private void SaveDataToDatabase(SessionStats overnight, SessionStats initialBalance, SessionStats day)
{
if (!listDateSaved.Contains(overnight.Time.ToShortDateString()))
{
MySqlCommand cmd = new MySqlCommand();
cmd.Connection = dbConn;
dbConn.Open();
cmd.CommandText =
"Insert into sessionstats values (@dateNum, @on_open,@on_high,@on_low,@on_low,@ib_open,@ib_high,@ib_low,@ib_close,@day_open,@day_high,@day_low,@day_close,@ib_hit,@day_hit)";
cmd.Parameters.Add(new MySqlParameter("@dateNum", overnight.Time.ToShortDateString()));
cmd.Parameters.Add(new MySqlParameter("@on_open", overnight.Open));
cmd.Parameters.Add(new MySqlParameter("@on_high", overnight.High));
cmd.Parameters.Add(new MySqlParameter("@on_low", overnight.Low));
cmd.Parameters.Add(new MySqlParameter("@on_close", overnight.Close));
cmd.Parameters.Add(new MySqlParameter("@ib_open", initialBalance.Open));
cmd.Parameters.Add(new MySqlParameter("@ib_high", initialBalance.High));
cmd.Parameters.Add(new MySqlParameter("@ib_low", initialBalance.Low));
cmd.Parameters.Add(new MySqlParameter("@ib_close", initialBalance.Close));
cmd.Parameters.Add(new MySqlParameter("@day_open", day.Open));
cmd.Parameters.Add(new MySqlParameter("@day_high", day.High));
cmd.Parameters.Add(new MySqlParameter("@day_low", day.Low));
cmd.Parameters.Add(new MySqlParameter("@day_close", day.Close));
cmd.Parameters.Add(new MySqlParameter("@ib_hit", initialBalance.Hit));
cmd.Parameters.Add(new MySqlParameter("@day_hit", day.Hit));
cmd.ExecuteNonQuery();
dbConn.Close();
listDateSaved.Remove(overnight.Time.ToShortDateString());
}
}
protected override void OnBarUpdate()
{
if (BarsPeriod.Id != PeriodType.Minute)
{
return;
}
if ((BarsPeriod.Id == PeriodType.Minute) && ((BarsPeriod.Value == 60)))
{
return;
}
if (Time[0].TimeOfDay == new TimeSpan(9, 30, 00))
{
try
{
int getOvernightBarCount = CurrentBar - onLookbackPeriod;
//DrawText("txt" + Time[0], string.Format("max: {0} min: {1} {2}", maxHigh.ToString("0.00"), minLow.ToString("0.00"),CurrentBar.ToString()), 0, Low[0] - 4, Color.Black);
//Print("ON Lookback times:" + Time[onLookbackPeriod] + " " + Time[0]);
//Print(string.Format("{0} {1} {2}",Time[0].ToShortDateString(), maxHigh.ToString("0.00"), minLow.ToString("0.00")));
SessionStats data = new SessionStats()
{
LookbackTime = Time[onLookbackPeriod],
Time = Time[0],
Open = Open[onLookbackPeriod],
High = MAX(High, onLookbackPeriod)[0],
Low = MIN(Low, onLookbackPeriod)[0],
Close = Close[0]
};
DrawText("c" + Time[0], string.Format("max: {0} {3} min: {1} {3} {2}", data.High.ToString("0.00"), data.Low.ToString("0.00"), "", Environment.NewLine), Convert.ToInt32(onLookbackPeriod / 2), data.Low - 1, Color.Black);
distOvernightStats.Add(Time[0].ToShortDateString(), data);
}
catch (Exception)
{ Print("There is an issue with generating the first day due to lookback period...skip"); }
}
if (Time[0].TimeOfDay == new TimeSpan(10, 30, 00))
{
int getOvernightBarCount = CurrentBar - ibLookbackPeriod;
SessionStats data = new SessionStats()
{
LookbackTime = Time[ibLookbackPeriod],
Time = Time[0],
Open = Open[ibLookbackPeriod],
High = MAX(High, ibLookbackPeriod)[0],
Low = MIN(Low, ibLookbackPeriod)[0],
Close = Close[0]
};
if (distOvernightStats.ContainsKey(Time[0].ToShortDateString()) == true)
{
distInitialBalance.Add(Time[0].ToShortDateString(), data);
}
//Print("IB Lookback times:" + Time[ibLookbackPeriod] + " " + Time[0]);
string hitString = "";
if (distOvernightStats.ContainsKey(Time[0].ToShortDateString()) == true)
{
if (distInitialBalance[Time[0].ToShortDateString()].High <
distOvernightStats[Time[0].ToShortDateString()].High &&
distInitialBalance[Time[0].ToShortDateString()].Low>
distOvernightStats[Time[0].ToShortDateString()].Low)
{
hitString = "MISS";
}
else if (distInitialBalance[Time[0].ToShortDateString()].High <
distOvernightStats[Time[0].ToShortDateString()].Low)
{
hitString = "MISS";
}
else if (distInitialBalance[Time[0].ToShortDateString()].Low >
distOvernightStats[Time[0].ToShortDateString()].High)
{
hitString = "MISS";
}
else
{
hitString = "HIT";
}
distInitialBalance[Time[0].ToShortDateString()].Hit = hitString;
