Code : #
177
using System;
using les algos.API;
using les algos.API.Internals;
using les algos.API.Indicators;
namespace les algos.Indicators
{
[Indicator(IsOverlay = true, TimeZone = TimeZones.EasternStandardTime, AccessRights = AccessRights.None)]
public class PivotPoints : Indicator
{
private DateTime _previousPeriodStartTime;
private int _previousPeriodStartIndex;
private TimeFrame PivotTimeFrame;
private VerticalAlignment vAlignment = VerticalAlignment.Top;
private HorizontalAlignment hAlignment = HorizontalAlignment.Right;
Colors pivotColor = Colors.White;
Colors supportColor = Colors.Red;
Colors resistanceColor = Colors.Green;
[Parameter("Show Labels", DefaultValue = true)]
public bool ShowLabels { get; set; }
[Parameter("Pivot Color", DefaultValue = "White")]
public string PivotColor { get; set; }
[Parameter("Support Color", DefaultValue = "Red")]
public string SupportColor { get; set; }
[Parameter("Resistance Color", DefaultValue = "Green")]
public string ResistanceColor { get; set; }
protected override void Initialize()
{
if (TimeFrame <= TimeFrame.Hour)
PivotTimeFrame = TimeFrame.Daily;
else if (TimeFrame < TimeFrame.Daily)
{
PivotTimeFrame = TimeFrame.Weekly;
}
else
PivotTimeFrame = TimeFrame.Monthly;
Enum.TryParse(PivotColor, out pivotColor);
Enum.TryParse(SupportColor, out supportColor);
Enum.TryParse(ResistanceColor, out resistanceColor);
}
private DateTime GetStartOfPeriod(DateTime dateTime)
{
return CutToOpenByNewYork(dateTime, PivotTimeFrame);
}
private DateTime GetEndOfPeriod(DateTime dateTime)
{
if (PivotTimeFrame == TimeFrame.Monthly)
{
return new DateTime(dateTime.Year, dateTime.Month, 1).AddMonths(1);
}
return AddPeriod(CutToOpenByNewYork(dateTime, PivotTimeFrame), PivotTimeFrame);
}
public override void Calculate(int index)
{
var currentPeriodStartTime = GetStartOfPeriod(MarketSeries.OpenTime[index]);
if (currentPeriodStartTime == _previousPeriodStartTime)
return;
if (index > 0)
CalculatePivots(_previousPeriodStartTime, _previousPeriodStartIndex, currentPeriodStartTime, index);
_previousPeriodStartTime = currentPeriodStartTime;
_previousPeriodStartIndex = index;
}
private void CalculatePivots(DateTime startTime, int startIndex, DateTime startTimeOfNextPeriod, int index)
{
var high = MarketSeries.High[startIndex];
var low = MarketSeries.Low[startIndex];
var close = MarketSeries.Close[startIndex];
var i = startIndex + 1;
while (GetStartOfPeriod(MarketSeries.OpenTime[i]) == startTime && i < MarketSeries.Close.Count)
{
high = Math.Max(high, MarketSeries.High[i]);
low = Math.Min(low, MarketSeries.Low[i]);
close = MarketSeries.Close[i];
i++;
}
var pivotStartTime = startTimeOfNextPeriod;
var pivotEndTime = GetEndOfPeriod(startTimeOfNextPeriod);
var pivot = (high + low + close) / 3;
var r1 = 2 * pivot - low;
var s1 = 2 * pivot - high;
var r2 = pivot + high - low;
var s2 = pivot - high + low;
var r3 = high + 2 * (pivot - low);
var s3 = low - 2 * (high - pivot);
ChartObjects.DrawLine("pivot " + startIndex, pivotStartTime, pivot, pivotEndTime, pivot, Colors.White);
ChartObjects.DrawLine("r1 " + startIndex, pivotStartTime, r1, pivotEndTime, r1, Colors.Green);
ChartObjects.DrawLine("r2 " + startIndex, pivotStartTime, r2, pivotEndTime, r2, Colors.Green);
ChartObjects.DrawLine("r3 " + startIndex, pivotStartTime, r3, pivotEndTime, r3, Colors.Green);
ChartObjects.DrawLine("s1 " + startIndex, pivotStartTime, s1, pivotEndTime, s1, Colors.Red);
ChartObjects.DrawLine("s2 " + startIndex, pivotStartTime, s2, pivotEndTime, s2, Colors.Red);
ChartObjects.DrawLine("s3 " + startIndex, pivotStartTime, s3, pivotEndTime, s3, Colors.Red);
if (!ShowLabels)
return;
ChartObjects.DrawText("Lpivot " + startIndex, "P", index, pivot, vAlignment, hAlignment, pivotColor);
ChartObjects.DrawText("Lr1 " + startIndex, "R1", index, r1, vAlignment, hAlignment, resistanceColor);
ChartObjects.DrawText("Lr2 " + startIndex, "R2", index, r2, vAlignment, hAlignment, resistanceColor);
ChartObjects.DrawText("Lr3 " + startIndex, "R3", index, r3, vAlignment, hAlignment, resistanceColor);
ChartObjects.DrawText("Ls1 " + startIndex, "S1", index, s1, vAlignment, hAlignment, supportColor);
ChartObjects.DrawText("Ls2 " + startIndex, "S2", index, s2, vAlignment, hAlignment, supportColor);
ChartObjects.DrawText("Ls3 " + startIndex, "S3", index, s3, vAlignment, hAlignment, supportColor);
}
private static DateTime CutToOpenByNewYork(DateTime date, TimeFrame timeFrame)
{
if (timeFrame == TimeFrame.Daily)
{
var hourShift = (date.Hour + 24 - 17) % 24;
return new DateTime(date.Year, date.Month, date.Day, date.Hour, 0, 0, DateTimeKind.Unspecified).AddHours(-hourShift);
}
if (timeFrame == TimeFrame.Weekly)
return GetStartOfTheWeek(date);
if (timeFrame == TimeFrame.Monthly)
{
return new DateTime(date.Year, date.Month, 1, 0, 0, 0, DateTimeKind.Unspecified);
}
throw new ArgumentException(string.Format("Unknown timeframe: {0}", timeFrame), "timeFrame");
}
private static DateTime GetStartOfTheWeek(DateTime dateTime)
{
return dateTime.Date.AddDays((double)DayOfWeek.Sunday - (double)dateTime.Date.DayOfWeek).AddHours(-7);
}
public DateTime AddPeriod(DateTime dateTime, TimeFrame timeFrame)
{
if (timeFrame == TimeFrame.Daily)
{
return dateTime.AddDays(1);
}
if (timeFrame == TimeFrame.Weekly)
{
return dateTime.AddDays(7);
}
if (timeFrame == TimeFrame.Monthly)
return dateTime.AddMonths(1);
throw new ArgumentException(string.Format("Unknown timeframe: {0}", timeFrame), "timeFrame");
}
}
// static internal class DateTimeExtencions
// {
// }
Voilà ! Ce n'est pas correct mais c'est déjà une bonne base ! Moi j'ai tenté jusque tard la nuit puis ce matin mais rien à faire
n'apparaissent pas simultanément sur le même timeframe puis le pivot Monthly considère un mois puis 2 puis 3 jusqu'à dessiner un long pivot de 11 mois... il ignore décembre à chaque année (idéal pour se rappeler qu'on doit arrêter de trader !