isig.IndicatorSignalType = SignalType.SimplePriceAction;
IndicatorEventArgs ievt = new IndicatorEventArgs(this.GetType().Name, " CheckMACrossEvent: ");
ievt.IndSignal = isig;
//FireEvent(ievt);
OnRaiseIndicatorEvent(ievt);
}
public void CheckBreakoutNBarsHLEvent()
{
if (CurrentBar - RefBarLowestN < 1 || CurrentBar - RefBarHighestN < 1)
{
return;
}
IndicatorSignal isig = new IndicatorSignal();
//if(CurrentBar < 300)
if (PrintOut > 1)
{
Print(String.Format("{0}:Close={1},RefBarLowestN={2},RefBarLowestN={3},LowestN={4},HighestN={5}",
CurrentBar, Close[0], RefBarLowestN, RefBarHighestN,
LowestN[CurrentBar - RefBarLowestN], HighestN[CurrentBar - RefBarHighestN]));
}
if (Close[0] < LowestN[CurrentBar - RefBarLowestN])
{
isig.BreakoutDir = BreakoutDirection.Down;
isig.SignalName = SignalName_BreakoutNBarsLow;
}
else if (Close[0] > HighestN[CurrentBar - RefBarHighestN])
{
isig.BreakoutDir = BreakoutDirection.Up;
isig.SignalName = SignalName_BreakoutNBarsHigh;
}
else
{
return;
}
isig.BarNo = CurrentBar;
isig.IndicatorSignalType = SignalType.SimplePriceAction;
IndicatorEventArgs ievt = new IndicatorEventArgs(this.GetType().Name, " CheckBreakoutNBarsHLEvent: ");
ievt.IndSignal = isig;
//FireEvent(ievt);
OnRaiseIndicatorEvent(ievt);
}
/// <summary>
/// Get the last signal before barNo by signalActionType
/// </summary>
/// <param name="barNo"></param>
/// <param name="signalActionType"></param>
/// <returns></returns>
public IndicatorSignal GetLastIndicatorSignalByActionType(int barNo, SignalActionType signal_actiontype)
{
int k = barNo;
foreach (int kk in this.indicatorSignals.Keys.Reverse())
{
if (kk < k)
{
if (barNo < 400)
{
Print(String.Format("{0}: GetLastIndicatorSignalByActionType -- kk,k={1},{2}; SignalActionType={3}",
CurrentBar, kk, k, signal_actiontype.ToString()));
}
IndicatorSignal sig = GetIndicatorSignalByActionType(k, signal_actiontype);
if (sig != null)
{
return(sig);
}
k = kk;
}
}
return(null);
}
public void CheckTradeEvent()
{
//int en_H = TM_OpenEndH, en_M = TM_OpenEndM, ex_H = TM_ClosingH, ex_M = TM_ClosingM;
//entry at 9:02 am ct
if (BarsInProgress == BipIWM)
{
//&& SetRocSpreadHiLo()) {
// Print(String.Format("{0}:CheckTradeEvent En Bip{1}: PctSpd={2}, MaxBip={3}, MinBip={4}",
// CurrentBars[BarsInProgress], BarsInProgress, PlotPctSpd[0], PctChgMaxBip, PctChgMinBip));
IndicatorSignal isig = new IndicatorSignal();
Direction dir = new Direction();
SignalAction sigAct = new SignalAction();
PairSpread <int> prSpdHi = new PairSpread <int>();
PairSpread <int> prSpdLo = new PairSpread <int>();
if (IsSpreadBreakdown())
{
dir.TrendDir = TrendDirection.Up;
isig.SignalName = SignalName_BelowStdDev;
SetLongShortBips(true);
}
// else if(Spread[0] <= LowerMin[0]) {
// dir.TrendDir = TrendDirection.Up;
// isig.SignalName = SignalName_BelowStdDevMin;
// }
else if (IsSpreadBreakout())
{
dir.TrendDir = TrendDirection.Down;
isig.SignalName = SignalName_AboveStdDev;
SetLongShortBips(true);
}
prSpdHi.SpdType = SpreadType.High;
prSpdHi.SpreadValue = RocHighSpread;
prSpdHi.Symbol1 = ShortBip;
prSpdHi.Symbol2 = MidLongBip;
prSpdLo.SpdType = SpreadType.Low;
prSpdLo.SpreadValue = RocLowSpread;
prSpdLo.Symbol1 = LongBip;
prSpdLo.Symbol2 = MidShortBip;
List <PairSpread <int> > pspdList = new List <PairSpread <int> >();
pspdList.Add(prSpdHi);
pspdList.Add(prSpdLo);
sigAct.PairSpds = pspdList;
// Print(String.Format("{0}: [{1}] Non-CutoffTime {2}: MaxBip={3}, %Max={4}, MinBip={5}, %Min={6}, %Spd={7}",
// CurrentBar, Time[0], GetLongShortText(),
// PctChgMaxBip, PctChgMax[0], PctChgMinBip, PctChgMin[0], PlotPctSpd[0]));
// if(PctChgMaxBip != PctChgMinBip) {
// if(PlotPctSpd[0] > 0) {
// dir.TrendDir = TrendDirection.Up;
// isig.SignalName = SignalName_EntryOnOpenLong;
// } else if(PlotPctSpd[0] < 0) {
// dir.TrendDir = TrendDirection.Down;
// isig.SignalName = SignalName_EntryOnOpenShort;
// }
// } else
// return;
isig.BarNo = CurrentBars[BarsInProgress];
isig.TrendDir = dir;
isig.IndicatorSignalType = SignalType.Spread;
