Optimizing and Refactoring HmaClusterBot & -Indicator
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using System;
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using System.Collections.Generic;
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using System.Globalization;
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using System.IO;
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namespace Myc.HmaSma
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{
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/// <summary>
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/// DTO representing a single row in the HMA/SMA configuration file.
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/// </summary>
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public class HmaSmaParameters
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{
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// Initialized to string.Empty to satisfy CS8618
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public string Symbol { get; set; } = string.Empty;
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public string Timeframe { get; set; } = string.Empty;
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public double EntrySig { get; set; }
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public double SlSig { get; set; }
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public int SmaBias { get; set; }
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public int HmaBias { get; set; }
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public int HmaCluster { get; set; }
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public bool BiasFilter { get; set; }
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public int BiasAvg { get; set; }
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public bool DynMgmt { get; set; }
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public bool TelegramOnly { get; set; }
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public override string ToString()
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{
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return $"{Symbol} {Timeframe}: SMA={SmaBias}, HMA={HmaBias}, Cluster={HmaCluster}";
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}
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}
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/// <summary>
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/// Handles parsing and caching of HMA/SMA configuration files.
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/// </summary>
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public class HmaSmaLoader
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{
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// Key: "SYMBOL_TIMEFRAME" (Normalized to UpperCase)
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private readonly Dictionary<string, HmaSmaParameters> _cache = new Dictionary<string, HmaSmaParameters>();
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private readonly string _filePath;
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public HmaSmaLoader(string filePath)
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{
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_filePath = filePath;
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}
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/// <summary>
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/// Reads the file and populates the internal cache.
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/// Throws FileNotFoundException if file is missing.
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/// Returns number of successfully loaded entries.
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/// </summary>
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public int Load()
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{
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_cache.Clear();
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if (!File.Exists(_filePath))
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throw new FileNotFoundException($"Config file not found: {_filePath}");
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var lines = File.ReadAllLines(_filePath);
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int loadedCount = 0;
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foreach (var line in lines)
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{
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var trimmed = line.Trim();
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if (string.IsNullOrWhiteSpace(trimmed) || trimmed.StartsWith("#"))
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continue;
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// Split by whitespace (tabs or spaces)
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var cols = trimmed.Split(new[] { ' ', '\t' }, StringSplitOptions.RemoveEmptyEntries);
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// Ensure we have at least 11 columns based on specification
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if (cols.Length < 11)
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continue;
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try
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{
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var param = new HmaSmaParameters
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{
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Symbol = cols[0],
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Timeframe = cols[1],
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EntrySig = double.Parse(cols[2], CultureInfo.InvariantCulture),
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SlSig = double.Parse(cols[3], CultureInfo.InvariantCulture),
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SmaBias = int.Parse(cols[4], CultureInfo.InvariantCulture),
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HmaBias = int.Parse(cols[5], CultureInfo.InvariantCulture),
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HmaCluster = int.Parse(cols[6], CultureInfo.InvariantCulture),
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BiasFilter = bool.Parse(cols[7]),
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BiasAvg = int.Parse(cols[8], CultureInfo.InvariantCulture),
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DynMgmt = bool.Parse(cols[9]),
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TelegramOnly = bool.Parse(cols[10])
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};
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string key = BuildKey(param.Symbol, param.Timeframe);
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// Overwrite duplicates if they exist lower in the file
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_cache[key] = param;
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loadedCount++;
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}
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catch (Exception)
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{
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// Fail silently for single bad lines, or log if logger provided.
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// For library code, we skip invalid lines to ensure robustness.
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continue;
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}
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}
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return loadedCount;
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}
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/// <summary>
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/// Retrieves configuration for a specific symbol and timeframe.
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/// Returns null if not found.
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/// </summary>
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public HmaSmaParameters? GetParameters(string symbol, string timeframe)
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{
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string key = BuildKey(symbol, timeframe);
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return _cache.TryGetValue(key, out var parameters) ? parameters : null;
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}
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private static string BuildKey(string symbol, string timeframe)
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{
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return $"{symbol.ToUpperInvariant()}_{timeframe.ToUpperInvariant()}";
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}
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}
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}
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@@ -0,0 +1,24 @@
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Microsoft Visual Studio Solution File, Format Version 12.00
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# Visual Studio Version 17
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VisualStudioVersion = 17.5.2.0
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MinimumVisualStudioVersion = 10.0.40219.1
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Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "MSLib", "MSLib.csproj", "{35379097-39C9-E3AB-CA26-4A355536E164}"
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EndProject
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Global
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GlobalSection(SolutionConfigurationPlatforms) = preSolution
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Debug|Any CPU = Debug|Any CPU
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Release|Any CPU = Release|Any CPU
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EndGlobalSection
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GlobalSection(ProjectConfigurationPlatforms) = postSolution
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{35379097-39C9-E3AB-CA26-4A355536E164}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
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{35379097-39C9-E3AB-CA26-4A355536E164}.Debug|Any CPU.Build.0 = Debug|Any CPU
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{35379097-39C9-E3AB-CA26-4A355536E164}.Release|Any CPU.ActiveCfg = Release|Any CPU
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{35379097-39C9-E3AB-CA26-4A355536E164}.Release|Any CPU.Build.0 = Release|Any CPU
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EndGlobalSection
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GlobalSection(SolutionProperties) = preSolution
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HideSolutionNode = FALSE
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EndGlobalSection
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GlobalSection(ExtensibilityGlobals) = postSolution
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SolutionGuid = {63787C32-34FC-4DC2-99AD-98BEA2F486EC}
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EndGlobalSection
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EndGlobal
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@@ -0,0 +1,213 @@
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using System;
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using System.Collections.Generic;
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namespace Myc
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{
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public enum PointType { Peak, Trough }
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public struct ExtremumPoint
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{
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public double Price;
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public int Index;
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public PointType Type;
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}
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public struct ClusterZone
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{
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public double Price;
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public double Score;
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}
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/// <summary>
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/// Hochoptimierte Engine. Hält den State im Speicher, um GC-Allocations zu vermeiden.
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/// Nutzt eine permanent preis-sortierte Liste für extrem schnelle Range-Abfragen.
