Update JMA_chart indicator to use Indicator base class and add painting logic

Calculations/Logic/EQUITY_Series.cs

@@ -13,46 +13,75 @@ EQUITY - Generates P&L portfolio based on trades signals and equity prices
 //optional: warmup period: warmup
 
 public class EQUITY_Series : Single_TSeries_Indicator {
-	int trade_state = 0;
-	readonly int _warmup = 0;
-	double eq_value = 0;
-	readonly TSeries _prices;
-	readonly bool _long, _short;
-	public EQUITY_Series(TSeries trades, TSeries prices, bool Long = true, bool Short = false, int Warmup = 0) : base(trades, period: 0, useNaN: false) {
-		_prices = prices;
-		_long = Long;
-		_short = Short;
-		_warmup = Warmup;
+	readonly TSeries inmarket; //for every bar
+	private readonly TSeries _price;
+	private double _equity;
+	private readonly double _capital;
+
+	readonly int _warmup;
+	double _cash;
+	int _units;
+	private bool _longbuy, _longsell;
+	double _long_order, _open_order;
+	double _investment_value;
+	short _inmarket;
+
+	public EQUITY_Series(TSeries signal, TSeries price, int warmup = 0, double capital = 1000) : base(signal, period: 0, useNaN: false) {
+		_capital = capital;
+		_cash = _capital;
+		_investment_value = 0;
+		_warmup = (warmup > 0) ? warmup : 1;
+
+		inmarket = new();
+		_longbuy = _longsell = false;
+		_open_order = 0;
+		_inmarket = 0;
+		_units = 0;
+		_long_order = 0;
+
+		_price = price; //we buy on the Open price of the NEXT bar
+		_long_order = 0;
+
 		if (base._data.Count > 0) { base.Add(base._data); }
 	}
 
 	public override void Add((System.DateTime t, double v) TValue, bool update) {
-		if (this.Count != 0)
-			eq_value = this[this.Count - 1].v;
 
-		//buy signal
-		if (TValue.v == 1 && this.Count > _warmup) {
-			//we are not in-market and we can do long trades
-			if (_short) { trade_state = 0; }
-			if (_long) { trade_state = 1; }
+		if (this.Count > _warmup) {
+
+			// harvest the gain-loss from previous day
+			_investment_value = _units * _price[this.Count - 1].v;
+			_equity = _cash + _investment_value;
+
+
+			//execute orders from previous bar
+			if (_longbuy && _inmarket == 0) { //time to execute the long buy
+				_units = (int)(_cash / _price[this.Count - 1].v);
+				_long_order = _units * _price[this.Count - 1].v;
+				_cash -= _long_order;
+				_open_order = _long_order;
+				_equity = _cash + _open_order;
+				_inmarket = 1;
+				_longbuy = false;
+			}
+
+			if (_longsell && _inmarket == 1) { //time to execute the long sell
+				_long_order = (_units * _price[this.Count - 1].v);
+				_cash += _long_order;
+				_units = 0;
+
+				_open_order = 0;
+				_equity = _cash + _open_order;
+				_inmarket = 0;
+				_longsell = false;
+			}
+
+			if (_inmarket == 0 && TValue.v == 1) { _longbuy = true; }  //out of market, enter long
+			if (_inmarket == 1 && TValue.v == -1) { _longsell = true; }  //long market, exit long
+
+			//Console.WriteLine($"{TValue.v,3}\t {(_inmarket)} : {_cash,10:f2} + {_units*_price[this.Count-1].v,7:f2} = {_equity-_capital:f2}");
 		}
-
-		//sell signal
-		if (TValue.v == -1 && this.Count > _warmup) {
-			//we are in-market and we can do long trades
-			if (_long) { trade_state = 0; }
-			if (_short) { trade_state = -1; }
-		}
-
-		if (trade_state == 1) {
-			eq_value = this[this.Count - 1].v + (_prices[this.Count].v - _prices[this.Count - 1].v);
-
-		}
-
-		if (trade_state == -1) {
-			eq_value = this[this.Count - 1].v + (_prices[this.Count - 1].v - _prices[this.Count].v);
-
-		}
-		base.Add((TValue.t, eq_value), update, _NaN);
+		inmarket.Add(TValue.t, (double)_inmarket);
+		base.Add((TValue.t, _equity), update, _NaN);
 	}
 }

Calculations/Trends/DEMA_Series.cs

@@ -55,9 +55,6 @@ public class DEMA_Series : Single_TSeries_Indicator
 		}
 		else if (_len <= _period && _useSMA && _period != 0) {
 			_sum += TValue.v;
-			if (_period != 0 && _len > _period) {
-				_sum -= (_data[base.Count - _period - (update ? 1 : 0)].v);
-			}
 			_ema1 = _sum / Math.Min(_len, _period);
 			_ema2 = _ema1;
     }

Calculations/Trends/JMA_Series.cs

@@ -97,8 +97,8 @@ public class JMA_Series : Single_TSeries_Indicator {
 		/// from avolty to rolty
 		double rvolty = (avolty != 0) ? volty / avolty : 0;
 		double len1 = (Math.Log(Math.Sqrt(_p)) / Math.Log(2.0)) + 2;
-		if (len1 < 0)
-			len1 = 0;
+		if (len1 < 0) { len1 = 0; }
+
 		double pow1 = Math.Max(len1 - 2.0, 0.5);
 		if (rvolty > Math.Pow(len1, 1.0 / pow1)) { rvolty = Math.Pow(len1, 1.0 / pow1); }
 		if (rvolty < 1) { rvolty = 1; }

