protected override void OnStart()
{
_filePath = System.Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments) + "\\cAlgo\\cbotset\\";
_fileName = _filePath + "cbotset.json";
Print("fiName=" + _fileName);
SetParams();
if (_magnify == 1)
{
Print("Please choose the MACS.");
this.Stop();
}
_mac = Indicators.GetIndicator <_Magnify_MAC>(_resultperiods, _averageperiods, _magnify, _sub);
_mas = Indicators.GetIndicator <_Magnify_MAS>(_resultperiods, _averageperiods, _magnify, _sub, _break);
InitTimer1();
_timer1.Start();
Print("Done OnStart()");
}
protected override void OnStart()
{
_filePath = System.Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments) + "\\cAlgo\\cbotset\\";
_fileName = _filePath + "cbotset.json";
Print("fiName=" + _fileName);
SetParams();
_istrade = !_stopTrade;
Print("IsTrade: " + _istrade.ToString() + "-" + _istrade.GetType().ToString());
if (_magnify == 1)
{
Print("Please choose the MACS.");
this.Stop();
}
Positions.Opened += OnPositionsOpened;
Positions.Closed += OnPositionsClosed;
_mac = Indicators.GetIndicator <_Magnify_MAC>(_resultperiods, _averageperiods, _magnify, _sub);
_mas = Indicators.GetIndicator <_Magnify_MAS>(_resultperiods, _averageperiods, _magnify, _sub, _break);
if (_openCross)
{
_abovecross = true;
_belowcross = true;
Print("abovecross: " + _abovecross.ToString());
Print("belowcross: " + _belowcross.ToString());
}
else
{
_abovecross = false;
_belowcross = false;
Print("abovecross: " + _abovecross.ToString());
Print("belowcross: " + _belowcross.ToString());
}
_risk = false;
Print("risk: " + _risk.ToString());
_abovelabel = "Above" + "-" + Symbol.Code + "-" + MarketSeries.TimeFrame.ToString();
_belowlabel = "Below" + "-" + Symbol.Code + "-" + MarketSeries.TimeFrame.ToString();
_init = new OrderParams(null, Symbol, _initvolume, null, null, null, null, null, null, new System.Collections.Generic.List <double>
{
});
#region Get Mark
Position[] pos_above = this.GetPositions(_abovelabel);
Position[] pos_below = this.GetPositions(_belowlabel);
var poss = pos_above.Length == 0 ? pos_below : pos_above;
if (poss.Length != 0)
{
foreach (var p in poss)
{
var idx = p.Comment.IndexOf("M_") + 2;
if (!_marklist.Contains(p.Comment.Substring(idx, 13)))
{
_marklist.Add(p.Comment.Substring(idx, 13));
}
}
}
if (_marklist.Count != 0)
{
foreach (var mar in _marklist)
{
Print(mar);
}
}
#endregion
Print("Done OnStart()");
}
protected override void OnTick()
{
#region Parameter
GetRisk();
SetParams();
if (_isChange)
{
_mac = Indicators.GetIndicator <_Magnify_MAC>(_resultperiods, _averageperiods, _magnify, _sub);
_mas = Indicators.GetIndicator <_Magnify_MAS>(_resultperiods, _averageperiods, _magnify, _sub, _break);
}
var cr = _mac.Result.LastValue;
var ca = _mac.Average.LastValue;
var sr = _mas.Result.LastValue;
var sa = _mas.Average.LastValue;
Position[] pos_above = this.GetPositions(_abovelabel);
Position[] pos_below = this.GetPositions(_belowlabel);
var poss = pos_above.Length == 0 ? pos_below : pos_above;
#endregion
#region Cross
if (pos_above.Length == 0)
{
if (_abovecross == false)
{
_abovecross = true;
Print("abovecross: " + _abovecross.ToString());
}
}
else
{
if (sr > sa)
{
if (_abovecross == false)
{
_abovecross = true;
Print("abovecross: " + _abovecross.ToString());
}
}
}
if (pos_below.Length == 0)
{
if (_belowcross == false)
{
_belowcross = true;
Print("belowcross: " + _belowcross.ToString());
}
}
else
{
if (sr < sa)
{
if (_belowcross == false)
{
_belowcross = true;
Print("belowcross: " + _belowcross.ToString());
}
}
}
#endregion
#region Close
if (!_stopClose)
{
//Risk
if (_risk)
{
if (poss.Length >= 2)
{
var first = poss[0];
var second = poss[1];
var last0 = poss.OrderByDescending(p => p.EntryTime).ToArray()[0];
var last1 = poss.OrderByDescending(p => p.EntryTime).ToArray()[1];
if (last1.NetProfit < 0 && first.NetProfit + last0.NetProfit > 0)
{
this.ClosePosition(last0);
this.ClosePosition(first);
_risk = false;
Print("risk: " + _risk.ToString());
return;
}
else if (last1.NetProfit > 0)
{
this.ClosePosition(last0);
_risk = false;
Print("risk: " + _risk.ToString());
return;
}
}
}
if (pos_above.Length != 0)
{
if (GetClose(_abovelabel))
{
if (sr <= _sub / 5)
{
this.closeAllLabel(_abovelabel);
_risk = false;
Print("risk: " + _risk.ToString());
}
}
else
{
if (sr <= 0)
{
this.closeAllLabel(_abovelabel);
