/// <summary>
/// OnExecution of orders
/// </summary>
/// <param name="execution"></param>
protected override void OnOrderExecution(IExecution execution)
{
////info: was uncommented because exired date is not working in simulation mode or in backtesting mode AND also not in AT 1.9
////set expiration date to close at the end of the trading day
//if (this.CloseOrderBeforeEndOfTradingDay)
//{
// foreach (AgenaTrader.Helper.TradingManager.Trade item in this.Root.Core.TradingManager.ActiveOpenedTrades)
// {
// if ((this._orderenterlong != null && item.EntryOrder.Name == this._orderenterlong.Name)
// || (this._orderentershort != null && item.EntryOrder.Name == this._orderentershort.Name))
// {
// item.Expiration = this._orb_indicator.getDateTimeForClosingBeforeTradingDayEnds(this.Bars, this.Bars[0].Timestamp, this.TimeFrame, this.CloseXCandlesBeforeEndOfTradingDay);
// //Print("Expiration: " + item.Expiration.ToString());
// }
// }
//}
////Create statistic for execution
////todo use it or delete it - there is no try!
//if (this.StatisticBacktesting)
//{
// this._StatisticContainer.Add(this.Root.Core.TradingManager, this, execution);
//}
//send email
if (this.Send_email)
{
this.SendEmail(Core.Settings.MailDefaultFromAddress, Core.PreferenceManager.DefaultEmailAddress,
GlobalUtilities.GetEmailSubject(execution), GlobalUtilities.GetEmailText(execution, this.GetType().Name));
}
}
public void drawTarget(IBars bars, int curbar)
{
if (this.DrawLinesOnChart && curbar == PopGunTriggerBar)
{
AddChartText(("PopGunSize" + curbar), (Math.Round((((bars[0].High - bars[0].Low) / bars[0].Close) * 100), 2)).ToString(), 0, bars.GetByIndex(PopGunTriggerBar).Low - TickSize * bars[0].Close, Color.Black);
}
if (curbar <= PopGunTarget &&
curbar > PopGunTriggerBar &&
curbar > 0)
{
DateTime lineend = GlobalUtilities.GetTargetBar(bars, bars.GetByIndex(PopGunTriggerBar).Time, TimeFrame, PopGunExpires);
if (this.DrawLinesOnChart)
{
string strPopGunLong = "PopGunLong" + curbar;
string strPopGunShort = "PopGunShort" + curbar;
AddChartLine(strPopGunLong, true, bars.GetByIndex(PopGunTriggerBar).Time, PopGunTriggerLong, lineend, PopGunTriggerLong,
Color.Green, Const.DefaultIndicatorDashStyle, Const.DefaultLineWidth_large);
AddChartLine(strPopGunShort, true, bars.GetByIndex(PopGunTriggerBar).Time, PopGunTriggerShort, lineend, PopGunTriggerShort,
Color.Red, Const.DefaultIndicatorDashStyle, Const.DefaultLineWidth_large);
}
if (this.IsSnapshotActive && curbar == PopGunTarget)
{
GlobalUtilities.SaveSnapShot("PopGun", bars.Instrument.Name, this.Root.Core.ChartManager.AllCharts, bars, TimeFrame);
}
}
}
protected override void OnCalculate()
{
//Check if peridocity is valid for this script
if (this.IsProcessingBarIndexLast && !DatafeedPeriodicityIsValid(Bars.TimeFrame))
{
GlobalUtilities.DrawWarningTextOnChart(this, Const.DefaultStringDatafeedPeriodicity);
}
switch (SeasonalDateType)
{
case SeasonalDateType.SellInMay:
this.calculate_Sell_in_May();
break;
case SeasonalDateType.SantaClausRally:
this.calculate_Santa_Claus_Rally();
break;
case SeasonalDateType.fourthofjuly:
this.calculate_4th_of_July_Rally();
break;
case SeasonalDateType.manual:
this.calculate_manual();
break;
default:
break;
}
}
protected override void OnOrderExecution(IExecution execution)
{
DateTime ts_Ausstieg;
// ts_Ausstieg = Reversal2NextBar_Indicator().GetTargetBar(Bars[-1].Timestamp);
ts_Ausstieg = GlobalUtilities.GetTargetBar(Bars, Bars[0].Time, TimeFrame, 1);
Print("Ausstieg: " + ts_Ausstieg + "Bars[-1].Time: " + Bars[-1].Time);
////todo this is not working in 1.9
//foreach (Trade item in this.Root.Core.TradingManager.ActiveOpenedTrades)
//{
// if (item.EntryOrder.Name == SignalNameEnter
// || item.EntryOrder.Name == SignalNameStop)
// {
// item.Expiration = ts_Ausstieg;
// }
//}
if (execution.PositionType == PositionType.Flat)
{
oStop = null; //den Stop zuerst
oEnter = null;
}
}
/// <summary>
/// Create Short Order and Stop.
/// </summary>
private void DoEnterShort()
{
_orderentershort = SubmitOrder(new StrategyOrderParameters {
Direction = OrderDirection.Sell, Type = OrderType.Market, Quantity = GlobalUtilities.AdjustPositionToRiskManagement(this.Root.Core.AccountManager, this.Root.Core.PreferenceManager, this.Instrument, Bars[0].Close), SignalName = this.GetType().Name + " " + PositionType.Short + "_" + this.Instrument.Symbol + "_" + Bars[0].Time.Ticks.ToString(), Instrument = this.Instrument, TimeFrame = this.TimeFrame
});
SetUpStopLoss(_orderentershort.Name, CalculationMode.Price, Bars[0].Close * 1.05, false);
SetUpProfitTarget(_orderentershort.Name, CalculationMode.Price, Bars[0].Close / 1.11);
}
/// <summary>
/// Create Long Order and Stop.
/// </summary>
private void DoEnterLong()
{
_orderenterlong = EnterLong(GlobalUtilities.AdjustPositionToRiskManagement(this.Root.Core.AccountManager, this.Root.Core.PreferenceManager, this.Instrument, Bars[0].Close), this.GetType().Name + " " + PositionType.Long + "_" + this.Instrument.Symbol + "_" + Bars[0].Time.Ticks.ToString(), this.Instrument, this.TimeFrame);
//SetStopLoss(_orderenterlong.Name, CalculationMode.Price, this._orb_indicator.RangeLow, false);
//SetStopLoss(_orderenterlong.Name, CalculationMode.Price, Bars[0].Close * 0.95, false);
//SetStopLoss(_orderenterlong.Name, CalculationMode.Price, this._orb_indicator.RangeLow, false);
//SetProfitTarget(_orderenterlong.Name, CalculationMode.Price, this._orb_indicator.TargetLong);
}
//todo -100 wird noch nicht zurückgegeben oder?
public int calculate(IBars bars, int curbar)
{
int returnvalue = 0;
//We need at least three bars
if (curbar < 2)
{
return(0);
}
double TwoBarsAgo_High = bars[2].High;
double TwoBarsAgo_Low = bars[2].Low;
double OneBarAgo_High = bars[1].High;
double OneBarAgo_Low = bars[1].Low;
double CurrentBar_High = bars[0].High;
double CurrentBar_Low = bars[0].Low;
// 2) Determine, if 1 Bar ago, there was an inside bar
if (TwoBarsAgo_High > OneBarAgo_High &&
TwoBarsAgo_Low < OneBarAgo_Low)
{
//One Bar ago was an inside bar, so lets check if current bar is outside bar
if (TwoBarsAgo_High < CurrentBar_High &&
TwoBarsAgo_Low > CurrentBar_Low)
{
// current bar is outside bar -> lets pop the gun
this.PopGunTarget = curbar + this.PopGunExpires;
PopGunTriggerBar = CurrentBar;
this.PopGunTriggerLong = CurrentBar_High;
this.PopGunTriggerShort = CurrentBar_Low;
this.PopGunTargetDateTime = GlobalUtilities.GetTargetBar(Bars, Bars[0].Time, TimeFrame, PopGunExpires);
}
}
if (curbar < this.PopGunTarget)
{
if (bars[0].Close > this.PopGunTriggerLong)
{
returnvalue = 100;
}
else if (bars[0].Close < this.PopGunTriggerShort)
{
returnvalue = -100;
}
}
drawTarget();
evaluation();
return(returnvalue);
}
/// <summary>
/// OnExecution of orders
/// </summary>
/// <param name="execution"></param>
protected override void OnOrderExecution(IExecution execution)
{
//Create statistic for execution
if (this.StatisticBacktesting)
{
//this._StatisticContainer.Add(this.Root.Core.TradingManager, this, execution);
}
//send email
if (this.Send_email)
{
this.SendEmail(Core.Settings.MailDefaultFromAddress, Core.PreferenceManager.DefaultEmailAddress,
GlobalUtilities.GetEmailSubject(execution), GlobalUtilities.GetEmailText(execution, this.GetType().Name));
}
}
/// <summary>
/// Saves a snapshot of the current chart.
