/// <summary>
/// Defines a named chart pane.
/// </summary>
/// <param name="name">
/// The unique pane name
/// </param>
public ChartPaneBuilder Add(string name)
{
ChartPane pane = new ChartPane(name);
Container.Panes.Add(pane);
return(new ChartPaneBuilder(pane));
}
/// <summary>
/// Defines a chart pane.
/// </summary>
public ChartPaneBuilder Add()
{
ChartPane pane = new ChartPane();
Container.Panes.Add(pane);
return(new ChartPaneBuilder(pane));
}
/// <summary>
/// Configures the a navigator pane.
/// </summary>
public ChartNavigatorBuilder <T> Pane(Action <ChartPaneBuilder> configurator)
{
var pane = new ChartPane();
navigator.Pane = pane;
configurator(new ChartPaneBuilder(pane));
return(this);
}
void control_AddIndicatorEvent(PlatformIndicator indicator, ChartPane pane)
{
if (pane == null)
{
pane = chartControl.CreateSlavePane(indicator.Name, SlaveChartPane.MasterPaneSynchronizationModeEnum.XAxis, this.Height / 4);
pane.RightMouseButtonSelectionMode = ChartPane.SelectionModeEnum.HorizontalZoom;
pane.Add(indicator.ChartSeries);
// Establish proper Y axis values.
//pane.FitDrawingSpaceToScreen(true, true);
}
else
{
pane.Add(indicator.ChartSeries);
}
}
public override void Draw(ChartPane managingPane, GraphicsWrapper g, int unitsUnification, RectangleF clippingRectangle, float itemWidth, float itemMargin)
{
if (this.Visible == false || Indicator == null)
{
return;
}
lock (Indicator.Results)
{
foreach (string name in Indicator.Results.SetsNamesUnsafe)
{
LinesChartSeries.ChartTypeEnum?chartType = Indicator.Results.GetResultSetChartType(name);
if (chartType.HasValue == false)
{// No specific value assigned means go for default.
chartType = DefaultChartType;
}
base.DrawItemSet(chartType.Value, g, _outputResultSetsPens[name], _defaultBrush,
unitsUnification, clippingRectangle, itemWidth, itemMargin, name);
}
}
foreach (string name in Indicator.Parameters.DynamicNames)
{// Render fixed lines.
if (name.Contains(FixedLinePrefix))
{
object value = Indicator.Parameters.GetDynamic(name);
if (value == null)
{
continue;
}
float floatValue = Convert.ToSingle(value);
int dashMove = 0;// ((int)x % DashSize);
g.DrawLine(_defaultDashedPen, clippingRectangle.X + dashMove, floatValue, clippingRectangle.X + clippingRectangle.Width, floatValue);
}
}
}
protected override void Execute()
{
string today = DateTime.Now.ToString("yyyy-MM-dd");
string workingDir = @"Z:\Win10D";
string path = Path.Combine(workingDir, "Data", today);
if (!Directory.Exists(path))
{
throw new Exception("You must create the directory " + path);
}
PrintStatusBar(today + " Complete!");
//Pushed indicator ChartPane statements
ChartPane paneEquitySummaryScore1 = CreatePane(40, true, true);
ChartPane paneEquitySummaryCategory1 = CreatePane(40, true, true);
ChartPane paneEarnings1 = CreatePane(40, true, true);
//Pushed indicator PlotSeries statements
PlotFundamentalItems(paneEquitySummaryScore1, "equity summary score", Color.FromArgb(255, 255, 0, 0), LineStyle.Solid, 1);
PlotFundamentalItems(paneEquitySummaryCategory1, "equity summary category", Color.FromArgb(255, 255, 0, 0), LineStyle.Solid, 1);