//isig.SignalName = SignalName_EntrySQRSpread;
isig.SignalAction = sigAct;
IndicatorEventArgs ievt = new IndicatorEventArgs(this.GetType().Name, String.Format(" [{0}] {1}", Times[BarsInProgress][0], GetLongShortText()));
ievt.IndSignal = isig;
//FireEvent(ievt);
OnRaiseIndicatorEvent(ievt);
}
// else {// if(IsCutoffTime(BarsInProgress, ex_H, ex_M)) {
//// Print(String.Format("{0}:CheckTradeEvent Ex Bip{1}: PctSpd={2}, MaxBip={3}, MinBip={4}",
//// CurrentBars[BarsInProgress], BarsInProgress, PlotPctSpd[0], PctChgMaxBip, PctChgMinBip));
// IndicatorSignal isig = new IndicatorSignal();
// Direction dir = new Direction();
// // Print(String.Format("{0}: [{1}] Non-CutoffTime {2}: MaxBip={3}, %Max={4}, MinBip={5}, %Min={6}, %Spd={7}",
// // CurrentBar, Time[0], GetLongShortText(),
// // PctChgMaxBip, PctChgMax[0], PctChgMinBip, PctChgMin[0], PlotPctSpd[0]));
// dir.TrendDir = TrendDirection.UnKnown;
// isig.SignalName = SignalName_ExitForOpen;
//// if(PlotPctSpd[0] > 0) {
//// dir.TrendDir = TrendDirection.Up;
//// isig.SignalName = SignalName_ExitForOpen;
//// } else if(PlotPctSpd[0] < 0) {
//// dir.TrendDir = TrendDirection.Down;
//// isig.SignalName = SignalName_ExitForOpen;
//// } else
//// return;
// isig.BarNo = CurrentBars[BarsInProgress];
// isig.TrendDir = dir;
// isig.IndicatorSignalType = SignalType.SimplePriceAction;
// IndicatorEventArgs ievt = new IndicatorEventArgs(this.GetType().Name, " CheckTradeEvent Ex: ");
// ievt.IndSignal = isig;
// //FireEvent(ievt);
// OnRaiseIndicatorEvent(ievt);
// }
}
public void CheckTradeEvent()
{
int en_H = TM_OpenEndH, en_M = TM_OpenEndM, ex_H = TM_ClosingH, ex_M = TM_ClosingM;
//entry at 9:02 am ct
if (IsCutoffTime(BarsInProgress, en_H, en_M))
{
Print(String.Format("{0}:CheckTradeEvent En Bip{1}: PctSpd={2}, MaxBip={3}, MinBip={4}",
CurrentBars[BarsInProgress], BarsInProgress, PlotPctSpd[0], PctChgMaxBip, PctChgMinBip));
IndicatorSignal isig = new IndicatorSignal();
Direction dir = new Direction();
// Print(String.Format("{0}: [{1}] Non-CutoffTime {2}: MaxBip={3}, %Max={4}, MinBip={5}, %Min={6}, %Spd={7}",
// CurrentBar, Time[0], GetLongShortText(),
// PctChgMaxBip, PctChgMax[0], PctChgMinBip, PctChgMin[0], PlotPctSpd[0]));
if (PctChgMaxBip != PctChgMinBip)
{
if (PlotPctSpd[0] > 0)
{
dir.TrendDir = TrendDirection.Up;
isig.SignalName = SignalName_EntryOnOpenLong;
}
else if (PlotPctSpd[0] < 0)
{
dir.TrendDir = TrendDirection.Down;
isig.SignalName = SignalName_EntryOnOpenShort;
}
}
else
{
return;
}
isig.BarNo = CurrentBars[BarsInProgress];
isig.TrendDir = dir;
isig.IndicatorSignalType = SignalType.SimplePriceAction;
IndicatorEventArgs ievt = new IndicatorEventArgs(this.GetType().Name, String.Format(" [{0}] {1}", Times[BarsInProgress][0], GetLongShortText()));
ievt.IndSignal = isig;
//FireEvent(ievt);
OnRaiseIndicatorEvent(ievt);
}
else if (IsCutoffTime(BarsInProgress, ex_H, ex_M))
{
Print(String.Format("{0}:CheckTradeEvent Ex Bip{1}: PctSpd={2}, MaxBip={3}, MinBip={4}",
CurrentBars[BarsInProgress], BarsInProgress, PlotPctSpd[0], PctChgMaxBip, PctChgMinBip));
IndicatorSignal isig = new IndicatorSignal();
Direction dir = new Direction();
// Print(String.Format("{0}: [{1}] Non-CutoffTime {2}: MaxBip={3}, %Max={4}, MinBip={5}, %Min={6}, %Spd={7}",
// CurrentBar, Time[0], GetLongShortText(),
// PctChgMaxBip, PctChgMax[0], PctChgMinBip, PctChgMin[0], PlotPctSpd[0]));
dir.TrendDir = TrendDirection.UnKnown;
isig.SignalName = SignalName_ExitForOpen;
// if(PlotPctSpd[0] > 0) {
// dir.TrendDir = TrendDirection.Up;
// isig.SignalName = SignalName_ExitForOpen;
// } else if(PlotPctSpd[0] < 0) {
// dir.TrendDir = TrendDirection.Down;
// isig.SignalName = SignalName_ExitForOpen;
// } else
// return;
isig.BarNo = CurrentBars[BarsInProgress];
isig.TrendDir = dir;
isig.IndicatorSignalType = SignalType.SimplePriceAction;
IndicatorEventArgs ievt = new IndicatorEventArgs(this.GetType().Name, " CheckTradeEvent Ex: ");
ievt.IndSignal = isig;
//FireEvent(ievt);
OnRaiseIndicatorEvent(ievt);
}
}