public static void SetChartViewModelIndicatorPaneData(IList <Candle> candles, ChartViewModel cvm, IIndicator indicator)
{
indicator.Reset();
var indicatorDataSeries = new XyDataSeries <DateTime, double>();
for (var i = 0; i < candles.Count; i++)
{
var time = new DateTime(candles[i].CloseTimeTicks, DateTimeKind.Utc).ToLocalTime();
var v = indicator.Process(candles[i]);
indicatorDataSeries.Append(time, v.IsFormed ? v.Value : float.NaN);
}
indicatorDataSeries.SeriesName = indicator.Name;
var indicatorPaneVm = cvm.ChartPaneViewModels.Count > 1 ? cvm.ChartPaneViewModels[1] : null;
if (indicatorPaneVm == null)
{
var indicatorPane = new ChartPaneViewModel(cvm, cvm.ViewportManager)
{
IsFirstChartPane = false,
IsLastChartPane = true,
YAxisTextFormatting = "0.0000"
};
indicatorPane.ChartSeriesViewModels.Add(new ChartSeriesViewModel(indicatorDataSeries, new FastLineRenderableSeries
{
AntiAliasing = false,
SeriesColor = Colors.DarkBlue,
StrokeThickness = 2
}));
cvm.ChartPaneViewModels.Add(indicatorPane);
}
else
{
indicatorPaneVm.ChartSeriesViewModels.Clear();
var fastLineRenderableSeries = new FastLineRenderableSeries
{
AntiAliasing = false,
SeriesColor = Colors.DarkBlue,
StrokeThickness = 2
};
indicatorPaneVm.ChartSeriesViewModels.Add(new ChartSeriesViewModel(indicatorDataSeries, fastLineRenderableSeries));
}
}
public static void CreateTradeAnnotations(AnnotationCollection annotations, ChartViewModel cvm, TradeAnnotationsToShow annotationsToShow, IList <Candle> candles, Trade trade)
{
// Setup annotations
if (candles.Count == 0)
{
return;
}
if (trade.EntryDateTime != null && trade.EntryDateTime > candles[candles.Count - 1].CloseTime())
{
return;
}
if (trade.OrderDateTime != null && trade.OrderDateTime > candles[candles.Count - 1].CloseTime())
{
return;
}
var dataSeries = cvm.ChartPaneViewModels[0].ChartSeriesViewModels[0].DataSeries;
var startTime = trade.StartDateTimeLocal;
var entryCloseMarketSmaller = annotationsToShow.HasFlag(TradeAnnotationsToShow.MakeEntryCloseMarkerSmaller);
if (startTime != null && (trade.OrderPrice != null || trade.EntryPrice != null))
{
if (trade.EntryPrice != null && (annotationsToShow.HasFlag(TradeAnnotationsToShow.All) || annotationsToShow.HasFlag(TradeAnnotationsToShow.EntryMarker)))
{
var profit = trade.NetProfitLoss ?? trade.GrossProfitLoss;
var colour = (profit != null && profit < 0) || (trade.RMultiple != null && trade.RMultiple.Value < 0) ? Colors.DarkRed : Colors.Green;
AddBuySellMarker(trade.TradeDirection.Value, annotations, trade, trade.EntryDateTimeLocal.Value, trade.EntryPrice.Value,
entryCloseMarketSmaller, colour: colour);
}
if (annotationsToShow.HasFlag(TradeAnnotationsToShow.All) || annotationsToShow.HasFlag(TradeAnnotationsToShow.OrderOrEntryLines))
{
if (trade.OrderPrice != null && trade.OrderDateTimeLocal != null)
{
var orderPrices = trade.OrderPrices.ToList();
if (orderPrices.Count > 0)
{
orderPrices.Add(new DatePrice(
trade.EntryDateTime ?? trade.CloseDateTime ?? new DateTime(candles[candles.Count - 1].CloseTimeTicks, DateTimeKind.Utc),
null));
AddLineAnnotations(orderPrices, cvm.ChartPaneViewModels[0].ChartSeriesViewModels[0].DataSeries, annotations, Colors.Gray);
