mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-24 21:48:03 +00:00
refactor structs to records, add new classes for financial calculations, implement EMA and SMA with circular buffer. Generate random financial data using GBM model. Also, test the SMA calculation with sample data.
This commit is contained in:
Miha Kralj
+285
-272
@@ -4,304 +4,317 @@ using System.Linq;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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public class MovingAverageSlope_chart : Indicator {
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#region Parameters
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[InputParameter("MA1: Type:", 0, variants: new object[]
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{ "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FWMA", 7, "DEMA", 8, "TEMA", 9,
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"ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
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private int MA1type = 16;
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public class MovingAverageSlope_chart : Indicator
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{
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#region Parameters
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[InputParameter("MA1: Type:", 0, variants: new object[]
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{ "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FWMA", 7, "DEMA", 8, "TEMA", 9,
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"ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
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private int MA1type = 16;
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[InputParameter("MA1: Smoothing period:", 1, 1, 999, 1, 1)]
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private int MA1Period = 10;
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[InputParameter("MA1: Smoothing period:", 1, 1, 999, 1, 1)]
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private int MA1Period = 10;
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[InputParameter("MA1: Data source:", 2, variants: new object[]
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{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
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"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
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private int MA1DataSource = 3;
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[InputParameter("MA1: Data source:", 2, variants: new object[]
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{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
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"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
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private int MA1DataSource = 3;
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[InputParameter("MA2: Type:", 3, variants: new object[]
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{ "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FWMA", 7, "DEMA", 8, "TEMA", 9,
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"ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
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private int MA2type = 6;
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[InputParameter("MA2: Type:", 3, variants: new object[]
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{ "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FWMA", 7, "DEMA", 8, "TEMA", 9,
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"ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
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private int MA2type = 6;
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[InputParameter("MA2: Smoothing period:", 4, 1, 999, 1, 1)]
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private int MA2Period = 50;
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[InputParameter("MA2: Smoothing period:", 4, 1, 999, 1, 1)]
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private int MA2Period = 50;
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[InputParameter("MA2: Data source:", 5, variants: new object[]
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{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
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"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
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private int MA2DataSource = 8;
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[InputParameter("MA2: Data source:", 5, variants: new object[]
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{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
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"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
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private int MA2DataSource = 8;
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[InputParameter("Data required for slope calc:", 6, 2, 10, 1, 1)]
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private int SlopePeriod = 3;
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[InputParameter("Data required for slope calc:", 6, 2, 10, 1, 1)]
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private int SlopePeriod = 3;
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[InputParameter("Long trades", 7)]
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private bool LongTrades = true;
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[InputParameter("Long trades", 7)]
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private bool LongTrades = true;
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[InputParameter("Short trades", 8)]
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private bool ShortTrades;
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[InputParameter("Short trades", 8)]
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private bool ShortTrades;
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#endregion Parameters
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#endregion Parameters
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protected HistoricalData History;
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private TBars bars;
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protected HistoricalData History;
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private TBars bars;
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///////
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private TSeries MA1, MA2;
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private SLOPE_Series sMA1, sMA2;
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private CROSS_Series sig1, sig2;
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///////
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private TSeries MA1, MA2;
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private SLOPE_Series sMA1, sMA2;
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private CROSS_Series sig1, sig2;
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private bool inLong, inShort;
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///////
