protected void StartOfSession()
{
string kObj = "StartOfSession";
ClearScalpEntryInfo();
ClearSwingEntryInfo();
gbCounter = 0;
dSignalPoints.Clear();
double emaPrimValue = EMA(emaPrimPeriod)[0];
double emaRefValue = EMA(emaRefPeriod)[0];
isTrendUp = (emaPrimValue >= emaRefValue) ? true : false;
idxSignalPoints = 0;
sigPoints = new SignalPoints()
{
BarsSinceSession = Bars.BarsSinceSession,
EMAPrimary = EMA(emaPrimPeriod)[0],
EMAReference = EMA(emaRefPeriod)[0],
Trend = (isTrendUp == true) ? SignalPoints.Direction.Up : SignalPoints.Direction.Dn,
EMAHasCrossed = false
};
dSignalPoints.Add(sigPoints.BarsSinceSession, sigPoints);
idxSignalPoints++;
kLog(kObj, "INFO", "Generate initial signal points and clear data from previous day");
}
protected void PrintTrendSignals()
{
string kObj = "PrintTrendSignals";
kLog("");
foreach (KeyValuePair <int, SignalPoints> key in dSignalPoints)
{
SignalPoints sig = key.Value;
kLog(kObj, "CROSS", String.Format("[{0}] cross: {1} trend: {2} diff: {3}",
sig.BarsSinceSession,
sig.EMAHasCrossed.ToString().ToLower(),
sig.Trend.ToString().ToUpper(),
(sig.EMAPrimary - sig.EMAReference).ToString("0.00")
));
}
kLog("");
}
protected void AddTrendSignal()
{
if (isTrendUp == true)
{
if (CrossBelow(EMA(emaPrimPeriod), EMA(emaRefPeriod), 1) == true)
{
sigPoints = new SignalPoints()
{
BarsSinceSession = Bars.BarsSinceSession,
EMAHasCrossed = true,
Trend = SignalPoints.Direction.Dn,
EMAPrimary = 0,
EMAReference = 0
};
dSignalPoints.Add(idxSignalPoints, sigPoints);
idxSignalPoints++;
isTrendUp = false;
}
if (CrossBelow(EMA(emaPrimPeriod), EMA(emaRefPeriod), 1) == false)
{
sigPoints = new SignalPoints()
{
BarsSinceSession = Bars.BarsSinceSession,
EMAHasCrossed = false,
Trend = SignalPoints.Direction.Up,
EMAPrimary = EMA(emaPrimPeriod)[0],
EMAReference = EMA(emaRefPeriod)[0]
};
dSignalPoints.Add(idxSignalPoints, sigPoints);
idxSignalPoints++;
}
}
else
{
if (CrossAbove(EMA(emaPrimPeriod), EMA(emaRefPeriod), 1) == true)
{
sigPoints = new SignalPoints()
{
BarsSinceSession = Bars.BarsSinceSession,
EMAHasCrossed = true,
Trend = SignalPoints.Direction.Up,
EMAPrimary = 0,
EMAReference = 0
};
dSignalPoints.Add(idxSignalPoints, sigPoints);
idxSignalPoints++;
isTrendUp = true;
}
if (CrossAbove(EMA(emaPrimPeriod), EMA(emaRefPeriod), 1) == false)
{
sigPoints = new SignalPoints()
{
BarsSinceSession = Bars.BarsSinceSession,
EMAHasCrossed = false,
Trend = SignalPoints.Direction.Dn,
EMAPrimary = EMA(emaPrimPeriod)[0],
EMAReference = EMA(emaRefPeriod)[0]
};
dSignalPoints.Add(idxSignalPoints, sigPoints);
idxSignalPoints++;
}
}
}
