Initial commit
This commit is contained in:
Michael Schimmel
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Microsoft Visual Studio Solution File, Format Version 11.00
|
||||
# Visual Studio 2010
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bar times", "Bar times\Bar times.csproj", "{373DED72-A17B-4903-8EC9-FA9589B99D5D}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
Release|Any CPU = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{373DED72-A17B-4903-8EC9-FA9589B99D5D}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{373DED72-A17B-4903-8EC9-FA9589B99D5D}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{373DED72-A17B-4903-8EC9-FA9589B99D5D}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{373DED72-A17B-4903-8EC9-FA9589B99D5D}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
@@ -0,0 +1,47 @@
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||||
// -------------------------------------------------------------------------------------------------
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//
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// This code is a cAlgo API MACD Crossover indicator provided by njardim@email.com on Dec 2015.
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//
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// Based on the original MACD Crossover indicator from cTrade.
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//
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// -------------------------------------------------------------------------------------------------
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using System;
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using cAlgo.API;
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using cAlgo.API.Internals;
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using cAlgo.API.Indicators;
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using cAlgo.Indicators;
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namespace cAlgo
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{
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[Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
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public class BarTimes : Indicator
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{
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[Output("Signal", LineColor = "Blue", PlotType = PlotType.Line, LineStyle = LineStyle.Lines, Thickness = 1)]
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public IndicatorDataSeries Signal { get; set; }
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||||
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||||
public IndicatorDataSeries Times { get; set; }
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||||
private MovingAverage TimesMa;
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protected override void Initialize()
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{
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Times = CreateDataSeries();
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TimesMa = Indicators.MovingAverage(Times, 200, MovingAverageType.Simple );
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}
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public override void Calculate(int index)
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{
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if( index>0 )
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{
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var t0 = Bars.OpenTimes[index];
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var t1 = Bars.OpenTimes[index-1];
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if( t0.ToLocalTime().Date == t1.ToLocalTime().Date )
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Times[index] = (t0-t1).TotalMinutes;
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else
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Times[index] = 0;
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||||
}
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Signal[index] = Times[index]>0? TimesMa.Result[index] / Times[index] : 0;
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||||
}
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||||
}
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||||
}
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||||
@@ -0,0 +1,24 @@
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||||
<?xml version="1.0" encoding="utf-8"?>
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
<PropertyGroup>
|
||||
<TargetFramework>net6.0</TargetFramework>
|
||||
<EnableDefaultItems>False</EnableDefaultItems>
|
||||
<GenerateAssemblyInfo>False</GenerateAssemblyInfo>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup>
|
||||
<LangVersion>7.2</LangVersion>
|
||||
<Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
|
||||
<Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
|
||||
<AppDesignerFolder>Properties</AppDesignerFolder>
|
||||
<RootNamespace>cAlgo</RootNamespace>
|
||||
<AssemblyName>Bar times</AssemblyName>
|
||||
<FileAlignment>512</FileAlignment>
|
||||
</PropertyGroup>
|
||||
<ItemGroup>
|
||||
<PackageReference Include="cTrader.Automate" Version="1.*" />
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<Compile Include="Bar times.cs" />
|
||||
<Compile Include="Properties\AssemblyInfo.cs" />
|
||||
</ItemGroup>
|
||||
</Project>
|
||||
@@ -0,0 +1,20 @@
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||||
using System.Diagnostics;
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using System.Reflection;
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||||
using System.Runtime.InteropServices;
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|
||||
[assembly: AssemblyTitle("Bar times")]
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||||
[assembly: AssemblyDescription("")]
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||||
[assembly: AssemblyConfiguration("")]
|
||||
[assembly: AssemblyProduct("Bar times")]
|
||||
[assembly: AssemblyTrademark("")]
|
||||
[assembly: AssemblyCulture("")]
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||||
|
||||
[assembly: ComVisible(false)]
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||||
|
||||
[assembly: Guid("35f19c43-c7cc-4f53-b8e0-61caaf9cd8e8")]
|
||||
|
||||
[assembly: AssemblyVersion("1.0.0.0")]
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||||
[assembly: AssemblyFileVersion("1.0.0.0")]
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||||
#if DEBUG
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||||
[assembly: Debuggable(DebuggableAttribute.DebuggingModes.Default | DebuggableAttribute.DebuggingModes.DisableOptimizations)]
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||||
#endif
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||||
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@@ -0,0 +1,22 @@
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||||
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio Version 16
|
||||
VisualStudioVersion = 16.0.30011.22
|
||||
MinimumVisualStudioVersion = 10.0.40219.1
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BarCloseAlert", "BarCloseAlert\BarCloseAlert.csproj", "{5de69e58-aff2-4b56-be9b-3de3b4fc7e82}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
Release|Any CPU = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{5de69e58-aff2-4b56-be9b-3de3b4fc7e82}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{5de69e58-aff2-4b56-be9b-3de3b4fc7e82}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{5de69e58-aff2-4b56-be9b-3de3b4fc7e82}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{5de69e58-aff2-4b56-be9b-3de3b4fc7e82}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
@@ -0,0 +1,72 @@
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||||
using System;
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using cAlgo.API;
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using cAlgo.API.Internals;
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using cAlgo.API.Indicators;
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||||
namespace cAlgo.Indicators
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||||
{
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[Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
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||||
public class BarCloseAlert : Indicator
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||||
{
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||||
private HullMovingAverage _hma;
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||||
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||||
[Parameter("Bar Close Sound File", Group = "Sounds", DefaultValue = "C:\\Windows\\Media\\Alarm07.wav")]
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||||
public string BarCloseSoundFileName { get; set; }
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||||
|
||||
[Parameter("HMA Sound File", Group = "Sounds", DefaultValue = "C:\\Windows\\Media\\Alarm08.wav")]
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||||
public string HmaSoundFileName { get; set; }
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||||
|
||||
[Parameter("HMA Period", Group = "HMA Settings", DefaultValue = 200)]
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||||
public int HmaPeriod { get; set; }
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||||
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||||
protected override void Initialize()
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||||
{
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||||
_hma = Indicators.HullMovingAverage(Bars.ClosePrices, HmaPeriod);
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Bars.BarClosed += OnBarsClosed;
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||||
}
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||||
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||||
private void OnBarsClosed(BarClosedEventArgs obj)
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||||
{
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||||
// 1. Play Bar Close Sound
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if (!string.IsNullOrEmpty(BarCloseSoundFileName))
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||||
{
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||||
Notifications.PlaySound(BarCloseSoundFileName);
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||||
}
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||||
|
||||
// 2. Check HMA High/Low
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// We need enough bars for Last(0), Last(1), Last(2)
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||||
if (Bars.Count < 3 || string.IsNullOrEmpty(HmaSoundFileName))
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||||
{
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||||
return;
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||||
}
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||||
// Adjusted Indexing per user requirement:
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// Last(0) is treated as the bar that just closed.
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double hmaJustClosed = _hma.Result.Last(0);
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double hmaPrev = _hma.Result.Last(1);
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double hmaPrePrev = _hma.Result.Last(2);
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||||
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||||
// Check for High Point (Peak): Rising then Falling
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||||
// Shape: / \
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bool isHigh = (hmaPrePrev < hmaPrev) && (hmaPrev > hmaJustClosed);
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||||
// Check for Low Point (Valley): Falling then Rising
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||||
// Shape: \ /
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bool isLow = (hmaPrePrev > hmaPrev) && (hmaPrev < hmaJustClosed);
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if (isHigh || isLow)
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||||
{
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Notifications.PlaySound(HmaSoundFileName);
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||||
}
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||||
}
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||||
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||||
public override void Calculate(int index)
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||||
{
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||||
}
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||||
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||||
protected override void OnDestroy()
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||||
{
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Bars.BarClosed -= OnBarsClosed;
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||||
}
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||||
}
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||||
}
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||||
@@ -0,0 +1,9 @@
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
<PropertyGroup>
|
||||
<TargetFramework>net6.0</TargetFramework>
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="cTrader.Automate" Version="*" />
|
||||
</ItemGroup>
|
||||
</Project>
|
||||
Binary file not shown.
@@ -0,0 +1,20 @@
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||||
|
||||
Microsoft Visual Studio Solution File, Format Version 11.00
|
||||
# Visual Studio 2010
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Candlestick Patterns DEMO", "Candlestick Patterns DEMO\Candlestick Patterns DEMO.csproj", "{B9F710D0-7DD5-4E04-B2E9-98C1878E7674}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
Release|Any CPU = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{B9F710D0-7DD5-4E04-B2E9-98C1878E7674}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{B9F710D0-7DD5-4E04-B2E9-98C1878E7674}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{B9F710D0-7DD5-4E04-B2E9-98C1878E7674}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{B9F710D0-7DD5-4E04-B2E9-98C1878E7674}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
+504
@@ -0,0 +1,504 @@
|
||||
using System;
|
||||
using System.IO;
|
||||
using cAlgo.API;
|
||||
using cAlgo.API.Internals;
|
||||
using cAlgo.API.Indicators;
|
||||
using cAlgo.Indicators;
|
||||
|
||||
namespace cAlgo
|
||||
{
|
||||
[Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.FileSystem)]
|
||||
public class CP : Indicator
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
[Parameter("Show names", DefaultValue = false)]
|
||||
public bool Name_Status { get; set; }
|
||||
|
||||
[Parameter("Show more info", DefaultValue = true)]
|
||||
public bool Add_info { get; set; }
|
||||
|
||||
[Parameter("Show Doji", DefaultValue = true)]
|
||||
public bool Show_Doji { get; set; }
|
||||
|
||||
[Parameter("Show Hammer", DefaultValue = true)]
|
||||
public bool Show_Hammer { get; set; }
|
||||
|
||||
[Parameter("MACD Long Cycle", DefaultValue = 26)]
|
||||
public int LongCycle { get; set; }
|
||||
|
||||
[Parameter("MACD Short Cycle", DefaultValue = 12)]
|
||||
public int ShortCycle { get; set; }
|
||||
|
||||
[Parameter("MACD Signal Periods", DefaultValue = 9)]
|
||||
public int Periods { get; set; }
|
||||
|
||||
[Parameter("Doji", DefaultValue = "✝")]
|
||||
public string Doji_s { get; set; }
|
||||
[Parameter("Hammer", DefaultValue = "☨")]
|
||||
public string Hammer_s { get; set; }
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private MacdHistogram macd;
|
||||
|
||||
private const VerticalAlignment vAlign = VerticalAlignment.Top;
|
||||
private const HorizontalAlignment hAlign = HorizontalAlignment.Center;
|
||||
|
||||
private const double n = 0.618;
|
||||
|
||||
private const string UpArrow = "▲";
|
||||
private const string DownArrow = "▼";
|
||||
|
||||
private string Pattern_name;
|
||||
|
||||
private double offset;
|
||||
|
||||
private struct Candle
|
||||
{
|
||||
#region Data
|
||||
|
||||
public double High;
|
||||
public double Close;
|
||||
public double Open;
|
||||
public double Low;
|
||||
|
||||
#endregion Data
|
||||
|
||||
#region Functions
|
||||
|
||||
public bool IsFallCandle()
|
||||
{
|
||||
if (Close < Open)
|
||||
return true;
|
||||
else
|
||||
return false;
|
||||
}
|
||||
public bool IsRiseCandle()
|
||||
{
|
||||
if (Open < Close)
|
||||
return true;
|
||||
else
|
||||
return false;
|
||||
}
|
||||
|
||||
public double Median()
|
||||
{
|
||||
return (High + Low) / 2;
|
||||
}
|
||||
|
||||
#endregion Functions
|
||||
}
|
||||
|
||||
private enum PatternType : int
|
||||
{
|
||||
Doji = 1,
|
||||
Hammer = 2
|
||||
}
|
||||
|
||||
protected override void Initialize()
|
||||
{
|
||||
macd = Indicators.MacdHistogram(MarketSeries.Close, LongCycle, ShortCycle, Periods);
|
||||
offset = Symbol.PipSize * 5;
|
||||
}
|
||||
|
||||
private void DrawText(int index, int _Type)
|
||||
{
|
||||
var high = MarketSeries.High[index];
|
||||
var low = MarketSeries.Low[index];
|
||||
|
||||
int x = index;
|
||||
|
||||
double h_y = high + offset;
|
||||
double h_d_y = h_y + offset * 2.5;
|
||||
double h_t_y = h_d_y + offset;
|
||||
|
||||
double l_y = low - offset * 2.5;
|
||||
double l_d_y = l_y - offset;
|
||||
|
||||
|
||||
if (TimeFrame == TimeFrame.Minute)
|
||||
{
|
||||
h_y = high + offset / 2;
|
||||
h_d_y = h_y + offset / 2;
|
||||
h_t_y = h_d_y + offset;
|
||||
|
||||
l_y = low - offset / 2;
|
||||
l_d_y = l_y - offset / 2;
|
||||
}
|
||||
|
||||
|
||||
|
||||
if (TimeFrame == TimeFrame.Minute15)
|
||||
{
|
||||
h_y = high + offset / 1.5;
|
||||
h_d_y = h_y + offset;
|
||||
h_t_y = h_d_y + offset;
|
||||
|
||||
l_y = low - offset * 1.5;
|
||||
l_d_y = l_y - offset * 1.1;
|
||||
}
|
||||
|
||||
|
||||
if (TimeFrame == TimeFrame.Hour)
|
||||
{
|
||||
h_y = high + offset;
|
||||
h_d_y = h_y + offset * 3;
|
||||
h_t_y = h_d_y + offset;
|
||||
|
||||
l_y = low - offset * 3;
|
||||
l_d_y = l_y - offset * 3;
|
||||
}
|
||||
|
||||
if (TimeFrame == TimeFrame.Hour4)
|
||||
{
|
||||
h_y = high + offset;
|
||||
h_d_y = h_y + offset * 5;
|
||||
h_t_y = h_d_y + offset;
|
||||
|
||||
l_y = low - offset * 5;
|
||||
l_d_y = l_y - offset * 5;
|
||||
}
|
||||
|
||||
if (TimeFrame == TimeFrame.Daily)
|
||||
{
|
||||
h_y = high + offset * 3;
|
||||
h_d_y = h_y + offset * 12;
|
||||
h_t_y = h_d_y + offset;
|
||||
|
||||
l_y = low - offset * 12;
|
||||
l_d_y = l_y - offset * 12;
|
||||
}
|
||||
|
||||
if (TimeFrame == TimeFrame.Weekly)
|
||||
{
|
||||
h_y = high + offset * 6;
|
||||
h_d_y = h_y + offset * 24;
|
||||
h_t_y = h_d_y + offset;
|
||||
|
||||
l_y = low - offset * 24;
|
||||
l_d_y = l_y - offset * 24;
|
||||
}
|
||||
|
||||
if (TimeFrame == TimeFrame.Monthly)
|
||||
{
|
||||
h_y = high + offset * 24;
|
||||
h_d_y = h_y + offset * 64;
|
||||
h_t_y = h_d_y + offset;
|
||||
|
||||
l_y = low - offset * 64;
|
||||
l_d_y = l_y - offset * 64;
|
||||
}
|
||||
|
||||
string f_ObjName;
|
||||
string s_ObjName;
|
||||
|
||||
switch (_Type)
|
||||
{
|
||||
case (int)PatternType.Doji:
|
||||
|
||||
f_ObjName = string.Format("Doji {0}", index);
|
||||
s_ObjName = string.Format("Doji | {0}", index);
|
||||
|
||||
ChartObjects.DrawText(f_ObjName, "Doji", x, h_d_y, vAlign, hAlign, Colors.White);
|
||||
ChartObjects.DrawText(s_ObjName, "\n|", x, h_y, vAlign, hAlign, Colors.White);
|
||||
|
||||
break;
|
||||
|
||||
case (int)PatternType.Hammer:
|
||||
|
||||
f_ObjName = string.Format("Hammer {0}", index);
|
||||
s_ObjName = string.Format("Hammer | {0}", index);
|
||||
|
||||
ChartObjects.DrawText(f_ObjName, "Hammer", x, h_d_y, vAlign, hAlign, Colors.White);
|
||||
ChartObjects.DrawText(s_ObjName, "\n|", x, h_y, vAlign, hAlign, Colors.White);
|
||||
|
||||
break;
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
private void DrawSymbols(int index, int _Type)
|
||||
{
|
||||
var high = MarketSeries.High[index];
|
||||
var low = MarketSeries.Low[index];
|
||||
|
||||
int x = index;
|
||||
|
||||
double h_y = high + offset;
|
||||
double h_d_y = h_y + offset * 2.5;
|
||||
double h_t_y = h_d_y + offset;
|
||||
|
||||
double l_y = low - offset * 2.5;
|
||||
double l_d_y = l_y - offset;
|
||||
|
||||
|
||||
if (TimeFrame == TimeFrame.Minute)
|
||||
{
|
||||
h_y = high + offset / 2;
|
||||
h_d_y = h_y + offset / 2;
|
||||
h_t_y = h_d_y + offset;
|
||||
|
||||
l_y = low - offset / 2;
|
||||
l_d_y = l_y - offset / 2;
|
||||
}
|
||||
|
||||
|
||||
|
||||
if (TimeFrame == TimeFrame.Minute15)
|
||||
{
|
||||
h_y = high + offset / 1.5;
|
||||
h_d_y = h_y + offset;
|
||||
h_t_y = h_d_y + offset;
|
||||
|
||||
l_y = low - offset * 1.5;
|
||||
l_d_y = l_y - offset * 1.1;
|
||||
}
|
||||
|
||||
|
||||
if (TimeFrame == TimeFrame.Hour)
|
||||
{
|
||||
h_y = high + offset;
|
||||
h_d_y = h_y + offset * 3;
|
||||
h_t_y = h_d_y + offset;
|
||||
|
||||
l_y = low - offset * 3;
|
||||
l_d_y = l_y - offset * 3;
|
||||
}
|
||||
|
||||
if (TimeFrame == TimeFrame.Hour4)
|
||||
{
|
||||
h_y = high + offset;
|
||||
h_d_y = h_y + offset * 5;
|
||||
h_t_y = h_d_y + offset;
|
||||
|
||||
l_y = low - offset * 5;
|
||||
l_d_y = l_y - offset * 5;
|
||||
}
|
||||
|
||||
if (TimeFrame == TimeFrame.Daily)
|
||||
{
|
||||
h_y = high + offset * 3;
|
||||
h_d_y = h_y + offset * 12;
|
||||
h_t_y = h_d_y + offset;
|
||||
|
||||
l_y = low - offset * 12;
|
||||
l_d_y = l_y - offset * 12;
|
||||
}
|
||||
|
||||
if (TimeFrame == TimeFrame.Weekly)
|
||||
{
|
||||
h_y = high + offset * 6;
|
||||
h_d_y = h_y + offset * 24;
|
||||
h_t_y = h_d_y + offset;
|
||||
|
||||
l_y = low - offset * 24;
|
||||
l_d_y = l_y - offset * 24;
|
||||
}
|
||||
|
||||
if (TimeFrame == TimeFrame.Monthly)
|
||||
{
|
||||
h_y = high + offset * 24;
|
||||
h_d_y = h_y + offset * 64;
|
||||
h_t_y = h_d_y + offset;
|
||||
|
||||
l_y = low - offset * 64;
|
||||
l_d_y = l_y - offset * 64;
|
||||
}
|
||||
|
||||
string f_ObjName;
|
||||
string s_ObjName;
|
||||
|
||||
switch (_Type)
|
||||
{
|
||||
case (int)PatternType.Doji:
|
||||
|
||||
f_ObjName = string.Format("Doji {0}", index);
|
||||
s_ObjName = string.Format("Doji | {0}", index);
|
||||
|
||||
ChartObjects.DrawText(f_ObjName, Doji_s, x, h_d_y, vAlign, hAlign, Colors.White);
|
||||
ChartObjects.DrawText(s_ObjName, "\n|", x, h_y, vAlign, hAlign, Colors.White);
|
||||
|
||||
break;
|
||||
|
||||
case (int)PatternType.Hammer:
|
||||
|
||||
f_ObjName = string.Format("Hammer {0}", index);
|
||||
s_ObjName = string.Format("Hammer | {0}", index);
|
||||
|
||||
ChartObjects.DrawText(f_ObjName, Hammer_s, x, h_d_y, vAlign, hAlign, Colors.DarkOrange);
|
||||
ChartObjects.DrawText(s_ObjName, "\n|", x, h_y, vAlign, hAlign, Colors.White);
|
||||
|
||||
break;
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
private bool Size(Candle candle)
|
||||
{
|
||||
if (candle.IsFallCandle())
|
||||
{
|
||||
if ((candle.Open - candle.Close) > (candle.High - candle.Low) * n)
|
||||
return true;
|
||||
}
|
||||
else if (candle.IsRiseCandle())
|
||||
{
|
||||
if ((candle.Close - candle.Open) > (candle.High - candle.Low) * n)
|
||||
return true;
|
||||
}
|
||||
|
||||
return false;
|
||||
}
|
||||
|
||||
private void Text_Info(int index, string Pattern_name)
|
||||
{
|
||||
if (Add_info == true)
|
||||
{
|
||||
|
||||
#region Pattern
|
||||
|
||||
ChartObjects.DrawText("PATTERN", "LAST PATTERN : " + Pattern_name, StaticPosition.TopLeft, Colors.White);
|
||||
|
||||
#endregion Pattern
|
||||
|
||||
#region MACD
|
||||
|
||||
if (MACD_Info(index) == "UP")
|
||||
{
|
||||
ChartObjects.DrawText("MACD", "\nMACD : ", StaticPosition.TopLeft, Colors.White);
|
||||
ChartObjects.DrawText("ARROW MACD", "\n\t" + UpArrow, StaticPosition.TopLeft, Colors.DodgerBlue);
|
||||
|
||||
}
|
||||
else if (MACD_Info(index) == "DOWN")
|
||||
{
|
||||
ChartObjects.DrawText("MACD", "\nMACD : ", StaticPosition.TopLeft, Colors.White);
|
||||
ChartObjects.DrawText("ARROW MACD", "\n\t" + DownArrow, StaticPosition.TopLeft, Colors.Crimson);
|
||||
}
|
||||
|
||||
#endregion MACD
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
private string MACD_Info(int index)
|
||||
{
|
||||
if (macd.Histogram[index] > 0)
|
||||
{
|
||||
return "UP";
|
||||
}
|
||||
|
||||
if (macd.Histogram[index] < 0)
|
||||
{
|
||||
return "DOWN";
|
||||
}
|
||||
return "ZERO";
|
||||
}
|
||||
|
||||
|
||||
private bool Doji(Candle candle)
|
||||
{
|
||||
|
||||
if (candle.IsFallCandle() & (candle.Close != candle.Low))
|
||||
{
|
||||
if ((candle.High - candle.Low) > 12 * (candle.Open - candle.Close))
|
||||
return true;
|
||||
}
|
||||
if (candle.IsRiseCandle() & (candle.Close != candle.High))
|
||||
{
|
||||
if ((candle.High - candle.Low) > 12 * (candle.Close - candle.Open))
|
||||
return true;
|
||||
}
|
||||
return false;
|
||||
}
|
||||
|
||||
private bool Hammer(Candle candle)
|
||||
{
|
||||
if (candle.IsFallCandle() & (candle.Close == candle.Low))
|
||||
{
|
||||
if ((candle.Median() > candle.Open) & (candle.Median() > candle.Close))
|
||||
{
|
||||
if ((candle.Median() - candle.Low) > 1.618 * (candle.Open - candle.Close))
|
||||
return true;
|
||||
}
|
||||
}
|
||||
|
||||
if (candle.IsRiseCandle() & (candle.Close == candle.High))
|
||||
{
|
||||
if ((candle.Median() < candle.Open) & (candle.Median() < candle.Close))
|
||||
{
|
||||
if ((candle.High - candle.Median()) > 1.618 * (candle.Close - candle.Open))
|
||||
return true;
|
||||
}
|
||||
}
|
||||
|
||||
return false;
|
||||
}
|
||||
|
||||
public override void Calculate(int index)
|
||||
{
|
||||
#region structs
|
||||
|
||||
Candle candle = new Candle();
|
||||
|
||||
#endregion structs
|
||||
|
||||
#region variables
|
||||
|
||||
int candle_index = 0;
|
||||
|
||||
candle.High = MarketSeries.High.Last(candle_index);
|
||||
candle.Open = MarketSeries.Open.Last(candle_index);
|
||||
candle.Close = MarketSeries.Close.Last(candle_index);
|
||||
candle.Low = MarketSeries.Low.Last(candle_index);
|
||||
|
||||
#endregion variables
|
||||
|
||||
#region Patterns
|
||||
|
||||
// Doji
|
||||
|
||||
if (Doji(candle))
|
||||
{
|
||||
if (Show_Doji == true)
|
||||
{
|
||||
Pattern_name = "Doji";
|
||||
if (Name_Status == true)
|
||||
{
|
||||
DrawText(index, (int)PatternType.Doji);
|
||||
}
|
||||
else
|
||||
{
|
||||
DrawSymbols(index, (int)PatternType.Doji);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//Hammer
|
||||
|
||||
if (Hammer(candle))
|
||||
{
|
||||
if (Show_Hammer == true)
|
||||
{
|
||||
Pattern_name = "Hammer";
|
||||
if (Name_Status == true)
|
||||
{
|
||||
DrawText(index, (int)PatternType.Hammer);
|
||||
}
|
||||
else
|
||||
{
|
||||
DrawSymbols(index, (int)PatternType.Hammer);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#endregion Patterns
|
||||
|
||||
#region Text
|
||||
|
||||
Text_Info(index, Pattern_name);
|
||||
|
||||
#endregion Text
|
||||
}
|
||||
}
|
||||
}
|
||||
+58
@@ -0,0 +1,58 @@
|
||||
<?xml version="1.0" encoding="utf-8"?>
|
||||
<Project ToolsVersion="4.0" DefaultTargets="Build" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
|
||||
<Import Project="$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props" Condition="Exists('$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props')" />
|
||||
<PropertyGroup>
|
||||
<Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
|
||||
<Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
|
||||
<ProjectGuid>{B9F710D0-7DD5-4E04-B2E9-98C1878E7674}</ProjectGuid>
|
||||
<ProjectTypeGuids>{DD87C1B2-3799-4CA2-93B6-5288EE928820};{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}</ProjectTypeGuids>
|
||||
<OutputType>Library</OutputType>
|
||||
<AppDesignerFolder>Properties</AppDesignerFolder>
|
||||
<RootNamespace>cAlgo</RootNamespace>
|
||||
<AssemblyName>Candlestick Patterns DEMO</AssemblyName>
|
||||
<TargetFrameworkVersion>v4.0</TargetFrameworkVersion>
|
||||
<TargetFrameworkProfile>Client</TargetFrameworkProfile>
|
||||
<FileAlignment>512</FileAlignment>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">
|
||||
<DebugSymbols>true</DebugSymbols>
|
||||
<DebugType>full</DebugType>
|
||||
<Optimize>false</Optimize>
|
||||
<OutputPath>bin\Debug\</OutputPath>
|
||||
<DefineConstants>DEBUG;TRACE</DefineConstants>
|
||||
<ErrorReport>prompt</ErrorReport>
|
||||
<WarningLevel>4</WarningLevel>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Release|AnyCPU' ">
|
||||
<DebugType>pdbonly</DebugType>
|
||||
<Optimize>true</Optimize>
|
||||
<OutputPath>bin\Release\</OutputPath>
|
||||
<DefineConstants>TRACE</DefineConstants>
|
||||
<ErrorReport>prompt</ErrorReport>
|
||||
<WarningLevel>4</WarningLevel>
|
||||
</PropertyGroup>
|
||||
<ItemGroup>
|
||||
<Reference Include="System" />
|
||||
<Reference Include="System.Core" />
|
||||
<Reference Include="System.Xml.Linq" />
|
||||
<Reference Include="System.Data.DataSetExtensions" />
|
||||
<Reference Include="System.Data" />
|
||||
<Reference Include="System.Xml" />
|
||||
<Reference Include="cAlgo.API, Version=1.0.0.0, Culture=neutral, PublicKeyToken=3499da3018340880, processorArchitecture=MSIL">
|
||||
<SpecificVersion>False</SpecificVersion>
|
||||
<HintPath>..\..\..\..\API\cAlgo.API.dll</HintPath>
|
||||
</Reference>
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<Compile Include="Candlestick Patterns DEMO.cs" />
|
||||
<Compile Include="Properties\AssemblyInfo.cs" />
|
||||
</ItemGroup>
|
||||
<Import Project="$(MSBuildToolsPath)\Microsoft.CSharp.targets" />
|
||||
<!-- To modify your build process, add your task inside one of the targets below and uncomment it.
|
||||
Other similar extension points exist, see Microsoft.Common.targets.
|
||||
<Target Name="BeforeBuild">
|
||||
</Target>
|
||||
<Target Name="AfterBuild">
|
||||
</Target>
|
||||
-->
|
||||
</Project>
|
||||
+16
@@ -0,0 +1,16 @@
|
||||
using System.Reflection;
|
||||
using System.Runtime.InteropServices;
|
||||
|
||||
[assembly: AssemblyTitle("Candlestick Patterns DEMO")]
|
||||
[assembly: AssemblyDescription("")]
|
||||
[assembly: AssemblyConfiguration("")]
|
||||
[assembly: AssemblyProduct("Candlestick Patterns DEMO")]
|
||||
[assembly: AssemblyTrademark("")]
|
||||
[assembly: AssemblyCulture("")]
|
||||
|
||||
[assembly: ComVisible(false)]
|
||||
|
||||
[assembly: Guid("35f19c43-c7cc-4f53-b8e0-61caaf9cd8e8")]
|
||||
|
||||
[assembly: AssemblyVersion("1.0.0.0")]
|
||||
[assembly: AssemblyFileVersion("1.0.0.0")]
|
||||
Binary file not shown.
