Description
[Renko] Weis & Wyckoff System showcases the concepts of David H. Weis and Richard Wyckoff on Renko Chart
Last Update -> 16/11/2022
To see the images clearly, right click inside the image and open in new tab
It's just a way of visualizing the Waves and Volume numerically, it's not an original idea.
You can find this way of visualization first at (David Weis on Wyckoff | Support/Resistance | and Waves, most recent Weis on Wyckoff Renko Charts - Linda Raschke)
This uses the code concepts of (Numbers-Renko 数字練行足 in PineScript),
Cheers to the akutsusho!.
I improved it and brought it to cTrader/C#... and it's Free also open-source.
I added many other features based on the original design and my personal taste, like:
- Make your favorite design template yourself: 14 design/info parameters with a total of 32 sub-options
- Non-Repaint and Repaint Weis Waves Option: You can choose whether to see the Current Trend Wave value.
- Dynamic TimeLapse: Time Waves showed the difference in milliseconds, seconds, minutes, hours, days!
- And Many Others...
To better understand what you're seeing, search for books written by David H. Weis, Richard Wyckoff or their equivalents; (like "Trades about to happen" by David Weis)
You need to download .algo file because it have just 1800 lines of code...
For Better Performance, recompile it on cTrader with .NET 6.0 instead .NET 4.x
==================================================
Transcribed & Improved for cTrader/C#
by srlcarlg
Original Code Concepts in TradingView/Pinescript
by akutsusho
==================================================
=== UPDATE ===
16/11/2022 - Optimization in Renko Wicks code.
29/09/2022 - Added "Nº Bars to Show", userful when you don't want to calculate all the history available in the chart, which speeds up the final result.
23/08/2022 - Now you can see Renko's Current Time during his Formation when the price is updated
Redundant code removed from "Custom Load From" which generated error in previous version of cTrader (v4.0 or 4.1), the functionality still works.
To see the images clearly, right click inside the image and open in new tab
=== References: ===
I couldn't have done this so quickly if it weren't for the contribution to the cTrader Community by these People/Indicators:
Wyckoff Component:
I had done it before (Volume for Renko/Range and Renko Wicks)
Weis Waves Component:
(Swing Gann by TraderExperto) helped a lot in the structure to calculation Waves
(ZigZag by mike.ourednik) shortened the Waves Vital Code
Visit the TraderExperto Community: https://t.me/ComunidadeCtrader <<-- Grupo CTrader em Português
====================================== Parameters ======================================
----- [Renko] Weis & Wyckoff System -----
● Load From: {Today, Yesterday, 1 Week, 2 Week, Monthly}
● Custom (dd/mm/yyyy): Custom Date if Load From(Custom)
Load From is the Date to load Previous Historical Ticks Data, all data will be stored in memory and will be used in any Renko timeframe selected in the chosen Symbol.
if Custom (dd/mm/yyyy) runs with wrong value, it will use the existing data available in the chart..
The initial size allocated in memory will depend on how far from the current date "Load From" was set, as well as the past number of ticks updates, of couse.
● Show Wicks: The name explains itself
● Wicks Thickness: The name explains itself----- Numerical Renko Bars -----
● Show Numbers: {Both, Volume, Time}
The data to show in a Renko Bar
● Numbers Color: {Volume, Time, CustomColor}
The data to Color the Numbers in a Renko Bar
● CustomColor: Custom Color if Numbers Color(Custom)
● Numbers Both Sequence: {Default, Invert}
● Numbers Bar Position: {Inside, Outside}
Numbers Inside or Outside Bar
● Show Only Large Numbers: The name explains itself
● Volume Digits View: {All, 3_Digits, 4_Digits}
Designed for Forex currencies, this will remove the last number from the total number until the digits are <= x----- Renko Bars Color -----
● Bars Color: {Volume, Time}
The data to color a Renko Bar
● Fill Renko Bars?: The name explains itself
● Keep Bull/Bear Outline?: The name explains itself----- Waves Information -----
● Show Waves: {No, Both, Volume, Effort vs Result}
The data to show in a Wave
● Show Other Waves: {No, Both, Price, Time}
The Another Data to Show in a Wave
● Show Comparisons Marks: {No, Both, Left, Right}
Comparison marks follows the equation
Left = current Wave > Previous Wave of Same Direction then ⮝ else ⮟ (Invert the arrows to Bear Wave)
Right = current Wave > Previous Wave then ???? else ???? (Invert the arrows to Bear Wave)
● Show Current Wave: {No, itsRepaint}
No = Information will be displayed 1 Bars after End of Wave
itsRepaint = Information will be shown every New Bar
ATTENTION: Currently, itsRepaint mode breaks the logic of Comparisons Marks, so use it preferably without CM
● Bull Wave Color: The name explains itself
● Bear Wave Color: The name explains itself----- Waves Ratio -----
● Effort vs Result Ratio: 1.5
● Large Weis Waves Ratio: 1.5
● Large WW/EvsR Color: The name explains itself
The 'Ratio' is for large WW/EvsR and follows this equation:
((Sum of 4 previous Waves and current Wave) / 5 * Ratio) < current Wave then LargeColor----- MA for Numbers/Bar Colors -----
● MA Filter Type: EMA
● MA Filter Period: 5
MA Filter for Large Numbers----- Trend Line Settings-----
● Show TrendLines?: The name explains itself
● NoTrend Line Color: The name explains itself
● BullTrend Line Color: The name explains itself
● BearTrend Line Color: The name explains itself
Anyway, cTrader needs more powerful and free custom indicators to be used by more people than other trading platforms.
/*
--------------------------------------------------------------------------------------------------------------------------------
[Renko] Weis & Wyckoff System
showcases the concepts of David H. Weis and Richard Wyckoff on Renko Chart
It's just a way of visualizing the Waves and Volume numerically, it's not an original idea.
You can find this way of visualization first at (www.youtube.com/watch?v=uzISUr1itWg, most recent www.vimeo.com/394541866)
This uses the code concepts of (Numbers-Renko 数字練行足 https://www.tradingview.com/script/9BKOIhdl-Numbers-Renko/ in PineScript),
Cheers to the akutsusho!.
I IMPROVED IT and BROUGHT IT to cTrader/C#.
I added many other features based on the original design and my personal taste, like:
(Make your favorite design template yourself): 14 design parameters with a total of 32 sub-options
(Non-Repaint and Repaint Weis Waves Option): You can choose whether to see the Current Trend Wave value.
(Dynamic TimeLapse): Time Waves showed the difference in milliseconds, seconds, minutes, hours, days!
And Many Others...
For Better Performance, Recompile it on cTrader with .NET 6.0 instead .NET 4.x.
=========================================================================
"Talk is cheap. Show me the code."
