/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar != lastSeen)
{
var olded = extdat.getExtraData(1, Bars, CurrentBar);
lastSeen = CurrentBar;
if (olded != null)
{
UpCount.Set(1, ((double)olded.UpTicks) / Math.Max(olded.UpCount, 1));
DnCount.Set(1, ((double)(-olded.DnTicks)) / Math.Max(olded.DnCount, 1));
PlotColors[0][1] = Color.Green;
PlotColors[1][1] = Color.Red;
}
}
var ed = extdat.getExtraData(0, Bars, CurrentBar);
if (ed != null)
{
UpCount.Set(((double)(ed.UpTicks)) / Math.Max(ed.UpCount, 1));
DnCount.Set(((double)(-ed.DnTicks)) / Math.Max(ed.DnCount, 1));
PlotColors[0][0] = Color.Cyan;
PlotColors[1][0] = Color.Magenta;
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
var ed = extdat.getExtraData(0, this.Bars, CurrentBar);
if (ed != null)
{
Value.Set(ed.dClose);
}
else
{
Value.Set(0);
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
var ed = extdat.getExtraData(0, Bars, CurrentBar);
if (ed == null)
{
return;
}
double denom = ed.UpTicks + ed.DnTicks;
double unsm = 0;
if (denom > 0)
{
unsm = (ed.UpTicks - ed.DnTicks) / denom;
}
if (lastSeen != CurrentBar)
{
lastSeen = CurrentBar;
osm1 = sm1;
osm2 = sm2;
}
sm1 = osm1 + alpha1 * (unsm - osm1);
sm2 = osm2 + alpha2 * (sm1 - osm2);
TVI.Set(sm2);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
var ed = extdat.getExtraData(0, Bars, CurrentBar);
if (ed != null)
{
//Print("DT at "+idx+" is " + ed.dt);
UpCount.Set(ed.UpTicks);
DnCount.Set(-ed.DnTicks);
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
var ed = extdat.getExtraData(0, Bars, CurrentBar);
if (ed == null)
{
return;
}
Value.Set(ed.dClose);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
double bvwap = 0; double bvol = 0;
double svwap = 0; double svol = 0;
double tvwap = 0; double tvol = 0;
for (int i = 0; i < avgLen; ++i)
{
var ed = extdat.getExtraData(i, Bars, CurrentBar);
if (ed == null)
{
break;
}
bvwap += ed.UpTicks * Median[i];
svwap += ed.DnTicks * Median[i];
tvwap += Volume[i] * Median[i];
bvol += ed.UpTicks;
svol += ed.DnTicks;
tvol += Volume[i];
}
if (bvol > 0)
{
bvwap /= bvol;
}
if (svol > 0)
{
svwap /= svol;
}
if (tvol > 0)
{
tvwap /= tvol;
}
var ed2 = extdat.getExtraData(0, Bars, CurrentBar);
if (ed2 == null)
{
return;
}
double diff = Math.Abs(tvwap - bvwap) - Math.Abs(tvwap - svwap);
bool biasgreen = true;
if (diff > 0)
{
biasgreen = false;
}
else if (diff == 0)
{
biasgreen = ed2.UpTicks >= ed2.DnTicks;
}
double p1 = (bvwap - svwap) / TickSize;
if (p1 * p1 > 100)
{
p1 = 0.0;
}
pones.Set(Math.Abs(p1));
double denom = ed2.UpTicks + ed2.DnTicks;
double pct = 0.5;
if (denom > 0)
{
pct = ed2.UpTicks / denom;
}
if (pct > 0.65)
{
Values[0].Set(p1);
Values[1].Reset();
Values[2].Reset();
Values[3].Set(-p1);
}
else if (pct < 0.35)
{
Values[0].Reset();
Values[1].Set(p1);
Values[2].Set(-p1);
Values[3].Reset();
}
else
{
Values[0].Reset();
Values[1].Set(p1);
Values[2].Reset();
Values[3].Set(-p1);
}
var biasnum = 4;
if (pones[0] >= pones[1])
{
BackColor = (biasgreen?uplight:dnlight);
}
else
{
BackColor = (biasgreen?updark:dndark);
}
Values[4].Set(b1.Upper[0]);
Values[5].Set(b2.Upper[0]);
Values[6].Set(-b1.Upper[0]);
Values[7].Set(-b2.Upper[0]);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
var ed = extdat.getExtraData(0, Bars, CurrentBar);