@@ -0,0 +1,22 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio Version 16
|
||||
VisualStudioVersion = 16.0.30011.22
|
||||
MinimumVisualStudioVersion = 10.0.40219.1
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Correlation with angle v1.1", "Correlation with angle v1.1\Correlation with angle v1.1.csproj", "{0e2c43ed-8f8d-446b-848e-ed1fe9ef49a2}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
Release|Any CPU = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{0e2c43ed-8f8d-446b-848e-ed1fe9ef49a2}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{0e2c43ed-8f8d-446b-848e-ed1fe9ef49a2}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{0e2c43ed-8f8d-446b-848e-ed1fe9ef49a2}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{0e2c43ed-8f8d-446b-848e-ed1fe9ef49a2}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
+249
@@ -0,0 +1,249 @@
|
||||
using System;
|
||||
using System.Linq;
|
||||
using System.Threading;
|
||||
using cAlgo.API;
|
||||
using cAlgo.API.Indicators;
|
||||
using cAlgo.API.Internals;
|
||||
using cAlgo.Indicators;
|
||||
using System.Collections.Generic;
|
||||
using System.IO;
|
||||
using System.Text;
|
||||
|
||||
namespace cAlgo
|
||||
{
|
||||
[Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
|
||||
public class Correlationwithanglev11 : Indicator
|
||||
{
|
||||
[Parameter("Symbol Selection Method", DefaultValue = SymbolSelectionMethodType.SymbolList, Group = "Symbole Choice \n(Uncomment code for more than 6 Symbole)")]
|
||||
public SymbolSelectionMethodType SymbolSelectionMethod { get; set; }
|
||||
public enum SymbolSelectionMethodType
|
||||
{
|
||||
WatchList,
|
||||
SymbolList
|
||||
}
|
||||
|
||||
[Parameter("Symbol List 1 / WatchList Name 1:", DefaultValue = "XAUUSD", Group = "Symbol Management (5 Symbol / List Maximum)")]
|
||||
public string TradedSymbols1 { get; set; }
|
||||
[Parameter("Symbol List 2 / WatchList Name 2:", DefaultValue = "SpotBrent", Group = "Symbol Management (5 Symbol / List Maximum)")]
|
||||
public string TradedSymbols2 { get; set; }
|
||||
|
||||
[Parameter("ExtraLevel", DefaultValue = 50, Group = "Angle Level")]
|
||||
public int ExtraLevel { get; set; }
|
||||
|
||||
[Parameter("PeriodA ngle", DefaultValue = 14, Group = "Angle Setting")]
|
||||
public int PeriodAngle { get; set; }
|
||||
[Parameter("Loockback Periods Angle", DefaultValue = 1, Group = "Angle Setting")]
|
||||
public int LookbackAngle { get; set; }
|
||||
[Parameter("Price Smooth Type", DefaultValue = MovingAverageType.Weighted, Group = "Angle Setting")]
|
||||
public MovingAverageType MaTypeAngle { get; set; }
|
||||
|
||||
[Parameter("History Diff Angle", DefaultValue = 1, Group = "Base Setting")]
|
||||
public int HistoryTextLookback { get; set; }
|
||||
|
||||
[Parameter("ShowSignals", DefaultValue = true, Group = "Histogram Setting")]
|
||||
public bool ShowSignal { get; set; }
|
||||
[Parameter("Sensibility Histogram", DefaultValue = 0.3, Group = "Histogram Setting")]
|
||||
public double SensibilityHisto { get; set; }
|
||||
|
||||
[Parameter("Signal Periods", DefaultValue = 55, Group = "Histogram Setting")]
|
||||
public int SignalPeriods { get; set; }
|
||||
[Parameter("Price Smooth Type", DefaultValue = MovingAverageType.Weighted, Group = "Histogram Setting")]
|
||||
public MovingAverageType MaTypeSignal { get; set; }
|
||||
|
||||
[Output("List 1 : Symb n° 1", LineColor = "Lime", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
|
||||
public IndicatorDataSeries SymbN1 { get; set; }
|
||||
[Output("List 1 : Symb n° 2", LineColor = "Lime", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
|
||||
public IndicatorDataSeries SymbN2 { get; set; }
|
||||
[Output("List 1 : Symb n° 3", LineColor = "Lime", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
|
||||
public IndicatorDataSeries SymbN3 { get; set; }
|
||||
[Output("List 1 : Symb n° 4", LineColor = "Lime", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
|
||||
public IndicatorDataSeries SymbN4 { get; set; }
|
||||
[Output("List 1 : Symb n° 5", LineColor = "Lime", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
|
||||
public IndicatorDataSeries SymbN5 { get; set; }
|
||||
|
||||
[Output("List 2 : Symb n° 6", LineColor = "Red", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
|
||||
public IndicatorDataSeries SymbN6 { get; set; }
|
||||
[Output("List 2 : Symb n° 7", LineColor = "Red", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
|
||||
public IndicatorDataSeries SymbN7 { get; set; }
|
||||
[Output("List 2 : Symb n° 8", LineColor = "Red", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
|
||||
public IndicatorDataSeries SymbN8 { get; set; }
|
||||
[Output("List 2 : Symb n° 9", LineColor = "Red", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
|
||||
public IndicatorDataSeries SymbN9 { get; set; }
|
||||
[Output("List 2 : Symb n° 10", LineColor = "Red", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
|
||||
public IndicatorDataSeries SymbN10 { get; set; }
|
||||
|
||||
[Output("LevelHigh", LineColor = "Gold", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
|
||||
public IndicatorDataSeries LevelHigh { get; set; }
|
||||
[Output("LevelMid", LineColor = "White", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
|
||||
public IndicatorDataSeries LevelMid { get; set; }
|
||||
[Output("LevelLow", LineColor = "Gold", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
|
||||
public IndicatorDataSeries LevelLow { get; set; }
|
||||
|
||||
private MovingAverage[] angleIndex1, angleIndex2;
|
||||
private AverageTrueRange[] atrIndex1, atrIndex2;
|
||||
|
||||
private Symbol[] TradeList1, TradeList2;
|
||||
private Bars[] bars1, bars2;
|
||||
private IndicatorDataSeries[] ResPaireWatchlist1, ResPaireWatchlist2;
|
||||
private int[] indexBars1, indexBars2;
|
||||
|
||||
protected override void Initialize()
|
||||
{
|
||||
if (SymbolSelectionMethod == SymbolSelectionMethodType.WatchList)
|
||||
{
|
||||
// Get the trade list from the watchlist 1 provided by the user
|
||||
foreach (Watchlist w in Watchlists)
|
||||
{
|
||||
if (w.Name == TradedSymbols1)
|
||||
{
|
||||
TradeList1 = Symbols.GetSymbols(w.SymbolNames.ToArray());
|
||||
}
|
||||
}
|
||||
// Get the trade list from the watchlist 2 provided by the user
|
||||
foreach (Watchlist w in Watchlists)
|
||||
{
|
||||
if (w.Name == TradedSymbols2)
|
||||
{
|
||||
TradeList2 = Symbols.GetSymbols(w.SymbolNames.ToArray());
|
||||
}
|
||||
}
|
||||
Print();
|
||||
Print("Watchlist 1 : [ {0} ] = {1} symbols || Watchlist 2 : [ {2} ] = {3} symbols", Bars.ToString().Substring(0, 3), TradeList1.Length, Bars.ToString().Substring(3, 3), TradeList2.Length);
|
||||
Print();
|
||||
}
|
||||
else if (SymbolSelectionMethod == SymbolSelectionMethodType.SymbolList)
|
||||
{
|
||||
// Get the trade list from the SymbolList provided by the user
|
||||
string[] SymbolList = TradedSymbols1.Split(' ');
|
||||
TradeList1 = Symbols.GetSymbols(SymbolList);
|
||||
|
||||
// Get the trade list from the SymbolList provided by the user
|
||||
string[] SymbolList2 = TradedSymbols2.Split(' ');
|
||||
TradeList2 = Symbols.GetSymbols(SymbolList2);
|
||||
}
|
||||
|
||||
//Create Indicators for Watchlist 1
|
||||
angleIndex1 = new MovingAverage[TradeList1.Length];
|
||||
atrIndex1 = new AverageTrueRange[TradeList1.Length];
|
||||
bars1 = new Bars[TradeList1.Length];
|
||||
indexBars1 = new int[TradeList1.Length];
|
||||
ResPaireWatchlist1 = new IndicatorDataSeries[TradeList1.Length];
|
||||
|
||||
//Create Indicators for Watchlist 2
|
||||
angleIndex2 = new MovingAverage[TradeList2.Length];
|
||||
atrIndex2 = new AverageTrueRange[TradeList2.Length];
|
||||
bars2 = new Bars[TradeList2.Length];
|
||||
indexBars2 = new int[TradeList2.Length];
|
||||
ResPaireWatchlist2 = new IndicatorDataSeries[TradeList2.Length];
|
||||
|
||||
//Initialize Indicators for Watchlist 1
|
||||
int i = 0;
|
||||
foreach (var symbol in TradeList1)
|
||||
{
|
||||
Print("Watchlist : [ {0} ] => {1} symbols = {2}", Bars.SymbolName, (i + 1), symbol.Name);
|
||||
//Load bars of watchlist 1
|
||||
bars1[i] = MarketData.GetBars(TimeFrame, symbol.Name);
|
||||
while (bars1[i].OpenTimes[0] > Bars.OpenTimes[0])
|
||||
bars1[i].LoadMoreHistory();
|
||||
|
||||
//Load Futurs DataSerie watchlist 1 (calculation in Calculate(int index))
|
||||
ResPaireWatchlist1[i] = CreateDataSeries();
|
||||
|
||||
//Load Indicators watchlist 1
|
||||
|
||||
atrIndex1[i] = Indicators.AverageTrueRange(bars1[i], 500, MovingAverageType.Simple);
|
||||
angleIndex1[i] = Indicators.MovingAverage(bars1[i].ClosePrices, PeriodAngle, MaTypeAngle);
|
||||
i++;
|
||||
}
|
||||
//Initialize Indicators for Watchlist 2
|
||||
Print();
|
||||
|
||||
int j = 0;
|
||||
foreach (var symbol2 in TradeList2)
|
||||
{
|
||||
Print("Watchlist : [ {0} ] => {1} symbols = {2}", Bars.SymbolName, (j + 1), symbol2.Name);
|
||||
//Load bars of watchlist 2
|
||||
bars2[j] = MarketData.GetBars(TimeFrame, symbol2.Name);
|
||||
while (bars2[j].OpenTimes[0] > Bars.OpenTimes[0])
|
||||
bars2[j].LoadMoreHistory();
|
||||
|
||||
//Load Futurs DataSerie watchlist 2 (calculation in Calculate(int index))
|
||||
ResPaireWatchlist2[j] = CreateDataSeries();
|
||||
|
||||
//Load Indicators watchlist 2
|
||||
atrIndex2[j] = Indicators.AverageTrueRange(bars2[j], 500, MovingAverageType.Simple);
|
||||
angleIndex2[j] = Indicators.MovingAverage(bars2[j].ClosePrices, PeriodAngle, MaTypeAngle);
|
||||
j++;
|
||||
}
|
||||
Print();
|
||||
}
|
||||
public override void Calculate(int index)
|
||||
{
|
||||
//Plot Static level on indicator
|
||||
LevelHigh[index] = ExtraLevel;
|
||||
LevelMid[index] = 0;
|
||||
LevelLow[index] = 0 - ExtraLevel;
|
||||
|
||||
if (index < PeriodAngle)
|
||||
return;
|
||||
|
||||
//Calculate angle by symbol list 1
|
||||
for (int i = 0; i < TradeList1.Length; i++)
|
||||
{
|
||||
indexBars1[i] = bars1[i].OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
|
||||
ResPaireWatchlist1[i][index] = GetCalculationAngle(angleIndex1[i].Result[indexBars1[i]], angleIndex1[i].Result[indexBars1[i] - LookbackAngle], atrIndex1[i].Result[indexBars1[i]]);
|
||||
}
|
||||
|
||||
//Remove Static text of difference into index and index - HistoryTextLookback
|
||||
if (IndicatorArea.FindAllObjects(ChartObjectType.Text).Length > 0)
|
||||
IndicatorArea.RemoveAllObjects();
|
||||
//Calculate difference into index and index - HistoryTextLookback list 1
|
||||
for (int i = 0; i < TradeList1.Length; i++)
|
||||
IndicatorArea.DrawText((TradeList1[i]).ToString() + index, TradeList1[i] + " : " + ResPaireWatchlist1[i][index].ToString("F2"), index + 2, double.IsNaN(ResPaireWatchlist1[i][index]) ? 0 : ResPaireWatchlist1[i][index], ResPaireWatchlist1[i][index] > ResPaireWatchlist1[i][index - HistoryTextLookback] ? Color.Lime : Color.Red);
|
||||
|
||||
//Output the result like symbolList number != output number list 1
|
||||
int j = TradeList1.Length - 1;
|
||||
SymbN1[index] = ResPaireWatchlist1[0 < j ? 0 : j][index];
|
||||
SymbN2[index] = ResPaireWatchlist1[1 < j ? 1 : j][index];
|
||||
SymbN3[index] = ResPaireWatchlist1[2 < j ? 2 : j][index];
|
||||
SymbN4[index] = ResPaireWatchlist1[3 < j ? 3 : j][index];
|
||||
SymbN5[index] = ResPaireWatchlist1[4 < j ? 4 : j][index];
|
||||
|
||||
//Calculate angle by symbol list 2
|
||||
for (int i = 0; i < TradeList2.Length; i++)
|
||||
{
|
||||
indexBars2[i] = bars2[i].OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
|
||||
ResPaireWatchlist2[i][index] = GetCalculationAngle(angleIndex2[i].Result[indexBars2[i]], angleIndex2[i].Result[indexBars2[i] - LookbackAngle], atrIndex2[i].Result[indexBars2[i]]);
|
||||
}
|
||||
|
||||
//Calculate difference into index and index - HistoryTextLookback list 2
|
||||
for (int i = 0; i < TradeList2.Length; i++)
|
||||
IndicatorArea.DrawText((TradeList2[i]).ToString() + index, TradeList2[i] + " : " + ResPaireWatchlist2[i][index].ToString("F2"), index + 2, double.IsNaN(ResPaireWatchlist2[i][index]) ? 0 : ResPaireWatchlist2[i][index], ResPaireWatchlist2[i][index] > ResPaireWatchlist2[i][index - HistoryTextLookback] ? Color.Lime : Color.Red);
|
||||
|
||||
//Output the result like symbolList number != output number list 2
|
||||
int k = TradeList2.Length - 1;
|
||||
SymbN6[index] = ResPaireWatchlist2[0 < k ? 0 : k][index];
|
||||
SymbN7[index] = ResPaireWatchlist2[1 < k ? 1 : k][index];
|
||||
SymbN8[index] = ResPaireWatchlist2[2 < k ? 2 : k][index];
|
||||
SymbN9[index] = ResPaireWatchlist2[3 < k ? 3 : k][index];
|
||||
SymbN10[index] = ResPaireWatchlist2[4 < k ? 4 : k][index];
|
||||
|
||||
}
|
||||
|
||||
//Function for angle calculation with atr normalization
|
||||
public double GetCalculationAngle(double priceSmooth, double priceSmoothLoockBack, double atr)
|
||||
{
|
||||
var _momentumpositive = priceSmooth - priceSmoothLoockBack;
|
||||
var _momentumnegative = priceSmoothLoockBack - priceSmooth;
|
||||
var _momentum = priceSmooth > priceSmoothLoockBack
|
||||
? _momentumpositive / atr
|
||||
: _momentumnegative / atr;
|
||||
var _hypothenuse = Math.Sqrt((_momentum * _momentum) + (LookbackAngle * LookbackAngle));
|
||||
var _cos = (LookbackAngle / _hypothenuse);
|
||||
var _angle = priceSmooth > priceSmoothLoockBack
|
||||
? (0 + (Math.Acos(_cos) * 100))
|
||||
: (0 - (Math.Acos(_cos) * 100));
|
||||
return _angle;
|
||||
}
|
||||
}
|
||||
}
|
||||
+9
@@ -0,0 +1,9 @@
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
<PropertyGroup>
|
||||
<TargetFramework>net6.0</TargetFramework>
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="cTrader.Automate" Version="1.*" />
|
||||
</ItemGroup>
|
||||
</Project>
|
||||
@@ -0,0 +1,182 @@
|
||||
using System;
|
||||
using System.Linq;
|
||||
using System.Threading;
|
||||
using cAlgo.API;
|
||||
using cAlgo.API.Indicators;
|
||||
using cAlgo.API.Internals;
|
||||
using cAlgo.Indicators;
|
||||
using System.Collections.Generic;
|
||||
using System.IO;
|
||||
using System.Text;
|
||||
|
||||
namespace cAlgo
|
||||
{
|
||||
//[Cloud("Fast Smooth", "Slow Smooth", FirstColor = "Green", SecondColor = "Red", Opacity = 0.1)]
|
||||
[Levels(0)]
|
||||
[Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
|
||||
public class AngleOfMultiSymbol : Indicator
|
||||
{
|
||||
[Parameter("Symbol Selection Method", DefaultValue = SymbolSelectionMethodType.SymbolList, Group = "Symbole Choice \n(Uncomment code for more than 6 Symbole)")]
|
||||
public SymbolSelectionMethodType SymbolSelectionMethod { get; set; }
|
||||
[Parameter("Symbol List", DefaultValue = "EURUSD GBPUSD AUDUSD USDCHF", Group = "Symbole Choice \n(Uncomment code for more than 6 Symbole)")]
|
||||
public string TradedSymbols { get; set; }
|
||||
[Parameter("Watchlist Name", DefaultValue = "My Watchlist", Group = "Symbole Choice \n(Uncomment code for more than 6 Symbole)")]
|
||||
public string WatchlistName { get; set; }
|
||||
|
||||
public enum SymbolSelectionMethodType
|
||||
{
|
||||
CurrentChart,
|
||||
SymbolList,
|
||||
WatchList
|
||||
}
|
||||
|
||||
[Parameter("History Diff Angle", DefaultValue = 1, Group = "Base Setting")]
|
||||
public int HistoryTextLookback { get; set; }
|
||||
[Parameter("Tf", DefaultValue = "Hour1", Group = "Base Setting")]
|
||||
public TimeFrame Tf { get; set; }
|
||||
[Parameter("Price Smooth Period (255)", DefaultValue = 255, Group = "Angle Setting")]
|
||||
public int SmoothPeriods { get; set; }
|
||||
[Parameter("Price Smooth Type", DefaultValue = MovingAverageType.Weighted, Group = "Angle Setting")]
|
||||
public MovingAverageType MaType { get; set; }
|
||||
[Parameter("Loockback Periods Angle", DefaultValue = 1, Group = "Angle Setting")]
|
||||
public int LookbackPeriodsAngle { get; set; }
|
||||
[Parameter("Sensitivity (1.0)", DefaultValue = 1, Group = "Angle Setting")]
|
||||
public double Sensitivity { get; set; }
|
||||
|
||||
[Output("Symb n° 1", LineColor = "White", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
|
||||
public IndicatorDataSeries SymbN1 { get; set; }
|
||||
[Output("Symb n° 2", LineColor = "Lime", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
|
||||
public IndicatorDataSeries SymbN2 { get; set; }
|
||||
[Output("Symb n° 3", LineColor = "Green", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
|
||||
public IndicatorDataSeries SymbN3 { get; set; }
|
||||
[Output("Symb n° 4", LineColor = "DeepSkyBlue", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
|
||||
public IndicatorDataSeries SymbN4 { get; set; }
|
||||
[Output("Symb n° 5", LineColor = "Red", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
|
||||
public IndicatorDataSeries SymbN5 { get; set; }
|
||||
[Output("Symb n° 6", LineColor = "Magenta", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
|
||||
public IndicatorDataSeries SymbN6 { get; set; }
|
||||
|
||||
/*Uncomment For more Symbole on the chart
|
||||
[Output("Symb n° 7", LineColor = "Green", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
|
||||
public IndicatorDataSeries SymbN7 { get; set; }
|
||||
[Output("Symb n° 8", LineColor = "DeepSkyBlue", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
|
||||
public IndicatorDataSeries SymbN8 { get; set; }
|
||||
[Output("Symb n° 9", LineColor = "Red", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
|
||||
public IndicatorDataSeries SymbN9 { get; set; }
|
||||
[Output("Symb n° 10", LineColor = "Magenta", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
|
||||
public IndicatorDataSeries SymbN10 { get; set; }
|
||||
*/
|
||||
|
||||
private MovingAverage[] ma;
|
||||
private AverageTrueRange[] atr;
|
||||
|
||||
private Symbol[] TradeList;
|
||||
private Bars[] bars;
|
||||
private IndicatorDataSeries[] Sources, ResSymbol;
|
||||
private int[] indexBars;
|
||||
|
||||
protected override void Initialize()
|
||||
{
|
||||
if (SymbolSelectionMethod == SymbolSelectionMethodType.WatchList)
|
||||
{
|
||||
// Get the trade list from the watchlist provided by the user
|
||||
foreach (Watchlist w in Watchlists)
|
||||
{
|
||||
if (w.Name == WatchlistName)
|
||||
{
|
||||
TradeList = Symbols.GetSymbols(w.SymbolNames.ToArray());
|
||||
}
|
||||
}
|
||||
}
|
||||
else if (SymbolSelectionMethod == SymbolSelectionMethodType.SymbolList)
|
||||
{
|
||||
// Get the trade list from the sysmbol list provided by the user
|
||||
string[] SymbolList = TradedSymbols.ToUpper().Split(' ');
|
||||
|
||||
TradeList = Symbols.GetSymbols(SymbolList);
|
||||
}
|
||||
else
|
||||
{
|
||||
TradeList = new Symbol[1];
|
||||
TradeList[0] = Symbol;
|
||||
}
|
||||
|
||||
atr = new AverageTrueRange[TradeList.Length];
|
||||
ma = new MovingAverage[TradeList.Length];
|
||||
bars = new Bars[TradeList.Length];
|
||||
indexBars = new int[TradeList.Length];
|
||||
Sources = new IndicatorDataSeries[TradeList.Length];
|
||||
ResSymbol = new IndicatorDataSeries[TradeList.Length];
|
||||
|
||||
Print("{0} traded symbols: ", TradeList.Length);
|
||||
|
||||
int i = 0;
|
||||
foreach (var symbol in TradeList)
|
||||
{
|
||||
Print(symbol.Name);
|
||||
|
||||
bars[i] = MarketData.GetBars(Tf, symbol.Name);
|
||||
if (bars[i].OpenTimes[0] > Bars.OpenTimes[0])
|
||||
bars[i].LoadMoreHistory();
|
||||
//Load indicators on start up EP5-ATR
|
||||
Sources[i] = CreateDataSeries();
|
||||
ResSymbol[i] = CreateDataSeries();
|
||||
atr[i] = Indicators.AverageTrueRange(bars[i], 500, MovingAverageType.Simple);
|
||||
|
||||
ma[i] = Indicators.MovingAverage(Sources[i], SmoothPeriods, MaType);
|
||||
i++;
|
||||
}
|
||||
}
|
||||
|
||||
public override void Calculate(int index)
|
||||
{
|
||||
if (index < SmoothPeriods)
|
||||
return;
|
||||
|
||||
for (int i = 0; i < TradeList.Length; i++)
|
||||
{
|
||||
//indexBars[i] = GetIndexByDate(bars[i], Bars.OpenTimes[index]);
|
||||
|
||||
indexBars[i] = bars[i].OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
|
||||
Sources[i][index] = bars[i].ClosePrices[indexBars[i]];
|
||||
ResSymbol[i][index] = GetCalculationSymbol(ma[i].Result[index], ma[i].Result[index - LookbackPeriodsAngle], atr[i].Result[indexBars[i]]);
|
||||
}
|
||||
|
||||
SymbN1[index] = ResSymbol[0][index];
|
||||
SymbN2[index] = ResSymbol[1][index];
|
||||
SymbN3[index] = ResSymbol[2][index];
|
||||
SymbN4[index] = ResSymbol[3][index];
|
||||
SymbN5[index] = ResSymbol[4][index];
|
||||
SymbN6[index] = ResSymbol[5][index];
|
||||
|
||||
/* Uncomment For More Symbols on chart
|
||||
SymbN7[index] = ResSymbol[2][index];
|
||||
SymbN8[index] = ResSymbol[3][index];
|
||||
SymbN9[index] = ResSymbol[4][index];
|
||||
SymbN10[index] = ResSymbol[5][index];
|
||||
*/
|
||||
|
||||
IndicatorArea.RemoveAllObjects();
|
||||
|
||||
for (int i = 0; i < TradeList.Length; i++)
|
||||
{
|
||||
IndicatorArea.DrawText((TradeList[i]).ToString() + index, TradeList[i] + " : " + ResSymbol[i][index].ToString("F2"), index, ResSymbol[i][index], ResSymbol[i][index] > ResSymbol[i][index - HistoryTextLookback] ? Color.Lime : Color.Red);
|
||||
}
|
||||
|
||||
}
|
||||
public double GetCalculationSymbol(double priceSmooth, double priceSmoothLoockBack, double atr)
|
||||
{
|
||||
var _momentumpositive = priceSmooth - priceSmoothLoockBack;
|
||||
var _momentumnegative = priceSmoothLoockBack - priceSmooth;
|
||||
var _momentum = priceSmooth > priceSmoothLoockBack
|
||||
? _momentumpositive / atr
|
||||
: _momentumnegative / atr;
|
||||
var _hypothenuse = Math.Sqrt((_momentum * _momentum) + (LookbackPeriodsAngle * LookbackPeriodsAngle));
|
||||
var _cos = (LookbackPeriodsAngle / _hypothenuse);
|
||||
var _angle = priceSmooth > priceSmoothLoockBack
|
||||
? (0 + (Math.Acos(_cos) * 100)) * Sensitivity
|
||||
: (0 - (Math.Acos(_cos) * 100)) * Sensitivity;
|
||||
return _angle;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,9 @@
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
<PropertyGroup>
|
||||
<TargetFramework>net6.0</TargetFramework>
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="cTrader.Automate" Version="1.*" />
|
||||
</ItemGroup>
|
||||
</Project>
|
||||
Binary file not shown.
