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MycLib/AuraTrader/AuraTrader.mm
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Michael Schimmel a9aff8c41a AuraTrader Sample
2025-06-17 21:49:09 +02:00

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<!--To view this file, download free mind mapping software Freeplane from https://www.freeplane.org -->
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<node TEXT="Konzept" POSITION="bottom_or_right" ID="ID_351347589" CREATED="1749138140790" MODIFIED="1749138143372">
<node TEXT="Graph" ID="ID_1387256995" CREATED="1749138153896" MODIFIED="1749138171293">
<node TEXT="Node" ID="ID_259083893" CREATED="1749197003119" MODIFIED="1749197028434">
<node TEXT="Hat eine Signatur" POSITION="bottom_or_right" ID="ID_1518342419" CREATED="1749138332065" MODIFIED="1749198016791">
<node TEXT="Eingänge" ID="ID_225862940" CREATED="1749198017375" MODIFIED="1749198021478">
<node TEXT="Lazy&lt;T&gt;" ID="ID_1288547800" CREATED="1749198026579" MODIFIED="1749198040009"/>
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<node TEXT="Ausgänge" ID="ID_661812861" CREATED="1749198022539" MODIFIED="1749198024513">
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<node TEXT="Caption" POSITION="bottom_or_right" ID="ID_1196798317" CREATED="1749197994222" MODIFIED="1749197997264"/>
<node TEXT="Grafische Repräsentation" POSITION="bottom_or_right" ID="ID_1686858497" CREATED="1749198609593" MODIFIED="1749198635728"/>
<node TEXT="Jeder Node ist eine Factory" POSITION="bottom_or_right" ID="ID_1175294085" CREATED="1749199661343" MODIFIED="1749199751197">
<node TEXT="Die eigentliche Komponente wird erst beim Init der Strategie erzeugt" ID="ID_691361700" CREATED="1749199752043" MODIFIED="1749199765349"/>
<node TEXT="So ist es möglich, dass z.B. ein Chart mit mehreren Eingängen verknüpft wird" ID="ID_1680171724" CREATED="1749199770731" MODIFIED="1749199814332"/>
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<node TEXT="abstract templates" ID="ID_1144603697" CREATED="1749197934224" MODIFIED="1749197953583">
<node TEXT="DataServer" POSITION="bottom_or_right" ID="ID_291421820" CREATED="1749138179173" MODIFIED="1749202649741">
<node TEXT="Können Preisdaten aus beliebigen Quellen sammeln und stellen sie als Stream zur verfügung" ID="ID_827558062" CREATED="1749138204738" MODIFIED="1749138284430"/>
<node TEXT="Können sowohl Live- als auch historische Daten liefern" ID="ID_896603589" CREATED="1749193159987" MODIFIED="1749193216833">
<node TEXT="Für den Consumer darf das (eigentlich) nicht transparent sein" ID="ID_554512865" CREATED="1749193217206" MODIFIED="1749196862117"/>
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<node TEXT="Signatur" ID="ID_1267368219" CREATED="1749195431793" MODIFIED="1749195436151">
<node TEXT="Keine Eingänge!" POSITION="bottom_or_right" ID="ID_65784960" CREATED="1749200853295" MODIFIED="1749200862455">
<node TEXT="Registriert sich als IDataProvider und publiziert so seine Fetch-Routine" POSITION="bottom_or_right" ID="ID_351312947" CREATED="1749200902001" MODIFIED="1749200934037"/>
<node TEXT="Fetch - signalisiert, dass neue Daten abgerufen werden können" POSITION="bottom_or_right" ID="ID_1521536523" CREATED="1749193885863" MODIFIED="1749194845452">
<node TEXT="Live" ID="ID_1178415156" CREATED="1749196109094" MODIFIED="1749196123441">
<node TEXT="Asynchron Daten von der externen Quelle abrufen" ID="ID_26813979" CREATED="1749196129271" MODIFIED="1749201012068"/>
<node TEXT="Es werden nach einem Fetch immer alle bis dahin enfangenen Daten verarbeitet" ID="ID_1279384359" CREATED="1749196364669" MODIFIED="1749196388802"/>
