public DIFStrategy(Indicator Price, int DecyclePeriod = 20, int InvFisherPeriod = 40, decimal Threshold = 0.9m, decimal Tolerance = 0.001m)
{
// Initialize the fields.
_decyclePeriod = DecyclePeriod;
_invFisherPeriod = InvFisherPeriod;
_threshold = Threshold;
_tolerance = Tolerance;
// Initialize the indicators used by the Strategy.
_price = Price;
DecycleTrend = new Decycle(_decyclePeriod).Of(Price);
InverseFisher = new InverseFisherTransform(_invFisherPeriod).Of(DecycleTrend);
InvFisherRW = new RollingWindow<decimal>(2);
LightSmoothPrice = new Decycle(10).Of(Price);
Momersion = new MomersionIndicator(10, 30).Of(LightSmoothPrice, false);
// Fill the Inverse Fisher rolling windows at every new InverseFisher observation.
// Once the Inverse Fisher rolling windows is ready, at every InverseFisher update, the Check signal method will be called.
InverseFisher.Updated += (object sender, IndicatorDataPoint updated) =>
{
if (InverseFisher.IsReady) InvFisherRW.Add(updated);
if (InvFisherRW.IsReady) CheckSignal();
};
Position = StockState.noInvested;
EntryPrice = null;
ActualSignal = OrderSignal.doNothing;
}
public void Poll_PushedButtonAndNonEmptyBoiler_TurnsOffLight(
[Frozen]Mock<ICoffeeMaker> coffeeMaker,
Indicator sut)
{
sut.Poll(BoilerStatus.NOT_EMPTY, BrewButtonStatus.PUSHED);
coffeeMaker.Verify(cm => cm.SetIndicatorState(IndicatorState.OFF));
}
public override string Valid(Indicator indicator, List<IndicatorValue> values)
{
//IndicatorValue currentValue = values.FirstOrDefault(v => v.Indicator.DisplayName == indicator.DisplayName);
//if (currentValue == null)
// return "";
//switch (indicator.DisplayName)
//{
// case "DDLFPopulationAtRisk":
// IndicatorValue related1 = values.FirstOrDefault(v => v.Indicator.DisplayName == "DDLFPopulationRequiringPc");
// if (related1 != null)
// {
// double currentPop, relatedPop;
// if (Double.TryParse(currentValue.DynamicValue, out currentPop) && Double.TryParse(related1.DynamicValue, out relatedPop))
// {
// if (currentPop < relatedPop)
// return Translations.BrettTestErrorMessage;
// }
// }
// break;
// default:
// break;
//}
return "";
}
public void Poll_PushedButtonAndEmptyBoilerAndPot_TurnsOnLightAndShutsDownButton(
[Frozen]Mock<ICoffeeMaker> coffeeMaker,
Indicator sut)
{
sut.Poll(BoilerStatus.EMPTY, WarmerPlateStatus.WARMER_EMPTY, BrewButtonStatus.PUSHED);
coffeeMaker.Verify(cm => cm.SetIndicatorState(IndicatorState.ON));
coffeeMaker.Verify(cm => cm.GetBrewButtonStatus());
}
public Continent(string Name, Indicator pop, Indicator foodNeed,Indicator foodProd, Indicator airQuality, Indicator earthQuality, Indicator seaQuality, Indicator biodiversity)
{
indicators.Add("pop", pop);
indicators.Add("foodNeed", foodNeed);
indicators.Add("foodProd", foodProd);
indicators.Add("airQuality", airQuality);
indicators.Add("earthQuality", earthQuality);
indicators.Add("seaQuality", seaQuality);
indicators.Add("biodiversity", biodiversity);
_Name = Name;
}
public Portfolio.Portfolio BackTest(Indicator.GenericIndicator indicator, HistoricalDataSet dataSet, Portfolio.Portfolio portfolio)
{
Ranking[][] rankingTable = dataSet.GetRankingTable(indicator);
SetUpPortFolio(portfolio, rankingTable[0]);
for(int i = 1; i < rankingTable.Length; i += 1)
{
UpdatePortfolio(portfolio, rankingTable[i-1], rankingTable[i]);
}
return portfolio;