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/// </summary>
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public class ClusterCalculator
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{
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// Permanente Buffer verhindern "new List<>" Zuweisungen pro Tick
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private readonly List<ExtremumPoint> _priceSortedPoints;
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private readonly List<ClusterZone> _candidatesBuffer;
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private readonly List<ClusterZone> _resultsBuffer;
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private readonly CandidateComparer _candidateComparer = new CandidateComparer();
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// Status für effizientes Aufräumen (Pruning)
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private int _lastPruneIndex = 0;
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private const int PruneInterval = 100; // Nur alle 100 Bars aufräumen spart CPU
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public ClusterCalculator(int capacity = 2000)
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{
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_priceSortedPoints = new List<ExtremumPoint>(capacity);
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_candidatesBuffer = new List<ClusterZone>(capacity);
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_resultsBuffer = new List<ClusterZone>(100);
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}
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/// <summary>
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/// Fügt einen Punkt via BinarySearch ein, um die Sortierung beizubehalten (O(log N)).
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/// </summary>
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public void AddPoint(ExtremumPoint point)
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{
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int low = 0;
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int high = _priceSortedPoints.Count - 1;
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while (low <= high)
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{
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int mid = low + (high - low) / 2;
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if (_priceSortedPoints[mid].Price < point.Price)
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low = mid + 1;
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else
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high = mid - 1;
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}
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_priceSortedPoints.Insert(low, point);
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}
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/// <summary>
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/// Entfernt alte Punkte. Nutzt einen effizienten "Swap-and-Cut" Algorithmus (O(N)),
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/// statt langsamem RemoveAt in einer Schleife (O(N^2)).
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/// </summary>
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private void PruneOldPoints(int currentIndex, int decayPeriod)
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{
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int cutoffIndex = currentIndex - decayPeriod;
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int writeIndex = 0;
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// In-Place Filterung (vermeidet Array-Copies)
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for (int i = 0; i < _priceSortedPoints.Count; i++)
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{
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if (_priceSortedPoints[i].Index >= cutoffIndex)
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{
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_priceSortedPoints[writeIndex] = _priceSortedPoints[i];
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writeIndex++;
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}
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}
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// Den Rest der Liste abschneiden
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if (writeIndex < _priceSortedPoints.Count)
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{
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_priceSortedPoints.RemoveRange(writeIndex, _priceSortedPoints.Count - writeIndex);
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}
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}
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public (List<ClusterZone> Zones, double TotalWeight) Calculate(
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int currentIndex,
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double currentPrice,
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double range,
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int decayPeriod,
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int maxZones)
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{
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// 1. Internes Auto-Pruning (gedrosselt)
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if (currentIndex - _lastPruneIndex >= PruneInterval)
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{
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PruneOldPoints(currentIndex, decayPeriod);
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_lastPruneIndex = currentIndex;
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}
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_candidatesBuffer.Clear();
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_resultsBuffer.Clear();
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int count = _priceSortedPoints.Count;
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if (count < 2) return (_resultsBuffer, 0.0);
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double totalWeightSum = 0.0;
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// 2. Sliding Window auf der sortierten Liste
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// Da die Liste nach Preis sortiert ist, können wir Fenster [Center-Range, Center+Range] effizient finden.
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int left = 0;
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int right = 0;
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for (int i = 0; i < count; i++)
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{
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var centerPt = _priceSortedPoints[i];
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double centerWeight = GetWeight(centerPt, currentIndex, currentPrice, decayPeriod);
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// Tote Punkte ignorieren (Micro-Optimierung)
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if (centerWeight <= 0.001) continue;
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totalWeightSum += centerWeight;
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double minPrice = centerPt.Price - range;
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double maxPrice = centerPt.Price + range;
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// Fenster nach rechts erweitern
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while (right < count && _priceSortedPoints[right].Price <= maxPrice)
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{
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right++;
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}
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// Fenster von links verkleinern
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while (left < right && _priceSortedPoints[left].Price < minPrice)
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{
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left++;
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}
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// Gewichtung im Fenster summieren
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double localScore = 0;
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for (int k = left; k < right; k++)
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{
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localScore += GetWeight(_priceSortedPoints[k], currentIndex, currentPrice, decayPeriod);
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}
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if (localScore > 0.01)
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{
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_candidatesBuffer.Add(new ClusterZone
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{
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Price = centerPt.Price,
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Score = localScore
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});
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}
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}
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// 3. Kandidaten sortieren (Allocation Free via Comparer)
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_candidatesBuffer.Sort(_candidateComparer);
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// 4. Überlappungen filtern
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int candCount = _candidatesBuffer.Count;
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for (int i = 0; i < candCount; i++)
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{
