March 16, 2008

Setting prices with your cursor

To place LMT or STP orders quickly is easiest done by moving the horizontal cursor-line over the desired price and making a left mouse click. The demo code below shows how you can lock in prices this way. To Chart-Trade additional code must be added to make the click perform one task of many, and only do so when required. When you Apply the code below to an indicator you will see a dashed line at the cursor price. This dashed line refreshes only once per second with a local database, however, it will speed up when your chart is refreshed more frequently when working with live data.

Suppose you want to place a LMT order at $60.00 on the chart below. To do this you move the dashed line over the $60.00 price and click the Left mouse button. This will place a stationary solid line. You can now move your cursor to another price and click again, the solid line will move to this new location. In actual trading you can follow the price in real time and adjust your Limit prices so that they stay exactly where you want them. The chart produced by this demo code looks like this:

placingline.png

In Chart-Trading the first click that places the solid line would also place your order on the TWS. Each subsequent click would modify the order to the new price. This way you can adjust several prices on your chart, setting and moving around Entries, Targets, Stops, etc.

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RequestTimedRefresh( 1 );
SetChartOptions( 2, chartHideQuoteMarker );
LButtonDown = GetCursorMouseButtons() == 9;
MousePrice = GetCursorYPosition();
 
if ( MousePrice )
{
    StaticVarSet( "MousePrice", MousePrice );
    if ( LButtonDown )
        StaticVarSet( "ClickedMousePrice", MousePrice );
}
 
LB = BarCount - 1;
MousePrice = Nz( StaticVarGet( "Mouseprice" ), Null );
ClickedMousePrice = StaticVarGet( "ClickedMousePrice" );
 
Plot( C, "", 1, 128 );
Plot( MousePrice, "", colorWhite, 1 | styleNoRescale | styleDashed | styleNoLabel, 0, 0, 2 );
PlotText( "CURSOR " + NumToStr( MousePrice[LB], 1.2 ), LB - 5, MousePrice[LB], colorBlack, colorWhite );
Plot( ClickedMousePrice, "", colorBlack, 1 | styleNoLabel | styleNoRescale, 0, 0, 2 );
PlotText( "ORDER PLACED $" + NumToStr( ClickedMousePrice[LB], 1.2 ), LB - 5, ClickedMousePrice[LB], colorBlack, colorWhite );

* Filed by Herman at 11:20 pm under Real-Time Chart-Trading
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Parsing TWS Error messages

Here is some simple code you can use to enable you to start developing your own error-parsing functions. In this example, error messages are hard-coded to facilitate code development, i.e. you don’t have to be live with IB to test it. I suggest that you inspect the IB list of error messages, copy the errors that are important to you, and add them to the hard-coded list. Since IB doesn’t list the error messages in the exact format you will receive them, you may have to place some orders with errors to see their exact format. When Applied to an Indicator, the code can be exercised by selecting the Error Message with the slider in the Param window. It will display the current error and parsing results in the Chart Title. Be sure to set Parameter properties to wrap the Title.

parsingerrors.png

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S = Param( "Example Error Msg", 0, 0, 10, 1 );
switch ( S )
{
case 0:
    TWSLastErrorMsg = "ID=15071. Error 135. Can't find order with id =:15071";
    break;
case 1:
    TWSLastErrorMsg = "ID=2094, Error 103, Duplicate ORder id";
    break;
case 2:
    TWSLastErrorMsg = "ID=-1, Error 1102, Connectivity between IB AND TWS Has been restored - data MAintained";
    break;
case 3:
    TWSLastErrorMsg = "ID=-1, Error 2100, New account data requested";
    break;
case 4:
    TWSLastErrorMsg = "ID=-1, Error 1100, Connectivity between IB AND TWS has been lost";
    break;
case 5:
    TWSLastErrorMsg = "Connection established OK, Next Order Id=2080";
    break;
case 6:
    TWSLastErrorMsg = "ID=6125. Error 202. Order Canceled - reason:";
    break;
default:
    TWSLastErrorMsg = "";
    break;
}
 
function GetErrorCode( TWSLastErrorMsg )
{
    p = StrFind( TWSLastErrorMsg, " Error " );
    ErrStr = StrMid( TWSLastErrorMsg, p + 6, 4 );
    ErrNum	= StrToNum( ErrStr );
    ErrStr	= NumToStr( ErrNum, 1.0, False );
    return ErrStr;
}
 
function ExtractErrorID( TWSLastErrorMsg )
{
    p = StrFind( TWSLastErrorMsg, "ID=" );
    IDStr = StrMid( TWSLastErrorMsg, p + 2, 5 );
    IDNum	= StrToNum( IDStr );
    IDStr	= NumToStr( IDNum, 1.0, False );
    return IDStr;
}
 
TWSErrorCode = GetErrorCode( TWSLastErrorMsg );
TWSErrorOrderID = ExtractErrorID( TWSLastErrorMsg );
Title = "\n" +
        "Extracting OrderIDs and Error codes from TWS Error Messages" + "\n" +
        "Example Error Msg: " + TWSLastErrorMsg + "\n" +
        "        Error Code: " + TWSErrorCode + "\n" +
        " TWS Error OrderID: " + TWSErrorOrderID;

* Filed by Herman at 5:05 pm under Real-Time Auto-Trading
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Introduction to Real-Time Chart-Trading

IMPORTANT NOTE: DO NOT USE ANY OF THE PROGRAMS PRESENTED HERE TO TRADE REAL MONEY. Most of the programs presented will only work with live data, execution reports, and market conditions. They will NOT work using the AmiBroker Bar Replay or the IB eDemo account.