@@ -0,0 +1,22 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio Version 16
|
||||
VisualStudioVersion = 16.0.30011.22
|
||||
MinimumVisualStudioVersion = 10.0.40219.1
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Difference", "Difference\Difference.csproj", "{3ebc950e-1111-4055-9211-b51d7d4ac02e}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
Release|Any CPU = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{3ebc950e-1111-4055-9211-b51d7d4ac02e}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{3ebc950e-1111-4055-9211-b51d7d4ac02e}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{3ebc950e-1111-4055-9211-b51d7d4ac02e}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{3ebc950e-1111-4055-9211-b51d7d4ac02e}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
@@ -0,0 +1,32 @@
|
||||
using System;
|
||||
using cAlgo.API;
|
||||
using cAlgo.API.Internals;
|
||||
|
||||
namespace cAlgo.Indicators
|
||||
{
|
||||
// Calculates the difference or absolute distance between two data sources
|
||||
[Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
|
||||
public class DifferenceIndicator : Indicator
|
||||
{
|
||||
[Parameter("Source 1")]
|
||||
public DataSeries Source1 { get; set; }
|
||||
|
||||
[Parameter("Source 2")]
|
||||
public DataSeries Source2 { get; set; }
|
||||
|
||||
[Parameter("Use Absolute Distance", DefaultValue = false)]
|
||||
public bool UseAbsoluteDistance { get; set; }
|
||||
|
||||
[Output("Result", LineColor = "MainColor", PlotType = PlotType.Line, Thickness = 1)]
|
||||
public IndicatorDataSeries Result { get; set; }
|
||||
|
||||
// Core calculation logic
|
||||
public override void Calculate(int index)
|
||||
{
|
||||
double diff = Source1[index] - Source2[index];
|
||||
|
||||
// Result is either raw difference or absolute distance
|
||||
Result[index] = UseAbsoluteDistance ? Math.Abs(diff) : diff;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,9 @@
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
<PropertyGroup>
|
||||
<TargetFramework>net6.0</TargetFramework>
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="cTrader.Automate" Version="*" />
|
||||
</ItemGroup>
|
||||
</Project>
|
||||
Binary file not shown.
@@ -0,0 +1,63 @@
|
||||
###############################################################################
|
||||
# Set default behavior to automatically normalize line endings.
|
||||
###############################################################################
|
||||
* text=auto
|
||||
|
||||
###############################################################################
|
||||
# Set default behavior for command prompt diff.
|
||||
#
|
||||
# This is need for earlier builds of msysgit that does not have it on by
|
||||
# default for csharp files.
|
||||
# Note: This is only used by command line
|
||||
###############################################################################
|
||||
#*.cs diff=csharp
|
||||
|
||||
###############################################################################
|
||||
# Set the merge driver for project and solution files
|
||||
#
|
||||
# Merging from the command prompt will add diff markers to the files if there
|
||||
# are conflicts (Merging from VS is not affected by the settings below, in VS
|
||||
# the diff markers are never inserted). Diff markers may cause the following
|
||||
# file extensions to fail to load in VS. An alternative would be to treat
|
||||
# these files as binary and thus will always conflict and require user
|
||||
# intervention with every merge. To do so, just uncomment the entries below
|
||||
###############################################################################
|
||||
#*.sln merge=binary
|
||||
#*.csproj merge=binary
|
||||
#*.vbproj merge=binary
|
||||
#*.vcxproj merge=binary
|
||||
#*.vcproj merge=binary
|
||||
#*.dbproj merge=binary
|
||||
#*.fsproj merge=binary
|
||||
#*.lsproj merge=binary
|
||||
#*.wixproj merge=binary
|
||||
#*.modelproj merge=binary
|
||||
#*.sqlproj merge=binary
|
||||
#*.wwaproj merge=binary
|
||||
|
||||
###############################################################################
|
||||
# behavior for image files
|
||||
#
|
||||
# image files are treated as binary by default.
|
||||
###############################################################################
|
||||
#*.jpg binary
|
||||
#*.png binary
|
||||
#*.gif binary
|
||||
|
||||
###############################################################################
|
||||
# diff behavior for common document formats
|
||||
#
|
||||
# Convert binary document formats to text before diffing them. This feature
|
||||
# is only available from the command line. Turn it on by uncommenting the
|
||||
# entries below.
|
||||
###############################################################################
|
||||
#*.doc diff=astextplain
|
||||
#*.DOC diff=astextplain
|
||||
#*.docx diff=astextplain
|
||||
#*.DOCX diff=astextplain
|
||||
#*.dot diff=astextplain
|
||||
#*.DOT diff=astextplain
|
||||
#*.pdf diff=astextplain
|
||||
#*.PDF diff=astextplain
|
||||
#*.rtf diff=astextplain
|
||||
#*.RTF diff=astextplain
|
||||
@@ -0,0 +1,363 @@
|
||||
## Ignore Visual Studio temporary files, build results, and
|
||||
## files generated by popular Visual Studio add-ons.
|
||||
##
|
||||
## Get latest from https://github.com/github/gitignore/blob/master/VisualStudio.gitignore
|
||||
|
||||
# User-specific files
|
||||
*.rsuser
|
||||
*.suo
|
||||
*.user
|
||||
*.userosscache
|
||||
*.sln.docstates
|
||||
|
||||
# User-specific files (MonoDevelop/Xamarin Studio)
|
||||
*.userprefs
|
||||
|
||||
# Mono auto generated files
|
||||
mono_crash.*
|
||||
|
||||
# Build results
|
||||
[Dd]ebug/
|
||||
[Dd]ebugPublic/
|
||||
[Rr]elease/
|
||||
[Rr]eleases/
|
||||
x64/
|
||||
x86/
|
||||
[Ww][Ii][Nn]32/
|
||||
[Aa][Rr][Mm]/
|
||||
[Aa][Rr][Mm]64/
|
||||
bld/
|
||||
[Bb]in/
|
||||
[Oo]bj/
|
||||
[Oo]ut/
|
||||
[Ll]og/
|
||||
[Ll]ogs/
|
||||
|
||||
# Visual Studio 2015/2017 cache/options directory
|
||||
.vs/
|
||||
# Uncomment if you have tasks that create the project's static files in wwwroot
|
||||
#wwwroot/
|
||||
|
||||
# Visual Studio 2017 auto generated files
|
||||
Generated\ Files/
|
||||
|
||||
# MSTest test Results
|
||||
[Tt]est[Rr]esult*/
|
||||
[Bb]uild[Ll]og.*
|
||||
|
||||
# NUnit
|
||||
*.VisualState.xml
|
||||
TestResult.xml
|
||||
nunit-*.xml
|
||||
|
||||
# Build Results of an ATL Project
|
||||
[Dd]ebugPS/
|
||||
[Rr]eleasePS/
|
||||
dlldata.c
|
||||
|
||||
# Benchmark Results
|
||||
BenchmarkDotNet.Artifacts/
|
||||
|
||||
# .NET Core
|
||||
project.lock.json
|
||||
project.fragment.lock.json
|
||||
artifacts/
|
||||
|
||||
# ASP.NET Scaffolding
|
||||
ScaffoldingReadMe.txt
|
||||
|
||||
# StyleCop
|
||||
StyleCopReport.xml
|
||||
|
||||
# Files built by Visual Studio
|
||||
*_i.c
|
||||
*_p.c
|
||||
*_h.h
|
||||
*.ilk
|
||||
*.meta
|
||||
*.obj
|
||||
*.iobj
|
||||
*.pch
|
||||
*.pdb
|
||||
*.ipdb
|
||||
*.pgc
|
||||
*.pgd
|
||||
*.rsp
|
||||
*.sbr
|
||||
*.tlb
|
||||
*.tli
|
||||
*.tlh
|
||||
*.tmp
|
||||
*.tmp_proj
|
||||
*_wpftmp.csproj
|
||||
*.log
|
||||
*.vspscc
|
||||
*.vssscc
|
||||
.builds
|
||||
*.pidb
|
||||
*.svclog
|
||||
*.scc
|
||||
|
||||
# Chutzpah Test files
|
||||
_Chutzpah*
|
||||
|
||||
# Visual C++ cache files
|
||||
ipch/
|
||||
*.aps
|
||||
*.ncb
|
||||
*.opendb
|
||||
*.opensdf
|
||||
*.sdf
|
||||
*.cachefile
|
||||
*.VC.db
|
||||
*.VC.VC.opendb
|
||||
|
||||
# Visual Studio profiler
|
||||
*.psess
|
||||
*.vsp
|
||||
*.vspx
|
||||
*.sap
|
||||
|
||||
# Visual Studio Trace Files
|
||||
*.e2e
|
||||
|
||||
# TFS 2012 Local Workspace
|
||||
$tf/
|
||||
|
||||
# Guidance Automation Toolkit
|
||||
*.gpState
|
||||
|
||||
# ReSharper is a .NET coding add-in
|
||||
_ReSharper*/
|
||||
*.[Rr]e[Ss]harper
|
||||
*.DotSettings.user
|
||||
|
||||
# TeamCity is a build add-in
|
||||
_TeamCity*
|
||||
|
||||
# DotCover is a Code Coverage Tool
|
||||
*.dotCover
|
||||
|
||||
# AxoCover is a Code Coverage Tool
|
||||
.axoCover/*
|
||||
!.axoCover/settings.json
|
||||
|
||||
# Coverlet is a free, cross platform Code Coverage Tool
|
||||
coverage*.json
|
||||
coverage*.xml
|
||||
coverage*.info
|
||||
|
||||
# Visual Studio code coverage results
|
||||
*.coverage
|
||||
*.coveragexml
|
||||
|
||||
# NCrunch
|
||||
_NCrunch_*
|
||||
.*crunch*.local.xml
|
||||
nCrunchTemp_*
|
||||
|
||||
# MightyMoose
|
||||
*.mm.*
|
||||
AutoTest.Net/
|
||||
|
||||
# Web workbench (sass)
|
||||
.sass-cache/
|
||||
|
||||
# Installshield output folder
|
||||
[Ee]xpress/
|
||||
|
||||
# DocProject is a documentation generator add-in
|
||||
DocProject/buildhelp/
|
||||
DocProject/Help/*.HxT
|
||||
DocProject/Help/*.HxC
|
||||
DocProject/Help/*.hhc
|
||||
DocProject/Help/*.hhk
|
||||
DocProject/Help/*.hhp
|
||||
DocProject/Help/Html2
|
||||
DocProject/Help/html
|
||||
|
||||
# Click-Once directory
|
||||
publish/
|
||||
|
||||
# Publish Web Output
|
||||
*.[Pp]ublish.xml
|
||||
*.azurePubxml
|
||||
# Note: Comment the next line if you want to checkin your web deploy settings,
|
||||
# but database connection strings (with potential passwords) will be unencrypted
|
||||
*.pubxml
|
||||
*.publishproj
|
||||
|
||||
# Microsoft Azure Web App publish settings. Comment the next line if you want to
|
||||
# checkin your Azure Web App publish settings, but sensitive information contained
|
||||
# in these scripts will be unencrypted
|
||||
PublishScripts/
|
||||
|
||||
# NuGet Packages
|
||||
*.nupkg
|
||||
# NuGet Symbol Packages
|
||||
*.snupkg
|
||||
# The packages folder can be ignored because of Package Restore
|
||||
**/[Pp]ackages/*
|
||||
# except build/, which is used as an MSBuild target.
|
||||
!**/[Pp]ackages/build/
|
||||
# Uncomment if necessary however generally it will be regenerated when needed
|
||||
#!**/[Pp]ackages/repositories.config
|
||||
# NuGet v3's project.json files produces more ignorable files
|
||||
*.nuget.props
|
||||
*.nuget.targets
|
||||
|
||||
# Microsoft Azure Build Output
|
||||
csx/
|
||||
*.build.csdef
|
||||
|
||||
# Microsoft Azure Emulator
|
||||
ecf/
|
||||
rcf/
|
||||
|
||||
# Windows Store app package directories and files
|
||||
AppPackages/
|
||||
BundleArtifacts/
|
||||
Package.StoreAssociation.xml
|
||||
_pkginfo.txt
|
||||
*.appx
|
||||
*.appxbundle
|
||||
*.appxupload
|
||||
|
||||
# Visual Studio cache files
|
||||
# files ending in .cache can be ignored
|
||||
*.[Cc]ache
|
||||
# but keep track of directories ending in .cache
|
||||
!?*.[Cc]ache/
|
||||
|
||||
# Others
|
||||
ClientBin/
|
||||
~$*
|
||||
*~
|
||||
*.dbmdl
|
||||
*.dbproj.schemaview
|
||||
*.jfm
|
||||
*.pfx
|
||||
*.publishsettings
|
||||
orleans.codegen.cs
|
||||
|
||||
# Including strong name files can present a security risk
|
||||
# (https://github.com/github/gitignore/pull/2483#issue-259490424)
|
||||
#*.snk
|
||||
|
||||
# Since there are multiple workflows, uncomment next line to ignore bower_components
|
||||
# (https://github.com/github/gitignore/pull/1529#issuecomment-104372622)
|
||||
#bower_components/
|
||||
|
||||
# RIA/Silverlight projects
|
||||
Generated_Code/
|
||||
|
||||
# Backup & report files from converting an old project file
|
||||
# to a newer Visual Studio version. Backup files are not needed,
|
||||
# because we have git ;-)
|
||||
_UpgradeReport_Files/
|
||||
Backup*/
|
||||
UpgradeLog*.XML
|
||||
UpgradeLog*.htm
|
||||
ServiceFabricBackup/
|
||||
*.rptproj.bak
|
||||
|
||||
# SQL Server files
|
||||
*.mdf
|
||||
*.ldf
|
||||
*.ndf
|
||||
|
||||
# Business Intelligence projects
|
||||
*.rdl.data
|
||||
*.bim.layout
|
||||
*.bim_*.settings
|
||||
*.rptproj.rsuser
|
||||
*- [Bb]ackup.rdl
|
||||
*- [Bb]ackup ([0-9]).rdl
|
||||
*- [Bb]ackup ([0-9][0-9]).rdl
|
||||
|
||||
# Microsoft Fakes
|
||||
FakesAssemblies/
|
||||
|
||||
# GhostDoc plugin setting file
|
||||
*.GhostDoc.xml
|
||||
|
||||
# Node.js Tools for Visual Studio
|
||||
.ntvs_analysis.dat
|
||||
node_modules/
|
||||
|
||||
# Visual Studio 6 build log
|
||||
*.plg
|
||||
|
||||
# Visual Studio 6 workspace options file
|
||||
*.opt
|
||||
|
||||
# Visual Studio 6 auto-generated workspace file (contains which files were open etc.)
|
||||
*.vbw
|
||||
|
||||
# Visual Studio LightSwitch build output
|
||||
**/*.HTMLClient/GeneratedArtifacts
|
||||
**/*.DesktopClient/GeneratedArtifacts
|
||||
**/*.DesktopClient/ModelManifest.xml
|
||||
**/*.Server/GeneratedArtifacts
|
||||
**/*.Server/ModelManifest.xml
|
||||
_Pvt_Extensions
|
||||
|
||||
# Paket dependency manager
|
||||
.paket/paket.exe
|
||||
paket-files/
|
||||
|
||||
# FAKE - F# Make
|
||||
.fake/
|
||||
|
||||
# CodeRush personal settings
|
||||
.cr/personal
|
||||
|
||||
# Python Tools for Visual Studio (PTVS)
|
||||
__pycache__/
|
||||
*.pyc
|
||||
|
||||
# Cake - Uncomment if you are using it
|
||||
# tools/**
|
||||
# !tools/packages.config
|
||||
|
||||
# Tabs Studio
|
||||
*.tss
|
||||
|
||||
# Telerik's JustMock configuration file
|
||||
*.jmconfig
|
||||
|
||||
# BizTalk build output
|
||||
*.btp.cs
|
||||
*.btm.cs
|
||||
*.odx.cs
|
||||
*.xsd.cs
|
||||
|
||||
# OpenCover UI analysis results
|
||||
OpenCover/
|
||||
|
||||
# Azure Stream Analytics local run output
|
||||
ASALocalRun/
|
||||
|
||||
# MSBuild Binary and Structured Log
|
||||
*.binlog
|
||||
|
||||
# NVidia Nsight GPU debugger configuration file
|
||||
*.nvuser
|
||||
|
||||
# MFractors (Xamarin productivity tool) working folder
|
||||
.mfractor/
|
||||
|
||||
# Local History for Visual Studio
|
||||
.localhistory/
|
||||
|
||||
# BeatPulse healthcheck temp database
|
||||
healthchecksdb
|
||||
|
||||
# Backup folder for Package Reference Convert tool in Visual Studio 2017
|
||||
MigrationBackup/
|
||||
|
||||
# Ionide (cross platform F# VS Code tools) working folder
|
||||
.ionide/
|
||||
|
||||
# Fody - auto-generated XML schema
|
||||
FodyWeavers.xsd
|
||||
@@ -0,0 +1,20 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 11.00
|
||||
# Visual Studio 2010
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Economic Events On Chart", "Economic Events On Chart\Economic Events On Chart.csproj", "{7D9A4560-D021-4B46-8D58-83DCBEBBE654}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
Release|Any CPU = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{7D9A4560-D021-4B46-8D58-83DCBEBBE654}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{7D9A4560-D021-4B46-8D58-83DCBEBBE654}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{7D9A4560-D021-4B46-8D58-83DCBEBBE654}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{7D9A4560-D021-4B46-8D58-83DCBEBBE654}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
+345
@@ -0,0 +1,345 @@
|
||||
using System;
|
||||
using cAlgo.API;
|
||||
using System.Collections.Generic;
|
||||
using System.Xml;
|
||||
using System.Net;
|
||||
using System.Xml.Serialization;
|
||||
using System.IO;
|
||||
using System.Text;
|
||||
using System.Linq;
|
||||
using System.Globalization;
|
||||
|
||||
namespace cAlgo
|
||||
{
|
||||
[Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.Internet)]
|
||||
public class EconomicEventsOnChart : Indicator
|
||||
{
|
||||
private Color _colorHighImpact, _colorMediumImpact, _colorLowImpact, _colorOthers;
|
||||
|
||||
private TextBlock _textBlock;
|
||||
|
||||
[Parameter("Data URI", DefaultValue = "https://nfs.faireconomy.media/ff_calendar_thisweek.xml", Group = "General")]
|
||||
public string DataUri { get; set; }
|
||||
|
||||
[Parameter("Only Symbol Events", DefaultValue = true, Group = "General")]
|
||||
public bool OnlySymbolEvents { get; set; }
|
||||
|
||||
[Parameter("Show Past Events", DefaultValue = true, Group = "General")]
|
||||
public bool ShowPastEvents { get; set; }
|
||||
|
||||
[Parameter("Show", DefaultValue = true, Group = "High Impact")]
|
||||
public bool ShowHighImpact { get; set; }
|
||||
|
||||
[Parameter("Color", DefaultValue = "Red", Group = "High Impact")]
|
||||
public string ColorHighImpact { get; set; }
|
||||
|
||||
[Parameter("Style", DefaultValue = LineStyle.Solid, Group = "High Impact")]
|
||||
public LineStyle LineStyleHighImpact { get; set; }
|
||||
|
||||
[Parameter("Thickness", DefaultValue = 1, Group = "High Impact")]
|
||||
public int ThicknessHighImpact { get; set; }
|
||||
|
||||
[Parameter("Show", DefaultValue = true, Group = "Medium Impact")]
|
||||
public bool ShowMediumImpact { get; set; }
|
||||
|
||||
[Parameter("Color", DefaultValue = "Gold", Group = "Medium Impact")]
|
||||
public string ColorMediumImpact { get; set; }
|
||||
|
||||
[Parameter("Style", DefaultValue = LineStyle.Solid, Group = "Medium Impact")]
|
||||
public LineStyle LineStyleMediumImpact { get; set; }
|
||||
|
||||
[Parameter("Thickness", DefaultValue = 1, Group = "Medium Impact")]
|
||||
public int ThicknessMediumImpact { get; set; }
|
||||
|
||||
[Parameter("Show", DefaultValue = true, Group = "Low Impact")]
|
||||
public bool ShowLowImpact { get; set; }
|
||||
|
||||
[Parameter("Color", DefaultValue = "Yellow", Group = "Low Impact")]
|
||||
public string ColorLowImpact { get; set; }
|
||||
|
||||
[Parameter("Style", DefaultValue = LineStyle.Solid, Group = "Low Impact")]
|
||||
public LineStyle LineStyleLowImpact { get; set; }
|
||||
|
||||
[Parameter("Thickness", DefaultValue = 1, Group = "Low Impact")]
|
||||
public int ThicknessLowImpact { get; set; }
|
||||
|
||||
[Parameter("Show", DefaultValue = false, Group = "Others")]
|
||||
public bool ShowOthers { get; set; }
|
||||
|
||||
[Parameter("Color", DefaultValue = "Gray", Group = "Others")]
|
||||
public string ColorOthers { get; set; }
|
||||
|
||||
[Parameter("Style", DefaultValue = LineStyle.Solid, Group = "Others")]
|
||||
public LineStyle LineStyleOthers { get; set; }
|
||||
|
||||
[Parameter("Thickness", DefaultValue = 1, Group = "Others")]
|
||||
public int ThicknessOthers { get; set; }
|
||||
|
||||
[Parameter("Show", DefaultValue = true, Group = "Text Block")]
|
||||
public bool ShowTextBlock { get; set; }
|
||||
|
||||
[Parameter("Background Color", DefaultValue = "#969696", Group = "Text Block")]
|
||||
public string TextBlockBackgroundColor { get; set; }
|
||||
|
||||
[Parameter("Color", DefaultValue = "White", Group = "Text Block")]
|
||||
public string TextBlockColor { get; set; }
|
||||
|
||||
[Parameter("Horizontal Alignment", DefaultValue = HorizontalAlignment.Center, Group = "Text Block")]
|
||||
public HorizontalAlignment TextBlockHorizontalAlignment { get; set; }
|
||||
|
||||
[Parameter("Vertical Alignment", DefaultValue = VerticalAlignment.Bottom, Group = "Text Block")]
|
||||
public VerticalAlignment TextBlockVerticalAlignment { get; set; }
|
||||
|
||||
[Parameter("Text Alignment", DefaultValue = TextAlignment.Center, Group = "Text Block")]
|
||||
public TextAlignment TextBlockTextAlignment { get; set; }
|
||||
|
||||
[Parameter("Font Weight", DefaultValue = FontWeight.Bold, Group = "Text Block")]
|
||||
public FontWeight TextBlockFontWeight { get; set; }
|
||||
|
||||
protected override void Initialize()
|
||||
{
|
||||
RemoveEventLines();
|
||||
|
||||
if (ShowTextBlock)
|
||||
{
|
||||
_textBlock = new TextBlock
|
||||
{
|
||||
IsVisible = false,
|
||||
HorizontalAlignment = TextBlockHorizontalAlignment,
|
||||
VerticalAlignment = TextBlockVerticalAlignment,
|
||||
BackgroundColor = GetColor(TextBlockBackgroundColor),
|
||||
ForegroundColor = GetColor(TextBlockColor),
|
||||
TextAlignment = TextBlockTextAlignment,
|
||||
FontWeight = TextBlockFontWeight,
|
||||
Padding = 5
|
||||
};
|
||||
|
||||
Chart.AddControl(_textBlock);
|
||||
|
||||
Chart.ObjectHoverChanged += Chart_ObjectHoverChanged;
|
||||
}
|
||||
|
||||
_colorHighImpact = GetColor(ColorHighImpact);
|
||||
_colorMediumImpact = GetColor(ColorMediumImpact);
|
||||
_colorLowImpact = GetColor(ColorLowImpact);
|
||||
_colorOthers = GetColor(ColorOthers);
|
||||
|
||||
var events = GetNewsEvents();
|
||||
|
||||
DisplayEvents(events);
|
||||
}
|
||||
|
||||
private void Chart_ObjectHoverChanged(ChartObjectHoverChangedEventArgs obj)
|
||||
{
|
||||
if (!obj.IsObjectHovered || obj.ChartObject == null || string.IsNullOrWhiteSpace(obj.ChartObject.Name) || !obj.ChartObject.Name.EndsWith("Event", StringComparison.OrdinalIgnoreCase))
|
||||
{
|
||||
_textBlock.IsVisible = false;
|
||||
|
||||
return;
|
||||
}
|
||||
|
||||
_textBlock.Text = string.Format("{0} | {1}", obj.ChartObject.Name.Replace(" | Event", string.Empty), obj.ChartObject.Comment);
|
||||
|
||||
_textBlock.IsVisible = true;
|
||||
}
|
||||
|
||||
public override void Calculate(int index)
|
||||
{
|
||||
}
|
||||
|
||||
private IEnumerable<NewsEvent> GetNewsEvents()
|
||||
{
|
||||
using (var webClient = new WebClient())
|
||||
{
|
||||
var data = webClient.DownloadString(DataUri);
|
||||
|
||||
return GetNewsEventsFromXml(data);
|
||||
}
|
||||
}
|
||||
|
||||
private IEnumerable<NewsEvent> GetNewsEventsFromXml(string xml)
|
||||
{
|
||||
var xmlSerializer = new XmlSerializer(typeof(WeeklyEvents));
|
||||
|
||||
var stream = new StringReader(xml);
|
||||
|
||||
var weeklyEvents = xmlSerializer.Deserialize(stream) as WeeklyEvents;
|
||||
|
||||
foreach (var newsEvent in weeklyEvents.Events)
|
||||
{
|
||||
var timeString = string.Format("{0} {1}", newsEvent.UtcDate, newsEvent.UtcTime);
|
||||
|
||||
DateTimeOffset time;
|
||||
|
||||
if (DateTimeOffset.TryParseExact(timeString, "MM-dd-yyyy h:mmtt", CultureInfo.InvariantCulture, DateTimeStyles.AssumeUniversal, out time))
|
||||
{
|
||||
newsEvent.Time = time;
|
||||
}
|
||||
}
|
||||
|
||||
return weeklyEvents.Events;
|
||||
}
|
||||
|
||||
private void DisplayEvents(IEnumerable<NewsEvent> events)
|
||||
{
|
||||
foreach (var newsEvent in events)
|
||||
{
|
||||
if (!newsEvent.Time.HasValue
|
||||
|| (newsEvent.Impact == NewsEventImpact.High && !ShowHighImpact)
|
||||
|| (newsEvent.Impact == NewsEventImpact.Medium && !ShowMediumImpact)
|
||||
|| (newsEvent.Impact == NewsEventImpact.Low && !ShowLowImpact)
|
||||
|| ((newsEvent.Impact == NewsEventImpact.None || newsEvent.Impact == NewsEventImpact.Holiday) && !ShowOthers)
|
||||
|| (OnlySymbolEvents && !IsEventRelatedToSymbol(newsEvent.Currency))
|
||||
|| (!ShowPastEvents && newsEvent.Time < Server.TimeInUtc)) continue;
|
||||
|
||||
var lineSettings = GetLineSettings(newsEvent.Impact);
|
||||
|
||||
var eventLine = Chart.DrawVerticalLine(string.Format("{0} | {1} | {2} | Event", newsEvent.Title, newsEvent.Currency, newsEvent.Impact), newsEvent.Time.Value.UtcDateTime, lineSettings.Color, lineSettings.Thickness, lineSettings.Style);
|
||||
|
||||
var stringBuilder = new StringBuilder();
|
||||
|
||||
if (!string.IsNullOrWhiteSpace(newsEvent.Forecast))
|
||||
{
|
||||
stringBuilder.Append(string.Format("Forecast: {0} | ", newsEvent.Forecast));
|
||||
}
|
||||
|
||||
if (!string.IsNullOrWhiteSpace(newsEvent.Previous))
|
||||
{
|
||||
stringBuilder.Append(string.Format("Previous: {0} | ", newsEvent.Previous));
|
||||
}
|
||||
|
||||
if (newsEvent.Time.HasValue)
|
||||
{
|
||||
var time = newsEvent.Time.Value.ToOffset(Application.UserTimeOffset);
|
||||
|
||||
stringBuilder.Append(string.Format("Time: {0:s}", time));
|
||||
}
|
||||
|
||||
eventLine.Comment = stringBuilder.ToString();
|
||||
eventLine.IsInteractive = true;
|
||||
eventLine.IsLocked = true;
|
||||
}
|
||||
}
|
||||
|
||||
private bool IsEventRelatedToSymbol(string eventCurrency)
|
||||
{
|
||||
return SymbolName.StartsWith(eventCurrency, StringComparison.OrdinalIgnoreCase) || SymbolName.EndsWith(eventCurrency, StringComparison.OrdinalIgnoreCase);
|
||||
}
|
||||
|
||||
private Color GetColor(string colorString, int alpha = 255)
|
||||
{
|
||||
var color = colorString[0] == '#' ? Color.FromHex(colorString) : Color.FromName(colorString);
|
||||
|
||||
return Color.FromArgb(alpha, color);
|
||||
}
|
||||
|
||||
private LineSettings GetLineSettings(NewsEventImpact impact)
|
||||
{
|
||||
switch (impact)
|
||||
{
|
||||
case NewsEventImpact.High:
|
||||
