Category Trend Published on 11/12/2022

renko

Description

using cAlgo.API;

using cAlgo.API.Indicators;

using cAlgo.API.Internals;

using cAlgo.Indicators;

using System;

using System.Collections.Generic;

using System.Linq;

using System.Windows.Forms;

using System.Runtime.InteropServices;

using System.Diagnostics;

using cT_MedianRenkoEngine;

namespace cAlgo

{

[Indicator("MedianRenko", IsOverlay = true, AutoRescale = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.FullAccess)]

public class MedianRenko : Indicator

{

[Parameter("Bar Size (Pips)", DefaultValue = 10, MinValue = 0.1, Step = 1)]

public double BarSizePips { get; set; }

[Parameter("Retracement factor (0.01 - 1.00)", DefaultValue = 0.5, MinValue = 0.01, MaxValue = 1.0, Step = 0.01)]

public double Retracement { get; set; }

[Parameter("Maximum Bars", DefaultValue = 300, MinValue = 1)]

public int BricksToShow { get; set; }

[Parameter("Symmetrical Reversals", DefaultValue = true)]

public bool SymmetricalReversals { get; set; }

[Parameter("Reset Open on new trading day", DefaultValue = false)]

public bool ResetOpenOnNewTradingDay { get; set; }

[Parameter("Apply offset to first renko bar", DefaultValue = false)]

public bool ApplyOffsetToFirstBar { get; set; }

[Parameter("Tick offset value", DefaultValue = 0, MinValue = 0)]

public int OffsetValue { get; set; }

[Parameter("Bullish Bar Color", DefaultValue = "SeaGreen")]

public string ColorBull { get; set; }

[Parameter("Bearish Bar Color", DefaultValue = "Tomato")]

public string ColorBear { get; set; }

[Output("Open", Color = Colors.DimGray, Thickness = 0, PlotType = PlotType.Points)]

public IndicatorDataSeries Open { get; set; }

[Output("High", Color = Colors.DimGray, Thickness = 1, PlotType = PlotType.Points)]

public IndicatorDataSeries High { get; set; }

[Output("Low", Color = Colors.DimGray, Thickness = 0, PlotType = PlotType.Points)]

public IndicatorDataSeries Low { get; set; }

[Output("Close", Color = Colors.DimGray, Thickness = 0, PlotType = PlotType.Points)]

public IndicatorDataSeries Close { get; set; }

private MedianRenkoCore core = null;

private bool coreOK = true;

private DateTime lastTime;

private bool appliedOffset = false;

private T_OLHCV pOLHCV;

private T_OLHCV OLHCV;

private T_OLHCV mOLHCV;

private T_OLHCV cOLHCV;

private T_OLHCV memRates;

private T_OLHCV lastBar;

private List<T_OLHCV> bars = new List<T_OLHCV>();

private double barSize;

private Colors colorBull, colorBear;

protected override void Initialize()

{

core = new MedianRenkoCore();

coreOK = core.StatusCheck();

barSize = BarSizePips * Symbol.PipSize;

lastTime = new DateTime();

lastTime = MarketSeries.OpenTime[MarketSeries.Close.Count - 1];

lastBar = new T_OLHCV();

pOLHCV = new T_OLHCV();

OLHCV = new T_OLHCV();

mOLHCV = new T_OLHCV();

cOLHCV = new T_OLHCV();

memRates = new T_OLHCV();

if (!Enum.TryParse<Colors>(ColorBull, out colorBull))

{

colorBull = Colors.SeaGreen;

}

if (!Enum.TryParse<Colors>(ColorBear, out colorBear))

{

colorBear = Colors.Tomato;

}

appliedOffset = false;

}

private bool NewBar(int index)

{

if (lastTime != MarketSeries.OpenTime[index])

{

lastTime = MarketSeries.OpenTime[index];

return true;

}

return false;

}

private static int cc = 0;

private void pushBars(T_OLHCV bar, bool display)

{

int count = bars.Count();

var newBar = new T_OLHCV();

newBar.Copy(bar);

newBar.Index = cc++;

bars.Insert(0, newBar);

count++;

if (display)

{

shiftBars(0);

}

if (count > BricksToShow)

{

if (display)

{

for (int i = BricksToShow - 1; i < count; i++)

{

ChartObjects.RemoveObject("mr_Wick_" + bars[i].Index);

ChartObjects.RemoveObject("mr_Bar_" + bars[i].Index);

}

bars.RemoveRange(BricksToShow, count - BricksToShow);

Open[count - BricksToShow] = double.NaN;

High[count - BricksToShow] = double.NaN;

Low[count - BricksToShow] = double.NaN;

Close[count - BricksToShow] = double.NaN;

}

}

private void shiftBars(int shift)

{

int count = bars.Count;

int ix = MarketSeries.Close.Count - 2;

for (int i = 0; i < count && i < BricksToShow; i++)

{

var candleColor = (bars[i].Close > bars[i].Open) ? colorBull : colorBear;

ChartObjects.DrawLine("mr_Wick_" + bars[i].Index, ix, bars[i].High, ix, bars[i].Low, candleColor, 1, LineStyle.Solid);

