public Stochastic()
{
base.indicator_buffers = 2;
base.indicator_chart_window = false;
this.KPeriod = 5;
this.DPeriod = 3;
this.Slowing = 3;
this.PriceType = PriceConstants.PRICE_CLOSE;
base.indicator_color1 = CodeBase.LightSeaGreen;
base.indicator_color2 = CodeBase.Red;
base.Levels.Values.Add(new Alveo.Interfaces.UserCode.Double(70.0));
base.Levels.Values.Add(new Alveo.Interfaces.UserCode.Double(30.0));
string text = string.Concat(new object[]
{
"Sto(",
this.KPeriod,
",",
this.DPeriod,
",",
this.Slowing,
")"
});
base.IndicatorShortName(text);
base.SetIndexLabel(0, text);
base.SetIndexLabel(1, "Signal");
}
public OBV()
{
base.indicator_buffers = 1;
base.indicator_chart_window = false;
base.indicator_color1 = Colors.Red;
base.SetIndexLabel(0, "OBV");
base.IndicatorShortName("OBV");
this.PriceType = PriceConstants.PRICE_CLOSE;
this._vals = new Array <double>();
}
public BearPower()
{
base.indicator_buffers = 1;
base.indicator_chart_window = false;
base.indicator_color1 = Colors.Red;
this.IndicatorPeriod = 10;
base.SetIndexLabel(0, string.Format("BearPower({0})", this.IndicatorPeriod));
base.IndicatorShortName(string.Format("BearPower({0})", this.IndicatorPeriod));
this.PriceType = PriceConstants.PRICE_CLOSE;
}
protected override bool InternalSetParameters(List <ScriptingParameterBase> parameterBases)
{
Series[0].Color = ((SeriesParam)parameterBases[0]).Color;
Series[0].Thickness = ((SeriesParam)parameterBases[0]).Thickness;
Period = ((IntParam)parameterBases[1]).Value;
Type = ParsePriceConstants((StringParam)parameterBases[2]);
DisplayName = String.Format("{0}_{1}_{2}", Name, Period, Type);
return(true);
}
public LWMA()
{
base.indicator_buffers = 1;
base.indicator_chart_window = true;
base.indicator_color1 = Colors.Red;
this.IndicatorPeriod = 10;
base.SetIndexLabel(0, string.Format("LWMA({0})", this.IndicatorPeriod));
base.IndicatorShortName(string.Format("LWMA({0})", this.IndicatorPeriod));
this.PriceType = PriceConstants.PRICE_CLOSE;
this._values = new Array <double>();
}
public override void SetIndicatorParameters(params object[] values) // Set Indicator values from cache
{
if (values.Length != 4)
{
throw new ArgumentException("Invalid parameters number");
}
Symbol = (string)values[0];
TimeFrame = (int)values[1];
IndicatorPeriod = (int)values[2];
PriceType = (PriceConstants)values[3];
}
public Force()
{
base.indicator_buffers = 1;
base.indicator_chart_window = false;
base.indicator_color1 = Colors.Red;
this.IndicatorPeriod = 10;
base.SetIndexLabel(0, string.Format("Force({0})", this.IndicatorPeriod));
base.IndicatorShortName(string.Format("Force({0})", this.IndicatorPeriod));
this.MAType = MovingAverageType.MODE_SMA;
this.PriceType = PriceConstants.PRICE_CLOSE;
this._vals = new Array <double>();
}
protected override bool InternalSetParameters(List <ScriptingParameterBase> parameterBases)
{
Series[0].Color = ((SeriesParam)parameterBases[0]).Color;
Series[0].Thickness = ((SeriesParam)parameterBases[0]).Thickness;
Period1 = ((IntParam)parameterBases[1]).Value;
Period2 = ((IntParam)parameterBases[2]).Value;
Smoothing = ParseMovingAverageConstants((StringParam)parameterBases[3]);
Type = ParsePriceConstants((StringParam)parameterBases[4]);