PlotFundamentalItems(paneEarnings1, "estimated earnings", Color.FromArgb(255, 0, 128, 128), LineStyle.Solid, 1);
PlotFundamentalItems(paneEarnings1, "earnings per share", Color.FromArgb(255, 255, 0, 0), LineStyle.Solid, 1);
}
/// <summary>
/// 设置子属性
/// </summary>
protected override void SetChildElements()
{
ChartPane control = this.ControlHost.Content as ChartPane;
this.HtmlWriter.AddAttribute("dojoType", "Controls/Charting/Chart");
if (!IsPreview && !string.IsNullOrEmpty(this.ControlHost.Name))
{
this.HtmlWriter.AddAttribute("id", this.ControlHost.Name);
}
string chartTheme = control.ChartTheme.ToString();
if (control.ChartTheme == EChartTheme.PlotKitBlue)
{
chartTheme = "PlotKit.blue";
}
if (control.ChartTheme == EChartTheme.PlotKitCyan)
{
chartTheme = "PlotKit.cyan";
}
if (control.ChartTheme == EChartTheme.PlotKitGreen)
{
chartTheme = "PlotKit.green";
}
if (control.ChartTheme == EChartTheme.PlotKitOrange)
{
chartTheme = "PlotKit.orange";
}
if (control.ChartTheme == EChartTheme.PlotKitPurple)
{
chartTheme = "PlotKit.purple";
}
if (control.ChartTheme == EChartTheme.PlotKitRed)
{
chartTheme = "PlotKit.red";
}
this.HtmlWriter.AddAttribute("theme", "dojox.charting.themes." + chartTheme);
int width = 0;
StringBuilder styleStr = new StringBuilder();
if (control.Width != null && control.Width > 0)
{
width = width - 1;
}
if (width > 0)
{
styleStr.AppendFormat("width:{0}px !important;", control.Width.ToString());
}
else
{
styleStr.AppendFormat("width:calc(100% - 1px) !important;");
}
if (control.Height != null && control.Height > 0)
{
styleStr.AppendFormat("height:{0}px !important;", control.Height.ToString());
}
if (!string.IsNullOrEmpty(styleStr.ToString()))
{
this.HtmlWriter.AddAttribute("style", styleStr.ToString());
}
//
this.HtmlWriter.RenderBeginTag(this.TagName);
foreach (var c in this.ControlHost.Children)
{
var builder = c.GetBuilder(this.IsPreview, this.ScreenDefinition, this.Compile, this.ProjectDocument, this.PermissionData, this.HtmlWriter);
builder.Parent = this;
builder.Build();
}
this.HtmlWriter.RenderEndTag();
}
protected override void Execute()
{
SMA sma10 = SMA.Series(Close, 10);
EMA ema30 = EMA.Series(Close, 30, EMACalculation.Modern);
WilliamsR wlm = WilliamsR.Series(Bars, 3);
BBandLower LB = BBandLower.Series(Close, 29, 2.5);
BBandUpper UB = BBandUpper.Series(Close, 29, 2.5);
SolidBrush shadowBrush = new SolidBrush(Color.FromArgb(10, Color.FromArgb(102, 0, 0, 255)));
PlotSeriesFillBand(PricePane, LB, UB, Color.FromArgb(255, 176, 196, 222), shadowBrush, LineStyle.Solid, 2);
DateTime nextReportDate = new DateTime(2010, 1, 1);
FundamentalItem fi = GetFundamentalItem(Bars.Count - 1, Bars.Symbol, "earnings per share");
bool crossOver = false;
bool pullback = false;
bool crossUnder = false;
bool pullup = false;
for (int bar = 30; bar < Bars.Count; bar++)
{
SetContext("SPY", true);
bool signal = sma10[bar] > ema30[bar];
bool goLong = false;
bool goShort = false;
if (signal && wlm[bar] < 20)
{
goLong = true;
}
if (!signal && wlm[bar] > 80)
{
crossOver = false;
goShort = true;
}
RestoreContext();
//goLong = true;
if (!IsLastPositionActive)
{
if (goLong)
{
if (CrossOver(bar, sma10, ema30))
{
crossOver = true;
pullback = false;
crossUnder = false;
