public void BuildSeries(ChartControl chart)
{
var commentText = GetStatText();
if (string.IsNullOrEmpty(commentText)) return;
var candles = chart.StockSeries.Data.Candles;
// добавить комментарий с текстом
var series = chart.Owner.seriesComment;
var indiTitle = MakeCommentTitle();
var comment = series.data.FirstOrDefault(c => c.Magic == CommentMagic && c.Text.StartsWith(indiTitle));
if (comment != null)
{
comment.Text = commentText;
return;
}
// таки создать новый комментарий
comment = new ChartComment
{
ArrowAngle = nextAngle,
ArrowLength = 50,
Magic = CommentMagic,
Text = commentText,
Owner = series,
PivotIndex = candles.Count - 1,
PivotPrice = candles[candles.Count - 1].open,
};
nextAngle += 45;
series.data.Add(comment);
}
public DropDownWindowPopup(ChartControl ownerChart)
{
Margin = Padding.Empty;
Padding = Padding.Empty;
AutoSize = false;
var window = new SummaryPositionDropWindow(ownerChart.Owner)
{
Parent = ownerChart
};
Width = window.Width;
Height = window.Height;
window.closeControl += Close;
Closing += (sender, args) =>
{
if (window.isPinup) args.Cancel = true;
};
var host = new ToolStripControlHost(window)
{
Margin = Padding.Empty,
Padding = Padding.Empty,
AutoSize = false
};
Items.Add(host);
}
public TurnBar(List<int> candles, bool isKeyBar, ChartControl owner)
{
this.owner = owner;
candleIndexes = candles;
IsKeyBar = isKeyBar;
Name = string.Format("{0} {1}", ClassName, nextObjectNumber++);
}
public void BuildSeries(ChartControl chart)
{
if (DrawPane != owner.StockPane)
DrawPane.Title = string.Format("{0} [{1}]", UniqueName, Period);
seriesRatio.Data.Clear();
BuildERatioMarker();
}
public TurnBar(TurnBar bar)
{
owner = bar.owner;
IsKeyBar = bar.IsKeyBar;
Name = bar.Name;
candleIndexes = new List<int>();
candleIndexes.AddRange(bar.candleIndexes);
}
public Pane(string name, ChartControl owner)
{
Name = name;
Owner = owner;
paneFrame = new PaneFrame(this);
yAxis = new YAxis(this);
series = new SeriesCollection(this);
ResetWorldRect(false);
}
public void BuildSeries(ChartControl chart)
{
series.Data.Clear();
var sources = (StockSeries)SeriesSources[0];
var candles = sources.Data.Candles;
if (candles.Count == 0 || Period == 0 || candles.Count <= Period) return;
var periodRoot = Math.Sqrt(period);
double totalPath = 0, totalPathPredicted = 0;
var deltas = new float[period];
for (var j = period + 1; j < candles.Count; j++)
{
// вычисляю изменение цены
//var averageChange = (candles[j].close - candles[j - Period].close) / Period;
//float overall = 0;
//dispers = 0;
//for (var i = j - period; i <= j; i++)
//{
// overall += Math.Abs((candles[i].close - candles[i - 1].close) - averageChange);
//}
float avg = 0;
for (var i = 0; i < period; i++)
{
var delta = (candles[j - i].close - candles[j - i - 1].close) / candles[j - i - 1].close;
deltas[i] = delta;
avg += avg;
}
avg /= period;
double overall = 0;
for (var i = 0; i < period; i++)
overall += (deltas[i] - avg) * (deltas[i] - avg);
overall /= period;
var sigma = Math.Sqrt(overall);
series.Data.Add(sigma * 100);
var priceDelta = Math.Abs(candles[j].close - candles[j - period].close);
