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TOMethod.java
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364 lines (319 loc) · 15.1 KB
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package TraderOracle;
import java.awt.*;
import java.awt.Graphics2D;
import java.awt.geom.*;
import java.util.*;
import java.util.List;
import java.io.*;
import java.net.*;
import com.motivewave.platform.sdk.common.*;
import com.motivewave.platform.sdk.common.desc.*;
import com.motivewave.platform.sdk.common.menu.*;
import com.motivewave.platform.sdk.study.*;
import com.motivewave.platform.sdk.draw.*;
@StudyHeader(
namespace="com.DickInTheSpleen",
id="TOMethod2",
rb="TraderOracle.nls.strings", // locale specific strings are loaded from here
name="TraderOracle Method",
label="TraderOracle Method",
desc="TraderOracle Method",
menu="TraderOracle",
overlay=true,
studyOverlay=true,
signals=true)
public class TOMethod extends Study
{
//region VARIABLES
enum Values { MA, MA2, MA3, MA1, MOMENTUM, BB_KC_DIFF, MACD, SIGNAL, HIST }
enum Signals { ENG_BB, BOINK, CANDLEOVERCANDLE, VOLIMB_CREATE, VOLIMB_FILL }
private static final Color RED = new Color(255, 0, 0);
private static final Color GREEN = new Color(0, 255, 0);
private static final Color WHITE = new Color(255, 255, 255);
private static final Color YELLOW = new Color(255, 0, 0);
private List<Figure> al = new ArrayList<>();
private boolean bDrawn = false;
private int pIndex = 0;
//endregion
//region INITIALIZE AND MISC
@Override
public void initialize(Defaults defaults)
{
var sd = createSD();
var tabQ = sd.addTab("Settings");
var grpQ = tabQ.addGroup("Inputs");
grpQ.addRow(new BooleanDescriptor("ShowEngBB", "Show Engulfing off BB", true));
grpQ.addRow(new BooleanDescriptor("CANDLEBB", "Show Bollinger Push Off", true));
grpQ.addRow(new BooleanDescriptor("STDBOINK", "Show Standard Boinks", true));
grpQ.addRow(new BooleanDescriptor("DOUBLEWICKBOINK", "Show Double Wick Boinks", true));
//grpQ.addRow(new BooleanDescriptor("3RUNUP", "Show Triple Candle Run-up", false));
var tab2 = sd.addTab("Bollinger Push Off");
var grp2 = tab2.addGroup("Markers");
grp2.addRow(new MarkerDescriptor("UPCANDLEBBMarker", "Up Marker", Enums.MarkerType.TRIANGLE, Enums.Size.SMALL,
defaults.getGreen(), defaults.getLineColor(), true, true));
grp2.addRow(new MarkerDescriptor("DOWNCANDLEBBMarker", "Down Marker", Enums.MarkerType.TRIANGLE,
Enums.Size.SMALL, defaults.getRed(), defaults.getLineColor(), true, true));
var tab = sd.addTab("BOINK");
var grp = tab.addGroup("Inputs");
grp.addRow(new BooleanDescriptor("UseKAMA", "Use KAMA", true));
grp.addRow(new IntegerDescriptor("KAMAPeriod", "KAMA Period", 9, 1, 9999, 1));
grp.addRow(new BooleanDescriptor("StdEMA", "Use Standard EMA", false));
grp.addRow(new IntegerDescriptor("EMAPeriod", "EMA Period", 21, 1, 9999, 1));
grp.addRow(new BooleanDescriptor("BigEMA", "Use Larger Ema", true));
grp.addRow(new IntegerDescriptor("LargerEMAPeriod", "Larger EMA Period", 200, 1, 9999, 1));
grp = tab.addGroup("Markers");
grp.addRow(new MarkerDescriptor("UPBOINKMarker", "Up Marker", Enums.MarkerType.TRIANGLE, Enums.Size.SMALL, defaults.getGreen(), defaults.getLineColor(), true, true));
grp.addRow(new MarkerDescriptor("DOWNBOINKMarker", "Down Marker", Enums.MarkerType.TRIANGLE, Enums.Size.SMALL, defaults.getRed(), defaults.getLineColor(), true, true));
var tab1=sd.addTab("Engulfing BB");
var grp1=tab1.addGroup("Inputs");
grp1.addRow(new BooleanDescriptor("ColorCandle", "Color candle white", true));