DisplayName = String.Format("{0}_{1}_{2}_{3}_{4}", Name, Period1, Period2, Smoothing, Type);
return(true);
}
public OsMA()
{
base.indicator_buffers = 1;
base.indicator_chart_window = false;
base.indicator_color1 = Colors.Silver;
base.indicator_width1 = 3;
this.FastPeriod = 12;
this.SlowPeriod = 26;
this.SignalPeriod = 9;
this.PriceType = PriceConstants.PRICE_CLOSE;
base.IndicatorShortName(string.Format("OsMA({0},{1},{2})", this.FastPeriod, this.SlowPeriod, this.SignalPeriod));
base.SetIndexLabel(0, string.Format("OsMA({0},{1},{2})", this.FastPeriod, this.SlowPeriod, this.SignalPeriod));
}
public AO()
{
base.indicator_buffers = 1;
base.indicator_chart_window = false;
base.indicator_color1 = Colors.Red;
this._vals = new Array <double>();
this.Period1 = AO.DefaultPeriod1;
this.Period2 = AO.DefaultPeriod2;
base.SetIndexLabel(0, string.Format("AO({0},{1})", this.Period1, this.Period2));
base.IndicatorShortName(string.Format("AO({0},{1})", this.Period1, this.Period2));
this.Smoothing = AO.DefaultSmoothing;
this.PriceBase = AO.DefaultPriceConstants;
}
void EvaluateOrderWorth(Bubble b)
{
int worth = 0;
foreach (PuppetModificationBase pmb in b.GetPuppet())
{
if (pmb != null)
{
worth += PriceConstants.GetCost(pmb.Category);
}
}
_OrderWorth = Mathf.FloorToInt(worth * 2.25f);
}
public AC()
{
base.indicator_buffers = 1;
this.Period1 = 5;
this.Period2 = 34;
this.Period3 = 5;
base.indicator_chart_window = false;
base.indicator_color1 = Colors.Red;
this._vals = new Array <double>();
base.SetIndexLabel(0, string.Format("AC({0},{1},{2})", this.Period1, this.Period2, this.Period3));
base.IndicatorShortName(string.Format("AC({0},{1},{2})", this.Period1, this.Period2, this.Period3));
this.Smoothing = MovingAverageType.MODE_SMA;
this.PriceBase = PriceConstants.PRICE_MEDIAN;
}
protected override bool InternalSetParameters(List <ScriptingParameterBase> parameterBases)
{
Series[0].Color = ((SeriesParam)parameterBases[0]).Color;
Series[0].Thickness = ((SeriesParam)parameterBases[0]).Thickness;
ExtDepth = ((IntParam)parameterBases[1]).Value;
ExtDeviation = ((IntParam)parameterBases[2]).Value;
ExtBackstep = ((IntParam)parameterBases[3]).Value;
Type = ParsePriceConstants((StringParam)parameterBases[4]);
DisplayName = $"{Name}_{ExtDepth}_{ExtDeviation}_{ExtBackstep}_{Type}";
return(true);
}
public double[] getPrice(PriceConstants pConstants)
{
double[] dPrice = new double[this.PriceList.Count];
switch (pConstants)
{
case PriceConstants.PRICE_CLOSE:
for (int i = 0; i < PriceList.Count; i++)
{
dPrice[i] = PriceList[i].Close;
}
break;
case PriceConstants.PRICE_HIGH:
for (int i = 0; i < PriceList.Count; i++)
{
dPrice[i] = PriceList[i].High;
}
break;
case PriceConstants.PRICE_LOW:
for (int i = 0; i < PriceList.Count; i++)
{
dPrice[i] = PriceList[i].Low;
}
break;
case PriceConstants.PRICE_OPEN:
for (int i = 0; i < PriceList.Count; i++)
{
dPrice[i] = PriceList[i].Open;
}
break;
case PriceConstants.PRICE_VOLUME:
for (int i = 0; i < PriceList.Count; i++)
{
dPrice[i] = PriceList[i].Volume;
}
break;
case PriceConstants.PRICE_AMOUNT:
for (int i = 0; i < PriceList.Count; i++)
{
dPrice[i] = PriceList[i].Amount;
}
break;
}
return(dPrice);
}
public RSI()
{
base.indicator_buffers = 1;
base.indicator_chart_window = false;
base.indicator_color1 = Colors.Red;