ChartObjects.DrawLine("mr_Bar_" + bars[i].Index, ix, bars[i].Close, ix, bars[i].Open, candleColor, 5, LineStyle.Solid);

Open[ix] = bars[i].Open;

High[ix] = bars[i].High;

Low[ix] = bars[i].Low;

Close[ix] = bars[i].Close;

ix--;

}

private void UpdateLastBar(int ix)

{

var candleColor = (memRates.Close > memRates.Open) ? colorBull : colorBear;

ChartObjects.DrawLine("mr_Wick_Live", ix, memRates.High, ix, memRates.Low, candleColor, 1, LineStyle.Solid);

ChartObjects.DrawLine("mr_Bar_Live", ix, memRates.Close, ix, memRates.Open, candleColor, 5, LineStyle.Solid);

Open[ix] = memRates.Open;

High[ix] = memRates.High;

Low[ix] = memRates.Low;

Close[ix] = memRates.Close;

}

public override void Calculate(int index)

{

if (ResetOpenOnNewTradingDay)

{

if (IsNewSession(MarketSeries.OpenTime[(index > 0) ? (index - 1) : index], MarketSeries.OpenTime[index]))

{

cOLHCV.Clear();

mOLHCV.Clear();

pOLHCV.Clear();

memRates.Copy(mOLHCV);

}

if (IsRealTime)

{

if (!coreOK)

{

ChartObjects.DrawText("TrialOverMsg", "MedianRenko Indicator - Trial period ended. Please purchase a license file at www.az-invest.eu", StaticPosition.Center, Colors.White);

return;

}

if (NewBar(index))

{

shiftBars(0);

Open[index - BricksToShow - 1] = double.NaN;

High[index - BricksToShow - 1] = double.NaN;

Low[index - BricksToShow - 1] = double.NaN;

Close[index - BricksToShow - 1] = double.NaN;

}

OLHCV.Open = MarketSeries.Close[index];

OLHCV.Low = MarketSeries.Close[index];

OLHCV.High = MarketSeries.Close[index];

OLHCV.Close = MarketSeries.Close[index];

OLHCV.OpenTime = MarketSeries.OpenTime[index];

OLHCV.TickVolume = 1;

ProcessMarketData(OLHCV);

UpdateLastBar(index);

}

else

{

OLHCV.Open = MarketSeries.Open[index];

OLHCV.Low = MarketSeries.Low[index];

OLHCV.High = MarketSeries.High[index];

OLHCV.Close = MarketSeries.Close[index];

OLHCV.OpenTime = MarketSeries.OpenTime[index];

OLHCV.TickVolume = MarketSeries.TickVolume[index];

if (ApplyOffsetToFirstBar && !appliedOffset)

{

OLHCV.Open = OffsetValue * Symbol.TickSize + Math.Floor(OLHCV.Open / barSize) * barSize;

appliedOffset = true;

}

ProcessMarketData(OLHCV);

if (IsLastBar)

UpdateLastBar(index);

}

private void ProcessMarketData(T_OLHCV ___OLHCV)

{

int rb_return = core.ProcessMedianRenko(barSize, Retracement, SymmetricalReversals, ___OLHCV, ref pOLHCV, ref mOLHCV, ref cOLHCV, 1);

while (true)

{

if ((rb_return >= 1) && (rb_return <= 4))

{

pushBars(cOLHCV, IsRealTime);

memRates.Copy(mOLHCV);

OLHCV.Copy(memRates);

cOLHCV.Clear();

mOLHCV.Clear();

rb_return = core.ProcessMedianRenko(barSize, Retracement, SymmetricalReversals, ___OLHCV, ref pOLHCV, ref mOLHCV, ref cOLHCV, 0);

continue;

}

else if (rb_return == 10)

{

memRates.Copy(mOLHCV);

break;

}

else if (rb_return == -1)

{

return;

}

else

{

throw new Exception("Unhandled return value = " + rb_return);

}

if (IsLastBar && !IsRealTime)

{

shiftBars(0);

}

private bool IsNewSession(DateTime prevTime, DateTime currTime)

{

if (prevTime.DayOfWeek != currTime.DayOfWeek)

return true;

else

return false;

}

}

Source Code


using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;
using System;
using System.Collections.Generic;
using System.Linq;

namespace cAlgo
{
    [Indicator("Renko", IsOverlay = true, AutoRescale = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class Renko : Indicator
    {
        [Parameter("Renko (Pips)", DefaultValue = 10, MinValue = 0.1, Step = 1)]
        public double RenkoPips { get; set; }

        [Parameter("Bricks To Show", DefaultValue = 100, MinValue = 1)]
        public int BricksToShow { get; set; }

        [Parameter("Zoom Level", DefaultValue = 3, MinValue = 0, MaxValue = 5, Step = 1)]
        public double ZoomLevel { get; set; }

        [Parameter("Bullish Color", DefaultValue = "SeaGreen")]
        public string ColorBull { get; set; }

        [Parameter("Bearish Color", DefaultValue = "Tomato")]
        public string ColorBear { get; set; }