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<node TEXT="Backtest" ID="ID_1462183661" CREATED="1749196123907" MODIFIED="1749196127688">
<node TEXT="Einlesen der historischen Daten aus lokaler Quelle" ID="ID_766072914" CREATED="1749196215155" MODIFIED="1749196299263"/>
<node TEXT="Wie viele Daten sollen hier gelesen werden?" ID="ID_955008466" CREATED="1749196316474" MODIFIED="1749196340955">
<node TEXT="Der Backtest könnte theoretisch alle Daten in einem Fetch liefern" ID="ID_783811796" CREATED="1749196423022" MODIFIED="1749196468608"/>
<node TEXT="Stattdessen sollen &quot;sinnvolle&quot; Häppchen geliefert werden" ID="ID_1420632589" CREATED="1749196470465" MODIFIED="1749196493915"/>
<node TEXT="Z.B. in dem die Timestamps der Daten analysiert werden." ID="ID_994363528" CREATED="1749196495078" MODIFIED="1749196523145">
<node TEXT="Ticks die sehr schnell nacheinender kommen, könnten zusammengefasst werden." ID="ID_262920625" CREATED="1749196523651" MODIFIED="1749196546182"/>
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<node TEXT="Ausgang" POSITION="bottom_or_right" ID="ID_354621746" CREATED="1749193952447" MODIFIED="1749193957977">
<node TEXT="Array" ID="ID_1992679898" CREATED="1749196558592" MODIFIED="1749196561177">
<node TEXT="Enthält alle Datenpunkte, die seit dem letzten Durchlauf empfangen wurden" POSITION="bottom_or_right" ID="ID_1560263964" CREATED="1749194019659" MODIFIED="1749196612914"/>
<node TEXT="Datenpunkt" ID="ID_1319987980" CREATED="1749196616408" MODIFIED="1749196620117">
<node TEXT="Index seit Start der Strategy" POSITION="bottom_or_right" ID="ID_1416903711" CREATED="1749194191668" MODIFIED="1749194208147"/>
<node TEXT="Index seit dem letzten Session Break (wenn die Datenquelle das unterstützt)" POSITION="bottom_or_right" ID="ID_1894209537" CREATED="1749194208989" MODIFIED="1749194250436"/>
<node TEXT="Daten" ID="ID_508077608" CREATED="1749196736643" MODIFIED="1749196745736">
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<node TEXT="OHLC" POSITION="bottom_or_right" ID="ID_400927533" CREATED="1749195379156" MODIFIED="1749196820207"/>
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<node TEXT="Ask-Bid" POSITION="bottom_or_right" ID="ID_127401459" CREATED="1749194269527" MODIFIED="1749196722182"/>
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<node TEXT="IsLiveData" ID="ID_1043765011" CREATED="1749196881074" MODIFIED="1749196892932"/>
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<node TEXT="Trader" POSITION="bottom_or_right" ID="ID_1544725450" CREATED="1749197183355" MODIFIED="1749197191427">
<node TEXT="Implementiert, wie mit Signalen umgegangen wird" ID="ID_102160159" CREATED="1749197357878" MODIFIED="1749197388131"/>
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<node TEXT="Eingang" POSITION="bottom_or_right" ID="ID_967519634" CREATED="1749197096963" MODIFIED="1749197103083">
<node TEXT="Buy-Signal" ID="ID_1120078634" CREATED="1749197103978" MODIFIED="1749197398085"/>
<node TEXT="Sell-Signal" ID="ID_1074440473" CREATED="1749197140015" MODIFIED="1749197402441"/>
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<node TEXT="Orders" ID="ID_84017955" CREATED="1749197256250" MODIFIED="1749197267082"/>
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<node TEXT="Indicator" ID="ID_1041206949" CREATED="1749198254012" MODIFIED="1749198258932">
<node TEXT="Frei programmierbare Module" ID="ID_1046851781" CREATED="1749198260161" MODIFIED="1749198292019"/>
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<node TEXT="Diagramme" ID="ID_1728273110" CREATED="1749198882498" MODIFIED="1749199486967">
<node TEXT="abstract" POSITION="bottom_or_right" ID="ID_1648724212" CREATED="1749198794903" MODIFIED="1749198800455">