Linus Torvalds
=========================================================================
Transcribed & Improved for cTrader/C#
by srlcarlg
Original Code Concepts in TradingView/Pinescript
by akutsusho
=========================================================================
== DON"T BE an ASSHOLE SELLING this FREE and OPEN-SOURCE indicator ==
----------------------------------------------------------------------------------------------------------------------------
*/
using System;
using System.Globalization;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
namespace cAlgo
{
[Indicator(IsOverlay = true, AutoRescale = true, AccessRights = AccessRights.None)]
public class RenkoWeisWyckoffSystem : Indicator
{
public enum LoadFromData
{
Today,
Yesterday,
One_Week,
Two_Week,
Monthly,
Custom
}
[Parameter("Load From:", DefaultValue = LoadFromData.Today, Group = "==== [Renko] Weis & Wyckoff System ====")]
public LoadFromData LoadFromInput { get; set; }
[Parameter("Custom (dd/mm/yyyy):", DefaultValue = "00/00/0000", Group = "==== [Renko] Weis & Wyckoff System ====")]
public string StringDate { get; set; }
[Parameter("Nº Bars to Show:", DefaultValue = -1, MinValue = -1, Group = "==== [Renko] Weis & Wyckoff System ====")]
public int Lookback { get; set; }
[Parameter("Show Wicks?", DefaultValue = false, Group = "==== [Renko] Weis & Wyckoff System ====")]
public bool ShowWicks { get; set; }
[Parameter("Wicks Thickness:", DefaultValue = 1, MaxValue = 5, Group = "==== [Renko] Weis & Wyckoff System ====")]
public int Thickness { get; set; }
public enum NumbersBarData
{
Both,
Volume,
Time
}
public enum NumbersBothPositionData
{
Default,
Invert,
}
public enum NumbersBarPositionData
{
Inside,
Outside,
}
public enum NumbersColorData
{
Volume,
Time,
CustomColor
}
public enum BarsColorData
{
Volume,
Time,
}
public enum DigitsToView
{
All,
_4_Digits,
_3_Digits,
}
[Parameter("Show Numbers:", DefaultValue = NumbersBarData.Volume, Group = "==== Numerical Renko Bars ====")]
public NumbersBarData ShowNumbersInput { get; set; }
[Parameter("Numbers Color:", DefaultValue = NumbersColorData.Volume, Group = "==== Numerical Renko Bars ====")]
public NumbersColorData NumbersColorInput { get; set; }
[Parameter("CustomColor:", DefaultValue = Colors.White, Group = "Numerical Renko Bars")]
public Colors CustomNumbersColor { get; set; }
[Parameter("Numbers Both Sequence:", DefaultValue = NumbersBothPositionData.Default, Group = "==== Numerical Renko Bars ====")]
public NumbersBothPositionData NumbersBothPositionInput { get; set; }
[Parameter("Numbers Bar Position:", DefaultValue = NumbersBarPositionData.Inside, Group = "==== Numerical Renko Bars ====")]
public NumbersBarPositionData NumbersPositionInput { get; set; }
[Parameter("Show Only Large Numbers:", DefaultValue = false, Group = "==== Numerical Renko Bars ====")]
public bool ShowOnlyLargeBool { get; set; }
[Parameter("Volume Digits View:", DefaultValue = DigitsToView.All, Group = "==== Numerical Renko Bars ====")]
public DigitsToView DigitsToViewInput { get; set; }
[Parameter("Renko Bars Color:", DefaultValue = BarsColorData.Volume, Group = "==== Renko Bars ====")]
public BarsColorData BarsColorInput { get; set; }
[Parameter("Fill Renko Bars?", DefaultValue = true, Group = "==== Renko Bars ====")]
public bool BarsFillBool { get; set; }
[Parameter("Keep Bull/Bear Outline?", DefaultValue = false, Group = "==== Renko Bars ====")]
public bool BarsOutlineBool { get; set; }
public enum ShowWavesData
{
No,
Both,
Volume,
EffortvsResult
}
public enum ShowMarksData
{
No,
Both,
Left,
Right
}
public enum ShowOtherWaves_Data
{
No,
Both,
Price,
Time
}
public enum RepaintData
{
No,
itsRepaint,
}
[Parameter("Show Waves", DefaultValue = ShowWavesData.Both, Group = "==== Waves Information ====")]
public ShowWavesData ShowWavesInput { get; set; }
[Parameter("Show Other Waves", DefaultValue = ShowOtherWaves_Data.No, Group = "==== Waves Information ====")]
public ShowOtherWaves_Data ShowOtherWaves_Input { get; set; }
[Parameter("Show Comparison Marks", DefaultValue = ShowMarksData.Both, Group = "==== Waves Information ====")]
public ShowMarksData ShowMarksInput { get; set; }
[Parameter("Show Current Wave", DefaultValue = RepaintData.No, Group = "==== Waves Information ====")]
public RepaintData RepaintInput { get; set; }
[Parameter("Bull Wave Color", DefaultValue = Colors.SeaGreen, Group = "==== Waves Information ====")]
public Colors strBullWaveColor { get; set; }
[Parameter("Bear Wave Color", DefaultValue = Colors.OrangeRed, Group = "==== Waves Information ====")]
public Colors strBearWaveColor { get; set; }
[Parameter("Effort vs Result Ratio", DefaultValue = 1.5, MinValue = 0, Group = "==== Waves Ratio ====")]
public double EvsR_Ratio { get; set; }
[Parameter("Large Weis Waves Ratio", DefaultValue = 1.5, MinValue = 0, Group = "==== Waves Ratio ====")]
public double WW_Ratio { get; set; }
[Parameter("Large WW/EvsR Color", DefaultValue = Colors.Yellow, Group = "==== Waves Ratio ====")]
public Colors strLargeColor { get; set; }
[Parameter("MA Filter Type:", DefaultValue = MovingAverageType.Exponential, Group = "==== Moving Average for Numbers/Bars Colors ====")]
public MovingAverageType MAtype { get; set; }
[Parameter("MA Filter Period:", DefaultValue = 5, MinValue = 1, Group = "==== Moving Average for Numbers/Bars Colors ====")]
public int MAperiod { get; set; }
[Parameter("Show TrendLines?", DefaultValue = false, Group = "==== Trend Lines Settings ====")]
public bool ShowTrendLines { get; set; }
[Parameter("NoTrend Line Color", DefaultValue = Colors.SteelBlue, Group = "==== Trend Lines Settings ====")]
public Colors NoTrendColor { get; set; }
[Parameter("BullTrend Line Color", DefaultValue = Colors.Green, Group = "==== Trend Lines Settings ====")]
public Colors BullLineColor { get; set; }
[Parameter("BearTrend Line Color", DefaultValue = Colors.Red, Group = "==== Trend Lines Settings ====")]
public Colors BearLineColor { get; set; }
[Parameter("Transcribed & Improved", DefaultValue = "for cTrader/C# by srlcarlg", Group = "==== Credits ====")]
public string Credits { get; set; }
[Parameter("Original Code Concepts", DefaultValue = "in TDV/Pinescript by akutsusho", Group = "==== Credits ====")]
public string Credits_2 { get; set; }
/*
Using TrendLines instead of Output.Line because
I want to enable/disable lines WITHOUT having to click 3 buttons or set 3 different colors to Transparent
[after some time...]
