/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (!Bars.BarsType.IsIntraday)
{
DrawTextFixed("error msg", "CurrentDayOHL only works on intraday intervals", TextPosition.BottomRight);
return;
}
bool sameDay = true;
if (currentDate != Bars.GetTradingDayFromLocal(Time[0]) || currentOpen == double.MinValue)
{
currentOpen = Open[0];
currentHigh = High[0];
currentLow = Low[0];
sameDay = false;
}
currentHigh = Math.Max(currentHigh, High[0]);
currentLow = Math.Min(currentLow, Low[0]);
if (ShowOpen)
{
if (!PlotCurrentValue || !sameDay)
{
CurrentOpen.Set(currentOpen);
}
else
{
for (int idx = 0; idx < CurrentOpen.Count; idx++)
{
CurrentOpen.Set(idx, currentOpen);
}
}
}
if (ShowHigh)
{
if (!PlotCurrentValue || currentHigh != High[0])
{
CurrentHigh.Set(currentHigh);
}
else
{
for (int idx = 0; idx < CurrentHigh.Count; idx++)
{
CurrentHigh.Set(idx, currentHigh);
}
}
}
if (ShowLow)
{
if (!PlotCurrentValue || currentLow != Low[0])
{
CurrentLow.Set(currentLow);
}
else
{
for (int idx = 0; idx < CurrentLow.Count; idx++)
{
CurrentLow.Set(idx, currentLow);
}
}
}
currentDate = Bars.GetTradingDayFromLocal(Time[0]);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (Bars == null)
{
return;
}
if (!Bars.BarsType.IsIntraday)
{
DrawTextFixed("error msg", "PriorDayOHLC only works on intraday intervals", TextPosition.BottomRight);
return;
}
//MY PIECE OF CODE TO ONLY INCLUDE THE LINES FOR THE 5MIN CHART
if (!((BarsPeriod.Id == PeriodType.Minute) && (BarsPeriod.Value == 5)))
{
return;
}
// If the current data is not the same date as the current bar then its a new session
if (currentDate != Bars.GetTradingDayFromLocal(Time[0]) || currentOpen == 0)
{
// The current day OHLC values are now the prior days value so set
// them to their respect indicator series for plotting
if (currentOpen != 0)
{
priordayOpen = currentOpen;
priordayHigh = currentHigh;
priordayLow = currentLow;
priordayClose = currentClose;
if (ShowOpen)
{
PriorOpen.Set(priordayOpen);
}
if (ShowHigh)
{
PriorHigh.Set(priordayHigh);
}
if (ShowLow)
{
PriorLow.Set(priordayLow);
}
if (ShowClose)
{
PriorClose.Set(priordayClose);
}
}
// Initilize the current day settings to the new days data
currentOpen = Open[0];
currentHigh = High[0];
currentLow = Low[0];
currentClose = Close[0];
currentDate = Bars.GetTradingDayFromLocal(Time[0]);
}
else // The current day is the same day
{
// Set the current day OHLC values
currentHigh = Math.Max(currentHigh, High[0]);
currentLow = Math.Min(currentLow, Low[0]);
currentClose = Close[0];
if (ShowOpen)
{
PriorOpen.Set(priordayOpen);
}
if (ShowHigh)
{
PriorHigh.Set(priordayHigh);
}
if (ShowLow)
{
PriorLow.Set(priordayLow);
}
if (ShowClose)
{
PriorClose.Set(priordayClose);
}
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (Bars == null)
{
return;
}
if (!Bars.BarsType.IsIntraday)
{
DrawTextFixed("error msg", "ZZPriorDayOHLCAlerts only works on intraday intervals", TextPosition.BottomRight);