Traditional Day-Trading by looking at TWS prices may still work for experienced traders who, probably over a period of many years, developed rapid interpretation skills. However, for less experienced traders graphical representations are much easier to interpret than spreadsheets or tables. Setting prices by clicking on your chart is much faster than entering prices in little windows. Trailing the price with your cursor is much faster than entering and modifying parameters in a GUI. All this is especially true when you are trading in real-time, where every second counts.

Posts in this category will introduce techniques that you can use to create your own custom designed Chart-Trading GUI. If you Google Chart-Trading you will find many examples of the many ways you can layout your personal interface. If you aim for maximum simplicity and automation you will end up with the most efficient GUI. Tentative topics that will be covered are:

1) Laying out buttons and controls (Param() Or Button())
2) House keeping functions (AutoTrading, CancelAll, CloseAll, etc.)
3) Automating setup for different trading methodologies (minimizing setup procedure)
4) Auto placement of orders
5) Auto Modification of Orders
6) Displaying order and system status
7) Performance reporting (Profits, Wins, etc.)

* Filed by Herman at 3:03 pm under Real-Time Chart-Trading
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March 9, 2008

Button Rotate

A ButtonRotate function is like a ParamToggle() but with multiple states. The ButtonRotate function returns the label displayed on the button, and selects the next label each time you click the button. In the example below the ButtonRotate is used to select the next action, which can be Buy, Sell, Short, Cover, Cash, or Reverse. The end result of using this function is similar to using the ParamList() however it is much quicker to use. When the action is selected the order can be transmitted using the Transmit ButtonTrigger().The function returns the displayed label; sometimes the label can be used directly in PlaceOrder(), at other times you may have to use an if() comparison to know which action to perform. For debugging purposes the Title shows the returned values:

rotatebutton.png

The ButtonRotate() is listed below for discussion. There is no need to copy this because it is included in the Include file at the end of this post.

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function ButtonRotate( LabelStr, BackColorStr, TextColorStr )
{
    global ColNumber, RowNumber, ColName, ColExpanded;
 
    if ( ColExpanded )
    {
        ColName = VarGetText( "ColName" );
        RowNumber = Nz( kStaticVarGet( "RowNumber" + ColName ) ) + 1;
        kStaticVarSet( "RowNumber" + ColName, RowNumber );
        Rotate = GetButtonClick( ColNumber, RowNumber );
        if ( Rotate OR IsNull( StaticVarGet("RotateInit"+ ColName + RowNumber ) ) )
        {
            RotateIndex = Nz( kStaticVarGet( "RotateIndex" + ColName + RowNumber ) );
            if ( StrExtract( LabelStr, RotateIndex + 1) != "" ) RotateIndex++;
            else RotateIndex = 0;
            kStaticVarSet( "RotateIndex" + ColName + RowNumber, RotateIndex );
 
            Label = StrExtract( LabelStr, RotateIndex );
 
            if ( StrExtract( BackColorStr, RotateIndex ) == "" ) BackColor = StrToNum( StrExtract( BackColorStr, 0 ) );
            else BackColor = StrToNum( StrExtract( BackColorStr, RotateIndex ) );
 
            if ( StrExtract( TextColorStr, RotateIndex ) == "" ) TextColor = StrToNum( StrExtract( TextColorStr, 0 ) );
            else TextColor = 	StrToNum( StrExtract( TextColorStr, RotateIndex ) );
 
            kStaticVarSetText( "Label" + ColName + RowNumber, Label );
            kStaticVarSet( "TextColor" + ColName + RowNumber, TextColor );
            kStaticVarSet( "BackColor" + ColName + RowNumber, BackColor );
				StaticVarSet("RotateInit"+ ColName + RowNumber, True);
        }
    }
    Label 	= kStaticVarGetText( "Label" + ColName + RowNumber);
    return Label;
}

Referring to the above code you’ll see the usual ColExpanded variable that determines whether this button will be displayed. A RotateInit var is used to detect whether the button has been initialized, i.e., whether is was assigned colors and text. Each time the function is called the RotateIndex incremented. This index is used to extract the proper label and color from the csv encoded options in the string argument for the function.

The code below demonstrates how the ButtonRotate is used. Note that for brevity I used digits to indicate colors. You can also use constants like ColorRed, ColorBlue, etc. 

