Run an indicator for multi symbols and get text outputs

amusleh
24 Mar 2021, 09:17

Try this:

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

namespace cAlgo
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class Callindicator : Indicator
    {
        private Symbol[] _symbols;
        private Bars[] _bars;

        [Parameter("Symbols", DefaultValue = "EURUSD,GBPUSD,USDJPY,USDCHF,AUDCAD,AUDCHF,AUDJPY,AUDNZD,AUDUSD,CADCHF,CADJPY")]
        public string SymbolNames { get; set; }

        [Parameter("Bigger Timeframe", DefaultValue = "Daily")]
        public TimeFrame TimeframeBigger { get; set; }

        public int IndexMinDaily = 0;
        public int MinIndexB = 0;
        public double MinLineB = 0;

        public int IndexMaxDaily = 0;
        public int MaxIndexB = 0;
        public double MaxLineB = 0;

        public bool is_minB = false;
        public bool is_maxB = false;

        public List<Extremum> extremums = new List<Extremum>();

        public int lastHighindexB;
        public int LastLowindexB;

        public bool isBuy_allowedB = true;
        public bool isSell_allowedB = true;

        public bool signal_BuyB = false;
        public bool signal_SellB = false;

        public double high_insideB;
        public double low_insideB;

        public int lastbuy_exIndexB;
        public int lastsell_exIndexB;

        private MarketSeries Biggermarketseries;

        private int lastIndex = 0;

        protected override void Initialize()
        {
            _symbols = Symbols.GetSymbols(SymbolNames.Replace(" ", string.Empty).Split(',').ToArray());
            _bars = _symbols.Select(iSymbol => MarketData.GetBars(TimeframeBigger, iSymbol.Name)).ToArray();

            foreach (var bars in _bars)
            {
                while (bars.Count < 1000)
                {
                    var loadedCount = bars.LoadMoreHistory();
                    Print("Loaded {0} bars of {1}", loadedCount, bars.SymbolName);
                    if (loadedCount == 0)
                        break;
                }

                bars.Tick += Bars_Tick;
                bars.BarOpened += Bars_BarOpened;
            }

            Biggermarketseries = MarketData.GetSeries(TimeframeBigger);

            int index = Bars.Count - 2;

            int idx1 = Biggermarketseries.OpenTime.GetIndexByTime(MarketSeries.OpenTime[index]);
            int indaxstart = idx1 - 10;
            MinIndexB = indaxstart;
            MinLineB = double.MaxValue;
            MaxIndexB = indaxstart;
            MaxLineB = double.MinValue;
        }

        private void Bars_BarOpened(BarOpenedEventArgs obj)
        {
            // each symbol will call this method on new bar open
        }

        private void Bars_Tick(BarsTickEventArgs obj)
        {
            // each symbol will call this method on tick change
        }

        public override void Calculate(int index)
        {
            foreach (var symbol in _symbols)
            {
                // run indicator for each symbol
            }

            int idx1 = Biggermarketseries.OpenTime.GetIndexByTime(MarketSeries.OpenTime[index]);
            // index daily
            int idx2 = MarketSeries.OpenTime.GetIndexByTime(Biggermarketseries.OpenTime[idx1]);

            Bars barsD1 = MarketData.GetBars(TimeFrame.Daily);
            Bars barsH1 = MarketData.GetBars(TimeFrame.Hour);
            if (is_maxB && Biggermarketseries.High[idx1 - 1] > MaxLineB)
            {
                MaxLineB = Biggermarketseries.High[idx1 - 1];
                MaxIndexB = findindexmax(idx2, MaxLineB);
            }

            Chart.DrawStaticText("text", index + SymbolName, VerticalAlignment.Bottom, HorizontalAlignment.Left, Color.Red);
            returnfun(MaxIndexB);
        }

        public string returnfun(int index)
        {
            return index + SymbolName;
        }

        public int findindexmax(int index, double high)
        {
            for (int i = index - 24; i <= index + 24; i++)
            {
                if (high == Bars.HighPrices[i])
                    return i;
            }
            return index;
        }
    }
}

You can put any code you want to inside "Bars_BarOpened" and "Bars_Tick" methods, you can use the Calculate method to calculate the indicator for historical data, its called only for current chart symbol ticks not your other symbols, so instead use "Bars_Tick" method.

