public override void OnBar(object sender, IStrategyOnBarArgument currentData)
{
for (int i = 0; i < currentData.FinishedBars.Count; i++)
{
if (currentData.FinishedBars[i].KLinePeriod.Equals(GetParameter(PARAMKEY_PRINTPERIOD)))
{
IStrategyOnBarInfo bar = currentData.FinishedBars[i];
Console.WriteLine(bar.KLinePeriod + ":" + bar.KLineBar);
results.Add(bar.KLinePeriod + ":" + bar.KLineBar);
}
}
}
public override void OnBar(Object sender, IStrategyOnBarArgument currentData)
{
IList <IStrategyOnBarInfo> bars = currentData.FinishedBars;
for (int i = 0; i < bars.Count; i++)
{
IStrategyOnBarInfo barInfo = bars[i];
Console.WriteLine(barInfo.KLinePeriod + ":" + barInfo.KLineBar);
printData.Add(barInfo.KLinePeriod + ":" + barInfo.KLineBar);
}
//Console.WriteLine("bar:" + currentData.CurrentData.GetKLineData(KLinePeriod.KLinePeriod_1Minute));
}
public StrategyOnBarArgument(ForwardOnBarArgument forwardOnBarArgument) : base(forwardOnBarArgument.AllFinishedBars, forwardOnBarArgument.DataForward_Code)
{
this.mainBar = new StrategyOnBarInfo((ForwardOnbar_Info)forwardOnBarArgument.MainBar);
for (int i = 0; i < forwardOnBarArgument.AllFinishedBars.Count; i++)
{
this.finishedBars.Add(new StrategyOnBarInfo((ForwardOnbar_Info)forwardOnBarArgument.AllFinishedBars[i]));
}
//for (int i = 0; i < forwardOnBarArgument..Count; i++)
//{
// this.finishedBars.Add(new StrategyOnBarInfo((ForwardOnbar_Info)forwardOnBarArgument.AllFinishedBars[i]));
//}
}
private double GetMa(IStrategyOnBarInfo barInfo, int period)
{
IKLineData klineData = barInfo.KLineData;
int start = barInfo.BarPos - period;
start = start < 0 ? 0 : start;
double ma = 0;
for (int i = start; i <= barInfo.BarPos; i++)
{
ma += klineData.Arr_End[i];
}
return(ma / (barInfo.BarPos - start + 1));
}
public override void OnBar(object sender, IStrategyOnBarArgument argument)
{
IStrategyOnBarInfo bar = argument.GetFinishedBar(MainKLinePeriod);
if (bar != null)
{
if (argument.Time == 20171221.2100)
{
int start = bar.BarPos - 250;
int end = bar.BarPos;
for (int i = start; i < end; i++)
{
zigzag.Loop(i);
}
}
}
}
private void RecordBars(IList <IStrategyOnBarInfo> bars)
{
for (int i = 0; i < bars.Count; i++)
{
IStrategyOnBarInfo barInfo = bars[i];
KLinePeriod period = barInfo.KLinePeriod;
List <double> MaList;
if (dic_Period_MA.ContainsKey(period))
{
MaList = dic_Period_MA[period];
}
else
{
MaList = new List <double>();
dic_Period_MA.Add(period, MaList);
}
MaList.Add(GetMa(barInfo, this.maPeriod));
}
}
public override void OnBar(Object sender, IStrategyOnBarArgument argument)
{
IStrategyOnBarInfo bar = argument.GetFinishedBar(ZigzagPeriod);
if (bar != null)
{
zigzag.Loop(bar.BarPos);
}
//if (argument.Time == 20171218.0900)
//{
// int start = bar.BarPos - 500;
// int end = bar.BarPos;
// for (int i = start; i < end; i++)
// {
// zigzag.Loop(i);
// }
//}
}
public override void OnBar(object sender, IStrategyOnBarArgument currentData)
{
if (isOpen)
{
return;
}
IStrategyOnBarInfo barInfo = currentData.MainBar;
IKLineBar currentBar = barInfo.KLineBar;
IKLineBar lastBar = barInfo.KLineData.GetBar(barInfo.BarPos - 1);
//多头吞噬
if (currentBar.BlockHigh > lastBar.BlockHigh &&
currentBar.BlockLow < lastBar.BlockLow &&
currentBar.isRed() &&
currentBar.BlockHeight >= 20)
{
openPrice = currentBar.End;
StrategyHelper.Trader.Open(currentData.Code, data.market.OrderSide.Buy, openPrice, 10);
isOpen = true;
strategyResult.AddRow(currentBar.Code, barInfo.KLineBar.Time, new object[] { currentBar.BlockHeight, lastBar.BlockHeight });
IStrategyDrawer_PriceRect drawer = StrategyHelper.Drawer.GetDrawer_KLine(barInfo.KLinePeriod);
drawer.DrawPoint(new graphic.shape.PriceShape_Point(barInfo.BarPos, openPrice));
}
}
public override void OnBar(object sender, IStrategyOnBarArgument currentData)
{
IStrategyOnBarInfo barInfo = currentData.MainBar;
GenMa(barInfo.KLineData, barInfo.KLineData.BarPos, maList, maPeriod);
}
/**
* 查找高低点算法
* 1.找到疑似的高点低点
* 2.和之前的高低点进行比较，确认用之前的高低点还是现在的。
* 3.
*/
private void CalcTurnPoints(IStrategyOnBarInfo bar)
{
IKLineData klineData = bar.KLineData;
int barPos = klineData.BarPos;
//
if (barPos < highLowLength)
{
return;
}
IList <float> arr_HighPrice = klineData.Arr_High;
IList <float> arr_LowPrice = klineData.Arr_Low;
//首先找到高低点
bool hasFindLowPoint = IsPreviousBarTheLowestBar(arr_LowPrice, barPos, turnLength, highLowLength);
bool hasFindHighPoint = IsPreviousBarTheHighestBar(arr_HighPrice, barPos, turnLength, highLowLength);
if (!hasFindLowPoint && !hasFindHighPoint)
{
return;
}
int lastPointType = GetLastPointType(barPos);
int turnPointIndex = barPos - turnLength;
if (turnPointIndex < 0)
{
return;
}
//发生在chart刚开始，之前还没有低点高点
if (lastPointType == LASTTYPE_UNKNOWN)
{
if (hasFindHighPoint)
{
AddHighPoint(arr_HighPrice, turnPointIndex);
}
else
{
AddLowPoint(arr_LowPrice, turnPointIndex);
}
}
else if (lastPointType == LASTTYPE_HIGH)
{
if (hasFindHighPoint)
{
ReplaceHighPoint(arr_HighPrice, turnPointIndex);
}
else if (hasFindLowPoint)
{
AddLowPoint(arr_LowPrice, turnPointIndex);
}
}
else
{
if (hasFindLowPoint)
{
ReplaceLowPoint(barPos, arr_HighPrice, arr_LowPrice, turnPointIndex);
}
else if (hasFindHighPoint)
{
AddHighPoint(arr_HighPrice, turnPointIndex);
}
}
}