_risk = false;
Print("risk: " + _risk.ToString());
}
}
}
if (pos_below.Length != 0)
{
if (GetClose(_belowlabel))
{
if (sr >= -_sub / 5)
{
this.closeAllLabel(_belowlabel);
_risk = false;
Print("risk: " + _risk.ToString());
}
}
else
{
if (sr >= 0)
{
this.closeAllLabel(_belowlabel);
_risk = false;
Print("risk: " + _risk.ToString());
}
}
}
}
#endregion
#region Trade
if (_istrade)
{
#region Open
#region Above
if (GetOpen() == "above")
{
var volume = GetOpenVolume(GetOpen());
_init.TradeType = TradeType.Sell;
_init.Volume = Symbol.NormalizeVolumeInUnits(volume, RoundingMode.ToNearest);
_init.Label = _abovelabel;
_init.Comment = "CR_" + string.Format("{0:000000}", Math.Round(cr)) + "<";
_init.Comment += "BR_000" + "<";
_init.Comment += "D_" + string.Format("{0:000}", _distance) + "<";
_init.Comment += "S_" + string.Format("{0:000}", _sub) + "<";
_init.Comment += "B_" + string.Format("{0:000}", _break) + "<";
_init.Comment += "P_" + string.Format("{0:000}", pos_above.Length + 1) + "<";
_init.Comment += "M_" + _mas.Mark + "<";
this.executeOrder(_init);
_abovecross = false;
Print("abovecross: " + _abovecross.ToString());
}
if (GetOpen() == "above_br" && _isbreak)
{
var volume = GetOpenVolume(GetOpen());
_init.TradeType = TradeType.Sell;
_init.Volume = Symbol.NormalizeVolumeInUnits(volume, RoundingMode.ToNearest);
_init.Label = _abovelabel;
_init.Comment = "CR_" + string.Format("{0:000000}", Math.Round(cr)) + "<";
_init.Comment += "BR_" + string.Format("{0:000}", GetBreak(_abovelabel) + _distance) + "<";
_init.Comment += "D_" + string.Format("{0:000}", _distance) + "<";
_init.Comment += "S_" + string.Format("{0:000}", _sub) + "<";
_init.Comment += "B_" + string.Format("{0:000}", _break) + "<";
_init.Comment += "P_" + string.Format("{0:000}", pos_above.Length + 1) + "<";
_init.Comment += "M_" + _mas.Mark + "<";
this.executeOrder(_init);
}
#endregion
#region Below
if (GetOpen() == "below")
{
var volume = GetOpenVolume(GetOpen());
_init.TradeType = TradeType.Buy;
_init.Volume = Symbol.NormalizeVolumeInUnits(volume, RoundingMode.ToNearest);
_init.Label = _belowlabel;
_init.Comment = "CR_" + string.Format("{0:000000}", Math.Round(cr)) + "<";
_init.Comment += "BR_000" + "<";
_init.Comment += "D_" + string.Format("{0:000}", _distance) + "<";
_init.Comment += "S_" + string.Format("{0:000}", _sub) + "<";
_init.Comment += "B_" + string.Format("{0:000}", _break) + "<";
_init.Comment += "P_" + string.Format("{0:000}", pos_below.Length + 1) + "<";
_init.Comment += "M_" + _mas.Mark + "<";
this.executeOrder(_init);
_belowcross = false;
Print("belowcross: " + _belowcross.ToString());
}
if (GetOpen() == "below_br" && _isbreak)
{
var volume = GetOpenVolume(GetOpen());
_init.TradeType = TradeType.Buy;
_init.Volume = Symbol.NormalizeVolumeInUnits(volume, RoundingMode.ToNearest);
_init.Label = _belowlabel;
_init.Comment = "CR_" + string.Format("{0:000000}", Math.Round(cr)) + "<";
_init.Comment += "BR_" + string.Format("{0:000}", GetBreak(_belowlabel) + _distance) + "<";
_init.Comment += "D_" + string.Format("{0:000}", _distance) + "<";
_init.Comment += "S_" + string.Format("{0:000}", _sub) + "<";
_init.Comment += "B_" + string.Format("{0:000}", _break) + "<";
_init.Comment += "P_" + string.Format("{0:000}", pos_below.Length + 1) + "<";
_init.Comment += "M_" + _mas.Mark + "<";
this.executeOrder(_init);
}
#endregion
#endregion
}
#endregion
#region Draw
ChartObjects.DrawText("stop1", "fCross: " + "\t\tsClose: " + "\t\tsTrade: ", StaticPosition.TopLeft);
ChartObjects.DrawText("stop2", "\t" + _openCross.ToString() + "\t\t" + _stopClose.ToString() + "\t\t" + _stopTrade.ToString(), StaticPosition.TopLeft, Colors.Red);
ChartObjects.DrawText("Cross1", "\naCross: " + "\t\tbCross: " + "\t\trisk: ", StaticPosition.TopLeft);
ChartObjects.DrawText("Cross2", "\n\t" + _abovecross.ToString() + "\t\t" + _belowcross.ToString() + "\t\t" + _risk.ToString(), StaticPosition.TopLeft, Colors.Red);
ChartObjects.DrawText("Close1", "\n\naCount: " + "\t\taClose: " + "\t\tbCount: " + "\t\tbClose: ", StaticPosition.TopLeft);
ChartObjects.DrawText("Close2", "\n\n\t" + pos_above.Length.ToString() + "\t\t" + GetClose(_abovelabel).ToString() + "\t\t" + pos_below.Length.ToString() + "\t\t" + GetClose(_belowlabel).ToString(), StaticPosition.TopLeft, Colors.Red);
#endregion
}