pullup = false;
continue;
}
if (crossOver && Close[bar] < sma10[bar] && pullback == false)
{
pullback = true;
}
if (pullback && Close[bar] > sma10[bar])
{
// DrawCircle( PricePane, 10, bar, High[bar], Color.Green, Color.DarkGreen, WealthLab.LineStyle.Solid, 2, true );
// crossOver = false;
pullback = false;
BuyAtMarket(bar + 1, "SMA 10 is above EMA 30 and pull back is done ");
}
}
else
if (goShort)
{
if (CrossUnder(bar, sma10, ema30))
{
crossUnder = true;
pullup = false;
crossOver = false;
pullback = false;
continue;
}
if (crossUnder && Close[bar] > sma10[bar] && pullup == false)
{
pullup = true;
}
if (pullup && Close[bar] < sma10[bar])
{
// DrawCircle( PricePane, 10, bar, High[bar], Color.Green, Color.DarkGreen, WealthLab.LineStyle.Solid, 2, true );
// crossOver = false;
pullup = false;
ShortAtMarket(bar + 1, "SMA 10 is below EMA 30 and pull back is done ");
}
// DrawCircle( PricePane, 10, bar, High[bar], Color.Blue, Color.Black, WealthLab.LineStyle.Solid, 2, true );
}
}
else
{
if (LastActivePosition.PositionType == PositionType.Long)
{
double b = LB[bar];
if (
LastActivePosition.EntryPrice > Close[bar] && Close[bar] < b &&
bar >= LastActivePosition.EntryBar
)
{
SellAtMarket(bar + 1, LastActivePosition, "stop lose");
crossOver = false;
pullback = false;
continue;
}
if (Bars.IntradayBarNumber(bar) == 0 && EarningsDate.InWindow(this, bar, "earnings per share", 365, 0))
{
//DrawLabel(PricePane, "Next Earnings: " + Date[bar].ToString());
PrintDebug(Date[bar].ToString());
}
if (Date[bar].Day > (LastActivePosition.EntryDate.Day + 4) && Bars.IsLastBarOfDay(bar))
{
SellAtMarket(bar + 1, LastActivePosition, "Close on 5th day");
crossOver = false;
pullback = false;
continue;
}
else
if (CrossUnder(bar, sma10, ema30))
{
SellAtMarket(bar + 1, LastActivePosition, "Take profit");
crossOver = false;
pullback = false;
continue;
}
}
else if (LastActivePosition.PositionType == PositionType.Short)
{
double b = UB[bar];
if (
LastActivePosition.EntryPrice < Close[bar] && Close[bar] > b &&
bar >= LastActivePosition.EntryBar
)
{
CoverAtMarket(bar + 1, LastActivePosition, "Short stop lose");
crossUnder = false;
pullup = false;
continue;
}
if (Date[bar].Day > (LastActivePosition.EntryDate.Day + 4) && Bars.IsLastBarOfDay(bar))
{
CoverAtMarket(bar + 1, LastActivePosition, "Close on 5th day");
crossUnder = false;
pullup = false;
continue;
}
else
if (CrossOver(bar, sma10, ema30))
{
CoverAtMarket(bar + 1, LastActivePosition, "Take profit");
crossUnder = false;
pullup = false;
continue;
}
}
}
}
//Pushed indicator ChartPane statements
ChartPane paneWilliamsR1 = CreatePane(40, true, true);
//Pushed indicator PlotSeries statements
PlotSeries(PricePane, sma10, Color.DarkGreen, LineStyle.Solid, 2);
PlotSeries(PricePane, ema30, Color.Blue, LineStyle.Solid, 2);
PlotSeries(paneWilliamsR1, wlm, Color.OliveDrab, LineStyle.Solid, 2);
}
/// <summary>
/// Initializes a new instance of the <see cref="ChartPaneBuilder"/> class.
/// </summary>
/// <param name="pane">The phart pane.</param>
public ChartPaneBuilder(ChartPane pane)
{
Pane = pane;
}
/// <summary>
/// Initializes a new instance of the <see cref="ChartPaneBuilder"/> class.
