Indicators in C++ Help Needed

[jimbo320 10]

Hi, Im looking to add custom painting on top of the new C++ custom indicators. Currently in beta (you can download on the site).

 

Right now im looking to add custom plot features. What is it important to add at this stage. Should i add an individual callback for each bar to paint it? See the base class and the extra feature in bold.

 

If anyone wants to start writing some custom indicators, please sign up on the beta programme.

 

Base class definition follows.

 

//////////////////////////////////////////////////////////////////////////////

// Class : CCustomObject //

// Filename : CCustomObject.h //

// Module/App : Trader //

// Project : Atrader //

//////////////////////////////////////////////////////////////////////////////

// Copyright : ATRADER.ORG //

// //

// This is an unpublished work the copyright in which vests in //

// ATRADER. All rights reserved. The information herein is the //

// property of ATRADER and is supplied without liability for errors or //

// ommissions. No part may be reproduced or used except as authorised //

// by contract or other written permission. The copyright and the //

// foregoing restriction on reproduction and use extend to all the media //

// in which this information may be embodied. //

//////////////////////////////////////////////////////////////////////////////

// Remarks: //

// //

// //

// //

//////////////////////////////////////////////////////////////////////////////

 

#ifndef _EXTCUSTOMOBJECT_H_

#define _EXTCUSTOMOBJECT_H_

 

#include <vector>

#include <string>

 

class CElement;

 

#include "EXT/EXTDll.h"

#include "EXT/EXTDefs.h"

 

 

typedef std::vector<int> INTEGERLIST;

typedef std::vector<double> DOUBLELIST;

 

 

//------------------------------------------------

// All Custom Indicators should be derived from CCustomObject

class EXT_API CCustomObject : public CObject

{

DECLARE_SERIAL( CCustomObject );

public:

 

// Empty constructor is required

CCustomObject();

CCustomObject(ECustomType type) ;

 

// Copy constructor

CCustomObject(const CCustomObject& another);

CCustomObject& operator=(const CCustomObject& another);

 

public:

 

// Virtual Destructor is required

virtual ~CCustomObject();

 

// This is the data displayed in the chart parameters

virtual CString GetItemString() const;

virtual CString GetTitleString() const;

virtual CString GetShortTitleString() const;

 

// Returns true if the date is the object is valid otherwise false

virtual bool CheckExpirationDate(const CString strDate) const;

 

// Called when the indicator is be initialised from ATRADER

virtual void Initialise(double param1, double param2, double param3);

 

protected:

void CopyObject(const CCustomObject& another);

void Init(void);

 

public:

 

// Override these functions to do your custom processing

virtual void Calculate();

virtual double CalculateLast();

// perform custom painting on the device context here

virtual void PaintBar(int barPos, int ScalingPixelsPerTick, CDC* pDC) or render it in one go..

virtual void PaintSeries(CDC* pDC) or

 

 

// Called when the time frame has been recalcuated and the series need to be recalculated in its entirety

virtual void Recalculate(void);

 

virtual void ClearData();

 

// Called to update the series with data at end of bar

virtual void AddData(const time_t& time, const double& fOpen, const double& fHigh, const double& fLow, const double& fClose, const int& fVolume);

 

// Called to update the indicator based on a real time intra bar update

virtual void UpdateData(const time_t& time, const double& fOpen, const double& fHigh, const double& fLow, const double& fClose, const int& fVolume);

 

 

virtual int GetDataList(void) const

{

return m_DataList.size();

}

 

virtual int GetDataListSize(void) const

{

return m_DataList.size();

}

 

DOUBLELIST& GetValueList()

{

return m_ValueList;

}

 

virtual int GetValueListSize() const

{

return m_ValueList.size();

}

 

// Returns the int position of where to start drawing this indicator. For example, for an ema it is the

// period. Since before the period is defined, it we dont draw anything.

 

virtual int GetStartPos() const

{

return 0;

}

 

 

double& GetParam1()

{

return m_fParam1;

}

 

 

double& GetParam2()

{

return m_fParam2;

}

 

double& GetParam3()

{

return m_fParam3;

}

 

 

double findHigh(DOUBLELIST& list, int curpos, int periods);

double findLow(DOUBLELIST& list, int curpos, int periods);

double dataAt(DOUBLELIST& list, int curpos, int aposback);

 

// Set the Object as Updated When you have finished calculations

virtual void SetUpdated()

{

 

}

public:

// Calculated Data is stored in the Value List

DOUBLELIST m_ValueList;

// Input Data is stored in the Data List to Calculate the Series

DOUBLELIST m_DataList;

 

// The last calulated real time indicator tick from the market

double m_lastCalcValue;

 

// The last real time time from the market

double m_lastDataValue;

 

 

private:

ECustomType m_Type;

 

double m_fParam1;

double m_fParam2;

double m_fParam3;

int m_StartPos;

 

};

 

#endif

[iwannatoscript 10]

Hi

what software should i use to start programming in c++ and bult some indicators?

[jimbo320 10]

You can get Visual C++ for free from here with which you should be able to open the sample project and create a dll.

 

Visual C++ 2008 Express Edition

 

If i was to expose the device context (this is the plot area in c++ speak), you could pretty draw anything you want, profiles, indicators, bars etc.

 

However the tricky bit is how to tell the custom indicator about the scaling in use on the device context (in order that you indicator can relate pixels to prices).

 

Im still thinking about that !

[jimbo320 10]

Well, i plumped to create call the user back to get the BarColor/Line Type/Style.

 

There is a callback with the devicecontext, which should enable elaborate programming using WinGDI plot libraries, making indicators like market profile possible (for experienced programmers).

 

See Version 2.0.7.7.