It is possible to disable the lines with one parameter in the Output.Line Method,
I still keep the trendlines because "who wants to know the numerical information of a line"? hahaha
*/
// ======= Weis Wave & Wyckoff System =======
string[] Bars_Colors = { "", "", "", "", "", "", "" };
string[] Numbers_Colors = { "", "", "", "", "", "", "" };
private IndicatorDataSeries renkoAllTimes;
private MovingAverage MATime, MAVol;
private double prevWaveVol_Bull;
private double prevVP_Bull;
private double prevWaveVol_Bear;
private double prevVP_Bear;
double[] prevCumul_Bull = { 0, 0 };
double[] prevCumul_Bear = { 0, 0 };
double[] prevWaves_VP = { 0, 0, 0, 0 };
double[] prevWaves_Vol = { 0, 0, 0, 0 };
private bool WrongTF = false;
private bool FinishedBool = false;
private int PipsMutliplier = 1;
private List<ChartText> TextsNumbersBar = new List<ChartText>();
private ChartType currentChartType;
// --- Zig Zag ---
enum Direction
{
up,
down
}
private Direction direction = Direction.down;
private double extremumPrice = 0.0;
private int extremumIndex = 0;
private int trendStartIndex = 0;
private double trendStartPrice = 0;
private IndicatorDataSeries TrendBuffer;
// ======= Volume Renko&Range =======
private DateTime FromDateTime;
private IndicatorDataSeries VolumeRR;
private Bars _TicksOHLC;
private int CurrentVol = 0;
// ======= Renko Wicks =======
private IndicatorDataSeries AllWicks;
private Color BullWickColor;
private Color BearWickColor;
private List<double> currentPriceWicks = new List<double>();
private List<ChartTrendLine> TrendLinesWicks = new List<ChartTrendLine>();
private bool TextsRemoved = false;
private VerticalAlignment V_Align = VerticalAlignment.Top;
private HorizontalAlignment H_Align = HorizontalAlignment.Center;
protected override void Initialize()
{
// ===== Verify Timeframe =====
string currentTimeframe = Chart.TimeFrame.ToString();
if (!currentTimeframe.Contains("Renko"))
{
DrawOnScreen($"Weis&Wyckoff System \n WORKS ONLY IN RENKO CHART!");
WrongTF = true;
return;
}
// ===== Settings Bars/Numbers Colors =====
if (NumbersPositionInput == NumbersBarPositionData.Outside)
{
// Colors
string[] B_Colors = { "EE3E3E40", "EE8F9092", "DDFFFFFF", "EEA1F6A1", "EE1D8934", "EEFA6681", "EEE00106" };
Bars_Colors = B_Colors;
string[] N_Colors = { "EE3E3E40", "EE8F9092", "DDFFFFFF", "EEA1F6A1", "EE1D8934", "EEFA6681", "EEE00106" };
Numbers_Colors = N_Colors;
}
else if (NumbersPositionInput == NumbersBarPositionData.Inside)
{
// Colors
string[] B_Colors = { "843E3E40", "658F9092", "65FFFFFF", "65A1F6A1", "651D8934", "65FA6681", "65E00106" };
Bars_Colors = B_Colors;
string[] N_Colors = { "FF3E3E40", "FF8F9092", "FFFFFFFF", "FFA1F6A1", "FF1D8934", "FFFA6681", "FFE00106" };
Numbers_Colors = N_Colors;
}
if (NumbersPositionInput == NumbersBarPositionData.Outside)
{
/* As it's a combination that won't be used much,
and btw drawing this combination is a little tiring,
I left it out. */
if (ShowNumbersInput == NumbersBarData.Both && (ShowWavesInput == ShowWavesData.Both || ShowWavesInput == ShowWavesData.Volume || ShowWavesInput == ShowWavesData.EffortvsResult))
{
Print("W.WAVES POSITIONS in OUTSIDE NUMBERS OPTION is not optimized for BOTH NUMBERS OPTION, setting BOTH to VOLUME instead");
ShowNumbersInput = NumbersBarData.Volume;
}
else if (ShowNumbersInput == NumbersBarData.Both && (ShowOtherWaves_Input == ShowOtherWaves_Data.Both || ShowOtherWaves_Input == ShowOtherWaves_Data.Price || ShowOtherWaves_Input == ShowOtherWaves_Data.Time))
{
Print("W.Waves POSITIONS in OUTSIDE NUMBERS OPTION is not optimized for BOTH NUMBERS OPTION, setting BOTH to VOLUME instead");
ShowNumbersInput = NumbersBarData.Volume;
}
}
// ===== Volume RR Inicialization =====
_TicksOHLC = MarketData.GetBars(TimeFrame.Tick);
Bars.BarOpened += ResetCurrentVol;
Chart.ObjectsRemoved += SetTextsRemoved;
VolumeRR = CreateDataSeries();
VolumeInitialize();
// ===== Renko Wicks Inicialization =====
AllWicks = CreateDataSeries();
Bars.BarOpened += ResetCurrentWick;
Chart.ObjectsRemoved += SetTextsRemoved;
Chart.ColorsChanged += SetTrendLinesColor;
// ===== Coloring Volume&Time / Numeric Renko Inicialization / Wyckoff Part =====
renkoAllTimes = CreateDataSeries();
MATime = Indicators.MovingAverage(renkoAllTimes, MAperiod, MAtype);
MAVol = Indicators.MovingAverage(VolumeRR, MAperiod, MAtype);
if (Symbol.Digits == 2 && Symbol.PipSize == 0.1)
PipsMutliplier = 10;
Chart.ChartTypeChanged += SetNumbersPositionEvent;
currentChartType = Chart.ChartType;
TrendBuffer = CreateDataSeries();
}
public override void Calculate(int index)
{
if (WrongTF)
return;
// ==== Removing Messages + Others ====
if (IsLastBar)
{
CurrentVol += 1;
if (ShowWicks)
currentPriceWicks.Add(Bars.ClosePrices[index]);
}
else
DrawOnScreen("");
if (index < (Bars.OpenTimes.GetIndexByTime(Server.Time)-Lookback) && (Lookback != -1 && Lookback > 0))
{
Chart.SetBarOutlineColor(index, Bars_Colors[1]);
Chart.SetBarFillColor(index, Bars_Colors[1]);
return;
}
// ==== Volume RR ====
DateTime CurrentTimeBar = Bars.OpenTimes[index];
DateTime PreviousTimeBar = Bars.OpenTimes[index - 1];
VolumeRR[index - 1] = Get_Volume_or_Wicks(PreviousTimeBar, CurrentTimeBar, true);
VolumeRR[index] = CurrentVol;
// ==== Coloring Renko Bars ====
Standard_Colors(index);
// ==== Weis Wave ====
WeisWaveSystem(index);
// ==== Renko Wicks ====
if (ShowWicks)
RenkoWicks(index);
// Live Volume
ChartText dyntext = Chart.DrawText($"liveVol", $"\n{CurrentVol}", index, Bars.ClosePrices[index], Color.White);
dyntext.HorizontalAlignment = HorizontalAlignment.Center;
// Live Time
DateTime c_prevTime = Bars.OpenTimes[index];
DateTime c_currentTime2 = Server.Time;
TimeSpan c_interval = c_currentTime2.Subtract(c_prevTime);
double interval_ms = c_interval.TotalMilliseconds;
string[] interval_tlapse = DynTimeLapse(interval_ms);
double dynInterval = Convert.ToDouble(interval_tlapse[0]);
string actualTimeLapse = interval_tlapse[1];
ChartText dyntext_t = Chart.DrawText($"liveTimer", $"{Math.Round(dynInterval) + actualTimeLapse}", index, Bars.ClosePrices[index], Color.White);
dyntext_t.HorizontalAlignment = HorizontalAlignment.Center;
}
private void Standard_Colors(int index)
{
// =========== Timer ===========
// Previous Interval
DateTime prevTime = Bars.OpenTimes[index - 2];
DateTime currentTime = Bars.OpenTimes[index - 1];
TimeSpan interval = currentTime.Subtract(prevTime);
double interval_ms = interval.TotalMilliseconds;
// Dynamic TimeLapse Format
string[] interval_tlapse = DynTimeLapse(interval_ms);
double dynInterval = Convert.ToDouble(interval_tlapse[0]);