}
public TripleMovingAverageStrategy(Symbol sym, Indicator priceIdentity, MeanReversionAlgorithm algorithm, decimal minBarSize, decimal barDifferenceTolerance)
{
Algorithm = algorithm;
symbol = sym;
trend = new InstantaneousTrend(10).Of(_price);
ema10 = new ExponentialMovingAverage(10).Of(_price);
sma10 = new SimpleMovingAverage(10).Of(_price);
Position = StockState.noInvested;
EntryPrice = null;
ActualSignal = OrderSignal.doNothing;
}
protected void ParseNotes(IHaveDynamicIndicatorValues form, Indicator notesIndicator)
{
var notesInd = form.IndicatorValues.FirstOrDefault(i => i.Indicator.DisplayName == "Notes");
if (notesInd != null)
{
if (IsRedistricted)
notesInd.CalcByRedistrict = true;
else if (notesInd.CalcByRedistrict && notesInd.DynamicValue != Notes)
notesInd.CalcByRedistrict = false;
notesInd.DynamicValue = Notes;
}
else
form.IndicatorValues.Add(new IndicatorValue { DynamicValue = Notes, Indicator = notesIndicator, IndicatorId = notesIndicator.Id, CalcByRedistrict = IsRedistricted });
}
private void AsiaInitilization()
{
string name = "Asie";
Debug.Log("Initialization of Asia continent start");
Indicator pop = new Indicator("Population", 100.0, 0.99, 50.0, 1.0);
Indicator foodNeed = new Indicator("Hunger", 100.0, 0.99, 50.0, 1.0);
Indicator foodProd = new Indicator("Food", 100.0, 0.99, 50.0, 1.0);
Indicator airQuality = new Indicator("Air", 100.0, 0.99, 50.0, 1.0);
Indicator earthQuality = new Indicator("Earth", 100.0, 0.99, 50.0, 1.0);
Indicator seaQuality = new Indicator("Sea", 100.0, 0.99, 50.0, 1.0);
Indicator biodiversity = new Indicator("Biodiversity", 10000000, 0.99, 10000000, 1.0);
Continent continentAsia = new Continent(name, pop, foodNeed, foodProd, airQuality, earthQuality, seaQuality, biodiversity);
Global.instance.continents.Add(name, continentAsia);
Debug.Log("Initialization of Asia continent end");
}
public NoStrategy(string Symbol, Indicator Price, Indicator Trend)
{
_symbol = Symbol;
_price = Price;
_trend = Trend;
_trend.Updated += (object sender, IndicatorDataPoint updated) =>
{
if (!_trend.IsReady)
{
Console.ForegroundColor = ConsoleColor.Cyan;
Console.WriteLine("From TREND EVENT HANDLER, Trend is NOT ready");
Console.ResetColor();
}
CheckSignal();
};
}
/// <summary>
/// Initializes a new instance of the <see cref="CrossEMAStrategy"/> class.
/// </summary>
/// <param name="Price">The injected price indicator.</param>
/// <param name="SlowEMAPeriod">The slow EMA period.</param>
/// <param name="FastEMAPeriod">The fast EMA period.</param>
public CrossEMAStrategy(Indicator Price, int SlowEMAPeriod = 10, int FastEMAPeriod = 50)
{
// Initialize fields.
_price = Price;
fastEMA = new ExponentialMovingAverage(FastEMAPeriod).Of(_price);
slowEMA = new ExponentialMovingAverage(SlowEMAPeriod).Of(_price);
ActualSignal = OrderSignal.doNothing;
Position = StockState.noInvested;
EntryPrice = null;
// Fill the EMA difference rolling windows at every new slowEMA observation. Once the
// rolling windows is ready, at every indicator update the CheckSignal method will be called.
slowEMA.Updated += (object sender, IndicatorDataPoint updated) =>
{
if (slowEMA.IsReady) EMADiffRW.Add(fastEMA - slowEMA);
if (EMADiffRW.IsReady) CheckSignal();
};
}
/// <summary>
/// Initializes a new instance of the <see cref="CrossEMAStrategy"/> class.