this.IndicatorPeriod = 10;
base.Levels.Values.Add(new Alveo.Interfaces.UserCode.Double(70.0));
base.Levels.Values.Add(new Alveo.Interfaces.UserCode.Double(30.0));
base.SetIndexLabel(0, string.Format("RSI({0})", this.IndicatorPeriod));
base.IndicatorShortName(string.Format("RSI({0})", this.IndicatorPeriod));
this.PriceType = PriceConstants.PRICE_CLOSE;
this._vals = new Array <double>();
this._posBuf = new Array <double>();
this._negBuf = new Array <double>();
}
public ADX()
{
base.indicator_buffers = 3;
this.IndicatorPeriod = 10;
base.indicator_chart_window = false;
base.indicator_color1 = Colors.Blue;
base.SetIndexLabel(0, string.Format("ADX({0})", this.IndicatorPeriod));
base.indicator_color2 = Colors.Green;
base.SetIndexLabel(1, "Plus_Di");
base.indicator_color3 = Colors.Red;
base.SetIndexLabel(2, "Minus_Di");
this.PriceType = PriceConstants.PRICE_CLOSE;
this._adx = new Array <double>();
this._plusDi = new Array <double>();
this._minusDi = new Array <double>();
}
public MACD()
{
base.indicator_buffers = 2;
base.indicator_chart_window = false;
base.indicator_color1 = Colors.Red;
base.indicator_color2 = Colors.Blue;
this.FastPeriod = 12;
this.SlowPeriod = 26;
this.SignalPeriod = 9;
base.SetIndexLabel(1, "Signal");
base.SetIndexLabel(0, string.Format("MACD({0},{1},{2})", this.FastPeriod, this.SlowPeriod, this.SignalPeriod));
base.IndicatorShortName(string.Format("MACD({0},{1},{2})", this.FastPeriod, this.SlowPeriod, this.SignalPeriod));
this.PriceType = PriceConstants.PRICE_CLOSE;
this.vals = new Array <double>();
this.signalVals = new Array <double>();
}
protected override bool InternalSetParameters(List <ScriptingParameterBase> parameterBases)
{
Series[0].Color = ((SeriesParam)parameterBases[0]).Color;
Series[0].Thickness = ((SeriesParam)parameterBases[0]).Thickness;
Series[1].Color = ((SeriesParam)parameterBases[1]).Color;
Series[1].Thickness = ((SeriesParam)parameterBases[1]).Thickness;
Period = ((IntParam)parameterBases[2]).Value;
Deviation = ((DoubleParam)parameterBases[3]).Value;
MaType = ParseMovingAverageConstants((StringParam)parameterBases[4]);
Type = ParsePriceConstants((StringParam)parameterBases[5]);
DisplayName = String.Format("{0}_{1}_{2}_{3}", Name, Period, MaType, Type);
return(true);
}
public Bands()
{
base.indicator_buffers = 3;
base.indicator_chart_window = true;
this.IndicatorPeriod = 10;
this.Deviation = 2;
base.indicator_color1 = Colors.Blue;
base.SetIndexLabel(0, string.Format("Bands({0},{1})", this.IndicatorPeriod, this.Deviation));
base.indicator_color2 = Colors.Green;
base.SetIndexLabel(1, "Bands_High");
base.indicator_color3 = Colors.Red;
base.SetIndexLabel(2, "Bands_Low");
base.IndicatorShortName(string.Format("Bands({0},{1})", this.IndicatorPeriod, this.Deviation));
this.PriceType = PriceConstants.PRICE_CLOSE;
this._vals = new Array <double>();
this._upVals = new Array <double>();
this._lowVals = new Array <double>();
}
public override void SetIndicatorParameters(params object[] values)
{
if (values.Length != 4)
{
return;
}
try
{
Symbol = (string)values[0];
TimeFrame = (int)values[1];
IndicatorPeriod = (int)values[2];
PriceType = (PriceConstants)values[3];
}
catch (Exception ex)
{
Logger.ErrorException("SetIndicatorParameters", ex);
}