string actualTimeLapse = interval_tlapse[1];
// -----------------
renkoAllTimes[index - 1] = dynInterval;
// Current Interval
DateTime c_prevTime = Bars.OpenTimes[index - 1];
DateTime c_currentTime2 = Bars.OpenTimes[index];
TimeSpan c_interval = c_currentTime2.Subtract(c_prevTime);
double c_interval_ms = c_interval.TotalMilliseconds;
// -----------------
renkoAllTimes[index] = c_interval_ms;
// =========== Time Filter ===========
double rawTimeFilter = dynInterval / MATime.Result[index - 1];
string strTimeFilter = Filtered_TwoDecimais();
string Filtered_TwoDecimais()
{
string[] rawStr = rawTimeFilter.ToString().Split(',');
if (rawStr.Length == 1)
return rawStr[0];
string rawDecimais = rawStr[1];
string twoDecimais = rawDecimais.Substring(0, 2);
return $"{rawStr[0]},{twoDecimais}";
}
double timeFilter = Math.Round(Convert.ToDouble(strTimeFilter), 1);
double timeLarge = timeFilter > 1 ? Math.Round(dynInterval) : 0;
// =========== Volume Filter ===========
double volumeFilter = VolumeRR[index - 1] / MAVol.Result[index - 1];
double volumeLarge = volumeFilter > 1 ? VolumeRR[index - 1] : 0;
// ========== Drawing ==========
// --- Color type ---
double colorTypeNumbers = NumbersColorInput == NumbersColorData.Time ? timeFilter : volumeFilter;
double colorTypeBars = BarsColorInput == BarsColorData.Time ? timeFilter : volumeFilter;
// --- Y-Axis ---
bool isBullish = (Bars.ClosePrices[index - 1] > Bars.OpenPrices[index - 1]);
double y_bull = Bars.ClosePrices[index - 1];
double y_bear = Bars.OpenPrices[index - 1];
// --- Shows Dynamic Time/Volume ---
string strTimeLarge = timeLarge != 0 ? timeLarge.ToString() + actualTimeLapse : "";
string strVolLarge = volumeLarge != 0 ? volumeLarge.ToString() : "";
string onlyTime = ShowOnlyLargeBool ? $"{strTimeLarge}" : $"{Math.Round(dynInterval) + actualTimeLapse}";
string onlyVol = ShowOnlyLargeBool ? $"{strVolLarge}" : $"{SetDigits(VolumeRR[index - 1])}";
string dynLargePosition = "";
string VolTime = "";
if (NumbersBothPositionInput == NumbersBothPositionData.Default)
{
dynLargePosition = strTimeLarge == "" ? $"{strVolLarge}" : strVolLarge == "" ? $"{strTimeLarge}" : $"{Math.Round(dynInterval) + actualTimeLapse}\n{SetDigits(VolumeRR[index - 1])}";
VolTime = ShowOnlyLargeBool ? dynLargePosition : $"{Math.Round(dynInterval) + actualTimeLapse}\n{SetDigits(VolumeRR[index - 1])}";
}
else
{
dynLargePosition = strTimeLarge == "" ? $"{strVolLarge}" : strVolLarge == "" ? $"{strTimeLarge}" : $"{SetDigits(VolumeRR[index - 1])}\n{Math.Round(dynInterval) + actualTimeLapse}";
VolTime = ShowOnlyLargeBool ? dynLargePosition : $"{SetDigits(VolumeRR[index - 1])}\n{Math.Round(dynInterval) + actualTimeLapse}";
}
// --- Shows Time/Volume/Both ---
var selectedNumbers = ShowNumbersInput;
string dynString = selectedNumbers == NumbersBarData.Time ? onlyTime : selectedNumbers == NumbersBarData.Volume ? onlyVol : VolTime;
// === Bull ===
if (isBullish)
{
if (y_bull.ToString() == "NaN")
return;
// Number/Bar Color
Color dynNumberColor = colorTypeNumbers > 2 ? Numbers_Colors[4] : colorTypeNumbers > 1.5 ? Numbers_Colors[3] : colorTypeNumbers > 1 ? Numbers_Colors[2] : colorTypeNumbers > 0.5 ? Numbers_Colors[1] : Numbers_Colors[0];
Color dynBarColor = colorTypeBars > 2 ? Bars_Colors[4] : colorTypeBars > 1.5 ? Bars_Colors[3] : colorTypeBars > 1 ? Bars_Colors[2] : colorTypeBars > 0.5 ? Bars_Colors[1] : Bars_Colors[0];
if (VolumeRR[index-1] != 0)
{
ChartText dyntext = Chart.DrawText($"VolTimeBull_{index - 1}", dynString, index - 1, y_bull, dynNumberColor);
// Positions Settings + Others
if (Chart.ChartType != ChartType.Bars)
{
if (NumbersPositionInput == NumbersBarPositionData.Outside)
dyntext.VerticalAlignment = VerticalAlignment.Top;
dyntext.HorizontalAlignment = HorizontalAlignment.Center;
}
else
dyntext.HorizontalAlignment = HorizontalAlignment.Stretch;
dyntext.Comment = "Bull";
if (NumbersColorInput == NumbersColorData.CustomColor)
dyntext.Color = Color.FromName(CustomNumbersColor.ToString());
TextsNumbersBar.Add(dyntext);
}
// Fill + Outline Settings
if (!BarsFillBool && !BarsOutlineBool)
{
Chart.SetBarFillColor(index - 1, Color.Transparent);
Chart.SetBarOutlineColor(index - 1, dynBarColor);
BullWickColor = dynBarColor;
}
else if (BarsFillBool && BarsOutlineBool)
{
Chart.SetBarFillColor(index - 1, dynBarColor);
BullWickColor = Chart.ColorSettings.BullOutlineColor;
}
else if (!BarsFillBool && BarsOutlineBool)
{
Chart.SetBarFillColor(index - 1, Color.Transparent);
BullWickColor = Chart.ColorSettings.BullOutlineColor;
}
else if (BarsFillBool && !BarsOutlineBool)
{
Chart.SetBarColor(index - 1, dynBarColor);
BullWickColor = dynBarColor;
}
}
// === Bear ===
else
{
if (y_bear.ToString() == "NaN")
return;
// Number/Bar Color
Color dynNumberColor = colorTypeNumbers > 2 ? Numbers_Colors[6] : colorTypeNumbers > 1.5 ? Numbers_Colors[5] : colorTypeNumbers > 1 ? Numbers_Colors[2] : colorTypeNumbers > 0.5 ? Numbers_Colors[1] : Numbers_Colors[0];
Color dynBarColor = colorTypeBars > 2 ? Bars_Colors[6] : colorTypeBars > 1.5 ? Bars_Colors[5] : colorTypeBars > 1 ? Bars_Colors[2] : colorTypeBars > 0.5 ? Bars_Colors[1] : Bars_Colors[0];
if (VolumeRR[index-1] != 0)
{
ChartText dyntext = Chart.DrawText($"VolTimeBull_{index - 1}", dynString, index - 1, y_bear, dynNumberColor);
// Positions Settings + Others
if (Chart.ChartType != ChartType.Bars)
{
if (NumbersPositionInput == NumbersBarPositionData.Outside)
dyntext.Y = y_bull;
dyntext.HorizontalAlignment = HorizontalAlignment.Center;
}
else
dyntext.HorizontalAlignment = HorizontalAlignment.Stretch;
dyntext.Comment = "Bear";
if (NumbersColorInput == NumbersColorData.CustomColor)
dyntext.Color = Color.FromName(CustomNumbersColor.ToString());
TextsNumbersBar.Add(dyntext);
}
// Fill + Outline Settings
if (!BarsFillBool && !BarsOutlineBool)
{
Chart.SetBarFillColor(index - 1, Color.Transparent);
Chart.SetBarOutlineColor(index - 1, dynBarColor);
BearWickColor = dynBarColor;
}
else if (BarsFillBool && BarsOutlineBool)
{
Chart.SetBarFillColor(index - 1, dynBarColor);
BearWickColor = Chart.ColorSettings.BearOutlineColor;
}
else if (!BarsFillBool && BarsOutlineBool)
{
Chart.SetBarFillColor(index - 1, Color.Transparent);
BearWickColor = Chart.ColorSettings.BearOutlineColor;
}
else if (BarsFillBool && !BarsOutlineBool)
{
Chart.SetBarColor(index - 1, dynBarColor);
BearWickColor = dynBarColor;
}
}
}
// ========= ========== ==========
private void SetNumbersPositionEvent(ChartTypeEventArgs obj)
{
currentChartType = obj.Chart.ChartType;
ChartText last = TextsNumbersBar.LastOrDefault();
bool alreadySet_Bars = last.HorizontalAlignment == HorizontalAlignment.Stretch;
