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dotcover s1 .sln s1 s1 s2 s3 s4 s5 s1 s2 x x2 x3 x4 x5 x6 x1 sonarcube cleanup1 sonarcube cleanup2 sonarcube cleanup 3 fixes q q q q q q q q q1 q2 q q1 codacy 1
This commit is contained in:
Miha Kralj
@@ -1,298 +0,0 @@
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using System;
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using System.Drawing;
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using System.Linq;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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public class MovingAverage_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 = 15;
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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("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 = 16;
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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("Long trades", 6)]
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private bool LongTrades = true;
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[InputParameter("Short trades", 6)]
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private bool ShortTrades = true;
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#endregion Parameters
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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 CROSS_Series trades;
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private COMPARE_Series overunder;
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///////
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public MovingAverage_chart()
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{
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this.SeparateWindow = false;
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this.Name = "MAs Crossover";
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this.AddLineSeries("MA1", Color.LimeGreen, 2, LineStyle.Solid);
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this.AddLineSeries("MA2", Color.OrangeRed, 2, LineStyle.Solid);
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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 = "MAs Cross: [ ";
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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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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:
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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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int maxKeep = Math.Max(Math.Max(this.MA1Period, this.MA2Period), 100);
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MA1.Keep = maxKeep;
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MA2.Keep = maxKeep;
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trades.Keep = maxKeep;
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overunder.Keep = maxKeep;
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overunder = new(MA1, MA2);
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trades = new(MA1, MA2);
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}
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protected override void OnUpdate(UpdateArgs args)
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{
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bool update = !(args.Reason == UpdateReason.NewBar ||
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args.Reason == UpdateReason.HistoricalBar);
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this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
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this.GetPrice(PriceType.High),
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this.GetPrice(PriceType.Low),
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this.GetPrice(PriceType.Close),
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this.GetPrice(PriceType.Volume), update);
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this.SetValue(this.MA1[^1].v, lineIndex: 0);
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this.SetValue(this.MA2[^1].v, lineIndex: 1);
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if (trades[^1].v == 1)
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{
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this.EndCloud(0, 1, Color.Empty);
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if (LongTrades)
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{