}
public override void SetIndicatorParameters(params object[] values)
{
bool flag = values.Length != 4;
if (!flag)
{
try
{
base.Symbol = (string)values[0];
base.TimeFrame = (int)values[1];
this.IndicatorPeriod = (int)values[2];
this.PriceType = (PriceConstants)values[3];
}
catch (Exception exception)
{
this.Logger.ErrorException("SetIndicatorParameters", exception);
}
}
}
public Gactor()
{
base.indicator_buffers = 2;
base.indicator_chart_window = false;
base.indicator_color1 = Colors.Green;
base.indicator_color2 = Colors.Red;
base.SetIndexLabel(0, "Up");
base.SetIndexLabel(1, "Down");
base.IndicatorShortName("Gactor");
this.JawPeriod = 13;
this.JawShift = 8;
this.TeethPeriod = 8;
this.TeethShift = 5;
this.LipsPeriod = 5;
this.LipsShift = 3;
this.MAType = MovingAverageType.MODE_SMA;
this.PriceType = PriceConstants.PRICE_MEDIAN;
this._upBuff = new Array <double>();
this._lowBuff = new Array <double>();
}
protected virtual void Start()
{
amount = 2;
int i = 0;
foreach (string s in System.Enum.GetNames(typeof(ModificationType)))
{
if (s != Modification.ToString() && gameObject.name.Replace(" ", "") == s)
{
Debug.LogWarning($"The PuppetModification {gameObject.name} was modified to fit its Modification enum with its name. Please, make the proper change to the prefab.");
Modification = (ModificationType)i;
}
i++;
}
cost = PriceConstants.GetCost(Category);
GameManager.levelManager.RegisterNewModification(this);
CheckIfModificationIsAvailableAndActivateOrDesactivate();
}
public Alligator()
{
base.indicator_buffers = 3;
base.indicator_chart_window = true;
this.JawPeriod = 13;
this.JawShift = 8;
this.TeethPeriod = 8;
this.TeethShift = 5;
this.LipsPeriod = 5;
this.LipsShift = 3;
this.MAType = MovingAverageType.MODE_SMA;
this.PriceType = PriceConstants.PRICE_MEDIAN;
base.SetIndexLabel(0, string.Format("Jaw({0},{1})", this.JawPeriod, this.JawShift));
base.indicator_color1 = Colors.Blue;
base.SetIndexLabel(1, string.Format("Teeth({0},{1})", this.TeethPeriod, this.TeethShift));
base.indicator_color2 = Colors.Red;
base.SetIndexLabel(2, string.Format("Lips({0},{1})", this.LipsPeriod, this.LipsShift));
base.indicator_color3 = Colors.Lime;
base.IndicatorShortName("Alligator");
this._jawBuff = new Array <double>();
this._teethBuff = new Array <double>();
this._lipsBuff = new Array <double>();
}
protected decimal GetPrice(Bar bar, PriceConstants type)
{
if (PriceType == PriceType.Bid)
{
switch (type)
{
case PriceConstants.OPEN: return(bar.OpenBid);
case PriceConstants.HIGH: return(bar.HighBid);
case PriceConstants.LOW: return(bar.LowBid);
case PriceConstants.CLOSE: return(bar.CloseBid);
case PriceConstants.MEDIAN: return((bar.HighBid + bar.LowBid) / 2M);
case PriceConstants.TYPICAL: return((bar.HighBid + bar.LowBid + bar.CloseBid) / 3M);
case PriceConstants.WEIGHTED: return((bar.HighBid + bar.LowBid + bar.CloseBid + bar.OpenBid) / 4M);
}
}
else if (PriceType == PriceType.Ask)
{
switch (type)
{
case PriceConstants.OPEN: return(bar.OpenAsk);
case PriceConstants.HIGH: return(bar.HighAsk);
case PriceConstants.LOW: return(bar.LowAsk);
case PriceConstants.CLOSE: return(bar.CloseAsk);
case PriceConstants.MEDIAN: return((bar.HighAsk + bar.LowAsk) / 2M);
case PriceConstants.TYPICAL: return((bar.HighAsk + bar.LowAsk + bar.CloseAsk) / 3M);