return new LineSettings
|
||||
{
|
||||
Color = _colorHighImpact,
|
||||
Style = LineStyleHighImpact,
|
||||
Thickness = ThicknessHighImpact
|
||||
};
|
||||
|
||||
case NewsEventImpact.Medium:
|
||||
return new LineSettings
|
||||
{
|
||||
Color = _colorMediumImpact,
|
||||
Style = LineStyleMediumImpact,
|
||||
Thickness = ThicknessMediumImpact
|
||||
};
|
||||
|
||||
case NewsEventImpact.Low:
|
||||
return new LineSettings
|
||||
{
|
||||
Color = _colorLowImpact,
|
||||
Style = LineStyleLowImpact,
|
||||
Thickness = ThicknessLowImpact
|
||||
};
|
||||
|
||||
default:
|
||||
return new LineSettings
|
||||
{
|
||||
Color = _colorOthers,
|
||||
Style = LineStyleOthers,
|
||||
Thickness = ThicknessOthers
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
private void RemoveEventLines()
|
||||
{
|
||||
var chartObjects = Chart.Objects.ToArray();
|
||||
|
||||
foreach (var chartObject in chartObjects)
|
||||
{
|
||||
if (chartObject.ObjectType != ChartObjectType.VerticalLine || !chartObject.IsInteractive || string.IsNullOrEmpty(chartObject.Name) || !chartObject.Name.EndsWith("Event", StringComparison.OrdinalIgnoreCase))
|
||||
{
|
||||
continue;
|
||||
}
|
||||
|
||||
Chart.RemoveObject(chartObject.Name);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
[XmlRoot("weeklyevents")]
|
||||
public class WeeklyEvents
|
||||
{
|
||||
[XmlElement("event")]
|
||||
public List<NewsEvent> Events { get; set; }
|
||||
}
|
||||
|
||||
public class NewsEvent
|
||||
{
|
||||
[XmlElement("title")]
|
||||
public string Title { get; set; }
|
||||
|
||||
[XmlElement("country")]
|
||||
public string Currency { get; set; }
|
||||
|
||||
[XmlElement("date")]
|
||||
public string UtcDate { get; set; }
|
||||
|
||||
[XmlElement("time")]
|
||||
public string UtcTime { get; set; }
|
||||
|
||||
[XmlIgnore]
|
||||
public DateTimeOffset? Time { get; set; }
|
||||
|
||||
[XmlElement("impact")]
|
||||
public NewsEventImpact Impact { get; set; }
|
||||
|
||||
[XmlElement("previous")]
|
||||
public string Previous { get; set; }
|
||||
|
||||
[XmlElement("forecast")]
|
||||
public string Forecast { get; set; }
|
||||
}
|
||||
|
||||
public enum NewsEventImpact
|
||||
{
|
||||
None,
|
||||
|
||||
High,
|
||||
|
||||
Medium,
|
||||
|
||||
Low,
|
||||
|
||||
Holiday
|
||||
}
|
||||
|
||||
public struct LineSettings
|
||||
{
|
||||
public Color Color { get; set; }
|
||||
|
||||
public LineStyle Style { get; set; }
|
||||
|
||||
public int Thickness { get; set; }
|
||||
}
|
||||
}
|
||||
+60
@@ -0,0 +1,60 @@
|
||||
<?xml version="1.0" encoding="utf-8"?>
|
||||
<Project ToolsVersion="4.0" DefaultTargets="Build" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
|
||||
<Import Project="$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props" Condition="Exists('$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props')" />
|
||||
<PropertyGroup>
|
||||
<LangVersion>7.2</LangVersion>
|
||||
<Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
|
||||
<Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
|
||||
<ProjectGuid>{7D9A4560-D021-4B46-8D58-83DCBEBBE654}</ProjectGuid>
|
||||
<ProjectTypeGuids>{DD87C1B2-3799-4CA2-93B6-5288EE928820};{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}</ProjectTypeGuids>
|
||||
<OutputType>Library</OutputType>
|
||||
<AppDesignerFolder>Properties</AppDesignerFolder>
|
||||
<RootNamespace>cAlgo</RootNamespace>
|
||||
<AssemblyName>Economic Events On Chart</AssemblyName>
|
||||
<TargetFrameworkVersion>v4.0</TargetFrameworkVersion>
|
||||
<TargetFrameworkProfile>Client</TargetFrameworkProfile>
|
||||
<FileAlignment>512</FileAlignment>
|
||||
<CheckForOverflowUnderflow>True</CheckForOverflowUnderflow>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">
|
||||
<DebugSymbols>true</DebugSymbols>
|
||||
<DebugType>full</DebugType>
|
||||
<Optimize>false</Optimize>
|
||||
<OutputPath>bin\Debug\</OutputPath>
|
||||
<DefineConstants>DEBUG;TRACE</DefineConstants>
|
||||
<ErrorReport>prompt</ErrorReport>
|
||||
<WarningLevel>4</WarningLevel>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Release|AnyCPU' ">
|
||||
<DebugType>pdbonly</DebugType>
|
||||
<Optimize>true</Optimize>
|
||||
<OutputPath>bin\Release\</OutputPath>
|
||||
<DefineConstants>TRACE</DefineConstants>
|
||||
<ErrorReport>prompt</ErrorReport>
|
||||
<WarningLevel>4</WarningLevel>
|
||||
</PropertyGroup>
|
||||
<ItemGroup>
|
||||
<Reference Include="System" />
|
||||
<Reference Include="System.Core" />
|
||||
<Reference Include="System.Xml.Linq" />
|
||||
<Reference Include="System.Data.DataSetExtensions" />
|
||||
<Reference Include="System.Data" />
|
||||
<Reference Include="System.Xml" />
|
||||
<Reference Include="cAlgo.API, Version=1.0.0.0, Culture=neutral, PublicKeyToken=3499da3018340880, processorArchitecture=MSIL">
|
||||
<SpecificVersion>False</SpecificVersion>
|
||||
<HintPath>..\..\..\..\API\cAlgo.API.dll</HintPath>
|
||||
</Reference>
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<Compile Include="Economic Events On Chart.cs" />
|
||||
<Compile Include="Properties\AssemblyInfo.cs" />
|
||||
</ItemGroup>
|
||||
<Import Project="$(MSBuildToolsPath)\Microsoft.CSharp.targets" />
|
||||
<!-- To modify your build process, add your task inside one of the targets below and uncomment it.
|
||||
Other similar extension points exist, see Microsoft.Common.targets.
|
||||
<Target Name="BeforeBuild">
|
||||
</Target>
|
||||
<Target Name="AfterBuild">
|
||||
</Target>
|
||||
-->
|
||||
</Project>
|
||||
+20
@@ -0,0 +1,20 @@
|
||||
using System.Diagnostics;
|
||||
using System.Reflection;
|
||||
using System.Runtime.InteropServices;
|
||||
|
||||
[assembly: AssemblyTitle("Economic Events On Chart")]
|
||||
[assembly: AssemblyDescription("")]
|
||||
[assembly: AssemblyConfiguration("")]
|
||||
[assembly: AssemblyProduct("Economic Events On Chart")]
|
||||
[assembly: AssemblyTrademark("")]
|
||||
[assembly: AssemblyCulture("")]
|
||||
|
||||
[assembly: ComVisible(false)]
|
||||
|
||||
[assembly: Guid("35f19c43-c7cc-4f53-b8e0-61caaf9cd8e8")]
|
||||
|
||||
[assembly: AssemblyVersion("1.0.0.0")]
|
||||
[assembly: AssemblyFileVersion("1.0.0.0")]
|
||||
#if DEBUG
|
||||
[assembly: Debuggable(DebuggableAttribute.DebuggingModes.Default | DebuggableAttribute.DebuggingModes.DisableOptimizations)]
|
||||
#endif
|
||||
Binary file not shown.
@@ -0,0 +1 @@
|
||||
{"version":"2.0.0","tasks":[{"label":"build","command":"dotnet","type":"process","args":["build","${workspaceFolder}","/property:GenerateFullPaths=true","/consoleLoggerParameters:NoSummary"],"problemMatcher":"$msCompile"}]}
|
||||
@@ -0,0 +1,22 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio Version 16
|
||||
VisualStudioVersion = 16.0.30011.22
|
||||
MinimumVisualStudioVersion = 10.0.40219.1
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HmaClusterDisplay", "HmaClusterDisplay\HmaClusterDisplay.csproj", "{9a7d3632-3200-43b4-9d1a-032be8e9a37e}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
Release|Any CPU = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{9a7d3632-3200-43b4-9d1a-032be8e9a37e}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{9a7d3632-3200-43b4-9d1a-032be8e9a37e}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{9a7d3632-3200-43b4-9d1a-032be8e9a37e}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{9a7d3632-3200-43b4-9d1a-032be8e9a37e}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
@@ -0,0 +1,135 @@
|
||||
using System;
|
||||
using System.IO;
|
||||
using System.Linq;
|
||||
using cAlgo.API;
|
||||
using cAlgo.API.Indicators;
|
||||
using cAlgo.API.Internals;
|
||||
|
||||
namespace cAlgo
|
||||
{
|
||||
[Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.FullAccess)]
|
||||
public class HmaClusterDisplay : Indicator
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
[Parameter("Config File Path", DefaultValue = @"\\COFFEE\cTrader\HmaCluster.txt")]
|
||||
public string ConfigFilePath { get; set; }
|
||||
|
||||
#endregion
|
||||
|
||||
#region Outputs
|
||||
|
||||
// SMA with Length SmaBias, Col=#FF01FF01, thickness=2
|
||||
[Output("SMA Bias", LineColor = "#FF01FF01", Thickness = 2)]
|
||||
public IndicatorDataSeries SmaBiasOutput { get; set; }
|
||||
|
||||
// HMA with Length HmaBias, Col=#FFFF6666, thickness=2
|
||||
[Output("HMA Bias", LineColor = "#FFFF6666", Thickness = 2)]
|
||||
public IndicatorDataSeries HmaBiasOutput { get; set; }
|
||||
|
||||
// HMA with Length HmaCluster, Col=White, thickness=2
|
||||
[Output("HMA Cluster", LineColor = "White", Thickness = 2)]
|
||||
public IndicatorDataSeries HmaClusterOutput { get; set; }
|
||||
|
||||
#endregion
|
||||
|
||||
#region Variables
|
||||
|
||||
private SimpleMovingAverage _smaBiasIndicator;
|
||||
private HullMovingAverage _hmaBiasIndicator;
|
||||
private HullMovingAverage _hmaClusterIndicator;
|
||||
|
||||
// Default values from prompt header
|
||||
private int _smaBiasLength = 200;
|
||||
private int _hmaBiasLength = 250;
|
||||
private int _hmaClusterLength = 25;
|
||||
|
||||
#endregion
|
||||
|
||||
protected override void Initialize()
|
||||
{
|
||||
LoadConfiguration();
|
||||
|
||||
// Initialize indicators with loaded or default values
|
||||
_smaBiasIndicator = Indicators.SimpleMovingAverage(Bars.ClosePrices, _smaBiasLength);
|
||||
_hmaBiasIndicator = Indicators.HullMovingAverage(Bars.ClosePrices, _hmaBiasLength);
|
||||
_hmaClusterIndicator = Indicators.HullMovingAverage(Bars.ClosePrices, _hmaClusterLength);
|
||||
|
||||
Print($"Initialized: {_smaBiasLength} SMA | {_hmaBiasLength} HMA Bias | {_hmaClusterLength} HMA Cluster");
|
||||
}
|
||||
|
||||
public override void Calculate(int index)
|
||||
{
|
||||
if (_smaBiasIndicator != null)
|
||||
SmaBiasOutput[index] = _smaBiasIndicator.Result[index];
|
||||
|
||||
if (_hmaBiasIndicator != null)
|
||||
HmaBiasOutput[index] = _hmaBiasIndicator.Result[index];
|
||||
|
||||
if (_hmaClusterIndicator != null)
|
||||
HmaClusterOutput[index] = _hmaClusterIndicator.Result[index];
|
||||
}
|
||||
|
||||
private void LoadConfiguration()
|
||||
{
|
||||
if (!File.Exists(ConfigFilePath))
|
||||
{
|
||||
Print($"Config file not found at {ConfigFilePath}. Using defaults.");
|
||||
return;
|
||||
}
|
||||
|
||||
try
|
||||
{
|
||||
var lines = File.ReadAllLines(ConfigFilePath);
|
||||
var currentSymbol = SymbolName;
|
||||
// cTrader ShortName returns "m5", "h1", etc. which matches your file format
|
||||
var currentTimeframe = TimeFrame.ShortName;
|
||||
|
||||
foreach (var line in lines)
|
||||
{
|
||||
var trimmedLine = line.Trim();
|
||||
|
||||
// Skip comments and empty lines
|
||||
if (string.IsNullOrWhiteSpace(trimmedLine) || trimmedLine.StartsWith("#"))
|
||||
continue;
|
||||
|
||||
// Split by whitespace
|
||||
var columns = trimmedLine.Split(new[] { ' ', '\t' }, StringSplitOptions.RemoveEmptyEntries);
|
||||
|
||||
// Ensure we have enough columns (need at least up to index 6)
|
||||
if (columns.Length < 7)
|
||||
continue;
|
||||
|
||||
var cfgSymbol = columns[0];
|
||||
var cfgTimeframe = columns[1];
|
||||
|
||||
// Check for match (case-insensitive)
|
||||
if (string.Equals(cfgSymbol, currentSymbol, StringComparison.OrdinalIgnoreCase) &&
|
||||
string.Equals(cfgTimeframe, currentTimeframe, StringComparison.OrdinalIgnoreCase))
|
||||
{
|
||||
// Parse values
|
||||
// Col 4: SmaBias
|
||||
// Col 5: HmaBias
|
||||
// Col 6: HmaCluster
|
||||
if (int.TryParse(columns[4], out int sBias) &&
|
||||
int.TryParse(columns[5], out int hBias) &&
|
||||
int.TryParse(columns[6], out int hCluster))
|
||||
{
|
||||
_smaBiasLength = sBias;
|
||||
_hmaBiasLength = hBias;
|
||||
_hmaClusterLength = hCluster;
|
||||
Print($"Configuration found for {currentSymbol} {currentTimeframe}");
|
||||
return; // Stop searching after match
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
Print($"No specific config found for {currentSymbol} {currentTimeframe}. Using defaults.");
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
Print($"Error reading config file: {ex.Message}. Using defaults.");
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,9 @@
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
<PropertyGroup>
|
||||
<TargetFramework>net6.0</TargetFramework>
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="cTrader.Automate" Version="*" />
|
||||
</ItemGroup>
|
||||
</Project>
|
||||
+4
@@ -0,0 +1,4 @@
|
||||
// <autogenerated />
|
||||
using System;
|
||||
using System.Reflection;
|
||||
[assembly: global::System.Runtime.Versioning.TargetFrameworkAttribute(".NETCoreApp,Version=v6.0", FrameworkDisplayName = "")]
|
||||
+22
@@ -0,0 +1,22 @@
|
||||
//------------------------------------------------------------------------------
|
||||
// <auto-generated>
|
||||
// This code was generated by a tool.
|
||||
//
|
||||
// Changes to this file may cause incorrect behavior and will be lost if
|
||||
// the code is regenerated.
|
||||
// </auto-generated>
|
||||
//------------------------------------------------------------------------------
|
||||
|
||||
using System;
|
||||
using System.Reflection;
|
||||
|
||||
[assembly: System.Reflection.AssemblyCompanyAttribute("HmaClusterDisplay")]
|
||||
[assembly: System.Reflection.AssemblyConfigurationAttribute("Debug")]
|
||||
[assembly: System.Reflection.AssemblyFileVersionAttribute("1.0.0.0")]
|
||||
[assembly: System.Reflection.AssemblyInformationalVersionAttribute("1.0.0")]
|
||||
[assembly: System.Reflection.AssemblyProductAttribute("HmaClusterDisplay")]
|
||||
[assembly: System.Reflection.AssemblyTitleAttribute("HmaClusterDisplay")]
|
||||
[assembly: System.Reflection.AssemblyVersionAttribute("1.0.0.0")]
|
||||
|
||||
// Generated by the MSBuild WriteCodeFragment class.
|
||||
|
||||
+1
@@ -0,0 +1 @@
|
||||
c64656f30d6316c2781214813c004e91eeb999a2
|
||||
+10
@@ -0,0 +1,10 @@
|
||||
is_global = true
|
||||
build_property.TargetFramework = net6.0
|
||||
build_property.TargetPlatformMinVersion =
|
||||
build_property.UsingMicrosoftNETSdkWeb =
|
||||
build_property.ProjectTypeGuids =
|
||||
build_property.InvariantGlobalization =
|
||||
build_property.PlatformNeutralAssembly =
|
||||
build_property._SupportedPlatformList = Linux,macOS,Windows
|
||||
build_property.RootNamespace = HmaClusterDisplay
|
||||
build_property.ProjectDir = C:\Users\Brummel\Documents\cAlgo\Sources\Indicators\HmaClusterDisplay\HmaClusterDisplay\
|
||||
BIN
Binary file not shown.
BIN
Binary file not shown.
+66
@@ -0,0 +1,66 @@
|
||||
{
|
||||
"format": 1,
|
||||
"restore": {
|
||||
"C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaClusterDisplay\\HmaClusterDisplay\\HmaClusterDisplay.csproj": {}
|
||||
},
|
||||
"projects": {
|
||||
"C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaClusterDisplay\\HmaClusterDisplay\\HmaClusterDisplay.csproj": {
|
||||
"version": "1.0.0",
|
||||
"restore": {
|
||||
"projectUniqueName": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaClusterDisplay\\HmaClusterDisplay\\HmaClusterDisplay.csproj",
|
||||
"projectName": "HmaClusterDisplay",
|
||||
"projectPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaClusterDisplay\\HmaClusterDisplay\\HmaClusterDisplay.csproj",
|
||||
"packagesPath": "C:\\Users\\Brummel\\.nuget\\packages\\",
|
||||
"outputPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaClusterDisplay\\HmaClusterDisplay\\obj\\",
|
||||
"projectStyle": "PackageReference",
|
||||
"configFilePaths": [
|
||||
"C:\\Users\\Brummel\\AppData\\Roaming\\NuGet\\NuGet.Config"
|
||||
],
|
||||
"originalTargetFrameworks": [
|
||||
"net6.0"
|
||||
],
|
||||
"sources": {
|
||||
"https://api.nuget.org/v3/index.json": {}
|
||||
},
|
||||
"frameworks": {
|
||||
"net6.0": {
|
||||
"targetAlias": "net6.0",
|
||||
"projectReferences": {}
|
||||
}
|
||||
},
|
||||
"warningProperties": {
|
||||
"warnAsError": [
|
||||
"NU1605"
|
||||
]
|
||||
}
|
||||
},
|
||||
"frameworks": {
|
||||
"net6.0": {
|
||||
"targetAlias": "net6.0",
|
||||
"dependencies": {
|
||||
"cTrader.Automate": {
|
||||
"target": "Package",
|
||||
"version": "[*, )"
|
||||
}
|
||||
},
|
||||
"imports": [
|
||||
"net461",
|
||||
"net462",
|
||||
"net47",
|
||||
"net471",
|
||||
"net472",
|
||||
"net48"
|
||||
],
|
||||
"assetTargetFallback": true,
|
||||
"warn": true,
|
||||
"frameworkReferences": {
|
||||
"Microsoft.NETCore.App": {
|
||||
"privateAssets": "all"
|
||||
}
|
||||
},
|
||||
"runtimeIdentifierGraphPath": "C:\\Program Files\\dotnet\\sdk\\6.0.200\\RuntimeIdentifierGraph.json"
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
+21
@@ -0,0 +1,21 @@
|
||||
<?xml version="1.0" encoding="utf-8" standalone="no"?>
|
||||
<Project ToolsVersion="14.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
|
||||
<PropertyGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
|
||||
<RestoreSuccess Condition=" '$(RestoreSuccess)' == '' ">True</RestoreSuccess>
|
||||
<RestoreTool Condition=" '$(RestoreTool)' == '' ">NuGet</RestoreTool>
|
||||
<ProjectAssetsFile Condition=" '$(ProjectAssetsFile)' == '' ">$(MSBuildThisFileDirectory)project.assets.json</ProjectAssetsFile>
|
||||
<NuGetPackageRoot Condition=" '$(NuGetPackageRoot)' == '' ">$(UserProfile)\.nuget\packages\</NuGetPackageRoot>
|
||||
<NuGetPackageFolders Condition=" '$(NuGetPackageFolders)' == '' ">C:\Users\Brummel\.nuget\packages\</NuGetPackageFolders>
|
||||
<NuGetProjectStyle Condition=" '$(NuGetProjectStyle)' == '' ">PackageReference</NuGetProjectStyle>
|
||||
<NuGetToolVersion Condition=" '$(NuGetToolVersion)' == '' ">6.1.0</NuGetToolVersion>
|
||||
</PropertyGroup>
|
||||
<ItemGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
|
||||
<SourceRoot Include="C:\Users\Brummel\.nuget\packages\" />
|
||||
</ItemGroup>
|
||||
<ImportGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
|
||||
<Import Project="$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.props" Condition="Exists('$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.props')" />
|
||||
</ImportGroup>
|
||||
<PropertyGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
|
||||
<PkgcTrader_Automate Condition=" '$(PkgcTrader_Automate)' == '' ">C:\Users\Brummel\.nuget\packages\ctrader.automate\1.0.14</PkgcTrader_Automate>
|
||||
</PropertyGroup>
|
||||
</Project>
|
||||
+6
@@ -0,0 +1,6 @@
|
||||
<?xml version="1.0" encoding="utf-8" standalone="no"?>
|
||||
<Project ToolsVersion="14.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
|
||||
<ImportGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
|
||||
<Import Project="$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.targets" Condition="Exists('$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.targets')" />
|
||||
</ImportGroup>
|
||||
</Project>
|
||||
@@ -0,0 +1,139 @@
|
||||
{
|
||||
"version": 3,
|
||||
"targets": {
|
||||
"net6.0": {
|
||||
"cTrader.Automate/1.0.14": {
|
||||
"type": "package",
|
||||
"compile": {
|
||||
"lib/net6.0/cAlgo.API.dll": {}
|
||||
},
|
||||
"runtime": {
|
||||
"lib/net6.0/cAlgo.API.dll": {}
|
||||
},
|
||||
"build": {
|
||||
"build/cTrader.Automate.props": {},
|
||||
"build/cTrader.Automate.targets": {}
|
||||
}
|
||||
}
|
||||
}
|
||||
},
|
||||
"libraries": {
|
||||
"cTrader.Automate/1.0.14": {
|
||||
"sha512": "eNwE7WL90MGBKb5MuLAtZLdQy0vxkI5EVhLWAQ9S83EAdYkGAzdccvGFLk2oqmtSGBtD+gEpyrJUW/ej4dI4jw==",
|
||||
"type": "package",
|
||||
"path": "ctrader.automate/1.0.14",
|
||||
"hasTools": true,
|
||||
"files": [
|
||||
".nupkg.metadata",
|
||||
".signature.p7s",
|
||||
"build/cTrader.Automate.props",
|
||||
"build/cTrader.Automate.targets",
|
||||
"ctrader.automate.1.0.14.nupkg.sha512",
|
||||
"ctrader.automate.nuspec",
|
||||
"eula.md",
|
||||
"icon.png",
|
||||
"lib/net40/cAlgo.API.dll",
|
||||
"lib/net40/cAlgo.API.xml",
|
||||
"lib/net6.0/cAlgo.API.dll",
|
||||
"lib/net6.0/cAlgo.API.xml",
|
||||
"tools/net472/Core.AlgoFormat.Compose.Reflection.dll",
|
||||
"tools/net472/Core.AlgoFormat.Writer.dll",
|
||||
"tools/net472/Core.AlgoFormat.dll",
|
||||
"tools/net472/Core.Domain.Primitives.dll",
|
||||
"tools/net472/Newtonsoft.Json.dll",
|
||||
"tools/net472/System.Buffers.dll",
|
||||
"tools/net472/System.Collections.Immutable.dll",
|
||||
"tools/net472/System.Memory.dll",
|
||||
"tools/net472/System.Numerics.Vectors.dll",
|
||||
"tools/net472/System.Reflection.Metadata.dll",
|
||||
"tools/net472/System.Reflection.MetadataLoadContext.dll",
|
||||
"tools/net472/System.Runtime.CompilerServices.Unsafe.dll",
|
||||
"tools/net472/cTrader.Automate.Sdk.Tasks.dll",
|
||||
"tools/net6.0/Core.AlgoFormat.Compose.Reflection.dll",
|
||||
"tools/net6.0/Core.AlgoFormat.Writer.dll",
|
||||
"tools/net6.0/Core.AlgoFormat.dll",
|
||||
"tools/net6.0/Core.Connection.Protobuf.Common.dll",
|
||||
"tools/net6.0/Core.Domain.Primitives.dll",
|
||||
"tools/net6.0/Microsoft.Win32.SystemEvents.dll",
|
||||
"tools/net6.0/Newtonsoft.Json.dll",
|
||||
"tools/net6.0/System.Drawing.Common.dll",
|
||||
"tools/net6.0/System.Reflection.MetadataLoadContext.dll",
|
||||
"tools/net6.0/System.Security.Permissions.dll",
|
||||
"tools/net6.0/System.Windows.Extensions.dll",
|
||||
"tools/net6.0/cTrader.Automate.Sdk.Tasks.dll",
|
||||
"tools/net6.0/protobuf-net.Core.dll",
|
||||
"tools/net6.0/protobuf-net.dll",
|
||||
"tools/net6.0/runtimes/unix/lib/net6.0/System.Drawing.Common.dll",
|
||||
"tools/net6.0/runtimes/win/lib/net6.0/Microsoft.Win32.SystemEvents.dll",
|
||||
"tools/net6.0/runtimes/win/lib/net6.0/System.Drawing.Common.dll",
|
||||
"tools/net6.0/runtimes/win/lib/net6.0/System.Windows.Extensions.dll"
|
||||
]
|
||||
}
|
||||
},
|
||||
"projectFileDependencyGroups": {
|
||||
"net6.0": [
|
||||
"cTrader.Automate >= *"
|
||||
]
|
||||
},
|
||||
"packageFolders": {
|
||||
"C:\\Users\\Brummel\\.nuget\\packages\\": {}
|
||||
},
|
||||
"project": {
|
||||
"version": "1.0.0",
|
||||
"restore": {
|
||||
"projectUniqueName": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaClusterDisplay\\HmaClusterDisplay\\HmaClusterDisplay.csproj",
|
||||
"projectName": "HmaClusterDisplay",
|
||||
"projectPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaClusterDisplay\\HmaClusterDisplay\\HmaClusterDisplay.csproj",
|
||||
"packagesPath": "C:\\Users\\Brummel\\.nuget\\packages\\",
|
||||
"outputPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaClusterDisplay\\HmaClusterDisplay\\obj\\",
|
||||
"projectStyle": "PackageReference",
|
||||
"configFilePaths": [
|
||||
"C:\\Users\\Brummel\\AppData\\Roaming\\NuGet\\NuGet.Config"
|
||||
],
|
||||
"originalTargetFrameworks": [
|
||||
"net6.0"
|
||||
],
|
||||
"sources": {
|
||||
"https://api.nuget.org/v3/index.json": {}
|
||||
},
|
||||
"frameworks": {
|
||||
"net6.0": {
|
||||
"targetAlias": "net6.0",
|
||||
"projectReferences": {}
|
||||
}
|
||||
},
|
||||
"warningProperties": {
|
||||
"warnAsError": [
|
||||
"NU1605"
|
||||
]
|
||||
}
|
||||
},
|
||||
"frameworks": {
|
||||
"net6.0": {
|
||||
"targetAlias": "net6.0",
|
||||
"dependencies": {
|
||||
"cTrader.Automate": {
|
||||
"target": "Package",
|
||||
"version": "[*, )"
|
||||
}
|
||||
},
|
||||
"imports": [
|
||||
"net461",
|
||||
"net462",
|
||||
"net47",
|
||||
"net471",
|
||||
"net472",
|
||||
"net48"
|
||||
],
|
||||
"assetTargetFallback": true,
|
||||
"warn": true,
|
||||
"frameworkReferences": {
|
||||
"Microsoft.NETCore.App": {
|
||||
"privateAssets": "all"
|
||||
}
|
||||
},
|
||||
"runtimeIdentifierGraphPath": "C:\\Program Files\\dotnet\\sdk\\6.0.200\\RuntimeIdentifierGraph.json"
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,10 @@
|
||||
{
|
||||
"version": 2,
|
||||
"dgSpecHash": "yHH60uYu212/ZwKBjFEs3QIJ5FpzVGBMwmFDYLX2rhH2Cs1IBW+Oz5ZVjZ6S4fBauvoGBarOvV07SnxXEk/83g==",
|
||||
"success": true,
|
||||
"projectFilePath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaClusterDisplay\\HmaClusterDisplay\\HmaClusterDisplay.csproj",
|
||||
"expectedPackageFiles": [
|
||||
"C:\\Users\\Brummel\\.nuget\\packages\\ctrader.automate\\1.0.14\\ctrader.automate.1.0.14.nupkg.sha512"
|
||||
],
|
||||
"logs": []
|
||||
}
|
||||
Binary file not shown.