grp1 = tab1.addGroup("Markers");
grp1.addRow(new MarkerDescriptor("UPEngBBMarker", "Up Marker",
Enums.MarkerType.CIRCLE, Enums.Size.SMALL,
defaults.getGreen(), defaults.getLineColor(), true, true));
grp1.addRow(new MarkerDescriptor("DOWNEngBBMarker", "Down Marker",
Enums.MarkerType.CIRCLE, Enums.Size.SMALL,
defaults.getRed(), defaults.getLineColor(), true, true));
RuntimeDescriptor desc = new RuntimeDescriptor();
setRuntimeDescriptor(desc);
desc.declareSignal(Signals.BOINK, "BOINK");
desc.declareSignal(Signals.ENG_BB, "Engulfing Candle Off BB");
desc.declareSignal(Signals.CANDLEOVERCANDLE, "Bollinger Push Off");
}
//endregion
//region CHECK FOR BOINK
private int CheckForBoink(DataSeries series, int index, Object input)
{
boolean bStdBoink = getSettings().getBoolean("STDBOINK");
boolean bDoubleWick = getSettings().getBoolean("DOUBLEWICKBOINK");
boolean b3CandleRunup = getSettings().getBoolean("3RUNUP");
boolean bUseKama = getSettings().getBoolean("UseKAMA");
boolean bStdEMA = getSettings().getBoolean("StdEMA");
int iKamaPeriod = getSettings().getInteger("KAMAPeriod");
int iEMAPeriod = getSettings().getInteger("EMAPeriod");
double close = series.getClose(index);
double open = series.getOpen(index);
double pclose = series.getClose(index - 1);
double popen = series.getOpen(index - 1);
double ppclose = series.getClose(index - 2);
double ppopen = series.getOpen(index - 2);
double clow = series.getLow(index);
double plow = series.getLow(index - 1);
double pplow = series.getLow(index - 2);
double high = series.getHigh(index);
double phigh = series.getHigh(index - 1);
double pphigh = series.getHigh(index - 2);
boolean c0G = close > series.getOpen(index);
boolean c1G = series.getClose(index - 1) > series.getOpen(index - 1);
boolean c2G = series.getClose(index - 2) > series.getOpen(index - 2);
boolean c0R = close < open;
boolean c1R = series.getClose(index - 1) < series.getOpen(index - 1);
boolean c2R = series.getClose(index - 2) < series.getOpen(index - 2);
double body = Math.abs(open - close);
double pbody = Math.abs(series.getOpen(index - 1) - series.getClose(index - 1));
double kama = series.kama(index, iKamaPeriod, input);
double ema21 = series.ema(index, iEMAPeriod, input);
double ema200 = series.ema(index, 200, input);
boolean bGDoji = c1G && pbody < phigh - pclose && pbody < popen - plow;
boolean bRDoji = c1R && pbody < phigh - popen && pbody < pclose - plow;
boolean bDoji = bGDoji || bRDoji;
double myEMA = ema21;
if (bUseKama)
myEMA = kama;
// Within High/Low
boolean bInHiLo = clow < myEMA && high > myEMA;
boolean bGClose = close > myEMA;
boolean bRClose = close < myEMA;
boolean bPrevInHiLo = plow < myEMA && phigh > myEMA;
boolean bPrevHi = (ppclose > pclose || pphigh > phigh);
boolean bPrevLo = (ppclose < pclose || pplow < plow);
boolean bEmaHug =
(c0R && close < myEMA && open > myEMA) || (c0G && close > myEMA && open < myEMA) &&
(c1R && pclose < myEMA && popen > myEMA) || (c1G && pclose > myEMA && popen < myEMA) &&
(c2R && ppclose < myEMA && ppopen > myEMA) || (c2G && ppclose > myEMA && ppopen < myEMA);
// Within candle body
boolean bInBODY = (close < myEMA && open > myEMA) || (close > myEMA && open < myEMA);
double upWick = c0R ? Math.abs(high-open) : Math.abs(high-close);
double dnWick = c0R ? Math.abs(close-clow) : Math.abs(open-clow);
boolean upWickBigger = upWick > body;
boolean dnWickBigger = dnWick > body;
if (dnWickBigger && clow < ema200 && close > ema200 && open > ema200)