/// </summary>
/// <param name="Price">The injected price indicator.</param>
/// <param name="SlowEMAPeriod">The slow EMA period.</param>
/// <param name="FastEMAPeriod">The fast EMA period.</param>
public RSIStrategy(Indicator Price, int RSIPeriod = 40, decimal Threshold = 20)
{
// Initialize fields.
_threshold = Threshold;
_price = Price;
ActualSignal = OrderSignal.doNothing;
Position = StockState.noInvested;
EntryPrice = null;
rsi = new RelativeStrengthIndex(RSIPeriod).Of(_price);
// Fill the RSI rolling windows at every new RSI update. Once the
// rolling windows is ready, at every indicator update the CheckSignal method will be called.
rsi.Updated += (object sender, IndicatorDataPoint updated) =>
{
if (rsi.IsReady) rsiRW.Add(rsi);
if (rsiRW.IsReady) CheckSignal();
};
}
/// <summary>
/// Initializes a new instance of the <see cref="ITrendStrategy"/> class.
/// </summary>
/// <param name="period">The period of the Instantaneous trend.</param>
public ITrendStrategyJJ(Indicator price, int period, decimal tolerance = 0.001m, decimal revetPct = 1.0015m,
RevertPositionCheck checkRevertPosition = RevertPositionCheck.vsTrigger)
{
_price = price;
ITrend = new InstantaneousTrend(period).Of(price);
ITrendMomentum = new Momentum(2).Of(ITrend);
MomentumWindow = new RollingWindow<decimal>(2);
Position = StockState.noInvested;
EntryPrice = null;
ActualSignal = OrderSignal.doNothing;
_tolerance = tolerance;
_revertPCT = revetPct;
_checkRevertPosition = checkRevertPosition;
ITrendMomentum.Updated += (object sender, IndicatorDataPoint updated) =>
{
if (ITrendMomentum.IsReady) MomentumWindow.Add(ITrendMomentum.Current.Value);
if (MomentumWindow.IsReady) CheckSignal();
};
}
/// <summary>
/// Initializes a new instance of the <see cref="ITrendStrategy"/> class.
/// </summary>
/// <param name="period">The period of the Instantaneous trend.</param>
public MultiSymbolStrategy(Indicator price, int period, decimal tolerance = 0.001m, decimal revetPct = 1.0015m,
RevertPositionCheck checkRevertPosition = RevertPositionCheck.vsTrigger)
{
_price = price;
sma = new SimpleMovingAverage(period).Of(price);
SMAMomentum = new Momentum(2).Of(sma);
MomentumWindow = new RollingWindow<decimal>(2);
Position = StockState.noInvested;
EntryPrice = null;
ActualSignal = OrderSignal.doNothing;
_tolerance = tolerance;
_revertPCT = revetPct;
_checkRevertPosition = checkRevertPosition;
SMAMomentum.Updated += (object sender, IndicatorDataPoint updated) =>
{
if (SMAMomentum.IsReady) MomentumWindow.Add(SMAMomentum.Current.Value);
if (MomentumWindow.IsReady) CheckSignal();
};
}
public VROC(Indicator indicator, int length, Color color)
{
this.indicator = new FreeQuant.Indicators.VROC(indicator.indicator, length, color);
}
public void BadLookback()
{
Indicator.GetDoubleEma(history, 0);
}
public DX(Indicator indicator, int length)
{
this.indicator = new FreeQuant.Indicators.DX(indicator.indicator, length);
}
public void MakeColAble(Indicator ind, int b)
{
ind.Activate (b == 1);
}
public void InsufficientHistoryA()
{
Indicator.GetDoubleEma(history.Where(x => x.Index < 160), 30);
}
public VHF(Indicator indicator, int length, BarData option, Color color)
{
this.indicator = new FreeQuant.Indicators.VHF(indicator.indicator, length, EnumConverter.Convert(option), color);
}
public MACD(Indicator indicator, int length1, int length2, BarData option, Color color)
{
this.indicator = new FreeQuant.Indicators.MACD(indicator.indicator, length1, length2, EnumConverter.Convert(option), color);
}
public void CalculateMath()
{
MathExp = Indicator.CalculateMath();
}
public void CalculateDev()
{
Deviation = Indicator.CalculateDev();
}
