Michael Schimmel
183 lines
8.6 KiB
C#
183 lines
8.6 KiB
C#
using System;
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using System.Linq;
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using System.Threading;
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using cAlgo.API;
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using cAlgo.API.Indicators;
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using cAlgo.API.Internals;
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using cAlgo.Indicators;
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using System.Collections.Generic;
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using System.IO;
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using System.Text;
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namespace cAlgo
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{
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//[Cloud("Fast Smooth", "Slow Smooth", FirstColor = "Green", SecondColor = "Red", Opacity = 0.1)]
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[Levels(0)]
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[Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
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public class AngleOfMultiSymbol : Indicator
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{
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[Parameter("Symbol Selection Method", DefaultValue = SymbolSelectionMethodType.SymbolList, Group = "Symbole Choice \n(Uncomment code for more than 6 Symbole)")]
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public SymbolSelectionMethodType SymbolSelectionMethod { get; set; }
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[Parameter("Symbol List", DefaultValue = "EURUSD GBPUSD AUDUSD USDCHF", Group = "Symbole Choice \n(Uncomment code for more than 6 Symbole)")]
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public string TradedSymbols { get; set; }
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[Parameter("Watchlist Name", DefaultValue = "My Watchlist", Group = "Symbole Choice \n(Uncomment code for more than 6 Symbole)")]
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public string WatchlistName { get; set; }
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public enum SymbolSelectionMethodType
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{
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CurrentChart,
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SymbolList,
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WatchList
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}
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[Parameter("History Diff Angle", DefaultValue = 1, Group = "Base Setting")]
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public int HistoryTextLookback { get; set; }
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[Parameter("Tf", DefaultValue = "Hour1", Group = "Base Setting")]
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public TimeFrame Tf { get; set; }
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[Parameter("Price Smooth Period (255)", DefaultValue = 255, Group = "Angle Setting")]
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public int SmoothPeriods { get; set; }
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[Parameter("Price Smooth Type", DefaultValue = MovingAverageType.Weighted, Group = "Angle Setting")]
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public MovingAverageType MaType { get; set; }
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[Parameter("Loockback Periods Angle", DefaultValue = 1, Group = "Angle Setting")]
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public int LookbackPeriodsAngle { get; set; }
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[Parameter("Sensitivity (1.0)", DefaultValue = 1, Group = "Angle Setting")]
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public double Sensitivity { get; set; }
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[Output("Symb n° 1", LineColor = "White", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
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public IndicatorDataSeries SymbN1 { get; set; }
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[Output("Symb n° 2", LineColor = "Lime", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
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public IndicatorDataSeries SymbN2 { get; set; }
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[Output("Symb n° 3", LineColor = "Green", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
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public IndicatorDataSeries SymbN3 { get; set; }
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[Output("Symb n° 4", LineColor = "DeepSkyBlue", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
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public IndicatorDataSeries SymbN4 { get; set; }
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[Output("Symb n° 5", LineColor = "Red", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
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public IndicatorDataSeries SymbN5 { get; set; }
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[Output("Symb n° 6", LineColor = "Magenta", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
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public IndicatorDataSeries SymbN6 { get; set; }
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/*Uncomment For more Symbole on the chart
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[Output("Symb n° 7", LineColor = "Green", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
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public IndicatorDataSeries SymbN7 { get; set; }
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[Output("Symb n° 8", LineColor = "DeepSkyBlue", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
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public IndicatorDataSeries SymbN8 { get; set; }
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[Output("Symb n° 9", LineColor = "Red", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
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public IndicatorDataSeries SymbN9 { get; set; }
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[Output("Symb n° 10", LineColor = "Magenta", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
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public IndicatorDataSeries SymbN10 { get; set; }
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*/
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private MovingAverage[] ma;
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private AverageTrueRange[] atr;
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private Symbol[] TradeList;
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private Bars[] bars;
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private IndicatorDataSeries[] Sources, ResSymbol;
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private int[] indexBars;
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protected override void Initialize()
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{
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if (SymbolSelectionMethod == SymbolSelectionMethodType.WatchList)
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{
