/* Usage: run in Execute:
* public override void Execute(BarHistory bars, int idx)
* {
* Color col = new Color();
* if (idx >= bars.Count-100)
* {
* if ( bars.Close[idx] > bars.Close[idx - 50])
* col = Color.Green;
* else col = Color.Red;
*
* DrawLinRegChannel(idx, bars.AveragePriceHL, 45, 2, Color.FromArgb(30, col), PlotStyles.Line, 2);
* }
* }
*/
public static void DrawLinRegChannel(this UserStrategyBase obj, int bar, TimeSeries series, int period, double width, Color color, PlotStyles style, int line)
{
double Slope = (period - 1) * LRSlope.Series(series, period)[bar];
double Intercept = LR.Series(series, period)[bar];
width *= StdError.Series(series, period)[bar];
obj.DrawLine(bar - (period - 1), Intercept - Slope - width, bar, Intercept - width, color, 1);
obj.DrawLine(bar - (period - 1), Intercept - Slope + width, bar, Intercept + width, color, 1);
}
/* Usage: run after Execute has finished
* public override void BacktestComplete()
* {
* this.DrawTradeLines(GetPositions(), false);
* }
*/
public static void DrawTradeLines(this UserStrategyBase obj, List <Position> lst, bool showSignal = false)
{
for (int iPos = 0; iPos < lst.Count; iPos++)
{
Position position = lst[iPos];
int positionExitBar;
double positionExitPrice;
if (position.IsOpen)
{
positionExitBar = position.Bars.Count - 1;
positionExitPrice = position.Bars.Close[positionExitBar];
}
else
{
positionExitBar = position.ExitBar;
positionExitPrice = position.ExitPrice;
}
Color col;
if (position.PositionType == PositionType.Long)
{
col = (positionExitPrice - position.EntryPrice) > 0 ? Color.Green : Color.Red;
}
else
{
col = (positionExitPrice - position.EntryPrice) > 0 ? Color.Red : Color.Green;
}
obj.DrawLine(position.EntryBar, position.EntryPrice, positionExitBar, positionExitPrice, col);
if (showSignal)
{
obj.DrawBarAnnotation(position.EntrySignalName, position.EntryBar, position.PositionType == PositionType.Long, Color.Black, 12);
obj.DrawBarAnnotation(position.ExitSignalName, position.ExitBar, position.PositionType == PositionType.Short, Color.Black, 12);
}
}
}