bool alreadySet_Candlesticks = last.HorizontalAlignment == HorizontalAlignment.Center;
if (Chart.ChartType == ChartType.Bars && !alreadySet_Bars)
{
for (int index = 0; index < TextsNumbersBar.Count; index++)
{
if (TextsNumbersBar[index].Comment == "Bull")
TextsNumbersBar[index].HorizontalAlignment = HorizontalAlignment.Stretch;
else
TextsNumbersBar[index].HorizontalAlignment = HorizontalAlignment.Stretch;
}
}
else if (obj.Chart.ChartType == ChartType.Candlesticks && !alreadySet_Candlesticks)
{
for (int index = 0; index < TextsNumbersBar.Count; index++)
{
if (TextsNumbersBar[index].Comment == "Bull")
TextsNumbersBar[index].HorizontalAlignment = HorizontalAlignment.Center;
else
TextsNumbersBar[index].HorizontalAlignment = HorizontalAlignment.Center;
}
}
}
// ========= ========== ==========
private double SetDigits(double Number, bool haveComma=false)
{
if (DigitsToViewInput == DigitsToView.All || Number == 0 || Number.ToString() == "NaN" || Number.ToString().Length == 1)
return Number;
if (!haveComma)
{
string strNumber = Number.ToString();
int dynDigits = DigitsToViewInput == DigitsToView._4_Digits ? 4 : 3;
string newValue = strNumber;
if (dynDigits == 4)
{
for (int i = 0; i < newValue.Length; i++)
{
if (strNumber.Length == dynDigits+1)
{
if (strNumber.Length == 2)
break;
newValue = strNumber.Remove(strNumber.Length - 1);
break;
}
else if (newValue.Length > dynDigits)
newValue = newValue.Remove(newValue.Length - 1);
else
break;
}
}
else
{
for (int i = 0; i < newValue.Length; i++)
{
if (strNumber.Length == 3)
{
newValue = strNumber.Remove(strNumber.Length - 1);
break;
}
else if (strNumber.Length == dynDigits+1)
{
if (strNumber.Length == 2)
break;
newValue = strNumber.Remove(strNumber.Length - 1);
break;
}
else if (newValue.Length > dynDigits)
newValue = newValue.Remove(newValue.Length - 1);
else
break;
}
}
return Convert.ToDouble(newValue);
}
else
{
string strNumber = Number.ToString().Replace(",", "");
int dynDigits = DigitsToViewInput == DigitsToView._4_Digits ? 4 : 5;
string newValue = strNumber;
for (int i = 0; i < newValue.Length; i++)
{
if (strNumber.Length == dynDigits+1)
{
if (strNumber.Length <= 2)
break;
newValue = strNumber.Remove(strNumber.Length - 1);
break;
}
if (newValue.Length > dynDigits+1)
newValue = newValue.Remove(newValue.Length - 1);
else
break;
}
char last = newValue.Last();
string removedLast = newValue.Remove(newValue.Length - 1);
string newStr = $"{removedLast}{last}";
return Convert.ToDouble(newStr);
}
}
// ************************** VOLUME RENKO/RANGE **************************
/*
Original source code by srlcarlg (me) (https://ctrader.com/algos/indicators/show/3045)
*/
private void VolumeInitialize()
{
if (LoadFromInput == LoadFromData.Custom)
{
// ==== Get datetime to load from: dd/mm/yyyy ====
if (DateTime.TryParseExact(StringDate, "dd/mm/yyyy", new CultureInfo("en-US"), DateTimeStyles.None, out FromDateTime))
{
if (FromDateTime > Server.Time.Date) {
// for Log
FromDateTime = Server.Time.Date;
Print($"Invalid DateTime '{StringDate}'. Using '{FromDateTime}'");
}
}
else {
// for Log
FromDateTime = Server.Time.Date;
Print($"Invalid DateTime '{StringDate}'. Using '{FromDateTime}'");
}
}
else
{
DateTime LastBarTime = Bars.LastBar.OpenTime.Date;
if (LoadFromInput == LoadFromData.Today)
FromDateTime = LastBarTime.Date;
else if (LoadFromInput == LoadFromData.Yesterday)
FromDateTime = LastBarTime.AddDays(-1);
else if (LoadFromInput == LoadFromData.One_Week)
FromDateTime = LastBarTime.AddDays(-5);
else if (LoadFromInput == LoadFromData.Two_Week)
FromDateTime = LastBarTime.AddDays(-10);
else if (LoadFromInput == LoadFromData.Monthly)
FromDateTime = LastBarTime.AddMonths(-1);
}
// ==== Check if existing ticks data on the chart really needs more data ====
DateTime FirstTickTime = _TicksOHLC.OpenTimes.Reverse().LastOrDefault();
if (FirstTickTime >= FromDateTime) {
LoadMoreTicks(FromDateTime);
DrawOnScreen("Data Collection Finished \n Calculating...");
}
else {
Print($"Using existing tick data from '{FirstTickTime}'");
DrawOnScreen($"Using existing tick data from '{FirstTickTime}' \n Calculating...");
}
}
// ========= ========== ==========
private double Get_Volume_or_Wicks(DateTime startTime, DateTime endTime, bool isVolume, bool isBullish = false)
{
int volume = 0;
double min = Int32.MaxValue;
double max = 0;
for (int tickIndex = 0; tickIndex < _TicksOHLC.Count; tickIndex++)
{
Bar tickBar = _TicksOHLC[tickIndex];
if (tickBar.OpenTime < startTime || tickBar.OpenTime > endTime)
{
if (tickBar.OpenTime > endTime)
break;
else
continue;
}
volume += 1;
if (isBullish && !isVolume && tickBar.Close < min)
min = tickBar.Close;
else if (!isBullish && !isVolume && tickBar.Close > max)
max = tickBar.Close;
}
if (isVolume)
return volume;
else
return isBullish ? min : max;
}
// ========= ========== ==========
private void LoadMoreTicks(DateTime FromDateTime)
{
bool msg = false;
while (_TicksOHLC.OpenTimes.Reverse().LastOrDefault() > FromDateTime)
{
if (!msg) {
Print($"Loading from '{_TicksOHLC.OpenTimes.Reverse().Last()}' to '{FromDateTime}'...");
msg = true;
}
int loadedCount = _TicksOHLC.LoadMoreHistory();
Print("Loaded {0} Ticks, Current Tick Date: {1}", loadedCount, _TicksOHLC.OpenTimes.Reverse().LastOrDefault());
if (loadedCount == 0)
break;
}
Print("Data Collection Finished, First Tick from: {0}", _TicksOHLC.OpenTimes.Reverse().LastOrDefault());
}
// ========= ========== ==========
private void ResetCurrentVol(BarOpenedEventArgs obj)
{
CurrentVol = 0;
}
// ========= ========== ==========
private void SetTextsRemoved(ChartObjectsRemovedEventArgs obj)
{
TextsRemoved = true;
}
// ************************** RENKO WICKS **************************
/*
Original source code by srlcarlg (me) (https://ctrader.com/algos/indicators/show/3046)
*/
private void RenkoWicks(int index)
{
DateTime CurrentTimeBar = Bars.OpenTimes[index];
DateTime PreviousTimeBar = Bars.OpenTimes[index - 1];
double PrevOpen = Bars.OpenPrices[index - 1];
bool isBullish = (Bars.ClosePrices[index - 1] > Bars.OpenPrices[index - 1]);
bool currentIsBullish = (Bars.ClosePrices[index] > Bars.OpenPrices[index]);
bool Gap = Bars.OpenTimes[index - 1] == Bars.OpenTimes[index - 2];
// ==============
AllWicks[index - 1] = Get_Volume_or_Wicks(PreviousTimeBar, CurrentTimeBar, false, isBullish);
// ==== HISTORICAL BULL WICK ====
if (isBullish)
{
if (AllWicks[index - 1] < PrevOpen && !Gap)
{
ChartTrendLine trendBull = Chart.DrawTrendLine("BullWick_" + (index - 1), PreviousTimeBar, AllWicks[index - 1], PreviousTimeBar, Bars.OpenPrices[index - 1], BullWickColor);