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if (_resultsBuffer.Count >= maxZones) break;
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var cand = _candidatesBuffer[i];
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bool overlaps = false;
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int resCount = _resultsBuffer.Count;
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for (int j = 0; j < resCount; j++)
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{
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if (Math.Abs(_resultsBuffer[j].Price - cand.Price) < range)
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{
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overlaps = true;
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break;
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}
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}
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if (!overlaps)
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{
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_resultsBuffer.Add(cand);
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}
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}
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return (_resultsBuffer, totalWeightSum);
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}
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private double GetWeight(ExtremumPoint p, int currentIndex, double currentPrice, int decayPeriod)
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{
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double age = currentIndex - p.Index;
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if (age > decayPeriod) return 0.0;
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double w = 1.0 - (age / decayPeriod);
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if (w < 0) return 0.0;
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// Role Reversal Logic
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if ((p.Type == PointType.Peak && p.Price < currentPrice) ||
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(p.Type == PointType.Trough && p.Price > currentPrice))
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{
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w *= 2.0;
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}
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return w;
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}
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private class CandidateComparer : IComparer<ClusterZone>
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{
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public int Compare(ClusterZone x, ClusterZone y) => y.Score.CompareTo(x.Score);
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||||||
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}
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||||||
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}
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||||||
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}
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||||||
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@@ -7,4 +7,4 @@ build_property.InvariantGlobalization =
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build_property.PlatformNeutralAssembly =
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build_property.PlatformNeutralAssembly =
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build_property._SupportedPlatformList = Linux,macOS,Windows
|
build_property._SupportedPlatformList = Linux,macOS,Windows
|
||||||
build_property.RootNamespace = MSLib
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build_property.RootNamespace = MSLib
|
||||||
build_property.ProjectDir = C:\Users\Brummel\Documents\cAlgo\Sources\Common\MSLib\
|
build_property.ProjectDir = c:\Users\Brummel\Documents\cAlgo\Sources\Common\MSLib\
|
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375eb7427a13a6a1a036f49ce73cc2a66452e118
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3ad9fabd4c4d10fabf7ae747a073d85bece381b1
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@@ -10,3 +10,15 @@ C:\Users\Brummel\Documents\cAlgo\Sources\Common\MSLib\obj\Debug\net6.0\MSLib.dll
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C:\Users\Brummel\Documents\cAlgo\Sources\Common\MSLib\obj\Debug\net6.0\refint\MSLib.dll
|
C:\Users\Brummel\Documents\cAlgo\Sources\Common\MSLib\obj\Debug\net6.0\refint\MSLib.dll
|
||||||
C:\Users\Brummel\Documents\cAlgo\Sources\Common\MSLib\obj\Debug\net6.0\MSLib.pdb
|
C:\Users\Brummel\Documents\cAlgo\Sources\Common\MSLib\obj\Debug\net6.0\MSLib.pdb
|
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C:\Users\Brummel\Documents\cAlgo\Sources\Common\MSLib\obj\Debug\net6.0\ref\MSLib.dll
|
C:\Users\Brummel\Documents\cAlgo\Sources\Common\MSLib\obj\Debug\net6.0\ref\MSLib.dll
|
||||||
|
t:\cTrader-Algo\Sources\Common\MSLib\bin\Debug\net6.0\MSLib.deps.json
|
||||||
|
t:\cTrader-Algo\Sources\Common\MSLib\bin\Debug\net6.0\MSLib.dll
|
||||||
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t:\cTrader-Algo\Sources\Common\MSLib\bin\Debug\net6.0\MSLib.pdb
|
||||||
|
t:\cTrader-Algo\Sources\Common\MSLib\obj\Debug\net6.0\MSLib.csproj.AssemblyReference.cache
|
||||||
|
t:\cTrader-Algo\Sources\Common\MSLib\obj\Debug\net6.0\MSLib.GeneratedMSBuildEditorConfig.editorconfig
|
||||||
|
t:\cTrader-Algo\Sources\Common\MSLib\obj\Debug\net6.0\MSLib.AssemblyInfoInputs.cache
|
||||||
|
t:\cTrader-Algo\Sources\Common\MSLib\obj\Debug\net6.0\MSLib.AssemblyInfo.cs
|
||||||
|
t:\cTrader-Algo\Sources\Common\MSLib\obj\Debug\net6.0\MSLib.csproj.CoreCompileInputs.cache
|
||||||
|
t:\cTrader-Algo\Sources\Common\MSLib\obj\Debug\net6.0\MSLib.dll
|
||||||
|
t:\cTrader-Algo\Sources\Common\MSLib\obj\Debug\net6.0\refint\MSLib.dll
|
||||||
|
t:\cTrader-Algo\Sources\Common\MSLib\obj\Debug\net6.0\MSLib.pdb
|
||||||
|
t:\cTrader-Algo\Sources\Common\MSLib\obj\Debug\net6.0\ref\MSLib.dll
|
||||||
|
|||||||
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
@@ -1,17 +1,17 @@
|
|||||||
{
|
{
|
||||||
"format": 1,
|
"format": 1,
|
||||||
"restore": {
|
"restore": {
|
||||||
"C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Common\\MSLib\\MSLib.csproj": {}
|
"c:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Common\\MSLib\\MSLib.csproj": {}
|
||||||
},
|
},
|
||||||
"projects": {
|
"projects": {
|
||||||
"C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Common\\MSLib\\MSLib.csproj": {
|
"c:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Common\\MSLib\\MSLib.csproj": {
|
||||||
"version": "1.0.0",
|
"version": "1.0.0",
|
||||||
"restore": {
|
"restore": {
|
||||||
"projectUniqueName": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Common\\MSLib\\MSLib.csproj",
|
"projectUniqueName": "c:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Common\\MSLib\\MSLib.csproj",
|
||||||
"projectName": "MSLib",
|
"projectName": "MSLib",
|
||||||
"projectPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Common\\MSLib\\MSLib.csproj",
|
"projectPath": "c:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Common\\MSLib\\MSLib.csproj",
|
||||||
"packagesPath": "C:\\Users\\Brummel\\.nuget\\packages\\",
|
"packagesPath": "C:\\Users\\Brummel\\.nuget\\packages\\",
|
||||||
"outputPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Common\\MSLib\\obj\\",
|
"outputPath": "c:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Common\\MSLib\\obj\\",
|
||||||
"projectStyle": "PackageReference",
|
"projectStyle": "PackageReference",
|
||||||
"configFilePaths": [
|
"configFilePaths": [
|
||||||
"C:\\Users\\Brummel\\AppData\\Roaming\\NuGet\\NuGet.Config"
|
"C:\\Users\\Brummel\\AppData\\Roaming\\NuGet\\NuGet.Config"
|
||||||
|
|||||||
@@ -1,8 +1,8 @@
|
|||||||
{
|
{
|
||||||
"version": 2,
|
"version": 2,
|
||||||
"dgSpecHash": "Oo9DgV2PMMwBLALF97djBTxT9Wgbo3xT86Zo8aWAwrxLBxF4zrxrwtxR5/TCIXpFczNFbEDKftQZxvjl9Y6BHQ==",
|
"dgSpecHash": "QUjfNVpQVakrJnZ6ikXioBqXAAQSJGbdswDDGq/346m+iKBsBuuIGU7p4bNk4ScgIgCDP9J76j1QkbDrbUrkrg==",
|
||||||
"success": true,
|
"success": true,
|
||||||
"projectFilePath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Common\\MSLib\\MSLib.csproj",
|
"projectFilePath": "c:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Common\\MSLib\\MSLib.csproj",
|
||||||
"expectedPackageFiles": [],
|
"expectedPackageFiles": [],
|
||||||
"logs": []
|
"logs": []
|
||||||
}
|
}
|
||||||
Binary file not shown.
@@ -1,20 +0,0 @@
|
|||||||
|
|
||||||
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
@@ -1,504 +0,0 @@
|
|||||||
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
@@ -1,58 +0,0 @@
|
|||||||
<?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
@@ -1,16 +0,0 @@
|
|||||||
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.
@@ -1,22 +0,0 @@
|
|||||||
|
|
||||||
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
@@ -1,249 +0,0 @@
|
|||||||
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
@@ -1,9 +0,0 @@
|
|||||||
<Project Sdk="Microsoft.NET.Sdk">
|
|
||||||
<PropertyGroup>
|
|
||||||
<TargetFramework>net6.0</TargetFramework>
|
|
||||||
</PropertyGroup>
|
|
||||||
|
|
||||||
<ItemGroup>
|
|
||||||
<PackageReference Include="cTrader.Automate" Version="1.*" />
|
|
||||||
</ItemGroup>
|
|
||||||
</Project>
|
|
||||||
@@ -1,182 +0,0 @@
|
|||||||
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;
|
|
||||||
}
|
|
||||||
}
|
|
||||||
}
|
|
||||||
@@ -1,9 +0,0 @@
|
|||||||
<Project Sdk="Microsoft.NET.Sdk">
|
|
||||||
<PropertyGroup>
|
|
||||||
<TargetFramework>net6.0</TargetFramework>
|
|
||||||
</PropertyGroup>
|
|
||||||
|
|
||||||
<ItemGroup>
|
|
||||||
<PackageReference Include="cTrader.Automate" Version="1.*" />
|
|
||||||
</ItemGroup>
|
|
||||||
</Project>
|
|
||||||
Binary file not shown.