public void CalcHistogramm(int count)
{
Histogramm = Indicator.CalcHistogramm(count);
HistogrammDouble = Histogramm.Select(v => v.Y).ToArray();
}
public void BadData()
{
IEnumerable <StdDevChannelsResult> r = Indicator.GetStdDevChannels(historyBad);
Assert.AreEqual(502, r.Count());
}
public SparkleStatusIcon()
{
#if HAVE_APP_INDICATOR
this.indicator = new Indicator("sparkleshare", "sparkleshare", (int)IndicatorCategory.ApplicationStatus);
this.indicator.IconName = "process-syncing-idle";
this.indicator.Status = (int)IndicatorStatus.Active;
#else
this.status_icon = new StatusIcon();
this.status_icon.IconName = "sparkleshare";
this.status_icon.Activate += ShowMenu; // Primary mouse button click
this.status_icon.PopupMenu += ShowMenu; // Secondary mouse button click
#endif
CreateMenu();
Controller.UpdateIconEvent += delegate(IconState state) {
Application.Invoke(delegate {
#if HAVE_APP_INDICATOR
string icon_name = "process-syncing-idle";
#else
string icon_name = "sparkleshare";
#endif
if (state == IconState.SyncingUp)
{
icon_name = "process-syncing-up";
}
else if (state == IconState.SyncingDown)
{
icon_name = "process-syncing-down";
}
else if (state == IconState.Syncing)
{
icon_name = "process-syncing";
}
else if (state == IconState.Error)
{
icon_name = "process-syncing-error";
}
#if HAVE_APP_INDICATOR
this.indicator.IconName = icon_name;
// Force update of the status icon
this.indicator.Status = (int)IndicatorStatus.Attention;
this.indicator.Status = (int)IndicatorStatus.Active;
#else
this.status_icon.IconName = icon_name;
#endif
});
};
Controller.UpdateStatusItemEvent += delegate(string state_text) {
Application.Invoke(delegate {
(this.state_item.Child as Label).Text = state_text;
this.state_item.ShowAll();
});
};
Controller.UpdateQuitItemEvent += delegate(bool item_enabled) {
Application.Invoke(delegate {
this.quit_item.Sensitive = item_enabled;
this.quit_item.ShowAll();
});
};
Controller.UpdateMenuEvent += delegate(IconState state) {
Application.Invoke(delegate { CreateMenu(); });
};
}
public void Update()
{
isInvincible = false;
if (player != null)
{
//find position after animation? will it use the position from before the animation starts? be ready to change
findPos();
if (!supercharged && currentHp() <= health.startingHealth / 2)
{
supercharged = true;
cd_Reduction = 3;
overload_Range *= 1.5;
bolt_Stun += 0.5f;
hook_Speed *= 1.5f;
knockback += 1.5f;
speedBoost++;
storm_CD = 0.6f;
}
rnd = new System.Random();
//if stunned = true, wait 0.5s, then gain a speedBoost for 3s
//else
distance = player.transform.position - transform.position;
if (distance.magnitude <= AgroRange)
{
isAgro = true;
}
if (distance.magnitude > AgroRange)
{
isAgro = false;
}
if (isAgro)
{
//targetPos *= 0.8f;
if (cooldown_CD > 1)
{
cooldown_CD = 0;
//faster the closer you are from him, probably better ways to do this but I don't want to look it up
float xSp = 2 * (AgroRange - (player.transform.position.x - transform.position.x));
float ySp = 2 * (AgroRange - (player.transform.position.y - transform.position.y));
//targetPos = new Vector2(0, 0);
moveController.Move(0, 0);
//basic aggression range formula
if (distance.magnitude < overload_Range && overload_CD > 12 - cd_Reduction)
{
overloadAttack();
}
else if (distance.magnitude < 0.3 && norm_CD > 1.5)
{
normAttack();
}
else if (lightning_CD > 10)
{
//animation
//lightning storm, player parameter or getObject(player)
//take in either bool supercharged or cooldown
//field = new LightningField();
field = Instantiate(fieldObj, player.transform.position, transform.rotation) as LightningField;
field.set(0.7f, storm_CD);
lightning_CD = 0;
//dark shadow below player?