/// </summary>
/// <param name="Indicator"></param>
/// <param name="InstrumentName"></param>
/// <param name="Chart"></param>
/// <param name="Bars"></param>
/// <param name="TimeFrame"></param>
public static void SaveSnapShot(string Indicator, String InstrumentName, IEnumerable <IChart> AllCharts, IBars Bars, ITimeFrame TimeFrame)
{
string filepart = GlobalUtilities.CleanFileName(Indicator + "_" + TimeFrame.PeriodicityValue + TimeFrame.Periodicity + "_" + InstrumentName + "_" + DateTime.Now.ToString("yyyy_MM_dd_HH_mm"));
string directory = Environment.GetFolderPath(Environment.SpecialFolder.Desktop) + "\\Auswertung\\SnapShot\\" + filepart + "\\";
System.IO.Directory.CreateDirectory(directory);
string fileName = InstrumentName + "_" + TimeFrame.PeriodicityValue + TimeFrame.Periodicity + "_" + Bars[0].Time.ToString("yyyy_MM_dd_HH_mm") + ".jpg";
fileName = GlobalUtilities.CleanFileName(fileName);
//take 20 Bars to future and 20 Bars from the past (but only if they exist, if not, just take first or last)
DateTime ChartStart = DateTime.MinValue;
DateTime ChartEnd = DateTime.MinValue;
if (Bars.GetByIndex(Bars.GetIndex(Bars[0]) + 20) != null)
{
ChartEnd = Bars.GetByIndex(Bars.GetIndex(Bars[0]) + 20).Time;
}
else
{
ChartEnd = Bars.Last().Time;
}
if (Bars.GetByIndex(Bars.GetIndex(Bars[0]) - 20) != null)
{
ChartStart = Bars.GetByIndex(Bars.GetIndex(Bars[0]) - 20).Time;
}
else
{
ChartStart = Bars.First().Time;
}
//pick the right chart matching the current timeframe
foreach (IChart chart in AllCharts)
{
if (chart.HistoryRequest.TimeFrame.Periodicity == TimeFrame.Periodicity &&
chart.HistoryRequest.TimeFrame.PeriodicityValue == TimeFrame.PeriodicityValue)
{
chart.SetDateRange(ChartStart, ChartEnd);
chart.SaveChart(directory + fileName);
}
}
}
private void DoEnterShort()
{
_orderentershort = SubmitOrder(new StrategyOrderParameters {
Direction = OrderDirection.Sell, Type = OrderType.Market, Quantity = GlobalUtilities.AdjustPositionToRiskManagement(this.Root.Core.AccountManager,
this.Root.Core.PreferenceManager,
this.Instrument, Bars[0].Close), SignalName =
"PopGun_Short_" + this.Instrument.Symbol + "_" + Bars[0].Time.Ticks.ToString(), Instrument =
this.Instrument, TimeFrame = this.TimeFrame
});
if (UseStopLoss)
{
SetUpStopLoss(_orderentershort.Name, CalculationMode.Price, this._popgun_indicator.PopGunTriggerLong, false);
}
if (UseTrailingStop)
{
SetUpTrailStop(_orderenterlong.Name, CalculationMode.Ticks, 10, false);
}
//SetUpProfitTarget(_orderentershort.Name, CalculationMode.Price, <<<<TARGET>>>>);
}
public override void OnPaint(Graphics g, Rectangle r, double min, double max)
{
if (Bars == null || Chart == null)
{
return;
}
//Only draw button if parameters are available.
if (this.Instrument != null && _list != null && _list.Count > 0)
{
using (Font font1 = new Font("Arial", 10, FontStyle.Bold, GraphicsUnit.Point))
{
StringFormat stringFormat = new StringFormat();
stringFormat.Alignment = StringAlignment.Center;
stringFormat.LineAlignment = StringAlignment.Center;
if (String.IsNullOrEmpty(Shortcut_list))
{
if (this.Name_of_list.Count() >= 5)
{
this.Shortcut_list = this.Name_of_list.Substring(0, 5);
}
else
{
this.Shortcut_list = this.Name_of_list;
}
}
this.Core.GetDataDirectory();
Brush tempbrush = new SolidBrush(GlobalUtilities.AdjustOpacity(((SolidBrush)_brush).Color, 0.5F));
_rect = new RectangleF(r.Width - 100, 10, 86, 27);
g.FillRectangle(tempbrush, _rect);
g.DrawString(Shortcut_list, font1, Brushes.White, _rect, stringFormat);
_rect2 = new RectangleF(r.Width - 100, 40, 86, 27);
//g.DrawRectangle(_pen, Rectangle.Round(_rect));
}
}
}
protected override void OnCalculate()
{
this.MyPlot1.Set(SMA(50)[0]);
this.MyPlot2.Set(SMA(150)[0]);
this.MyPlot3.Set(SMA(200)[0]);
//Lets call the calculate method and save the result with the trade action
ResultValue returnvalue = this.calculate(Close);
//If the calculate method was not finished we need to stop and show an alert message to the user.
if (returnvalue.ErrorOccured)
{
//Display error just one time
if (!this.ErrorOccured)
{
GlobalUtilities.DrawAlertTextOnChart(this, Const.DefaultStringErrorDuringCalculation);
this.ErrorOccured = true;
}
return;
}
//Entry
if (returnvalue.Entry.HasValue)
{
switch (returnvalue.Entry)
{
case OrderDirection.Buy:
//AddChartDot("ArrowLong_Entry" + Bars[0].Time.Ticks, true, Bars[0].Time, Bars[0].Open, Color.LightGreen);
//this.MyPlot1.Set(1);
AddChartArrowUp("ArrowLong_Entry" + +Bars[0].Time.Ticks, this.IsAutoAdjustableScale, 0, Bars[0].Low, Color.LightGreen);
break;
}
}
else
{
//Value was null so nothing to do.
//this.MyPlot1.Set(0);
}
}
public override void OnPaint(Graphics g, Rectangle r, double min, double max)
{
if (Bars == null || Chart == null)
{
return;
}
//Only draw button if parameters are available.
if (this.Instrument != null)
{
string strtext = "open browser";
//Only stocks are possible to lookup
if (this.Instrument.InstrumentType == InstrumentType.Stock)
{
_brush = Brushes.Green;
}
else
{
_brush = Brushes.Gray;
strtext = "not supported";
}
using (Font font1 = new Font("Arial", 8, FontStyle.Bold, GraphicsUnit.Point))
{
StringFormat stringFormat = new StringFormat();
stringFormat.Alignment = StringAlignment.Center;
stringFormat.LineAlignment = StringAlignment.Center;
this.Core.GetDataDirectory();
Brush tempbrush = new SolidBrush(GlobalUtilities.AdjustOpacity(((SolidBrush)_brush).Color, 0.5F));
_rect = new RectangleF(r.Width - 100, 10, 86, 27);
g.FillRectangle(tempbrush, _rect);
g.DrawString(strtext, font1, Brushes.White, _rect, stringFormat);
_rect2 = new RectangleF(r.Width - 100, 40, 86, 27);
}
}
}
public void drawTarget()
{
if (CurrentBar <= PopGunTarget &&
CurrentBar > PopGunTriggerBar &&
CurrentBar > 0)
{
string strPopGunLong = "PopGunLong" + CurrentBar;
string strPopGunShort = "PopGunShort" + CurrentBar;
DateTime lineend = GlobalUtilities.GetTargetBar(Bars, Bars.GetByIndex(PopGunTriggerBar).Time, TimeFrame, PopGunExpires);
DrawLine(strPopGunLong, true, Bars.GetByIndex(PopGunTriggerBar).Time, PopGunTriggerLong, lineend, PopGunTriggerLong,
Color.Green, Const.DefaultIndicatorDashStyle, Const.DefaultLineWidth_large);
DrawLine(strPopGunShort, true, Bars.GetByIndex(PopGunTriggerBar).Time, PopGunTriggerShort, lineend, PopGunTriggerShort,
Color.Red, Const.DefaultIndicatorDashStyle, Const.DefaultLineWidth_large);
if (this.IsSnapshotActive && CurrentBar == PopGunTarget)
{
GlobalUtilities.SaveSnapShot("PopGun", Instrument.Name, this.Root.Core.ChartManager.AllCharts, Bars, TimeFrame);
}
}
}
protected override void OnCalculate()
{
//MyPlot1.Set(InSeries[0]);
if (Bars != null && Bars.Count > 0 && IsProcessingBarIndexLast)
{
//Check if peridocity is valid for this script
if (!DatafeedPeriodicityIsValid(Bars.TimeFrame))
{
GlobalUtilities.DrawWarningTextOnChart(this, Const.DefaultStringDatafeedPeriodicity);
return;
}
DateTime start = Bars.Where(x => x.Time.Date == Bars[0].Time.Date).FirstOrDefault().Time;
DateTime start_date = start.Date;
DateTime end = Bars[0].Time;
//Selektiere alle g�ltigen Kurse und finde low und high.