@@ -0,0 +1,22 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio Version 16
|
||||
VisualStudioVersion = 16.0.30011.22
|
||||
MinimumVisualStudioVersion = 10.0.40219.1
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HmaClusterSR", "HmaClusterSR\HmaClusterSR.csproj", "{31e3888d-35c4-4e2d-8ad6-4fc04fd7ebb7}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
Release|Any CPU = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{31e3888d-35c4-4e2d-8ad6-4fc04fd7ebb7}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{31e3888d-35c4-4e2d-8ad6-4fc04fd7ebb7}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{31e3888d-35c4-4e2d-8ad6-4fc04fd7ebb7}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{31e3888d-35c4-4e2d-8ad6-4fc04fd7ebb7}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
@@ -0,0 +1,875 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Globalization;
|
||||
using System.Linq;
|
||||
using System.Net.Http;
|
||||
using System.Threading.Tasks;
|
||||
using cAlgo.API;
|
||||
using cAlgo.API.Indicators;
|
||||
using cAlgo.API.Internals;
|
||||
|
||||
namespace cAlgo.Robots
|
||||
{
|
||||
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
|
||||
public class HmaClusterBot : Robot
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
[Parameter("Symbols (CSV)", DefaultValue = "", Group = "Multi Symbol")]
|
||||
public string SymbolsCsv { get; set; }
|
||||
|
||||
[Parameter("Risk % of Balance", DefaultValue = 1.0, MinValue = 0.1, MaxValue = 10.0, Group = "Risk")]
|
||||
public double RiskPercent { get; set; }
|
||||
|
||||
[Parameter("Entry Significance %", DefaultValue = 20.0, MinValue = 1.0, Group = "Thresholds")]
|
||||
public double EntrySigThreshold { get; set; }
|
||||
|
||||
[Parameter("Stop Loss Significance %", DefaultValue = 10.0, MinValue = 1.0, Group = "Thresholds")]
|
||||
public double SlSigThreshold { get; set; }
|
||||
|
||||
[Parameter("SMA Bias Period", DefaultValue = 200, Group = "Bias")]
|
||||
public int SmaBiasPeriod { get; set; }
|
||||
|
||||
[Parameter("HMA Bias Period", DefaultValue = 250, Group = "Bias")]
|
||||
public int HmaBiasPeriod { get; set; }
|
||||
|
||||
[Parameter("Use Bias Deviation Filter", DefaultValue = true, Group = "Bias Filter")]
|
||||
public bool UseBiasDeviationFilter { get; set; }
|
||||
|
||||
[Parameter("Bias Deviation Avg Period", DefaultValue = 500, Group = "Bias Filter")]
|
||||
public int BiasDeviationAvgPeriod { get; set; }
|
||||
|
||||
[Parameter("Use Dynamic Position Management", DefaultValue = true, Group = "Management")]
|
||||
public bool UseDynamicPositionManagement { get; set; }
|
||||
|
||||
[Parameter("Close Profit on Bias Flip", DefaultValue = false, Group = "Management")]
|
||||
public bool CloseProfitOnBiasFlip { get; set; }
|
||||
|
||||
[Parameter("HMA Cluster Period", DefaultValue = 25, Group = "Clusters")]
|
||||
public int HmaClusterPeriod { get; set; }
|
||||
|
||||
[Parameter("Cluster Max Points", DefaultValue = 2000, Group = "Clusters")]
|
||||
public int MaxPoints { get; set; }
|
||||
|
||||
[Parameter("Cluster Decay (Bars)", DefaultValue = 1000, Group = "Clusters")]
|
||||
public int DecayPeriod { get; set; }
|
||||
|
||||
// --- Telegram Parameters ---
|
||||
[Parameter("Send Telegram Only", DefaultValue = false, Group = "Telegram")]
|
||||
public bool SendTelegramOnly { get; set; }
|
||||
|
||||
[Parameter("Telegram Bot Token", DefaultValue = "8569913524:AAE9RGsvkBPa0yhTFCKBjVeST0fuzdOx5w0", Group = "Telegram")]
|
||||
public string TelegramBotToken { get; set; }
|
||||
|
||||
[Parameter("Telegram Chat ID", DefaultValue = "5171721381", Group = "Telegram")]
|
||||
public string TelegramChatId { get; set; }
|
||||
|
||||
#endregion
|
||||
|
||||
private readonly List<ClusterStrategy> _strategies = new List<ClusterStrategy>();
|
||||
private static readonly HttpClient _httpClient = new HttpClient();
|
||||
|
||||
protected override void OnStart()
|
||||
{
|
||||
try
|
||||
{
|
||||
if (string.IsNullOrWhiteSpace(SymbolsCsv))
|
||||
{
|
||||
Print("CSV is empty. Running in Single-Symbol Mode on Chart Symbol.");
|
||||
|
||||
var config = new StrategyConfig
|
||||
{
|
||||
SymbolName = SymbolName,
|
||||
EntrySigThreshold = EntrySigThreshold,
|
||||
SlSigThreshold = SlSigThreshold,
|
||||
SmaBiasPeriod = SmaBiasPeriod,
|
||||
HmaBiasPeriod = HmaBiasPeriod,
|
||||
HmaClusterPeriod = HmaClusterPeriod,
|
||||
UseBiasDeviationFilter = UseBiasDeviationFilter,
|
||||
BiasDeviationAvgPeriod = BiasDeviationAvgPeriod,
|
||||
UseDynamicPositionManagement = UseDynamicPositionManagement,
|
||||
CloseProfitOnBiasFlip = CloseProfitOnBiasFlip,
|
||||
SendTelegramOnly = SendTelegramOnly,
|
||||
RiskPercent = RiskPercent,
|
||||
MaxPoints = MaxPoints,
|
||||
DecayPeriod = DecayPeriod
|
||||
};
|
||||
|
||||
var strategy = new ClusterStrategy(this, Symbol, Bars, config, _httpClient, TelegramBotToken, TelegramChatId, BroadcastError);
|
||||
_strategies.Add(strategy);
|
||||
strategy.Start();
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("CSV detected. Running in Multi-Symbol Mode.");
|
||||
ParseCsvAndCreateStrategies();
|
||||
}
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
BroadcastError($"CRITICAL STARTUP ERROR: {ex.Message}");
|
||||
Stop();
|
||||
}
|
||||
}
|
||||
|
||||
protected override void OnStop()
|
||||
{
|
||||
foreach (var strategy in _strategies)
|
||||
{
|
||||
strategy.Stop();
|
||||
}
|
||||
}
|
||||
|
||||
protected override void OnError(Error error)
|
||||
{
|
||||
BroadcastError($"TRADING ERROR [{error.Code}]: {error.ToString}");
|
||||
}
|
||||
|
||||
public void BroadcastError(string message)
|
||||
{
|
||||
Print(message);
|
||||
|
||||
if (!string.IsNullOrWhiteSpace(TelegramBotToken) && !string.IsNullOrWhiteSpace(TelegramChatId))
|
||||
{
|
||||
string formattedMsg = $"⚠️ <b>ERROR @ {DateTime.UtcNow:HH:mm:ss} UTC</b>\n\n{message}";
|
||||
_ = SendTelegramRawAsync(TelegramBotToken, TelegramChatId, formattedMsg);
|
||||
}
|
||||
}
|
||||
|
||||
private async Task SendTelegramRawAsync(string token, string chatId, string message)
|
||||
{
|
||||
try
|
||||
{
|
||||
string url = $"https://api.telegram.org/bot{token}/sendMessage?chat_id={chatId}&text={Uri.EscapeDataString(message)}&parse_mode=HTML";
|
||||
await _httpClient.GetAsync(url);
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
Print("FAILED TO SEND TELEGRAM ERROR: " + ex.Message);
|
||||
}
|
||||
}
|
||||
|
||||
private void ParseCsvAndCreateStrategies()
|
||||
{
|
||||
var normalizedCsv = SymbolsCsv.Replace("\n", ",").Replace("\r", ",");
|
||||
|
||||
var tokens = normalizedCsv.Split(new[] { ',' }, StringSplitOptions.RemoveEmptyEntries)
|
||||
.Select(t => t.Trim())
|
||||
.Where(t => !string.IsNullOrEmpty(t))
|
||||
.ToArray();
|
||||
|
||||
int paramsPerSymbol = 10;
|
||||
|
||||
if (tokens.Length % paramsPerSymbol != 0)
|
||||
{
|
||||
string err = $"CSV Token count ({tokens.Length}) is not a multiple of {paramsPerSymbol}. Check format.";
|
||||
BroadcastError(err);
|
||||
}
|
||||
|
||||
for (int i = 0; i < tokens.Length; i += paramsPerSymbol)
|
||||
{
|
||||
if (i + paramsPerSymbol > tokens.Length) break;
|
||||
|
||||
string symName = tokens[i];
|
||||
|
||||
try
|
||||
{
|
||||
Symbol symbol = Symbols.GetSymbol(symName);
|
||||
if (symbol == null)
|
||||
{
|
||||
BroadcastError($"Symbol '{symName}' not found in cTrader.");
|
||||
continue;
|
||||
}
|
||||
|
||||
Bars bars = MarketData.GetBars(TimeFrame, symName);
|
||||
|
||||
var config = new StrategyConfig
|
||||
{
|
||||
SymbolName = symName,
|
||||
EntrySigThreshold = double.Parse(tokens[i + 1], CultureInfo.InvariantCulture),
|
||||
SlSigThreshold = double.Parse(tokens[i + 2], CultureInfo.InvariantCulture),
|
||||
SmaBiasPeriod = int.Parse(tokens[i + 3], CultureInfo.InvariantCulture),
|
||||
HmaBiasPeriod = int.Parse(tokens[i + 4], CultureInfo.InvariantCulture),
|
||||
HmaClusterPeriod = int.Parse(tokens[i + 5], CultureInfo.InvariantCulture),
|
||||
UseBiasDeviationFilter = bool.Parse(tokens[i + 6]),
|
||||
BiasDeviationAvgPeriod = int.Parse(tokens[i + 7], CultureInfo.InvariantCulture),
|
||||
UseDynamicPositionManagement = bool.Parse(tokens[i + 8]),
|
||||
SendTelegramOnly = bool.Parse(tokens[i + 9]),
|
||||
|
||||
// Default values for parameters not in CSV yet
|
||||
CloseProfitOnBiasFlip = CloseProfitOnBiasFlip,
|
||||
RiskPercent = RiskPercent,
|
||||
MaxPoints = MaxPoints,
|
||||
DecayPeriod = DecayPeriod
|
||||
};
|
||||
|
||||
var strategy = new ClusterStrategy(this, symbol, bars, config, _httpClient, TelegramBotToken, TelegramChatId, BroadcastError);
|
||||
_strategies.Add(strategy);
|
||||
strategy.Start();
|
||||
|
||||
Print("Initialized Strategy for {0}", symName);
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
BroadcastError($"Config Error for '{symName}': {ex.Message}");
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public class StrategyConfig
|
||||
{
|
||||
public string SymbolName { get; set; }
|
||||
public double EntrySigThreshold { get; set; }
|
||||
public double SlSigThreshold { get; set; }
|
||||
public int SmaBiasPeriod { get; set; }
|
||||
public int HmaBiasPeriod { get; set; }
|
||||
public int HmaClusterPeriod { get; set; }
|
||||
public bool UseBiasDeviationFilter { get; set; }
|
||||
public int BiasDeviationAvgPeriod { get; set; }
|
||||
public bool UseDynamicPositionManagement { get; set; }
|
||||
public bool CloseProfitOnBiasFlip { get; set; }
|
||||
public bool SendTelegramOnly { get; set; }
|
||||
public double RiskPercent { get; set; }
|
||||
public int MaxPoints { get; set; }
|
||||
public int DecayPeriod { get; set; }
|
||||
}
|
||||
|
||||
public class ClusterStrategy
|
||||
{
|
||||
#region Types & Fields
|
||||
|
||||
private enum PointType { Peak, Trough }
|
||||
private enum Bias { Long, Short, Neutral }
|
||||
|
||||
private struct ExtremumPoint
|
||||
{
|
||||
public double Price;
|
||||
public int Index;
|
||||
public PointType Type;
|
||||
}
|
||||
|
||||
public struct ClusterLevel
|
||||
{
|
||||
public double Price;
|
||||
public double Significance;
|
||||
}
|
||||
|
||||
private readonly Robot _robot;
|
||||
private readonly Symbol _symbol;
|
||||
private readonly Bars _bars;
|
||||
private readonly StrategyConfig _config;
|
||||
private readonly HttpClient _httpClient;
|
||||
private readonly string _botToken;
|
||||
private readonly string _chatId;
|
||||
private readonly Action<string> _errorCallback;
|
||||
|
||||
private SimpleMovingAverage _smaBias;
|
||||
private HullMovingAverage _hmaBias;
|
||||
private HullMovingAverage _hmaCluster;
|
||||
|
||||
private readonly Queue<double> _deviationQueue = new Queue<double>();
|
||||
private double _runningDeviationSum;
|
||||
|
||||
private bool _deviationConditionMetInCurrentCycle;
|
||||
private bool _isTradingAllowedBasedOnPrevCycle;
|
||||
|
||||
private readonly List<ExtremumPoint> _extremaPoints = new();
|
||||
private readonly List<double> _amplitudes = new();
|
||||
|
||||
private double _trendExtremum;
|
||||
private int _trendExtremumIndex;
|
||||
private double _lastExtremumPrice;
|
||||
private bool? _isUpTrend;
|
||||
private double _currentDynamicRange;
|
||||
|
||||
private const string Label = "HmaClusterBot";
|
||||
|
||||
#endregion
|
||||
|
||||
public ClusterStrategy(
|
||||
Robot robot,
|
||||
Symbol symbol,
|
||||
Bars bars,
|
||||
StrategyConfig config,
|
||||
HttpClient httpClient,
|
||||
string token,
|
||||
string chatId,
|
||||
Action<string> errorCallback)
|
||||
{
|
||||
_robot = robot;
|
||||
_symbol = symbol;
|
||||
_bars = bars;
|
||||
_config = config;
|
||||
_httpClient = httpClient;
|
||||
_botToken = token;
|
||||
_chatId = chatId;
|
||||
_errorCallback = errorCallback;
|
||||
}
|
||||
|
||||
public void Start()
|
||||
{
|
||||
int requiredBars = Math.Max(_config.SmaBiasPeriod, _config.HmaBiasPeriod);
|
||||
requiredBars = Math.Max(requiredBars, _config.BiasDeviationAvgPeriod) + 10;
|
||||
|
||||
while (_bars.Count < requiredBars)
|
||||
{
|
||||
int loaded = _bars.LoadMoreHistory();
|
||||
if (loaded == 0)
|
||||
{
|
||||
_errorCallback?.Invoke($"Not enough history for {_config.SymbolName}. Loaded: {_bars.Count}, Req: {requiredBars}");
|
||||
return;
|
||||
}
|
||||
}
|
||||
|
||||
_smaBias = _robot.Indicators.SimpleMovingAverage(_bars.ClosePrices, _config.SmaBiasPeriod);
|
||||
_hmaBias = _robot.Indicators.HullMovingAverage(_bars.ClosePrices, _config.HmaBiasPeriod);
|
||||
_hmaCluster = _robot.Indicators.HullMovingAverage(_bars.ClosePrices, _config.HmaClusterPeriod);
|
||||
|
||||
_currentDynamicRange = 5.0 * _symbol.PipSize;
|
||||
_deviationConditionMetInCurrentCycle = false;
|
||||
_isTradingAllowedBasedOnPrevCycle = false;
|
||||
|
||||
int startIndex = Math.Max(_config.SmaBiasPeriod, _config.HmaBiasPeriod);
|
||||
startIndex = Math.Max(startIndex, _config.BiasDeviationAvgPeriod);
|
||||
|
||||
for (int i = startIndex; i < _bars.Count; i++)
|
||||
{
|
||||
UpdateFilterState(i);
|
||||
UpdateClusterData(i);
|
||||
}
|
||||
|
||||
_bars.BarOpened += OnBarOpened;
|
||||
}
|
||||
|
||||
public void Stop()
|
||||
{
|
||||
_bars.BarOpened -= OnBarOpened;
|
||||
}
|
||||
|
||||
private void OnBarOpened(BarOpenedEventArgs obj)
|
||||
{
|
||||
try
|
||||
{
|
||||
int index = _bars.Count - 2;
|
||||
if (index < _config.BiasDeviationAvgPeriod) return;
|
||||
|
||||
UpdateFilterState(index);
|
||||
UpdateClusterData(index);
|
||||
|
||||
var clusters = CalculateClusters(index);
|
||||
|
||||
// 1. Dynamic SL/TP Management
|
||||
if (!_config.SendTelegramOnly && _config.UseDynamicPositionManagement && clusters.Count >= 2)
|
||||
{
|
||||
ManagePositions(clusters);
|
||||
}
|
||||
|
||||
var currentBias = GetCurrentBias(index);
|
||||
|
||||
// 2. Check for Profit Close on Bias Flip
|
||||
if (!_config.SendTelegramOnly && _config.CloseProfitOnBiasFlip)
|
||||
{
|
||||
CloseReversedPositions(currentBias);
|
||||
}
|
||||
|
||||
// 3. New Entry Logic
|
||||
ManageOrders(currentBias, index, clusters);
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_errorCallback?.Invoke($"Runtime Error ({_config.SymbolName}): {ex.Message}\n{ex.StackTrace}");
|
||||
}
|
||||
}
|
||||
|
||||
private void CloseReversedPositions(Bias currentBias)
|
||||
{
|
||||
if (currentBias == Bias.Neutral) return;
|
||||
|
||||
foreach (var pos in _robot.Positions)
|
||||
{
|
||||
if (pos.SymbolName != _config.SymbolName || pos.Label != Label) continue;
|
||||
if (pos.NetProfit <= 0) continue;
|
||||
|
||||
bool close = false;
|
||||
|
||||
if (currentBias == Bias.Short && pos.TradeType == TradeType.Buy)
|
||||
close = true;
|
||||
else if (currentBias == Bias.Long && pos.TradeType == TradeType.Sell)
|
||||
close = true;
|
||||
|
||||
if (close)
|
||||
{
|
||||
var result = _robot.ClosePosition(pos);
|
||||
if (result.IsSuccessful)
|
||||
{
|
||||
string msg = $"🔒 <b>CLOSE PROFIT</b> (Bias Flip) @ <b>{_config.SymbolName}</b>\n" +
|
||||
$"Profit: {pos.NetProfit:F2}";
|
||||
_ = SendTelegramMessageAsync(msg);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private void UpdateFilterState(int index)
|
||||
{
|
||||
double currHma = _hmaBias.Result[index];
|
||||
double currSma = _smaBias.Result[index];
|
||||
double prevHma = _hmaBias.Result[index - 1];
|
||||
double prevSma = _smaBias.Result[index - 1];
|
||||
|
||||
double currentBiasDeviation = Math.Abs(currHma - currSma);
|
||||
|
||||
_deviationQueue.Enqueue(currentBiasDeviation);
|
||||
_runningDeviationSum += currentBiasDeviation;
|
||||
|
||||
if (_deviationQueue.Count > _config.BiasDeviationAvgPeriod)
|
||||
{
|
||||
double removed = _deviationQueue.Dequeue();
|
||||
_runningDeviationSum -= removed;
|
||||
}
|
||||
|
||||
double averageDeviation = (_deviationQueue.Count > 0)
|
||||
? _runningDeviationSum / _deviationQueue.Count
|
||||
: 0.0;
|
||||
|
||||
bool currHmaAbove = currHma > currSma;
|
||||
bool prevHmaAbove = prevHma > prevSma;
|
||||
|
||||
if (currHmaAbove != prevHmaAbove)
|
||||
{
|
||||
_isTradingAllowedBasedOnPrevCycle = _deviationConditionMetInCurrentCycle;
|
||||
_deviationConditionMetInCurrentCycle = false;
|
||||
}
|
||||
|
||||
if (currentBiasDeviation > averageDeviation)
|
||||
{
|
||||
_deviationConditionMetInCurrentCycle = true;
|
||||
}
|
||||
}
|
||||
|
||||
private Bias GetCurrentBias(int index)
|
||||
{
|
||||
double hma = _hmaBias.Result[index];
|
||||
double sma = _smaBias.Result[index];
|
||||
double prevSma = _smaBias.Result[index - 1];
|
||||
|
||||
if ((hma > sma) && (sma > prevSma)) return Bias.Long;
|
||||
if ((hma < sma) && (sma < prevSma)) return Bias.Short;
|
||||
|
||||
return Bias.Neutral;
|
||||
}
|
||||
|
||||
private void ManagePositions(List<ClusterLevel> clusters)
|
||||
{
|
||||
double pNow = _symbol.Bid;
|
||||
|
||||
foreach (var pos in _robot.Positions)
|
||||
{
|
||||
if (pos.Label != Label || pos.SymbolName != _config.SymbolName) continue;
|
||||
|
||||
ClusterLevel? newSl = null;
|
||||
ClusterLevel? newTp = null;
|
||||
|
||||
if (pos.TradeType == TradeType.Buy)
|
||||
{
|
||||
double highestSlPrice = double.MinValue;
|
||||
double highestTpPrice = double.MinValue;
|
||||
|
||||
foreach (var c in clusters)
|
||||
{
|
||||
if (c.Price < pNow && c.Significance < _config.SlSigThreshold && c.Price > highestSlPrice)
|
||||
{
|
||||
newSl = c;
|
||||
highestSlPrice = c.Price;
|
||||
}
|
||||
if (c.Price > pNow && c.Significance >= _config.EntrySigThreshold && c.Price > highestTpPrice)
|
||||
{
|
||||
newTp = c;
|
||||
highestTpPrice = c.Price;
|
||||
}
|
||||
}
|
||||
|
||||
double proposedSl = (newSl.HasValue) ? newSl.Value.Price : (pos.StopLoss ?? 0);
|
||||
double proposedTp = (newTp.HasValue) ? newTp.Value.Price : (pos.TakeProfit ?? 0);
|
||||
|
||||
bool modifySl = pos.StopLoss.HasValue && (proposedSl > pos.StopLoss.Value + _symbol.TickSize);
|
||||
if (!pos.StopLoss.HasValue && newSl.HasValue) modifySl = true;
|
||||
|
||||
bool modifyTp = newTp.HasValue && Math.Abs(proposedTp - (pos.TakeProfit ?? 0)) > _symbol.TickSize;
|
||||
|
||||
if (modifySl || modifyTp)
|
||||
{
|
||||
double finalSl = modifySl ? proposedSl : pos.StopLoss ?? 0;
|
||||
double finalTp = modifyTp ? proposedTp : pos.TakeProfit ?? 0;
|
||||
|
||||
if (finalSl < _symbol.Bid && (finalTp == 0 || finalTp > _symbol.Bid))
|
||||
{
|
||||
_robot.ModifyPosition(pos, finalSl, finalTp, ProtectionType.Absolute);
|
||||
}
|
||||
}
|
||||
}
|
||||
else // Sell
|
||||
{
|
||||
double lowestSlPrice = double.MaxValue;
|
||||
double lowestTpPrice = double.MaxValue;
|
||||
|
||||
foreach (var c in clusters)
|
||||
{
|
||||
if (c.Price > pNow && c.Significance < _config.SlSigThreshold && c.Price < lowestSlPrice)
|
||||
{
|
||||
newSl = c;
|
||||
lowestSlPrice = c.Price;
|
||||
}
|
||||
if (c.Price < pNow && c.Significance >= _config.EntrySigThreshold && c.Price < lowestTpPrice)
|
||||
{
|
||||
newTp = c;
|
||||
lowestTpPrice = c.Price;
|
||||
}
|
||||
}
|
||||
|
||||
double proposedSl = (newSl.HasValue) ? newSl.Value.Price : (pos.StopLoss ?? 0);
|
||||
double proposedTp = (newTp.HasValue) ? newTp.Value.Price : (pos.TakeProfit ?? 0);
|
||||
|
||||
bool modifySl = pos.StopLoss.HasValue && (proposedSl < pos.StopLoss.Value - _symbol.TickSize);
|
||||
if (!pos.StopLoss.HasValue && newSl.HasValue) modifySl = true;
|
||||
|
||||
bool modifyTp = newTp.HasValue && Math.Abs(proposedTp - (pos.TakeProfit ?? 0)) > _symbol.TickSize;
|
||||
|
||||
if (modifySl || modifyTp)
|
||||
{
|
||||
double finalSl = modifySl ? proposedSl : pos.StopLoss ?? 0;
|
||||
double finalTp = modifyTp ? proposedTp : pos.TakeProfit ?? 0;
|
||||
|
||||
if (finalSl > _symbol.Ask && (finalTp == 0 || finalTp < _symbol.Ask))
|
||||
{
|
||||
_robot.ModifyPosition(pos, finalSl, finalTp, ProtectionType.Absolute);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private void ManageOrders(Bias bias, int index, List<ClusterLevel> clusters)
|
||||
{
|
||||
CleanupOrders(bias);
|
||||
|
||||
if (_config.UseBiasDeviationFilter && !_isTradingAllowedBasedOnPrevCycle)
|
||||
return;
|
||||
|
||||
if (bias == Bias.Neutral) return;
|
||||
|
||||
if (!_config.SendTelegramOnly)
|
||||
{
|
||||
bool hasLong = _robot.Positions.Any(p => p.SymbolName == _config.SymbolName && p.Label == Label && p.TradeType == TradeType.Buy);
|
||||
bool hasShort = _robot.Positions.Any(p => p.SymbolName == _config.SymbolName && p.Label == Label && p.TradeType == TradeType.Sell);
|
||||
|
||||
if ((bias == Bias.Long && hasLong) || (bias == Bias.Short && hasShort))
|
||||
return;
|
||||
}
|
||||
|
||||
if (clusters.Count < 2) return;
|
||||
|
||||
double pNow = _bars.ClosePrices[index];
|
||||
|
||||
if (bias == Bias.Short)
|
||||
ProcessShortSetup(clusters, pNow);
|
||||
else if (bias == Bias.Long)
|
||||
ProcessLongSetup(clusters, pNow);
|
||||
}
|
||||
|
||||
private void CleanupOrders(Bias currentBias)
|
||||
{
|
||||
if (_config.SendTelegramOnly) return;
|
||||
|
||||
foreach (var order in _robot.PendingOrders)
|
||||
{
|
||||