return;
}
// If the current data is not the same date as the current bar then its a new session
if (currentDate != Bars.GetTradingDayFromLocal(Time[0]) || currentOpen == 0)
{
// The current day OHLC values are now the prior days value so set
// them to their respect indicator series for plotting
if (currentOpen != 0)
{
twodayagoHigh = priordayHigh;
twodayagoLow = priordayLow;
priordayOpen = currentOpen;
priordayHigh = currentHigh;
priordayLow = currentLow;
priordayClose = currentClose;
if (ShowOpen)
{
PriorOpen.Set(priordayOpen);
}
if (ShowHigh)
{
PriorHigh.Set(priordayHigh);
}
if (ShowLow)
{
PriorLow.Set(priordayLow);
}
if (ShowClose)
{
PriorClose.Set(priordayClose);
}
}
// Initilize the current day settings to the new days data
currentOpen = Open[0];
currentHigh = High[0];
currentLow = Low[0];
currentClose = Close[0];
currentDate = Bars.GetTradingDayFromLocal(Time[0]);
}
else // The current day is the same day
{
// Set the current day OHLC values
currentHigh = Math.Max(currentHigh, High[0]);
currentLow = Math.Min(currentLow, Low[0]);
currentClose = Close[0];
// Alert if near HLC
//Print("priordayHigh = " + priordayHigh + " range = " + (priordayHigh+priordayHigh*0.001) + " " + (priordayHigh-priordayHigh*0.001) );
//Print("priordayLow = " + priordayLow + " range = " + (priordayLow-priordayLow*0.001) + " " +(priordayLow+priordayLow*0.001) );
if (currentClose > (priordayHigh - priordayHigh * 0.001) && currentClose < (priordayHigh + priordayHigh * 0.001))
{
Alert("NearPriorHigh", NinjaTrader.Cbi.Priority.High, "Near prior high", "Alert2.wav", 10, Color.Black, Color.Yellow);
}
if (currentClose > (priordayLow - priordayLow * 0.001) && currentClose < (priordayLow + priordayLow * 0.001))
{
Alert("NearPriorLow", NinjaTrader.Cbi.Priority.High, "Near prior low", "Alert2.wav", 10, Color.Black, Color.Yellow);
}
// Alert if near two days ago high or low
if (currentClose > (twodayagoHigh - twodayagoHigh * 0.001) && currentClose < (twodayagoHigh + twodayagoHigh * 0.001))
{
Alert("NearTwoDayAgoHigh", NinjaTrader.Cbi.Priority.High, "Near 2-day Ago high", "Alert2.wav", 10, Color.Black, Color.Yellow);
}
if (currentClose > (twodayagoLow - twodayagoLow * 0.001) && currentClose < (twodayagoLow + twodayagoLow * 0.001))
{
Alert("NearTwoDayAgoLow", NinjaTrader.Cbi.Priority.High, "Near 2-day Ago low", "Alert2.wav", 10, Color.Black, Color.Yellow);
}
if (ShowOpen)
{
PriorOpen.Set(priordayOpen);
}
if (ShowHigh)
{
PriorHigh.Set(priordayHigh);
}
if (ShowLow)
{
PriorLow.Set(priordayLow);
}
if (ShowClose)
{
PriorClose.Set(priordayClose);
}
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
//string kObj = "OnBarUpdate";
if (Bars == null)
{
return;
}
IBDataSeries ib30;
IBDataSeries ib60;
IBDataSeries ibEOD;
#region IBPrior
if (Bars.BarsSinceSession == 0)
{
recordIB30 = true;
recordIBEOD = true;