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this.LinesSeries[0].SetMarker(0, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.UpArrow));
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this.BeginCloud(0, 1, Color.FromArgb(127, Color.Green));
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}
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if (ShortTrades)
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{
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this.LinesSeries[1].SetMarker(0, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.DownArrow));
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}
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}
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if (trades[^1].v == -1)
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{
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this.EndCloud(0, 1, Color.Empty);
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if (ShortTrades)
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{
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this.LinesSeries[1].SetMarker(0, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.UpArrow));
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this.BeginCloud(0, 1, Color.FromArgb(127, Color.Red));
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}
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if (LongTrades)
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{
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this.LinesSeries[0].SetMarker(0, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.DownArrow));
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}
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}
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}
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public override void OnPaintChart(PaintChartEventArgs args)
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{
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base.OnPaintChart(args);
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if (this.CurrentChart == null) { return; }
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Graphics graphics = args.Graphics;
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var mainWindow = this.CurrentChart.MainWindow;
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int leftIndex = (int)mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Left));
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int rightIndex = (int)Math.Ceiling(mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Right)));
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int historycount = HistoricalData.Count;
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int ymax = mainWindow.ClientRectangle.Height;
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int xmax = mainWindow.ClientRectangle.Width;
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/*
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for (int i = leftIndex; i <= rightIndex; i++) {
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int xi = (int)Math.Round(mainWindow.CoordinatesConverter.GetChartX(Time(Count - 1 - i)));
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int width = this.CurrentChart.BarsWidth;
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int height = (int)((equity[i+historycount].v) *proportion);
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Brush bb = Brushes.DarkSlateGray;
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bb = (overunder[i+historycount].v>0 && LongTrades)? Brushes.Green : bb;
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bb = (overunder[i + historycount].v < 0 && ShortTrades) ? Brushes.Red : bb;
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graphics.FillRectangle(bb, xi, ymax - height, width, height);
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}
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*/
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}
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}
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@@ -1,320 +0,0 @@
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using System;
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using System.Drawing;
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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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{