if (CurrentBar != lastBarSeen)
{
memGotNewBar();
lastBarSeen = CurrentBar;
if (ed != null)
{
prevUp = ed.UpTicks;
prevDn = ed.DnTicks;
for (double p = Low[0]; p <= High[0]; p += TickSize)
{
long upt; long dnt;
ed.getUpDnTicksAtPrice(TickSize, p, out upt, out dnt);
if (upt > 0)
{
memInsertDeltaUp(p, upt);
}
if (dnt > 0)
{
memInsertDeltaDn(p, dnt);
}
}
}
}
else
{
if (ed != null)
{
if (ed.UpTicks > prevUp)
{
memInsertDeltaUp(Close[0], ed.UpTicks - prevUp);
prevUp = ed.UpTicks;
}
if (ed.DnTicks > prevDn)
{
memInsertDeltaDn(Close[0], ed.DnTicks - prevDn);
prevDn = ed.DnTicks;
}
}
}
double totalUp, totalDn, currentUp, currentDn;
memPressureForBar(out totalUp, out currentUp, out totalDn, out currentDn);
if (compactForm)
{
if (totalUp > totalDn)
{
totalUp -= totalDn; totalDn = 0;
}
else
{
totalDn -= totalUp; totalUp = 0;
}
}
Buyers.Set(totalUp);
Sellers.Set(-totalDn);
BuyersThisBar.Set(currentUp);
SellersThisBar.Set(-currentDn);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
var ed = extdat.getExtraData(0, Bars, CurrentBar);
if (ed == null)
{
return;
}
if (CurrentBar != lastSeenBar)
{
for (int i = 0; i < 4; ++i)
{
pol[i] = ol[i]; // remember previous bar value...
phl[i] = hl[i];
pll[i] = ll[i];
pcl[i] = cl[i];
}
lastSeenBar = CurrentBar;
}
// update all the Laguerre numbers....
ol[0] = (1 - gamma) * ed.dOpen + gamma * pol[0];
hl[0] = (1 - gamma) * ed.dHigh + gamma * phl[0];
ll[0] = (1 - gamma) * ed.dLow + gamma * pll[0];
cl[0] = (1 - gamma) * ed.dClose + gamma * pcl[0];
for (int i = 1; i < 4; ++i)
{
ol[i] = -gamma * ol[i - 1] + pol[i - 1] + gamma * pol[i];
hl[i] = -gamma * hl[i - 1] + phl[i - 1] + gamma * phl[i];
ll[i] = -gamma * ll[i - 1] + pll[i - 1] + gamma * pll[i];
cl[i] = -gamma * cl[i - 1] + pcl[i - 1] + gamma * pcl[i];
}
double value1 = 0.0;
double value2 = 0.0;
for (int i = 0; i < 4; ++i)
{
value1 += (cl[i] - ol[i]);
value2 += (hl[i] - ll[i]);
}
if (value2 != 0.0)
{
unsmoothed.Set(100.0 * value1 / value2);
}
else
{
if ((CurrentBar > 1) && unsmoothed.ContainsValue(1))
{
unsmoothed.Set(unsmoothed[1]);
}
else
{
unsmoothed.Set(0);
}
}
if (weightma == null)
{
weightma = WMA(unsmoothed, smoothing);
expma = EMA(weightma.Value, trigger);
}
ECO.Set(weightma[0]);
TriggerLine.Set(expma[0]);
Histogram.Set(weightma[0] - expma[0]);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
double bvwap = 0; double bvol = 0;
double svwap = 0; double svol = 0;
double tvwap = 0; double tvol = 0;
var ed = extdat.getExtraData(0, Bars, CurrentBar);
if (ed == null)
{
pones.Set(0); return;
}
double lowbound = Low[0] - TickSize / 2.0;
long upcount, dncount;
double totalup = 0;
double totaldn = 0;
for (double p = High[0]; p > lowbound; p -= TickSize)
{
ed.getUpDnTicksAtPrice(TickSize, p, out upcount, out dncount);
totalup += (p * upcount);
totaldn += (p * dncount);
}
buytotals.Set(totalup);
selltotals.Set(totaldn);
for (int i = 0; i < avgLen; ++i)
{
var ed2 = extdat.getExtraData(i, Bars, CurrentBar);
if (ed2 == null)
{
break;
}
bvwap += buytotals[i];
svwap += selltotals[i];
bvol += ed2.UpTicks;
svol += ed2.DnTicks;
}
tvwap = bvwap + svwap;
tvol = bvol + svol;
if (bvol > 0)
{
bvwap /= bvol;
}
if (svol > 0)
{
svwap /= svol;
}
if (tvol > 0)
{
tvwap /= tvol;
}
double diff = Math.Abs(tvwap - bvwap) - Math.Abs(tvwap - svwap);
