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;
}
}
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);
}
}
}
//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);
}
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()
{
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);
}
}
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();
}
}
//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);
}