@@ -1,63 +0,0 @@
|
|||||||
###############################################################################
|
|
||||||
# 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
|
|
||||||
@@ -1,363 +0,0 @@
|
|||||||
## 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
|
|
||||||
@@ -1,20 +0,0 @@
|
|||||||
|
|
||||||
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
@@ -1,345 +0,0 @@
|
|||||||
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
@@ -1,60 +0,0 @@
|
|||||||
<?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
@@ -1,20 +0,0 @@
|
|||||||
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.
@@ -1,9 +1,8 @@
|
|||||||
using System;
|
using System;
|
||||||
using System.IO;
|
|
||||||
using System.Linq;
|
|
||||||
using cAlgo.API;
|
using cAlgo.API;
|
||||||
using cAlgo.API.Indicators;
|
using cAlgo.API.Indicators;
|
||||||
using cAlgo.API.Internals;
|
using cAlgo.API.Internals;
|
||||||
|
using Myc.HmaSma;
|
||||||
|
|
||||||
namespace cAlgo
|
namespace cAlgo
|
||||||
{
|
{
|
||||||
@@ -39,7 +38,7 @@ namespace cAlgo
|
|||||||
private HullMovingAverage _hmaBiasIndicator;
|
private HullMovingAverage _hmaBiasIndicator;
|
||||||
private HullMovingAverage _hmaClusterIndicator;
|
private HullMovingAverage _hmaClusterIndicator;
|
||||||
|
|
||||||
// Default values from prompt header
|
// Default values
|
||||||
private int _smaBiasLength = 200;
|
private int _smaBiasLength = 200;
|
||||||
private int _hmaBiasLength = 250;
|
private int _hmaBiasLength = 250;
|
||||||
private int _hmaClusterLength = 25;
|
private int _hmaClusterLength = 25;
|
||||||
@@ -48,7 +47,7 @@ namespace cAlgo
|
|||||||
|
|
||||||
protected override void Initialize()
|
protected override void Initialize()
|
||||||
{
|
{
|
||||||
LoadConfiguration();
|
ApplyExternalConfiguration();
|
||||||
|
|
||||||
// Initialize indicators with loaded or default values
|
// Initialize indicators with loaded or default values
|
||||||
_smaBiasIndicator = Indicators.SimpleMovingAverage(Bars.ClosePrices, _smaBiasLength);
|
_smaBiasIndicator = Indicators.SimpleMovingAverage(Bars.ClosePrices, _smaBiasLength);
|
||||||
@@ -70,65 +69,31 @@ namespace cAlgo
|
|||||||
HmaClusterOutput[index] = _hmaClusterIndicator.Result[index];
|
HmaClusterOutput[index] = _hmaClusterIndicator.Result[index];
|
||||||
}
|
}
|
||||||
|
|
||||||
private void LoadConfiguration()
|
private void ApplyExternalConfiguration()
|
||||||
{
|
{
|
||||||
if (!File.Exists(ConfigFilePath))
|
|
||||||
{
|
|
||||||
Print($"Config file not found at {ConfigFilePath}. Using defaults.");
|
|
||||||
return;
|
|
||||||
}
|
|
||||||
|
|
||||||
try
|
try
|
||||||
{
|
{
|
||||||
var lines = File.ReadAllLines(ConfigFilePath);
|
var loader = new HmaSmaLoader(ConfigFilePath);
|
||||||
var currentSymbol = SymbolName;
|
loader.Load();
|
||||||
// cTrader ShortName returns "m5", "h1", etc. which matches your file format
|
|
||||||
var currentTimeframe = TimeFrame.ShortName;
|
|
||||||
|
|
||||||
foreach (var line in lines)
|
// cTrader TimeFrame.ShortName returns values like "m5", "h1" which match the library expectation
|
||||||
|
var parameters = loader.GetParameters(SymbolName, TimeFrame.ShortName);
|
||||||
|
|
||||||
|
if (parameters != null)
|
||||||
{
|
{
|
||||||
var trimmedLine = line.Trim();
|
_smaBiasLength = parameters.SmaBias;
|
||||||
|
_hmaBiasLength = parameters.HmaBias;
|
||||||
// Skip comments and empty lines
|
_hmaClusterLength = parameters.HmaCluster;
|
||||||
if (string.IsNullOrWhiteSpace(trimmedLine) || trimmedLine.StartsWith("#"))
|
Print($"Configuration loaded for {SymbolName} {TimeFrame.ShortName}");
|
||||||
continue;
|
}
|
||||||
|
else
|
||||||
// Split by whitespace
|
{
|
||||||
var columns = trimmedLine.Split(new[] { ' ', '\t' }, StringSplitOptions.RemoveEmptyEntries);
|
Print($"No specific config found for {SymbolName} {TimeFrame.ShortName}. Using defaults.");
|
||||||
|
|
||||||
// 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)
|
catch (Exception ex)
|
||||||
{
|
{
|
||||||
Print($"Error reading config file: {ex.Message}. Using defaults.");
|
Print($"Error loading configuration: {ex.Message}. Using defaults.");
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,9 +1,14 @@
|
|||||||
|
<?xml version="1.0" encoding="utf-8"?>
|
||||||
<Project Sdk="Microsoft.NET.Sdk">
|
<Project Sdk="Microsoft.NET.Sdk">
|
||||||
<PropertyGroup>
|
<PropertyGroup>
|
||||||
<TargetFramework>net6.0</TargetFramework>
|
<TargetFramework>net6.0</TargetFramework>
|
||||||
</PropertyGroup>
|
</PropertyGroup>
|
||||||
|
|
||||||
<ItemGroup>
|
<ItemGroup>
|
||||||
<PackageReference Include="cTrader.Automate" Version="*" />
|
<PackageReference Include="cTrader.Automate" Version="*" />
|
||||||
</ItemGroup>