<node TEXT="Tick-Chart" ID="ID_1017072631" CREATED="1749198800457" MODIFIED="1749198831938"/>
<node TEXT="OHLC-Chart" ID="ID_629656972" CREATED="1749198805040" MODIFIED="1749198837689"/>
<node TEXT="Histogram" ID="ID_34977684" CREATED="1749198841247" MODIFIED="1749199015989"/>
<node TEXT="Diagram" ID="ID_840651195" CREATED="1749199016656" MODIFIED="1749199108308"/>
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<node TEXT="Draw-Plane mit X/Y Achse" ID="ID_587693864" CREATED="1749198904253" MODIFIED="1749199081316"/>
<node TEXT="Charts" ID="ID_382545852" CREATED="1749199466839" MODIFIED="1749199491297">
<node TEXT="Eingang" POSITION="bottom_or_right" ID="ID_1587680882" CREATED="1749199129247" MODIFIED="1749199394732">
<node TEXT="Klar definierte Dateneingänge" ID="ID_548619408" CREATED="1749199135233" MODIFIED="1749199152222">
<node TEXT="z.B. TickData für Tick-Chart" ID="ID_383484888" CREATED="1749199152224" MODIFIED="1749199163416"/>
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<node TEXT="Eingänge dynamisch erzeugen." ID="ID_710689831" CREATED="1749199168396" MODIFIED="1749199223960">
<node TEXT="z.B. ein EMA auf einem OHLC-Chart" ID="ID_288893788" CREATED="1749199223961" MODIFIED="1749199254594">
<node TEXT="Ausgang des EMA liefert nur einen Wert" ID="ID_1879052051" CREATED="1749199255287" MODIFIED="1749199283462"/>
<node TEXT="Muss über einen im Chart-Node definierbaren Eingang verknüpft werden" ID="ID_1048634781" CREATED="1749199285281" MODIFIED="1749199324815">
<node TEXT="Definiert den Style des EMA" ID="ID_1401266298" CREATED="1749199343035" MODIFIED="1749199359978"/>
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</node>
<node TEXT="AddChartInput()" ID="ID_851859706" CREATED="1749199909158" MODIFIED="1749200050028">
<node TEXT="Liefert einen neuen Eingang mit eigenen Style-Parametern" ID="ID_1326484717" CREATED="1749200057661" MODIFIED="1749200088602"/>
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<node TEXT="Ausgang" POSITION="bottom_or_right" ID="ID_1838167422" CREATED="1749199387596" MODIFIED="1749199390976">
<node TEXT="Sichtbarer Datenbereich" ID="ID_149531054" CREATED="1749199425386" MODIFIED="1749199530548">
<node TEXT="Damit können andere Diagramme ihren Sichtbereich an den Chart anpassen." ID="ID_21321688" CREATED="1749199531020" MODIFIED="1749199559573"/>
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<node TEXT="Last Value" ID="ID_179046743" CREATED="1749199567850" MODIFIED="1749199578133"/>
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<node TEXT="Tick" ID="ID_1989326003" CREATED="1749198752908" MODIFIED="1749198768413">
<node TEXT="" ID="ID_276822419" CREATED="1749198770321" MODIFIED="1749198770321"/>
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<node TEXT="OHLC" ID="ID_1040780755" CREATED="1749198757224" MODIFIED="1749198762424"/>
<node TEXT="Eingang" ID="ID_1311557583" CREATED="1749198785094" MODIFIED="1749198793621"/>
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<node TEXT="Broker" POSITION="bottom_or_right" ID="ID_1666096793" CREATED="1749138364769" MODIFIED="1749138404806">
<node TEXT="Order- und Positionsmanagement" ID="ID_982862918" CREATED="1749138407782" MODIFIED="1749138443566"/>
<node TEXT="Reduziert auf das absolute Minimum" ID="ID_620096980" CREATED="1749138462663" MODIFIED="1749138472587"/>
<node TEXT="Plazieren von Limit- und Market-Orders" ID="ID_325256813" CREATED="1749138473278" MODIFIED="1749138498552"/>
<node TEXT="Verschiedene Ausführungsmodelle" ID="ID_1368393579" CREATED="1749138525992" MODIFIED="1749138537994"/>
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