}
}
}
}
// Add order price line
if (trade.OrderPrice != null && trade.CloseDateTime == null && trade.EntryPrice == null)
{
var brush = new SolidColorBrush(Colors.Gray)
{
Opacity = 0.3
};
var annotation = new LineAnnotation
{
X1 = 0,
X2 = cvm.ChartPaneViewModels[0].ChartSeriesViewModels[0].DataSeries.Count - 1,
Y1 = trade.OrderPrice,
Y2 = trade.OrderPrice,
Stroke = brush,
StrokeDashArray = new DoubleCollection(new[] { 5.0, 3.0 })
};
annotations.Add(annotation);
}
// Add close price line
if (trade.ClosePrice != null)
{
var oppositeTradeDirection = trade.TradeDirection.Value == TradeDirection.Long
? TradeDirection.Short
: TradeDirection.Long;
if (annotationsToShow.HasFlag(TradeAnnotationsToShow.All) || annotationsToShow.HasFlag(TradeAnnotationsToShow.CloseMarker))
{
var profit = trade.NetProfitLoss ?? trade.GrossProfitLoss;
var colour = (profit != null && profit < 0) || (trade.RMultiple != null && trade.RMultiple.Value < 0) ? Colors.DarkRed : Colors.Green;
AddBuySellMarker(oppositeTradeDirection, annotations, trade, trade.CloseDateTimeLocal.Value, trade.ClosePrice.Value, entryCloseMarketSmaller, colour: colour);
// Add line between buy/sell marker
/*var brush = new SolidColorBrush(colour) { Opacity = 0.6 };
* var annotation = new LineAnnotation
* {
* X1 = dataSeries.FindIndex(trade.EntryDateTimeLocal, SearchMode.Nearest),
* X2 = dataSeries.FindIndex(trade.CloseDateTimeLocal, SearchMode.Nearest),
* Y1 = trade.EntryPrice.Value,
* Y2 = trade.ClosePrice.Value,
* Stroke = brush,
* StrokeThickness = 3,
* StrokeDashArray = new DoubleCollection(new[] { 2.0, 2.0 })
* };
*
* annotations.Add(annotation);*/
}
}
// Add stop prices
if (annotationsToShow.HasFlag(TradeAnnotationsToShow.All) || annotationsToShow.HasFlag(TradeAnnotationsToShow.StopsLines))
{
var stopPrices = trade.StopPrices.ToList();
if (stopPrices.Count > 0)
{
stopPrices.Add(new DatePrice(trade.CloseDateTime != null
? trade.CloseDateTime.Value
: new DateTime(candles[candles.Count - 1].CloseTimeTicks, DateTimeKind.Utc), null));
AddLineAnnotations(stopPrices, cvm.ChartPaneViewModels[0].ChartSeriesViewModels[0].DataSeries, annotations, Colors.Red);
}
// Add dummy series just to add stop to legend
if (cvm.ChartPaneViewModels[0].ChartSeriesViewModels.All(x => x.DataSeries.SeriesName != "Stop"))
{
var series = new FastLineRenderableSeries()
{
AntiAliasing = false, SeriesColor = Colors.Red
};
series.SetValue(FilteringLegendModifier.IncludeSeriesProperty, true);
var d = new XyDataSeries <DateTime, double>();
d.SeriesName = "Stop";
cvm.ChartPaneViewModels[0].ChartSeriesViewModels.Add(new ChartSeriesViewModel(d, series));
}
}
// Add current stop price line
if (trade.StopPrice != null && trade.CloseDateTime == null)
{
var brush = new SolidColorBrush(Colors.Red)
{
Opacity = 0.3
};
var annotation = new LineAnnotation
{
X1 = 0,
X2 = cvm.ChartPaneViewModels[0].ChartSeriesViewModels[0].DataSeries.Count - 1,
Y1 = trade.StopPrice.Value,
Y2 = trade.StopPrice.Value,
Stroke = brush,
StrokeDashArray = new DoubleCollection(new[] { 5.0, 3.0 })
};
annotations.Add(annotation);
}
// Add limit prices