trendBull.Thickness = Thickness;
trendBull.Comment = "BullWick";
TrendLinesWicks.Add(trendBull);
}
}
// ==== HISTORICAL BEAR WICK ====
else
{
if (AllWicks[index - 1] > PrevOpen && !Gap)
{
ChartTrendLine trendBear = Chart.DrawTrendLine("BearWick_" + (index - 1), PreviousTimeBar, AllWicks[index - 1], PreviousTimeBar, Bars.OpenPrices[index - 1], BearWickColor);
trendBear.Thickness = Thickness;
trendBear.Comment = "BearWick";
TrendLinesWicks.Add(trendBear);
}
}
// ==== CURRENT BULL WICK ====
if (currentIsBullish)
{
if (currentPriceWicks.Count == 0)
return;
AllWicks[index] = currentPriceWicks.Min();
ChartTrendLine currentTrendBull = Chart.DrawTrendLine("currentPriceLines", CurrentTimeBar, AllWicks[index], CurrentTimeBar, currentPriceWicks.Max(), BullWickColor);
currentTrendBull.Thickness = Thickness;
}
// ==== CURRENT BEAR WICK ====
else
{
if (currentPriceWicks.Count == 0)
return;
AllWicks[index] = currentPriceWicks.Max();
ChartTrendLine currentTrendBear = Chart.DrawTrendLine("currentPriceLines", CurrentTimeBar, AllWicks[index], CurrentTimeBar, currentPriceWicks.Min(), BearWickColor);
currentTrendBear.Thickness = Thickness;
}
}
// ========= Functions Area ==========
private void ResetCurrentWick(BarOpenedEventArgs obj)
{
currentPriceWicks.Clear();
Chart.RemoveObject("currentPriceLines");
}
// ========= ========== ==========
private void DrawOnScreen(string Msg)
{
Chart.DrawStaticText("txt", $"{Msg}", V_Align, H_Align, Color.Orange);
}
// ========= ========== ==========
private void SetTrendLinesColor(ChartColorEventArgs obj)
{
if (obj.Chart.ColorSettings.BullOutlineColor != BullWickColor)
{
for (int wickIndex = 0; wickIndex < TrendLinesWicks.Count; wickIndex++)
{
if (TrendLinesWicks[wickIndex].Comment == "BullWick")
TrendLinesWicks[wickIndex].Color = obj.Chart.ColorSettings.BullOutlineColor;
}
BullWickColor = obj.Chart.ColorSettings.BullOutlineColor;
}
if (obj.Chart.ColorSettings.BearOutlineColor != BearWickColor)
{
for (int wickIndex = 0; wickIndex < TrendLinesWicks.Count; wickIndex++)
{
if (TrendLinesWicks[wickIndex].Comment == "BearWick")
TrendLinesWicks[wickIndex].Color = obj.Chart.ColorSettings.BearOutlineColor;
}
BearWickColor = obj.Chart.ColorSettings.BearOutlineColor;
}
}
// ************************ WEIS WAVE SYSTEM **************************
/*
Improved Weis Waves
by
srlcarlg
====== References for Studies ======
(Numbers-Renko 数字練行足) by akutsusho (https://www.tradingview.com/script/9BKOIhdl-Numbers-Renko) (Code concepts in PineScript)
(Swing Gann) by TradeExperto (https://ctrader.com/algos/indicators/show/2521) (helped a lot in the structure of the calculation of waves)
(ZigZag) by mike.ourednik (https://ctrader.com/algos/indicators/show/1419) (also, decreased a lot of code)
*/
private void WeisWaveSystem(int rawIndex)
{
int index = rawIndex;
if (RepaintInput == RepaintData.No)
index = rawIndex - 2;
else
index = rawIndex - 1;
if (index < 2)
return;
double low = Bars.LowPrices[index];
double high = Bars.HighPrices[index];
if (extremumPrice == 0.0)
extremumPrice = high;
if (direction == Direction.down)
{
if (low <= extremumPrice)
moveExtremum(index, low);
else if (high >= extremumPrice * (1.0 + 0.01 * 0.01))
{
setExtremum(index, high);
direction = Direction.up;
}
}
else
{
if (high >= extremumPrice)
moveExtremum(index, high);
else if (low <= extremumPrice * (1.0 - 0.01 * 0.01))
{
setExtremum(index, low);
direction = Direction.down;
}
}
// ===== Local Functions Area =====
void moveExtremum(int indexBar, double price)
{
// Need
TrendBuffer[extremumIndex+1] = Bars.OpenPrices[index];
// === Calculate Wave = In Trend ===
bool dynCurrentUpDw = Bars.ClosePrices[index] > Bars.OpenPrices[index];
if (dynCurrentUpDw)
{
CalculateWaves(1, trendStartIndex, index, ShowWavesInput, trendStartIndex, false);
if (ShowTrendLines)
Chart.DrawTrendLine("TrendLine" + trendStartIndex, trendStartIndex, Bars.OpenPrices[trendStartIndex], index, Bars.OpenPrices[index], Color.Green);
/*
In Output.Line Method, just do:
BullLine[index] = TrendBuffer[extremumIndex+1];
BearLine[index] = double.NaN;
*/
}
else
{
CalculateWaves(3, trendStartIndex, index, ShowWavesInput, trendStartIndex, false);
if (ShowTrendLines)
Chart.DrawTrendLine("TrendLine" + trendStartIndex, trendStartIndex, Bars.OpenPrices[trendStartIndex], index, Bars.OpenPrices[index], Color.Red);
/*
In Output.Line Method, just do:
BearLine[index] = TrendBuffer[extremumIndex+1];
BullLine[index] = double.NaN;
*/
}
setExtremum(index, price);
}
// ========= ========== ==========
void setExtremum(int indexBar, double price)
{
// I had to change the parameter index to indexBar because cTrader on .NET 4.x is slow and boring :)
// cTrader on .NET 6.0, parameter named in index works normally
extremumIndex = index;
extremumPrice = price;
TrendBuffer[extremumIndex+1] = extremumPrice;
if (DirectionChanged(index))
{
// Current index is the end of trend
// === Calculate Wave = Final Trend ===
bool dynCurrentUpDw = Bars.ClosePrices[index] > Bars.OpenPrices[index];
bool prevIsUp = Bars.ClosePrices[index - 1] > Bars.OpenPrices[index - 1];
bool nextIsUp = Bars.ClosePrices[index + 1] > Bars.OpenPrices[index + 1];
bool prevIsDown = Bars.ClosePrices[index - 1] < Bars.OpenPrices[index - 1];
bool nextIsDown = Bars.ClosePrices[index + 1] < Bars.OpenPrices[index + 1];
if (dynCurrentUpDw)
{
CalculateWaves(1, trendStartIndex, index, ShowWavesInput, trendStartIndex, true);
if (ShowTrendLines)
{
Chart.DrawTrendLine("TrendLine" + trendStartIndex, trendStartIndex, Bars.OpenPrices[trendStartIndex], index, Bars.OpenPrices[index], Color.FromName(BullLineColor.ToString()));
Chart.DrawTrendLine("TrendLine" + extremumIndex, index + 1, Bars.OpenPrices[index+1], index, Bars.OpenPrices[index], Color.FromName(NoTrendColor.ToString()));
Chart.DrawTrendLine("TrendLine" + extremumIndex, index + 1, Bars.OpenPrices[index+1], index, Bars.OpenPrices[index+1], Color.FromName(NoTrendColor.ToString()));
}
/*
In Output.Line Method, just do:
BullLine[index] = TrendBuffer[extremumIndex+1];
BearLine[index] = double.NaN;
*/
}
else
{
int dynEndIndex = (prevIsDown && dynCurrentUpDw && nextIsDown) || (prevIsUp && !dynCurrentUpDw && nextIsUp) ? trendStartIndex : index;
CalculateWaves(3, trendStartIndex, index, ShowWavesInput, trendStartIndex, true);
if (ShowTrendLines)
{
Chart.DrawTrendLine("TrendLine" + trendStartIndex, trendStartIndex, Bars.OpenPrices[trendStartIndex], index, Bars.OpenPrices[index], Color.FromName(BearLineColor.ToString()));
Chart.DrawTrendLine("TrendLine" + extremumIndex, index + 1, Bars.OpenPrices[index+1], dynEndIndex, Bars.OpenPrices[index], Color.FromName(NoTrendColor.ToString()));