        [Output("Open", Color = Colors.DimGray, Thickness = 1, PlotType = PlotType.Points)]
        public IndicatorDataSeries Open { get; set; }

        [Output("High", Color = Colors.DimGray, Thickness = 1, PlotType = PlotType.Points)]
        public IndicatorDataSeries High { get; set; }

        [Output("Low", Color = Colors.DimGray, Thickness = 1, PlotType = PlotType.Points)]
        public IndicatorDataSeries Low { get; set; }

        [Output("Close", Color = Colors.DimGray, Thickness = 1, PlotType = PlotType.Points)]
        public IndicatorDataSeries Close { get; set; }

        public class Brick
        {
            public double Open { get; set; }
            public double Close { get; set; }
        }

        private List<Brick> renkos = new List<Brick>();
        private double closeLastValue, thickness, renkoPips, renkoLastValue;
        private Colors colorBull, colorBear;
        private bool colorError;
        private int lastCount;

        protected override void Initialize()
        {
            if (!Enum.TryParse<Colors>(ColorBull, out colorBull) || !Enum.TryParse<Colors>(ColorBear, out colorBear))
                colorError = true;

            renkoPips = RenkoPips * Symbol.PipSize;
            thickness = Math.Pow(2, ZoomLevel) - (ZoomLevel > 0 ? 1 : 0);
            renkoLastValue = 0;
        }

        public override void Calculate(int index)
        {
            if (colorError)
            {
                ChartObjects.DrawText("Error0", "{o,o}\n/)_)\n \" \"\nOops! Incorrect colors.", StaticPosition.TopCenter, Colors.Gray);
                return;
            }

            if (renkoLastValue == 0)
            {
                var open = MarketSeries.Open.LastValue;

                renkoLastValue = open - (open % renkoPips) + renkoPips / 2;
            }

            closeLastValue = MarketSeries.Close.LastValue;

            while (closeLastValue >= renkoLastValue + renkoPips * 1.5)
            {
                renkoLastValue += renkoPips;
                renkos.Insert(0, new Brick 
                {
                    Open = renkoLastValue - renkoPips / 2,
                    Close = renkoLastValue + renkoPips / 2
                });
                if (renkos.Count() > BricksToShow)
                    renkos.RemoveRange(BricksToShow, renkos.Count() - BricksToShow);
                if (IsLastBar)
                    UpdateHistory(index);
            }
            while (closeLastValue <= renkoLastValue - renkoPips * 1.5)
            {
                renkoLastValue -= renkoPips;
                renkos.Insert(0, new Brick 
                {
                    Open = renkoLastValue + renkoPips / 2,
                    Close = renkoLastValue - renkoPips / 2
                });
                if (renkos.Count() > BricksToShow)
                    renkos.RemoveRange(BricksToShow, renkos.Count() - BricksToShow);
                if (IsLastBar)
                    UpdateHistory(index);
            }

            bool isNewBar = MarketSeries.Close.Count > lastCount;

            if (IsLastBar && isNewBar)
            {
                UpdateHistory(index);

                Open[index - BricksToShow] = double.NaN;
                High[index - BricksToShow] = double.NaN;
                Low[index - BricksToShow] = double.NaN;
                Close[index - BricksToShow] = double.NaN;

                lastCount = MarketSeries.Close.Count;
            }

            if (IsRealTime)
                UpdateLive(index);
        }

        private void UpdateHistory(int index)
        {
            for (int i = 0; i < BricksToShow - 1 && i < renkos.Count() - 1; i++)
            {
                var color = renkos[i].Open < renkos[i].Close ? colorBull : colorBear;

                ChartObjects.DrawLine(string.Format("renko.Last({0})", i + 1), index - i - 1, renkos[i].Open, index - i - 1, renkos[i].Close, color, thickness, LineStyle.Solid);

                Open[index - i - 1] = renkos[i].Open;
                High[index - i - 1] = Math.Max(renkos[i].Open, renkos[i].Close);
                Low[index - i - 1] = Math.Min(renkos[i].Open, renkos[i].Close);
                Close[index - i - 1] = renkos[i].Close;
            }
        }

        private void UpdateLive(int index)
        {
            double y1, y2;
            var top = Math.Max(renkos[0].Open, renkos[0].Close);
            var bottom = Math.Min(renkos[0].Open, renkos[0].Close);

            if (closeLastValue > top)
                y1 = top;
            else if (closeLastValue < bottom)
                y1 = bottom;
            else
                y1 = closeLastValue;

            y2 = closeLastValue;

            var colorLive = y1 < y2 ? colorBull : colorBear;

            ChartObjects.DrawLine("renko.Live", index, y1, index, y2, colorLive, thickness, LineStyle.Solid);

            Open[index] = y1;
            High[index] = y1 > y2 ? y1 : y2;
            Low[index] = y1 < y2 ? y1 : y2;
            Close[index] = y2;
        }
    }
}

mrhung.tvt

Joined on 10.01.2022

Distribution: Free
Language: C#
Trading platform: cTrader Automate
File name: Renko.algo
Rating: 0
Installs: 557
Modified: 11/12/2022 03:14

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