DrawText("b" + Time[0], string.Format("max: {0} {3} min: {1} {3} {2} {4}", data.High.ToString("0.00"), data.Low.ToString("0.00"), "", Environment.NewLine, hitString), Convert.ToInt32(ibLookbackPeriod / 2), data.Low - 1, Color.Black);
}
// DrawText("a" + Time[0], string.Format("max: {0} {3} min: {1} {3} {2}", data.High.ToString("0.00"), data.Low.ToString("0.00"), "", Environment.NewLine), Convert.ToInt32(ibLookbackPeriod / 2), data.Low - 1, Color.Black);
}
if (Time[0].TimeOfDay == new TimeSpan(16, 00, 00))
{
try
{
int getOvernightBarCount = CurrentBar - rthLookbackPeriod;
//Print("close Lookback times:" + Time[rthLookbackPeriod] + " " + Time[0]);
SessionStats data = new SessionStats()
{
LookbackTime = Time[rthLookbackPeriod],
Time = Time[0],
Open = Open[rthLookbackPeriod],
High = MAX(High, rthLookbackPeriod)[0],
Low = MIN(Low, rthLookbackPeriod)[0],
Close = Close[0]
};
if (distOvernightStats.ContainsKey(Time[0].ToShortDateString()) == true)
{
distRTHStats.Add(Time[0].ToShortDateString(), data);
}
string hitString = "";
if (distOvernightStats.ContainsKey(Time[0].ToShortDateString()) == true)
{
if (distRTHStats[Time[0].ToShortDateString()].High <
distOvernightStats[Time[0].ToShortDateString()].High &&
distRTHStats[Time[0].ToShortDateString()].Low>
distOvernightStats[Time[0].ToShortDateString()].Low)
{
hitString = "MISS";
}
else if (distRTHStats[Time[0].ToShortDateString()].High <
distOvernightStats[Time[0].ToShortDateString()].Low)
{
hitString = "MISS";
}
else if (distRTHStats[Time[0].ToShortDateString()].Low >
distOvernightStats[Time[0].ToShortDateString()].High)
{
hitString = "MISS";
}
else
{
hitString = "HIT";
}
distRTHStats[Time[0].ToShortDateString()].Hit = hitString;
DrawLine("overnighHigh" + Time[0].Date, false, distOvernightStats[Time[0].ToShortDateString()].LookbackTime, distOvernightStats[Time[0].ToShortDateString()].High, distOvernightStats[Time[0].ToShortDateString()].Time, distOvernightStats[Time[0].ToShortDateString()].High, Color.Aqua, DashStyle.Solid, 1);
DrawLine("overnighLow" + Time[0].Date, false, distOvernightStats[Time[0].ToShortDateString()].LookbackTime, distOvernightStats[Time[0].ToShortDateString()].Low, distOvernightStats[Time[0].ToShortDateString()].Time, distOvernightStats[Time[0].ToShortDateString()].Low, Color.Aqua, DashStyle.Solid, 1);
DrawLine("ibHigh" + Time[0].Date, false, distInitialBalance[Time[0].ToShortDateString()].LookbackTime, distInitialBalance[Time[0].ToShortDateString()].High, distInitialBalance[Time[0].ToShortDateString()].Time, distInitialBalance[Time[0].ToShortDateString()].High, Color.Orange, DashStyle.Solid, 1);
DrawLine("ibLow" + Time[0].Date, false, distInitialBalance[Time[0].ToShortDateString()].LookbackTime, distInitialBalance[Time[0].ToShortDateString()].Low, distInitialBalance[Time[0].ToShortDateString()].Time, distInitialBalance[Time[0].ToShortDateString()].Low, Color.Orange, DashStyle.Solid, 1);
DrawLine("rthHigh" + Time[0].Date, false, distRTHStats[Time[0].ToShortDateString()].LookbackTime, distRTHStats[Time[0].ToShortDateString()].High, distRTHStats[Time[0].ToShortDateString()].Time, distRTHStats[Time[0].ToShortDateString()].High, Color.ForestGreen, DashStyle.Solid, 1);
DrawLine("rthlow" + Time[0].Date, false, distRTHStats[Time[0].ToShortDateString()].LookbackTime, distRTHStats[Time[0].ToShortDateString()].Low, distRTHStats[Time[0].ToShortDateString()].Time, distRTHStats[Time[0].ToShortDateString()].Low, Color.ForestGreen, DashStyle.Solid, 1);
DrawText("b" + Time[0], string.Format("max: {0} {3} min: {1} {3} {2} {4}", data.High.ToString("0.00"), data.Low.ToString("0.00"), "", Environment.NewLine, hitString), Convert.ToInt32(rthLookbackPeriod / 2), data.Low - 1, Color.Black);
}
//Print(string.Format("{0} {1} {2} {3}", " - ", data.High.ToString("0.00"), data.Low.ToString("0.00"),hitString));
SaveDataToDatabase(distOvernightStats[Time[0].ToShortDateString()], distInitialBalance[Time[0].ToShortDateString()], distRTHStats[Time[0].ToShortDateString()]);
}
catch (Exception)
{ Print("There is an issue with generating the eod day due to lookback period...skip"); }
}
//string insertQuery = "INSERT INTO sessionstats (dateNum, on_open, on_high, on_low, on_close, ib_open, ib_high, ib_low, ib_close, day_open, day_high, day_low, day_close)";
}