}
else if (bolt_CD > 10 - cd_Reduction)
{
boltAttack();
}
//overload -> normal attack if in range -> lightning storm (effect) -> lightning bolt projectile(to set up other moves)
//-> thunder (put bolt here instead? depends on thunder activation speed)-> shot -> field -> speed -> charge
else if (supercharged && thunder_CD > 20)
{
//animation
//thunder, parameter player or getobject
//in thunder class, create black white black screen around player
//indic = new Indicator();
//indic.set or indicObj.set?
indic = Instantiate(indicObj, player.transform.position, transform.rotation) as Indicator;
indic.set(2);
thunder_CD = 0;
}
else if (shot_CD > 10 - cd_Reduction)
{
shotAttack();
}
else
{
//if wall within 0.2 units of one corner, move to another corner clockwise
//else
//if wall(not pole) to the left or right, disregard x velocity and increase y velocity
//if wall(not pole) above or below, disregard y velocity and increase x velocity
//else move away from player
cooldown_CD = 0.8f;
}
if (spark_CD > 2 + currentHp() / 5.0)
{
sparkAttack();
}
}
//moveController.Move(targetPos);
// float xSp = player.transform.position.x - transform.position.x;
// float ySp = player.transform.position.y - transform.position.y;
overload_CD += Time.deltaTime;
norm_CD += Time.deltaTime;
lightning_CD += Time.deltaTime;
bolt_CD += Time.deltaTime;
shot_CD += Time.deltaTime;
thunder_CD += Time.deltaTime;
cooldown_CD += Time.deltaTime;
spark_CD += Time.deltaTime;
}
}
//Debug.Log("My pos is " + posArr[9 - currentHp()]);
findPos();
transform.position = posArr[9 - currentHp()];
if (currentHp() > 5)
{
transform.rotation = Quaternion.Euler(0, 0, 90 * (9 - currentHp()));
}
else if (currentHp() > 1)
{
transform.rotation = Quaternion.Euler(0, 0, 45 + 90 * (5 - currentHp()));
}
else
{
transform.rotation = Quaternion.Euler(0, 0, 0);
}
}
public void BadData()
{
IEnumerable <VolSmaResult> r = Indicator.GetVolSma(historyBad, 15);
Assert.AreEqual(502, r.Count());
}
public void InsufficientHistory()
{
Indicator.GetAroon(history.Where(x => x.Index < 30), 30);
}
public CCI(Indicator indicator, int length)
{
this.indicator = new FreeQuant.Indicators.CCI(indicator.indicator, length);
}
public void BadParameter()
{
Indicator.GetAroon(history, 0);
}
public override string Valid(Indicator indicator, List<IndicatorValue> values)
{
return "";
}
public void BadLookback()
{
Indicator.GetAroon(history, 0);
}
/// <summary>
/// Calculates an indicator and returns OK status.
/// </summary>
private bool CalculateIndicator(SlotTypes slotType, Indicator indicator)
{
#if !DEBUG
try
{
#endif
indicator.Calculate(slotType);
return true;
#if !DEBUG
}
catch (Exception exception)
{
string message = "Please report this error in the support forum!";
if (indicator.CustomIndicator)
message = "Please report this error to the author of the indicator!<br />" +
"You may remove this indicator from the Custom Indicators folder.";
string text =
"<h1>Error: " + exception.Message + "</h1>" +
"<p>" +
"Slot type: <strong>" + slotType + "</strong><br />" +
"Indicator: <strong>" + indicator + "</strong>" +
"</p>" +
"<p>" +
message +
"</p>";
const string caption = "Indicator Calculation Error";
ReportIndicatorError(text, caption);
_indicatorBlackList.Add(indicator.IndicatorName);
return false;
}
#endif
}
public void InsufficientHistoryB()
{
Indicator.GetDoubleEma(history.Where(x => x.Index < 750), 250);
}
public K_Slow(Indicator indicator, int length, int order, Color color)
{
this.indicator = new FreeQuant.Indicators.K_Slow(indicator.indicator, length, order, color);