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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: 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: 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("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("Short trades", 8)]
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private bool ShortTrades;
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#endregion Parameters
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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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private bool inLong, inShort;
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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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{
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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;
|
||||
case 5:
|
||||
MA1 = new TRIMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
||||
this.Name += $"TRIMA";
|
||||
break;
|
||||
case 6:
|
||||
MA1 = new DWMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
||||
this.Name += $"DWMA";
|
||||
break;
|
||||
case 7:
|
||||
MA1 = new FWMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period);
|
||||
this.Name += $"FWMA";
|
||||
break;
|
||||
case 8:
|
||||
MA1 = new DEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
||||
this.Name += $"DEMA";
|
||||
break;
|
||||
case 9:
|
||||
MA1 = new TEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
||||
this.Name += $"TEMA";
|
||||
break;
|
||||
case 10:
|
||||
MA1 = new ALMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
||||
this.Name += $"ALMA";
|
||||
break;
|
||||
case 11:
|
||||
MA1 = new HMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
||||
this.Name += $"HMA";
|
||||
break;
|
||||
case 12:
|
||||
MA1 = new HEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
||||
this.Name += $"HEMA";
|
||||
break;
|
||||
case 13:
|
||||
double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA1Period);
|
||||
MA1 = new MAMA_Series(source: bars.Select(this.MA1DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
|
||||
this.Name += $"MAMA";
|
||||
break;
|
||||
case 14:
|
||||
MA1 = new KAMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
||||
this.Name += $"KAMA";
|
||||
break;
|
||||
case 15:
|
||||
MA1 = new ZLEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
||||
this.Name += $"ZLEMA";
|
||||
break;
|
||||
default:
|
||||
MA1 = new JMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
||||
this.Name += $"JMA";
|
||||
break;
|
||||
}
|
||||
|
||||
this.Name = this.Name + $" ({MA1Period}:{TBars.SelectStr(this.MA1DataSource)}) : ";
|
||||
|
||||
switch (MA2type)
|
||||
{
|
||||
case 0:
|
||||
MA2 = new SMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"SMA";
|
||||
break;
|
||||
case 1:
|
||||
MA2 = new EMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"EMA";
|
||||
break;
|
||||
case 2:
|
||||
MA2 = new WMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"WMA";
|
||||
break;
|
||||
case 3:
|
||||
MA2 = new T3_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"T3";
|
||||
break;
|
||||
case 4:
|
||||
MA2 = new SMMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"SMMA";
|
||||
break;
|
||||
case 5:
|
||||
MA2 = new TRIMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"TRIMA";
|
||||
break;
|
||||
case 6:
|
||||
MA2 = new DWMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"DWMA";
|
||||
break;
|
||||
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);
|
||||
|
||||
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;
|
||||
}
|
||||
|
||||
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;
|
||||
|
||||
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 && 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);
|
||||
|
||||
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);
|
||||
}
|
||||
*/
|
||||
}
|
||||
}
|
||||
@@ -1,104 +0,0 @@
|
||||
using System;
|
||||
using System.Diagnostics;
|
||||
using System.Drawing;
|
||||
using System.Linq;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
using TradingPlatform.BusinessLayer.Chart;
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class JMA_chart : Indicator
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
[InputParameter("Data source", 0, variants: new object[]
|
||||
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
|
||||
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
|
||||
private int DataSource = 3;
|
||||
|
||||
[InputParameter("Smoothing period", 1, 1, 999, 1, 1)]
|
||||
private int Period = 9;
|
||||
|
||||
[InputParameter("Volatility short", 2, 3, 50, 1, 1)]
|
||||
private int Vshort = 10;