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private bool inLong, inShort;
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///////
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public MovingAverageSlope_chart() {
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this.SeparateWindow = false;
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this.Name = "Slopes convergence";
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this.AddLineSeries("MA1", Color.DarkSlateGray, 2, LineStyle.Solid);
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this.AddLineSeries("MA2", Color.DarkSlateGray, 2, LineStyle.Solid);
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}
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public MovingAverageSlope_chart()
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{
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this.SeparateWindow = false;
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this.Name = "Slopes convergence";
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this.AddLineSeries("MA1", Color.DarkSlateGray, 2, LineStyle.Solid);
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this.AddLineSeries("MA2", Color.DarkSlateGray, 2, LineStyle.Solid);
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}
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protected override void OnInit() {
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this.bars = new();
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this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
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for (int i = this.History.Count - 1; i >= 0; i--) {
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var rec = this.History[i, SeekOriginHistory.Begin];
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bars.Add(rec.TimeLeft, rec[PriceType.Open],
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rec[PriceType.High], rec[PriceType.Low],
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rec[PriceType.Close], rec[PriceType.Volume]);
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}
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this.Name = "Slopes convergence: [ ";
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switch (MA1type) {
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case 0:
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MA1 = new SMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"SMA";
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break;
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case 1:
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MA1 = new EMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"EMA";
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break;
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case 2:
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MA1 = new WMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"WMA";
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break;
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case 3:
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MA1 = new T3_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"T3";
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break;
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case 4:
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MA1 = new SMMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"SMMA";
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break;
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case 5:
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MA1 = new TRIMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"TRIMA";
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break;
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case 6:
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MA1 = new DWMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"DWMA";
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break;
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case 7:
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MA1 = new FWMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period);
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this.Name += $"FWMA";
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break;
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case 8:
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MA1 = new DEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"DEMA";
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break;
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case 9:
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MA1 = new TEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"TEMA";
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break;
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case 10:
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MA1 = new ALMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"ALMA";
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break;
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case 11:
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MA1 = new HMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"HMA";
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break;
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case 12:
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MA1 = new HEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"HEMA";
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break;
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case 13:
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double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA1Period);
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MA1 = new MAMA_Series(source: bars.Select(this.MA1DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
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this.Name += $"MAMA";
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break;
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case 14:
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MA1 = new KAMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"KAMA";
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break;
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case 15:
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MA1 = new ZLEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"ZLEMA";
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break;
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default:
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MA1 = new JMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"JMA";
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break;
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}
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protected override void OnInit()
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{
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this.bars = new();
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this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
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for (int i = this.History.Count - 1; i >= 0; i--)
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{
