protected override void GomOnMarketData(Gom.MarketDataType e) { curbardelta += CalcDelta(e); if (curbardelta > 0) curdelta = Math.Max(prevdelta, 0) + curbardelta; if (curbardelta < 0) curdelta = Math.Min(prevdelta, 0) + curbardelta; }
public GomNinjaTickFileManager(bool isInstr, string name, double tickSize, bool writeData, Gom.FileModeType fileMode) { if (isInstr) { _InstrName = name; _TickSize=tickSize; } }
protected override void GomOnMarketData(Gom.MarketDataType e) { int delta = CalcDelta(e); totalvolume += e.Volume; if (delta > 0) upvolume += delta; if (delta < 0) downvolume += delta; deltavolume += delta; }
protected int CalcDelta(Gom.MarketDataType e) { return CalcDelta(e.TickType,e.Price,e.Volume,calcMode,backupMode,filterSize,filterMode); }
public FileManagerShort(bool isInstr, string name, double tickSize, bool writedata, Gom.FileModeType fileMode) : base(isInstr, name, tickSize, writedata, fileMode) { }
public FileManagerBinary(bool isInstr, string name, double tickSize, bool writedata, Gom.FileModeType fileMode) : base(isInstr, name, tickSize, writedata, fileMode) { _isBinary = true; }
public FileManagerFlat(bool isInstr, string name, double tickSize, bool writedata, Gom.FileModeType fileMode) : base(isInstr, name, tickSize, writedata, fileMode) { _useMillisec = true; }
public FileManager(bool isInstr, string name, double tickSize, bool writeData, Gom.FileModeType fileMode) : this() { if (isInstr) _InstrName = name; else _converterFileName = name; _tickSize = tickSize; _writeData = writeData; _fileMode = fileMode; }
//void ProcessDelta(int delta, bool firstTick) protected override void GomOnMarketData(Gom.MarketDataType e) { int delta = CalcDelta(e); totalvolume += delta; hi = Math.Max(hi, totalvolume); lo = Math.Min(lo, totalvolume); }
public Indicator.GomCD GomCD(GomCDCalculationModeType calcMode, GomCDChartType chart, string fileFormat, Gom.FileModeType fileModeType,GomFilterModeType filterMode, int filterSize, bool reinitSession) { Indicator.GomCD indy = _indicator.GomCD(calcMode,chart,fileFormat,filterMode,filterSize,reinitSession); indy.FileMode=fileModeType; return indy; }
protected virtual void GomOnMarketData(Gom.MarketDataType e) { }