|
</ItemGroup>
|
||||||
|
<ItemGroup>
|
||||||
|
<Reference Include="MSLib, Version=1.0.0.0, Culture=neutral, PublicKeyToken=null">
|
||||||
|
<HintPath>..\..\..\Common\MSLib\obj\Debug\net6.0\MSLib.dll</HintPath>
|
||||||
|
</Reference>
|
||||||
|
</ItemGroup>
|
||||||
</Project>
|
</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"}]}
|
||||||
File diff suppressed because it is too large
Load Diff
@@ -1,9 +1,14 @@
|
|||||||
|
<?xml version="1.0" encoding="utf-8"?>
|
||||||
<Project Sdk="Microsoft.NET.Sdk">
|
<Project Sdk="Microsoft.NET.Sdk">
|
||||||
<PropertyGroup>
|
<PropertyGroup>
|
||||||
<TargetFramework>net6.0</TargetFramework>
|
<TargetFramework>net6.0</TargetFramework>
|
||||||
</PropertyGroup>
|
</PropertyGroup>
|
||||||
|
|
||||||
<ItemGroup>
|
<ItemGroup>
|
||||||
<PackageReference Include="cTrader.Automate" Version="*" />
|
<PackageReference Include="cTrader.Automate" Version="*" />
|
||||||
</ItemGroup>
|
</ItemGroup>
|
||||||
|
<ItemGroup>
|
||||||
|
<Reference Include="MSLib, Version=1.0.0.0, Culture=neutral, PublicKeyToken=null">
|
||||||
|
<HintPath>..\..\..\Common\MSLib\obj\Debug\net6.0\MSLib.dll</HintPath>
|
||||||
|
</Reference>
|
||||||
|
</ItemGroup>
|
||||||
</Project>
|
</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("HmaClusterSR")]
|
||||||
|
[assembly: System.Reflection.AssemblyConfigurationAttribute("Debug")]
|
||||||
|
[assembly: System.Reflection.AssemblyFileVersionAttribute("1.0.0.0")]
|
||||||
|
[assembly: System.Reflection.AssemblyInformationalVersionAttribute("1.0.0")]
|
||||||
|
[assembly: System.Reflection.AssemblyProductAttribute("HmaClusterSR")]
|
||||||
|
[assembly: System.Reflection.AssemblyTitleAttribute("HmaClusterSR")]
|
||||||
|
[assembly: System.Reflection.AssemblyVersionAttribute("1.0.0.0")]
|
||||||
|
|
||||||
|
// Generated by the MSBuild WriteCodeFragment class.
|
||||||
|
|
||||||
+1
@@ -0,0 +1 @@
|
|||||||
|
9e01ea14fd7f1cf3abff0b8c1e9bec07e427b59e
|
||||||
+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 = HmaClusterSR
|
||||||
|
build_property.ProjectDir = C:\Users\Brummel\Documents\cAlgo\Sources\Indicators\HmaClusterSR\HmaClusterSR\
|
||||||
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\\HmaClusterSR\\HmaClusterSR\\HmaClusterSR.csproj": {}
|
||||||
|
},
|
||||||
|
"projects": {
|
||||||
|
"C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaClusterSR\\HmaClusterSR\\HmaClusterSR.csproj": {
|
||||||
|
"version": "1.0.0",
|
||||||
|
"restore": {
|
||||||
|
"projectUniqueName": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaClusterSR\\HmaClusterSR\\HmaClusterSR.csproj",
|
||||||
|
"projectName": "HmaClusterSR",
|
||||||
|
"projectPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaClusterSR\\HmaClusterSR\\HmaClusterSR.csproj",
|
||||||
|
"packagesPath": "C:\\Users\\Brummel\\.nuget\\packages\\",
|
||||||
|
"outputPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaClusterSR\\HmaClusterSR\\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 +1,21 @@
|
|||||||
|
<?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>
|
||||||
@@ -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\\HmaClusterSR\\HmaClusterSR\\HmaClusterSR.csproj",
|
||||||
|
"projectName": "HmaClusterSR",
|
||||||
|
"projectPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaClusterSR\\HmaClusterSR\\HmaClusterSR.csproj",
|
||||||
|
"packagesPath": "C:\\Users\\Brummel\\.nuget\\packages\\",
|
||||||
|
"outputPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaClusterSR\\HmaClusterSR\\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": "44vzUq/Lw+XLcrX6CWh7QZnxKTbL7SBSGBbM9ijWJIaHajpDybp1KWXAjmIYPIEKiHbzs2dgB4Wmenl5+uQxng==",
|
||||||
|
"success": true,
|
||||||
|
"projectFilePath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaClusterSR\\HmaClusterSR\\HmaClusterSR.csproj",
|
||||||
|
"expectedPackageFiles": [
|
||||||
|
"C:\\Users\\Brummel\\.nuget\\packages\\ctrader.automate\\1.0.14\\ctrader.automate.1.0.14.nupkg.sha512"
|
||||||
|
],
|
||||||
|
"logs": []
|
||||||
|
}
|
||||||
Binary file not shown.
@@ -7,6 +7,7 @@ using System.Threading.Tasks;
|
|||||||
using cAlgo.API;
|
using cAlgo.API;
|
||||||
using cAlgo.API.Indicators;
|
using cAlgo.API.Indicators;
|
||||||
using cAlgo.API.Internals;
|
using cAlgo.API.Internals;
|
||||||
|
using Myc; // Referenz auf die extrahierte Cluster-Logik
|
||||||
|
|
||||||
namespace cAlgo.Robots
|
namespace cAlgo.Robots
|
||||||
{
|
{
|
||||||
@@ -129,6 +130,10 @@ namespace cAlgo.Robots
|
|||||||
{
|
{
|
||||||
Print(message);
|
Print(message);
|
||||||
|
|
||||||
|
// WICHTIG: Im Backtest NIEMALS Netzwerk-Calls machen, auch nicht bei Fehlern.
|
||||||
|
// Das führt bei vielen Fehlern zum Stillstand der Simulation.