IEnumerable <IBar> list = Bars.Where(x => x.Time >= start).Where(x => x.Time <= end);
if (list != null && !list.IsEmpty())
{
double minvalue = list.Where(x => x.Low == list.Min(y => y.Low)).LastOrDefault().Low;
double maxvalue = list.Where(x => x.High == list.Max(y => y.High)).LastOrDefault().High;
double range = maxvalue - minvalue;
DateTime enddrawing_string = end.AddSeconds(this.TimeFrame.GetSeconds() + this.TimeFrame.GetSeconds() * 0.15);
DateTime enddrawing_line = end.AddSeconds(this.TimeFrame.GetSeconds());
string[] arr_WhichLinesShouldWeUse = this.WhichLinesShouldWeUse.Split(new char[] { ';' }, StringSplitOptions.RemoveEmptyEntries);
//Dictionary<string, string> dict = arr_WhichLinesShouldWeUse.ToDictionary<string, string>(x => x.ToString(), x => x.ToString());
if (Array.IndexOf(arr_WhichLinesShouldWeUse, "100") != -1)
{
AddChartText("Fibonacci_Session_LowLine_String", true, minvalue.ToString("N2") + " (100%)", enddrawing_string, minvalue, 0, this.Color_Text, new Font("Arial", 7.5f), StringAlignment.Far, Color.Transparent, Color.Transparent, 100);
AddChartLine("Fibonacci_Session_LowLine", true, start, minvalue, enddrawing_line, minvalue, this.Color_Fibo_Level_100, DashStyle.Solid, this.Fibo_100_LineWidth);
}
if (Array.IndexOf(arr_WhichLinesShouldWeUse, "0") != -1)
{
AddChartText("Fibonacci_Session_HighLine_String", true, maxvalue.ToString("N2") + " (0%)", enddrawing_string, maxvalue, 0, this.Color_Text, new Font("Arial", 7.5f), StringAlignment.Far, Color.Transparent, Color.Transparent, 100);
AddChartLine("Fibonacci_Session_HighLine", true, start, maxvalue, enddrawing_line, maxvalue, this.Color_Fibo_Level_0, DashStyle.Solid, this.Fibo_0_LineWidth);
}
if (Array.IndexOf(arr_WhichLinesShouldWeUse, "23") != -1)
{
double _fibo_lv_2361 = maxvalue - ((range / 100) * 23.61);
AddChartText("Fibonacci_Session_23.61_String", true, _fibo_lv_2361.ToString("N2") + " (23.61%)", enddrawing_string, _fibo_lv_2361, 0, this.Color_Text, new Font("Arial", 7.5f), StringAlignment.Far, Color.Transparent, Color.Transparent, 100);
AddChartLine("Fibonacci_Session_23.61_Line", true, start, _fibo_lv_2361, enddrawing_line, _fibo_lv_2361, this.Color_Fibo_Level_0_100, DashStyle.Solid, this.Fibo_0_100_LineWidth);
}
if (Array.IndexOf(arr_WhichLinesShouldWeUse, "38") != -1)
{
double _fibo_lv_382 = maxvalue - ((range / 100) * 38.2);
AddChartText("Fibonacci_Session_38.2_String", true, _fibo_lv_382.ToString("N2") + " (38.2%)", enddrawing_string, _fibo_lv_382, 0, this.Color_Text, new Font("Arial", 7.5f), StringAlignment.Far, Color.Transparent, Color.Transparent, 100);
AddChartLine("Fibonacci_Session_38.2", true, start, _fibo_lv_382, enddrawing_line, _fibo_lv_382, this.Color_Fibo_Level_0_100, DashStyle.Solid, this.Fibo_0_100_LineWidth);
}
if (Array.IndexOf(arr_WhichLinesShouldWeUse, "50") != -1)
{
double _fibo_lv_500 = maxvalue - ((range / 100) * 50.0);
AddChartText("Fibonacci_Session_50.0_String", true, _fibo_lv_500.ToString("N2") + " (50.0%)", enddrawing_string, _fibo_lv_500, 0, this.Color_Text, new Font("Arial", 7.5f), StringAlignment.Far, Color.Transparent, Color.Transparent, 100);
AddChartLine("Fibonacci_Session_50.0", true, start, _fibo_lv_500, enddrawing_line, _fibo_lv_500, this.Color_Fibo_Level_0_100, DashStyle.Solid, this.Fibo_0_100_LineWidth);
}
if (Array.IndexOf(arr_WhichLinesShouldWeUse, "61") != -1)
{
double _fibo_lv_618 = maxvalue - ((range / 100) * 61.8);
AddChartText("Fibonacci_Session_61.8_String", true, _fibo_lv_618.ToString("N2") + " (61.8%)", enddrawing_string, _fibo_lv_618, 0, this.Color_Text, new Font("Arial", 7.5f), StringAlignment.Far, Color.Transparent, Color.Transparent, 100);
AddChartLine("Fibonacci_Session_61.8", true, start, _fibo_lv_618, enddrawing_line, _fibo_lv_618, this.Color_Fibo_Level_0_100, DashStyle.Solid, this.Fibo_0_100_LineWidth);
}
if (Array.IndexOf(arr_WhichLinesShouldWeUse, "76") != -1)
{
double _fibo_lv_7640 = maxvalue - ((range / 100) * 76.4);
AddChartText("Fibonacci_Session_76.40_String", true, _fibo_lv_7640.ToString("N2") + " (76.4%)", enddrawing_string, _fibo_lv_7640, 0, this.Color_Text, new Font("Arial", 7.5f), StringAlignment.Far, Color.Transparent, Color.Transparent, 100);
AddChartLine("Fibonacci_Session_76.40", true, start, _fibo_lv_7640, enddrawing_line, _fibo_lv_7640, this.Color_Fibo_Level_0_100, DashStyle.Solid, this.Fibo_0_100_LineWidth);
}
if (Array.IndexOf(arr_WhichLinesShouldWeUse, "78") != -1)
{
double _fibo_lv_7862 = maxvalue - ((range / 100) * 78.62);
AddChartText("Fibonacci_Session_78.62_String", true, _fibo_lv_7862.ToString("N2") + " (78.62%)", enddrawing_string, _fibo_lv_7862, 0, this.Color_Text, new Font("Arial", 7.5f), StringAlignment.Far, Color.Transparent, Color.Transparent, 100);
AddChartLine("Fibonacci_Session_78.62", true, start, _fibo_lv_7862, enddrawing_line, _fibo_lv_7862, this.Color_Fibo_Level_0_100, DashStyle.Solid, this.Fibo_0_100_LineWidth);
}
}
}
}
protected override void OnCalculate()
{
Bollinger bb = Bollinger(this.StandardDeviation, this.Period);
if (Close[0] > bb.Upper[0])
{
if (ShowSignalOnChartBackground)
{
this.BackColor = GlobalUtilities.AdjustOpacity(this.ColorLongSignalBackground, this.OpacityLongSignal / 100.0);
}
_signals.Set(1);
}
else if (Close[0] < bb.Lower[0])
{
if (ShowSignalOnChartBackground)
{
this.BackColor = GlobalUtilities.AdjustOpacity(this.ColorShortSignalBackground, this.OpacityShortSignal / 100.0);
}
_signals.Set(-1);
}
else
{
_signals.Set(_signals[1]);
if (_signals[1] == 1)
{
if (ShowSignalOnChartBackground)
{
this.BackColor = GlobalUtilities.AdjustOpacity(this.ColorLongSignalBackground, this.OpacityLongSignal / 100.0);
}
}
else
{
if (ShowSignalOnChartBackground)
{
this.BackColor = GlobalUtilities.AdjustOpacity(this.ColorShortSignalBackground, this.OpacityShortSignal / 100.0);
}
}
}
if (this.ShowSignalOnChartArrow)
{
if (_signals[0] == 1 && _signals[1] != 1)
{
AddChartArrowUp("ArrowLong_MA" + +Bars[0].Time.Ticks, this.IsAutoAdjustableScale, 0, Bars[0].Low, this.ColorLongSignalArrow);
}
else if (_signals[0] == -1 && _signals[1] != -1)
{
AddChartArrowDown("ArrowShort_MA" + +Bars[0].Time.Ticks, this.IsAutoAdjustableScale, 0, Bars[0].High, this.ColorShortSignalArrow);
}
}
//set bb
this.Plot_Middle.Set(bb.Middle[0]);
this.Plot_High.Set(bb.Upper[0]);
this.Plot_Low.Set(bb.Lower[0]);
//Set the color
PlotColors[0][0] = this.Color_1;
OutputDescriptors[0].PenStyle = this.DashStyle_1;
OutputDescriptors[0].Pen.Width = this.LineWidth_1;
PlotColors[1][0] = this.Color_2;
OutputDescriptors[1].PenStyle = this.DashStyle_2;
OutputDescriptors[1].Pen.Width = this.LineWidth_2;
PlotColors[2][0] = this.Color_3;
OutputDescriptors[2].PenStyle = this.DashStyle_3;
OutputDescriptors[2].Pen.Width = this.LineWidth_3;
}
//todo -100 wird noch nicht zur�ckgegeben oder?