|
||||
|
||||
[InputParameter("Volatility long", 3, 20, 500, 1, 1)]
|
||||
private int Vlong = 65;
|
||||
|
||||
[InputParameter("Phase", 4, -100, 100, 1, 2)]
|
||||
private double Jphase;
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
///////
|
||||
private JMA_Series indicator;
|
||||
///////
|
||||
|
||||
protected TBars bars;
|
||||
protected IChartWindow mainWindow;
|
||||
protected Graphics graphics;
|
||||
protected int firstOnScreenBarIndex, lastOnScreenBarIndex;
|
||||
protected HistoricalData History;
|
||||
protected int HistPeriod;
|
||||
public JMA_chart()
|
||||
{
|
||||
Name = "JMA - Jurik Moving Avg";
|
||||
Description = "Jurik Moving Average description";
|
||||
AddLineSeries(lineName: "JMA", lineColor: Color.Yellow, lineWidth: 3, lineStyle: LineStyle.Solid);
|
||||
SeparateWindow = false;
|
||||
HistPeriod = Period;
|
||||
}
|
||||
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
base.OnInit();
|
||||
bars = new();
|
||||
var dur1 = this.HistoricalData.FromTime;
|
||||
var dur = this.HistoricalData.Period.Duration.TotalSeconds * (HistPeriod * 4); //seconds of two periods
|
||||
|
||||
this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
|
||||
|
||||
for (int i = this.History.Count - 1; i >= 0; i--)
|
||||
{
|
||||
|
||||
var rec = this.History[i, SeekOriginHistory.Begin];
|
||||
|
||||
bars.Add(rec.TimeLeft, rec[PriceType.Open],
|
||||
rec[PriceType.High], rec[PriceType.Low],
|
||||
rec[PriceType.Close], rec[PriceType.Volume]);
|
||||
}
|
||||
|
||||
indicator = new(source: bars.Select(DataSource), period: Period, phase: Jphase, vshort: Vshort, vlong: Vlong, useNaN: true);
|
||||
indicator.Keep = Math.Max(Period, 100);
|
||||
}
|
||||
|
||||
protected override void OnUpdate(UpdateArgs args)
|
||||
{
|
||||
base.OnUpdate(args);
|
||||
bars.Add(Time(), GetPrice(PriceType.Open),
|
||||
GetPrice(PriceType.High),
|
||||
GetPrice(PriceType.Low),
|
||||
GetPrice(PriceType.Close),
|
||||
GetPrice(PriceType.Volume),
|
||||
update: !(args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar));
|
||||
|
||||
this.SetValue(indicator[^1].v, lineIndex: 0);
|
||||
}
|
||||
public override void OnPaintChart(PaintChartEventArgs args)
|
||||
{
|
||||
base.OnPaintChart(args);
|
||||
if (this.CurrentChart == null)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
graphics = args.Graphics;
|
||||
mainWindow = this.CurrentChart.MainWindow;
|
||||
|
||||
DateTime leftTime = mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Left);
|
||||
DateTime rightTime = mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Right);
|
||||
firstOnScreenBarIndex = (int)mainWindow.CoordinatesConverter.GetBarIndex(leftTime);
|
||||
lastOnScreenBarIndex = (int)Math.Ceiling(mainWindow.CoordinatesConverter.GetBarIndex(rightTime));
|
||||
}
|
||||
|
||||
}
|
||||
@@ -1,102 +0,0 @@
|
||||
using System;
|
||||
using System.Diagnostics;
|
||||
using System.Drawing;
|
||||
using System.Linq;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class TrailingStop_chart : Indicator
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
[InputParameter("Period", 0, 1, 100, 1, 1)]
|
||||
protected int _period = 30;
|
||||
|
||||
[InputParameter("Factor", 1, 1, 100, 0.1, 1)]
|
||||
protected double _factor = 10;
|
||||
|
||||
[InputParameter("Long TS", 2)]
|
||||
private bool _LongTS = true;
|
||||
|
||||
[InputParameter("Short TS", 3)]
|
||||
private bool _ShortTS = true;
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
///////
|
||||
private HistoricalData History;
|
||||
private TBars bars;
|
||||
private ATR_Series _atr;
|
||||
private double _tslineL, _ratchetL, _tslineS, _ratchetS;
|
||||
|
||||
///////
|
||||
|
||||
public TrailingStop_chart()
|
||||
{
|
||||
Name = $"ATR Trailing Stop";
|
||||
AddLineSeries(lineName: "TrailingATR Long", lineColor: Color.Yellow, lineWidth: 1, lineStyle: LineStyle.Dot);
|
||||
AddLineSeries(lineName: "Ratchet Long", lineColor: Color.Yellow, lineWidth: 3, lineStyle: LineStyle.Solid);
|
||||
|
||||
AddLineSeries(lineName: "TrailingATR Short", lineColor: Color.Yellow, lineWidth: 1, lineStyle: LineStyle.Dot);
|
||||
AddLineSeries(lineName: "Ratchet Short", lineColor: Color.Yellow, lineWidth: 3, lineStyle: LineStyle.Solid);
|
||||
|
||||
SeparateWindow = false;
|
||||
}
|
||||
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.Name = $"Trailing Stop (ATR:{_period}, Mult:{_factor:f2})";
|
||||
this.bars = new();
|
||||
|
||||
this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
|
||||
for (int i = this.History.Count - 1; i >= 0; i--)
|
||||
{
|
||||