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var rec = this.History[i, SeekOriginHistory.Begin];
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bars.Add(rec.TimeLeft, rec[PriceType.Open],
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rec[PriceType.High], rec[PriceType.Low],
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rec[PriceType.Close], rec[PriceType.Volume]);
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}
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this.Name = "Slopes convergence: [ ";
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switch (MA1type)
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{
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case 0:
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MA1 = new SMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"SMA";
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break;
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case 1:
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MA1 = new EMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"EMA";
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break;
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case 2:
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MA1 = new WMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"WMA";
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break;
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case 3:
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MA1 = new T3_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"T3";
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break;
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case 4:
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MA1 = new SMMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"SMMA";
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break;
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case 5:
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MA1 = new TRIMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"TRIMA";
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break;
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case 6:
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MA1 = new DWMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"DWMA";
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break;
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case 7:
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MA1 = new FWMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period);
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this.Name += $"FWMA";
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break;
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case 8:
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MA1 = new DEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"DEMA";
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break;
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case 9:
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MA1 = new TEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"TEMA";
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break;
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case 10:
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MA1 = new ALMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"ALMA";
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break;
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case 11:
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MA1 = new HMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"HMA";
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break;
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case 12:
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MA1 = new HEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"HEMA";
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break;
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case 13:
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double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA1Period);
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MA1 = new MAMA_Series(source: bars.Select(this.MA1DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
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this.Name += $"MAMA";
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break;
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case 14:
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MA1 = new KAMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"KAMA";
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break;
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case 15:
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MA1 = new ZLEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"ZLEMA";
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break;
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default:
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MA1 = new JMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"JMA";
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break;
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}
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this.Name = this.Name + $" ({MA1Period}:{TBars.SelectStr(this.MA1DataSource)}) : ";
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this.Name = this.Name + $" ({MA1Period}:{TBars.SelectStr(this.MA1DataSource)}) : ";
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switch (MA2type) {
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case 0:
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MA2 = new SMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
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this.Name += $"SMA";
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break;
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case 1:
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MA2 = new EMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
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this.Name += $"EMA";
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break;
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case 2:
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MA2 = new WMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
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this.Name += $"WMA";
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break;
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case 3:
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MA2 = new T3_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
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this.Name += $"T3";
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break;
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case 4:
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MA2 = new SMMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
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this.Name += $"SMMA";
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break;
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case 5:
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MA2 = new TRIMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
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this.Name += $"TRIMA";