var predictedDelta = periodRoot * sigma;
totalPath += priceDelta;
totalPathPredicted += predictedDelta;
}
var countSteps = candles.Count - period - 1;
if (countSteps > 0)
{
totalPath /= countSteps;
totalPathPredicted /= countSteps;
TradeSharp.Util.Logger.InfoFormat("path is: {0:f5}, predicted value: {1:f5}",
totalPath, totalPathPredicted);
}
}
public void Add(ChartControl chart, Pane ownerPane)
{
owner = chart;
series = new LineSeries("price changes")
{
LineColor = ColorLine,
ShiftX = Period + 1
};
SeriesResult = new List<Series.Series> { series };
EntitleIndicator();
}
public Pane(string name, ChartControl owner, string backgroundImageName)
{
Name = name;
Owner = owner;
paneFrame = new PaneFrame(this);
yAxis = new YAxis(this);
series = new SeriesCollection(this);
ResetWorldRect(false);
BackgroundImageResourceName = backgroundImageName;
if (!string.IsNullOrEmpty(BackgroundImageResourceName))
LoadBackImage(backgroundImageName);
}
public void Add(ChartControl chart, Pane ownerPane)
{
owner = chart;
seriesRatio = new LineSeries("E-Ratio")
{
LineColor = Color.Blue,
ShiftX = 1,
MarkerSpanPoints = 2,
MinPixelsBetweenMarkers = 10
};
SeriesResult = new List<Series.Series> { seriesRatio };
// инициализируем индикатор
EntitleIndicator();
}
public DealMarker(ChartControl owner, List<DealMarker> markers,
DealMarkerType markerType, DealType side,
double candleIndex, double price, DateTime time)
{
this.markers = markers;
var maxId = markers.Count == 0 ? 0 : markers.Max(m => m.id);
if (nextNumber <= maxId) nextNumber = maxId + 1;
id = nextNumber++;
Name = string.Format("{0} {1}", ClassName, id);
this.owner = owner;
MarkerType = markerType;
this.candleIndex = candleIndex;
Price = price;
DateStart = time;
this.side = side;
}
public DealMarker(ChartControl owner, List<DealMarker> markers)
{
this.markers = markers;
this.owner = owner;
}
public void GetStateFromChartObject(ChartControl chart)
{
if (getStateFromChart != null)
IconChecked = getStateFromChart(chart);
}
public ChartVisualSettings(ChartControl owner)
{
this.owner = owner;
ApplyTheme();
}
public void BuildSeries(ChartControl chart)
{
series.data.Clear();
//var candles = chart.StockSeries.Data.Candles;
if (SeriesSources[0].GetType() == typeof(CandlestickSeries))
{
var candles = ((StockSeries) SeriesSources[0]).Data.Candles;
if (candles.Count < period) return;
for (var i = period; i < candles.Count; i += period)
{
var turtle = new TrendLine
{
LineColor = clLine,
ShapeAlpha = 128,
ShapeFillColor = Color.Green,
LineStyle = Shape == IndicatorShape.Черепаха ?
TrendLine.TrendLineStyle.Черепаха : TrendLine.TrendLineStyle.Пэкмен
};
turtle.AddPoint(i - period, (double) candles[i - period].open);
turtle.AddPoint(i, (double) candles[i].close);
series.data.Add(turtle);
}
}
else
{
if (SeriesSources[0].GetType()== typeof(LineSeries))
{
var candles = ((LineSeries)SeriesSources[0]).Data;
if (candles.Count < period) return;
for (var i = period; i < candles.Count; i += period)
{
var turtle = new TrendLine
{
LineColor = clLine,
ShapeAlpha = 128,
ShapeFillColor = Color.Green,
LineStyle = Shape == IndicatorShape.Черепаха ?