if (order.Label != Label || order.SymbolName != _config.SymbolName) continue;
|
||||
|
||||
if (currentBias == Bias.Long && order.TradeType == TradeType.Sell)
|
||||
_robot.CancelPendingOrder(order);
|
||||
else if (currentBias == Bias.Short && order.TradeType == TradeType.Buy)
|
||||
_robot.CancelPendingOrder(order);
|
||||
else if (currentBias == Bias.Neutral)
|
||||
_robot.CancelPendingOrder(order);
|
||||
}
|
||||
}
|
||||
|
||||
private void ProcessShortSetup(List<ClusterLevel> clusters, double pNow)
|
||||
{
|
||||
ClusterLevel? entry = null;
|
||||
ClusterLevel? sl = null;
|
||||
ClusterLevel? tp = null;
|
||||
|
||||
double highestEntryPrice = double.MinValue;
|
||||
double lowestSlPrice = double.MaxValue;
|
||||
double lowestTpPrice = double.MaxValue;
|
||||
|
||||
foreach (var c in clusters)
|
||||
{
|
||||
if (c.Price > pNow)
|
||||
{
|
||||
if ((c.Significance >= _config.EntrySigThreshold) && (c.Price > highestEntryPrice))
|
||||
{
|
||||
entry = c;
|
||||
highestEntryPrice = c.Price;
|
||||
}
|
||||
if ((c.Significance < _config.SlSigThreshold) && (c.Price < lowestSlPrice))
|
||||
{
|
||||
sl = c;
|
||||
lowestSlPrice = c.Price;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if (entry == null || sl == null) return;
|
||||
|
||||
foreach (var c in clusters)
|
||||
{
|
||||
if ((c.Price < entry.Value.Price) && (c.Significance >= _config.EntrySigThreshold))
|
||||
{
|
||||
if (c.Price < lowestTpPrice)
|
||||
{
|
||||
tp = c;
|
||||
lowestTpPrice = c.Price;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if (tp != null && (sl.Value.Price > entry.Value.Price))
|
||||
{
|
||||
double risk = sl.Value.Price - entry.Value.Price;
|
||||
double reward = entry.Value.Price - tp.Value.Price;
|
||||
|
||||
if (risk <= reward)
|
||||
UpdateOrPlaceLimitOrder(TradeType.Sell, entry.Value.Price, sl.Value.Price, tp.Value.Price);
|
||||
}
|
||||
}
|
||||
|
||||
private void ProcessLongSetup(List<ClusterLevel> clusters, double pNow)
|
||||
{
|
||||
ClusterLevel? entry = null;
|
||||
ClusterLevel? sl = null;
|
||||
ClusterLevel? tp = null;
|
||||
|
||||
double lowestEntryPrice = double.MaxValue;
|
||||
double highestSlPrice = double.MinValue;
|
||||
double highestTpPrice = double.MinValue;
|
||||
|
||||
foreach (var c in clusters)
|
||||
{
|
||||
if (c.Price < pNow)
|
||||
{
|
||||
if ((c.Significance >= _config.EntrySigThreshold) && (c.Price < lowestEntryPrice))
|
||||
{
|
||||
entry = c;
|
||||
lowestEntryPrice = c.Price;
|
||||
}
|
||||
if ((c.Significance < _config.SlSigThreshold) && (c.Price > highestSlPrice))
|
||||
{
|
||||
sl = c;
|
||||
highestSlPrice = c.Price;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if (entry == null || sl == null) return;
|
||||
|
||||
foreach (var c in clusters)
|
||||
{
|
||||
if ((c.Price > entry.Value.Price) && (c.Significance >= _config.EntrySigThreshold))
|
||||
{
|
||||
if (c.Price > highestTpPrice)
|
||||
{
|
||||
tp = c;
|
||||
highestTpPrice = c.Price;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if (tp != null && (sl.Value.Price < entry.Value.Price))
|
||||
{
|
||||
double risk = entry.Value.Price - sl.Value.Price;
|
||||
double reward = tp.Value.Price - entry.Value.Price;
|
||||
|
||||
if (risk <= reward)
|
||||
UpdateOrPlaceLimitOrder(TradeType.Buy, entry.Value.Price, sl.Value.Price, tp.Value.Price);
|
||||
}
|
||||
}
|
||||
|
||||
private void UpdateOrPlaceLimitOrder(TradeType type, double entry, double sl, double tp)
|
||||
{
|
||||
double slDistPips = Math.Abs(entry - sl) / _symbol.PipSize;
|
||||
if (slDistPips <= 0) return;
|
||||
|
||||
double riskAmount = _robot.Account.Balance * (_config.RiskPercent / 100.0);
|
||||
double volume = _symbol.VolumeForFixedRisk(riskAmount, slDistPips);
|
||||
|
||||
volume = _symbol.NormalizeVolumeInUnits(volume, RoundingMode.Down);
|
||||
if (volume < _symbol.VolumeInUnitsMin) return;
|
||||
|
||||
double lots = _symbol.VolumeInUnitsToQuantity(volume);
|
||||
|
||||
if (_config.SendTelegramOnly)
|
||||
{
|
||||
string directionStr = type == TradeType.Buy ? "BUY" : "SELL";
|
||||
string directionIcon = type == TradeType.Buy ? "📈" : "📉";
|
||||
string msg = $"{directionIcon} <b>{directionStr}</b> Signal @ <b>{_config.SymbolName}</b>\n\n" +
|
||||
$"<b>Entry:</b> {entry}\n" +
|
||||
$"<b>SL:</b> {sl}\n" +
|
||||
$"<b>TP:</b> {tp}\n" +
|
||||
$"<b>Vol:</b> {lots:F2} Lots";
|
||||
|
||||
_ = SendTelegramMessageAsync(msg);
|
||||
return;
|
||||
}
|
||||
|
||||
var existingOrder = _robot.PendingOrders.FirstOrDefault(o => o.SymbolName == _config.SymbolName && o.Label == Label && o.TradeType == type);
|
||||
|
||||
if (existingOrder != null)
|
||||
{
|
||||
bool volumeChanged = Math.Abs(existingOrder.VolumeInUnits - volume) > _symbol.VolumeInUnitsStep;
|
||||
bool entryChanged = Math.Abs(existingOrder.TargetPrice - entry) > _symbol.TickSize;
|
||||
bool slChanged = Math.Abs((existingOrder.StopLoss ?? 0) - sl) > _symbol.TickSize;
|
||||
bool tpChanged = Math.Abs((existingOrder.TakeProfit ?? 0) - tp) > _symbol.TickSize;
|
||||
|
||||
if (volumeChanged || entryChanged || slChanged || tpChanged)
|
||||
{
|
||||
_robot.ModifyPendingOrder(existingOrder, entry, sl, tp, ProtectionType.Absolute, null, volume);
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
_robot.Print("[SIGNAL] {0} {1} | Entry: {2} | SL: {3} | TP: {4} | Vol: {5:F2} Lots",
|
||||
(type == TradeType.Buy ? "BUY" : "SELL"), _config.SymbolName, entry, sl, tp, lots);
|
||||
|
||||
_robot.PlaceLimitOrder(type, _config.SymbolName, volume, entry, Label, sl, tp, ProtectionType.Absolute);
|
||||
}
|
||||
}
|
||||
|
||||
private async Task SendTelegramMessageAsync(string message)
|
||||
{
|
||||
if (_robot.IsBacktesting) return;
|
||||
if (string.IsNullOrWhiteSpace(_botToken) || string.IsNullOrWhiteSpace(_chatId)) return;
|
||||
|
||||
try
|
||||
{
|
||||
string url = $"https://api.telegram.org/bot{_botToken}/sendMessage?chat_id={_chatId}&text={Uri.EscapeDataString(message)}&parse_mode=HTML";
|
||||
HttpResponseMessage response = await _httpClient.GetAsync(url);
|
||||
|
||||
if (!response.IsSuccessStatusCode)
|
||||
{
|
||||
_errorCallback?.Invoke($"Telegram Error: {response.StatusCode}");
|
||||
}
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_errorCallback?.Invoke($"Telegram Exception: {ex.Message}");
|
||||
}
|
||||
}
|
||||
|
||||
private void UpdateClusterData(int index)
|
||||
{
|
||||
double currentHma = _hmaCluster.Result[index];
|
||||
double prevHma = _hmaCluster.Result[index - 1];
|
||||
bool currentDirectionUp = (currentHma > prevHma);
|
||||
|
||||
if (_isUpTrend == null)
|
||||
{
|
||||
_isUpTrend = currentDirectionUp;
|
||||
SetExtremum(index);
|
||||
_lastExtremumPrice = _trendExtremum;
|
||||
return;
|
||||
}
|
||||
|
||||
if (currentDirectionUp != _isUpTrend)
|
||||
{
|
||||
double amp = Math.Abs(_trendExtremum - _lastExtremumPrice);
|
||||
if (amp > 0)
|
||||
{
|
||||
_amplitudes.Add(amp);
|
||||
if (_amplitudes.Count > 50) _amplitudes.RemoveAt(0);
|
||||
|
||||
double sum = 0;
|
||||
for (int i = 0; i < _amplitudes.Count; i++) sum += _amplitudes[i];
|
||||
_currentDynamicRange = (sum / _amplitudes.Count) * 0.5;
|
||||
}
|
||||
_extremaPoints.Add(new ExtremumPoint { Price = _trendExtremum, Index = _trendExtremumIndex, Type = _isUpTrend.Value ? PointType.Peak : PointType.Trough });
|
||||
if (_extremaPoints.Count > _config.MaxPoints) _extremaPoints.RemoveAt(0);
|
||||
|
||||
_lastExtremumPrice = _trendExtremum;
|
||||
_isUpTrend = currentDirectionUp;
|
||||
SetExtremum(index);
|
||||
}
|
||||
else
|
||||
{
|
||||
UpdateExtremum(index);
|
||||
}
|
||||
}
|
||||
|
||||
private void SetExtremum(int index)
|
||||
{
|
||||
_trendExtremum = _isUpTrend.Value ? _bars.HighPrices[index] : _bars.LowPrices[index];
|
||||
_trendExtremumIndex = index;
|
||||
}
|
||||
|
||||
private void UpdateExtremum(int index)
|
||||
{
|
||||
if (_isUpTrend.Value && (_bars.HighPrices[index] > _trendExtremum))
|
||||
{
|
||||
_trendExtremum = _bars.HighPrices[index];
|
||||
_trendExtremumIndex = index;
|
||||
}
|
||||
else if (!_isUpTrend.Value && (_bars.LowPrices[index] < _trendExtremum))
|
||||
{
|
||||
_trendExtremum = _bars.LowPrices[index];
|
||||
_trendExtremumIndex = index;
|
||||
}
|
||||
}
|
||||
|
||||
private List<ClusterLevel> CalculateClusters(int currentIndex)
|
||||
{
|
||||
int count = _extremaPoints.Count;
|
||||
if (count < 2) return new List<ClusterLevel>();
|
||||
|
||||
double currentPrice = _bars.ClosePrices[currentIndex];
|
||||
double range = _currentDynamicRange;
|
||||
|
||||
// Score-First / Global Density Approach (Matches Indicator)
|
||||
var candidates = _extremaPoints
|
||||
.Select(p => {
|
||||
double weightedScore = _extremaPoints
|
||||
.Where(other => Math.Abs(other.Price - p.Price) <= range)
|
||||
.Sum(other => GetWeight(other, currentIndex, currentPrice));
|
||||
|
||||
return new { Price = p.Price, Score = weightedScore };
|
||||
})
|
||||
.OrderByDescending(z => z.Score)
|
||||
.ToList();
|
||||
|
||||
var topZones = new List<ClusterLevel>();
|
||||
foreach (var zone in candidates)
|
||||
{
|
||||
// Filter Overlap
|
||||
if (!topZones.Any(z => Math.Abs(z.Price - zone.Price) < range))
|
||||
{
|
||||
// Normalize Score relative to total Weight of all points (Matches Indicator Normalization)
|
||||
double totalWeightSum = _extremaPoints.Sum(p => GetWeight(p, currentIndex, currentPrice));
|
||||
double sigPercent = (totalWeightSum > 0) ? (zone.Score / totalWeightSum) * 100.0 : 0;
|
||||
|
||||
topZones.Add(new ClusterLevel { Price = zone.Price, Significance = sigPercent });
|
||||
}
|
||||
}
|
||||
|
||||
return topZones;
|
||||
}
|
||||
|
||||
private double GetWeight(ExtremumPoint point, int currentIndex, double currentPrice)
|
||||
{
|
||||
double weight = Math.Max(0.0, 1.0 - ((double)(currentIndex - point.Index) / _config.DecayPeriod));
|
||||
if ((point.Type == PointType.Peak) && (point.Price < currentPrice)) weight *= 2.0;
|
||||
else if ((point.Type == PointType.Trough) && (point.Price > currentPrice)) weight *= 2.0;
|
||||
return weight;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,9 @@
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
<PropertyGroup>
|
||||
<TargetFramework>net6.0</TargetFramework>
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="cTrader.Automate" Version="*" />
|
||||
</ItemGroup>
|
||||
</Project>
|
||||
@@ -0,0 +1,22 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio Version 16
|
||||
VisualStudioVersion = 16.0.30011.22
|
||||
MinimumVisualStudioVersion = 10.0.40219.1
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HmaMitigationCount", "HmaMitigationCount\HmaMitigationCount.csproj", "{a7f42ba9-479c-418c-83b4-228416c67510}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
Release|Any CPU = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{a7f42ba9-479c-418c-83b4-228416c67510}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{a7f42ba9-479c-418c-83b4-228416c67510}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{a7f42ba9-479c-418c-83b4-228416c67510}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{a7f42ba9-479c-418c-83b4-228416c67510}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
@@ -0,0 +1,162 @@
|
||||
using cAlgo.API;
|
||||
using cAlgo.API.Indicators;
|
||||
using cAlgo.API.Internals;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System;
|
||||
|
||||
namespace cAlgo.Indicators
|
||||
{
|
||||
[Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
|
||||
public class HmaMitigationCount : Indicator
|
||||
{
|
||||
[Parameter("HMA Period", DefaultValue = 20, MinValue = 2)]
|
||||
public int HmaPeriod { get; set; }
|
||||
|
||||
[Parameter("Session Close Time (UTC)", DefaultValue = "17:30")]
|
||||
public TimeSpan SessionCloseTimeUtc { get; set; }
|
||||
|
||||
[Output("HMA", LineColor = "Orange")]
|
||||
public IndicatorDataSeries HmaOutput { get; set; }
|
||||
|
||||
private HullMovingAverage _hma;
|
||||
private Stack<double> _peakStack;
|
||||
private Stack<double> _troughStack;
|
||||
private int lblCnt = 0;
|
||||
private int mitigatedPeaks = 0;
|
||||
private int mitigatedTroughs = 0;
|
||||
private int dir = 0;
|
||||
|
||||
private DateTime _currentSessionEndTimeUtc = DateTime.MinValue;
|
||||
|
||||
protected override void Initialize()
|
||||
{
|
||||
_hma = Indicators.HullMovingAverage(Bars.ClosePrices, HmaPeriod);
|
||||
_peakStack = new Stack<double>();
|
||||
_troughStack = new Stack<double>();
|
||||
}
|
||||
|
||||
public override void Calculate(int index)
|
||||
{
|
||||
HmaOutput[index] = _hma.Result[index];
|
||||
DateTime barOpenTime = Bars.OpenTimes[index]; // This is UTC
|
||||
|
||||
// --- Session Initialization (run once) ---
|
||||
if (_currentSessionEndTimeUtc == DateTime.MinValue)
|
||||
{
|
||||
// Find the session close time for the *current* bar's day
|
||||
DateTime sessionCloseToday = barOpenTime.Date.Add(SessionCloseTimeUtc);
|
||||
|
||||
// If the bar is already *after* today's close, the session ends *tomorrow*
|
||||
if (barOpenTime >= sessionCloseToday)
|
||||
{
|
||||
_currentSessionEndTimeUtc = sessionCloseToday.AddDays(1);
|
||||
}
|
||||
// If the bar is *before* today's close, the session ends *today*
|
||||
else
|
||||
{
|
||||
_currentSessionEndTimeUtc = sessionCloseToday;
|
||||
}
|
||||
}
|
||||
|
||||
// --- Session Check ---
|
||||
// Check if the current bar has crossed the session boundary
|
||||
if (barOpenTime >= _currentSessionEndTimeUtc)
|
||||
{
|
||||
// New session starts, clear stacks
|
||||
_peakStack.Clear();
|
||||
_troughStack.Clear();
|
||||
//Chart.RemoveAllObjects(); // Optional: Clear old session text
|
||||
|
||||
// Set the *next* session end time, looping in case of market gaps (weekends)
|
||||
while (barOpenTime >= _currentSessionEndTimeUtc)
|
||||
{
|
||||
_currentSessionEndTimeUtc = _currentSessionEndTimeUtc.AddDays(1);
|
||||
}
|
||||
}
|
||||
|
||||
// Stop logic from running on the forming bar
|
||||
if (IsLastBar)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// We need at least 3 bars to identify a peak/trough at index - 1
|
||||
if (index < 2)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// --- 1. Identify new peaks/troughs at index - 1 AND check mitigation ---
|
||||
// All HMA values are now based on closed bars (index, index-1, index-2).
|
||||
double prevHma = _hma.Result[index - 1];
|
||||
double prevHma2 = _hma.Result[index - 2];
|
||||
double currentHma = _hma.Result[index];
|
||||
|
||||
// A peak at index-1
|
||||
bool isPeak = (prevHma > prevHma2) && (prevHma > currentHma);
|
||||
// A trough at index-1
|
||||
bool isTrough = (prevHma < prevHma2) && (prevHma < currentHma);
|
||||
|
||||
if (isPeak)
|
||||
{
|
||||
// New Peak: Check if it mitigates any *previous Peaks*
|
||||
if( dir < 0 )
|
||||
{
|
||||
mitigatedPeaks = 0;
|
||||
lblCnt++;
|
||||
}
|
||||
|
||||
// A new peak (prevHma) mitigates old peaks that are *lower*
|
||||
while (_peakStack.Count > 0 && prevHma >= _peakStack.Peek())
|
||||
{
|
||||
_peakStack.Pop(); // Pop the mitigated (lower) peak
|
||||
mitigatedPeaks++;
|
||||
}
|
||||
|
||||
if (mitigatedPeaks > 0)
|
||||
{
|
||||
// Draw mitigation count above the peak bar
|
||||
// The remaining count is the peaks *higher* than the new one
|
||||
string label = $"Mit: {mitigatedPeaks} / Rem: {_peakStack.Count}";
|
||||
double yPos = Bars.HighPrices[index - 1] + Symbol.PipSize * 5;
|
||||
Chart.DrawText($"peak_mit_{lblCnt}", label, index - 1, yPos, Color.Red);
|
||||
dir = 1;
|
||||
}
|
||||
|
||||
// Add the new peak to its own stack
|
||||
_peakStack.Push(prevHma);
|
||||
}
|
||||
|
||||
if (isTrough)
|
||||
{
|
||||
// New Trough: Check if it mitigates any *previous Troughs*
|
||||
if( dir > 0 )
|
||||
{
|
||||
mitigatedTroughs = 0;
|
||||
lblCnt++;
|
||||
}
|
||||
|
||||
// A new trough (prevHma) mitigates old troughs that are *higher*
|
||||
while (_troughStack.Count > 0 && prevHma <= _troughStack.Peek())
|
||||
{
|
||||
_troughStack.Pop(); // Pop the mitigated (higher) trough
|
||||
mitigatedTroughs++;
|
||||
}
|
||||
|
||||
if (mitigatedTroughs > 0)
|
||||
{
|
||||
// Draw mitigation count below the trough bar
|
||||
// The remaining count is the troughs *lower* than the new one
|
||||
string label = $"Mit: {mitigatedTroughs} / Rem: {_troughStack.Count}";
|
||||
double yPos = Bars.LowPrices[index - 1] - Symbol.PipSize * 5;
|
||||
Chart.DrawText($"trough_mit_{lblCnt}", label, index - 1, yPos, Color.Lime);
|
||||
dir = -1;
|
||||
}
|
||||
|
||||
// Add the new trough to its own stack
|
||||
_troughStack.Push(prevHma);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,9 @@
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
<PropertyGroup>
|
||||
<TargetFramework>net6.0</TargetFramework>
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="cTrader.Automate" Version="*" />
|
||||
</ItemGroup>
|
||||
</Project>
|
||||
Binary file not shown.
@@ -0,0 +1 @@
|
||||
{"version":"2.0.0","tasks":[{"label":"build","command":"dotnet","type":"process","args":["build","${workspaceFolder}","/property:GenerateFullPaths=true","/consoleLoggerParameters:NoSummary"],"problemMatcher":"$msCompile"}]}
|
||||
@@ -0,0 +1,22 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio Version 16
|
||||
VisualStudioVersion = 16.0.30011.22
|
||||
MinimumVisualStudioVersion = 10.0.40219.1
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HmaMitigationSignals", "HmaMitigationSignals\HmaMitigationSignals.csproj", "{46b07fe6-e609-40d3-a15f-e381ff0f058e}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
Release|Any CPU = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{46b07fe6-e609-40d3-a15f-e381ff0f058e}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
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{46b07fe6-e609-40d3-a15f-e381ff0f058e}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
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{46b07fe6-e609-40d3-a15f-e381ff0f058e}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{46b07fe6-e609-40d3-a15f-e381ff0f058e}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
@@ -0,0 +1,204 @@
|
||||
using cAlgo.API;
|
||||
using cAlgo.API.Indicators;
|
||||
using cAlgo.API.Internals;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System;
|
||||
|
||||
namespace cAlgo.Indicators
|
||||
{
|
||||
[Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
|
||||
public class HmaMitigationSignals : Indicator
|
||||
{
|
||||
[Parameter("HMA Period", DefaultValue = 20, MinValue = 2)]
|
||||
public int HmaPeriod { get; set; }
|
||||
|
||||
// Use the chart's TimeZone for this input
|
||||
[Parameter("Session Close Time (Chart TZ)", DefaultValue = "17:30")]
|
||||
public TimeSpan SessionCloseTime { get; set; }
|
||||
|
||||
[Parameter("Enable Alerts", DefaultValue = true)]
|
||||
public bool EnableAlerts { get; set; }
|
||||
|
||||
[Parameter("Alert Sound Path", DefaultValue = "")]
|
||||
public string AlertSoundPath { get; set; }
|
||||
|
||||
[Output("HMA", LineColor = "Orange")]
|
||||
public IndicatorDataSeries HmaOutput { get; set; }
|
||||
|
||||
private HullMovingAverage _hma;
|
||||
private Stack<double> _peakStack;
|
||||
private Stack<double> _troughStack;
|
||||
|
||||
private DateTime _currentSessionEndTimeUtc = DateTime.MinValue;
|
||||
|
||||
// State flags for entry setup
|
||||
private bool _buySetupActive = false;
|
||||
private bool _sellSetupActive = false;
|
||||
|
||||
protected override void Initialize()
|
||||
{
|
||||
_hma = Indicators.HullMovingAverage(Bars.ClosePrices, HmaPeriod);
|
||||
_peakStack = new Stack<double>();
|
||||
_troughStack = new Stack<double>();
|
||||
}
|
||||
|
||||
public override void Calculate(int index)
|
||||
{
|
||||
HmaOutput[index] = _hma.Result[index];
|
||||
DateTime barOpenTime = Bars.OpenTimes[index]; // This is UTC
|
||||
|
||||
// --- Session Initialization (run once) ---
|
||||
if (_currentSessionEndTimeUtc == DateTime.MinValue)
|
||||
{
|
||||
// Convert the current UTC bar time to the chart's local time zone
|
||||
DateTime barOpenTimeChartTz = TimeZoneInfo.ConvertTimeFromUtc(barOpenTime, this.TimeZone);
|
||||
|
||||
// Create the session close time for "today" *in the chart's timezone*
|
||||
DateTime sessionCloseChartTz = barOpenTimeChartTz.Date.Add(SessionCloseTime);
|
||||
|
||||
// Convert this chart-timezone-based closing time back to UTC
|
||||
DateTime sessionCloseTodayUtc = TimeZoneInfo.ConvertTimeToUtc( sessionCloseChartTz, this.TimeZone);
|
||||
|
||||
if (barOpenTime >= sessionCloseTodayUtc)
|
||||
{
|
||||
// Bar is after today's close. Session end is tomorrow (chart time).
|
||||
// Add 1 day *in chart time* (handles DST)
|
||||
DateTime nextSessionEndChartTz = sessionCloseChartTz.AddDays(1);
|
||||
// Convert back to UTC
|
||||
_currentSessionEndTimeUtc = TimeZoneInfo.ConvertTime(nextSessionEndChartTz, this.TimeZone, TimeZoneInfo.Utc);
|
||||
}
|
||||
else
|
||||
{
|
||||
// Bar is before today's close. Session end is today (chart time).