case PriceConstants.WEIGHTED: return((bar.HighAsk + bar.LowAsk + bar.CloseAsk + bar.OpenAsk) / 4M);
}
}
else
{
switch (type)
{
case PriceConstants.OPEN: return(bar.MeanOpen);
case PriceConstants.HIGH: return(bar.MeanHigh);
case PriceConstants.LOW: return(bar.MeanLow);
case PriceConstants.CLOSE: return(bar.MeanClose);
case PriceConstants.MEDIAN: return((bar.MeanHigh + bar.MeanLow) / 2M);
case PriceConstants.TYPICAL: return((bar.MeanHigh + bar.MeanLow + bar.MeanClose) / 3M);
case PriceConstants.WEIGHTED: return((bar.MeanHigh + bar.MeanLow + bar.MeanClose + bar.MeanOpen) / 4M);
}
}
System.Diagnostics.Trace.TraceError("Unsupported price type: {0} ({1})", type, PriceType);
return(0M);
}
protected override bool InternalSetParameters(List <CodeParameterBase> parameterBases)
{
var inputValue = ((StringParam)parameterBases[0]).Value;
switch (inputValue)
{
case "New Bar":
_startMethod = StartMethod.NewBar;
break;
case "New Tick":
_startMethod = StartMethod.NewQuote;
break;
case "Periodical":
_startMethod = StartMethod.Periodic;
break;
default:
Exit("Invalid Start Event Parameter.");
return(false);
}
_tradingPeriod = ((IntParam)parameterBases[1]).Value;
_tradeSlot = ((IntParam)parameterBases[2]).Value;
inputValue = ((StringParam)parameterBases[3]).Value;
switch (inputValue)
{
case "Market":
_execTradesParam.OrderType = TradeType.Market;
break;
case "Limit":
_execTradesParam.OrderType = TradeType.Limit;
break;
case "Stop Market":
_execTradesParam.OrderType = TradeType.Stop;
break;
default:
Exit("Invalid Order Type Parameter.");
return(false);
}
inputValue = ((StringParam)parameterBases[4]).Value;
switch (inputValue)
{
case "FOK":
_execTradesParam.TIF = TimeInForce.FillOrKill;
break;
case "GFD":
_execTradesParam.TIF = TimeInForce.GoodForDay;
break;
case "IOC":
_execTradesParam.TIF = TimeInForce.ImmediateOrCancel;
break;
case "GTC":
_execTradesParam.TIF = TimeInForce.GoodTilCancelled;
break;
default:
Exit("Invalid TIF Parameter.");
return(false);
}
inputValue = ((StringParam)parameterBases[5]).Value;
switch (inputValue)
{
case "ON":
_execTradesParam.HideOrder = true;
break;
case "OFF":
_execTradesParam.HideOrder = false;
break;
default:
Exit("Invalid Hide Limit Order Parameter.");
return(false);
}
inputValue = ((StringParam)parameterBases[6]).Value;
switch (inputValue)
{
case "ON":
_internalBacktest = true;
break;
case "OFF":
_internalBacktest = false;
break;
default:
Exit("Invalid BackTest Mode Parameter.");
return(false);
}
inputValue = ((StringParam)parameterBases[7]).Value;
switch (inputValue)
{
case "OPEN":
backtestPriceConst = PriceConstants.OPEN;
break;
case "HIGH":
backtestPriceConst = PriceConstants.HIGH;
break;
case "LOW":
backtestPriceConst = PriceConstants.LOW;
break;
case "CLOSE":
backtestPriceConst = PriceConstants.CLOSE;
break;
case "OHLC":
backtestPriceConst = PriceConstants.OHLC;
break;
case "OLHC":
backtestPriceConst = PriceConstants.OLHC;
break;
default:
Exit("Invalid BackTest Price Parameter.");
return(false);
}
inputValue = ((StringParam)parameterBases[8]).Value;
switch (inputValue)
{
case "ON":
_execTradesParam.HideSL = true;
break;
case "OFF":
_execTradesParam.HideSL = false;
break;
default:
Exit("Invalid Hide Limit Order Parameter.");