recordIB60 = true;
ib30 = new IBDataSeries()
{
StartBarSinceSession = Bars.BarsSinceSession,
TradeDate = Bars.GetTradingDayFromLocal(Time[0]).ToShortDateString(),
PriorDayOpen = Bars.GetDayBar(1).Open,
PriorDayHigh = Bars.GetDayBar(1).High,
PriorDayLow = Bars.GetDayBar(1).Low,
PriorDayClose = Bars.GetDayBar(1).Close,
PriorVolume = Bars.GetDayBar(1).Volume,
CurrDayOpen = Open[0],
IBOpen = Open[0]
};
ib60 = new IBDataSeries()
{
StartBarSinceSession = Bars.BarsSinceSession,
TradeDate = Bars.GetTradingDayFromLocal(Time[0]).ToShortDateString(),
PriorDayOpen = Bars.GetDayBar(1).Open,
PriorDayHigh = Bars.GetDayBar(1).High,
PriorDayLow = Bars.GetDayBar(1).Low,
PriorDayClose = Bars.GetDayBar(1).Close,
PriorVolume = Bars.GetDayBar(1).Volume,
CurrDayOpen = Open[0],
IBOpen = Open[0]
};
ibEOD = new IBDataSeries()
{
StartBarSinceSession = Bars.BarsSinceSession,
TradeDate = Bars.GetTradingDayFromLocal(Time[0]).ToShortDateString(),
PriorDayOpen = Bars.GetDayBar(1).Open,
PriorDayHigh = Bars.GetDayBar(1).High,
PriorDayLow = Bars.GetDayBar(1).Low,
PriorDayClose = Bars.GetDayBar(1).Close,
PriorVolume = Bars.GetDayBar(1).Volume,
CurrDayOpen = Open[0],
IBOpen = Open[0]
};
dIB30.Add(idxIB30, ib30);
dIB60.Add(idxIB60, ib60);
dIBEOD.Add(idxIBEOD, ibEOD);
idxIB30++;
idxIB60++;
idxIBEOD++;
//kLog(kObj, "PRIOR", String.Format(" {0} prior. O {2} H {3} L {4} C {5} V {6} R {7}",
// ib.StartBarSinceSession,
// ib.TradeDate,
// ib.PriorDayOpen.ToString("0.00"),
// ib.PriorDayHigh.ToString("0.00"),
// ib.PriorDayLow.ToString("0.00"),
// ib.PriorDayClose.ToString("0.00"),
// ib.PriorVolume.ToString("0"),
// (ib.PriorDayClose - ib.PriorDayOpen).ToString("0.00")
// ));
}
#endregion
#region IB30
if (ToTime(Time[0]) >= ib30Time && recordIB30 == true)
{
double ibHigh = 0;
double ibLow = 9999;
int emaCrossCount = 0;
int ibBullCount = 0;
int ibBearCount = 0;
int ibDojiCount = 0;
double ibVolume = 0;
string name = "IB30";
for (int i = 0; i < Bars.BarsSinceSession; i++)
{
ibHigh = Math.Max(ibHigh, High[i]);
ibLow = Math.Min(ibLow, Low[i]);
ibVolume = ibVolume + Volume[i];
if (Close[i] - Open[i] > 0)
{
ibBullCount++;
}
else if (Close[i] - Open[i] < 0)
{
ibBearCount++;
}
else if (Close[i] - Open[i] == 0)
{
ibDojiCount++;
}
if ((CrossAbove(EMA(emaPrimaryPeriod), EMA(emaReferencePeriod), i)) || (CrossBelow(EMA(emaPrimaryPeriod), EMA(emaReferencePeriod), i)))
{
emaCrossCount++;
}
}
if (dIB30.Count > 0)
{
dIB30[dIB30.Count - 1].IBClose = Close[0];
dIB30[dIB30.Count - 1].IBEndBar = Bars.BarsSinceSession;
dIB30[dIB30.Count - 1].IBLow = ibLow;
dIB30[dIB30.Count - 1].IBVolume = ibVolume;
dIB30[dIB30.Count - 1].IBHigh = ibHigh;
dIB30[dIB30.Count - 1].IBBullCount = ibBullCount;
dIB30[dIB30.Count - 1].IBBearCount = ibBearCount;
dIB30[dIB30.Count - 1].IBDojiCount = ibDojiCount;
dIB30[dIB30.Count - 1].IBEmaPrimaryAtClose = EMA(emaPrimaryPeriod)[0];