|
||||||
|
if (IsBacktesting) return;
|
||||||
|
|
||||||
if (!string.IsNullOrWhiteSpace(TelegramBotToken) && !string.IsNullOrWhiteSpace(TelegramChatId))
|
if (!string.IsNullOrWhiteSpace(TelegramBotToken) && !string.IsNullOrWhiteSpace(TelegramChatId))
|
||||||
{
|
{
|
||||||
string formattedMsg = $"⚠️ <b>ERROR @ {DateTime.UtcNow:HH:mm:ss} UTC</b>\n\n{message}";
|
string formattedMsg = $"⚠️ <b>ERROR @ {DateTime.UtcNow:HH:mm:ss} UTC</b>\n\n{message}";
|
||||||
@@ -138,6 +143,8 @@ namespace cAlgo.Robots
|
|||||||
|
|
||||||
private async Task SendTelegramRawAsync(string token, string chatId, string message)
|
private async Task SendTelegramRawAsync(string token, string chatId, string message)
|
||||||
{
|
{
|
||||||
|
if (IsBacktesting) return;
|
||||||
|
|
||||||
try
|
try
|
||||||
{
|
{
|
||||||
string url = $"https://api.telegram.org/bot{token}/sendMessage?chat_id={chatId}&text={Uri.EscapeDataString(message)}&parse_mode=HTML";
|
string url = $"https://api.telegram.org/bot{token}/sendMessage?chat_id={chatId}&text={Uri.EscapeDataString(message)}&parse_mode=HTML";
|
||||||
@@ -196,7 +203,6 @@ namespace cAlgo.Robots
|
|||||||
UseDynamicPositionManagement = bool.Parse(tokens[i + 8]),
|
UseDynamicPositionManagement = bool.Parse(tokens[i + 8]),
|
||||||
SendTelegramOnly = bool.Parse(tokens[i + 9]),
|
SendTelegramOnly = bool.Parse(tokens[i + 9]),
|
||||||
|
|
||||||
// Defaults from global params
|
|
||||||
CloseProfitOnBiasFlip = CloseProfitOnBiasFlip,
|
CloseProfitOnBiasFlip = CloseProfitOnBiasFlip,
|
||||||
RiskPercent = RiskPercent,
|
RiskPercent = RiskPercent,
|
||||||
MaxPoints = MaxPoints,
|
MaxPoints = MaxPoints,
|
||||||
@@ -239,16 +245,8 @@ namespace cAlgo.Robots
|
|||||||
{
|
{
|
||||||
#region Types & Fields
|
#region Types & Fields
|
||||||
|
|
||||||
private enum PointType { Peak, Trough }
|
|
||||||
private enum Bias { Long, Short, Neutral }
|
private enum Bias { Long, Short, Neutral }
|
||||||
|
|
||||||
private struct ExtremumPoint
|
|
||||||
{
|
|
||||||
public double Price;
|
|
||||||
public int Index;
|
|
||||||
public PointType Type;
|
|
||||||
}
|
|
||||||
|
|
||||||
public struct ClusterLevel
|
public struct ClusterLevel
|
||||||
{
|
{
|
||||||
public double Price;
|
public double Price;
|
||||||
@@ -274,7 +272,8 @@ namespace cAlgo.Robots
|
|||||||
private bool _deviationConditionMetInCurrentCycle;
|
private bool _deviationConditionMetInCurrentCycle;
|
||||||
private bool _isTradingAllowedBasedOnPrevCycle;
|
private bool _isTradingAllowedBasedOnPrevCycle;
|
||||||
|
|
||||||
private readonly List<ExtremumPoint> _extremaPoints = new();
|
// --- OPTIMIERUNG: Nutzt Calculator statt Liste ---
|
||||||
|
private readonly Myc.ClusterCalculator _clusterCalculator;
|
||||||
private readonly List<double> _amplitudes = new();
|
private readonly List<double> _amplitudes = new();
|
||||||
|
|
||||||
private double _trendExtremum;
|
private double _trendExtremum;
|
||||||
@@ -305,6 +304,9 @@ namespace cAlgo.Robots
|
|||||||
_botToken = token;
|
_botToken = token;
|
||||||
_chatId = chatId;
|
_chatId = chatId;
|
||||||
_errorCallback = errorCallback;
|
_errorCallback = errorCallback;
|
||||||
|
|
||||||
|
// Calculator mit Reserve initialisieren
|
||||||
|
_clusterCalculator = new Myc.ClusterCalculator(_config.MaxPoints + 200);
|
||||||
}
|
}
|
||||||
|
|
||||||
public void Start()
|
public void Start()
|
||||||
@@ -359,7 +361,6 @@ namespace cAlgo.Robots
|
|||||||
|
|
||||||
var clusters = CalculateClusters(index);
|
var clusters = CalculateClusters(index);
|
||||||
|
|
||||||
// 1. Dynamic SL/TP Management
|
|
||||||
if (!_config.SendTelegramOnly && _config.UseDynamicPositionManagement && clusters.Count >= 2)
|
if (!_config.SendTelegramOnly && _config.UseDynamicPositionManagement && clusters.Count >= 2)
|
||||||
{
|
{
|
||||||
ManagePositions(clusters);
|
ManagePositions(clusters);
|
||||||
@@ -367,13 +368,11 @@ namespace cAlgo.Robots
|
|||||||
|
|
||||||
var currentBias = GetCurrentBias(index);
|
var currentBias = GetCurrentBias(index);
|
||||||
|
|
||||||
// 2. Check for Profit Close on Bias Flip
|
|
||||||
if (!_config.SendTelegramOnly && _config.CloseProfitOnBiasFlip)
|
if (!_config.SendTelegramOnly && _config.CloseProfitOnBiasFlip)
|
||||||
{
|
{
|
||||||
CloseReversedPositions(currentBias);
|
CloseReversedPositions(currentBias);
|
||||||
}
|
}
|
||||||
|
|
||||||
// 3. New Entry Logic with FIXED Orphan-Cleanup and Validations
|
|
||||||
ManageOrders(currentBias, index, clusters);
|
ManageOrders(currentBias, index, clusters);
|
||||||
}
|
}
|
||||||
catch (Exception ex)
|
catch (Exception ex)
|
||||||
@@ -405,7 +404,7 @@ namespace cAlgo.Robots
|
|||||||
{
|
{
|
||||||
string msg = $"🔒 <b>CLOSE PROFIT</b> (Bias Flip) @ <b>{_config.SymbolName}</b>\n" +
|
string msg = $"🔒 <b>CLOSE PROFIT</b> (Bias Flip) @ <b>{_config.SymbolName}</b>\n" +
|
||||||
$"Profit: {pos.NetProfit:F2}";
|
$"Profit: {pos.NetProfit:F2}";
|
||||||
_ = SendTelegramMessageAsync(msg);
|
_ = SendTelegramMessageAsync(msg);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@@ -509,7 +508,7 @@ namespace cAlgo.Robots
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
else // Sell
|
else
|
||||||
{
|
{
|
||||||
double lowestSlPrice = double.MaxValue;
|
double lowestSlPrice = double.MaxValue;
|
||||||
double lowestTpPrice = double.MaxValue;
|
double lowestTpPrice = double.MaxValue;
|
||||||
@@ -552,7 +551,6 @@ namespace cAlgo.Robots
|
|||||||
|
|
||||||
private void ManageOrders(Bias bias, int index, List<ClusterLevel> clusters)
|
private void ManageOrders(Bias bias, int index, List<ClusterLevel> clusters)
|
||||||
{
|
{
|
||||||
// Standard Cleanup: Orders in wrong direction (Bias Change)
|
|
||||||
CleanupWrongBiasOrders(bias);
|
CleanupWrongBiasOrders(bias);
|
||||||
|
|
||||||
if (_config.UseBiasDeviationFilter && !_isTradingAllowedBasedOnPrevCycle)
|
if (_config.UseBiasDeviationFilter && !_isTradingAllowedBasedOnPrevCycle)
|
||||||
@@ -565,8 +563,6 @@ namespace cAlgo.Robots
|
|||||||
bool hasLong = _robot.Positions.Any(p => p.SymbolName == _config.SymbolName && p.Label == Label && p.TradeType == TradeType.Buy);
|
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);
|
bool hasShort = _robot.Positions.Any(p => p.SymbolName == _config.SymbolName && p.Label == Label && p.TradeType == TradeType.Sell);
|
||||||
|
|
||||||
// --- FIX 1: Open Positions Cleanup ---
|
|
||||||
// If we are already invested, we ensure no pending orders for the same direction are lingering around.
