protected override void OnMarketData(MarketDataEventArgs e)
{
if (e.MarketDataType == MarketDataType.Ask)
{
askPrice = e.Price;
return;
}
if (e.MarketDataType == MarketDataType.Bid)
{
bidPrice = e.Price;
return;
}
if (e.MarketDataType != MarketDataType.Last || ChartControl == null || askPrice == 0 || bidPrice == 0)
{
return;
}
if (Bars != null && !Bars.Session.InSession(DateTime.Now, Bars.Period, true, Bars.BarsType))
{
return;
}
double price = e.Price;
long volume = e.Volume;
if (!volumeInfo.ContainsKey(price))
{
volumeInfo.Add(price, new VolumeInfoItem());
}
VolumeInfoItem volumeInfoItem = volumeInfo[price];
if (price >= askPrice)
{
volumeInfoItem.up += volume;
}
else
if (price <= bidPrice)
{
volumeInfoItem.down += volume;
}
else
{
volumeInfoItem.neutral += volume;
}
}
protected override void OnRender(ChartControl chartControl, ChartScale chartScale)
{
if (Bars == null || Bars.Instrument == null || IsInHitTest)
{
return;
}
int firstBarIdxToPaint = -1;
double tickSize = Bars.Instrument.MasterInstrument.TickSize;
double volumeMax = 0;
SharpDX.Direct2D1.Brush upBrush = VolumeUpBrush.ToDxBrush(RenderTarget);
SharpDX.Direct2D1.Brush downBrush = VolumeDownBrush.ToDxBrush(RenderTarget);
SharpDX.Direct2D1.Brush neutralBrush = VolumeNeutralBrush.ToDxBrush(RenderTarget);
SharpDX.Direct2D1.Brush lineBrushDx = LineBrush.ToDxBrush(RenderTarget);
upBrush.Opacity = (float)(alpha / 100.0);
downBrush.Opacity = (float)(alpha / 100.0);
neutralBrush.Opacity = (float)(alpha / 100.0);
for (int i = newSessionBarIdx.Count - 1; i >= 0; i--)
{
int prevSessionBreakIdx = newSessionBarIdx[i];
if (prevSessionBreakIdx <= ChartBars.ToIndex)
{
startIndexOf = newSessionBarIdx.IndexOf(prevSessionBreakIdx);
firstBarIdxToPaint = prevSessionBreakIdx;
break;
}
}
if (sortedDicList.Count < 1 && cacheDictionary.Keys.Count > 0)
{
sortedDicList.Add(cacheDictionary);
}
foreach (Dictionary <double, VolumeInfoItem> tmpDict in sortedDicList)
{
foreach (KeyValuePair <double, VolumeInfoItem> keyValue in tmpDict)
{
double price = keyValue.Key;
if (Bars.BarsType.IsIntraday && (price > chartScale.MaxValue || price < chartScale.MinValue))
{
continue;
}
VolumeInfoItem vii = keyValue.Value;
double total = vii.up + vii.down + vii.neutral;
volumeMax = Math.Max(volumeMax, total);
}
}
if (volumeMax.ApproxCompare(0) == 0)
{
return;
}
int viiPositions = 0;
foreach (KeyValuePair <double, VolumeInfoItem> keyValue in sortedDicList[startIndexOf])
{
viiPositions++;
VolumeInfoItem vii = keyValue.Value;
double priceLower = keyValue.Key - tickSize / 2;
float yLower = chartScale.GetYByValue(priceLower);
float yUpper = chartScale.GetYByValue(priceLower + tickSize);
float height = Math.Max(1, Math.Abs(yUpper - yLower) - barSpacing);
int barWidthUp = (int)((ChartPanel.W / 2) * (vii.up / volumeMax));
int barWidthNeutral = (int)((ChartPanel.W / 2) * (vii.neutral / volumeMax));
int barWidthDown = (int)((ChartPanel.W / 2) * (vii.down / volumeMax));
float stationaryXpos = chartControl.GetXByBarIndex(ChartBars, !Bars.IsTickReplay ? ChartBars.FromIndex : Math.Max(ChartBars.FromIndex, firstBarIdxToPaint));
float xpos = chartControl.GetXByBarIndex(ChartBars, !Bars.IsTickReplay ? ChartBars.FromIndex : Math.Max(1, Math.Max(ChartBars.FromIndex, firstBarIdxToPaint)) - 1);
RenderTarget.FillRectangle(new SharpDX.RectangleF(xpos, yUpper, barWidthUp, height), upBrush);
xpos += barWidthUp;
RenderTarget.FillRectangle(new SharpDX.RectangleF(xpos, yUpper, barWidthNeutral, height), neutralBrush);
xpos += barWidthNeutral;
RenderTarget.FillRectangle(new SharpDX.RectangleF(xpos, yUpper, barWidthDown, height), downBrush);
if (!drawLines)
{
continue;
}
// Lower line
RenderTarget.DrawLine(new SharpDX.Vector2(stationaryXpos, yLower), new SharpDX.Vector2((ChartPanel.X + ChartPanel.W), yLower), lineBrushDx);
// Upper line (only at very top)
if (viiPositions == sortedDicList[startIndexOf].Count)
{
RenderTarget.DrawLine(new SharpDX.Vector2(stationaryXpos, yUpper), new SharpDX.Vector2((ChartPanel.X + ChartPanel.W), yUpper), lineBrushDx);
}
}
lineBrushDx.Dispose();
upBrush.Dispose();
downBrush.Dispose();
neutralBrush.Dispose();
}
/// <summary>
/// Called when the indicator is plotted.