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break;
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case 6:
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MA2 = new DWMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
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this.Name += $"DWMA";
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break;
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case 7:
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MA2 = new FWMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period);
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this.Name += $"FWMA";
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break;
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case 8:
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MA2 = new DEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
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this.Name += $"DEMA";
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break;
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case 9:
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MA2 = new TEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
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this.Name += $"TEMA";
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break;
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case 10:
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MA2 = new ALMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
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this.Name += $"ALMA";
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break;
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case 11:
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MA2 = new HMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
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this.Name += $"HMA";
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break;
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case 12:
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MA2 = new HEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
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this.Name += $"HEMA";
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break;
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case 13:
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double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA2Period);
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MA2 = new MAMA_Series(source: bars.Select(this.MA2DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
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this.Name += $"MAMA";
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break;
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case 14:
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MA2 = new KAMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
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this.Name += $"KAMA";
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break;
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case 15:
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MA2 = new ZLEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
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this.Name += $"ZLEMA";
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break;
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default:
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MA2 = new JMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
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this.Name += $"JMA";
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break;
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}
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this.Name += $"({MA2Period}:{TBars.SelectStr(this.MA2DataSource)}) ]";
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switch (MA2type)
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{
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case 0:
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MA2 = new SMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
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this.Name += $"SMA";
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break;
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case 1:
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MA2 = new EMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
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this.Name += $"EMA";
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break;
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case 2:
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MA2 = new WMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
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this.Name += $"WMA";
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break;
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case 3:
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MA2 = new T3_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
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this.Name += $"T3";
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break;
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case 4:
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MA2 = new SMMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
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this.Name += $"SMMA";
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break;
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case 5:
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MA2 = new TRIMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
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this.Name += $"TRIMA";
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break;
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case 6:
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MA2 = new DWMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
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this.Name += $"DWMA";
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break;
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case 7:
|
||||
MA2 = new FWMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period);
|
||||
this.Name += $"FWMA";
|
||||
break;
|
||||
case 8:
|
||||
MA2 = new DEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"DEMA";
|
||||
break;
|
||||
case 9:
|
||||
MA2 = new TEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"TEMA";
|
||||
break;
|
||||
case 10:
|
||||
MA2 = new ALMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"ALMA";
|
||||
break;
|
||||
case 11:
|
||||
MA2 = new HMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"HMA";
|
||||
break;
|
||||
case 12:
|
||||
MA2 = new HEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"HEMA";
|
||||
break;
|
||||
case 13:
|
||||
double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA2Period);
|
||||
MA2 = new MAMA_Series(source: bars.Select(this.MA2DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
|
||||
this.Name += $"MAMA";
|
||||
break;
|
||||
case 14:
|
||||
MA2 = new KAMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"KAMA";
|
||||
break;
|
||||
case 15:
|
||||
MA2 = new ZLEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"ZLEMA";
