Description
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This indi calculates BE levels for both long and short position and orders open on the chart.
For any bug report or suggestion, follow my telegram group or comment below
using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;
using System.Collections.Generic;
namespace cAlgo
{
[Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class BECalculator : Indicator
{
[Parameter("Show Long BreakEven", DefaultValue = true)]
public bool showBuyBE { get; set; }
[Parameter("Show Short BreakEven", DefaultValue = true)]
public bool showSellBE { get; set; }
[Parameter("Show Orders BreakEven", DefaultValue = true)]
public bool showOrdBE { get; set; }
private List<Position> Longs = new List<Position>();
private List<Position> Shorts = new List<Position>();
private List<PendingOrder> LongOrds = new List<PendingOrder>();
private List<PendingOrder> ShortOrds = new List<PendingOrder>();
protected override void Initialize()
{
}
public override void Calculate(int index)
{
populateLists();
CalculateBE();
}
private void CalculateBE()
{
double LongBE = 0, ShortBE = 0, LongVolSum = 0, ShortVolSum = 0;
Longs.ForEach(delegate(Position pos)
{
LongBE += pos.EntryPrice * pos.VolumeInUnits;
LongVolSum += pos.VolumeInUnits;
});
Shorts.ForEach(delegate(Position pos)
{
ShortBE += pos.EntryPrice * pos.VolumeInUnits;
ShortVolSum += pos.VolumeInUnits;
});
if (showBuyBE)
Chart.DrawHorizontalLine("LongBE", LongBE / LongVolSum, Color.Green);
if (showSellBE)
Chart.DrawHorizontalLine("ShortBE", ShortBE / ShortVolSum, Color.DarkRed);
if (showOrdBE)
{
double LongOrdBE = 0, ShortOrdBE = 0, LongOrdVolSum = 0, ShortOrdVolSum = 0;
LongOrds.ForEach(delegate(PendingOrder ord)
{
LongOrdBE += ord.TargetPrice * ord.VolumeInUnits;
LongOrdVolSum += ord.VolumeInUnits;
});
ShortOrds.ForEach(delegate(PendingOrder ord)
{
ShortOrdBE += ord.TargetPrice * ord.VolumeInUnits;
ShortOrdVolSum += ord.VolumeInUnits;
});
if (showBuyBE)
Chart.DrawHorizontalLine("LongOrdBE", LongOrdBE / LongOrdVolSum, Color.Green, 1, LineStyle.DotsRare);
if (showSellBE)
Chart.DrawHorizontalLine("ShortOrdBE", ShortOrdBE / ShortOrdVolSum, Color.DarkRed, 1, LineStyle.DotsRare);
}
}
private void populateLists()
{
Longs.RemoveAll(x => true);
Shorts.RemoveAll(x => true);
LongOrds.RemoveAll(x => true);
ShortOrds.RemoveAll(x => true);
foreach (var pos in Positions)
{
if (pos.SymbolName == Symbol.Name)
if (pos.TradeType == TradeType.Buy)
Longs.Add(pos);
else
Shorts.Add(pos);
}
foreach (var ord in PendingOrders)
{
if (ord.SymbolCode == Symbol.Name)
if (ord.TradeType == TradeType.Buy)
LongOrds.Add(ord);
else
ShortOrds.Add(ord);
}
}
}
}
CY
cysecsbin.01
Joined on 10.11.2018 Blocked
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: BECalculator.algo
- Rating: 0
- Installs: 1443
- Modified: 13/10/2021 09:54
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Comments
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