public int calculate(IBars bars, int curbar, PopGunType popguntype)
{
bool noPopGunTrigger = false;
int returnvalue = 0;
//We need at least three bars
if (curbar < 2)
{
return(0);
}
double TwoBarsAgo_High = bars[2].High;
double TwoBarsAgo_Low = bars[2].Low;
double OneBarAgo_High = bars[1].High;
double OneBarAgo_Low = bars[1].Low;
double CurrentHigh = bars[0].High;
double CurrentLow = bars[0].Low;
if (this.PopGunType == UserCode.PopGunType.Classic)
{
// 2) Determine, if 1 Bar ago, there was an inside bar
if (TwoBarsAgo_High > OneBarAgo_High &&
TwoBarsAgo_Low < OneBarAgo_Low)
{
//One Bar ago was an inside bar, so lets check if current bar is outside bar
if (TwoBarsAgo_High < CurrentHigh &&
TwoBarsAgo_Low > CurrentLow)
{
// current bar is outside bar -> lets pop the gun
this.PopGunTargetDateTime = GlobalUtilities.GetTargetBar(bars, bars[0].Time, TimeFrame, PopGunExpires);
//check, if target bar would be on the following day, and therefor a risks of gap is given
if (Filter_NoTriggerEOD &&
PopGunTargetDateTime.Date > bars[0].Time.Date)
{
//reject current PopGun Trigger and reset TargetDateTime
PopGunTargetDateTime = DateTime.MinValue;
noPopGunTrigger = true;
}
if (noPopGunTrigger == false)
{
this.PopGunTarget = curbar + this.PopGunExpires;
PopGunTriggerBar = ProcessingBarIndex;
this.PopGunTriggerLong = CurrentHigh;
this.PopGunTriggerShort = CurrentLow;
}
}
}
if (curbar < this.PopGunTarget)
{
if (bars[0].Close > this.PopGunTriggerLong)
{
returnvalue = 100;
}
else if (bars[0].Close < this.PopGunTriggerShort)
{
returnvalue = -100;
}
}
drawTarget(bars, curbar);
evaluation(bars, curbar);
}
else if (this.PopGunType == UserCode.PopGunType.ThreeBarReversal)
{
if (bars[2].IsFalling && bars[1].IsFalling && TwoBarsAgo_Low > OneBarAgo_Low && bars[0].Close > TwoBarsAgo_High && bars[0].Close > OneBarAgo_High)
{
returnvalue = 100;
if (this.DrawLinesOnChart)
{
AddChartLine("high_" + bars[0].Time.Ticks.ToString(), true, bars[0].Time, bars[0].Close, bars[0].Time.AddDays(5), bars[0].Close, Color.Green, Const.DefaultIndicatorDashStyle, Const.DefaultLineWidth_large);
AddChartLine("low_" + bars[0].Time.Ticks.ToString(), true, bars[0].Time, bars[1].Close, bars[0].Time.AddDays(5), bars[1].Close, Color.Red, Const.DefaultIndicatorDashStyle, Const.DefaultLineWidth_large);
}
}
else if (bars[2].IsGrowing && bars[1].IsGrowing && TwoBarsAgo_High < OneBarAgo_High && bars[0].Close < TwoBarsAgo_Low && bars[0].Close < OneBarAgo_Low)
{
returnvalue = -100;
if (this.DrawLinesOnChart)
{
AddChartLine("high_" + bars[0].Time.Ticks.ToString(), true, bars[0].Time, bars[0].Close, bars[0].Time.AddDays(5), bars[0].Close, Color.Red, Const.DefaultIndicatorDashStyle, Const.DefaultLineWidth_large);
AddChartLine("low_" + bars[0].Time.Ticks.ToString(), true, bars[0].Time, bars[1].Close, bars[0].Time.AddDays(5), bars[1].Close, Color.Green, Const.DefaultIndicatorDashStyle, Const.DefaultLineWidth_large);
}
}
}
else
{
throw new NotImplementedException();
}
return(returnvalue);
}
private void evaluation(IBars bars, int curbar)
{
if (IsEvaluationActive == false)
{
return;
}
if (curbar != PopGunTarget ||
curbar == 0)
{
return;
}
bool LongTrade = false;
double PunkteLongTrade;
bool ShortTrade = false;
double PunkteShortTrade;
int i;
Statistic statistic = new Statistic("PopGun");
#region LongAuswertung
i = PopGunExpires - 1; //weil 0-Index
do
{
if (bars[i].Close > PopGunTriggerLong)
{
LongTrade = true;
statistic.EntryDateTime = bars[i].Time;
statistic.TradeDirection = PositionType.Long;
statistic.EntryPrice = PopGunTriggerLong;
statistic.StopPrice = PopGunTriggerShort;
break;
}
i--;
} while (i >= 1);
#endregion
#region ShortAuswertung
i = PopGunExpires - 1;
do
{
if (bars[i].Close < PopGunTriggerShort &&
ShortTrade == false)
{
ShortTrade = true;
statistic.EntryDateTime = bars[i].Time;
statistic.EntryPrice = PopGunTriggerShort;
statistic.StopPrice = PopGunTriggerLong;
statistic.TradeDirection = PositionType.Short;
break;
}
i--;
} while (i >= 1);
#endregion
if (LongTrade == true && ShortTrade == true)
{
// DoubleBreakOut = true;
}
else if (LongTrade == true)
{
PunkteLongTrade = bars[0].Close - PopGunTriggerLong;
if (PunkteLongTrade > 0)
{
PopGunTradeWinCounterLong += 1;
}
else
{
PopGunTradeFailCounterLong += 1;
}
PopGunTradeCounterLong += 1;
PopGunTradeResultTotalLong = PopGunTradeResultTotalLong + (decimal)PunkteLongTrade;
}
else if (ShortTrade == true)
{
PunkteShortTrade = bars[0].Close - PopGunTriggerShort;
if (PunkteShortTrade < 0)
{
PopGunTradeWinCounterShort += 1;
}
else
{
PopGunTradeFailCounterShort += 1;
}
PopGunTradeCounterShort += 1;
PopGunTradeResultTotalShort = PopGunTradeResultTotalShort + (decimal)PunkteShortTrade;
}
if (statistic.EntryDateTime > DateTime.MinValue)
{
statistic.TimeFrame = TimeFrame.PeriodicityValue.ToString() + TimeFrame.Periodicity.ToString();
statistic.ExitDateTime = GlobalUtilities.GetTargetBar(bars, bars[0].Time, TimeFrame, 1);
statistic.Instrument = bars.Instrument.Symbol.ToString();
statistic.ExitPrice = bars[0].Close;
statistic.ExitReason = "Expired (" + _PopGunExpires + " Bars)";
// Print(statistic.getCSVData());
statistic.AppendToFile();
}
}
protected override void OnCalculate()
{
if (this.MA_1 != 0 && this.MA_1 > this.RequiredBarsCount ||
this.MA_2 != 0 && this.MA_2 > this.RequiredBarsCount ||
this.MA_3 != 0 && this.MA_3 > this.RequiredBarsCount ||
this.MA_4 != 0 && this.MA_4 > this.RequiredBarsCount ||
this.MA_5 != 0 && this.MA_5 > this.RequiredBarsCount ||
this.MA_6 != 0 && this.MA_6 > this.RequiredBarsCount)
{
AddChartTextFixed("AlertText", "Required bars must be at least as high as the largest moving average period.", TextPosition.Center, Color.Red, new Font("Arial", 30), Color.Red, Color.Red, 20);