TrendLine.TrendLineStyle.Черепаха : TrendLine.TrendLineStyle.Пэкмен
};
turtle.AddPoint(i - period, (double)candles[i - period]);
turtle.AddPoint(i, (double)candles[i]);
series.data.Add(turtle);
}
}
}
}
public void Add(ChartControl chart, Pane ownerPane)
{
owner = chart;
// инициализируем индикатор
MainLine = new LineSeries(Name + " Main")
{
LineColor = LineColor1,
Transparent = true,
ShiftX = 1,
DrawShadow = DrawShadow,
ShadowWidth = ShadowWidth,
ShadowColor = Color.Gray,
ShadowAlpha = ShadowAlpha,
};
SignalLine = new LineSeries(Name + " Signal")
{
LineColor = LineColor2,
Transparent = true,
ShiftX = 1,
DrawShadow = DrawShadow,
ShadowWidth = ShadowWidth,
ShadowColor = Color.Gray,
ShadowAlpha = ShadowAlpha,
};
FastEMALine = new SeriesData();
SlowEMALine = new SeriesData();
SeriesResult = new List<Series.Series> { MainLine, SignalLine};
EntitleIndicator();
}
public void BuildSeries(ChartControl chart)
{
seriesRSI.Data.Clear();
seriesBound.data.Clear();
// границы
var reg = new BarRegion { Color = Color.Black, UpperBound = 100 - marginPercent, LowerBound = marginPercent };
seriesBound.data.Add(reg);
// RSI
for (var i = 0; i < Period; i++)
seriesRSI.Data.Add(50);
var dataCount = GetSourceDataCount();
for (var i = Period; i < dataCount; i++)
{
double sumU = 0, sumD = 0;
for (var j = 0; j < Period; j++)
{
var delta = GetSourcePrice(i - j)
- GetSourcePrice(i - j - 1);
if (delta < 0) sumD -= delta;
else sumU += delta;
}
double RSI;
if (sumU == sumD && sumU == 0) RSI = 50;
else if (sumD == 0) RSI = 100;
else
RSI = 100 - 100.0 / (1 + sumU / sumD);
seriesRSI.Data.Add(RSI);
}
}
public void BuildSeries(ChartControl chart)
{
var ticker = GetTickerName();
if (string.IsNullOrEmpty(ticker)) return;
LoadCMEData(ticker);
}
public void Add(ChartControl chart, Pane ownerPane)
{
owner = chart;
SeriesResult = new List<Series.Series> { /*seriesComment*/ };
EntitleIndicator();
}
public void BuildSeries(ChartControl chart)
{
if (DrawPane != owner.StockPane)
DrawPane.Title = UniqueName;
indSeriesRenco.Data.Clear();
if (SeriesSources.Count == 0) return;
int dataCount = GetSourceDataCount();
if (dataCount == 0) return;
indSeriesRenco.DownFillColor = ColorBarDn;
indSeriesRenco.UpFillColor = ColorBarUp;
indSeriesRenco.BarNeutralColor = !TransparentEmptyBricks ? ColorBarEmpty : Color.Empty;
indSeriesRenco.UpLineColor = ColorOutlineUp;
indSeriesRenco.DownLineColor = ColorOutlineDn;
int rencoBrickSize = RencoSize;
var rencoSizeAbs = (double)DalSpot.Instance.GetAbsValue(chart.Symbol, (float)rencoBrickSize);
// начальный кирпич
var startPrice = 0.0;
var seriesSrc = SeriesSources[0];
if (seriesSrc is CandlestickSeries)
startPrice = ((CandlestickSeries)seriesSrc).Data[0].open;
else
if (seriesSrc is LineSeries)
startPrice = ((LineSeries) seriesSrc).Data[0];
var startClose = GetSourcePrice(0, 0);
var rencoBricks = new List<RencoBrick>
{
new RencoBrick {open = startPrice, close = startClose, index = -1}
};
// классический Ренко - кирпичеги не привязаны ко времени
// привязка будет ниже
for (var i = 0; i < dataCount; i++)
{
var brickSize = rencoSizeAbs;