if (annotationsToShow.HasFlag(TradeAnnotationsToShow.All) || annotationsToShow.HasFlag(TradeAnnotationsToShow.LimitsLines))
{
var limitPrices = trade.LimitPrices.ToList();
if (limitPrices.Count > 0)
{
limitPrices.Add(new DatePrice(trade.CloseDateTime ?? new DateTime(candles[candles.Count - 1].CloseTimeTicks, DateTimeKind.Utc), null));
AddLineAnnotations(limitPrices, cvm.ChartPaneViewModels[0].ChartSeriesViewModels[0].DataSeries, annotations, Colors.DarkGreen);
}
}
// Add current limit price line
if (trade.LimitPrice != null && trade.CloseDateTime == null)
{
var brush = new SolidColorBrush(Colors.DarkGreen)
{
Opacity = 0.3
};
var annotation = new LineAnnotation
{
X1 = 0,
X2 = cvm.ChartPaneViewModels[0].ChartSeriesViewModels[0].DataSeries.Count - 1,
Y1 = trade.LimitPrice.Value,
Y2 = trade.LimitPrice.Value,
Stroke = brush,
StrokeDashArray = new DoubleCollection(new[] { 5.0, 3.0 })
};
annotations.Add(annotation);
}
}
public static void SetChartViewModelVisibleRange(
Trade trade, ChartViewModel cvm, IList <Candle> candles, Timeframe timeframe)
{
if (candles.Count == 0)
{
return;
}
var startTime = trade.OrderDateTime ?? trade.EntryDateTime.Value;
var endTime = trade.CloseDateTime ?? new DateTime(candles.Last().CloseTimeTicks, DateTimeKind.Utc);
var startCandle = CandlesHelper.GetFirstCandleThatClosesBeforeDateTime(candles, startTime);
var endCandle = CandlesHelper.GetFirstCandleThatClosesBeforeDateTime(candles, endTime) ?? candles.Last();
var candlesBeforeTrade = 0;
switch (timeframe)
{
case Timeframe.M1:
candlesBeforeTrade = (1 * 60);
break;
case Timeframe.M5:
candlesBeforeTrade = (6 * 12);
break;
case Timeframe.M15:
candlesBeforeTrade = (2 * 12);
break;
case Timeframe.M30:
candlesBeforeTrade = (2 * 12);
break;
case Timeframe.H1:
candlesBeforeTrade = (2 * 24);
break;
case Timeframe.H2:
candlesBeforeTrade = (5 * 12);
break;
case Timeframe.H4:
candlesBeforeTrade = (10 * 6);
break;
case Timeframe.H8:
candlesBeforeTrade = (20 * 3);
break;
case Timeframe.D1:
candlesBeforeTrade = 30;
break;
default:
throw new ApplicationException(timeframe + " timeframe not found for chart helper vis range");
}
var candlesAfterTrade = (int)(candlesBeforeTrade * 0.1);
var min = candles.IndexOf(startCandle.Value) - candlesBeforeTrade;
var max = candles.IndexOf(endCandle) + candlesAfterTrade;
if (min < 0)
{
min = 0;
}
SetChartXVisibleRange(cvm, min, max);
var miny = double.NaN;
var maxy = double.NaN;
for (var i = min; i < candles.Count; i++)
{
if (double.IsNaN(miny) || candles[i].LowBid < miny)
{
miny = candles[i].LowBid;
}
if (double.IsNaN(maxy) || candles[i].HighBid > maxy)
{
maxy = candles[i].HighBid;
}
}
if (trade.LimitPrice != null && trade.LimitPrice < (decimal)miny)
{
miny = (double)trade.LimitPrice;
}
if (trade.LimitPrice != null && trade.LimitPrice > (decimal)maxy)
{
maxy = (double)trade.LimitPrice;
}
if (trade.StopPrice != null && trade.StopPrice < (decimal)miny)
{
miny = (double)trade.StopPrice;
}
if (trade.StopPrice != null && trade.StopPrice > (decimal)maxy)
{
maxy = (double)trade.StopPrice;
}
}
public ChartPaneViewModel(ChartViewModel parentChartViewModel, IViewportManager viewportManager)
{
ViewportManager = viewportManager;
ParentViewModel = parentChartViewModel;
}