}
int _signal_value = 0;
int _enabled_ifs = 0;
if (this.MA_1 != 0)
{
Plot_1.Set(this.GetValue(this.MA_1_Selected, this.MA_1));
}
if (this.MA_2 != 0)
{
Plot_2.Set(this.GetValue(this.MA_2_Selected, this.MA_2));
}
if (this.MA_3 != 0)
{
Plot_3.Set(this.GetValue(this.MA_3_Selected, this.MA_3));
}
if (this.MA_4 != 0)
{
Plot_4.Set(this.GetValue(this.MA_4_Selected, this.MA_4));
}
if (this.MA_5 != 0)
{
Plot_5.Set(this.GetValue(this.MA_5_Selected, this.MA_5));
}
if (this.MA_6 != 0)
{
Plot_6.Set(this.GetValue(this.MA_6_Selected, this.MA_6));
}
//Signals
if (this.If_1_over_2)
{
_enabled_ifs++;
if (this.MA_1 != 0 && this.MA_2 != 0 && Plot_1.Last() > Plot_2.Last())
{
_signal_value++;
}
else if (this.MA_1 != 0 && this.MA_2 != 0 && Plot_1.Last() < Plot_2.Last())
{
_signal_value--;
}
}
if (this.If_2_over_3)
{
_enabled_ifs++;
if (this.MA_2 != 0 && this.MA_3 != 0 && Plot_2.Last() > Plot_3.Last())
{
_signal_value++;
}
else if (this.MA_2 != 0 && this.MA_3 != 0 && Plot_2.Last() < Plot_3.Last())
{
_signal_value--;
}
}
if (this.If_3_over_4)
{
_enabled_ifs++;
if (this.MA_3 != 0 && this.MA_4 != 0 && Plot_3.Last() > Plot_4.Last())
{
_signal_value++;
}
else if (this.MA_3 != 0 && this.MA_4 != 0 && Plot_3.Last() < Plot_4.Last())
{
_signal_value--;
}
}
if (this.If_4_over_5)
{
_enabled_ifs++;
if (this.MA_4 != 0 && this.MA_5 != 0 && Plot_4.Last() > Plot_5.Last())
{
_signal_value++;
}
else if (this.MA_4 != 0 && this.MA_5 != 0 && Plot_4.Last() < Plot_5.Last())
{
_signal_value--;
}
}
if (this.If_5_over_6)
{
_enabled_ifs++;
if (this.MA_5 != 0 && this.MA_6 != 0 && Plot_5.Last() > Plot_6.Last())
{
_signal_value++;
}
else if (this.MA_5 != 0 && this.MA_6 != 0 && Plot_5.Last() < Plot_6.Last())
{
_signal_value--;
}
}
//signal
if (_signal_value == _enabled_ifs)
{
_signals.Set(1);
}
else if (_signal_value == _enabled_ifs * -1)
{
_signals.Set(-1);
}
else
{
_signals.Set(0);
}
//days
if (_signals[0] == 0)
{
_days.Set(0);
}
else
{
if (_signals[0] == 1 && _signals[1] == 1)
{
_days.Set(_days[1] + 1);
}
else if (_signals[0] == -1 && _signals[1] == -1)
{
_days.Set(_days[1] - 1);
}
else
{
if (_signals[0] == 1 && _signals[1] == 0 ||
_signals[0] == 1 && _signals[1] == -1)
{
_days.Set(1);
}
else
{
_days.Set(-1);
}
}
}
if (ShowSignalOnChartBackground)
{
//color an background
if (_signals[0] == 1)
{
this.BackColor = GlobalUtilities.AdjustOpacity(this.ColorLongSignalBackground, this.OpacityLongSignal / 100.0);
}
else if (_signals[0] == -1)
{
this.BackColor = GlobalUtilities.AdjustOpacity(this.ColorShortSignalBackground, this.OpacityShortSignal / 100.0);
}
}
//if (this.ShowSignalOnChartPercent)
//{
// //percent on all signals with more _enabled_ifs
// if (_signals[0] == 0 && _signals[1] != 0)
// {
// this.drawpercentlines(1, this.DashStyleLine, this.PlotWidthLine);
// }
// else if (_signals[0] == 1 && _signals[1] == -1)
// {
// this.drawpercentlines(1, this.DashStyleLine, this.PlotWidthLine);
// }
// else if (_signals[0] == -1 && _signals[1] == 1)
// {
// this.drawpercentlines(1, this.DashStyleLine, this.PlotWidthLine);
// }
// //percent on last candle
// if (_signals[0] != 0 && IsProcessingBarIndexLast)
// {
// this.drawpercentlines(0, this.DashStyleLineLast, this.PlotWidthLineLast);
// }
//}
//percent
//percent on all signals with more _enabled_ifs
if (_signals[0] == 0 && _signals[1] != 0)
{
_percent.Set(this.getpercent(1));
if (this.ShowSignalOnChartPercent)
{
this.drawpercentlines(1, this.DashStyleLine, this.PlotWidthLine);
}
}
else if (_signals[0] == 1 && _signals[1] == -1)
{
_percent.Set(this.getpercent(1));
if (this.ShowSignalOnChartPercent)
{
this.drawpercentlines(1, this.DashStyleLine, this.PlotWidthLine);
}
}
else if (_signals[0] == -1 && _signals[1] == 1)
{
_percent.Set(this.getpercent(1));
if (this.ShowSignalOnChartPercent)
{
this.drawpercentlines(1, this.DashStyleLine, this.PlotWidthLine);
}
}
//percent on last candle
if (_signals[0] != 0 && IsProcessingBarIndexLast)
{
_percent.Set(this.getpercent(0));
if (this.ShowSignalOnChartPercent)
{
this.drawpercentlines(0, this.DashStyleLineLast, this.PlotWidthLineLast);
}
}
if (this.ShowSignalOnChartArrow)
{
if (_signals[0] == 1 && _signals[1] != 1)
{
AddChartArrowUp("ArrowLong_MA" + +Bars[0].Time.Ticks, this.IsAutoAdjustableScale, 0, Bars[0].Low, this.ColorLongSignalArrow);
}
else if (_signals[0] == -1 && _signals[1] != -1)
{
AddChartArrowDown("ArrowShort_MA" + +Bars[0].Time.Ticks, this.IsAutoAdjustableScale, 0, Bars[0].High, this.ColorShortSignalArrow);
}
}
//Set the color
PlotColors[0][0] = this.Color_1;
OutputDescriptors[0].PenStyle = this.DashStyle_1;
OutputDescriptors[0].Pen.Width = this.LineWidth_1;
PlotColors[1][0] = this.Color_2;
OutputDescriptors[1].PenStyle = this.DashStyle_2;
OutputDescriptors[1].Pen.Width = this.LineWidth_2;
PlotColors[2][0] = this.Color_3;
OutputDescriptors[2].PenStyle = this.DashStyle_3;
OutputDescriptors[2].Pen.Width = this.LineWidth_3;
PlotColors[3][0] = this.Color_4;
OutputDescriptors[3].PenStyle = this.DashStyle_4;
OutputDescriptors[3].Pen.Width = this.LineWidth_4;
PlotColors[4][0] = this.Color_5;
OutputDescriptors[4].PenStyle = this.DashStyle_5;
OutputDescriptors[4].Pen.Width = this.LineWidth_5;
PlotColors[5][0] = this.Color_6;
OutputDescriptors[5].PenStyle = this.DashStyle_6;
OutputDescriptors[5].Pen.Width = this.LineWidth_6;
}
protected override void OnBarUpdate()
{
if (this.DatafeedPeriodicityIsValid(Bars))
{
//new day session is beginning so we need to calculate the open range breakout
//if we are calculation "older" trading days the whole day will be calculated because to enhance performance.