bool biasgreen = true;
if (diff > 0)
{
biasgreen = false;
}
else if (diff == 0)
{
biasgreen = ed.UpTicks >= ed.DnTicks;
}
double p1 = (bvwap - svwap) / TickSize;
if (p1 * p1 > 100)
{
p1 = 0.0;
}
pones.Set(Math.Abs(p1));
double denom = ed.UpTicks + ed.DnTicks;
double pct = 0.5;
if (denom > 0)
{
pct = ed.UpTicks / denom;
}
if (pct > 0.65)
{
Values[0].Set(p1);
Values[1].Reset();
Values[2].Reset();
Values[3].Set(-p1);
}
else if (pct < 0.35)
{
Values[0].Reset();
Values[1].Set(p1);
Values[2].Set(-p1);
Values[3].Reset();
}
else
{
Values[0].Reset();
Values[1].Set(p1);
Values[2].Reset();
Values[3].Set(-p1);
}
var biasnum = 4;
if (pones[0] >= pones[1])
{
BackColor = (biasgreen?uplight:dnlight);
}
else
{
BackColor = (biasgreen?updark:dndark);
}
Values[4].Set(b1.Upper[0]);
Values[5].Set(b2.Upper[0]);
Values[6].Set(-b1.Upper[0]);
Values[7].Set(-b2.Upper[0]);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
double bvwap = 0; double bvol = 0;
double svwap = 0; double svol = 0;
double tvwap = 0; double tvol = 0;
for (int i = 0; i < avgLen; ++i)
{
var ed = extdat.getExtraData(i, Bars, CurrentBar);
if (ed == null)
{
break;
}
bvwap += ed.UpTicks * Median[i];
svwap += ed.DnTicks * Median[i];
tvwap += Volume[i] * Median[i];
bvol += ed.UpTicks;
svol += ed.DnTicks;
tvol += Volume[i];
}
if (bvol > 0)
{
bvwap /= bvol;
}
if (svol > 0)
{
svwap /= svol;
}
if (tvol > 0)
{
tvwap /= tvol;
}
var ed2 = extdat.getExtraData(0, Bars, CurrentBar);
if (ed2 == null)
{
return;
}
double diff = Math.Abs(tvwap - bvwap) - Math.Abs(tvwap - svwap);
bool biasgreen = true;
if (diff > 0)
{
biasgreen = false;
}
else if (diff == 0)
{
biasgreen = ed2.UpTicks >= ed2.DnTicks;
}
double p1 = 0.5 * (bvwap - svwap);
if (ed2.UpTicks > ed2.DnTicks)
{
Values[0].Set(p1);
Values[3].Set(-p1);
if (biasgreen)
{
Values[4].Set(0);
}
else
{
Values[7].Set(0);
}
}
else if (ed2.UpTicks == ed2.DnTicks)
{
Values[1].Set(p1);
Values[3].Set(-p1);
if (biasgreen)
{
Values[4].Set(0);
}
else
{
Values[7].Set(0);
}
}
else
{
Values[1].Set(p1);
Values[2].Set(-p1);
if (biasgreen)
{
Values[5].Set(0);
}
else
{
Values[6].Set(0);
}
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar != lastBarSeen)
{
lastBarSeen = CurrentBar;
// update session's volume profile...
if (displayvolprofile)
{
if (useprevsession)
{
if (Bars.FirstBarOfSession)
{
vprofClear();
for (int bn = CurrentBar - lastSessionBarNum; bn >= 1; --bn)
{
addApproximateData(High[bn], Low[bn], Volume[bn]);
}
lastSessionBarNum = CurrentBar; // remember for next session
}
}
else
{
if (Bars.FirstBarOfSession)
{
vprofClear();
}
else
{
var ed = extdat.getExtraData(1, Bars, CurrentBar);
if (ed != null)
{
addExtendedData(ed, High[1], Low[1]);
}
}
}
}
if (displaytradedamounts)
{
lastVolume = 0;
}
}
else
{
rt = true;
}
if (displaytradedamounts)
{
var c = Close[0];
var v = ((long)(Volume[0])) - lastVolume;
if (c == tradedPrices[0])
{
if (rt)
{
tradedAmounts[0] += v;
}
}
else if (c == tradedPrices[1])
{
if (rt)
{
tradedAmounts[1] += v;
}
}
else
{
if (c > tradedPrices[0])
{
taIdx = 0;
}
else if (c < tradedPrices[1])
{
taIdx = 1;
}
else
{
++taIdx; if (taIdx > 1)
{
taIdx = 0;
}
}
// update traded prices...
tradedPrices[taIdx] = c;
tradedAmounts[taIdx] = (rt?v:0);
}
lastVolume = ((long)Volume[0]);
}
}
