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writecsv
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package jforex;
import java.util.*;
import java.io.*;
import java.text.*;
import java.math.*;
import java.lang.Math;
import com.dukascopy.api.*;
@RequiresFullAccess
public class DataFeederv6 implements IStrategy {
private IEngine engine;
private IConsole console;
private IHistory history;
private IContext context;
private IIndicators indicators;
private IUserInterface userInterface;
@Configurable("Instrument")
public Instrument instrument = Instrument.EURUSD;
@Configurable("Period")
public Period period = Period.ONE_HOUR;
@Configurable("OfferSide")
public OfferSide offerSide = OfferSide.BID;
@Configurable("Days Back")
public int daysBack = 5;
@Configurable("EMA time period")
public int emaTimePeriod = 5;
@Configurable("MACD Fast time period")
public int macdFastTimePeriod = 12;
@Configurable("MACD Slow time period")
public int macdSlowTimePeriod = 26;
@Configurable("MACD Signal time period")
public int macdSignalTimePeriod = 9;
@Configurable("RSI time period")
public int rsiTimePeriod = 14;
@Configurable("CMO time period")
public int cmoTimePeriod = 14;
@Configurable("ADX time period")
public int adxTimePeriod = 14;
@Configurable("Aroon Oscilator time period")
public int aroonOscTimePeriod = 14;
@Configurable("SAR acceleration")
public double sarAcceleration = 0.02;
@Configurable("SAR maximum")
public double sarMaximum = 0.2;
@Configurable("CCI time period")
public int cciTimePeriod = 14;
@Configurable("File")
public File file;
private Writer out;
private DateFormat dateFormat;
private DecimalFormat priceFormat;
public void onStart(IContext context) throws JFException {
this.engine = context.getEngine();
this.console = context.getConsole();
this.history = context.getHistory();
this.context = context;
this.indicators = context.getIndicators();
this.userInterface = context.getUserInterface();
dateFormat = new SimpleDateFormat("yyyy.MM.dd,HH:mm");
dateFormat.setTimeZone(TimeZone.getTimeZone("GMT"));
priceFormat = new DecimalFormat("0.#####");
if (file == null || file.getPath().equals("")) {
console.getErr().println("File not selected");
context.stop();
return;
}
try {
out = new BufferedWriter(new FileWriter(file));
} catch (Exception e) {
console.getErr().println(e.getMessage());
e.printStackTrace(console.getErr());
context.stop();
}
for (int i = 2; i < daysBack + 1; i++) {
if (i > 2) {
try {
out.write(",");
} catch (Exception e) {
console.getErr().println(e.getMessage());
e.printStackTrace(console.getErr());
context.stop();
}
}
IBar previousBar = history.getBar(instrument, period, offerSide, i);
try {
out.write("Open" + i + "," + "High" + i + "," + "Low" + i + "," + "Close" + i + "," + "Volume" + i + ","
+ "Ema" + i + "," +"MACD" + i + "," + "RSI" + i + "," + "Engulfing" + i + "," + "CMO" + i + "," + "ADX" + i + ","
+ "AroonOsc" + i + "," + "CCI" + i + "," + "SAR" + i + "," + "RSI signal" + i + "," + "SAR signal" + i + "," + "MACD signal" + i + ","
+ "EMA signal" + i + "," + "Volume signal" + i + "," + "Price signal" + i );
} catch (Exception e) {
console.getErr().println(e.getMessage());
e.printStackTrace(console.getErr());
context.stop();
}
}
try {
out.write(",bssignal\r\n");
} catch (Exception e) {
console.getErr().println(e.getMessage());
e.printStackTrace(console.getErr());
context.stop();
}
}
public void onAccount(IAccount account) throws JFException {
}
public void onMessage(IMessage message) throws JFException {
}
public void onStop() throws JFException {
if (out != null) {
try {
out.close();
} catch (Exception e) {
console.getErr().println(e.getMessage());
e.printStackTrace(console.getErr());
context.stop();
}
}
}
public void onTick(Instrument instrument, ITick tick) throws JFException {
}
public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
if (instrument != this.instrument || period != this.period) {
return;
}
String bssignal = new String();
String rsiSignal = new String();
String sarSignal = new String();
String macdSignal = new String();
String volumeSignal = new String();
String emaSignal = new String();
String priceSignal = new String();
int candlesBefore = daysBack+1, candlesAfter = 0;
IBar bar = offerSide == OfferSide.ASK ? askBar : bidBar;
long currBarTime = bar.getTime();
int shift = 1;
IBar LastDay = history.getBar(instrument, period, offerSide, shift);
if (LastDay.getVolume() == 0) {
return;
}
double ema[] = indicators.ema(instrument, period, offerSide, IIndicators.AppliedPrice.CLOSE,
emaTimePeriod, Filter.NO_FILTER, candlesBefore, currBarTime, candlesAfter);
double macd[][] = indicators.macd(instrument, period, offerSide, IIndicators.AppliedPrice.CLOSE,