/// </summary>
/// <param name="pane">The phart pane.</param>
public ChartPaneBuilder(ChartPane pane)
{
Pane = pane;
}
protected override void Execute()
{
int level;
signleToSell = false;
priceAtCross = 0;
firstUp = false;
firstDown = false;
priceAtCrossDown = 0;
rocAtCrossDown = 0;
topPrice = 0;
lastTop = 0;
breakPrice = 0;
rocPrice = 0;
//Create and plot period RSI
RSI rsi20 = RSI.Series(Close, 29);
DataSeries senkouSpanA = SenkouSpanA.Series(Bars);
DataSeries senkouSpanB = SenkouSpanB.Series(Bars);
ChartPane rsiPane = CreatePane(50, true, true);
PlotSeries(rsiPane, rsi20, Color.Navy, LineStyle.Solid, 3);
DrawHorzLine(rsiPane, overbought.Value, Color.Green, LineStyle.Dotted, 2);
ChartPane paneROC1 = CreatePane(40, true, true);
PlotSeries(paneROC1, ROC.Series(Close, 20), Color.FromArgb(255, 112, 128, 144), LineStyle.Dotted, 2);
DrawHorzLine(paneROC1, 0, Color.Red, LineStyle.Solid, 2);
int period = Math.Max(29, 20);
if (initPosition)
{
// init starting state to force buy into the market
priceAtCrossDown = Close[period + 1];
rocAtCrossDown = ROC.Value(period + 1, Close, 20);
firstDown = true;
}
//Trading system main loop
for (int bar = period + 1; bar < Bars.Count; bar++)
{
if (Close[bar] > topPrice)
{
topPrice = Close[bar];
}
// Ichimoku start
if (
CrossOver(bar, Close, senkouSpanA))
// if (CrossUnder(bar, rsi20, level))
{
if (!firstDown)
{
// first time to go below
// set cross happen and record the targit price
firstDown = true;
priceAtCrossDown = Close[bar];
rocAtCrossDown = ROC.Value(bar, Close, 20);
}
}
// play trayling
int addToPosition = 0;
bool rsiOk = false;
bool priceOK = false;
if (firstDown)
{
// ROC must improve by delta
double delta = Math.Abs(rocAtCrossDown * 0.2);
double newrocSMA = ROC.Value(bar, Close, 20);
if (bar == Bars.Count - 1)
{
rocPrice = rocAtCrossDown + delta;
}
if (newrocSMA <= (rocAtCrossDown + delta))
{
if (newrocSMA < rocAtCrossDown)
{
rocAtCrossDown = newrocSMA;
}
}
else
{
rsiOk = true;
}
double riseV = 2;
delta = priceAtCrossDown * (riseV / 1000.0 + 0.00017);
if (bar == Bars.Count - 1)
{
breakPrice = priceAtCrossDown + delta;
}
if (Close[bar] < (priceAtCrossDown + delta))
{
// DrawLabel(PricePane, "ready to buy, price is not rising: " + Close[bar].ToString() + " less than " + (priceAtCrossDown + delta).ToString());
if (Close[bar] < priceAtCrossDown)
{
priceAtCrossDown = Close[bar];
}
}
else
{
priceOK = true;
}
if (priceOK && rsiOk)
{
addToPosition++;
firstDown = false;
}
}
// you can have only one active position
foreach (Position pos in Positions)
{
if (pos.Active && pos.PositionType == PositionType.Long)
{
addToPosition = 0;
break;
}
}
if (addToPosition > 0)
{
// Close all shorts
foreach (Position pos in Positions)
{
if (pos.Active && pos.PositionType == PositionType.Short)
{
CoverAtMarket(bar + 1, pos);
}
}
// DrawLabel(PricePane, "buy at bar = " + bar.ToString());
Position p = BuyAtMarket(bar + 1);
firstUp = false;
}
level = overbought.ValueInt;
int ClosedTrades = 0;
signleToSell = false;
if (CrossOver(bar, rsi20, overbought.ValueInt))
{
if (!firstUp)
{
// first time to go above
// set cross happen and record the targit price
firstUp = true;
priceAtCross = Close[bar];
}
}
if (firstUp)
{
double riseV = 2;
double delta = priceAtCross * (riseV / 1000 + 0.00017);