|
||||
_currentSessionEndTimeUtc = sessionCloseTodayUtc;
|
||||
}
|
||||
}
|
||||
|
||||
// --- Session Check ---
|
||||
// Check if the current bar has crossed the session boundary
|
||||
if (barOpenTime >= _currentSessionEndTimeUtc)
|
||||
{
|
||||
// New session starts, clear stacks and drawings
|
||||
_peakStack.Clear();
|
||||
_troughStack.Clear();
|
||||
//Chart.RemoveAllObjects(); // Clear old session text and icons
|
||||
|
||||
// Reset setup flags
|
||||
_buySetupActive = false;
|
||||
_sellSetupActive = false;
|
||||
|
||||
// Set the *next* session end time, looping in case of market gaps (weekends)
|
||||
while (barOpenTime >= _currentSessionEndTimeUtc)
|
||||
{
|
||||
// Convert current UTC end time to chart time
|
||||
DateTime currentSessionEndChartTz = TimeZoneInfo.ConvertTimeFromUtc(_currentSessionEndTimeUtc, this.TimeZone);
|
||||
// Add 1 day *in chart time* (handles DST)
|
||||
DateTime nextSessionEndChartTz = currentSessionEndChartTz.AddDays(1);
|
||||
// Convert back to UTC for the next comparison
|
||||
_currentSessionEndTimeUtc = TimeZoneInfo.ConvertTime(nextSessionEndChartTz, this.TimeZone, TimeZoneInfo.Utc);
|
||||
}
|
||||
}
|
||||
|
||||
// Stop signal logic from running on the forming bar (which causes repainting)
|
||||
if (IsLastBar)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// We need at least 3 bars to identify a peak/trough at index - 1
|
||||
if (index < 2)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// --- 1. Identify new peaks/troughs at index - 1 AND check for entry ---
|
||||
// All HMA values are now based on closed bars (index, index-1, index-2).
|
||||
double prevHma = _hma.Result[index - 1];
|
||||
double prevHma2 = _hma.Result[index - 2];
|
||||
double currentHma = _hma.Result[index];
|
||||
|
||||
// A peak at index-1
|
||||
bool isPeak = (prevHma > prevHma2) && (prevHma > currentHma);
|
||||
// A trough at index-1
|
||||
bool isTrough = (prevHma < prevHma2) && (prevHma < currentHma);
|
||||
|
||||
if (isPeak)
|
||||
{
|
||||
// Check if a sell setup was active *before* pushing the new peak
|
||||
if (_sellSetupActive)
|
||||
{
|
||||
// Draw sell icon at the peak (index - 1)
|
||||
Chart.DrawIcon($"sell_{index - 1}", ChartIconType.DownArrow, index - 1, Bars.HighPrices[index - 1] + Symbol.PipSize * 10, Color.Red);
|
||||
_sellSetupActive = false; // Reset setup
|
||||
}
|
||||
|
||||
_peakStack.Push(prevHma);
|
||||
// Draw count above the peak bar
|
||||
string peakLabel = $"{_peakStack.Count}";
|
||||
double yPos = Bars.HighPrices[index - 1] + Symbol.PipSize * 5;
|
||||
Chart.DrawText($"peak_{index - 1}", peakLabel, index - 1, yPos, Color.Red);
|
||||
}
|
||||
|
||||
if (isTrough)
|
||||
{
|
||||
// Check if a buy setup was active *before* pushing the new trough
|
||||
if (_buySetupActive)
|
||||
{
|
||||
// Draw buy icon at the trough (index - 1)
|
||||
Chart.DrawIcon($"buy_{index - 1}", ChartIconType.UpArrow, index - 1, Bars.LowPrices[index - 1] - Symbol.PipSize * 10, Color.Lime);
|
||||
_buySetupActive = false; // Reset setup
|
||||
}
|
||||
|
||||
_troughStack.Push(prevHma);
|
||||
// Draw count below the trough bar
|
||||
string troughLabel = $"{_troughStack.Count}";
|
||||
double yPos = Bars.LowPrices[index - 1] - Symbol.PipSize * 5;
|
||||
Chart.DrawText($"trough_{index - 1}", troughLabel, index - 1, yPos, Color.Lime);
|
||||
}
|
||||
|
||||
// --- 2. Check for mitigation (Setup) based on the hma value ---
|
||||
// Mitigation is checked against the closed bar 'currentHma' (at index).
|
||||
|
||||
// Check peak mitigation (testing highs)
|
||||
bool peakMitigationTriggeredSetup = false;
|
||||
while (_peakStack.Count > 0 && currentHma >= _peakStack.Peek())
|
||||
{
|
||||
_peakStack.Pop();
|
||||
if (_peakStack.Count <= 1)
|
||||
{
|
||||
peakMitigationTriggeredSetup = true;
|
||||
}
|
||||
}
|
||||
if (peakMitigationTriggeredSetup)
|
||||
{
|
||||
// Alert only on the first bar the setup becomes active
|
||||
if (EnableAlerts && !_sellSetupActive && !string.IsNullOrEmpty(AlertSoundPath))
|
||||
{
|
||||
Notifications.PlaySound(AlertSoundPath);
|
||||
}
|
||||
_sellSetupActive = true; // Activate sell setup
|
||||
}
|
||||
|
||||
// Check trough mitigation (testing lows)
|
||||
bool troughMitigationTriggeredSetup = false;
|
||||
while (_troughStack.Count > 0 && currentHma <= _troughStack.Peek())
|
||||
{
|
||||
_troughStack.Pop();
|
||||
if (_troughStack.Count <= 1)
|
||||
{
|
||||
troughMitigationTriggeredSetup = true;
|
||||
}
|
||||
}
|
||||
if (troughMitigationTriggeredSetup)
|
||||
{
|
||||
// Alert only on the first bar the setup becomes active
|
||||
if (EnableAlerts && !_buySetupActive && !string.IsNullOrEmpty(AlertSoundPath))
|
||||
{
|
||||
Notifications.PlaySound(AlertSoundPath);
|
||||
}
|
||||
_buySetupActive = true; // Activate buy setup
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
+9
@@ -0,0 +1,9 @@
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
<PropertyGroup>
|
||||
<TargetFramework>net6.0</TargetFramework>
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="cTrader.Automate" Version="*" />
|
||||
</ItemGroup>
|
||||
</Project>
|
||||
+4
@@ -0,0 +1,4 @@
|
||||
// <autogenerated />
|
||||
using System;
|
||||
using System.Reflection;
|
||||
[assembly: global::System.Runtime.Versioning.TargetFrameworkAttribute(".NETCoreApp,Version=v6.0", FrameworkDisplayName = "")]
|
||||
+22
@@ -0,0 +1,22 @@
|
||||
//------------------------------------------------------------------------------
|
||||
// <auto-generated>
|
||||
// This code was generated by a tool.
|
||||
//
|
||||
// Changes to this file may cause incorrect behavior and will be lost if
|
||||
// the code is regenerated.
|
||||
// </auto-generated>
|
||||
//------------------------------------------------------------------------------
|
||||
|
||||
using System;
|
||||
using System.Reflection;
|
||||
|
||||
[assembly: System.Reflection.AssemblyCompanyAttribute("HmaMitigationSignals")]
|
||||
[assembly: System.Reflection.AssemblyConfigurationAttribute("Debug")]
|
||||
[assembly: System.Reflection.AssemblyFileVersionAttribute("1.0.0.0")]
|
||||
[assembly: System.Reflection.AssemblyInformationalVersionAttribute("1.0.0")]
|
||||
[assembly: System.Reflection.AssemblyProductAttribute("HmaMitigationSignals")]
|
||||
[assembly: System.Reflection.AssemblyTitleAttribute("HmaMitigationSignals")]
|
||||
[assembly: System.Reflection.AssemblyVersionAttribute("1.0.0.0")]
|
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|
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// Generated by the MSBuild WriteCodeFragment class.
|
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|
||||
+1
@@ -0,0 +1 @@
|
||||
eba8fecb039ecb3c0a142d0f2a9b3f551d940de1
|
||||
+10
@@ -0,0 +1,10 @@
|
||||
is_global = true
|
||||
build_property.TargetFramework = net6.0
|
||||
build_property.TargetPlatformMinVersion =
|
||||
build_property.UsingMicrosoftNETSdkWeb =
|
||||
build_property.ProjectTypeGuids =
|
||||
build_property.InvariantGlobalization =
|
||||
build_property.PlatformNeutralAssembly =
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||||
build_property._SupportedPlatformList = Linux,macOS,Windows
|
||||
build_property.RootNamespace = HmaMitigationSignals
|
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build_property.ProjectDir = C:\Users\Brummel\Documents\cAlgo\Sources\Indicators\HmaMitigationSignals\HmaMitigationSignals\
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BIN
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"C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaMitigationSignals\\HmaMitigationSignals\\HmaMitigationSignals.csproj": {}
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},
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"projects": {
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"C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaMitigationSignals\\HmaMitigationSignals\\HmaMitigationSignals.csproj": {
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"version": "1.0.0",
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"restore": {
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"projectUniqueName": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaMitigationSignals\\HmaMitigationSignals\\HmaMitigationSignals.csproj",
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"projectName": "HmaMitigationSignals",
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"projectPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaMitigationSignals\\HmaMitigationSignals\\HmaMitigationSignals.csproj",
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"packagesPath": "C:\\Users\\Brummel\\.nuget\\packages\\",
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"outputPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaMitigationSignals\\HmaMitigationSignals\\obj\\",
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"projectStyle": "PackageReference",
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"configFilePaths": [
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"C:\\Users\\Brummel\\AppData\\Roaming\\NuGet\\NuGet.Config"
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],
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"originalTargetFrameworks": [
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"net6.0"
|
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],
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"sources": {
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"https://api.nuget.org/v3/index.json": {}
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},
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"frameworks": {
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"net6.0": {
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"targetAlias": "net6.0",
|
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"projectReferences": {}
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}
|
||||
},
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"warningProperties": {
|
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"warnAsError": [
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||||
"NU1605"
|
||||
]
|
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}
|
||||
},
|
||||
"frameworks": {
|
||||
"net6.0": {
|
||||
"targetAlias": "net6.0",
|
||||
"dependencies": {
|
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"cTrader.Automate": {
|
||||
"target": "Package",
|
||||
"version": "[*, )"
|
||||
}
|
||||
},
|
||||
"imports": [
|
||||
"net461",
|
||||
"net462",
|
||||
"net47",
|
||||
"net471",
|
||||
"net472",
|
||||
"net48"
|
||||
],
|
||||
"assetTargetFallback": true,
|
||||
"warn": true,
|
||||
"frameworkReferences": {
|
||||
"Microsoft.NETCore.App": {
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||||
"privateAssets": "all"
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}
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},
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"runtimeIdentifierGraphPath": "C:\\Program Files\\dotnet\\sdk\\6.0.200\\RuntimeIdentifierGraph.json"
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}
|
||||
}
|
||||
}
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}
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}
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+21
@@ -0,0 +1,21 @@
|
||||
<?xml version="1.0" encoding="utf-8" standalone="no"?>
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<Project ToolsVersion="14.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
|
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<PropertyGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
|
||||
<RestoreSuccess Condition=" '$(RestoreSuccess)' == '' ">True</RestoreSuccess>
|
||||
<RestoreTool Condition=" '$(RestoreTool)' == '' ">NuGet</RestoreTool>
|
||||
<ProjectAssetsFile Condition=" '$(ProjectAssetsFile)' == '' ">$(MSBuildThisFileDirectory)project.assets.json</ProjectAssetsFile>
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||||
<NuGetPackageRoot Condition=" '$(NuGetPackageRoot)' == '' ">$(UserProfile)\.nuget\packages\</NuGetPackageRoot>
|
||||
<NuGetPackageFolders Condition=" '$(NuGetPackageFolders)' == '' ">C:\Users\Brummel\.nuget\packages\</NuGetPackageFolders>
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<NuGetProjectStyle Condition=" '$(NuGetProjectStyle)' == '' ">PackageReference</NuGetProjectStyle>
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||||
using cAlgo.API;
|
||||
using cAlgo.API.Indicators;
|
||||
|
||||
namespace cAlgo.Indicators
|
||||
{
|
||||
// Indicator in a separate window, shows HMA A (fast HMA) and trade signals.
|
||||
[Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
|
||||
public class HmaSmaCrossoverSignal : Indicator
|
||||
{
|
||||
[Parameter("HMA A Period (Fast)", DefaultValue = 20, Group = "Periods")]
|
||||
public int HmaAPeriod { get; set; }
|
||||
|
||||
[Parameter("HMA B Period (Slow)", DefaultValue = 250, Group = "Periods")]
|
||||
public int HmaBPeriod { get; set; }
|
||||
|
||||
[Parameter("SMA C Period (Base)", DefaultValue = 200, Group = "Periods")]
|
||||
public int SmaCPeriod { get; set; }
|
||||
|
||||
// Output for HMA A to provide context for signals
|
||||
[Output("HMA A", LineColor = "Cyan")]
|
||||
public IndicatorDataSeries HmaAOutput { get; set; }
|
||||
|
||||
// Output for Buy signals
|
||||
[Output("Buy Signal", LineColor = "Green", PlotType = PlotType.Points, Thickness = 8)]
|
||||
public IndicatorDataSeries BuySignal { get; set; }
|
||||
|
||||
// Output for Sell signals
|
||||
[Output("Sell Signal", LineColor = "Red", PlotType = PlotType.Points, Thickness = 8)]
|
||||
public IndicatorDataSeries SellSignal { get; set; }
|
||||
|
||||
// Internal indicator references
|
||||
private HullMovingAverage _hmaA;
|
||||
private HullMovingAverage _hmaB;
|
||||
private SimpleMovingAverage _smaC;
|
||||
|
||||
protected override void Initialize()
|
||||
{
|
||||
// Initialize the internal indicators using the close prices
|
||||
_hmaA = Indicators.HullMovingAverage(Bars.ClosePrices, HmaAPeriod);
|
||||
_hmaB = Indicators.HullMovingAverage(Bars.ClosePrices, HmaBPeriod);
|
||||
_smaC = Indicators.SimpleMovingAverage(Bars.ClosePrices, SmaCPeriod);
|
||||
}
|
||||
|
||||
public override void Calculate(int index)
|
||||
{
|
||||
// Assign HMA A value to the output series for the current index
|
||||
HmaAOutput[index] = _hmaA.Result[index];
|
||||
|
||||
// We need at least 3 bars (index, index-1, index-2) for peak/trough detection at index-1
|
||||
if (index < 2)
|
||||
{
|
||||
BuySignal[index] = double.NaN;
|
||||
SellSignal[index] = double.NaN;
|
||||
return;
|
||||
}
|
||||
|
||||
// Get HMA A values for peak/trough detection
|
||||
double hmaA_curr = _hmaA.Result[index];
|
||||
double hmaA_prev = _hmaA.Result[index - 1];
|
||||
double hmaA_prev2 = _hmaA.Result[index - 2];
|
||||
|
||||
// Get values for signal conditions (at index - 1)
|
||||
double hmaB_prev = _hmaB.Result[index - 1];
|
||||
double smaC_prev = _smaC.Result[index - 1];
|
||||
|
||||
// Detect peak or trough at index - 1 (the last closed bar confirmed by the current bar)
|
||||
// A peak occurs if the middle bar (index-1) is higher than its neighbors (index-2 and index)
|
||||
bool isPeak = (hmaA_prev2 < hmaA_prev) && (hmaA_prev > hmaA_curr);
|
||||
// A trough occurs if the middle bar (index-1) is lower than its neighbors
|
||||
bool isTrough = (hmaA_prev2 > hmaA_prev) && (hmaA_prev < hmaA_curr);
|
||||
|
||||
// Initialize signals for the current bar (index) to NaN
|
||||
BuySignal[index] = double.NaN;
|
||||
SellSignal[index] = double.NaN;
|
||||
|
||||
// Reset signals at index - 1 (to handle repainting if the current bar 'index' changes)
|
||||
BuySignal[index - 1] = double.NaN;
|
||||
SellSignal[index - 1] = double.NaN;
|
||||
|
||||
// --- Sell Signal Condition ---
|
||||
// B < C (Slow HMA below Base SMA)
|
||||
// A > C (Fast HMA above Base SMA)
|
||||
// A forms a peak (at index - 1)
|
||||
if ((hmaB_prev < smaC_prev) && (hmaA_prev > smaC_prev) && isPeak)
|
||||
{
|
||||
// Place the signal dot at the peak (index - 1) at the HMA A level
|
||||
SellSignal[index - 1] = hmaA_prev;
|
||||
}
|
||||
|
||||
// --- Buy Signal Condition ---
|
||||
// B > C (Slow HMA above Base SMA)
|
||||
// A < C (Fast HMA below Base SMA)
|
||||
// A forms a trough (at index - 1)
|
||||
if ((hmaB_prev > smaC_prev) && (hmaA_prev < smaC_prev) && isTrough)
|
||||
{
|
||||
// Place the signal dot at the trough (index - 1) at the HMA A level
|
||||
BuySignal[index - 1] = hmaA_prev;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
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+9
@@ -0,0 +1,9 @@
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@@ -0,0 +1,4 @@
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// <autogenerated />
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using System;
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using System.Reflection;
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[assembly: global::System.Runtime.Versioning.TargetFrameworkAttribute(".NETCoreApp,Version=v6.0", FrameworkDisplayName = "")]
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// This code was generated by a tool.
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//
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// Changes to this file may cause incorrect behavior and will be lost if
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// the code is regenerated.
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// </auto-generated>
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//------------------------------------------------------------------------------
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using System;
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"net472",
|
||||
"net48"
|
||||
],
|
||||
"assetTargetFallback": true,
|
||||
"warn": true,
|
||||
"frameworkReferences": {
|
||||
"Microsoft.NETCore.App": {
|
||||
"privateAssets": "all"
|
||||
}
|
||||
},
|
||||
"runtimeIdentifierGraphPath": "C:\\Program Files\\dotnet\\sdk\\6.0.200\\RuntimeIdentifierGraph.json"
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
+21
@@ -0,0 +1,21 @@
|
||||
<?xml version="1.0" encoding="utf-8" standalone="no"?>
|
||||
<Project ToolsVersion="14.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
|
||||
<PropertyGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
|
||||
<RestoreSuccess Condition=" '$(RestoreSuccess)' == '' ">True</RestoreSuccess>
|
||||
<RestoreTool Condition=" '$(RestoreTool)' == '' ">NuGet</RestoreTool>
|
||||
<ProjectAssetsFile Condition=" '$(ProjectAssetsFile)' == '' ">$(MSBuildThisFileDirectory)project.assets.json</ProjectAssetsFile>
|
||||
<NuGetPackageRoot Condition=" '$(NuGetPackageRoot)' == '' ">$(UserProfile)\.nuget\packages\</NuGetPackageRoot>
|
||||
<NuGetPackageFolders Condition=" '$(NuGetPackageFolders)' == '' ">C:\Users\Brummel\.nuget\packages\</NuGetPackageFolders>
|
||||
<NuGetProjectStyle Condition=" '$(NuGetProjectStyle)' == '' ">PackageReference</NuGetProjectStyle>
|
||||
<NuGetToolVersion Condition=" '$(NuGetToolVersion)' == '' ">6.1.0</NuGetToolVersion>
|
||||
</PropertyGroup>
|
||||
<ItemGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
|
||||
<SourceRoot Include="C:\Users\Brummel\.nuget\packages\" />
|
||||
</ItemGroup>
|
||||
<ImportGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
|
||||
<Import Project="$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.props" Condition="Exists('$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.props')" />
|
||||
</ImportGroup>
|
||||
<PropertyGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
|
||||
<PkgcTrader_Automate Condition=" '$(PkgcTrader_Automate)' == '' ">C:\Users\Brummel\.nuget\packages\ctrader.automate\1.0.14</PkgcTrader_Automate>
|
||||
</PropertyGroup>
|
||||
</Project>
|
||||
+6
@@ -0,0 +1,6 @@
|
||||
<?xml version="1.0" encoding="utf-8" standalone="no"?>
|
||||
<Project ToolsVersion="14.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
|
||||
<ImportGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
|
||||
<Import Project="$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.targets" Condition="Exists('$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.targets')" />
|
||||
</ImportGroup>
|
||||
</Project>
|
||||
+139
@@ -0,0 +1,139 @@
|
||||
{
|
||||
"version": 3,
|
||||
"targets": {
|
||||
"net6.0": {
|
||||
"cTrader.Automate/1.0.14": {
|
||||
"type": "package",
|
||||
"compile": {
|
||||
"lib/net6.0/cAlgo.API.dll": {}
|
||||
},
|
||||
"runtime": {
|
||||
"lib/net6.0/cAlgo.API.dll": {}
|
||||
},
|
||||
"build": {
|
||||
"build/cTrader.Automate.props": {},
|
||||
"build/cTrader.Automate.targets": {}
|
||||
}
|
||||
}
|
||||
}
|
||||
},
|
||||
"libraries": {
|
||||
"cTrader.Automate/1.0.14": {
|
||||
"sha512": "eNwE7WL90MGBKb5MuLAtZLdQy0vxkI5EVhLWAQ9S83EAdYkGAzdccvGFLk2oqmtSGBtD+gEpyrJUW/ej4dI4jw==",
|
||||
"type": "package",
|
||||
"path": "ctrader.automate/1.0.14",
|
||||
"hasTools": true,
|
||||
"files": [
|
||||
".nupkg.metadata",
|
||||
".signature.p7s",
|
||||
"build/cTrader.Automate.props",
|
||||
"build/cTrader.Automate.targets",
|
||||
"ctrader.automate.1.0.14.nupkg.sha512",
|
||||
"ctrader.automate.nuspec",
|
||||
"eula.md",
|
||||
"icon.png",
|
||||
"lib/net40/cAlgo.API.dll",
|
||||
"lib/net40/cAlgo.API.xml",
|
||||
"lib/net6.0/cAlgo.API.dll",
|
||||
"lib/net6.0/cAlgo.API.xml",
|
||||
"tools/net472/Core.AlgoFormat.Compose.Reflection.dll",
|
||||
"tools/net472/Core.AlgoFormat.Writer.dll",
|
||||
"tools/net472/Core.AlgoFormat.dll",
|
||||
"tools/net472/Core.Domain.Primitives.dll",
|
||||
"tools/net472/Newtonsoft.Json.dll",
|
||||
"tools/net472/System.Buffers.dll",
|
||||
"tools/net472/System.Collections.Immutable.dll",
|
||||
"tools/net472/System.Memory.dll",
|
||||
"tools/net472/System.Numerics.Vectors.dll",
|
||||
"tools/net472/System.Reflection.Metadata.dll",
|
||||
"tools/net472/System.Reflection.MetadataLoadContext.dll",
|
||||
"tools/net472/System.Runtime.CompilerServices.Unsafe.dll",
|
||||
"tools/net472/cTrader.Automate.Sdk.Tasks.dll",
|
||||
"tools/net6.0/Core.AlgoFormat.Compose.Reflection.dll",
|
||||
"tools/net6.0/Core.AlgoFormat.Writer.dll",
|
||||
"tools/net6.0/Core.AlgoFormat.dll",
|
||||
"tools/net6.0/Core.Connection.Protobuf.Common.dll",
|
||||
"tools/net6.0/Core.Domain.Primitives.dll",
|
||||
"tools/net6.0/Microsoft.Win32.SystemEvents.dll",
|
||||
"tools/net6.0/Newtonsoft.Json.dll",
|
||||
"tools/net6.0/System.Drawing.Common.dll",
|
||||
"tools/net6.0/System.Reflection.MetadataLoadContext.dll",
|
||||
"tools/net6.0/System.Security.Permissions.dll",
|
||||
"tools/net6.0/System.Windows.Extensions.dll",
|
||||
"tools/net6.0/cTrader.Automate.Sdk.Tasks.dll",
|
||||
"tools/net6.0/protobuf-net.Core.dll",
|
||||
"tools/net6.0/protobuf-net.dll",
|
||||
"tools/net6.0/runtimes/unix/lib/net6.0/System.Drawing.Common.dll",
|
||||
"tools/net6.0/runtimes/win/lib/net6.0/Microsoft.Win32.SystemEvents.dll",
|
||||
"tools/net6.0/runtimes/win/lib/net6.0/System.Drawing.Common.dll",
|
||||
"tools/net6.0/runtimes/win/lib/net6.0/System.Windows.Extensions.dll"
|
||||
]
|
||||
}
|
||||
},
|
||||
"projectFileDependencyGroups": {
|
||||
"net6.0": [
|
||||
"cTrader.Automate >= *"
|
||||
]
|
||||
},
|
||||
"packageFolders": {
|
||||
"C:\\Users\\Brummel\\.nuget\\packages\\": {}
|
||||
},
|
||||
"project": {
|
||||
"version": "1.0.0",
|
||||
"restore": {
|
||||
"projectUniqueName": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaSmaCrossoverSignal\\HmaSmaCrossoverSignal\\HmaSmaCrossoverSignal.csproj",
|
||||
"projectName": "HmaSmaCrossoverSignal",
|
||||
"projectPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaSmaCrossoverSignal\\HmaSmaCrossoverSignal\\HmaSmaCrossoverSignal.csproj",
|
||||
"packagesPath": "C:\\Users\\Brummel\\.nuget\\packages\\",
|
||||
"outputPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaSmaCrossoverSignal\\HmaSmaCrossoverSignal\\obj\\",
|
||||
"projectStyle": "PackageReference",
|
||||
"configFilePaths": [
|
||||
"C:\\Users\\Brummel\\AppData\\Roaming\\NuGet\\NuGet.Config"
|
||||
],
|
||||
"originalTargetFrameworks": [
|
||||
"net6.0"
|
||||
],
|
||||
"sources": {
|
||||
"https://api.nuget.org/v3/index.json": {}
|
||||
},
|
||||
"frameworks": {
|
||||
"net6.0": {
|
||||
"targetAlias": "net6.0",
|
||||
"projectReferences": {}
|
||||
}
|
||||
},
|
||||
"warningProperties": {
|
||||
"warnAsError": [
|
||||
"NU1605"
|
||||
]
|
||||
}
|
||||
},
|
||||
"frameworks": {
|
||||
"net6.0": {
|
||||
"targetAlias": "net6.0",
|
||||
"dependencies": {
|
||||
"cTrader.Automate": {
|
||||
"target": "Package",
|
||||
"version": "[*, )"
|
||||
}
|
||||
},
|
||||
"imports": [
|
||||
"net461",
|
||||
"net462",
|
||||
"net47",
|
||||
"net471",
|
||||
"net472",
|
||||
"net48"
|
||||
],
|
||||
"assetTargetFallback": true,
|
||||
"warn": true,
|
||||
"frameworkReferences": {
|
||||
"Microsoft.NETCore.App": {
|
||||
"privateAssets": "all"
|
||||
}
|
||||
},
|
||||
"runtimeIdentifierGraphPath": "C:\\Program Files\\dotnet\\sdk\\6.0.200\\RuntimeIdentifierGraph.json"
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
+10
@@ -0,0 +1,10 @@
|
||||
{
|
||||
"version": 2,
|
||||
"dgSpecHash": "gsY+QQDmIPx+sSjbH7sxPisXr6pkw57LnDv8vmwyNX36zT16qTTfyBOGiCeYbT44fvyFC/YvqEHJXGdREbyY6w==",
|
||||
"success": true,
|
||||
"projectFilePath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaSmaCrossoverSignal\\HmaSmaCrossoverSignal\\HmaSmaCrossoverSignal.csproj",
|
||||
"expectedPackageFiles": [
|
||||
"C:\\Users\\Brummel\\.nuget\\packages\\ctrader.automate\\1.0.14\\ctrader.automate.1.0.14.nupkg.sha512"
|
||||
],
|
||||
"logs": []
|
||||
}
|
||||
Binary file not shown.
