//--------------------------------------
protected override void Initialize()
{
_marketDepth = MarketData.GetMarketDepth(Symbol);
_marketDepth.Updated += MarketDepthUpdated;
foreach (var entry in _marketDepth.BidEntries)
{
PreviousBidList.Add(new Previouslist
{
Preis = entry.Price,
Volumen = entry.Volume
});
}
foreach (var entry in _marketDepth.AskEntries)
{
PreviousAskList.Add(new Previouslist
{
Preis = entry.Price,
Volumen = entry.Volume
});
}
FilterM = Filter * 1000000;
var Table = new StringBuilder();
Table.AppendLine("Bid\tTime\tMillion\t\tAsk\tTime\tMillion");
Table.AppendLine("(Buys)\tago\tUnits\t\t(Sells)\tago\tUnits");
Table.AppendLine("----------------------------------------------------------------------------------");
ChartObjects.DrawText("Header", Table.ToString(), StaticPosition.TopLeft, (Colors)Enum.Parse(typeof(Colors), TextColor, true));
Timer.Start(UpdateFrequency);
}
protected override void Initialize()
{
old_index = MarketSeries.Close.Count - 1;
Symbol_PointSize = Symbol.PointSize;
_MarketDepth = MarketData.GetMarketDepth(Symbol);
_MarketDepth.Updated += OnUpdated;
}
protected override void Initialize()
{
//Global Init
for (var s = 0; s < array_value_index; s++)
{
aVolume[s] = 0;
}
today_bid = Symbol.Bid;
old_askbid_middle = ((Symbol.Ask + Symbol.Bid) / 2);
_marketDepth = MarketData.GetMarketDepth(Symbol);
index = MarketSeries.Close.Count - 1;
old_day = MarketSeries.OpenTime[index].DayOfYear;
start_time = MarketSeries.OpenTime[index].Year * MarketSeries.OpenTime[index].Day * MarketSeries.OpenTime[index].Hour * MarketSeries.OpenTime[index].Millisecond;
//Cycle
_marketDepth.Updated += Calc_And_Show_Chart;
}
/// <summary>
/// CALLED WHEN THE ROBOT FIRST STARTS, IT IS ONLY CALLED ONCE.
/// </summary>
protected override void OnStart()
{
// CONSTRUCT THE INDICATORS
_rsi = Indicators.RelativeStrengthIndex(RSISource, RSIPeriod);
_smaHIGH = Indicators.SimpleMovingAverage(HighSMASource, HighSMAPeriod);
_smaLOW = Indicators.SimpleMovingAverage(LowSMASource, LowSMAPeriod);
_mom = Indicators.MomentumOscillator(MOMSource, MOMPeriod);
_atr = Indicators.AverageTrueRange(ATRPeriod, MovingAverageType.Simple);
_md = MarketData.GetMarketDepth(Symbol);
_rvi = Indicators.GetIndicator <RelativeVigorIndex>(RVIPeriod, MovingAverageType.Simple);
tm = new TradeManager(this);
}
protected override void Initialize()
{
if (Price == 0)
{
MarketData.GetMarketDepth(Symbol).Updated += AnimateWarning;
}
if (BidOrAsk == 1)
{
spotPriceWasAbove = Symbol.Bid > Price;
}
else
{
spotPriceWasAbove = Symbol.Ask > Price;
}
if (NotificationWasPlayed())
{
triggered = true;
}
}
protected override void OnTick()
{
var sa = new System.Collections.Generic.List <string>();
var barTime = MarketSeries.OpenTime.LastValue;
var timestr = barTime.ToString("yyyy-MM-dd HH:mm:ss.fff");
MarketDepth mkdepth = MarketData.GetMarketDepth(Symbol.Code);
var volAdjAsk = vol_weighted_price(mkdepth.AskEntries);
var volAdjBid = vol_weighted_price(mkdepth.BidEntries);
var volAdjSpread = volAdjAsk - volAdjBid;
var volCntAsk = vol_weighted_cnt(mkdepth.AskEntries) / 100000.0;
var volCntBid = vol_weighted_cnt(mkdepth.BidEntries) / 100000.0;
var vonCntBuyVsSell = volCntAsk - volCntBid;
if ((volAdjAsk == 0.0) && (volAdjBid == 0.0))
{
return;
}
sa.Add(timestr);
sa.Add(Symbol.Ask.ToString("F6"));
sa.Add(Symbol.Bid.ToString("F6"));
sa.Add(Symbol.Spread.ToString("F6"));
sa.Add(mkdepth.AskEntries.Count.ToString("F2"));
sa.Add(mkdepth.BidEntries.Count.ToString("F2"));
sa.Add(volAdjAsk.ToString("F6"));
sa.Add(volAdjBid.ToString("F6"));
sa.Add(volAdjSpread.ToString("F6"));
sa.Add(volCntAsk.ToString("F2"));