Now you have all you need, the symbols and their bars, and you can pass the symbols via a parameter instead of hard coding the symbol names inside your indicator.

itmfar
25 Mar 2021, 19:10

RE:

Wow, interesting, you made my day.

amusleh said:

Try this:

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

namespace cAlgo
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class Callindicator : Indicator
    {
        private Symbol[] _symbols;
        private Bars[] _bars;

        [Parameter("Symbols", DefaultValue = "EURUSD,GBPUSD,USDJPY,USDCHF,AUDCAD,AUDCHF,AUDJPY,AUDNZD,AUDUSD,CADCHF,CADJPY")]
        public string SymbolNames { get; set; }

        [Parameter("Bigger Timeframe", DefaultValue = "Daily")]
        public TimeFrame TimeframeBigger { get; set; }

        public int IndexMinDaily = 0;
        public int MinIndexB = 0;
        public double MinLineB = 0;

        public int IndexMaxDaily = 0;
        public int MaxIndexB = 0;
        public double MaxLineB = 0;

        public bool is_minB = false;
        public bool is_maxB = false;

        public List<Extremum> extremums = new List<Extremum>();

        public int lastHighindexB;
        public int LastLowindexB;

        public bool isBuy_allowedB = true;
        public bool isSell_allowedB = true;

        public bool signal_BuyB = false;
        public bool signal_SellB = false;

        public double high_insideB;
        public double low_insideB;

        public int lastbuy_exIndexB;
        public int lastsell_exIndexB;

        private MarketSeries Biggermarketseries;

        private int lastIndex = 0;

        protected override void Initialize()
        {
            _symbols = Symbols.GetSymbols(SymbolNames.Replace(" ", string.Empty).Split(',').ToArray());
            _bars = _symbols.Select(iSymbol => MarketData.GetBars(TimeframeBigger, iSymbol.Name)).ToArray();

            foreach (var bars in _bars)
            {
                while (bars.Count < 1000)
                {
                    var loadedCount = bars.LoadMoreHistory();
                    Print("Loaded {0} bars of {1}", loadedCount, bars.SymbolName);
                    if (loadedCount == 0)
                        break;
                }

                bars.Tick += Bars_Tick;
                bars.BarOpened += Bars_BarOpened;
            }

            Biggermarketseries = MarketData.GetSeries(TimeframeBigger);

            int index = Bars.Count - 2;

            int idx1 = Biggermarketseries.OpenTime.GetIndexByTime(MarketSeries.OpenTime[index]);
            int indaxstart = idx1 - 10;
            MinIndexB = indaxstart;
            MinLineB = double.MaxValue;
            MaxIndexB = indaxstart;
            MaxLineB = double.MinValue;
        }

        private void Bars_BarOpened(BarOpenedEventArgs obj)
        {
            // each symbol will call this method on new bar open
        }

        private void Bars_Tick(BarsTickEventArgs obj)
        {
            // each symbol will call this method on tick change
        }

        public override void Calculate(int index)
        {
            foreach (var symbol in _symbols)
            {
                // run indicator for each symbol
            }

            int idx1 = Biggermarketseries.OpenTime.GetIndexByTime(MarketSeries.OpenTime[index]);
            // index daily
            int idx2 = MarketSeries.OpenTime.GetIndexByTime(Biggermarketseries.OpenTime[idx1]);

            Bars barsD1 = MarketData.GetBars(TimeFrame.Daily);
            Bars barsH1 = MarketData.GetBars(TimeFrame.Hour);
            if (is_maxB && Biggermarketseries.High[idx1 - 1] > MaxLineB)
            {
                MaxLineB = Biggermarketseries.High[idx1 - 1];
                MaxIndexB = findindexmax(idx2, MaxLineB);
            }

            Chart.DrawStaticText("text", index + SymbolName, VerticalAlignment.Bottom, HorizontalAlignment.Left, Color.Red);
            returnfun(MaxIndexB);
        }

        public string returnfun(int index)
        {
            return index + SymbolName;
        }

        public int findindexmax(int index, double high)
        {
            for (int i = index - 24; i <= index + 24; i++)
            {
                if (high == Bars.HighPrices[i])
                    return i;
            }
            return index;
        }
    }
}

You can put any code you want to inside "Bars_BarOpened" and "Bars_Tick" methods, you can use the Calculate method to calculate the indicator for historical data, its called only for current chart symbol ticks not your other symbols, so instead use "Bars_Tick" method.

Now you have all you need, the symbols and their bars, and you can pass the symbols via a parameter instead of hard coding the symbol names inside your indicator.