if (this.CurrentdayOfUpdate.Date < Bars[0].Time.Date)
{
ORB_Result resultvalue = calculate(this.Bars, this.Bars[0]);
//Draw if the calculate method was processed till the end
if (resultvalue.IsCompleted)
{
//Set Color for open range
Color openrangecolorvalidornot = this.Color_ORB;
if (!resultvalue.IsORBValid)
{
openrangecolorvalidornot = this.Color_ORB_invalid;
}
//Draw the Open Range
DrawRectangle("ORBRect" + resultvalue.StartDate.Ticks, true, resultvalue.Start, this.RangeLow, resultvalue.End, this.RangeHigh, openrangecolorvalidornot, openrangecolorvalidornot, this.Opacity);
DrawText("ORBRangeString" + resultvalue.StartDate.Ticks, true, Math.Round((this.RangeHeight), 2).ToString(), resultvalue.Start, this.RangeHigh, 9, Color.Black, new Font("Arial", 9), StringAlignment.Center, Color.Gray, openrangecolorvalidornot, this.Opacity);
//if we are live on the trading day
if (this.Bars.Last().Time.Date == resultvalue.StartDate)
{
DrawHorizontalLine("LowLine" + resultvalue.StartDate.Ticks, true, this.RangeLow, openrangecolorvalidornot, this.CurrentSessionLineStyle, this.CurrentSessionLineWidth);
DrawHorizontalLine("HighLine" + resultvalue.StartDate.Ticks, true, this.RangeHigh, openrangecolorvalidornot, this.CurrentSessionLineStyle, this.CurrentSessionLineWidth);
}
//Draw the target areas
DrawRectangle("TargetAreaLong" + resultvalue.StartDate.Ticks, true, this.getOpenRangeEnd(this.getOpenRangeStart(this.Bars, resultvalue.StartDate)), this.RangeHigh, this.getEndOfTradingDay(this.Bars, resultvalue.StartDate), this.TargetLong, this.Color_TargetAreaLong, this.Color_TargetAreaLong, this.Opacity);
DrawRectangle("TargetAreaShort" + resultvalue.StartDate.Ticks, true, this.getOpenRangeEnd(this.getOpenRangeStart(this.Bars, resultvalue.StartDate)), this.RangeLow, this.getEndOfTradingDay(this.Bars, resultvalue.StartDate), this.TargetShort, this.Color_TargetAreaShort, this.Color_TargetAreaShort, this.Opacity);
}
}
//Set the indicator value on each bar update, if the breakout is on the current bar
if (this.LongBreakout != null && this.LongBreakout.Time == Bars[0].Time)
{
BarColor = Color.Turquoise;
Value.Set(1);
DrawArrowUp("ArrowLong" + Bars[0].Time.Date.Ticks, true, this.LongBreakout.Time, this.LongBreakout.Low, Color.Green);
}
else if (this.ShortBreakout != null && this.ShortBreakout.Time == Bars[0].Time)
{
BarColor = Color.Purple;
Value.Set(-1);
DrawArrowDown("ArrowShort" + Bars[0].Time.Date.Ticks, true, this.ShortBreakout.Time, this.ShortBreakout.High, Color.Red);
}
else
{
Value.Set(0);
}
//todo statistic for timeout
//todo statistic for stops
//Draw the Long Target if this is necessary
if (this.LongTargetReached != null)
{
DrawArrowDown("ArrowTargetLong" + Bars[0].Time.Date.Ticks, true, this.LongTargetReached.Time, this.LongTargetReached.High, Color.Red);
//todo add statistic data
//this._StatisticContainer.Add();
}
//Draw the Short Target if this is necessary
if (this.ShortTargetReached != null)
{
DrawArrowUp("ArrowTargetShort" + Bars[0].Time.Date.Ticks, true, this.ShortTargetReached.Time, this.ShortTargetReached.Low, Color.Green);
//todo add statistic data
//this._StatisticContainer.Add();
}
//Set the color
PlotColors[0][0] = this.Plot1Color;
Plots[0].PenStyle = this.Dash0Style;
Plots[0].Pen.Width = this.Plot0Width;
//When finished set the last day variable
//If we are online during the day session we do not set this variable so we are redrawing and recalculating the current session again and again
if (GlobalUtilities.IsCurrentBarLastDayInBars(this.Bars, this.Bars[0]))
{
//the last session has started (current trading session, last day in Bars object, and so on)
}
else
{
this.CurrentdayOfUpdate = this.Bars[0].Time.Date;
}
}
else
{
//Data feed perodicity is not valid, print info in chart panel
if (IsCurrentBarLast)
{
DrawTextFixed("AlertText", Const.DefaultStringDatafeedPeriodicity, TextPosition.Center, Color.Red, new Font("Arial", 30), Color.Red, Color.Red, 20);
}
}
}
/// <summary>
/// Create SHORT order.
/// </summary>
private void DoEnterShort()
{
if (_orderentershort == null)
{
_orderentershort = SubmitOrder(new StrategyOrderParameters {
Direction = OrderDirection.Sell, Type = OrderType.Market, Quantity = GlobalUtilities.AdjustPositionToRiskManagement(this.Root.Core.AccountManager, this.Root.Core.PreferenceManager, this.Instrument, Bars[0].Close), SignalName = this.DisplayName + "_" + OrderDirection.Sell + "_" + this.Instrument.Symbol + "_" + Bars[0].Time.Ticks.ToString(), Instrument = this.Instrument, TimeFrame = this.TimeFrame
});
//SetUpStopLoss(_orderentershort.Name, CalculationMode.Price, this._orb_indicator.RangeHigh, false);
//SetUpProfitTarget(_orderentershort.Name, CalculationMode.Price, this._orb_indicator.TargetShort);
}
}
protected override void OnCalculate()
{
////we need more contrast
//this.BarColor = Color.White;
//calculate data
ResultValue returnvalue = this.calculate(InSeries, Open, High, null, null, this.Bollinger_Period, this.Bollinger_Standard_Deviation, this.Momentum_Period, this.RSI_Period, this.RSI_Smooth, this.RSI_Level_Low, this.RSI_Level_High, this.Momentum_Level_Low, this.Momentum_Level_High);
//If the calculate method was not finished we need to stop and show an alert message to the user.
if (returnvalue.ErrorOccured)
{
//Display error just one time
if (!this.ErrorOccured)
{
GlobalUtilities.DrawAlertTextOnChart(this, Const.DefaultStringErrorDuringCalculation);
this.ErrorOccured = true;
}
return;
}
Plot_1.Set(bb_upper);
Plot_2.Set(bb_middle);
Plot_3.Set(bb_lower);
//Entry
if (returnvalue.Entry.HasValue)
{
switch (returnvalue.Entry)
{
case OrderDirection.Buy:
AddChartDot("ArrowLong_Entry" + Bars[0].Time.Ticks, true, Bars[0].Time, Bars[0].Open, Color.LightGreen);
//this.Indicator_Curve_Entry.Set(1);
break;
case OrderDirection.Sell:
AddChartDiamond("ArrowShort_Entry" + Bars[0].Time.Ticks, true, Bars[0].Time, Bars[0].Open, Color.LightGreen);
//this.Indicator_Curve_Entry.Set(-1);
break;
}
}
//else
//{
// //Value was null so nothing to do.
// this.Indicator_Curve_Entry.Set(0);
//}
//Exit
if (returnvalue.Exit.HasValue)
{
switch (returnvalue.Exit)
{
case OrderDirection.Buy:
AddChartDiamond("ArrowShort_Exit" + Bars[0].Time.Ticks, true, Bars[0].Time, Bars[0].Open, Color.Red);
//this.Indicator_Curve_Exit.Set(0.5);
break;
case OrderDirection.Sell:
AddChartDot("ArrowLong_Exit" + Bars[0].Time.Ticks, true, Bars[0].Time, Bars[0].Open, Color.Red);
//this.Indicator_Curve_Exit.Set(-0.5);
break;
}
}
//else
//{
// //Value was null so nothing to do.
// this.Indicator_Curve_Exit.Set(0);
//}
}
/// <summary>
/// Create Short Order and Stop.
