public override void FinishedLoadData(string contract, string cycle, List <BarData> barDatas, bool isLast)
{
if (contract == Setting.Contracts[0] && cycle == Setting.Cycles[0])
{
kdj = new KDJ(barDatas, 9, 3, 3);
}
if (isLast)
{
StartStrategy();
}
}
/// <summary>
/// KDJ死叉
/// </summary>
/// <returns></returns>
bool CrossKdjDown(KDJ kdj)
{
var preDValue = kdj.GetDValue(kdj.Count - 2);
var preJValue = kdj.GetJValue(kdj.Count - 2);
var dValue = kdj.GetDValue(kdj.Count - 1);
var jValue = kdj.GetJValue(kdj.Count - 1);
if (!JPR.IsNaN(preDValue) && !JPR.IsNaN(preJValue) && !JPR.IsNaN(dValue) && !JPR.IsNaN(jValue))
{
return(preJValue > preDValue && jValue < dValue);
}
return(false);
}
public override void OnStrategyStart()
{
kdj = KDJ.create(Bars, 10, BarData.Close);
kdj.Color = Color.Green;
kdj.K.Color = Color.White;
kdj.D.Color = Color.Yellow;
Draw(kdj, 2);
Draw(kdj.K, 2);
Draw(kdj.D, 2);
line80 = new HorizontalLine(Bars, 80);
line80.Color = Color.Red;
Draw(line80, 2);
line20 = new HorizontalLine(Bars, 20);
line20.Color = Color.Green;
Draw(line20, 2);
}
public override void OnStrategyStart()
{
kdj = KDJ.create(Bars, 10, BarData.Close);
kdj.Color = Color.Green;
kdj.K.Color = Color.White;
kdj.D.Color = Color.Yellow;
Draw(kdj, 2);
Draw(kdj.K, 2);
Draw(kdj.D, 2);
line80 = new HorizontalLine(Bars, 80);
line80.Color = Color.Red;
Draw(line80, 2);
line20 = new HorizontalLine(Bars, 20);
line20.Color = Color.Green;
Draw(line20, 2);
}
protected override void OnBar(Instrument instrument, Bar bar)
{
Bars.Add(bar);
Log(bar, barsGroup);
if (kdj.Count == 0)
{
return;
}
Log(kdj.KSeries.Last, kGroup);
Log(kdj.DSeries.Last, dGroup);
Log(kdj.Last, jGroup);
Log(KDJ.K.Value(Bars, Bars.Count - 1, 10), k2Group);
Log(KDJ.D.Value(Bars, Bars.Count - 1, 10), d2Group);
Log(KDJ.Value(Bars, Bars.Count - 1, 10), j2Group);
Console.WriteLine("{0}, {1}", kdj.LastDateTime, kdj.KSeries.Last);
}
protected override void OnStrategyStart()
{
kdj = new KDJ(Bars, 10);
AddGroups();
}
void updateKDJ(/*ref KLData kLData,*/ ref DateTime time, ref SortedList <DateTime, KLData> KLDataArr)
{
KLData kLData = KLDataArr[time];
const double N = 9, M1 = 3, M2 = 3;
KDJ kdj = new KDJ();
double K = 0, D = 0, J = 0, RSV = 0;
int index = KLDataArr.IndexOfKey(time);
//Update MinMaxPirce
double min = Double.MaxValue, max = Double.MinValue;
for (int i = index; i >= 0 && i > index - N; i--)
{
//A slow way!!
//var t = KLDataArr.ElementAt(i).Value;
var t = KLDataArr.Values[i];
if (t.Low < min)
{
min = t.Low;
}
if (t.High > max)
{
max = t.High;
}
}
if (index == 0 || Double.IsNaN(KLDataArr.Values[index - 1].kdj.K))
{
RSV = (kLData.Close - min) / (max - min) * 100;
K = (1 * RSV + (M1 - 1) * 0) / 1;
D = (1 * K + (M2 - 1) * 0) / 1;
J = 3 * K - 2 * D;
}
else
{
var okLData = KLDataArr.Values[index - 1];
RSV = (kLData.Close - min) / (max - min) * 100;
K = (1 * RSV + (M1 - 1) * okLData.kdj.K) / M1;
D = (1 * K + (M2 - 1) * okLData.kdj.D) / M2;
J = 3 * K - 2 * D;
//For other
long timeBetween = kLData.sysTime.Ticks - okLData.sysTime.Ticks;
kdj.crossPoint = Vector2.checkCrossPoint
(
new Vector2(okLData.kdj.K, 0),
new Vector2(K, timeBetween),
new Vector2(okLData.kdj.J, 0),
new Vector2(J, timeBetween)
);
/*kdj.angle_KJ =
* angleBetween(*/
}
kdj.K = K;
kdj.D = D;
kdj.J = J;
kdj.RSV = RSV;
kLData.kdj = kdj;
KLDataArr[time] = kLData;
}