if (BrickSizeAuto)
if ((VolatilityType == RencoVolatilityType.ATR && seriesSrc is CandlestickSeries) ||
VolatilityType == RencoVolatilityType.Размах)
brickSize = GetRencoBrickAutoSizeAbs(rencoSizeAbs, i);
var lastBrick = rencoBricks[rencoBricks.Count - 1];
var lastSign = lastBrick.close >= lastBrick.open ? 1 : -1;
var price = GetSourcePrice(i, 0);
var deltaClose = (int)((price - lastBrick.close) / brickSize);
var deltaOpen = (int)((price - lastBrick.open) / brickSize);
if (deltaClose != 0 && Math.Sign(deltaClose) == lastSign)
AddRencoBricks(rencoBricks, i, deltaClose, brickSize, lastBrick.close);
else
if (deltaOpen != 0 && Math.Sign(deltaOpen) != lastSign)
AddRencoBricks(rencoBricks, i, deltaOpen, brickSize, lastBrick.open);
}
// Ренко в масштабе времени
// (добивается пустотелыми кирпичами)
var currentRencoIndex = 0;
var currentSign = 0;
float lastClose = 0;
var candles = owner.StockSeries.Data.Candles;
for (var i = 0; i < dataCount; i++)
{
if (i >= candles.Count) return;
var candleHasBody = false;
while (currentRencoIndex < (rencoBricks.Count - 1))
{
if (rencoBricks[currentRencoIndex + 1].index != i) break;
candleHasBody = true;
currentSign = rencoBricks[currentRencoIndex + 1].close >
rencoBricks[currentRencoIndex + 1].open
? 1
: -1;
currentRencoIndex++;
}
var newClose = lastClose + currentSign * RencoSize;
var candle = new CandleData(lastClose,
Math.Max(newClose, lastClose),
Math.Min(newClose, lastClose),
newClose,
candles[i].timeOpen,
candles[i].timeClose);
if (!candleHasBody) candle.customColor = Color.Empty;
indSeriesRenco.Data.Candles.Add(candle);
lastClose = newClose;
}
// поднять по оси У
var minY = indSeriesRenco.Data.Candles.Min(c => c.close);
if (minY < 0)
{
for (var i = 0; i < indSeriesRenco.Data.Candles.Count; i++)
{
indSeriesRenco.Data.Candles[i].open -= minY;
indSeriesRenco.Data.Candles[i].close -= minY;
indSeriesRenco.Data.Candles[i].high -= minY;
indSeriesRenco.Data.Candles[i].low -= minY;
}
}
}
public void Add(ChartControl chart, Pane ownerPane)
{
owner = chart;
indSeriesRenco = new CandlestickSeries(Name) {DownFillColor = ColorBarDn, UpFillColor = ColorBarUp};
SeriesResult = new List<Series.Series> { indSeriesRenco };
EntitleIndicator();
}
public void BuildSeries(ChartControl chart)
{
SignalLine.Data.Clear();
MainLine.Data.Clear();
FastEMALine.Clear();
SlowEMALine.Clear();
var start = Math.Max(FastEMA, SlowEMA);
for (var j = 0; j < start; j++)
{
FastEMALine.Add(GetSourcePrice(j));
SlowEMALine.Add(GetSourcePrice(j));
SignalLine.Data.Add(0);
MainLine.Data.Add(0);
}
var dataCount = GetSourceDataCount();
if (dataCount < start) return;
var i = start;
var sum = 0.0d;
while ( i < dataCount)
{
// вычисляем главную линию
// FastEma
FastEMALine.Add(FastEMALine[i - 1] + (2.0d / (FastEMA + 1) * (GetSourcePrice(i) - FastEMALine[i - 1])));
// SlowEma
SlowEMALine.Add(SlowEMALine[i - 1] + (2.0d / (SlowEMA + 1) * (GetSourcePrice(i) - SlowEMALine[i - 1])));
// сама главная линия
MainLine.Data.Add(FastEMALine[i] - SlowEMALine[i]);
// Рассчитываем сигнальную линию
sum = 0.0d;