macdFastTimePeriod, macdSlowTimePeriod, macdSignalTimePeriod,Filter.NO_FILTER, candlesBefore, currBarTime, candlesAfter);
double rsi[] = indicators.rsi(instrument, period, offerSide, IIndicators.AppliedPrice.CLOSE,
rsiTimePeriod, Filter.NO_FILTER, candlesBefore, currBarTime, candlesAfter);
int cdlEngulfing[] = indicators.cdlEngulfing(instrument, period, offerSide, Filter.NO_FILTER, candlesBefore, currBarTime, candlesAfter);
double cmo[] = indicators.cmo(instrument, period, offerSide, IIndicators.AppliedPrice.CLOSE, cmoTimePeriod, Filter.NO_FILTER, candlesBefore, currBarTime, candlesAfter);
double adx[] = indicators.adx(instrument, period, offerSide, adxTimePeriod, Filter.NO_FILTER, candlesBefore, currBarTime, candlesAfter);
double aroonOsc[] = indicators.aroonOsc(instrument, period, offerSide, aroonOscTimePeriod, Filter.NO_FILTER, candlesBefore, currBarTime, candlesAfter);
double cci[] = indicators.cci(instrument, period, offerSide, aroonOscTimePeriod, Filter.NO_FILTER, candlesBefore, currBarTime, candlesAfter);
double sar[] = indicators.sar(instrument, period, offerSide, sarAcceleration, sarMaximum, Filter.NO_FILTER, candlesBefore, currBarTime, candlesAfter);
for (int i = 2; i < daysBack + 1; i++) {
IBar previousBar = history.getBar(instrument, period, offerSide, i);
IBar secondToLastBar = history.getBar(instrument, period, offerSide, i+1);
if (sar[daysBack-i] >= previousBar.getClose()) {
sarSignal = "S";
}
else {
sarSignal = "B";
};
if (ema[daysBack-i] >= previousBar.getClose()) {
emaSignal = "S";
}
else {
emaSignal = "B";
};
if (macd[2][daysBack-i] <= 0) {
macdSignal = "S";
}
else {
macdSignal = "B";
};
rsiSignal = "H";
if (rsi[daysBack-i] >= 70) {
rsiSignal = "S";
};
if (rsi[daysBack-i] <= 30) {
rsiSignal = "B";
};
volumeSignal = "H";
if (secondToLastBar.getClose() >= previousBar.getClose() && secondToLastBar.getVolume() < previousBar.getVolume()) {
volumeSignal = "S";
};
if (secondToLastBar.getClose() < previousBar.getClose() && secondToLastBar.getVolume() < previousBar.getVolume()) {
volumeSignal = "B";
};
if (secondToLastBar.getClose() >= previousBar.getClose()) {
volumeSignal = "S";
};
if (secondToLastBar.getClose() < previousBar.getClose()) {
volumeSignal = "B";
};
if (i > 2) {
try {
out.write(",");
} catch (Exception e) {
console.getErr().println(e.getMessage());
e.printStackTrace(console.getErr());
context.stop();
}
}
try {
out.write(priceFormat.format(previousBar.getOpen()) + "," + priceFormat.format(previousBar.getHigh()) + ","
+ priceFormat.format(previousBar.getLow()) + "," + priceFormat.format(previousBar.getClose()) + ","
+ priceFormat.format(previousBar.getVolume())+ "," + priceFormat.format(ema[daysBack-i]) + ","
+ priceFormat.format(macd[2][daysBack-i]) + "," + priceFormat.format(rsi[daysBack-i]) + ","
+ priceFormat.format(cdlEngulfing[daysBack-i]) + "," + priceFormat.format(cmo[daysBack-i]) + "," + priceFormat.format(adx[daysBack-i]) + ","
+ priceFormat.format(aroonOsc[daysBack-i]) + "," + priceFormat.format(cci[daysBack-i]) + "," + priceFormat.format(sar[daysBack-i]) + ","
+ String.format(rsiSignal) + "," + String.format(sarSignal) + "," + String.format(macdSignal) + "," + String.format(emaSignal) + ","
+ String.format(volumeSignal) + "," + String.format(priceSignal));
} catch (Exception e) {
console.getErr().println(e.getMessage());
e.printStackTrace(console.getErr());
context.stop();
}
}
IBar previousBar = history.getBar(instrument, period, offerSide, 1);
BigDecimal currentClose = new BigDecimal(previousBar.getClose(), MathContext.DECIMAL64);
IBar lastBar = history.getBar(instrument, period, offerSide, 2);
BigDecimal previousClose = new BigDecimal(lastBar.getClose(), MathContext.DECIMAL64);
if (currentClose.compareTo(previousClose) == 1) {bssignal = "B";} else {bssignal = "S";};
/*
IBar previousBar = history.getBar(instrument, period, offerSide, 1);
IBar lastBar = history.getBar(instrument, period, offerSide, 2);
double return1 = 100 *(previousBar.getClose() - lastBar.getClose())/ previousBar.getClose();
if (return1 < 0.2 && return1 > -0.2) {bssignal = "H";}
if (return1 <= -0.2) {bssignal = "S";}
if (return1 >= 0.2) {bssignal = "B";}
*/
// printMe(String.format("Current Close = %.5f; Previous Close = %.5f, ; return1 = %.5f", previousBar.getClose(), lastBar.getClose(), return1));
try {
out.write("," + String.format(bssignal) + "\r\n");
} catch (Exception e) {
console.getErr().println(e.getMessage());
e.printStackTrace(console.getErr());
context.stop();
}
}
private void printMe(Object toPrint) {
console.getOut().println(toPrint);
}
private void printMeError(Object o) {
console.getErr().println(o);
}
}