|
|
||||||
if (bias == Bias.Long && hasLong)
|
if (bias == Bias.Long && hasLong)
|
||||||
{
|
{
|
||||||
CancelPendingOrders(TradeType.Buy);
|
CancelPendingOrders(TradeType.Buy);
|
||||||
@@ -723,38 +719,18 @@ namespace cAlgo.Robots
|
|||||||
{
|
{
|
||||||
var existingOrder = _robot.PendingOrders.FirstOrDefault(o => o.SymbolName == _config.SymbolName && o.Label == Label && o.TradeType == type);
|
var existingOrder = _robot.PendingOrders.FirstOrDefault(o => o.SymbolName == _config.SymbolName && o.Label == Label && o.TradeType == type);
|
||||||
|
|
||||||
// --- FIX 4: Market Proximity Check ---
|
|
||||||
// If the limit price is invalid (e.g. Buy Limit above Ask), we must abort/cancel.
|
|
||||||
bool priceInvalid = false;
|
|
||||||
double buffer = _symbol.PipSize;
|
double buffer = _symbol.PipSize;
|
||||||
|
if (type == TradeType.Buy && entry >= (_symbol.Ask - buffer)) return;
|
||||||
|
if (type == TradeType.Sell && entry <= (_symbol.Bid + buffer)) return;
|
||||||
|
|
||||||
if (type == TradeType.Buy && entry >= (_symbol.Ask - buffer)) priceInvalid = true;
|
|
||||||
if (type == TradeType.Sell && entry <= (_symbol.Bid + buffer)) priceInvalid = true;
|
|
||||||
|
|
||||||
if (priceInvalid)
|
|
||||||
{
|
|
||||||
if (existingOrder != null) _robot.CancelPendingOrder(existingOrder);
|
|
||||||
return;
|
|
||||||
}
|
|
||||||
|
|
||||||
// --- FIX 3: SL Distance Check ---
|
|
||||||
double slDistPips = Math.Abs(entry - sl) / _symbol.PipSize;
|
double slDistPips = Math.Abs(entry - sl) / _symbol.PipSize;
|
||||||
if (slDistPips <= 0)
|
if (slDistPips <= 0) return;
|
||||||
{
|
|
||||||
if (existingOrder != null) _robot.CancelPendingOrder(existingOrder);
|
|
||||||
return;
|
|
||||||
}
|
|
||||||
|
|
||||||
// --- FIX 2: Volume Check ---
|
|
||||||
double riskAmount = _robot.Account.Balance * (_config.RiskPercent / 100.0);
|
double riskAmount = _robot.Account.Balance * (_config.RiskPercent / 100.0);
|
||||||
double volume = _symbol.VolumeForFixedRisk(riskAmount, slDistPips);
|
double volume = _symbol.VolumeForFixedRisk(riskAmount, slDistPips);
|
||||||
volume = _symbol.NormalizeVolumeInUnits(volume, RoundingMode.Down);
|
volume = _symbol.NormalizeVolumeInUnits(volume, RoundingMode.Down);
|
||||||
|
|
||||||
if (volume < _symbol.VolumeInUnitsMin)
|
if (volume < _symbol.VolumeInUnitsMin) return;
|
||||||
{
|
|
||||||
if (existingOrder != null) _robot.CancelPendingOrder(existingOrder);
|
|
||||||
return;
|
|
||||||
}
|
|
||||||
|
|
||||||
double lots = _symbol.VolumeInUnitsToQuantity(volume);
|
double lots = _symbol.VolumeInUnitsToQuantity(volume);
|
||||||
|
|
||||||
@@ -763,10 +739,10 @@ namespace cAlgo.Robots
|
|||||||
string directionStr = type == TradeType.Buy ? "BUY" : "SELL";
|
string directionStr = type == TradeType.Buy ? "BUY" : "SELL";
|
||||||
string directionIcon = type == TradeType.Buy ? "📈" : "📉";
|
string directionIcon = type == TradeType.Buy ? "📈" : "📉";
|
||||||
string msg = $"{directionIcon} <b>{directionStr}</b> Signal @ <b>{_config.SymbolName}</b>\n\n" +
|
string msg = $"{directionIcon} <b>{directionStr}</b> Signal @ <b>{_config.SymbolName}</b>\n\n" +
|
||||||
$"<b>Entry:</b> {entry}\n" +
|
$"<b>Entry:</b> {entry}\n" +
|
||||||
$"<b>SL:</b> {sl}\n" +
|
$"<b>SL:</b> {sl}\n" +
|
||||||
$"<b>TP:</b> {tp}\n" +
|
$"<b>TP:</b> {tp}\n" +
|
||||||
$"<b>Vol:</b> {lots:F2} Lots";
|
$"<b>Vol:</b> {lots:F2} Lots";
|
||||||
|
|
||||||
_ = SendTelegramMessageAsync(msg);
|
_ = SendTelegramMessageAsync(msg);
|
||||||
return;
|
return;
|
||||||
@@ -784,16 +760,13 @@ namespace cAlgo.Robots
|
|||||||
var result = _robot.ModifyPendingOrder(existingOrder, entry, sl, tp, ProtectionType.Absolute, null, volume);
|
var result = _robot.ModifyPendingOrder(existingOrder, entry, sl, tp, ProtectionType.Absolute, null, volume);
|
||||||
if (!result.IsSuccessful)
|
if (!result.IsSuccessful)
|
||||||
{
|
{
|
||||||
// Fallback: If modify fails (e.g. spread jump), cancel it to avoid stale orders
|
// Falls Modifikation fehlschlägt (z.B. Spread), löschen wir die Order, um keine veralteten Levels zu handeln
|
||||||
_robot.CancelPendingOrder(existingOrder);
|
_robot.CancelPendingOrder(existingOrder);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
else
|
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);
|