for (var j = 0; j < SignalSMA; j++)
sum += (MainLine.Data[i - j]);
SignalLine.Data.Add(sum / SignalSMA);
i++;
}
}
public void Add(ChartControl chart, Pane ownerPane)
{
owner = chart;
// инициализируем индикатор
spans = new ProjectionSeries(Localizer.GetString("TitleProjections"));
SeriesResult = new List<Series.Series> { spans };
EntitleIndicator();
}
public void Add(ChartControl chart, Pane ownerPane)
{
owner = chart;
seriesMargins = new RegionSeries(Localizer.GetString("TitleExtremaBordes")) {CustomAlphaChannel = true};
seriesExtr = new TrendLineSeries(Localizer.GetString("TitleExtrema"));
SeriesResult = new List<Series.Series> { seriesMargins, seriesExtr };
EntitleIndicator();
}
/// <summary>
/// от двух пар последних точек ЗЗ построить проекции
/// </summary>
public void BuildSeries(ChartControl chart)
{
spans.data.Clear();
//spans.ExtendYAxis = ExtendChartBounds;
// получить точки Зиг-Зага
var pivots = ZigZag.GetPivots(chart.StockSeries.Data.Candles, ThresholdPercent, ZigZagSourceType);
if (pivots.Count < 3) return;
// построить проекции
var pointA = pivots[pivots.Count - 3];
var pointB = pivots[pivots.Count - 2];
var pointC = pivots[pivots.Count - 1];
var spanA = new ProjectionPair(pointA.a, pointA.b)
{
HideFarParts = false,
Color = pointB.b > pointA.b ? ColorLineLower : ColorLineUpper,
ProjectionLength = ProjectionBars,
LevelsProj = LevelsProj,
Markers = Markers
};
spanA.AddPoint(pointB.a, pointB.b);
var spanB = new ProjectionPair(pointB.a, pointB.b)
{
HideFarParts = false,
Color = pointB.b < pointA.b ? ColorLineLower : ColorLineUpper,
ProjectionLength = ProjectionBars,
LevelsProj = LevelsProj,
Markers = Markers
};
spanB.AddPoint(pointC.a, pointC.b);
spans.data.Add(spanA);
spans.data.Add(spanB);
// коррекции?
if (!CorrectionEnabled) return;
if (correctionBcLength > 0)
{
var spanC = new ProjectionPair(pointB.a, pointB.b)
{
HideFarParts = false,
Color = pointB.b < pointA.b ? ColorLineLower : ColorLineUpper,
ProjectionLength = CorrectionBcLength,
LevelsCorr = LevelsCorr,
IsExtension = false,
IsCorrection = true,
Markers = Markers
};
spanC.AddPoint(pointC.a, pointC.b);
spans.data.Add(spanC);
}
if (correctionAbLength > 0)
{
var spanC = new ProjectionPair(pointA.a, pointA.b)
{
HideFarParts = false,
Color = pointB.b < pointA.b ? ColorLineLower : ColorLineUpper,
ProjectionLength = CorrectionAbLength,
LevelsCorr = LevelsCorr,
IsExtension = false,
IsCorrection = true,
Markers = Markers
};
spanC.AddPoint(pointB.a, pointB.b);
spans.data.Add(spanC);
}
}
public void BuildSeries(ChartControl chart)
{
seriesMargins.data.Clear();
seriesExtr.data.Clear();
// нарисовать границы
if (ShowMarginZones)
{
seriesMargins.data.Add(new BarRegion
{
Color = Color.FromArgb(40, Color.Green),
UpperBound = 900000,
LowerBound = (float)margUpper
});
seriesMargins.data.Add(new BarRegion
{
Color = Color.FromArgb(40, Color.Maroon),
UpperBound = (float)margLower,
LowerBound = -900000
});
}
// рисовать палочки экстремумов
if (!ShowBars) return;
if (SeriesSources.Count == 0) return;
var srcCount = GetSourceDataCount();