dIB30[dIB30.Count - 1].IBEmaReferenceAtClose = EMA(emaReferencePeriod)[0];
dIB30[dIB30.Count - 1].IBEmaCrossCount = emaCrossCount;
string insertIB30 = String.Format("Insert into algoIB values ('{0}','{1}','{2}','{3}','{4}','{5}','{6}','{7}','{8}','{9}','{10}','{11}','{12}','{13}','{14}','{15}')",
dIB30[dIB30.Count - 1].TradeDate.ToString() + "-" + name,
dIB30[dIB30.Count - 1].TradeDate,
name,
dIB30[dIB30.Count - 1].IBOpen,
dIB30[dIB30.Count - 1].IBHigh,
dIB30[dIB30.Count - 1].IBLow,
dIB30[dIB30.Count - 1].IBClose,
dIB30[dIB30.Count - 1].IBVolume,
dIB30[dIB30.Count - 1].StartBarSinceSession,
dIB30[dIB30.Count - 1].IBEndBar,
dIB30[dIB30.Count - 1].IBBullCount,
dIB30[dIB30.Count - 1].IBBearCount,
dIB30[dIB30.Count - 1].IBDojiCount,
dIB30[dIB30.Count - 1].IBEmaCrossCount,
dIB30[dIB30.Count - 1].IBEmaPrimaryAtClose.ToString("0.00"),
dIB30[dIB30.Count - 1].IBEmaReferenceAtClose.ToString("0.00")
);
Print(insertIB30);
MySqlCommand insertIBQuery30 = new MySqlCommand(insertIB30, dbConn);
insertIBQuery30.ExecuteNonQuery();
recordIB30 = false; // to prevent double prints
}
}
#endregion
#region IB60
if (ToTime(Time[0]) >= ib60Time && recordIB60 == true)
{
double ibHigh = 0;
double ibLow = 9999;
int emaCrossCount = 0;
int ibBullCount = 0;
int ibBearCount = 0;
int ibDojiCount = 0;
double ibVolume = 0;
string name = "IB60";
for (int i = 0; i < Bars.BarsSinceSession; i++)
{
ibHigh = Math.Max(ibHigh, High[i]);
ibLow = Math.Min(ibLow, Low[i]);
ibVolume = ibVolume + Volume[i];
if (Close[i] - Open[i] > 0)
{
ibBullCount++;
}
else if (Close[i] - Open[i] < 0)
{
ibBearCount++;
}
else if (Close[i] - Open[i] == 0)
{
ibDojiCount++;
}
if ((CrossAbove(EMA(emaPrimaryPeriod), EMA(emaReferencePeriod), i)) || (CrossBelow(EMA(emaPrimaryPeriod), EMA(emaReferencePeriod), i)))
{
emaCrossCount++;
}
}
if (dIB60.Count > 0)
{
dIB60[dIB60.Count - 1].IBClose = Close[0];
dIB60[dIB60.Count - 1].IBEndBar = Bars.BarsSinceSession;
dIB60[dIB60.Count - 1].IBLow = ibLow;
dIB60[dIB60.Count - 1].IBVolume = ibVolume;
dIB60[dIB60.Count - 1].IBHigh = ibHigh;
dIB60[dIB60.Count - 1].IBBullCount = ibBullCount;
dIB60[dIB60.Count - 1].IBBearCount = ibBearCount;
dIB60[dIB60.Count - 1].IBDojiCount = ibDojiCount;
dIB60[dIB60.Count - 1].IBEmaPrimaryAtClose = EMA(emaPrimaryPeriod)[0];
dIB60[dIB60.Count - 1].IBEmaReferenceAtClose = EMA(emaReferencePeriod)[0];
dIB60[dIB60.Count - 1].IBEmaCrossCount = emaCrossCount;
string insertIB60 = String.Format("Insert into algoIB values ('{0}','{1}','{2}','{3}','{4}','{5}','{6}','{7}','{8}','{9}','{10}','{11}','{12}','{13}','{14}','{15}')",
dIB60[dIB60.Count - 1].TradeDate.ToString() + "-" + name,
dIB60[dIB60.Count - 1].TradeDate,
name,
dIB60[dIB60.Count - 1].IBOpen,
dIB60[dIB60.Count - 1].IBHigh,
dIB60[dIB60.Count - 1].IBLow,
dIB60[dIB60.Count - 1].IBClose,
dIB60[dIB60.Count - 1].IBVolume,
dIB60[dIB60.Count - 1].StartBarSinceSession,