/// </summary>
private void DoEnterShort()
{
if (this._orderentershort == null)
{
string entryreason = "ORB_Short_" + this.Instrument.Symbol + "_" + Bars[0].Time.Ticks.ToString();
_orderentershort = SubmitOrder(new StrategyOrderParameters {
Direction = OrderDirection.Sell, Type = OrderType.Market, Quantity = GlobalUtilities.AdjustPositionToRiskManagement(this.Root.Core.AccountManager, this.Root.Core.PreferenceManager, this.Instrument, Bars[0].Close), SignalName = entryreason, Instrument = this.Instrument, TimeFrame = this.TimeFrame
});
if (this.UseStopLoss)
{
SetUpStopLoss(_orderentershort.Name, CalculationMode.Price, this._orb_indicator.RangeHigh, false);
}
if (this.UseProfitTarget)
{
SetUpProfitTarget(_orderentershort.Name, CalculationMode.Price, this._orb_indicator.TargetShort);
}
if (this.StatisticBacktesting)
{
_statisticshort = new Statistic(this, PositionType.Short);
this._statisticshort.SetEntry(entryreason, _orderentershort.Quantity, Bars[0].Close, Bars[0].Time, OrderType.Market);
}
}
}
public void process_ShowGap()
{
//Prüfen, ob 15min Chart aktiviert ist, anonsten -> raus
if (Bars != null && Bars.Count > 0 &&
TimeFrame.Periodicity == DatafeedHistoryPeriodicity.Minute &&
TimeFrame.PeriodicityValue == 15)
{
}
else
{
return;
}
//Prüfen, ob es sich um die erste Kerze des Tage handelt, nur mit dieser kann Gap berechnet werden
if (Bars.BarsCountForSession == 0)
{
sessionprocessed = false;
}
//Marktöffnungszeit für Instrument lesen
TimeSpan openingtime = GlobalUtilities.GetOfficialMarketOpeningTime(Instrument.Symbol);
//Prüfen, ob aktuelle Kerze nach der offiziellen Marktöffnung ist, oder ob es eine vorbörsliche Kerze ist
if (Bars.GetTime(ProcessingBarIndex).TimeOfDay > openingtime && //größer 09.00 geht für 15M und 1Std (und 1Tag?)
sessionprocessed == false) //Tag noch nicht verarbeitet
{
sessionprocessed = true;
GapTradeLong = GapTradeShort = false;
//Erste Kerze des Tages besorgen und deren Errönfnungskurs lesen
IBar GapOpenBar = GlobalUtilities.GetFirstBarOfCurrentSession(Bars, Bars[0].Time.Date);
GapOpen = GapOpenBar.Open;
//Tagesschlusskurs von gestern besorgen
double LastDayClose = PriorDayOHLC(Closes[0]).PriorClose[0];
//Wenn es keinen LastDayClose Wert gibt -> raus (immer am Anfang des Charts)
if (LastDayClose == 0)
{
return;
}
PunkteGapMax = (decimal)LastDayClose * _PunkteGapMaxProz;
PunkteGapMin = (decimal)LastDayClose * _PunkteGapMinProz;
//gestrige Schlusskurs soll auch als InitialStop für etwaige Orders verwendet werden
StopForShowGapTrade = LastDayClose;
//Gapgröße berechnen
GapSize = GapOpen - LastDayClose;
//DateTime von gestrigen Schlusskurs
IBar GapCloseBar = GlobalUtilities.GetLastBarOfLastSession(Bars, Bars[0].Time.Date);
DateTime LastDayCloseDate = GapCloseBar.Time;
DateTime LastPeriod = Time[1];
//Prüfen ob es überhaupt ein Gap gab
if (LastDayClose > 0 &&
Math.Abs(GapSize) > 0)
{
existgap = true;
//Gap markieren (08.00 - 09.15)
string strMyRect = "MyRect" + Count;
string strMyGapSize = "MyGapSize" + Count;
//Gap zeigt nach oben
if (IsUpwardsGap() == true)
{
//Long
AddChartRectangle(strMyRect, true, LastDayCloseDate, LastDayClose, LastPeriod, GlobalUtilities.GetHighestHigh(Bars, Bars.BarsCountForSession), _col_gap, _col_gap, 70);
AddChartText(strMyGapSize, true, Math.Round(GapSize, 1).ToString(), GapOpenBar.Time, LastDayClose - (60 * TickSize), 9, Color.Black, new Font("Arial", 9), StringAlignment.Center, Color.Black, Color.Azure, 1);
if (GapIndicatesTradeLong() == true)
{
//Chancenreicher SuccessTrade Long
PrepareTradeLong();
}
}
//Gap zeigt nach unten
else
{
//Short
AddChartRectangle(strMyRect, true, LastDayCloseDate, LastDayClose, LastPeriod, GlobalUtilities.GetLowestLow(Bars, Bars.BarsCountForSession), _col_gap, _col_gap, 70);
AddChartText(strMyGapSize, true, Math.Round(GapSize, 1).ToString(), GapOpenBar.Time, LastDayClose + (60 * TickSize), 9, Color.Black, new Font("Arial", 9), StringAlignment.Center, Color.Black, Color.Azure, 1);
if (GapIndicatesTradeShort() == true)
{
////Chancenreicher SuccessTrade Short
PrepareTradeShort();
}
}
if (GapTradeShort == true || GapTradeLong == true)
{
//Auswertung
PrintBasicTradeInfo();
}
}
else
{
existgap = false;
}
}
//09.15. - 09.30 Kerze
// else if (Bars.BarsCountForSession == 6 && existgap == true)
else if (Bars[0].Time.TimeOfDay == new TimeSpan(9, 15, 0))
{
//Auswertung nach ShowGap Handelszeit (=09.30)
printAuswertung();
GlobalUtilities.SaveSnapShot("ShowGap", Instrument.Name, this.Root.Core.ChartManager.AllCharts, Bars, TimeFrame);
}
}
protected override void OnCalculate()
{
string strReversalTradeLong = "ReversalTradeLong" + ProcessingBarIndex;
string strReversalTradeShort = "ReversalTradeShort" + ProcessingBarIndex;
string strTradeResultLong;
string strTradeResultShort;
Color colorTextBox;
// 1 umkehr fallend auf steigend
//-1 umkehr steigend auf fallend
if (IsReversalLongTrade() == true)
{
ReversalTradeStartTSLong = Bars[0].Time;
//TargetBarTime = GetTargetBar(Bars[0].Time);
TargetBarTime = GlobalUtilities.GetTargetBar(Bars, Bars[0].Time, TimeFrame, 1);
OutSeries.Set(100);
Reversal2NextBar.Set(100);
}
else if (IsReversalShortTrade() == true)
{
ReversalTradeStartTSShort = Bars[0].Time;
//TargetBarTime = GetTargetBar(Bars[0].Time);
TargetBarTime = GlobalUtilities.GetTargetBar(Bars, Bars[0].Time, TimeFrame, 1);
OutSeries.Set(-100);
}
else
{
Reversal2NextBar.Set(0);
}
//TradingKerze ist fertig, Zeiteinheit ist abgelaufen
if (Bars[0].Time == TargetBarTime)
{
ReversalTradeResult = (decimal)Bars.GetClose(ProcessingBarIndex) - (decimal)Bars.GetOpen(ProcessingBarIndex);
TradeCounter += 1;
if (ReversalTradeStartTSLong > DateTime.MinValue)
{
ReversalTradeResultTotalLong = ReversalTradeResultTotalLong + ReversalTradeResult;
if (ReversalTradeResult < 0)
{
strTradeResultLong = "Fail " + ReversalTradeResult.ToString();
colorTextBox = colFail;
TradeCounterLongFail += 1;
}
else
{
strTradeResultLong = "Win " + ReversalTradeResult.ToString();
colorTextBox = colWin;
TradeCounterLongWin += 1;
}
AddChartText(strReversalTradeLong, true, strTradeResultLong, Time[1], Bars.GetHigh(ProcessingBarIndex) + (100 * TickSize), 9, Color.Black, new Font("Arial", 9), StringAlignment.Center, Color.Black, colorTextBox, 70);
}
else if (ReversalTradeStartTSShort > DateTime.MinValue)
{
ReversalTradeResultTotalShort = ReversalTradeResultTotalShort + ReversalTradeResult;
if (ReversalTradeResult < 0)
{
strTradeResultShort = "Win " + ReversalTradeResult.ToString();
colorTextBox = colWin;
TradeCounterShortWin += 1;
}
else
{
strTradeResultShort = "Fail " + ReversalTradeResult.ToString();
colorTextBox = colFail;
TradeCounterShortFail += 1;
}
AddChartText(strReversalTradeShort, true, strTradeResultShort, Time[1], Bars.GetHigh(ProcessingBarIndex) - (100 * TickSize), 9, Color.Black, new Font("Arial", 9), StringAlignment.Center, Color.Black, colorTextBox, 70);
}
//Variablen Resetten
ReversalTradeStartTSLong = DateTime.MinValue;
ReversalTradeStartTSShort = DateTime.MinValue;
}
if (IsProcessingBarIndexLast)
{
// Print("LongWin: " + TradeCounterLongWin + " LongFail: " + TradeCounterLongFail + " ShortWin: " + TradeCounterShortWin + " ShortFail: " + TradeCounterShortFail);
// Print(Instrument.Name + "Trades: " + TradeCounter + " LongPunkte: " + ReversalTradeResultTotalLong + " ShortPunkte: " + ReversalTradeResultTotalShort);
}
}
/// <summary>
/// Create Short Order and Stop.