srcCount = Math.Min(owner.StockSeries.Data.Count, srcCount);
if (ExtremumType == ExtremumSearchType.КвазиЭкстремумы)
BuildQuasiExtremums(srcCount);
else
if (ExtremumType == ExtremumSearchType.Классические)
BuildClassicExtremums(srcCount);
}
public void Add(ChartControl chart, Pane ownerPane)
{
owner = chart;
// инициализируем индикатор
seriesRSI = new LineSeries(Name)
{
LineColor = LineColor,
Transparent = true,
ShiftX = 1,
DrawShadow = DrawShadow,
ShadowWidth = ShadowWidth,
ShadowColor = Color.Gray,
ShadowAlpha = ShadowAlpha,
};
seriesBound = new RegionSeries(Localizer.GetString("TitleRSIBorders")) { DrawAsFrame = true };
SeriesResult = new List<Series.Series> { seriesRSI, seriesBound };
EntitleIndicator();
}
public void BuildSeries(ChartControl chart)
{
seriesTrendLine.data.Clear();
// актуализировать серии-источники
ActualizeSeries();
// по каждой паре серий строить диверы и переводить их Х
// координаты в масштаб графика (если ТФ отличаются)
var signs = new Dictionary<int, List<DiverMarker>>();
foreach (var src in sets)
{
if (src.seriesDest == null || src.seriesSrc == null) continue;
if (src.seriesDest.isDisposed || src.seriesSrc.isDisposed) continue;
if (src.seriesDest is IPriceQuerySeries == false ||
src.seriesSrc is IPriceQuerySeries == false) continue;
BuildDivers(src, signs);
}
// отобразить
foreach (var pair in signs)
{
var markers = pair.Value;
var index = pair.Key;
var sign = Math.Sign(markers.Sum(m => m.sign));
if (sign == 0) sign = markers[0].sign;
var price = (double)(owner.StockSeries.GetPrice(index) ?? 0);
var text = string.Join(", ",
markers.Select(m => string.Format("{0}:{1}", m.title, m.sign > 0 ? '^' : 'v')));
var line = new TrendLine
{
LineStyle = TrendLine.TrendLineStyle.СвечнаяСтрелка,
LineColor = sign > 0 ? ColorArrowUp : ColorArrowDown,
ShapeAlpha = 192,
ShapeFillColor = sign > 0 ? ColorArrowUp : ColorArrowDown,
Comment = text
};
line.AddPoint(index, price - sign * price * 0.01);
line.AddPoint(index, price);
seriesTrendLine.data.Add(line);
}
}
public void Add(ChartControl chart, Pane ownerPane)
{
owner = chart;
// инициализируем индикатор
mainLine = new TrendLineSeries(Name);
SeriesResult = new List<Series.Series> { mainLine };
EntitleIndicator();
}
public void BuildSeries(ChartControl chart)
{
mainLine.data.Clear();
var candles = chart.StockSeries.Data.Candles;
if (candles == null || candles.Count < 5) return;
var sar = candles[0].high;
float h = candles[0].high, l = candles[0].low;
var trend = -1;
var trendLength = 0;
AddLinePoint(0, sar);
for (var i = 1; i < candles.Count; i++)
{
var candle = candles[i];
if (trend < 0 && candle.high > sar)
{
// разворот
trend = 1;
sar = candle.low;
l = candle.low;
h = candle.high;
trendLength = 0;
} else if (trend > 0 && candle.low < sar)
{
// разворот
trend = -1;
sar = candle.high;
l = candle.low;
h = candle.high;
trendLength = 0;
}
else
{
var resultStep = stepDelta * trendLength + step;
trendLength++;
sar = sar + resultStep * (trend > 0 ? h - sar : l - sar);
if (h < candle.high) h = candle.high;
if (l > candle.low) l = candle.low;
}
AddLinePoint(i, sar);
}
}