sa.Add(volCntBid.ToString("F2"));
sa.Add(vonCntBuyVsSell.ToString("F2"));
var sout = string.Join(",", sa);
//System.IO.File.AppendAllText(fiName, sout);
fwriter.WriteLine(sout);
fwriter.Flush();
}
// MOST RELEVANT ELEMENTS/CLASSES ==========================
public void Elements()
{
//Symbol
var symbol = Symbol;
Print("Prices of {0}: Ask {1}, Bid {2}", symbol.Name, symbol.Ask, symbol.Bid);
Print("Volume: Step {0}, Min {1}, Max {2}", symbol.VolumeInUnitsStep, symbol.VolumeInUnitsMin, symbol.VolumeInUnitsMax);
//Timeframe
var currentTimeFrame = TimeFrame;
var someTimeFrame = TimeFrame.Daily;
//MarketData
var mktDepth = MarketData.GetMarketDepth(symbol.Name);
var mktSeries = MarketData.GetSeries(symbol.Name, currentTimeFrame);
Print("Last Close: {0}", mktSeries.Close.LastValue);
Print("Last Open: {0}", mktSeries.Open.LastValue);
Print("Last High: {0}", mktSeries.High.LastValue);
Print("Last Low: {0}", mktSeries.Low.LastValue);
//Technical Indicators
var rsi = Indicators.RelativeStrengthIndex(MarketSeries.Close, 14);
var bollinger = Indicators.BollingerBands(MarketSeries.Close, 20, 2, MovingAverageType.Simple);
//Execution
//var executeMarketO = ExecuteMarketOrder(TradeType.Buy, symbol.Name, symbol.VolumeInUnitsMin);
//var executeMarketO = PlaceLimitOrder(TradeType.Buy, symbol.Name, symbol.VolumeInUnitsMin, 1.3500);
//Position
var positions = Positions;
foreach (var position in Positions)
{
Print("Position {0} of {1}: Pips: {2}, NetProfit: {3}, Label: {4}", position.Id, position.EntryTime, position.Pips, position.NetProfit, position.Label);
}
}
protected override void Initialize()
{
_MarketDepth = MarketData.GetMarketDepth(Symbol);
_MarketDepth.Updated += OnUpdated;
}
protected override void Initialize()
{
GBPUSD = MarketData.GetMarketDepth(Symbol);
GBPUSD.Updated += OnGbpUsdUpdated;
}
//--------------------------------------
protected override void Initialize()
{
_marketDepth = MarketData.GetMarketDepth(Symbol);
_marketDepth.Updated += MarketDepthUpdated;
BidVolume = CreateDataSeries();
AskVolume = CreateDataSeries();
zigzag = Indicators.GetIndicator <ZigZag>(Depth, Deviation, BackStep);
foreach (var entry in _marketDepth.BidEntries)
{
PreviousBidList.Add(new Previouslist
{
Preis = entry.Price,
Volumen = entry.Volume
});
}
foreach (var entry in _marketDepth.AskEntries)
{
PreviousAskList.Add(new Previouslist
{
Preis = entry.Price,
Volumen = entry.Volume
});
}
LowFilterM = LowFilter * 1000000;
HighFilterM = HighFilter * 1000000;
fname = string.Format("{0}{1}{2}{3}", Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments), "\\", FileName == "" ? Symbol.Code : FileName, ".csv");
if (ReadFromFile && System.IO.File.Exists(fname) == true)
{
using (StreamReader Fstream = new StreamReader(fname))
{
string line;
while ((line = Fstream.ReadLine()) != null)
{
try
{
string[] words = line.Split(Delimiters);
double vol = Convert.ToDouble(words[1]);
if (vol >= HighFilterM || vol < LowFilterM)
{
continue;
}
int bago = BarsAgo(Convert.ToDateTime(words[0]));
if (bago == -1)
{
continue;
}
int bidx = MarketSeries.Close.Count - 1 - bago;
if (double.IsNaN(AskVolume[bidx]))
{
AskVolume[bidx] = 0;
}
if (double.IsNaN(BidVolume[bidx]))
{
BidVolume[bidx] = 0;
}
switch (words[2])
{
case "A":
AskVolume[bidx] += (vol / 1000000);
break;
case "B":
BidVolume[bidx] -= (vol / 1000000);
break;
}
} catch
{
continue;
}
}
}
}
if (WriteToFile)
{
if (System.IO.File.Exists(fname) == false)
{
System.IO.File.WriteAllText(fname, "");
}
Timer.Start(WriteInterval);
}
}
protected override void OnStart()
{
MarketData.GetMarketDepth(Symbol).Updated += MarketDepth_Updated;
}