priceOK = true;
if (Close[bar] >= (priceAtCross - delta))
{
if (Close[bar] > priceAtCross)
{
priceAtCross = Close[bar];
}
}
else
{
priceOK = false;
}
// keep as long ROC over zero
if (ROC.Value(bar, Close, 20) <= 0 && !priceOK)
{
signleToSell = true;
firstUp = false;
}
}
// wait until price either move up or stopped out
if (signleToSell)
{
firstUp = false;
//DrawLabel(PricePane, ActivePositions.Count.ToString());
foreach (Position pos in Positions)
{
if (pos.Active && pos.PositionType == PositionType.Long)
{
SellAtMarket(bar + 1, pos);
ClosedTrades++;
}
}
signleToSell = false;
}
if (!IsLastPositionActive)
{
if (CrossUnder(bar, Close, senkouSpanB))
{
// Short only after sell long position
if (!trend)
{
ShortAtMarket(bar + 1);
}
}
}
// sell on % lose
foreach (Position pos in Positions)
{
if (pos.Active &&
pos.PositionType == PositionType.Long &&
pos.EntryPrice > (Close[bar] + pos.EntryPrice * (0.008 + 0 * 0.001)) &&
bar >= pos.EntryBar
)
{
SellAtMarket(bar + 1, pos, "stop lose");
signleToSell = false;
firstUp = false;
firstDown = false;
continue;
}
if (pos.Active &&
pos.PositionType == PositionType.Short &&
Close[bar] > (pos.EntryPrice + pos.EntryPrice * (0.008 + 0 * 0.001)) &&
bar >= pos.EntryBar
)
{
CoverAtMarket(bar + 1, pos, "stop lose Short");
}
}
}
double currentPrice = Close[Bars.Count - 1];
DrawLabel(paneROC1, "Top: " + topPrice.ToString(), Color.Red);
DrawLabel(paneROC1, "Current Price: " + currentPrice.ToString());
DrawLabel(paneROC1, "Goal : " + " At +5% " + (currentPrice * 1.05).ToString(), Color.BlueViolet);
DrawLabel(paneROC1, "Goal : " + " At +8% " + (currentPrice * 1.08).ToString(), Color.MediumSpringGreen);
DrawLabel(paneROC1, "Goal : " + " At +10% " + (currentPrice * 1.10).ToString(), Color.DarkOliveGreen);
DrawLabel(PricePane, "Drop : " + " At -5% " + (topPrice * 0.95).ToString(), Color.DarkGreen);
DrawLabel(PricePane, "Correction : " + " At -8% " + (topPrice * 0.92).ToString(), Color.DarkBlue);
DrawLabel(PricePane, "Correction : " + " At -10% " + (topPrice * 0.90).ToString(), Color.Red);
DrawLabel(PricePane, "Bear market: " + " At -20% " + (topPrice * 0.80).ToString(), Color.DarkRed);
if (breakPrice > 0)
{
DrawLabel(PricePane, "Break above Price: " + breakPrice.ToString(), Color.DarkGoldenrod);
}
if (rocPrice > 0)
{
DrawLabel(PricePane, "Break above Momuntem: " + rocPrice.ToString(), Color.DarkGoldenrod);
}
DrawHorzLine(PricePane, currentPrice * 1.05, Color.BlueViolet, LineStyle.Solid, 6);
DrawHorzLine(PricePane, currentPrice * 1.08, Color.MediumSpringGreen, LineStyle.Solid, 3);
DrawHorzLine(PricePane, currentPrice * 1.10, Color.DarkOliveGreen, LineStyle.Solid, 3);
DrawHorzLine(PricePane, topPrice * 0.95, Color.DarkGreen, LineStyle.Solid, 3);
DrawHorzLine(PricePane, topPrice * 0.92, Color.DarkBlue, LineStyle.Solid, 3);
DrawHorzLine(PricePane, topPrice * 0.90, Color.Red, LineStyle.Solid, 3);
DrawHorzLine(PricePane, topPrice * 0.80, Color.DarkRed, LineStyle.Solid, 3);
if (breakPrice > 0)
{
DrawHorzLine(PricePane, breakPrice, Color.DarkGoldenrod, LineStyle.Solid, 4);
}
//Pushed indicator PlotSeries statements
PlotSeries(PricePane, KijunSen.Series(Bars), Color.FromArgb(255, 128, 0, 128), LineStyle.Solid, 3);