Chart.DrawTrendLine("TrendLine" + extremumIndex, index + 1, Bars.OpenPrices[index+1], index, Bars.OpenPrices[index+1], Color.FromName(NoTrendColor.ToString()));
}
/*
In Output.Line Method, just do:
BearLine[index] = TrendBuffer[extremumIndex+1];
BullLine[index] = double.NaN;
*/
}
trendStartIndex = index + 1;
trendStartPrice = Bars.OpenPrices[index + 1];
TrendBuffer[extremumIndex+1] = Bars.OpenPrices[index + 1];
}
}
// ========= ========== ==========
bool DirectionChanged(int indexbar)
{
// Dynamic Current Bar
bool dynCurrentUpDw = Bars.ClosePrices[index] > Bars.OpenPrices[index];
// I didn't put a dynamic bool because it can confuse
bool prevIsUp = Bars.ClosePrices[index - 1] > Bars.OpenPrices[index - 1];
bool nextIsUp = Bars.ClosePrices[index + 1] > Bars.OpenPrices[index + 1];
bool prevIsDown = Bars.ClosePrices[index - 1] < Bars.OpenPrices[index - 1];
bool nextIsDown = Bars.ClosePrices[index + 1] < Bars.OpenPrices[index + 1];
bool dynDirectionChanged = prevIsUp && dynCurrentUpDw && nextIsDown || prevIsDown && dynCurrentUpDw && nextIsDown
|| prevIsDown && !dynCurrentUpDw && nextIsUp || prevIsUp && !dynCurrentUpDw && nextIsUp;
return dynDirectionChanged;
}
}
/*
The comments from here will be shortened,
because there is a lot of REPETITION of STRUCTURE,
so when you understand a part, all are understood
*/
private void CalculateWaves(int direction, int firstCandle, int lastCandle, ShowWavesData WaveOption, int objectIndex, bool DirectionChanged = false)
{
// direction == 1 is Bull, direction == 3 is Bear
if (VolumeRR[lastCandle] == 0)
return;
if (WaveOption == ShowWavesData.No)
{
bool prevIsDown = Bars.ClosePrices[lastCandle - 1] < Bars.OpenPrices[lastCandle - 1];
bool nextIsDown = Bars.ClosePrices[lastCandle + 1] < Bars.OpenPrices[lastCandle + 1];
bool prevIsUp = Bars.ClosePrices[lastCandle - 1] > Bars.OpenPrices[lastCandle - 1];
bool nextIsUp = Bars.ClosePrices[lastCandle + 1] > Bars.OpenPrices[lastCandle + 1];
if (RepaintInput == RepaintData.No)
{
// Making sure to draw only at the end of waves
bool dynEndWave = (!prevIsDown && !DirectionChanged && nextIsDown || prevIsDown && DirectionChanged && nextIsDown)
|| (!prevIsUp && !DirectionChanged && nextIsUp || prevIsUp && DirectionChanged && nextIsUp);
if (dynEndWave)
OthersWaves();
}
else
OthersWaves();
return;
}
else
{
if (direction == 1)
{
double cumlVolume = cumulVolume();
if (cumlVolume == 0)
return;
double cumlRenko = cumulRenko();
double cumlVolPrice = Math.Round(cumlVolume / cumlRenko, 1);
bool prevIsDown = Bars.ClosePrices[lastCandle - 1] < Bars.OpenPrices[lastCandle - 1];
bool nextIsDown = Bars.ClosePrices[lastCandle + 1] < Bars.OpenPrices[lastCandle + 1];
bool endWave = (!prevIsDown && !DirectionChanged && nextIsDown || prevIsDown && DirectionChanged && nextIsDown);
if (RepaintInput == RepaintData.No)
{
// Making sure to draw only at the end of waves
if (endWave)
{
EvsR_Analysis(cumlVolPrice, endWave, true);
WW_Analysis(cumlVolume, true);
}
}
else
{
EvsR_Analysis(cumlVolPrice, endWave, true);
WW_Analysis(cumlVolume, true);
}
// --- Set Previous Bullish Wave Accumulated ---
SetPrevWaves(cumlVolume, cumlVolPrice, prevIsDown, nextIsDown, true);
// Other Waves
if (RepaintInput == RepaintData.No)
{
// Making sure to draw only at the end of waves
if (endWave)
OthersWaves();
}
else
OthersWaves();
}
else if (direction == 3)
{
double cumlVolume = cumulVolume();
if (cumlVolume == 0)
return;
double cumlRenko = cumulRenko();
double cumlVolPrice = Math.Round(cumlVolume / cumlRenko, 1);
bool prevIsUp = Bars.ClosePrices[lastCandle - 1] > Bars.OpenPrices[lastCandle - 1];
bool nextIsUp = Bars.ClosePrices[lastCandle + 1] > Bars.OpenPrices[lastCandle + 1];
bool endWave = (!prevIsUp && !DirectionChanged && nextIsUp || prevIsUp && DirectionChanged && nextIsUp);
if (RepaintInput == RepaintData.No)
{
// Making sure to draw only at the end of waves
if (endWave)
{
EvsR_Analysis(cumlVolPrice, endWave, false);
WW_Analysis(cumlVolume, false);
}
}
else
{
EvsR_Analysis(cumlVolPrice, endWave, false);
WW_Analysis(cumlVolume, false);
}
// --- Set Previous Bearish Wave Accumulated ---
SetPrevWaves(cumlVolume, cumlVolPrice, prevIsUp, nextIsUp, false);
// Others Waves
if (RepaintInput == RepaintData.No)
{
// Making sure to draw only at the end of waves
if (endWave)
OthersWaves();
}
else
OthersWaves();
}
}
// ========= ========== ==========
void OthersWaves()
{
if (ShowOtherWaves_Input == ShowOtherWaves_Data.No)
return;
else if (ShowOtherWaves_Input == ShowOtherWaves_Data.Both)
{
if (direction == 1)
{
double Volume = cumulVolume();
if (Volume == 0)
return;
double dynPrice = cumulPrice(true);
double cumlTime = cumulTime();
if (cumlTime == 0 || cumlTime.ToString() == "NaN")
return;
string[] interval_tlapse = DynTimeLapse(cumlTime);
PriceTimeWave(dynPrice, interval_tlapse, true);
}
else if (direction == 3)
{
double Volume = cumulVolume();
if (Volume == 0)
return;
double dynPrice = cumulPrice(false);
double cumlTime = cumulTime();
if (cumlTime == 0 || cumlTime.ToString() == "NaN")
return;
string[] interval_tlapse = DynTimeLapse(cumlTime);
PriceTimeWave(dynPrice, interval_tlapse, false);
}
void PriceTimeWave(double dynPrice, string[] interval_tlapse, bool isBull)
{
if (isBull)
{
var selectedWave = ShowWavesInput;
string defaultStr = $"{Convert.ToDouble(interval_tlapse[0])}{interval_tlapse[1]}";
string dynStr = "";
if (NumbersPositionInput == NumbersBarPositionData.Outside)
dynStr = selectedWave == ShowWavesData.No ? $"{defaultStr} ⎪ {dynPrice}p\n\n" : selectedWave == ShowWavesData.Both ? $"{defaultStr} ⎪ {dynPrice}p\n\n\n\n" : $"{defaultStr} ⎪ {dynPrice}p\n\n\n";
else
dynStr = selectedWave == ShowWavesData.No ? $"{defaultStr} ⎪ {dynPrice}p" : selectedWave == ShowWavesData.Both ? $"{defaultStr} ⎪ {dynPrice}p\n\n\n" : $"{defaultStr} ⎪ {dynPrice}p\n\n";
ChartText dynText = Chart.DrawText($"PriceWave_{objectIndex}", dynStr, Bars.OpenTimes[lastCandle], Bars.ClosePrices[lastCandle], Color.FromName(strBullWaveColor.ToString()));
dynText.VerticalAlignment = VerticalAlignment.Top;
dynText.HorizontalAlignment = HorizontalAlignment.Center;
}
else
{
var selectedWave = ShowWavesInput;
string defaultStr = $"{Convert.ToDouble(interval_tlapse[0])}{interval_tlapse[1]}";
string dynStr = "";
if (NumbersPositionInput == NumbersBarPositionData.Outside)
dynStr = selectedWave == ShowWavesData.No ? $"\n{defaultStr} ⎪ {dynPrice}p" : selectedWave == ShowWavesData.Both ? $"\n\n\n{defaultStr} ⎪ {dynPrice}p" : $"\n\n{defaultStr} ⎪ {dynPrice}p";
else
