C# Class NinjaTrader.Indicator.EncogFrameworkIndicator

Inheritance: Indicator

Exibir arquivo Open project: filgood/encog-financial Class Usage Examples

Private Properties

Property	Type	Description
ParseArraySize	void

Public Methods

Method	Description
DrawError ( ) : void
WaitForPacket ( ) : void	Wait for a packet. Timeout if necessary.

Protected Methods

Method	Description
Eval ( string str ) : IDataSeries	Evaluate a custom indicator. These indicators must be in the form: INDICATOR.VALUE[BARS_NEEDED] For example, MACD(12,26,9).Avg[1] This would request the current BAR of the Avg value of the MACD indicator. If the indicator has only one value, then the following format is used. EMA(14)[1] This would request the current bar of EMA, with a period of 14.
FillParams ( MethodInfo targetMethod, IList paramList ) : object[]	Fill the parameters of a 3rd party indicator.
GotPacket ( String line ) : void	Process a packet.
Initialize ( ) : void	This method is used to configure the indicator and is called once before any bar data is loaded.
OnBarUpdate ( ) : void	Called on each bar update event (incoming tick)
OnTermination ( ) : void	Called when indicator terminates.
OpenConnection ( ) : void	Open a connection to Encog. Also send the HELLO packet.
ParseCSV ( string line ) : IList	Parse a line of CSV. Lines can have quote escaped text. A quote inside a string should be HTML escaped (i.e. ") Only " is supported, and it must be lower case. Ideally, I would like to use HttpUtility, however, in .Net 3.5, used by NT, this requires an additonal reference, which is an extra step in the setup process.
PerformError ( string whatError ) : void	Handle an error. Display the error to the user, log it, and set the state to error. No further processing on this indicator will occur.
PerformGoodBye ( ) : void	Tell the remote that we are about to disconnect.
Send ( String str ) : void	Send data to the remote socket, if we are connected. If we are not connected, ignore. Data is sent in ASCII.

Private Methods

Method	Description
ParseArraySize ( string str, int &index, string &name ) : void	Parse an array size, for example "avg[5]". Return both the number, and the name before the brakets.

Method Details

DrawError() public method

public DrawError ( ) : void
return	void

Eval() protected method

Evaluate a custom indicator. These indicators must be in the form: INDICATOR.VALUE[BARS_NEEDED] For example, MACD(12,26,9).Avg[1] This would request the current BAR of the Avg value of the MACD indicator. If the indicator has only one value, then the following format is used. EMA(14)[1] This would request the current bar of EMA, with a period of 14.

protected Eval ( string str ) : IDataSeries
str	string	The indicator string.
return	IDataSeries

FillParams() protected method

Fill the parameters of a 3rd party indicator.

protected FillParams ( MethodInfo targetMethod, IList paramList ) : object[]
targetMethod	System.Reflection.MethodInfo	The name of the indicator( i.e. "MACD(12,26,9)")
paramList	IList	The parameter list.
return	object[]

GotPacket() protected method

Process a packet.

protected GotPacket ( String line ) : void
line	String	The packet line.
return	void

Initialize() protected method

This method is used to configure the indicator and is called once before any bar data is loaded.

protected Initialize ( ) : void
return	void

OnBarUpdate() protected method

Called on each bar update event (incoming tick)

protected OnBarUpdate ( ) : void
return	void

OnTermination() protected method

Called when indicator terminates.

protected OnTermination ( ) : void
return	void

OpenConnection() protected method

Open a connection to Encog. Also send the HELLO packet.

protected OpenConnection ( ) : void
return	void

ParseCSV() protected method

Parse a line of CSV. Lines can have quote escaped text. A quote inside a string should be HTML escaped (i.e. ") Only " is supported, and it must be lower case. Ideally, I would like to use HttpUtility, however, in .Net 3.5, used by NT, this requires an additonal reference, which is an extra step in the setup process.

protected ParseCSV ( string line ) : IList
line	string	The line to parse.
return	IList

PerformError() protected method

Handle an error. Display the error to the user, log it, and set the state to error. No further processing on this indicator will occur.

protected PerformError ( string whatError ) : void
whatError	string	The error text.
return	void

PerformGoodBye() protected method

Tell the remote that we are about to disconnect.

protected PerformGoodBye ( ) : void
return	void

Send() protected method

Send data to the remote socket, if we are connected. If we are not connected, ignore. Data is sent in ASCII.

protected Send ( String str ) : void
str	String	The data to send to the remote.
return	void

WaitForPacket() public method

Wait for a packet. Timeout if necessary.

public WaitForPacket ( ) : void
return	void