/// </summary>
public override void Plot(Graphics graphics, Rectangle bounds, double min, double max)
{
// Paranoia
if (Bars == null || Bars.Instrument == null)
{
return;
}
double tickSize = Bars.Instrument.MasterInstrument.TickSize;
// Check if we should 'gray out' the bars
bool isInactive = (ChartControl.EquidistantBars && ChartControl.LastBarPainted < BarsArray[0].Count - 1 ||
!ChartControl.EquidistantBars && ChartControl.LastBarTimePainted < Time[0]);
double volumeMax = 0;
// Figure out the max volume
foreach (KeyValuePair <double, VolumeInfoItem> keyValue in volumeInfo)
{
double price = keyValue.Key;
// Don't watch volume for prices outside the visible chart
if (price > max || price < min)
{
continue;
}
VolumeInfoItem vii = keyValue.Value;
double total = vii.up + vii.down + vii.neutral;
volumeMax = Math.Max(volumeMax, total);
}
if (volumeMax == 0)
{
return;
}
SolidBrush upBrush = barBrushUp;
SolidBrush downBrush = barBrushDown;
SolidBrush neutralBrush = barBrushNeutral;
if (isInactive)
{
if (barBrushInactive == null)
{
barBrushInactive = new SolidBrush(Color.FromArgb(Math.Min(255, alpha + 50),
ChartControl.PriceMarkerInactive.R,
ChartControl.PriceMarkerInactive.G,
ChartControl.PriceMarkerInactive.B));
}
upBrush = downBrush = neutralBrush = barBrushInactive;
}
int viiPosition = 0;
// Plot 'em
foreach (KeyValuePair <double, VolumeInfoItem> keyValue in volumeInfo)
{
viiPosition++;
VolumeInfoItem vii = keyValue.Value;
double priceLower = keyValue.Key - tickSize / 2;
int yLower = ChartControl.GetYByValue(this, priceLower);
int yUpper = ChartControl.GetYByValue(this, priceLower + tickSize);
int height = Math.Max(1, Math.Abs(yUpper - yLower) - barSpacing);
int barWidthUp = (int)((bounds.Width / 2) * (vii.up / volumeMax));
int barWidthNeutral = (int)((bounds.Width / 2) * (vii.neutral / volumeMax));
int barWidthDown = (int)((bounds.Width / 2) * (vii.down / volumeMax));
int xpos = bounds.X;
graphics.FillRectangle(upBrush, new Rectangle(xpos, yUpper, barWidthUp, height));
xpos += barWidthUp;
graphics.FillRectangle(neutralBrush, new Rectangle(xpos, yUpper, barWidthNeutral, height));
xpos += barWidthNeutral;
graphics.FillRectangle(downBrush, new Rectangle(xpos, yUpper, barWidthDown, height));
if (!drawLines)
{
continue;
}
// Lower line
graphics.DrawLine(linePen, bounds.X, yLower - 1, bounds.X + bounds.Width, yLower - 1);
// Upper line (only at the very top)
if (viiPosition == volumeInfo.Count)
{
graphics.DrawLine(linePen, bounds.X, yUpper - 1, bounds.X + bounds.Width, yUpper - 1);
}
}
}