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// Get the trade list from the watchlist provided by the user
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foreach (Watchlist w in Watchlists)
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{
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if (w.Name == WatchlistName)
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{
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TradeList = Symbols.GetSymbols(w.SymbolNames.ToArray());
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}
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}
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}
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else if (SymbolSelectionMethod == SymbolSelectionMethodType.SymbolList)
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{
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// Get the trade list from the sysmbol list provided by the user
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string[] SymbolList = TradedSymbols.ToUpper().Split(' ');
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TradeList = Symbols.GetSymbols(SymbolList);
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}
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else
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{
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TradeList = new Symbol[1];
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TradeList[0] = Symbol;
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}
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atr = new AverageTrueRange[TradeList.Length];
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ma = new MovingAverage[TradeList.Length];
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bars = new Bars[TradeList.Length];
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indexBars = new int[TradeList.Length];
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Sources = new IndicatorDataSeries[TradeList.Length];
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ResSymbol = new IndicatorDataSeries[TradeList.Length];
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Print("{0} traded symbols: ", TradeList.Length);
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int i = 0;
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foreach (var symbol in TradeList)
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{
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Print(symbol.Name);
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bars[i] = MarketData.GetBars(Tf, symbol.Name);
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if (bars[i].OpenTimes[0] > Bars.OpenTimes[0])
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bars[i].LoadMoreHistory();
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//Load indicators on start up EP5-ATR
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Sources[i] = CreateDataSeries();
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ResSymbol[i] = CreateDataSeries();
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atr[i] = Indicators.AverageTrueRange(bars[i], 500, MovingAverageType.Simple);
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ma[i] = Indicators.MovingAverage(Sources[i], SmoothPeriods, MaType);
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i++;
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}
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}
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public override void Calculate(int index)
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{
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if (index < SmoothPeriods)
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return;
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for (int i = 0; i < TradeList.Length; i++)
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{
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//indexBars[i] = GetIndexByDate(bars[i], Bars.OpenTimes[index]);
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indexBars[i] = bars[i].OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
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Sources[i][index] = bars[i].ClosePrices[indexBars[i]];
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ResSymbol[i][index] = GetCalculationSymbol(ma[i].Result[index], ma[i].Result[index - LookbackPeriodsAngle], atr[i].Result[indexBars[i]]);
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}
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SymbN1[index] = ResSymbol[0][index];
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SymbN2[index] = ResSymbol[1][index];
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SymbN3[index] = ResSymbol[2][index];
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SymbN4[index] = ResSymbol[3][index];
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SymbN5[index] = ResSymbol[4][index];
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SymbN6[index] = ResSymbol[5][index];
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/* Uncomment For More Symbols on chart
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SymbN7[index] = ResSymbol[2][index];
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SymbN8[index] = ResSymbol[3][index];
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SymbN9[index] = ResSymbol[4][index];
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SymbN10[index] = ResSymbol[5][index];
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*/
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IndicatorArea.RemoveAllObjects();
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for (int i = 0; i < TradeList.Length; i++)
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{
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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);
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}
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}
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public double GetCalculationSymbol(double priceSmooth, double priceSmoothLoockBack, double atr)
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{
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var _momentumpositive = priceSmooth - priceSmoothLoockBack;
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var _momentumnegative = priceSmoothLoockBack - priceSmooth;
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var _momentum = priceSmooth > priceSmoothLoockBack
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? _momentumpositive / atr
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: _momentumnegative / atr;
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var _hypothenuse = Math.Sqrt((_momentum * _momentum) + (LookbackPeriodsAngle * LookbackPeriodsAngle));
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var _cos = (LookbackPeriodsAngle / _hypothenuse);
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var _angle = priceSmooth > priceSmoothLoockBack
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? (0 + (Math.Acos(_cos) * 100)) * Sensitivity
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: (0 - (Math.Acos(_cos) * 100)) * Sensitivity;
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return _angle;
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}
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}
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}
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