dynStr = selectedWave == ShowWavesData.No ? $"{defaultStr} ⎪ {dynPrice}p" : selectedWave == ShowWavesData.Both ? $"\n\n{defaultStr} ⎪ {dynPrice}p" : $"\n{defaultStr} ⎪ {dynPrice}p";
ChartText dynText = Chart.DrawText($"PriceWave_{objectIndex}", dynStr, Bars.OpenTimes[lastCandle], Bars.ClosePrices[lastCandle], Color.FromName(strBearWaveColor.ToString()));
dynText.HorizontalAlignment = HorizontalAlignment.Center;
}
}
}
else if (ShowOtherWaves_Input == ShowOtherWaves_Data.Price)
{
if (direction == 1)
{
double Volume = cumulVolume();
if (Volume == 0)
return;
double dynPrice = cumulPrice(true);
PriceWave(dynPrice, true);
}
else if (direction == 3)
{
double Volume = cumulVolume();
if (Volume == 0)
return;
double dynPrice = cumulPrice(false);
PriceWave(dynPrice, false);
}
void PriceWave(double dynPrice, bool isBull)
{
if (isBull)
{
var selectedWave = ShowWavesInput;
string dynStr = "";
if (NumbersPositionInput == NumbersBarPositionData.Outside)
dynStr = selectedWave == ShowWavesData.No ? $"{dynPrice}p\n\n" : selectedWave == ShowWavesData.Both ? $"{dynPrice}p\n\n\n\n" : $"{dynPrice}p\n\n\n";
else
dynStr = selectedWave == ShowWavesData.No ? $"{dynPrice}p" : selectedWave == ShowWavesData.Both ? $"{dynPrice}p\n\n\n" : $"{dynPrice}p\n\n";
ChartText dynText = Chart.DrawText($"PriceWave_{objectIndex}", dynStr, Bars.OpenTimes[lastCandle], Bars.ClosePrices[lastCandle], Color.FromName(strBullWaveColor.ToString()));
dynText.VerticalAlignment = VerticalAlignment.Top;
dynText.HorizontalAlignment = HorizontalAlignment.Center;
}
else
{
var selectedWave = ShowWavesInput;
string dynStr = "";
if (NumbersPositionInput == NumbersBarPositionData.Outside)
dynStr = selectedWave == ShowWavesData.No ? $"\n{dynPrice}p" : selectedWave == ShowWavesData.Both ? $"\n\n\n{dynPrice}p" : $"\n\n{dynPrice}p";
else
dynStr = selectedWave == ShowWavesData.No ? $"{dynPrice}p" : selectedWave == ShowWavesData.Both ? $"\n\n{dynPrice}p" : $"\n{dynPrice}p";
ChartText dynText = Chart.DrawText($"PriceWave_{objectIndex}", dynStr, Bars.OpenTimes[lastCandle], Bars.ClosePrices[lastCandle], Color.FromName(strBearWaveColor.ToString()));
dynText.HorizontalAlignment = HorizontalAlignment.Center;
}
}
}
else if (ShowOtherWaves_Input == ShowOtherWaves_Data.Time)
{
if (direction == 1)
{
double Volume = cumulVolume();
if (Volume == 0)
return;
double cumlTime = cumulTime();
if (cumlTime == 0 || cumlTime.ToString() == "NaN")
return;
string[] interval_tlapse = DynTimeLapse(cumlTime);
TimeWave(interval_tlapse, true);
}
else if (direction == 3)
{
double Volume = cumulVolume();
if (Volume == 0)
return;
double cumlTime = cumulTime();
if (cumlTime == 0 || cumlTime.ToString() == "NaN")
return;
string[] interval_tlapse = DynTimeLapse(cumlTime);
TimeWave(interval_tlapse, false);
}
void TimeWave(string[] interval_tlapse, bool isBull)
{
if (isBull)
{
var selectedWave = ShowWavesInput;
string defaultStr = $"{Convert.ToDouble(interval_tlapse[0])}{interval_tlapse[1]}";
string dynStr = "";
if (NumbersPositionInput == NumbersBarPositionData.Outside)
dynStr = selectedWave == ShowWavesData.No ? $"{defaultStr}\n\n" : selectedWave == ShowWavesData.Both ? $"{defaultStr}\n\n\n\n" : $"{defaultStr}\n\n\n";
else
dynStr = selectedWave == ShowWavesData.No ? $"{defaultStr}" : selectedWave == ShowWavesData.Both ? $"{defaultStr}\n\n\n" : $"{defaultStr}\n\n";
ChartText dynText = Chart.DrawText($"TimeWave_{objectIndex}", $"{dynStr}", Bars.OpenTimes[lastCandle], Bars.ClosePrices[lastCandle], Color.FromName(strBullWaveCo
srlcarlg
Joined on 25.07.2022
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: [Renko] Weis & Wyckoff System.algo
- Rating: 5
- Installs: 2841
- Modified: 16/11/2022 14:48
Comments
Hello srlcarlg
Wondering... would be willing to convert your updated code for this indicator to Sierra Chart - C++ for a reasonable fee? Thanks. Patrick
HI, and what is the strategy? is there a video for buy and sell entries and exits?
TraderExperto version of WWV is Good. don't know if volume calculation follow your volume for renko/range indicator logic or not. In Tradingview large volume effect can be measured in WWV wave.
Please ignore WWV that I mentioned before I think that one isn't accurate,
This one WWV uses renko size.
Look at this one Weis Wave Volume, David Weis uses this on tick chart. its good to have for renko as well.
Thanks
I strongly advise you to try the latest version of cTrader by spotware; I use it every day and the issues mentioned by people on the Telegram Group have not occurred to me thus far; and you can keep both versions of cTrader, the one provided by the broker and the latest version; at least, that's what I do. color tunnel
Hello @redart
I removed the code that generated the above mentioned error from all my indicators.
Download the updated .algo again and it should work.
I strongly recommend you to try the latest version of cTrader by Spotware, I use it every day and the issues listed by people on Telegram Group do not occur to me so far,
and you can keep both versions of cTrader, both the one provided by the broker and the latest version, at least that's what I do.
=====================================
Hello mztd006
I like Renko and Heiken-ash, but it seems like a swing strategy to me, and I only trade with Price&Volume methods, so I don't think this is promising enough to bring it to cTrader.
wow you nailed it !
far better than tradingview version ????
really appreciate time and effort you put in this code
since you show interest in renko look at this method too ! 4X-DAT
i back/forward test his method and it was very good only problem is it's to hard to do it manually(need alarm and some kind of dashboard)
Hello @redart
To try to reproduce your error, I installed all my indicators by downloading directly from the site in cTrader provided by IC Markets (cTrader v4.2.20) and I did not receive this message, the same with the latest version (cTrader v4.3.9) by Spotware , which was used for development.
Looks like:
1) Maybe you are using some old version of cTrader (like 4.1)
2) Your cTrader installation is fragmented (due to updates) and is giving file conflicts.
3) Your system's .NET framework is out of date.
Possible solution:
1) Try a Clean Installation and use the Cross-Broker cTrader provided by Spotware (v4.3.9 currently)
The first and only option solves all 3 situations I listed above
Thanks for the kind words, and let me know if your issue is resolved.
I download and install but in platform is not accessible or has invalid data format… I have clean installation from website cTrader..where could the problem be?