/// </summary>
private void DoEnterShort()
{
_orderentershort = EnterShort(GlobalUtilities.AdjustPositionToRiskManagement(this.Root.Core.AccountManager, this.Root.Core.PreferenceManager, this.Instrument, Bars[0].Close), "ORB_Short_" + this.Instrument.Symbol + "_" + Bars[0].Time.Ticks.ToString(), this.Instrument, this.TimeFrame);
SetStopLoss(_orderentershort.Name, CalculationMode.Price, this._orb_indicator.RangeHigh, false);
SetProfitTarget(_orderentershort.Name, CalculationMode.Price, this._orb_indicator.TargetShort);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnCalculate()
{
int temp_signal_value = 0;
double actualhigh = High[0];
double actuallow = Low[0];
if (this.Type == enum_swingray_type.open)
{
actualhigh = Open[0];
actuallow = Open[0];
}
else if (this.Type == enum_swingray_type.close)
{
actualhigh = Close[0];
actuallow = Close[0];
}
// build up cache of recent High and Low values
// code devised from default Swing Indicator by marqui@BMT, 10-NOV-2010
lastHighCache.Add(actualhigh);
if (lastHighCache.Count > (2 * strength) + 1)
{
lastHighCache.RemoveAt(0); // if cache is filled, drop the oldest value
}
lastLowCache.Add(actuallow);
if (lastLowCache.Count > (2 * strength) + 1)
{
lastLowCache.RemoveAt(0);
}
//
if (lastHighCache.Count == (2 * strength) + 1) // wait for cache of Highs to be filled
{
// test for swing high
bool isSwingHigh = true;
double swingHighCandidateValue = (double)lastHighCache[strength];
for (int i = 0; i < strength; i++)
{
if ((double)lastHighCache[i] >= swingHighCandidateValue - double.Epsilon)
{
isSwingHigh = false; // bar(s) to right of candidate were higher
}
}
for (int i = strength + 1; i < lastHighCache.Count; i++)
{
if ((double)lastHighCache[i] > swingHighCandidateValue - double.Epsilon)
{
isSwingHigh = false; // bar(s) to left of candidate were higher
}
}
// end of test
if (isSwingHigh)
{
lastSwingHighValue = swingHighCandidateValue;
}
if (isSwingHigh) // if we have a new swing high then we draw a ray line on the chart
{
AddChartRay("highRay" + (ProcessingBarIndex - strength), false, strength, lastSwingHighValue, 0, lastSwingHighValue, swingHighColor, DashStyle.Solid, 1);
RayObject newRayObject = new RayObject("highRay" + (ProcessingBarIndex - strength), strength, lastSwingHighValue, 0, lastSwingHighValue);
swingHighRays.Push(newRayObject); // store a reference so we can remove it from the chart later
}
else if (actualhigh > lastSwingHighValue) // otherwise, we test to see if price has broken through prior swing high
{
if (swingHighRays.Count > 0) // just to be safe
{
//IRay currentRay = (IRay)swingHighRays.Pop(); // pull current ray from stack
RayObject currentRay = (RayObject)swingHighRays.Pop(); // pull current ray from stack
if (currentRay != null)
{
if (enableAlerts)
{
ShowAlert("Swing High at " + currentRay.Y1 + " broken", GlobalUtilities.GetSoundfile(this.Soundfile));
}
temp_signal_value = 1;
if (keepBrokenLines) // draw a line between swing point and break bar
{
int barsAgo = currentRay.BarsAgo1;
ITrendLine newLine = AddChartLine("highLine" + (ProcessingBarIndex - barsAgo), false, barsAgo, currentRay.Y1, 0, currentRay.Y1, swingHighColor, DashStyle.Dot, 2);
}
RemoveChartDrawing(currentRay.Tag);
if (swingHighRays.Count > 0)
{
//IRay priorRay = (IRay)swingHighRays.Peek();
RayObject priorRay = (RayObject)swingHighRays.Peek();
lastSwingHighValue = priorRay.Y1; // needed when testing the break of the next swing high
}
else
{
lastSwingHighValue = double.MaxValue; // there are no higher swings on the chart; reset to default
}
}
}
}
}
if (lastLowCache.Count == (2 * strength) + 1) // repeat the above for the swing lows
{
// test for swing low
bool isSwingLow = true;
double swingLowCandidateValue = (double)lastLowCache[strength];
for (int i = 0; i < strength; i++)
{
if ((double)lastLowCache[i] <= swingLowCandidateValue + double.Epsilon)
{
isSwingLow = false; // bar(s) to right of candidate were lower
}
}
for (int i = strength + 1; i < lastLowCache.Count; i++)
{
if ((double)lastLowCache[i] < swingLowCandidateValue + double.Epsilon)
{
isSwingLow = false; // bar(s) to left of candidate were lower
}
}
// end of test for low
if (isSwingLow)
{
lastSwingLowValue = swingLowCandidateValue;
}
if (isSwingLow) // found a new swing low; draw it on the chart
{
AddChartRay("lowRay" + (ProcessingBarIndex - strength), false, strength, lastSwingLowValue, 0, lastSwingLowValue, swingLowColor, DashStyle.Solid, 1);
RayObject newRayObject = new RayObject("lowRay" + (ProcessingBarIndex - strength), strength, lastSwingLowValue, 0, lastSwingLowValue);
swingLowRays.Push(newRayObject);
}
else if (actuallow < lastSwingLowValue) // otherwise test to see if price has broken through prior swing low
{
if (swingLowRays.Count > 0)
{
//IRay currentRay = (IRay)swingLowRays.Pop();
RayObject currentRay = (RayObject)swingLowRays.Pop();
if (currentRay != null)
{
if (enableAlerts)
{
ShowAlert("Swing Low at " + currentRay.Y1 + " broken", GlobalUtilities.GetSoundfile(this.Soundfile));
}
temp_signal_value = -1;
if (keepBrokenLines) // draw a line between swing point and break bar
{
int barsAgo = currentRay.BarsAgo1;
ITrendLine newLine = AddChartLine("highLine" + (ProcessingBarIndex - barsAgo), false, barsAgo, currentRay.Y1, 0, currentRay.Y1, swingLowColor, DashStyle.Dot, 2);
}
RemoveChartDrawing(currentRay.Tag);
if (swingLowRays.Count > 0)
{
//IRay priorRay = (IRay)swingLowRays.Peek();
RayObject priorRay = (RayObject)swingLowRays.Peek();
lastSwingLowValue = priorRay.Y1; // price level of the prior swing low
}
else
{
lastSwingLowValue = double.MinValue; // no swing lows present; set this to default value
}
}
}
}
}
if (enablesignalline)
{
SignalLine.Set(temp_signal_value);
}
else
{
this.SwingHighs.Set(lastSwingHighValue);
this.SwingLows.Set(lastSwingLowValue);
this.PriceLines.Set(InSeries[0]);
}
//Set the color
PlotColors[0][0] = this.Signal;
OutputDescriptors[0].PenStyle = DashStyle.Solid;
OutputDescriptors[0].Pen.Width = this.Plot0Width;
PlotColors[1][0] = this.swingHighColor;
OutputDescriptors[1].PenStyle = DashStyle.Solid;
OutputDescriptors[1].Pen.Width = this.Plot0Width;
PlotColors[2][0] = this.swingLowColor;
OutputDescriptors[2].PenStyle = DashStyle.Solid;
OutputDescriptors[2].Pen.Width = this.Plot0Width;
PlotColors[3][0] = this.Signal;
OutputDescriptors[3].PenStyle = DashStyle.Solid;
OutputDescriptors[3].Pen.Width = this.Plot0Width;
}
protected override void OnStart()
{
decimal vdax_new = GlobalUtilities.GetCurrentVdaxNew(this.CheckEveryXSeconds);
AddChartTextFixed("VDAX_NEW", "VDAX-NEW: " + vdax_new, this.TextPosition, Color.Black, new Font("Arial", this.TextSize), Color.Transparent, Color.Transparent);
}
