private void checkBrokenLevels(JBTPOProfile profile)
{
foreach (JBTPOProfile each in this.tpoProfiles)
{
each.checkBrokenLevels(profile.getRangeLow(), profile.getRangeHigh());
}
}
private void drawTPOLevels(JBTPOProfile profile)
{
DrayLabeledRay("HI", tpoProfile, tpoProfile.getRangeHigh(), getBrush(true, Brushes.Green));
DrayLabeledRay("LO", tpoProfile, tpoProfile.getRangeLow(), Brushes.Red);
DrayLabeledRay("POC", tpoProfile, tpoProfile.getPOC(), Brushes.Pink);
DrayLabeledRay("VAH", tpoProfile, tpoProfile.getValHigh(), Brushes.White);
DrayLabeledRay("VAL", tpoProfile, tpoProfile.getValLow(), Brushes.White);
}
private void update(JBTPOProfile profile)
{
//printIt(tpoProfile);
tpoProfile.calculateValueArea(this);
checkBrokenLevels(tpoProfile);
drawTPOLevels(tpoProfile);
}
public void printIt(JBTPOProfile tpoProfile)
{
SortedDictionary <double, HashSet <double> > .KeyCollection keyColl = tpoProfile.profile.Keys;
Print("Session at " + tpoProfile.sessionStart + " varea " + tpoProfile.valLow + " - " + tpoProfile.valHigh + " " + tpoProfile.count);
foreach (double price in keyColl)
{
Print("TPO " + price + ", " + tpoProfile.profile[price].Count);
}
}
private void checkBrokenLevels(JBTPOProfile profile)
{
foreach (JBTPOProfile each in this.tpoProfiles)
{
if (each != profile)
{
if (each.tradingHours == RTH)
{
if (ShowPOC && each.checkBrokenPOC(profile.getRangeLow(), profile.getRangeHigh()))
{
DrawLabeledRay("POC", each, each.getPOC(), getBrush(true, POCColor));
}
if (ShowHILO && each.checkBrokenHigh(profile.getRangeLow(), profile.getRangeHigh()))
{
DrawLabeledRay("HI", each, each.getRangeHigh(), getBrush(true, HILOColor));
}
if (ShowHILO && each.checkBrokenLow(profile.getRangeLow(), profile.getRangeHigh()))
{
DrawLabeledRay("LO", each, each.getRangeLow(), getBrush(true, HILOColor));
}
if (ShowVA && each.checkBrokenValHigh(profile.getRangeLow(), profile.getRangeHigh()))
{
DrawLabeledRay("VAH", each, each.getValHigh(), getBrush(true, VAColor));
}
if (ShowVA && each.checkBrokenValLow(profile.getRangeLow(), profile.getRangeHigh()))
{
DrawLabeledRay("VAL", each, each.getValLow(), getBrush(true, VAColor));
}
}
else
{
if (ShowONPOC && each.checkBrokenPOC(profile.getRangeLow(), profile.getRangeHigh()))
{
DrawLabeledRay("ON POC", each, each.getPOC(), getBrush(true, ONPOCColor));
}
if (ShowONHILO && each.checkBrokenHigh(profile.getRangeLow(), profile.getRangeHigh()))
{
DrawLabeledRay("ON HI", each, each.getRangeHigh(), getBrush(true, ONHILOColor));
}
if (ShowONHILO && each.checkBrokenLow(profile.getRangeLow(), profile.getRangeHigh()))
{
DrawLabeledRay("ON LO", each, each.getRangeLow(), getBrush(true, ONHILOColor));
}
if (ShowONVA && each.checkBrokenValHigh(profile.getRangeLow(), profile.getRangeHigh()))
{
DrawLabeledRay("ON VAH", each, each.getValHigh(), getBrush(true, ONVAColor));
}
if (ShowONVA && each.checkBrokenValLow(profile.getRangeLow(), profile.getRangeHigh()))