PlotSeriesFillBand(PricePane, SenkouSpanA.Series(Bars), SenkouSpanB.Series(Bars), Color.FromArgb(255, 128, 0, 255), Color.FromArgb(63, 0, 0, 255), LineStyle.Solid, 3);
PlotSeriesFillBand(PricePane, SenkouSpanB.Series(Bars), SenkouSpanA.Series(Bars), Color.FromArgb(255, 255, 0, 0), Color.FromArgb(63, 255, 0, 0), LineStyle.Solid, 3);
PlotSeries(PricePane, TenkanSen.Series(Bars), Color.FromArgb(255, 0, 64, 128), LineStyle.Solid, 3);
}
protected override void Execute()
{
int level;
signleToSell = false;
priceAtCross = 0;
firstUp = false;
firstDown = false;
priceAtCrossDown = 0;
rocAtCrossDown = 0;
topPrice = 0;
lastTop = 0;
breakPrice = 0;
rocPrice = 0;
//Create and plot period RSI
RSI rsi20 = RSI.Series(Close, rsiPeriod.ValueInt);
ChartPane rsiPane = CreatePane(50, true, true);
PlotSeries(rsiPane, rsi20, Color.Navy, LineStyle.Solid, 3);
DrawHorzLine(rsiPane, oversold.Value, Color.Red, LineStyle.Dotted, 2);
DrawHorzLine(rsiPane, overbought.Value, Color.Green, LineStyle.Dotted, 2);
ChartPane paneROC1 = CreatePane(40, true, true);
PlotSeries(paneROC1, ROC.Series(Close, rocPeriod.ValueInt), Color.FromArgb(255, 112, 128, 144), LineStyle.Dotted, 2);
DrawHorzLine(paneROC1, 0, Color.Red, LineStyle.Solid, 2);
int period = Math.Max(rsiPeriod.ValueInt, rocPeriod.ValueInt);
if (initPosition)
{
// init starting state to force buy into the market
priceAtCrossDown = Close[period + 1];
rocAtCrossDown = ROC.Value(period + 1, Close, rocPeriod.ValueInt);
firstDown = true;
}
double High60 = 0;
double Low60 = 0;
int n = Bars.BarInterval;
int num = (60 / n) - 1; // the first hour bar
int firstIntradayBar = -1;
//Trading system main loop
for (int bar = period + 1; bar < Bars.Count; bar++)
{
if (Bars.IntradayBarNumber(bar) == 0)
{
firstIntradayBar = bar;
}
if (Bars.IntradayBarNumber(bar) <= num) // highlight the first hour
{
SetBarColor(bar, Color.Silver);
}
if (Bars.IntradayBarNumber(bar) == num) // get the highest high and the lowest low after first hour
{
High60 = Highest.Series(Bars.High, num + 1)[bar];
Low60 = Lowest.Series(Bars.Low, num + 1)[bar];
if (firstIntradayBar > -1)
{
DrawLine(PricePane, bar, High60, firstIntradayBar, High60, Color.Blue, LineStyle.Dashed, 1);
DrawLine(PricePane, bar, Low60, firstIntradayBar, Low60, Color.Red, LineStyle.Dashed, 1);
}
}
if (Close[bar] > topPrice)
{
topPrice = Close[bar];
}
level = oversold.ValueInt;
if (CrossUnder(bar, rsi20, level))
{
if (!firstDown)
{
// first time to go below
// set cross happen and record the targit price
firstDown = true;
priceAtCrossDown = Close[bar];
rocAtCrossDown = ROC.Value(bar, Close, rocPeriod.ValueInt);
}
}
// play trayling
int addToPosition = 0;
bool rsiOk = false;
bool priceOK = false;
if (firstDown)
{
// ROC must improve by delta
double delta = Math.Abs(rocAtCrossDown * 0.2);
double newrocSMA = ROC.Value(bar, Close, rocPeriod.ValueInt);
if (bar == Bars.Count - 1)
{
rocPrice = rocAtCrossDown + delta;
}
if (newrocSMA <= (rocAtCrossDown + delta))
{
if (newrocSMA < rocAtCrossDown)
{
rocAtCrossDown = newrocSMA;
}
}
else
{
rsiOk = true;
}
double riseV = priceRise.ValueInt;
delta = priceAtCrossDown * (riseV / 1000.0 + 0.00017);
if (bar == Bars.Count - 1)
{
breakPrice = priceAtCrossDown + delta;
}
if (Close[bar] < (priceAtCrossDown + delta))
{
// DrawLabel(PricePane, "ready to buy, price is not rising: " + Close[bar].ToString() + " less than " + (priceAtCrossDown + delta).ToString());