_robot.PlaceLimitOrder(type, _config.SymbolName, volume, entry, Label, sl, tp, ProtectionType.Absolute);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@@ -842,11 +815,18 @@ namespace cAlgo.Robots
|
|||||||
if (_amplitudes.Count > 50) _amplitudes.RemoveAt(0);
|
if (_amplitudes.Count > 50) _amplitudes.RemoveAt(0);
|
||||||
|
|
||||||
double sum = 0;
|
double sum = 0;
|
||||||
for (int i = 0; i < _amplitudes.Count; i++) sum += _amplitudes[i];
|
for(int i=0; i<_amplitudes.Count; i++) sum += _amplitudes[i];
|
||||||
_currentDynamicRange = (sum / _amplitudes.Count) * 0.5;
|
_currentDynamicRange = (sum / _amplitudes.Count) * 0.5;
|
||||||
|
if (_currentDynamicRange < _symbol.PipSize) _currentDynamicRange = _symbol.PipSize;
|
||||||
}
|
}
|
||||||
_extremaPoints.Add(new ExtremumPoint { Price = _trendExtremum, Index = _trendExtremumIndex, Type = _isUpTrend.Value ? PointType.Peak : PointType.Trough });
|
|
||||||
if (_extremaPoints.Count > _config.MaxPoints) _extremaPoints.RemoveAt(0);
|
// Neuen Punkt in den optimierten Calculator einspeisen
|
||||||
|
_clusterCalculator.AddPoint(new Myc.ExtremumPoint
|
||||||
|
{
|
||||||
|
Price = _trendExtremum,
|
||||||
|
Index = _trendExtremumIndex,
|
||||||
|
Type = _isUpTrend.Value ? Myc.PointType.Peak : Myc.PointType.Trough
|
||||||
|
});
|
||||||
|
|
||||||
_lastExtremumPrice = _trendExtremum;
|
_lastExtremumPrice = _trendExtremum;
|
||||||
_isUpTrend = currentDirectionUp;
|
_isUpTrend = currentDirectionUp;
|
||||||
@@ -880,57 +860,23 @@ namespace cAlgo.Robots
|
|||||||
|
|
||||||
private List<ClusterLevel> CalculateClusters(int currentIndex)
|
private List<ClusterLevel> CalculateClusters(int currentIndex)
|
||||||
{
|
{
|
||||||
int count = _extremaPoints.Count;
|
|
||||||
if (count == 0) return new List<ClusterLevel>();
|
|
||||||
|
|
||||||
double currentPrice = _bars.ClosePrices[currentIndex];
|
double currentPrice = _bars.ClosePrices[currentIndex];
|
||||||
double[] weights = new double[count];
|
|
||||||
double totalWeightSum = 0;
|
|
||||||
|
|
||||||
for (int i = 0; i < count; i++)
|
var result = _clusterCalculator.Calculate(
|
||||||
|
currentIndex,
|
||||||
|
currentPrice,
|
||||||
|
_currentDynamicRange,
|
||||||
|
_config.DecayPeriod,
|
||||||
|
100
|
||||||
|
);
|
||||||
|
|
||||||
|
if (result.TotalWeight == 0 || result.Zones.Count == 0) return new List<ClusterLevel>();
|
||||||
|
|
||||||
|
return result.Zones.Select(z => new ClusterLevel
|
||||||
{
|
{
|
||||||
weights[i] = GetWeight(_extremaPoints[i], currentIndex, currentPrice);
|
Price = z.Price,
|
||||||
totalWeightSum += weights[i];
|
Significance = (z.Score / result.TotalWeight) * 100.0
|
||||||
}
|
}).ToList();
|
||||||
|
|
||||||
if (totalWeightSum == 0) return new List<ClusterLevel>();
|
|
||||||
|
|
||||||
var zones = new List<ClusterLevel>();
|
|
||||||
for (int i = count - 1; i >= 0; i--)
|
|
||||||
{
|
|
||||||
var p = _extremaPoints[i];
|
|
||||||
|
|
||||||
bool exists = false;
|
|
||||||
for (int j = 0; j < zones.Count; j++)
|
|
||||||
{
|
|
||||||
if (Math.Abs(zones[j].Price - p.Price) < _currentDynamicRange)
|
|
||||||
{
|
|
||||||
exists = true;
|
|
||||||
break;
|
|
||||||
}
|
|
||||||
}
|
|
||||||
if (exists) continue;
|
|
||||||
|
|
||||||
double score = 0;
|
|
||||||
for (int k = 0; k < count; k++)
|
|
||||||
{
|
|
||||||
if (Math.Abs(_extremaPoints[k].Price - p.Price) <= _currentDynamicRange)
|
|
||||||
{
|
|
||||||
score += weights[k];
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
zones.Add(new ClusterLevel { Price = p.Price, Significance = (score / totalWeightSum) * 100.0 });
|
|
||||||
}
|
|
||||||
return zones;
|
|
||||||
}
|
|
||||||
|
|
||||||
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;
|
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@@ -6,4 +6,9 @@
|
|||||||
<ItemGroup>
|
<ItemGroup>
|
||||||
<PackageReference Include="cTrader.Automate" Version="*" />
|
<PackageReference Include="cTrader.Automate" Version="*" />
|
||||||
</ItemGroup>
|
</ItemGroup>
|
||||||
|
<ItemGroup>
|
||||||
|
<Reference Include="MSLib, Version=1.0.0.0, Culture=neutral, PublicKeyToken=null">
|
||||||
|
<HintPath>..\..\..\Common\MSLib\obj\Debug\net6.0\MSLib.dll</HintPath>
|
||||||
|
</Reference>
|
||||||
|
</ItemGroup>
|
||||||
</Project>
|
</Project>
|
||||||
Reference in New Issue
Block a user