var rec = this.History[i, SeekOriginHistory.Begin];
|
||||
bars.Add(rec.TimeLeft, rec[PriceType.Open],
|
||||
rec[PriceType.High], rec[PriceType.Low],
|
||||
rec[PriceType.Close], rec[PriceType.Volume]);
|
||||
}
|
||||
_atr = new(source: bars, _period, useNaN: true);
|
||||
_ratchetL = Double.NegativeInfinity;
|
||||
_ratchetS = Double.PositiveInfinity;
|
||||
|
||||
this.LinesSeries[0].Visible = _LongTS;
|
||||
this.LinesSeries[1].Visible = _LongTS;
|
||||
this.LinesSeries[2].Visible = _ShortTS;
|
||||
this.LinesSeries[3].Visible = _ShortTS;
|
||||
}
|
||||
|
||||
protected override void OnUpdate(UpdateArgs args)
|
||||
{
|
||||
bool update = !(args.Reason == UpdateReason.NewBar ||
|
||||
args.Reason == UpdateReason.HistoricalBar);
|
||||
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
|
||||
this.GetPrice(PriceType.High),
|
||||
this.GetPrice(PriceType.Low),
|
||||
this.GetPrice(PriceType.Close),
|
||||
this.GetPrice(PriceType.Volume), update);
|
||||
|
||||
_tslineL = bars.High[^1].v - (_factor * _atr[^1].v);
|
||||
_ratchetL = Math.Max(_tslineL, _ratchetL);
|
||||
if (_ratchetL > bars.Low[^1].v)
|
||||
{
|
||||
this.LinesSeries[1].SetMarker(0, new IndicatorLineMarker(Color.Yellow, bottomIcon: IndicatorLineMarkerIconType.DownArrow));
|
||||
_ratchetL = _tslineL;
|
||||
}
|
||||
|
||||
_tslineS = bars.High[^1].v + (_factor * _atr[^1].v);
|
||||
_ratchetS = Math.Min(_tslineS, _ratchetS);
|
||||
if (_ratchetS < bars.High[^1].v)
|
||||
{
|
||||
this.LinesSeries[3].SetMarker(0, new IndicatorLineMarker(Color.Yellow, upperIcon: IndicatorLineMarkerIconType.UpArrow));
|
||||
_ratchetS = _tslineS;
|
||||
}
|
||||
|
||||
this.SetValue(_tslineL, lineIndex: 0);
|
||||
this.SetValue(_ratchetL, lineIndex: 1);
|
||||
this.SetValue(_tslineS, lineIndex: 2);
|
||||
this.SetValue(_ratchetS, lineIndex: 3);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,56 +0,0 @@
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
<PropertyGroup>
|
||||
<TargetFramework>net7.0</TargetFramework>
|
||||
<LangVersion>preview</LangVersion>
|
||||
<AppendTargetFrameworkToOutputPath>false</AppendTargetFrameworkToOutputPath>
|
||||
<Platforms>AnyCPU</Platforms>
|
||||
<AlgoType>Indicator</AlgoType>
|
||||
<AssemblyName>QuanTAlib_Indicators</AssemblyName>
|
||||
<RootNamespace>QuanTAlib</RootNamespace>
|
||||
<DebugType>embedded</DebugType>
|
||||
<PlatformTarget>AnyCPU</PlatformTarget>
|
||||
<Nullable>disable</Nullable>
|
||||
<SignAssembly>False</SignAssembly>
|
||||
<CodeAnalysisRuleSet>..\.sonarlint\mihakralj_quantalibcsharp.ruleset</CodeAnalysisRuleSet>
|
||||
<AssemblyVersion>0.2.1.0</AssemblyVersion>
|
||||
<FileVersion>0.2.1.0</FileVersion>
|
||||
<InformationalVersion>0.2.1-dev.2+Branch.dev.Sha.cb5fe2dc86a78fe9358da810d17952c82299ed3d</InformationalVersion>
|
||||
<Version>0.2.1-dev.2</Version>
|
||||
<SuppressNETSdkWarningProperty>NETSDK1057</SuppressNETSdkWarningProperty>
|
||||
<SuppressNETCoreSdkPreviewMessage>true</SuppressNETCoreSdkPreviewMessage>
|
||||
<NoWarn>NETSDK1057</NoWarn>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|AnyCPU'">
|
||||
<Optimize>True</Optimize>
|
||||
<WarningLevel>3</WarningLevel>
|
||||
<CheckForOverflowUnderflow>True</CheckForOverflowUnderflow>
|
||||
<PlatformTarget>anycpu</PlatformTarget>
|
||||
<DebugType>full</DebugType>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|AnyCPU'">
|
||||
<DebugType>embedded</DebugType>
|
||||
<Optimize>True</Optimize>
|
||||
<WarningLevel>3</WarningLevel>
|
||||
<CheckForOverflowUnderflow>True</CheckForOverflowUnderflow>
|
||||
<PlatformTarget>anycpu</PlatformTarget>
|
||||
</PropertyGroup>
|
||||
<ItemGroup>
|
||||
<AdditionalFiles Include="..\.sonarlint\mihakralj_quantalib\CSharp\SonarLint.xml" Link="SonarLint.xml" />
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<PackageReference Include="System.Drawing.Common" Version="7.0.0" />
|
||||
</ItemGroup>
|
||||
<Target Name="CopyCustomContent" AfterTargets="AfterBuild">
|
||||
<Copy SourceFiles=".\bin\$(Configuration)\QuanTAlib_Indicators.dll" DestinationFolder="\Quantower\Settings\Scripts\Indicators\QuanTAlib" />
|
||||
</Target>
|
||||
<ItemGroup>
|
||||
<Compile Include="..\Calculations\**\*.cs" Exclude="..\Calculations\obj\**">
|
||||
<Link>QuanTAlib\%(RecursiveDir)%(Filename)%(Extension)</Link>
|
||||
</Compile>
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<Reference Include="TradingPlatform.BusinessLayer">
|
||||
<HintPath>..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
|
||||
</Reference>
|
||||
</ItemGroup>
|
||||
</Project>
|
||||
Reference in New Issue
Block a user