protected override void OnStart()
{
_zigZag = Indicators.GetIndicator<ZigZag>(ZzDepth, ZzDeviation, ZzBackStep);
}
//--------------------------------------
protected override void Initialize()
{
_marketDepth = MarketData.GetMarketDepth(Symbol);
_marketDepth.Updated += MarketDepthUpdated;
BidVolume = CreateDataSeries();
AskVolume = CreateDataSeries();
zigzag = Indicators.GetIndicator<ZigZag>(Depth, Deviation, BackStep);
foreach (var entry in _marketDepth.BidEntries)
{
PreviousBidList.Add(new Previouslist
{
Preis = entry.Price,
Volumen = entry.Volume
});
}
foreach (var entry in _marketDepth.AskEntries)
{
PreviousAskList.Add(new Previouslist
{
Preis = entry.Price,
Volumen = entry.Volume
});
}
LowFilterM = LowFilter * 1000000;
HighFilterM = HighFilter * 1000000;
fname = string.Format("{0}{1}{2}{3}", Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments), "\\", FileName == "" ? Symbol.Code : FileName, ".csv");
if (ReadFromFile && System.IO.File.Exists(fname) == true)
{
using (StreamReader Fstream = new StreamReader(fname))
{
string line;
while ((line = Fstream.ReadLine()) != null)
{
try
{
string[] words = line.Split(Delimiters);
double vol = Convert.ToDouble(words[1]);
if (vol >= HighFilterM || vol < LowFilterM)
continue;
int bago = BarsAgo(Convert.ToDateTime(words[0]));
if (bago == -1)
continue;
int bidx = MarketSeries.Close.Count - 1 - bago;
if (double.IsNaN(AskVolume[bidx]))
AskVolume[bidx] = 0;
if (double.IsNaN(BidVolume[bidx]))
BidVolume[bidx] = 0;
switch (words[2])
{
case "A":
AskVolume[bidx] += (vol / 1000000);
break;
case "B":
BidVolume[bidx] -= (vol / 1000000);
break;
}
} catch
{
continue;
}
}
}
}
if (WriteToFile)
{
if (System.IO.File.Exists(fname) == false)
System.IO.File.WriteAllText(fname, "");
Timer.Start(WriteInterval);
}
}
//--------------------------------------
protected override void Initialize()
{
_marketDepth = MarketData.GetMarketDepth(Symbol);
_marketDepth.Updated += MarketDepthUpdated;
BidVolume = CreateDataSeries();
AskVolume = CreateDataSeries();
zigzag = Indicators.GetIndicator <ZigZag>(Depth, Deviation, BackStep);
foreach (var entry in _marketDepth.BidEntries)
{
PreviousBidList.Add(new Previouslist
{
Preis = entry.Price,
Volumen = entry.Volume
});
}
foreach (var entry in _marketDepth.AskEntries)
{
PreviousAskList.Add(new Previouslist
{
Preis = entry.Price,
Volumen = entry.Volume
});
}
LowFilterM = LowFilter * 1000000;
HighFilterM = HighFilter * 1000000;
fname = string.Format("{0}{1}{2}{3}", Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments), "\\", FileName == "" ? Symbol.Code : FileName, ".csv");
if (ReadFromFile && System.IO.File.Exists(fname) == true)
{
using (StreamReader Fstream = new StreamReader(fname))
{
string line;
while ((line = Fstream.ReadLine()) != null)
{
try
{
string[] words = line.Split(Delimiters);
double vol = Convert.ToDouble(words[1]);
if (vol >= HighFilterM || vol < LowFilterM)
{
continue;
}
int bago = BarsAgo(Convert.ToDateTime(words[0]));
if (bago == -1)
{
continue;
}
int bidx = MarketSeries.Close.Count - 1 - bago;
if (double.IsNaN(AskVolume[bidx]))
{
AskVolume[bidx] = 0;
}
if (double.IsNaN(BidVolume[bidx]))
{
BidVolume[bidx] = 0;
}
switch (words[2])
{
case "A":
AskVolume[bidx] += (vol / 1000000);
break;
case "B":
BidVolume[bidx] -= (vol / 1000000);
break;
}
} catch
{
continue;
}
}
}
}
if (WriteToFile)
{
if (System.IO.File.Exists(fname) == false)
{
System.IO.File.WriteAllText(fname, "");
}
Timer.Start(WriteInterval);
}
}
protected override void Initialize()
{
zigzag = new ZigZag(this, MarketSeries.TimeFrame, Depth, Deviation, BackStep, ShowHistory);
zigzag1 = new ZigZag(this, Timeframe1, Depth, Deviation, BackStep, ShowHistory);
zigzag2 = new ZigZag(this, Timeframe2, Depth, Deviation, BackStep, ShowHistory);
}
protected override void OnStart()
{
base.OnStart();
botLabel = string.Format("{0}-{1} {2}", botPrefix, Symbol.Code, TimeFrame);
Print(this.botName());
wpr = Indicators.GetIndicator<WilliamsPercentRange>(wprSource, wprPeriod, wprOverbuyCeil, wprOversellCeil, WprMagicNumber, wprMinMaxPeriod, wprExceedMinMax);
// ZigZag Kwan MBFX Timing ou Beta
zigzagKwanMBFXTiming = Indicators.GetIndicator<ZigzagKwanMBFXTiming>(mbfxLen, mbfxFilter);
zigZag = Indicators.GetIndicator<ZigZag>(ZzDepth, ZzDeviation, ZzBackStep);
trendMagic = Indicators.GetIndicator<TrendMagic>(TMCciPeriod, TMAtrPeriod);
_cci = Indicators.CommodityChannelIndex(TMCciPeriod);
Positions.Opened += OnPositionOpened;
Positions.Closed += OnPositionClosed;
}
protected override void Initialize()
{
zigzag = new ZigZag(this, MarketSeries.TimeFrame, Depth, Deviation, BackStep, ShowHistory);
zigzag1 = new ZigZag(this, Timeframe1, Depth, Deviation, BackStep, ShowHistory);
zigzag2 = new ZigZag(this, Timeframe2, Depth, Deviation, BackStep, ShowHistory);
}