return 1;
if (upWickBigger && high > ema200 && close > ema200 && open > ema200)
return -1;
if (false) // (bStdBoink)
{ // Green, prev RED. In EMA, Prev candle higher
if (c0G && c1R && bInHiLo && bGClose)
return 1;
if (c0R && c1G && bInHiLo && bRClose)
return -1;
}
if (bStdBoink && !bEmaHug)
{ // Green, prev RED, prevprev RED. In EMA, Prev candle higher
if (popen > myEMA && bGClose && c0G && c1R && c2R && bInHiLo && bPrevHi)
return 1;
if (popen < myEMA && bRClose && c0R && c1G && c2R && bInHiLo && bPrevLo)
return -1;
}
if (bDoubleWick && !bEmaHug)
{ // green prev red WICK PWICK
if (c0G && c1R && open > myEMA && clow < myEMA && pphigh > phigh)
return 1;
if (c0R && c1G && open < myEMA && high > myEMA && pplow < plow)
return -1;
//(c0G && bGDoji && clow < myEMA && close > myEMA && phigh < myEMA)
}
if (b3CandleRunup)
{
if (c0G && c1G && c2G && open <= pclose && popen <= ppclose && bInHiLo)
return 1;
}
return 0;
}
//endregion
@Override
protected void calculate(int index, DataContext ctx)
{
var series = ctx.getDataSeries();
var s = ctx.getDataSeries();
int last = series.size() - 1;
Object input = getSettings().getInput(Inputs.INPUT);
if (series == null || index < 202 || !series.isBarComplete(index)) return;
//region CANDLE CALCS
// GET CONFIG SETTINGS
boolean bBBPushOff = getSettings().getBoolean("CANDLEBB");
boolean bShowBOINK = getSettings().getBoolean("STDBOINK");
boolean bUseKama = getSettings().getBoolean("KAMAPeriod");
boolean bUseStdEMA = getSettings().getBoolean("StdEMA");
boolean bUseBigEMA = getSettings().getBoolean("BigEMA");
int iKAMAPeriod = getSettings().getInteger("KAMAPeriod");
int iEMAPeriod = getSettings().getInteger("EMAPeriod");
int iLargerEMAPeriod = getSettings().getInteger("LargerEMAPeriod");
boolean bShowEngBB = getSettings().getBoolean("ShowEngBB");
boolean bColorCandle = getSettings().getBoolean("ColorCandle");
// CANDLE CALCULATIONS
double close = series.getClose(index);
double open = series.getOpen(index);
double pclose = series.getClose(index - 1);
double popen = series.getOpen(index - 1);
double ppclose = series.getClose(index - 2);
double ppopen = series.getOpen(index - 2);
double clow = series.getLow(index);
double plow = series.getLow(index - 1);
double pplow = series.getLow(index - 2);
double high = series.getHigh(index);
double phigh = series.getHigh(index - 1);
double pphigh = series.getHigh(index - 2);
boolean c0G = close > series.getOpen(index);
boolean c1G = series.getClose(index - 1) > series.getOpen(index - 1);
boolean c2G = series.getClose(index - 2) > series.getOpen(index - 2);
boolean c0R = close < open;
boolean c1R = series.getClose(index - 1) < series.getOpen(index - 1);
boolean c2R = series.getClose(index - 2) < series.getOpen(index - 2);
double body = Math.abs(open - close);
double pbody = Math.abs(series.getOpen(index - 1) - series.getClose(index - 1));
double kama = series.kama(index, iKAMAPeriod, input);
double ema21 = series.ema(index, iEMAPeriod, input);
double ema200 = series.ema(index, iLargerEMAPeriod, input);
boolean bGDoji = c1G && pbody < phigh - pclose && pbody < popen - plow;
boolean bRDoji = c1R && pbody < phigh - popen && pbody < pclose - plow;
boolean bDoji = bGDoji || bRDoji;
double myEMA = kama;
if (bUseStdEMA)
myEMA = ema21;
// Calculate Bollinger Bands
double middleBB = series.sma(index , 20, input);
double pmiddleBB = series.sma(index-1, 20, input);
double ppmiddleBB = series.sma(index-2, 20, input);
double stdDev = series.std(index, 20, input);