return(false);
}
inputValue = ((StringParam)parameterBases[9]).Value;
switch (inputValue)
{
case "ON":
_execTradesParam.HideTP = true;
break;
case "OFF":
_execTradesParam.HideTP = false;
break;
default:
Exit("Invalid Hide Limit Order Parameter.");
return(false);
}
_execTradesParam.OrderQuantity = ((IntParam)parameterBases[10]).Value;
_execTradesParam.SellPriceOffset = ((IntParam)parameterBases[11]).Value;
_execTradesParam.BuyPriceOffset = ((IntParam)parameterBases[12]).Value;
_execTradesParam.SL = (decimal?)((IntParam)parameterBases[13]).Value > 0
? (decimal?)((IntParam)parameterBases[13]).Value / 100000
: null;
_execTradesParam.TP = (decimal?)((IntParam)parameterBases[14]).Value > 0
? (decimal?)((IntParam)parameterBases[14]).Value / 100000
: null;
_backtestBatch = ((IntParam)parameterBases[15]).Value;
return(true);
}
public static List <TradeSignal> BacktestPriceSegmentProcessor(SignalBase signalBase, Dictionary <Selection, IEnumerable <Bar> > marketData,
Auxiliaries.ExecuteTradesParam tradeParams,
PriceConstants btBarSegment, Func <Dictionary <Selection, IEnumerable <Bar> >, List <TradeSignal> > detectSignals,
Dictionary <Selection, IEnumerable <Bar> > trigInstrData = null,
IEnumerable <Tick> queuedTicks = null)
{
var modMarketData = marketData.ToDictionary(k => k.Key, v => v.Value.Select(b => new Bar(b)).ToList().AsEnumerable());
var origLast = marketData.Last().Value.Last();
var modLast = modMarketData.Last().Value.Last();
List <TradeSignal> trades = null;
switch (btBarSegment)
{
case PriceConstants.OPEN:
modLast.HighAsk = origLast.OpenAsk;
modLast.HighBid = origLast.OpenBid;
modLast.LowAsk = origLast.OpenAsk;
modLast.LowBid = origLast.OpenBid;
modLast.CloseAsk = origLast.OpenAsk;
modLast.CloseBid = origLast.OpenBid;
modLast.HighAsk = origLast.OpenAsk;
trigInstrData = modMarketData;
trades = detectSignals(modMarketData);
break;
case PriceConstants.HIGH:
modLast.LowAsk = origLast.HighAsk;
modLast.LowBid = origLast.HighBid;
modLast.CloseAsk = origLast.HighAsk;
modLast.CloseBid = origLast.HighBid;
trigInstrData = modMarketData;
trades = detectSignals(modMarketData);
break;
case PriceConstants.LOW:
modLast.CloseAsk = origLast.LowAsk;
modLast.CloseBid = origLast.LowBid;
trigInstrData = modMarketData;
trades = detectSignals(modMarketData);
break;
case PriceConstants.CLOSE:
trigInstrData = modMarketData;
trades = detectSignals(modMarketData);
break;
case PriceConstants.OHLC:
signalBase.Alert($"origin openAsk: {origLast.OpenAsk}");
signalBase.Alert($"origin openBid: {origLast.OpenBid}");
signalBase.Alert($"origin mean: {origLast.MeanOpen}");
signalBase.Alert($"origin highAsk: {origLast.HighAsk}");
signalBase.Alert($"origin highBid: {origLast.HighBid}");
signalBase.Alert($"origin mean: {origLast.MeanHigh}");
signalBase.Alert($"origin lowAsk: {origLast.LowAsk}");
signalBase.Alert($"origin lowBid: {origLast.LowBid}");
signalBase.Alert($"origin mean: {origLast.MeanLow}");
signalBase.Alert($"origin closeAsk: {origLast.CloseAsk}");
signalBase.Alert($"origin closeBid: {origLast.CloseBid}");
signalBase.Alert($"origin mean: {origLast.MeanClose}");
modLast.HighAsk = origLast.OpenAsk;
modLast.HighBid = origLast.OpenBid;
modLast.LowAsk = origLast.OpenAsk;