}
public MOM(Indicator indicator, int length, BarData option)
{
this.indicator = new FreeQuant.Indicators.MOM(indicator.indicator, length, EnumConverter.Convert(option));
}
public MDM(Indicator indicator, Color color)
{
this.indicator = new FreeQuant.Indicators.MDM(indicator.indicator, color);
}
void OnChatViewMessageHighlighted(object sender,
MessageTextViewMessageHighlightedEventArgs e,
ChatView chatView)
{
Trace.Call(sender, e, chatView);
if (MainWindow.HasToplevelFocus || !IsEnabled) {
return;
}
Indicator indicator;
if (Indicators.TryGetValue(chatView, out indicator)) {
// update time of existing indicator
indicator.SetProperty(
"time",
e.Message.TimeStamp.ToLocalTime().ToString("s")
);
return;
}
indicator = new Indicator();
indicator.SetProperty("subtype", "im");
if (chatView is PersonChatView) {
indicator.SetProperty("icon", PersonChatIconBase64);
indicator.SetProperty("sender", chatView.Name);
}
if (chatView is GroupChatView) {
indicator.SetProperty("icon", GroupChatIconBase64);
var nick = GetNick(e.Message);
if (nick == null) {
indicator.SetProperty("sender", chatView.Name);
} else {
indicator.SetProperty("sender",
String.Format(
"{0} ({1})",
chatView.Name, nick
)
);
}
}
indicator.SetProperty(
"time",
e.Message.TimeStamp.ToLocalTime().ToString("s")
);
indicator.SetPropertyBool("draw-attention", true);
indicator.UserDisplay += delegate {
try {
MainWindow.PresentWithTime(
(uint) (DateTime.UtcNow - UnixEpoch).TotalSeconds
);
MainWindow.Notebook.CurrentChatView = chatView;
DisposeIndicator(chatView);
} catch (Exception ex) {
#if LOG4NET
Logger.Error("OnChatViewMessageHighlighted() " +
"indicator.UserDisplay threw exception", ex);
#endif
}
};
try {
indicator.Show();
} catch (Exception ex) {
#if LOG4NET
Logger.Error("OnChatViewMessageHighlighted() " +
"indicator.Show() thew exception", ex);
#endif
}
Indicators.Add(chatView, indicator);
}
public VROC(Indicator indicator, int length)
{
this.indicator = new FreeQuant.Indicators.VROC(indicator.indicator, length);
}
public Sig10Strategy(SecurityHolding sym, Indicator priceIdentity, int trendPeriod, decimal lossThreshhold, decimal tolerance, decimal revertPct)
{
trendArray = new decimal[trendPeriod + 1]; // initialized to 0. Add a period for Deserialize to make IsReady true
symbol = sym.Symbol;
_holding = sym;
_price = priceIdentity;
_period = trendPeriod;
_lossThreshhold = lossThreshhold;
_tolerance = tolerance;
RevPct = revertPct;
Trend = new InstantaneousTrend(sym.Symbol.Value, 7, .24m).Of(priceIdentity);
TrendMomentum = new Momentum(2).Of(Trend);
MomentumWindow = new RollingWindow<decimal>(2);
ActualSignal = OrderSignal.doNothing;
Trend.Updated += (object sender, IndicatorDataPoint updated) =>
{
Barcount++;
UpdateTrendArray(Trend.Current.Value);
nTrig = Trend.Current.Value;
if (Trend.IsReady)
{
TrendMomentum.Update(Trend.Current);
}
if (TrendMomentum.IsReady)
MomentumWindow.Add(TrendMomentum.Current.Value);
if (MomentumWindow.IsReady)
CheckSignal();
};
}
public void BadData()
{
IEnumerable <IchimokuResult> r = Indicator.GetIchimoku(historyBad, 8, 20, 35);
Assert.AreEqual(502, r.Count());
}
public MACD(Indicator indicator, int length1, int length2, Color color)
{
this.indicator = new FreeQuant.Indicators.MACD(indicator.indicator, length1, length2, color);
}
public void BadLookback()
{
Indicator.GetRsi(history, 1);
}
public void BadData()
{
IEnumerable <ElderRayResult> r = Indicator.GetElderRay(historyBad);
Assert.AreEqual(502, r.Count());
}