{
DrawLabeledRay("ON VAL", each, each.getValLow(), getBrush(true, ONVAColor));
}
}
}
}
}
private LabeledRay DrayLabeledRay(String label, JBTPOProfile profile, double price, Brush color)
{
LabeledRay ray = DrawLL.LabeledRay(this, profile.id + "_" + label, profile.sessionStart, price, Time[0], price, color);
ray.DisplayText = (profile.tradingHours == ETH ? "ON " : "") + label + " " + profile.dateString;
ray.Font = textFont;
ray.AppendPriceTime = false;
ray.IsLocked = false;
ray.RoundPrice = true;
return(ray);
}
private LabeledRay DrawLabeledRay(String label, JBTPOProfile profile, double price, Brush color)
{
RemoveDrawObject(profile.id + "_" + label);
LabeledRay ray = DrawLL.LabeledRay(this, profile.id + "_" + label, profile.sessionStart, price, Time[0], price, color, LineStyle, LineWidth);
ray.DisplayText = label + " " + profile.dateString;
ray.Font = LabelFont;
ray.AppendPriceTime = false;
ray.IsLocked = false;
ray.RoundPrice = true;
return(ray);
}
private void drawTPOLevels(JBTPOProfile profile)
{
if (profile.tradingHours == RTH)
{
if (ShowHILO)
{
DrawLabeledRay("HI", tpoProfile, tpoProfile.getRangeHigh(), getBrush(profile.highBroken, HILOColor));
DrawLabeledRay("LO", tpoProfile, tpoProfile.getRangeLow(), getBrush(profile.lowBroken, HILOColor));
}
if (ShowPOC)
{
DrawLabeledRay("POC", tpoProfile, tpoProfile.getPOC(), getBrush(profile.pocBroken, POCColor));
}
if (ShowVA)
{
DrawLabeledRay("VAH", tpoProfile, tpoProfile.getValHigh(), getBrush(profile.valHighBroken, VAColor));
DrawLabeledRay("VAL", tpoProfile, tpoProfile.getValLow(), getBrush(profile.valLowBroken, VAColor));
}
}
else
{
if (ShowONHILO)
{
DrawLabeledRay("ON HI", tpoProfile, tpoProfile.getRangeHigh(), getBrush(profile.highBroken, ONHILOColor));
DrawLabeledRay("ON LO", tpoProfile, tpoProfile.getRangeLow(), getBrush(profile.lowBroken, ONHILOColor));
}
if (ShowONPOC)
{
DrawLabeledRay("ON POC", tpoProfile, tpoProfile.getPOC(), getBrush(profile.pocBroken, ONPOCColor));
}
if (ShowONVA)
{
DrawLabeledRay("ON VAH", tpoProfile, tpoProfile.getValHigh(), getBrush(profile.valHighBroken, ONVAColor));
DrawLabeledRay("ON VAL", tpoProfile, tpoProfile.getValLow(), getBrush(profile.valLowBroken, ONVAColor));
}
}
}
protected override void OnMarketData(MarketDataEventArgs e)
{
if (!initDone)
{
return;
}
if (e.MarketDataType == MarketDataType.Settlement && BarsInProgress == 0)
{
settlement = e.Price;
if (CurrentBars[0] > 1)
{
DrawSettlementRay("SETTLEM " + e.Time.ToString("MMM dd"), Times[0][1], settlement, Times[0][0], SettlementColor);
}
return;
}
if (e.MarketDataType == MarketDataType.Last)
{
if (isStartOfNewSessionRTH())
{
// Print(e.Time+" "+BarsInProgress+" "+BarsArray[RTH].IsFirstBarOfSession);
if (tpoProfile != null)
{
update(tpoProfile);
tpoProfiles.Add(tpoProfile);
}
rthSessionIterator.GetNextSession(e.Time, false);