dIB60[dIB60.Count - 1].IBEndBar,
dIB60[dIB60.Count - 1].IBBullCount,
dIB60[dIB60.Count - 1].IBBearCount,
dIB60[dIB60.Count - 1].IBDojiCount,
dIB60[dIB60.Count - 1].IBEmaCrossCount,
dIB60[dIB60.Count - 1].IBEmaPrimaryAtClose.ToString("0.00"),
dIB60[dIB60.Count - 1].IBEmaReferenceAtClose.ToString("0.00")
);
Print(insertIB60);
try
{
MySqlCommand insertIBQuery60 = new MySqlCommand(insertIB60, dbConn);
insertIBQuery60.ExecuteNonQuery();
}
catch (Exception ex)
{
Print(ex.ToString());
}
recordIB60 = false; // to prevent double prints
}
}
#endregion
#region IBEOD
if (ToTime(Time[0]) >= ibEndTime && recordIBEOD == true)
{
double ibHigh = 0;
double ibLow = 9999;
int emaCrossCount = 0;
int ibBullCount = 0;
int ibBearCount = 0;
int ibDojiCount = 0;
double ibVolume = 0;
string name = "IBEOD";
for (int i = 0; i < Bars.BarsSinceSession; i++)
{
ibHigh = Math.Max(ibHigh, High[i]);
ibLow = Math.Min(ibLow, Low[i]);
ibVolume = ibVolume + Volume[i];
if (Close[i] - Open[i] > 0)
{
ibBullCount++;
}
else if (Close[i] - Open[i] < 0)
{
ibBearCount++;
}
else if (Close[i] - Open[i] == 0)
{
ibDojiCount++;
}
if ((CrossAbove(EMA(emaPrimaryPeriod), EMA(emaReferencePeriod), i)) || (CrossBelow(EMA(emaPrimaryPeriod), EMA(emaReferencePeriod), i)))
{
emaCrossCount++;
}
}
if (dIBEOD.Count > 0)
{
dIBEOD[dIBEOD.Count - 1].IBClose = Close[0];
dIBEOD[dIBEOD.Count - 1].IBEndBar = Bars.BarsSinceSession;
dIBEOD[dIBEOD.Count - 1].IBLow = ibLow;
dIBEOD[dIBEOD.Count - 1].IBVolume = ibVolume;
dIBEOD[dIBEOD.Count - 1].IBHigh = ibHigh;
dIBEOD[dIBEOD.Count - 1].IBBullCount = ibBullCount;
dIBEOD[dIBEOD.Count - 1].IBBearCount = ibBearCount;
dIBEOD[dIBEOD.Count - 1].IBDojiCount = ibDojiCount;
dIBEOD[dIBEOD.Count - 1].IBEmaPrimaryAtClose = EMA(emaPrimaryPeriod)[0];
dIBEOD[dIBEOD.Count - 1].IBEmaReferenceAtClose = EMA(emaReferencePeriod)[0];
dIBEOD[dIBEOD.Count - 1].IBEmaCrossCount = emaCrossCount;
string insertIBEOD = String.Format("Insert into algoIB values ('{0}','{1}','{2}','{3}','{4}','{5}','{6}','{7}','{8}','{9}','{10}','{11}','{12}','{13}','{14}','{15}')",
dIBEOD[dIBEOD.Count - 1].TradeDate.ToString() + "-" + name,
dIBEOD[dIBEOD.Count - 1].TradeDate,
name,
dIBEOD[dIBEOD.Count - 1].IBOpen,
dIBEOD[dIBEOD.Count - 1].IBHigh,
dIBEOD[dIBEOD.Count - 1].IBLow,
dIBEOD[dIBEOD.Count - 1].IBClose,
dIBEOD[dIBEOD.Count - 1].IBVolume,
dIBEOD[dIBEOD.Count - 1].StartBarSinceSession,
dIBEOD[dIBEOD.Count - 1].IBEndBar,
dIBEOD[dIBEOD.Count - 1].IBBullCount,
dIBEOD[dIBEOD.Count - 1].IBBearCount,
dIBEOD[dIBEOD.Count - 1].IBDojiCount,
dIBEOD[dIBEOD.Count - 1].IBEmaCrossCount,
dIBEOD[dIBEOD.Count - 1].IBEmaPrimaryAtClose.ToString("0.00"),
dIBEOD[dIBEOD.Count - 1].IBEmaReferenceAtClose.ToString("0.00")
);
Print(insertIBEOD);
MySqlCommand insertIBQuery = new MySqlCommand(insertIBEOD, dbConn);
insertIBQuery.ExecuteNonQuery();
recordIBEOD = false; // to prevent double prints
}
}
#endregion
}