@@ -0,0 +1,22 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio Version 16
|
||||
VisualStudioVersion = 16.0.30011.22
|
||||
MinimumVisualStudioVersion = 10.0.40219.1
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ImbalanceAlert", "ImbalanceAlert\ImbalanceAlert.csproj", "{c36a0d9f-f01d-43c6-8718-c23e761197a5}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
Release|Any CPU = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{c36a0d9f-f01d-43c6-8718-c23e761197a5}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{c36a0d9f-f01d-43c6-8718-c23e761197a5}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{c36a0d9f-f01d-43c6-8718-c23e761197a5}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{c36a0d9f-f01d-43c6-8718-c23e761197a5}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
@@ -0,0 +1,170 @@
|
||||
using System;
|
||||
using cAlgo.API;
|
||||
using cAlgo.API.Internals;
|
||||
|
||||
namespace cAlgo
|
||||
{
|
||||
[Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
|
||||
public class ImbalanceAlert : Indicator
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
// Alert Settings
|
||||
[Parameter("Send Email", DefaultValue = true, Group = "Alert Settings")]
|
||||
public bool SendEmail { get; set; }
|
||||
|
||||
[Parameter("Sender Email", DefaultValue = "junk001@mycelium.de", Group = "Alert Settings")]
|
||||
public string SenderEmail { get; set; }
|
||||
|
||||
[Parameter("Recipient Email", DefaultValue = "junk001@mycelium.de", Group = "Alert Settings")]
|
||||
public string RecipientEmail { get; set; }
|
||||
|
||||
[Parameter("Play Sound", DefaultValue = true, Group = "Alert Settings")]
|
||||
public bool PlaySound { get; set; }
|
||||
|
||||
[Parameter("Sound File Path", DefaultValue = "C:\\Windows\\Media\\Alarm07.wav", Group = "Alert Settings")]
|
||||
public string SoundFilePath { get; set; }
|
||||
|
||||
// Filters
|
||||
[Parameter("Min Gap Size (Pips)", DefaultValue = 1.0, Group = "Filters")]
|
||||
public double MinGapSizePips { get; set; }
|
||||
|
||||
// Visuals
|
||||
[Parameter("Draw Boxes", DefaultValue = true, Group = "Visuals")]
|
||||
public bool DrawBoxes { get; set; }
|
||||
|
||||
[Parameter("Bullish Color", DefaultValue = "Green", Group = "Visuals")]
|
||||
public string BullishColorName { get; set; }
|
||||
|
||||
[Parameter("Bearish Color", DefaultValue = "Red", Group = "Visuals")]
|
||||
public string BearishColorName { get; set; }
|
||||
|
||||
#endregion
|
||||
|
||||
#region Fields
|
||||
|
||||
private int _lastAlertBarIndex = -1;
|
||||
private Color _bullColor;
|
||||
private Color _bearColor;
|
||||
|
||||
#endregion
|
||||
|
||||
protected override void Initialize()
|
||||
{
|
||||
// 50% Transparency (Alpha 127 out of 255)
|
||||
_bullColor = Color.FromArgb(127, Color.FromName(BullishColorName));
|
||||
_bearColor = Color.FromArgb(127, Color.FromName(BearishColorName));
|
||||
}
|
||||
|
||||
public override void Calculate(int index)
|
||||
{
|
||||
// Need at least 3 completed bars (index-3 to index-1)
|
||||
if (index < 3) return;
|
||||
|
||||
int cIndex = index - 1; // The closed bar confirming the gap
|
||||
int aIndex = index - 3; // The origin bar
|
||||
|
||||
double highA = Bars.HighPrices[aIndex];
|
||||
double lowA = Bars.LowPrices[aIndex];
|
||||
|
||||
double highC = Bars.HighPrices[cIndex];
|
||||
double lowC = Bars.LowPrices[cIndex];
|
||||
|
||||
// Check Bullish FVG (Undervalued)
|
||||
// Gap is between High of A and Low of C
|
||||
if (lowC > highA)
|
||||
{
|
||||
// Bottom: HighA, Top: LowC
|
||||
ProcessGap(true, aIndex, cIndex, highA, lowC, index);
|
||||
}
|
||||
// Check Bearish FVG (Overvalued)
|
||||
// Gap is between Low of A and High of C
|
||||
else if (highC < lowA)
|
||||
{
|
||||
// Bottom: HighC, Top: LowA (Bugfix: Parameter order swapped)
|
||||
ProcessGap(false, aIndex, cIndex, highC, lowA, index);
|
||||
}
|
||||
}
|
||||
|
||||
private void ProcessGap(bool isBullish, int startBarIdx, int endBarIdx, double bottomPrice, double topPrice, int currentIndex)
|
||||
{
|
||||
double gapSize = topPrice - bottomPrice;
|
||||
|
||||
// Check against min size
|
||||
if (gapSize < MinGapSizePips * Symbol.PipSize) return;
|
||||
|
||||
// Visualization
|
||||
if (DrawBoxes)
|
||||
{
|
||||
string objName = $"FVG_{startBarIdx}";
|
||||
var color = isBullish ? _bullColor : _bearColor;
|
||||
|
||||
// Draw rectangle
|
||||
var rect = Chart.DrawRectangle(objName, startBarIdx, bottomPrice, endBarIdx, topPrice, color, 1, LineStyle.Solid);
|
||||
rect.IsFilled = true;
|
||||
}
|
||||
|
||||
// Alert Logic
|
||||
if (IsLastBar && RunningMode == RunningMode.RealTime)
|
||||
{
|
||||
if (_lastAlertBarIndex != currentIndex)
|
||||
{
|
||||
TriggerAlerts(isBullish, topPrice, bottomPrice);
|
||||
_lastAlertBarIndex = currentIndex;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private void TriggerAlerts(bool isBullish, double top, double bottom)
|
||||
{
|
||||
string type = isBullish ? "BULLISH" : "BEARISH";
|
||||
string message = $"{Symbol.Name} ({TimeFrame}): {type} Imbalance Detected. Range: {bottom} - {top}";
|
||||
|
||||
// 1. Sound Alert
|
||||
if (PlaySound)
|
||||
{
|
||||
if (!string.IsNullOrWhiteSpace(SoundFilePath))
|
||||
{
|
||||
try
|
||||
{
|
||||
Notifications.PlaySound(SoundFilePath);
|
||||
}
|
||||
catch
|
||||
{
|
||||
Notifications.PlaySound(SoundType.Doorbell);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// 2. Email Alert
|
||||
if (SendEmail)
|
||||
{
|
||||
SendAlertEmail(type, top, bottom);
|
||||
}
|
||||
|
||||
Print(message);
|
||||
}
|
||||
|
||||
private void SendAlertEmail(string type, double top, double bottom)
|
||||
{
|
||||
try
|
||||
{
|
||||
string subject = $"{Symbol.Name} ({TimeFrame}): {type} Imbalance Detected";
|
||||
string body = $@"
|
||||
<h1>Imbalance Manifested</h1>
|
||||
<p><strong>Symbol:</strong> {Symbol.Name}</p>
|
||||
<p><strong>Timeframe:</strong> {TimeFrame}</p>
|
||||
<p><strong>Direction:</strong> {type}</p>
|
||||
<p><strong>Gap Range:</strong> {bottom} - {top}</p>
|
||||
<p><strong>Time:</strong> {Server.Time.ToUniversalTime()} UTC</p>
|
||||
";
|
||||
|
||||
Notifications.SendEmail(SenderEmail, RecipientEmail, subject, body);
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
Print($"Failed to send email: {ex.Message}");
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,9 @@
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
<PropertyGroup>
|
||||
<TargetFramework>net6.0</TargetFramework>
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="cTrader.Automate" Version="*" />
|
||||
</ItemGroup>
|
||||
</Project>
|
||||
Binary file not shown.
@@ -0,0 +1,20 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 11.00
|
||||
# Visual Studio 2010
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Kairi Relative Index", "Kairi Relative Index\Kairi Relative Index.csproj", "{C3FBC874-301E-41CA-A6FE-A1059BA1C86E}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
Release|Any CPU = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{C3FBC874-301E-41CA-A6FE-A1059BA1C86E}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{C3FBC874-301E-41CA-A6FE-A1059BA1C86E}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{C3FBC874-301E-41CA-A6FE-A1059BA1C86E}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{C3FBC874-301E-41CA-A6FE-A1059BA1C86E}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
@@ -0,0 +1,33 @@
|
||||
using cAlgo.API;
|
||||
using cAlgo.API.Indicators;
|
||||
|
||||
namespace cAlgo
|
||||
{
|
||||
[Indicator(IsOverlay = false, AccessRights = AccessRights.None)]
|
||||
public class KairiRelativeIndex : Indicator
|
||||
{
|
||||
[Parameter("Source")]
|
||||
public DataSeries Source { get; set; }
|
||||
|
||||
[Parameter("Periods", DefaultValue = 14)]
|
||||
public int Periods { get; set; }
|
||||
|
||||
[Parameter("MA Type", DefaultValue = MovingAverageType.Simple)]
|
||||
public MovingAverageType MaType { get; set; }
|
||||
|
||||
[Output("KRI", LineColor = "Red")]
|
||||
public IndicatorDataSeries KRI { get; set; }
|
||||
|
||||
private MovingAverage MA;
|
||||
|
||||
protected override void Initialize()
|
||||
{
|
||||
MA = Indicators.MovingAverage(Source, Periods, MaType);
|
||||
}
|
||||
|
||||
public override void Calculate(int index)
|
||||
{
|
||||
KRI[index] = ((Source[index] - MA.Result[index]) / MA.Result[index]) * 100;
|
||||
}
|
||||
}
|
||||
}
|
||||
+60
@@ -0,0 +1,60 @@
|
||||
<?xml version="1.0" encoding="utf-8"?>
|
||||
<Project ToolsVersion="4.0" DefaultTargets="Build" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
|
||||
<Import Project="$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props" Condition="Exists('$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props')" />
|
||||
<PropertyGroup>
|
||||
<LangVersion>7.2</LangVersion>
|
||||
<Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
|
||||
<Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
|
||||
<ProjectGuid>{C3FBC874-301E-41CA-A6FE-A1059BA1C86E}</ProjectGuid>
|
||||
<ProjectTypeGuids>{DD87C1B2-3799-4CA2-93B6-5288EE928820};{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}</ProjectTypeGuids>
|
||||
<OutputType>Library</OutputType>
|
||||
<AppDesignerFolder>Properties</AppDesignerFolder>
|
||||
<RootNamespace>cAlgo</RootNamespace>
|
||||
<AssemblyName>Kairi Relative Index</AssemblyName>
|
||||
<TargetFrameworkVersion>v4.0</TargetFrameworkVersion>
|
||||
<TargetFrameworkProfile>Client</TargetFrameworkProfile>
|
||||
<FileAlignment>512</FileAlignment>
|
||||
<CheckForOverflowUnderflow>True</CheckForOverflowUnderflow>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">
|
||||
<DebugSymbols>true</DebugSymbols>
|
||||
<DebugType>full</DebugType>
|
||||
<Optimize>false</Optimize>
|
||||
<OutputPath>bin\Debug\</OutputPath>
|
||||
<DefineConstants>DEBUG;TRACE</DefineConstants>
|
||||
<ErrorReport>prompt</ErrorReport>
|
||||
<WarningLevel>4</WarningLevel>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Release|AnyCPU' ">
|
||||
<DebugType>pdbonly</DebugType>
|
||||
<Optimize>true</Optimize>
|
||||
<OutputPath>bin\Release\</OutputPath>
|
||||
<DefineConstants>TRACE</DefineConstants>
|
||||
<ErrorReport>prompt</ErrorReport>
|
||||
<WarningLevel>4</WarningLevel>
|
||||
</PropertyGroup>
|
||||
<ItemGroup>
|
||||
<Reference Include="System" />
|
||||
<Reference Include="System.Core" />
|
||||
<Reference Include="System.Xml.Linq" />
|
||||
<Reference Include="System.Data.DataSetExtensions" />
|
||||
<Reference Include="System.Data" />
|
||||
<Reference Include="System.Xml" />
|
||||
<Reference Include="cAlgo.API, Version=1.0.0.0, Culture=neutral, PublicKeyToken=3499da3018340880, processorArchitecture=MSIL">
|
||||
<SpecificVersion>False</SpecificVersion>
|
||||
<HintPath>..\..\..\..\API\cAlgo.API.dll</HintPath>
|
||||
</Reference>
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<Compile Include="Kairi Relative Index.cs" />
|
||||
<Compile Include="Properties\AssemblyInfo.cs" />
|
||||
</ItemGroup>
|
||||
<Import Project="$(MSBuildToolsPath)\Microsoft.CSharp.targets" />
|
||||
<!-- To modify your build process, add your task inside one of the targets below and uncomment it.
|
||||
Other similar extension points exist, see Microsoft.Common.targets.
|
||||
<Target Name="BeforeBuild">
|
||||
</Target>
|
||||
<Target Name="AfterBuild">
|
||||
</Target>
|
||||
-->
|
||||
</Project>
|
||||
+20
@@ -0,0 +1,20 @@
|
||||
using System.Diagnostics;
|
||||
using System.Reflection;
|
||||
using System.Runtime.InteropServices;
|
||||
|
||||
[assembly: AssemblyTitle("Kairi Relative Index")]
|
||||
[assembly: AssemblyDescription("")]
|
||||
[assembly: AssemblyConfiguration("")]
|
||||
[assembly: AssemblyProduct("Kairi Relative Index")]
|
||||
[assembly: AssemblyTrademark("")]
|
||||
[assembly: AssemblyCulture("")]
|
||||
|
||||
[assembly: ComVisible(false)]
|
||||
|
||||
[assembly: Guid("35f19c43-c7cc-4f53-b8e0-61caaf9cd8e8")]
|
||||
|
||||
[assembly: AssemblyVersion("1.0.0.0")]
|
||||
[assembly: AssemblyFileVersion("1.0.0.0")]
|
||||
#if DEBUG
|
||||
[assembly: Debuggable(DebuggableAttribute.DebuggingModes.Default | DebuggableAttribute.DebuggingModes.DisableOptimizations)]
|
||||
#endif
|
||||
Binary file not shown.
@@ -0,0 +1,20 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 11.00
|
||||
# Visual Studio 2010
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "MACD Crossover (7)", "MACD Crossover (7)\MACD Crossover (7).csproj", "{373DED72-A17B-4903-8EC9-FA9589B99D5D}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
Release|Any CPU = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{373DED72-A17B-4903-8EC9-FA9589B99D5D}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{373DED72-A17B-4903-8EC9-FA9589B99D5D}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{373DED72-A17B-4903-8EC9-FA9589B99D5D}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{373DED72-A17B-4903-8EC9-FA9589B99D5D}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
@@ -0,0 +1,155 @@
|
||||
// -------------------------------------------------------------------------------------------------
|
||||
//
|
||||
// This code is a cAlgo API MACD Crossover indicator provided by njardim@email.com on Dec 2015.
|
||||
//
|
||||
// Based on the original MACD Crossover indicator from cTrade.
|
||||
//
|
||||
// -------------------------------------------------------------------------------------------------
|
||||
/*
|
||||
* Indicator was modified by Telegram @Fibonacci2011 on Jan 2020.
|
||||
*
|
||||
* Modifications:
|
||||
*
|
||||
* 2020/1/21 Added MAType. Levels and Lookback feature
|
||||
* 2020/1/21 Added tick volume feature
|
||||
* 2020/1/22 Replaced lookback with MA smoothing feature
|
||||
* 2020/1/22 Added zero lag feature
|
||||
* 2020/2/10 Removed Tick Volume, error in logic
|
||||
|
||||
This is a modified version of the traditional MACD indicator.
|
||||
|
||||
Ma Smoothing attempts to show longer-term momentum and cycles better than the standard MACD.
|
||||
|
||||
Cut-Off levels indicate levels where MACD and signal line difference is greater than the level.
|
||||
|
||||
Tick volume feature takes into consideration the changes in tick volume. Increasing
|
||||
Tick Volume Factor will increasi tick volume feature relative weight
|
||||
|
||||
|
||||
=====================================================================================================
|
||||
SETTINGS
|
||||
=====================================================================================================
|
||||
|
||||
Traditional MACD:
|
||||
MACD periods: 12 & 26 // Signal period: 9 // MA Type: Exponential
|
||||
|
||||
Linda Raschke:
|
||||
MACD periods: 3 & 10 // Signal period: 16 // MA Type: Simple
|
||||
|
||||
Awesome Oscillator:
|
||||
MACD periods: 5 & 34 // Signal period:N/A // MA Type: Simple
|
||||
|
||||
*/
|
||||
// -------------------------------------------------------------------------------------------------
|
||||
|
||||
using System;
|
||||
using cAlgo.API;
|
||||
using cAlgo.API.Internals;
|
||||
using cAlgo.API.Indicators;
|
||||
using cAlgo.Indicators;
|
||||
|
||||
namespace cAlgo
|
||||
{
|
||||
[Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
|
||||
public class MACDCrossover : Indicator
|
||||
{
|
||||
|
||||
// public MACDCrossover MACDCrossover;
|
||||
|
||||
[Parameter()]
|
||||
public DataSeries Source { get; set; }
|
||||
|
||||
[Parameter("MA Type", Group = "--- MA Type ---", DefaultValue = MovingAverageType.Simple)]
|
||||
public MovingAverageType MAType { get; set; }
|
||||
|
||||
[Parameter("Long Cycle", Group = "--- Period ---", DefaultValue = 10)]
|
||||
public int LongCycle { get; set; }
|
||||
|
||||
[Parameter("Short Cycle", Group = "--- Period ---", DefaultValue = 3)]
|
||||
public int ShortCycle { get; set; }
|
||||
|
||||
[Parameter("Signal Periods", Group = "--- Period ---", DefaultValue = 16)]
|
||||
public int Periods { get; set; }
|
||||
|
||||
[Parameter("Scale by bar time span (on tick charts)", Group = "--- Period ---", DefaultValue = true)]
|
||||
public bool ScaleByTimeSpan { get; set; }
|
||||
|
||||
[Output("Histogram", PlotType = PlotType.Line, LineColor = "Transparent", Thickness = 1)]
|
||||
public IndicatorDataSeries Histogram { get; set; }
|
||||
|
||||
[Output("Histogram UpSlope", PlotType = PlotType.Histogram, LineColor = "Green", Thickness = 5)]
|
||||
public IndicatorDataSeries HistogramRisingPositive { get; set; }
|
||||
|
||||
[Output("Histogram UpDownSlope", PlotType = PlotType.Histogram, LineColor = "Aquamarine", Thickness = 5)]
|
||||
public IndicatorDataSeries HistogramRisingNegative { get; set; }
|
||||
|
||||
[Output("Histogram DownSlope", PlotType = PlotType.Histogram, LineColor = "DarkRed", Thickness = 5)]
|
||||
public IndicatorDataSeries HistogramFallingNegative { get; set; }
|
||||
|
||||
[Output("Histogram DownUpSlope", PlotType = PlotType.Histogram, LineColor = "Pink", Thickness = 5)]
|
||||
public IndicatorDataSeries HistogramFallingPositive { get; set; }
|
||||
|
||||
[Output("Signal", LineColor = "Yellow", PlotType = PlotType.DiscontinuousLine, LineStyle = LineStyle.Lines, Thickness = 1)]
|
||||
public IndicatorDataSeries Signal { get; set; }
|
||||
|
||||
public IndicatorDataSeries Times { get; set; }
|
||||
|
||||
private MovingAverage SlowMa;
|
||||
private MovingAverage FastMa;
|
||||
private MovingAverage SignalMa;
|
||||
private MovingAverage TimesMa;
|
||||
|
||||
public IndicatorDataSeries macd;
|
||||
|
||||
protected override void Initialize()
|
||||
{
|
||||
SlowMa = Indicators.MovingAverage(Source, LongCycle, MAType);
|
||||
FastMa = Indicators.MovingAverage(Source, ShortCycle, MAType);
|
||||
|
||||
macd = CreateDataSeries();
|
||||
Times = CreateDataSeries();
|
||||
SignalMa = Indicators.MovingAverage(macd, Periods, MAType);
|
||||
TimesMa = Indicators.MovingAverage(Times, 200, MovingAverageType.Simple );
|
||||
}
|
||||
|
||||
public override void Calculate(int index)
|
||||
{
|
||||
if( index>0 )
|
||||
{
|
||||
var t0 = Bars.OpenTimes[index];
|
||||
var t1 = Bars.OpenTimes[index-1];
|
||||
if( t0.ToLocalTime().Date == t1.ToLocalTime().Date )
|
||||
Times[index] = (t0-t1).TotalMinutes;
|
||||
else
|
||||
Times[index] = 0;
|
||||
}
|
||||
|
||||
macd[index] = (FastMa.Result[index] - SlowMa.Result[index]);
|
||||
Histogram[index] = macd[index];
|
||||
if( ScaleByTimeSpan && Times[index]>0)
|
||||
Histogram[index] *= TimesMa.Result[index] / Times[index];
|
||||
|
||||
Signal[index] = SignalMa.Result[index];
|
||||
|
||||
HistogramRisingPositive[index] = 0;
|
||||
HistogramRisingNegative[index] = 0;
|
||||
HistogramFallingPositive[index] = 0;
|
||||
HistogramFallingNegative[index] = 0;
|
||||
|
||||
if (Histogram[index] > 0)
|
||||
{
|
||||
if (Histogram.IsRising())
|
||||
HistogramRisingPositive[index] = Histogram[index];
|
||||
else
|
||||
HistogramRisingNegative[index] = Histogram[index];
|
||||
}
|
||||
else if (Histogram[index] < 0)
|
||||
{
|
||||
if (Histogram.IsRising())
|
||||
HistogramFallingPositive[index] = Histogram[index];
|
||||
else
|
||||
HistogramFallingNegative[index] = Histogram[index];
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,24 @@
|
||||
<?xml version="1.0" encoding="utf-8"?>
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
<PropertyGroup>
|
||||
<TargetFramework>net6.0</TargetFramework>
|
||||
<EnableDefaultItems>False</EnableDefaultItems>
|
||||
<GenerateAssemblyInfo>False</GenerateAssemblyInfo>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup>
|
||||
<LangVersion>7.2</LangVersion>
|
||||
<Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
|
||||
<Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
|
||||
<AppDesignerFolder>Properties</AppDesignerFolder>
|
||||
<RootNamespace>cAlgo</RootNamespace>
|
||||
<AssemblyName>MACD Crossover (7)</AssemblyName>
|
||||
<FileAlignment>512</FileAlignment>
|
||||
</PropertyGroup>
|
||||
<ItemGroup>
|
||||
<PackageReference Include="cTrader.Automate" Version="1.*" />
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<Compile Include="MACD Crossover (7).cs" />
|
||||
<Compile Include="Properties\AssemblyInfo.cs" />
|
||||
</ItemGroup>
|
||||
</Project>
|
||||
+64
@@ -0,0 +1,64 @@
|
||||
<?xml version="1.0" encoding="utf-8"?>
|
||||
<Project ToolsVersion="12.0" DefaultTargets="Build" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
|
||||
<Import Project="$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props" Condition="Exists('$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props')" />
|
||||
<PropertyGroup>
|
||||
<LangVersion>7.2</LangVersion>
|
||||
<Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
|
||||
<Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
|
||||
<ProjectGuid>{373DED72-A17B-4903-8EC9-FA9589B99D5D}</ProjectGuid>
|
||||
<ProjectTypeGuids>{DD87C1B2-3799-4CA2-93B6-5288EE928820};{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}</ProjectTypeGuids>
|
||||
<OutputType>Library</OutputType>
|
||||
<AppDesignerFolder>Properties</AppDesignerFolder>
|
||||
<RootNamespace>cAlgo</RootNamespace>
|
||||
<AssemblyName>MACD Crossover (7)</AssemblyName>
|
||||
<TargetFrameworkVersion>v4.6.1</TargetFrameworkVersion>
|
||||
<TargetFrameworkProfile>
|
||||
</TargetFrameworkProfile>
|
||||
<FileAlignment>512</FileAlignment>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">
|
||||
<DebugSymbols>true</DebugSymbols>
|
||||
<DebugType>full</DebugType>
|
||||
<Optimize>false</Optimize>
|
||||
<OutputPath>bin\Debug\</OutputPath>
|
||||
<DefineConstants>DEBUG;TRACE</DefineConstants>
|
||||
<ErrorReport>prompt</ErrorReport>
|
||||
<WarningLevel>4</WarningLevel>
|
||||
<WarningsAsErrors>CS0108,CS0162,CS0109,CS0219,CS0169,CS0628</WarningsAsErrors>
|
||||
<Prefer32Bit>false</Prefer32Bit>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Release|AnyCPU' ">
|
||||
<DebugType>pdbonly</DebugType>
|
||||
<Optimize>true</Optimize>
|
||||
<OutputPath>bin\Release\</OutputPath>
|
||||
<DefineConstants>TRACE</DefineConstants>
|
||||
<ErrorReport>prompt</ErrorReport>
|
||||
<WarningLevel>4</WarningLevel>
|
||||
<WarningsAsErrors>CS0108,CS0162,CS0109,CS0219,CS0169,CS0628</WarningsAsErrors>
|
||||
<Prefer32Bit>false</Prefer32Bit>
|
||||
</PropertyGroup>
|
||||
<ItemGroup>
|
||||
<Reference Include="System" />
|
||||
<Reference Include="System.Core" />
|
||||
<Reference Include="System.Xml.Linq" />
|
||||
<Reference Include="System.Data.DataSetExtensions" />
|
||||
<Reference Include="System.Data" />
|
||||
<Reference Include="System.Xml" />
|
||||
<Reference Include="cAlgo.API, Version=1.0.0.0, Culture=neutral, PublicKeyToken=3499da3018340880, processorArchitecture=MSIL">
|
||||
<SpecificVersion>False</SpecificVersion>
|
||||
<HintPath>..\..\..\..\API\cAlgo.API.dll</HintPath>
|
||||
</Reference>
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<Compile Include="MACD Crossover (7).cs" />
|
||||
<Compile Include="Properties\AssemblyInfo.cs" />
|
||||
</ItemGroup>
|
||||
<Import Project="$(MSBuildToolsPath)\Microsoft.CSharp.targets" />
|
||||
<!-- To modify your build process, add your task inside one of the targets below and uncomment it.
|
||||
Other similar extension points exist, see Microsoft.Common.targets.
|
||||
<Target Name="BeforeBuild">
|
||||
</Target>
|
||||
<Target Name="AfterBuild">
|
||||
</Target>
|
||||
-->
|
||||
</Project>
|
||||
@@ -0,0 +1,20 @@
|
||||
using System.Diagnostics;
|
||||
using System.Reflection;
|
||||
using System.Runtime.InteropServices;
|
||||
|
||||
[assembly: AssemblyTitle("MACD Crossover (7)")]
|
||||
[assembly: AssemblyDescription("")]
|
||||
[assembly: AssemblyConfiguration("")]
|
||||
[assembly: AssemblyProduct("MACD Crossover (7)")]
|
||||
[assembly: AssemblyTrademark("")]
|
||||
[assembly: AssemblyCulture("")]
|
||||
|
||||
[assembly: ComVisible(false)]
|
||||
|
||||
[assembly: Guid("35f19c43-c7cc-4f53-b8e0-61caaf9cd8e8")]
|
||||
|
||||
[assembly: AssemblyVersion("1.0.0.0")]
|
||||
[assembly: AssemblyFileVersion("1.0.0.0")]
|
||||
#if DEBUG
|
||||
[assembly: Debuggable(DebuggableAttribute.DebuggingModes.Default | DebuggableAttribute.DebuggingModes.DisableOptimizations)]
|
||||
#endif
|
||||
Some files were not shown because too many files have changed in this diff Show More
Reference in New Issue
Block a user