tpoProfile = new JBTPOProfile(RTH, rthSessionIterator.ActualSessionBegin, rthSessionIterator.ActualSessionEnd);
// Print("SESSION - "+tpoProfile.sessionStart+" - "+tpoProfile.sessionEnd);
}
if (isStartOfNewSessionETH())
{
//Print(e.Time+" "+BarsInProgress+" "+BarsArray[ETH].IsFirstBarOfSession);
if (tpoProfile != null)
{
update(tpoProfile);
tpoProfiles.Add(tpoProfile);
}
ethSessionIterator.GetNextSession(e.Time, false);
tpoProfile = new JBTPOProfile(ETH, ethSessionIterator.ActualSessionBegin, ethSessionIterator.ActualSessionEnd);
// Print("SESSION - "+tpoProfile.sessionStart+" - "+tpoProfile.sessionEnd);
}
if (BarsInProgress == RTH && CurrentBars[RTH] != activeBarRTH)
{
tpoId = (Times[RTH][0] - tpoProfile.sessionStart).TotalSeconds;
activeBarRTH = CurrentBars[RTH];
}
else if (BarsInProgress == ETH && CurrentBars[ETH] != activeBarETH)
{
tpoId = (Times[ETH][0] - tpoProfile.sessionStart).TotalSeconds;
activeBarETH = CurrentBars[ETH];
}
if ((BarsInProgress == RTH || BarsInProgress == ETH) && tpoProfile != null)
{
//Print(e.Time+" "+e.Price);
if (e.Time >= tpoProfile.sessionStart && e.Time < tpoProfile.sessionEnd)
{
tpoProfile.add(e.Price, tpoId);
}
}
else if (BarsInProgress == 0 && CurrentBars[0] != activeBar)
{
if (tpoProfile != null)
{
update(tpoProfile);
}
activeBar = CurrentBars[0];
}
}
}
protected override void OnBarUpdate()
{
//Print(Times[BarsInProgress][0]+" "+BarsInProgress);
if (isStartOfNewSessionRTH())
{
//Print("RTH "+Times[RTH][0]);
//Print(Times[BarsInProgress][0]+" "+BarsInProgress);
//Print(Times[ETH][0]+" session: "+ethSessionIterator.ActualSessionBegin+" "+CurrentBars[ETH]);
rthSessionIterator.GetNextSession(Times[RTH][0], false);
if (tpoProfile != null)
{
update(tpoProfile);
tpoProfiles.Add(tpoProfile);
}
tpoProfile = new JBTPOProfile(RTH, rthSessionIterator.ActualSessionBegin);
}
else if (isStartOfNewSessionETH())
{
//Print("ETH "+Times[ETH][0]);
//Print(Times[BarsInProgress][0]+" "+BarsInProgress);
//Print(Times[ETH][0]+" session: "+ethSessionIterator.ActualSessionBegin+" "+CurrentBars[ETH]);
ethSessionIterator.GetNextSession(Times[ETH][0], false);
if (tpoProfile != null)
{
update(tpoProfile);
tpoProfiles.Add(tpoProfile);
}
tpoProfile = new JBTPOProfile(ETH, ethSessionIterator.ActualSessionBegin);
}
if (BarsInProgress == RTH && CurrentBars[RTH] != activeBarRTH)
{
if (tpoProfile != null)
{
if (State == State.Realtime)
{
update(tpoProfile);
}
tpoId = (Times[RTH][0] - tpoProfile.sessionStart).TotalSeconds;
}
activeBarRTH = CurrentBars[RTH];
//Print("RTH TPO ID "+Times[RTH][0]+" "+rthTPOId);
}
else if (BarsInProgress == ETH && CurrentBars[ETH] != activeBarETH)
{
if (tpoProfile != null)
{
if (State == State.Realtime)
{
update(tpoProfile);
}
tpoId = (Times[ETH][0] - tpoProfile.sessionStart).TotalSeconds;
}
activeBarETH = CurrentBars[ETH];
//Print("ETH TPO ID "+Times[ETH][0]+" "+rthTPOId);
}
if (tpoProfile != null)
{
tpoProfile.add(Closes[BarsInProgress][0], tpoId);
}
}