double upperBB = middleBB + (2 * stdDev);
double pupperBB = pmiddleBB + (2 * stdDev);
double ppupperBB = ppmiddleBB + (2 * stdDev);
double lowerBB = middleBB - (2 * stdDev);
double plowerBB = pmiddleBB - (2 * stdDev);
double pplowerBB = ppmiddleBB - (2 * stdDev);
//endregion
//region BOINKS
if (bShowBOINK){
if (CheckForBoink(series, index, input) == 1) // GREEN
{
var marker = getSettings().getMarker("UPBOINKMarker");
Coordinate coords = new Coordinate(series.getStartTime(index), (double) clow-1);
this.addFigure(new Marker(coords, Enums.Position.BOTTOM, marker, "BOINK"));
ctx.signal(index, Signals.BOINK, "BOINK", close);
return;
}
if (CheckForBoink(series, index, input) == -1) // RED
{
var marker = getSettings().getMarker("DOWNBOINKMarker");
Coordinate coords = new Coordinate(series.getStartTime(index), (double) high+1);
this.addFigure(new Marker(coords, Enums.Position.TOP, marker, "BOINK"));
ctx.signal(index, Signals.BOINK, "BOINK", close);
return;
}
}
//endregion
//region BOLLINGER PUSH OFF
if (bBBPushOff && plow <= plowerBB && clow <= lowerBB && c0G && c1R)
{
var marker = getSettings().getMarker("UPCANDLEBBMarker");
Coordinate coords = new Coordinate(series.getStartTime(index), (double) series.getLow(index) - 1);
this.addFigure(new Marker(coords, Enums.Position.BOTTOM, marker, "Bollinger Push Off"));
ctx.signal(index, Signals.CANDLEOVERCANDLE, "Bollinger Push Off", close);
return;
}
if (bBBPushOff && phigh >= pupperBB && high >= upperBB && c0R && c1G)
{
var marker = getSettings().getMarker("DOWNCANDLEBBMarker");
Coordinate coords = new Coordinate(series.getStartTime(index), (double) series.getHigh(index) + 1);
this.addFigure(new Marker(coords, Enums.Position.TOP, marker, "Bollinger Push Off"));
ctx.signal(index, Signals.CANDLEOVERCANDLE, "Bollinger Push Off", close);
return;
}
//endregion
//region ENGULFING CANDLE
if ((clow < lowerBB || plow < lowerBB) && body > pbody && c1R && bShowEngBB && c0G)
{
var marker = getSettings().getMarker("UPEngBBMarker");
Coordinate coords = new Coordinate(series.getStartTime(index), (double) series.getLow(index) - 1);
this.addFigure(new Marker(coords, Enums.Position.BOTTOM, marker, "ENGULFING CANDLE"));
ctx.signal(index, Signals.ENG_BB, "ENG_BB", close);
if (bColorCandle)
series.setPriceBarColor(index, WHITE);
return;
}
if ((high > upperBB || phigh > upperBB) && body > pbody && bShowEngBB && c1G && c0R)
{
var marker = getSettings().getMarker("DOWNEngBBMarker");
int iStart = series.getStartIndex();
int iEnd = series.getEndIndex();
Coordinate coords = new Coordinate(series.getStartTime(index), (double) series.getHigh(index) + 1);
Coordinate coordsEnd = new Coordinate(series.getStartTime(index-100), (double) series.getHigh(index) + 2.2);
this.addFigure(new Marker(coords, Enums.Position.TOP, marker, "ENGULFING CANDLE"));
/*
Box bx = new Box(coords, coordsEnd);
bx.setFillColor(RED);
bx.setLineColor(WHITE);
//this.addFigure(bx);
Line lk = new Line(coords, coordsEnd);
lk.setColor(WHITE);
this.addFigure(lk);
*/
ctx.signal(index, Signals.ENG_BB, "ENG_BB", close);
if (bColorCandle)
series.setPriceBarColor(index, WHITE);
return;
}
//endregion
if (clow > pphigh && false)
{
var cS = new Coordinate(s.getEndTime(index-2), (float) s.getHigh(index-2));
var cE = new Coordinate(s.getStartTime(index) + 500000, (float) s.getLow(index));
Box lx = new Box(cS, cE);
lx.setUnderlay(true);
lx.setFillColor(new Color(50, 153, 34, 128));
lx.setLineColor(new Color(50, 153, 34, 128));
this.addFigure(lx);
}
}
}