if (Close[bar] < priceAtCrossDown)
{
priceAtCrossDown = Close[bar];
}
}
else
{
priceOK = true;
}
if (priceOK && rsiOk)
{
addToPosition++;
firstDown = false;
}
}
// you can have only one active position
foreach (Position pos in Positions)
{
if (pos.Active && pos.PositionType == PositionType.Long)
{
addToPosition = 0;
break;
}
}
if (addToPosition > 0)
{
// OverSold
// Close all shorts
foreach (Position pos in Positions)
{
if (pos.Active && pos.PositionType == PositionType.Short)
{
CoverAtMarket(bar + 1, pos);
}
}
// DrawLabel(PricePane, "buy at bar = " + bar.ToString());
Position p = BuyAtMarket(bar + 1);
firstUp = false;
}
level = overbought.ValueInt;
int ClosedTrades = 0;
signleToSell = false;
if (CrossOver(bar, rsi20, overbought.ValueInt))
{
if (!firstUp)
{
// first time to go above
// set cross happen and record the targit price
firstUp = true;
priceAtCross = Close[bar];
}
}
if (firstUp)
{
double riseV = priceRise.ValueInt;
double delta = priceAtCross * (riseV / 1000 + 0.00017);
priceOK = true;
if (Close[bar] >= (priceAtCross - delta))
{
if (Close[bar] > priceAtCross)
{
priceAtCross = Close[bar];
}
}
else
{
priceOK = false;
}
// keep as long ROC over zero
if (ROC.Value(bar, Close, rocPeriod.ValueInt) <= 0 && !priceOK)
{
signleToSell = true;
firstUp = false;
}
}
// sync real account with strategy
// if (Bars.Date[bar] == syncDate)
// {
// signleToSell = true; // close postions
// }
// Over Bought
// wait until price either move up or stopped out
if (signleToSell)
{
firstUp = false;
//DrawLabel(PricePane, ActivePositions.Count.ToString());
foreach (Position pos in Positions)
{
if (pos.Active && pos.PositionType == PositionType.Long)
{
SellAtMarket(bar + 1, pos);
ClosedTrades++;
}
}
signleToSell = false;
if (ClosedTrades > 0)
{
// Short only after sell long position
if (!trend)
{
ShortAtMarket(bar + 1);
}
}
}
// sell on % lose
foreach (Position pos in Positions)
{
if (pos.Active &&
pos.PositionType == PositionType.Long &&
pos.EntryPrice > (Close[bar] + pos.EntryPrice * (0.01 + stopLose.ValueInt * 0.001)) &&
bar >= pos.EntryBar
)
{
SellAtMarket(bar + 1, pos, "stop lose");
signleToSell = false;
firstUp = false;
firstDown = false;
continue;
}
if (pos.Active &&
pos.PositionType == PositionType.Short &&
Close[bar] > (pos.EntryPrice + pos.EntryPrice * (0.01 + stopLose.ValueInt * 0.001)) &&
bar >= pos.EntryBar
)
{
CoverAtMarket(bar + 1, pos, "stop lose Short");
}
}
}
double currentPrice = Close[Bars.Count - 1];
DrawLabel(paneROC1, "Top: " + topPrice.ToString(), Color.Red);
DrawLabel(paneROC1, "Current Price: " + currentPrice.ToString());
DrawLabel(paneROC1, "Goal : " + " At +5% " + (currentPrice * 1.05).ToString(), Color.BlueViolet);
DrawLabel(paneROC1, "Goal : " + " At +8% " + (currentPrice * 1.08).ToString(), Color.MediumSpringGreen);
DrawLabel(paneROC1, "Goal : " + " At +10% " + (currentPrice * 1.10).ToString(), Color.DarkOliveGreen);
DrawLabel(PricePane, "Drop : " + " At -5% " + (topPrice * 0.95).ToString(), Color.DarkGreen);
DrawLabel(PricePane, "Correction : " + " At -8% " + (topPrice * 0.92).ToString(), Color.DarkBlue);
DrawLabel(PricePane, "Correction : " + " At -10% " + (topPrice * 0.90).ToString(), Color.Red);