modLast.LowBid = origLast.OpenBid;
modLast.CloseAsk = origLast.OpenAsk;
modLast.CloseBid = origLast.OpenBid;
trigInstrData = modMarketData;
signalBase.Alert($"mod openAsk: {modLast.OpenAsk}");
signalBase.Alert($"mod openBid: {modLast.OpenBid}");
signalBase.Alert($"mod mean: {modLast.MeanOpen}");
signalBase.Alert($"mod highAsk: {modLast.HighAsk}");
signalBase.Alert($"mod highBid: {modLast.HighBid}");
signalBase.Alert($"mod mean: {modLast.MeanHigh}");
signalBase.Alert($"mod lowAsk: {modLast.LowAsk}");
signalBase.Alert($"mod lowBid: {modLast.LowBid}");
signalBase.Alert($"mod mean: {modLast.MeanLow}");
signalBase.Alert($"mod closeAsk: {modLast.CloseAsk}");
signalBase.Alert($"mod closeBid: {modLast.CloseBid}");
signalBase.Alert($"mod mean: {modLast.MeanClose}");
var trades1 = detectSignals(modMarketData);
trades = trades1;
//signalBase.Alert($"origin openAsk: {origLast.OpenAsk}");
//signalBase.Alert($"origin openBid: {origLast.OpenBid}");
//signalBase.Alert($"origin mean: {origLast.MeanOpen}");
//signalBase.Alert($"origin highAsk: {origLast.HighAsk}");
//signalBase.Alert($"origin highBid: {origLast.HighBid}");
//signalBase.Alert($"origin mean: {origLast.MeanHigh}");
//signalBase.Alert($"origin lowAsk: {origLast.LowAsk}");
//signalBase.Alert($"origin lowBid: {origLast.LowBid}");
//signalBase.Alert($"origin mean: {origLast.MeanLow}");
//signalBase.Alert($"origin closeAsk: {origLast.CloseAsk}");
//signalBase.Alert($"origin closeBid: {origLast.CloseBid}");
//signalBase.Alert($"origin mean: {origLast.MeanClose}");
modLast.HighAsk = origLast.HighAsk;
modLast.HighBid = origLast.HighBid;
modLast.LowAsk = origLast.HighAsk;
modLast.LowBid = origLast.HighBid;
modLast.CloseAsk = origLast.HighAsk;
modLast.CloseBid = origLast.HighBid;
trigInstrData = modMarketData;
//signalBase.Alert($"mod openAsk: {modLast.OpenAsk}");
//signalBase.Alert($"mod openBid: {modLast.OpenBid}");
//signalBase.Alert($"mod mean: {modLast.MeanOpen}");
//signalBase.Alert($"mod highAsk: {modLast.HighAsk}");
//signalBase.Alert($"mod highBid: {modLast.HighBid}");
//signalBase.Alert($"mod mean: {modLast.MeanHigh}");
//signalBase.Alert($"mod lowAsk: {modLast.LowAsk}");
//signalBase.Alert($"mod lowBid: {modLast.LowBid}");
//signalBase.Alert($"mod mean: {modLast.MeanLow}");
//signalBase.Alert($"mod closeAsk: {modLast.CloseAsk}");
//signalBase.Alert($"mod closeBid: {modLast.CloseBid}");
//signalBase.Alert($"mod mean: {modLast.MeanClose}");
var trades2 = detectSignals(modMarketData);
trades.AddRange(trades2);
//signalBase.Alert($"origin openAsk: {origLast.OpenAsk}");
//signalBase.Alert($"origin openBid: {origLast.OpenBid}");
//signalBase.Alert($"origin mean: {origLast.MeanOpen}");
//signalBase.Alert($"origin highAsk: {origLast.HighAsk}");
//signalBase.Alert($"origin highBid: {origLast.HighBid}");
//signalBase.Alert($"origin mean: {origLast.MeanHigh}");
//signalBase.Alert($"origin lowAsk: {origLast.LowAsk}");
//signalBase.Alert($"origin lowBid: {origLast.LowBid}");
//signalBase.Alert($"origin mean: {origLast.MeanLow}");
//signalBase.Alert($"origin closeAsk: {origLast.CloseAsk}");
//signalBase.Alert($"origin closeBid: {origLast.CloseBid}");
//signalBase.Alert($"origin mean: {origLast.MeanClose}");
modLast.LowAsk = origLast.LowAsk;
