FSB_Pro_Indicators/EntryTime.cs at master · vcfriend/FSB_Pro_Indicators · GitHub

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
//==============================================================
// Forex Strategy Builder
// Copyright © Miroslav Popov. All rights reserved.
//==============================================================
// THIS CODE IS PROVIDED "AS IS" WITHOUT WARRANTY OF ANY KIND,
// EITHER EXPRESSED OR IMPLIED, INCLUDING BUT NOT LIMITED TO
// THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
// A PARTICULAR PURPOSE.
//==============================================================

using System;
using ForexStrategyBuilder.Infrastructure.Entities;
using ForexStrategyBuilder.Infrastructure.Enums;
using ForexStrategyBuilder.Infrastructure.Interfaces;

namespace ForexStrategyBuilder.Indicators.Store
{
    public class EntryTime : Indicator
    {
        public EntryTime()
        {
            IndicatorName = "Entry Time";
            PossibleSlots = SlotTypes.OpenFilter;
            IsDeafultGroupAll = true;
            IsGeneratable = false;

            IndicatorAuthor = "Miroslav Popov";
            IndicatorVersion = "2.0";
            IndicatorDescription = "Bundled in FSB distribution.";
        }

        public override void Initialize(SlotTypes slotType)
        {
            SlotType = slotType;
            IndParam.IsAllowLTF = false;

            // The ComboBox parameters
            IndParam.ListParam[0].Caption = "Logic";
            IndParam.ListParam[0].ItemList = new[]
                {
                    "Enter the market between the specified hours"
                };
            IndParam.ListParam[0].Index = 0;
            IndParam.ListParam[0].Text = IndParam.ListParam[0].ItemList[IndParam.ListParam[0].Index];
            IndParam.ListParam[0].Enabled = true;
            IndParam.ListParam[0].ToolTip = "Indicator's logic.";

            // The NumericUpDown parameters
            IndParam.NumParam[0].Caption = "From hour (incl.)";
            IndParam.NumParam[0].Value = 0;
            IndParam.NumParam[0].Min = 0;
            IndParam.NumParam[0].Max = 23;
            IndParam.NumParam[0].Enabled = true;
            IndParam.NumParam[0].ToolTip = "Beginning of the entry period.";

            IndParam.NumParam[1].Caption = "From min (incl.)";
            IndParam.NumParam[1].Value = 0;
            IndParam.NumParam[1].Min = 0;
            IndParam.NumParam[1].Max = 59;
            IndParam.NumParam[1].Enabled = true;
            IndParam.NumParam[1].ToolTip = "Beginning of the entry period.";

            IndParam.NumParam[2].Caption = "Until hour (excl.)";
            IndParam.NumParam[2].Value = 24;
            IndParam.NumParam[2].Min = 0;
            IndParam.NumParam[2].Max = 24;
            IndParam.NumParam[2].Enabled = true;
            IndParam.NumParam[2].ToolTip = "End of the entry period.";

            IndParam.NumParam[3].Caption = "Until min( excl.)";
            IndParam.NumParam[3].Value = 0;
            IndParam.NumParam[3].Min = 0;
            IndParam.NumParam[3].Max = 59;
            IndParam.NumParam[3].Enabled = true;
            IndParam.NumParam[3].ToolTip = "End of the entry period.";
        }

        public override void Calculate(IDataSet dataSet)
        {
            DataSet = dataSet;

            // Reading the parameters
            var fromHour = (int) IndParam.NumParam[0].Value;
            var fromMin = (int) IndParam.NumParam[1].Value;
            var untilHour = (int) IndParam.NumParam[2].Value;
            var untilMin = (int) IndParam.NumParam[3].Value;
            var fromTime = new TimeSpan(fromHour, fromMin, 0);
            var untilTime = new TimeSpan(untilHour, untilMin, 0);

            // Calculation
            const int firstBar = 1;
            var adBars = new double[Bars];

            // Calculation of the logic
            for (int bar = firstBar; bar < Bars; bar++)
            {
                if (fromTime < untilTime)
                    adBars[bar] = Time[bar].TimeOfDay >= fromTime &&
                                  Time[bar].TimeOfDay < untilTime
                                      ? 1
                                      : 0;
                else if (fromTime > untilTime)
                    adBars[bar] = Time[bar].TimeOfDay >= fromTime ||
                                  Time[bar].TimeOfDay < untilTime
                                      ? 1
                                      : 0;
                else
                    adBars[bar] = 1;
            }

            // Saving the components
            Component = new IndicatorComp[2];

            Component[0] = new IndicatorComp
                {
                    CompName = "Is long entry allowed",
                    DataType = IndComponentType.AllowOpenLong,
                    ChartType = IndChartType.NoChart,
                    ShowInDynInfo = false,
                    FirstBar = firstBar,
                    Value = adBars
                };

            Component[1] = new IndicatorComp
                {
                    CompName = "Is short entry allowed",
                    DataType = IndComponentType.AllowOpenShort,
                    ChartType = IndChartType.NoChart,
                    ShowInDynInfo = false,
                    FirstBar = firstBar,
                    Value = adBars
                };
        }

        public override void SetDescription()
        {
            var iFromHour = (int) IndParam.NumParam[0].Value;
            var iFromMin = (int) IndParam.NumParam[1].Value;
            var iUntilHour = (int) IndParam.NumParam[2].Value;
            var iUntilMin = (int) IndParam.NumParam[3].Value;

            string sFromTime = iFromHour.ToString("00") + ":" + iFromMin.ToString("00");
            string sUntilTime = iUntilHour.ToString("00") + ":" + iUntilMin.ToString("00");

            EntryFilterLongDescription = "the entry time is between " + sFromTime + " (incl.) and " + sUntilTime +
                                         " (excl.)";
            EntryFilterShortDescription = "the entry time is between " + sFromTime + " (incl.) and " + sUntilTime +
                                          " (excl.)";
        }

        public override string ToString()
        {
            var iFromHour = (int) IndParam.NumParam[0].Value;
            var iFromMin = (int) IndParam.NumParam[1].Value;
            var iUntilHour = (int) IndParam.NumParam[2].Value;
            var iUntilMin = (int) IndParam.NumParam[3].Value;

            string sFromTime = iFromHour.ToString("00") + ":" + iFromMin.ToString("00");
            string sUntilTime = iUntilHour.ToString("00") + ":" + iUntilMin.ToString("00");

            return IndicatorName + " (" +
                    sFromTime + " - " + // From
                    sUntilTime + ")"; // Until
        }
    }
}