// CandleBuilders call this function when registered with them
// and a new candle is built
// one distinguished calling CandleBuilder by handle in candle and period
public override void ReceiveCandle(sCandle pCandle, int pPeriod, string pCBTitle)
{
if ((pPeriod == Minutes) && (pCBTitle == "cbx"))
{
HMA.ReceiveTick(pCandle.C);
FMA.ReceiveTick(pCandle.C);
CCI.ReceiveTick(pCandle.O, pCandle.H, pCandle.L, pCandle.C);
//BBands.ReceiveTick(pCandle.C);
//StochRSI.ReceiveTick(pCandle.C);
if (HMA.Value() != 0)
{
Derivatives.ReceiveTick(HMA.Value());
BBands.ReceiveTick(HMA.Value());
StochRSI.ReceiveTick(HMA.Value());
}
if ((cbx.candlecount > 3) && (Derivatives.isPrimed()) && (StochRSI.isPrimed()))
{
double deriv2;
double deriv1;
Derivatives.Value(out deriv1, out deriv2);
Deriv1.Add(deriv1);
Deriv2.Add(deriv2);
if (Deriv2.tickcount > 2)
{
DecisionFunction();
}
}
}
}
public void ReceiveCandle(sCandle pCandle)
{
Candle = pCandle;
ATR.ReceiveTick(pCandle.O, pCandle.H, pCandle.L, pCandle.C);
BB.ReceiveTick(pCandle.C);
CCI.ReceiveTick(pCandle.O, pCandle.H, pCandle.L, pCandle.C);
Derivatives.ReceiveTick(pCandle.C);
EMA.ReceiveTick(pCandle.C);
FMA.ReceiveTick(pCandle.C);
HMA.ReceiveTick(pCandle.C);
MACD.ReceiveTick(pCandle.C);
Momemtum.ReceiveTick(pCandle.C);
RSI.ReceiveTick(pCandle.C);
Renko.ReceiveTick(pCandle.C);
SMA.ReceiveTick(pCandle.C);
STARCBands.ReceiveTick(pCandle.O, pCandle.H, pCandle.L, pCandle.C);
STDDEV.ReceiveTick(pCandle.C);
Slope.ReceiveTick(pCandle.C);
StochRSI.ReceiveTick(pCandle.C);
Stochastics.ReceiveTick(pCandle.O, pCandle.H, pCandle.L, pCandle.C);
Stub.ReceiveTick(pCandle.C);
Trend.ReceiveTick(pCandle.O, pCandle.H, pCandle.L, pCandle.C);
TrueRange.ReceiveTick(pCandle.O, pCandle.H, pCandle.L, pCandle.C);
WMA.ReceiveTick(pCandle.C);
}
public override void ReceiveCandle(sCandle pCandle, int pPeriod, string pCBTitle)
{
if ((pPeriod == Minutes) && (pCBTitle == "cbx"))
{
Candle = pCandle;
CCI.ReceiveTick(pCandle.O, pCandle.H, pCandle.L, pCandle.C);
TCCI.ReceiveTick(pCandle.O, pCandle.H, pCandle.L, pCandle.C);
// need to put primed values into this indicators
// not primed right now to decrease down time
CCIH.Add(CCI.Value());
TCCIH.Add(CCI.Value());
CCISlope.ReceiveTick(CCI.Value());
if (CCI.isPrimed() && TCCI.isPrimed())
{
DecisionFunction();
}
}
}
public static void TestCCI()
{
iCCI cci = new iCCI(20);
cci.ReceiveTick(1302.67, 1302.67, 1263.23, 1263.84);
cci.ReceiveTick(1268.65, 1294.65, 1261, 1292.3101);
cci.ReceiveTick(1274.76, 1274.76, 1251, 1251);
cci.ReceiveTick(1280.27, 1304.02, 1280.27, 1295.3);
cci.ReceiveTick(1286.75, 1310.33, 1270.73, 1304.6);
cci.ReceiveTick(1306.13, 1322.4301, 1299.53, 1320.09);
cci.ReceiveTick(1328.35, 1347.27, 1314.96, 1315.45);
cci.ReceiveTick(1305.72, 1305.72, 1279.09, 1279.6801);
cci.ReceiveTick(1272.9399, 1292.36, 1270.59, 1291.4);
cci.ReceiveTick(1286.85, 1292.73, 1267.6899, 1275.88);
cci.ReceiveTick(1292.91, 1298.5, 1258.85, 1259.9399);
cci.ReceiveTick(1244.52, 1263.9, 1233.08, 1252.13);
cci.ReceiveTick(1233.9399, 1242.91, 1216.1899, 1216.45);
cci.ReceiveTick(1229.47, 1232.96, 1216.24, 1221.09);
cci.ReceiveTick(1209.13, 1209.72, 1177.41, 1184.9301);
cci.ReceiveTick(1170.95, 1200.45, 1169.04, 1182.17);
cci.ReceiveTick(1195.6, 1227.23, 1184.12, 1222.29);
cci.ReceiveTick(1231.85, 1239.62, 1206.91, 1221.61);
cci.ReceiveTick(1213.77, 1235.08, 1198.12, 1199.16);
double v;
v = cci.Value();
if ((v != 0) || (cci.isPrimed()))
{
Framework.Logger(2, "ERROR: CCI should not be primed yet");
}
cci.ReceiveTick(1187.48, 1190.74, 1160.0699, 1172.0601);
v = cci.Value();
if (Math.Abs(v - (-136.0742924)) < 0.001)
{
Framework.Logger(2, "CCI returned correct value -136.074");
}
cci.ReceiveTick(1180.26, 1214.01, 1160.71, 1213.72);
v = cci.Value();
if (Math.Abs(v - (-87.47)) < 0.01)
{
Framework.Logger(2, "CCI returned correct value -87.47");
}
}