modLast.LowBid = origLast.LowBid;
modLast.CloseAsk = origLast.LowAsk;
modLast.CloseBid = origLast.LowBid;
trigInstrData = modMarketData;
//signalBase.Alert($"mod openAsk: {modLast.OpenAsk}");
//signalBase.Alert($"mod openBid: {modLast.OpenBid}");
//signalBase.Alert($"mod mean: {modLast.MeanOpen}");
//signalBase.Alert($"mod highAsk: {modLast.HighAsk}");
//signalBase.Alert($"mod highBid: {modLast.HighBid}");
//signalBase.Alert($"mod mean: {modLast.MeanHigh}");
//signalBase.Alert($"mod lowAsk: {modLast.LowAsk}");
//signalBase.Alert($"mod lowBid: {modLast.LowBid}");
//signalBase.Alert($"mod mean: {modLast.MeanLow}");
//signalBase.Alert($"mod closeAsk: {modLast.CloseAsk}");
//signalBase.Alert($"mod closeBid: {modLast.CloseBid}");
//signalBase.Alert($"mod mean: {modLast.MeanClose}");
var trades3 = detectSignals(modMarketData);
trades.AddRange(trades3);
modLast.CloseAsk = origLast.CloseAsk;
modLast.CloseBid = origLast.CloseBid;
modMarketData = marketData;
trigInstrData = modMarketData;
signalBase.Alert($"origin openAsk: {origLast.OpenAsk}");
signalBase.Alert($"origin openBid: {origLast.OpenBid}");
signalBase.Alert($"origin mean: {origLast.MeanOpen}");
signalBase.Alert($"origin highAsk: {origLast.HighAsk}");
signalBase.Alert($"origin highBid: {origLast.HighBid}");
signalBase.Alert($"origin mean: {origLast.MeanHigh}");
signalBase.Alert($"origin lowAsk: {origLast.LowAsk}");
signalBase.Alert($"origin lowBid: {origLast.LowBid}");
signalBase.Alert($"origin mean: {origLast.MeanLow}");
signalBase.Alert($"origin closeAsk: {origLast.CloseAsk}");
signalBase.Alert($"origin closeBid: {origLast.CloseBid}");
signalBase.Alert($"origin mean: {origLast.MeanClose}");
signalBase.Alert($"mod openAsk: {modLast.OpenAsk}");
signalBase.Alert($"mod openBid: {modLast.OpenBid}");
signalBase.Alert($"mod mean: {modLast.MeanOpen}");
signalBase.Alert($"mod highAsk: {modLast.HighAsk}");
signalBase.Alert($"mod highBid: {modLast.HighBid}");
signalBase.Alert($"mod mean: {modLast.MeanHigh}");
signalBase.Alert($"mod lowAsk: {modLast.LowAsk}");
signalBase.Alert($"mod lowBid: {modLast.LowBid}");
signalBase.Alert($"mod mean: {modLast.MeanLow}");
signalBase.Alert($"mod closeAsk: {modLast.CloseAsk}");
signalBase.Alert($"mod closeBid: {modLast.CloseBid}");
signalBase.Alert($"mod mean: {modLast.MeanClose}");
var trades4 = detectSignals(modMarketData);
trades.AddRange(trades4);
break;
case PriceConstants.OLHC:
modLast.HighAsk = origLast.OpenAsk;
modLast.HighBid = origLast.OpenBid;
modLast.LowAsk = origLast.OpenAsk;
modLast.LowBid = origLast.OpenBid;
modLast.CloseAsk = origLast.OpenAsk;
modLast.CloseBid = origLast.OpenBid;
trigInstrData = modMarketData;
trades1 = detectSignals(modMarketData);
trades = trades1;
modLast.HighAsk = origLast.LowAsk;
modLast.HighBid = origLast.LowBid;
modLast.CloseAsk = origLast.LowAsk;
modLast.CloseBid = origLast.LowBid;
trigInstrData = modMarketData;
trades3 = detectSignals(modMarketData);
trades.AddRange(trades3);
modLast.CloseAsk = origLast.HighAsk;
modLast.CloseBid = origLast.HighBid;
trigInstrData = modMarketData;
trades2 = detectSignals(modMarketData);
trades.AddRange(trades2);
trigInstrData = modMarketData;
trades4 = detectSignals(modMarketData);
trades.AddRange(trades4);
break;
}
return(trades);
}