|
||||
break;
|
||||
default:
|
||||
MA2 = new JMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"JMA";
|
||||
break;
|
||||
}
|
||||
this.Name += $"({MA2Period}:{TBars.SelectStr(this.MA2DataSource)}) ]";
|
||||
|
||||
sMA1 = new(MA1, SlopePeriod);
|
||||
sMA2 = new(MA2, SlopePeriod);
|
||||
sig1 = new(sMA1, 0);
|
||||
sig2 = new(sMA2, 0);
|
||||
sMA1 = new(MA1, SlopePeriod);
|
||||
sMA2 = new(MA2, SlopePeriod);
|
||||
sig1 = new(sMA1, 0);
|
||||
sig2 = new(sMA2, 0);
|
||||
|
||||
int maxKeep = Math.Max(Math.Max(this.MA1Period, this.MA2Period), 100);
|
||||
int maxKeep = Math.Max(Math.Max(this.MA1Period, this.MA2Period), 100);
|
||||
|
||||
MA1.Keep = maxKeep;
|
||||
MA2.Keep = maxKeep;
|
||||
sMA1.Keep = maxKeep;
|
||||
sMA2.Keep = maxKeep;
|
||||
sig1.Keep = maxKeep;
|
||||
sig2.Keep = maxKeep;
|
||||
}
|
||||
MA1.Keep = maxKeep;
|
||||
MA2.Keep = maxKeep;
|
||||
sMA1.Keep = maxKeep;
|
||||
sMA2.Keep = maxKeep;
|
||||
sig1.Keep = maxKeep;
|
||||
sig2.Keep = maxKeep;
|
||||
}
|
||||
|
||||
protected override void OnUpdate(UpdateArgs args) {
|
||||
bool update = !(args.Reason == UpdateReason.NewBar ||
|
||||
args.Reason == UpdateReason.HistoricalBar);
|
||||
this.bars.Add(this.Time(),this.Open(), this.High(), this.Low(), this.Close(), this.Volume(), update);
|
||||
this.SetValue(this.MA1[^1].v, lineIndex: 0);
|
||||
this.SetValue(this.MA2[^1].v, lineIndex: 1);
|
||||
protected override void OnUpdate(UpdateArgs args)
|
||||
{
|
||||
bool update = !(args.Reason == UpdateReason.NewBar ||
|
||||
args.Reason == UpdateReason.HistoricalBar);
|
||||
this.bars.Add(this.Time(), this.Open(), this.High(), this.Low(), this.Close(), this.Volume(), update);
|
||||
this.SetValue(this.MA1[^1].v, lineIndex: 0);
|
||||
this.SetValue(this.MA2[^1].v, lineIndex: 1);
|
||||
|
||||
Color s1Color= (this.sMA1[^1].v > 0)?Color.LimeGreen:Color.OrangeRed;
|
||||
Color s2Color = (this.sMA2[^1].v > 0) ? Color.LimeGreen : Color.OrangeRed;
|
||||
Color s1Color = (this.sMA1[^1].v > 0) ? Color.LimeGreen : Color.OrangeRed;
|
||||
Color s2Color = (this.sMA2[^1].v > 0) ? Color.LimeGreen : Color.OrangeRed;
|
||||
|
||||
this.LinesSeries[0].SetMarker(0,s1Color);
|
||||
this.LinesSeries[1].SetMarker(0,s2Color);
|
||||
this.LinesSeries[0].SetMarker(0, s1Color);
|
||||
this.LinesSeries[1].SetMarker(0, s2Color);
|
||||
|
||||
if (sig1[^1].v > 0 || sig2[^1].v > 0) {
|
||||
if (sMA1[^1].v >= 0 && sMA2[^1].v >= 0 && LongTrades)
|
||||
{
|
||||
inLong = true;
|
||||
this.BeginCloud(0, 1, Color.FromArgb(127, Color.DarkGreen));
|
||||
this.LinesSeries[(this.MA1[^1].v < this.MA2[^1].v)? 0 : 1 ].SetMarker(0, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.UpArrow));
|
||||
}
|
||||
else {
|
||||
this.EndCloud(0, 1, Color.Empty);
|
||||
if (inShort && this.Count > 1)
|
||||
{
|
||||
this.LinesSeries[(this.MA1[^1].v < this.MA2[^1].v) ? 1 : 0].SetMarker(1, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.DownArrow));
|
||||
inShort = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
if (sig1[^1].v > 0 || sig2[^1].v > 0)
|
||||
{
|
||||
if (sMA1[^1].v >= 0 && sMA2[^1].v >= 0 && LongTrades)
|
||||
{
|
||||
inLong = true;
|
||||
this.BeginCloud(0, 1, Color.FromArgb(127, Color.DarkGreen));
|
||||
this.LinesSeries[(this.MA1[^1].v < this.MA2[^1].v) ? 0 : 1].SetMarker(0, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.UpArrow));
|
||||
}
|
||||
else
|
||||
{
|
||||
this.EndCloud(0, 1, Color.Empty);
|
||||
if (inShort && this.Count > 1)
|
||||
{
|
||||
this.LinesSeries[(this.MA1[^1].v < this.MA2[^1].v) ? 1 : 0].SetMarker(1, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.DownArrow));
|
||||
inShort = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if (sig1[^1].v < 0 || sig2[^1].v < 0) {
|
||||
if (sMA1[^1].v <= 0 && sMA2[^1].v <= 0 && ShortTrades)
|
||||
{
|
||||
inShort = true;
|
||||
this.BeginCloud(0, 1, Color.FromArgb(100, Color.Red));
|
||||
this.LinesSeries[(this.MA1[^1].v > this.MA2[^1].v) ? 0 : 1].SetMarker(0, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.UpArrow));
|
||||
}
|
||||
else {
|
||||
this.EndCloud(0, 1, Color.Empty);
|
||||
if (inLong && this.Count > 1) {
|
||||
LinesSeries[(this.MA1[^1].v > this.MA2[^1].v)?1:0].SetMarker(1, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.DownArrow));
|
||||
inLong = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
public override void OnPaintChart(PaintChartEventArgs args) {
|
||||
base.OnPaintChart(args);
|
||||
if (this.CurrentChart == null) {return;}
|
||||
Graphics graphics = args.Graphics;
|
||||
var mainWindow = this.CurrentChart.MainWindow;
|
||||
int leftIndex = (int)mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Left));
|
||||
int rightIndex = (int)Math.Ceiling(mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Right)));
|
||||
/*
|
||||
int historycount = HistoricalData.Count;
|
||||
int ymax = mainWindow.ClientRectangle.Height;
|
||||
if (sig1[^1].v < 0 || sig2[^1].v < 0)
|
||||
{
|
||||
if (sMA1[^1].v <= 0 && sMA2[^1].v <= 0 && ShortTrades)
|
||||
{
|
||||
inShort = true;
|
||||
this.BeginCloud(0, 1, Color.FromArgb(100, Color.Red));
|
||||
this.LinesSeries[(this.MA1[^1].v > this.MA2[^1].v) ? 0 : 1].SetMarker(0, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.UpArrow));
|
||||
}
|
||||
else
|
||||
{
|
||||
this.EndCloud(0, 1, Color.Empty);
|
||||
if (inLong && this.Count > 1)
|
||||
{
|
||||
LinesSeries[(this.MA1[^1].v > this.MA2[^1].v) ? 1 : 0].SetMarker(1, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.DownArrow));
|
||||
inLong = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
public override void OnPaintChart(PaintChartEventArgs args)
|
||||
{
|
||||
base.OnPaintChart(args);
|
||||
if (this.CurrentChart == null) { return; }
|
||||
Graphics graphics = args.Graphics;
|
||||
var mainWindow = this.CurrentChart.MainWindow;
|
||||
int leftIndex = (int)mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Left));
|
||||
int rightIndex = (int)Math.Ceiling(mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Right)));
|
||||
/*
|
||||
int historycount = HistoricalData.Count;
|
||||
int ymax = mainWindow.ClientRectangle.Height;
|
||||
|
||||
|
||||
for (int i = leftIndex; i <= rightIndex; i++) {
|
||||
int xi = (int)Math.Round(mainWindow.CoordinatesConverter.GetChartX(Time(Count - 1 - i)));
|
||||
int width = this.CurrentChart.BarsWidth;
|
||||
int height = (int)((equity[i+historycount].v) *proportion);
|
||||
for (int i = leftIndex; i <= rightIndex; i++) {
|
||||
int xi = (int)Math.Round(mainWindow.CoordinatesConverter.GetChartX(Time(Count - 1 - i)));
|
||||
int width = this.CurrentChart.BarsWidth;
|
||||
int height = (int)((equity[i+historycount].v) *proportion);
|
||||
|
||||
Brush bb = Brushes.DarkSlateGray;
|
||||
bb = (overunder[i+historycount].v>0 && LongTrades)? Brushes.Green : bb;
|
||||
bb = (overunder[i + historycount].v < 0 && ShortTrades) ? Brushes.Red : bb;
|
||||
Brush bb = Brushes.DarkSlateGray;
|
||||
bb = (overunder[i+historycount].v>0 && LongTrades)? Brushes.Green : bb;
|
||||
bb = (overunder[i + historycount].v < 0 && ShortTrades) ? Brushes.Red : bb;
|
||||
|
||||
graphics.FillRectangle(bb, xi, ymax - height, width, height);
|
||||
}
|
||||
*/
|
||||
}
|
||||
graphics.FillRectangle(bb, xi, ymax - height, width, height);
|
||||
}
|
||||
*/
|
||||
}
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user