Calculations/Volatility/CMO_Series.cs

@@ -26,7 +26,7 @@ public class CMO_Series : Single_TSeries_Indicator {
 
 	public override void Add((DateTime t, double v) TValue, bool update) {
 		if (this.Count == 0) { _plast_value = _last_value = TValue.v; }
-		if (update) _last_value = _plast_value; else _plast_value = _last_value;
+		if (update) {_last_value = _plast_value;} else {_plast_value = _last_value;}
 
 		Add_Replace_Trim(_buff_up, (TValue.v > _last_value) ? TValue.v-_last_value : 0, _p, update);
 		Add_Replace_Trim(_buff_dn, (TValue.v < _last_value) ? _last_value-TValue.v : 0, _p, update);
@@ -40,8 +40,7 @@ public class CMO_Series : Single_TSeries_Indicator {
 		}
 
 		double _cmo = 100 * (_cmo_up - _cmo_dn) / (_cmo_up + _cmo_dn);
-		if (_cmo_up + _cmo_dn == 0)
-			_cmo = 0;
+		if (_cmo_up + _cmo_dn == 0) {_cmo = 0;}
 		base.Add((TValue.t, _cmo), update, _NaN);
 	}
 }

Indicators/Basics/QuanTAlib_Indicator.cs

@@ -1,55 +0,0 @@
-using TradingPlatform.BusinessLayer;
-using System.Drawing;
-using QuanTAlib;
-using System;
-using TradingPlatform.BusinessLayer.Chart;
-
-namespace QuanTAlib;
-
-public abstract class QuanTAlib_Indicator : Indicator {
-	protected TBars bars;
-	protected IChartWindow mainWindow;
-	protected Graphics graphics;
-	protected int firstOnScreenBarIndex, lastOnScreenBarIndex;
-	protected HistoricalData History;
-	protected int HistPeriod;
-
-	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]);
-		}
-	}
-
-	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));
-	}
-	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));
-	}
-}

Indicators/Charts/JMA_chart.cs

@@ -3,9 +3,10 @@ using System.Diagnostics;
 using System.Drawing;
 using System.Linq;
 using TradingPlatform.BusinessLayer;
+using TradingPlatform.BusinessLayer.Chart;
 namespace QuanTAlib;
 
-public class JMA_chart : QuanTAlib_Indicator {
+public class JMA_chart : Indicator {
 	#region Parameters
 
 	[InputParameter("Data source", 0, variants: new object[]
@@ -31,6 +32,12 @@ public class JMA_chart : QuanTAlib_Indicator {
 	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() :base() {
 		Name = "JMA - Jurik Moving Avg";
 		Description = "Jurik Moving Average description";
@@ -42,6 +49,21 @@ public class JMA_chart : QuanTAlib_Indicator {
 
 	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);
@@ -49,6 +71,26 @@ public class JMA_chart : QuanTAlib_Indicator {
 
 	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));
+	}
+
 }

Indicators/Charts/xMA_chart.cs

@@ -216,7 +216,7 @@ public class MovingAverage_chart : Indicator {
 
 		overunder = new(MA1, MA2);
 		trades = new(MA1, MA2);
-		equity = new(trades,prices: bars.Open,Long:LongTrades,Short:ShortTrades,Warmup:MA1Period+MA2Period);
+		equity = new(trades,price: bars.Open,warmup:MA1Period+MA2Period);
 	}
 
 	protected override void OnUpdate(UpdateArgs args) {
@@ -253,7 +253,7 @@ public class MovingAverage_chart : Indicator {
 	}
 	public override void OnPaintChart(PaintChartEventArgs args) {
 		base.OnPaintChart(args);
-		if (this.CurrentChart == null) return;
+		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));

Strategies/SimpleMACross1.cs

@@ -38,8 +38,8 @@ namespace SimpleMACross {
 		}
 
 		protected override void OnRun() {
-			if (this.CurrentAccount != null && this.CurrentAccount.State == BusinessObjectState.Fake)	this.CurrentAccount = Core.Instance.GetAccount(this.CurrentAccount.CreateInfo());
-			if (this.CurrentSymbol != null && this.CurrentSymbol.State == BusinessObjectState.Fake)	this.CurrentSymbol = Core.Instance.GetSymbol(this.CurrentSymbol.CreateInfo());
+			if (this.CurrentAccount != null && this.CurrentAccount.State == BusinessObjectState.Fake)	{this.CurrentAccount = Core.Instance.GetAccount(this.CurrentAccount.CreateInfo());}
+			if (this.CurrentSymbol != null && this.CurrentSymbol.State == BusinessObjectState.Fake)	{this.CurrentSymbol = Core.Instance.GetSymbol(this.CurrentSymbol.CreateInfo());}
 			if (this.CurrentSymbol == null || this.CurrentAccount == null || this.CurrentSymbol.ConnectionId != this.CurrentAccount.ConnectionId) {
 				this.Log("Incorrect input parameters... Symbol or Account are not specified or they have different connectionID.", StrategyLoggingLevel.Error);
 				return;	}
@@ -59,12 +59,12 @@ namespace SimpleMACross {
 
 		private void OnUpdate() {
 			bool update = hdm.Last().TimeLeft - prev_time < this.period.Duration ? true : false;
-			if (!update) prev_time = hdm.Last().TimeLeft;
+			if (!update) {prev_time = hdm.Last().TimeLeft;}
 
 			bars.Add(hdm.Last().TimeLeft, hdm.Last()[PriceType.Open], hdm.Last()[PriceType.High], 
 					hdm.Last()[PriceType.Low], hdm.Last()[PriceType.Close], hdm.Last()[PriceType.Volume], update);
 
-			if (!update) this.LogInfo($"{bars.Close.Last().t}   OHLC4:{(double)bars.OHLC4}");
+			if (!update) {this.LogInfo($"{bars.Close.Last().t}   OHLC4:{(double)bars.OHLC4}");}
 
 		}