DrawLabel(PricePane, "Bear market: " + " At -20% " + (topPrice * 0.80).ToString(), Color.DarkRed);
if (breakPrice > 0)
{
DrawLabel(PricePane, "Break above Price: " + breakPrice.ToString(), Color.DarkGoldenrod);
}
if (rocPrice > 0)
{
DrawLabel(PricePane, "Break above Momuntem: " + rocPrice.ToString(), Color.DarkGoldenrod);
}
DrawHorzLine(PricePane, currentPrice * 1.05, Color.BlueViolet, LineStyle.Solid, 6);
DrawHorzLine(PricePane, currentPrice * 1.08, Color.MediumSpringGreen, LineStyle.Solid, 3);
DrawHorzLine(PricePane, currentPrice * 1.10, Color.DarkOliveGreen, LineStyle.Solid, 3);
DrawHorzLine(PricePane, topPrice * 0.95, Color.DarkGreen, LineStyle.Solid, 3);
DrawHorzLine(PricePane, topPrice * 0.92, Color.DarkBlue, LineStyle.Solid, 3);
DrawHorzLine(PricePane, topPrice * 0.90, Color.Red, LineStyle.Solid, 3);
DrawHorzLine(PricePane, topPrice * 0.80, Color.DarkRed, LineStyle.Solid, 3);
if (breakPrice > 0)
{
DrawHorzLine(PricePane, breakPrice, Color.DarkGoldenrod, LineStyle.Solid, 4);
}
}
public override void DrawInitialActualSpaceOverlays(ChartPane managingPane, GraphicsWrapper g)
{
base.DrawInitialActualSpaceOverlays(managingPane, g);
}
public override PointF DrawCustomMessages(ChartPane managingPane, GraphicsWrapper g, PointF drawingLocation)
{
if (Visible == false)
{
return(drawingLocation);
}
// Draw any standard messages first (if any).
drawingLocation = base.DrawCustomMessages(managingPane, g, drawingLocation);
Font font = managingPane.TitleFont;
if (CustomMessagesFont != null)
{
font = CustomMessagesFont;
}
foreach (FFNewsCustom.NewsEvent eventItem in Indicator.VisibleNewsEvents)
{
TimeSpan span = (eventItem.DateTime - DateTime.UtcNow);
int hours = (int)Math.Abs(Math.Floor(span.TotalHours));
string message;
if (span.TotalSeconds < 0)
{
message = hours.ToString() + " hrs " + Math.Abs(span.Minutes).ToString() + " mins since " + eventItem.Country + ": " + eventItem.Title;
}
else
{
message = hours.ToString() + " hrs " + span.Minutes.ToString() + " mins until " + eventItem.Country + ": " + eventItem.Title;
}
drawingLocation = DrawCustomMessage(g, font, Indicator.TitleBrush, message, drawingLocation);
float drawingLocationOriginalX = drawingLocation.X;
SizeF size = new SizeF();
if (font != null && Indicator.ImpactBrush != null)
{
// Draw impact part.
string impactString = "Impact: " + eventItem.Impact.ToString();
size = g.MeasureString(impactString, font);
g.DrawString(impactString, font, Indicator.ImpactBrush, drawingLocation);
drawingLocation.X += size.Width;
}
// Draw previous part.
if (string.IsNullOrEmpty(eventItem.Previous) == false)
{
if (font != null && Indicator.PreviousBrush != null)
{
string previousString = "Previous: " + eventItem.Previous;
size = g.MeasureString(previousString, font);
g.DrawString(previousString, font, Indicator.PreviousBrush, drawingLocation);
drawingLocation.X += size.Width;
}
}
if (string.IsNullOrEmpty(eventItem.Forecast) == false)
{
if (font != null && Indicator.ForecastBrush != null)
{
string forecastString = "Forecast: " + eventItem.Forecast;
size = g.MeasureString(forecastString, font);
g.DrawString(forecastString, font, Indicator.ForecastBrush, drawingLocation);
drawingLocation.X += size.Width;
}
}
drawingLocation.X = drawingLocationOriginalX;
drawingLocation.Y += size.Height;
}
return(drawingLocation);
}