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#include <ControlPanelInclude-004.afl>
 
global ColNumber;
RequestTimedRefresh(1);
ButtonHeight			= Param("Button Height",20,5,200,1); 
ButtonWidth 			= Param("Button Width",120,5,200,1); 
PanelYoffset 			= Param("Button Row Offset (px)",10,0,Status("pxheight"),1); 
PanelXoffset			= Param("Button Column Offset (px)",10,0,Status("pxwidth"),1); 
FontRatio   			= Param("Font: ButtonHeight ratio",2,1,20,0.1);
DoubleClickInterval	= Param("Double Click Max. Interval",330,1,1000,1);
 
ButtonColumnBegin( "1" );
ButtonHeader( "HEADER", colorBlue, colorBlue,colorWhite);
ButtonText( "TRADING ENABLED", colorYellow, colorBlue);
 
Action=ButtonRotate( "BUY,SELL,SHORT,COVER,CASH,REVERSE", "6,5,1,3,2,4", "2,3,4,5,6,1" );
Transmit = ButtonTrigger( "TRANSMIT", colorBrightGreen, colorRed, colorBlack);
ButtonColumnEnd( );
 
ClickCoordinates = Nz(StaticVarGet("ClickCoordinates"));
switch( ClickCoordinates )
	{
	case 101:
	// Perform Button task 101 here
	break;
	case 102:
	// Perform Button task 102 here
	break;
	// etc.
	}
 
Plot(C,"",1,128);
 
Title = "\n"+
"Button Coordinates: "+ClickCoordinates+"\n"+
"Action: "+Action+"\n"+
"Transmit: "+Transmit;

As always, here follows the revised Include file with the ButtonRotate() included.

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// ControlPanelInclude-004.afl
procedure kStaticVarSet( SName, SValue ) 		
	{
	ChartID = GetChartID();
	InIndicator = Status("Action") == 1;
	if( InIndicator ) StaticVarSet(Sname+ChartID, Svalue); 
	}
 
function kStaticVarGet( SName ) 					
	{ 
	ChartID 	= GetChartID();
	Var = StaticVarGet(Sname+ChartID);
	return Var;
	}
 
procedure kStaticVarSetText( SName, SValue ) 	
	{ 
	ChartID 	= GetChartID();
	InIndicator = Status("Action") == 1;
	if( InIndicator ) StaticVarSetText(Sname+ChartID, Svalue); 
	}
 
function kStaticVarGetText( SName ) 				
	{ 
	ChartID = GetChartID();
	return StaticVarGetText(Sname+ChartID); 
	}
 
function NewColumn()
	{
	VarSet("ColNumber", 0);
	}
 
function GetButtonClick( ColNumber, RowNumber )
	{
	global PanelYoffset, PanelXoffset, ButtonHeight, ButtonWidth;
	LButtonDown = GetCursorMouseButtons() == 9;
	Click = False;
	if( LButtonDown )
		{
		ULButtonX 	= PanelXoffset + (ColNumber-1) * ButtonWidth;
		LRButtonX	= ULButtonX + ButtonWidth;
		ULButtonY 	= (RowNumber -1) * ButtonHeight + PanelYoffset;
		LRButtonY	= ULButtonY + ButtonHeight;
		MouseCoord 	= Nz(StaticVarGet("ClickCoordinates"));
		if( MouseCoord == 0 AND LButtonDown )
			{
			MousePx = GetCursorXPosition( 1 );
			MousePy = GetCursorYPosition( 1 );
			if( MousePx > ULButtonX AND MousePx < LRButtonX AND MousePy > ULButtonY AND MousePy < LRButtonY )
				{
				StaticVarSet("ClickCoordinates",ColNumber*100+RowNumber);
				Click = 1;
				}
			}
		}
	return Click;
	}
 
function ButtonColumnBegin( ColName ) 
	{
	global FontRatio, ColName, ColNumber, ButtonHeight, ButtonWidth, PanelXoffset, PanelYoffset, Colname;
	ColNumber = VarGet("ColNumber");
	if( IsEmpty( ColNumber ) ) 
		{
		VarSet("ColNumber",1);
		StaticVarSet("ClickCoordinates",0);
		}
	else VarSet("ColNumber", ++ColNumber);
	ColName = ColName+GetChartID();
	kStaticVarSet("RowNumber"+ColName, 0);
	VarSetText("ColName",ColName);
	GfxSetOverlayMode( 0 );
	GfxSelectFont( "Tahoma", ButtonHeight/FontRatio, 800 ); 
	GfxSelectPen( colorBlack ); 
	GfxSetBkMode( 1 );
	}
 
function ButtonHeader( Label, backColor1, BackColor2, TextColor)
	{
	global ColNumber, RowNumber, ColExpanded, Colname;
	RowNumber = Nz(kStaticVarGet("RowNumber"+ColName))+1;
	kStaticVarSet("RowNumber"+ColName, RowNumber);
	SingleClick = GetButtonClick( ColNumber, RowNumber );
	BackColor = backColor1;
	ColExpanded = Nz(kStaticVarGet(ColName+"ColExpanded"));
	if( SingleClick ) 
		{
		BackColor = backColor2; 
		ColExpanded = Nz(kStaticVarGet(ColName+"ColExpanded"));
		if( ColExpanded ) kStaticVarSet(ColName+"ColExpanded", False);
		else kStaticVarSet(ColName+"ColExpanded", True);
		}
	ColExpanded = Nz(kStaticVarGet(ColName+"ColExpanded"));
	kStaticVarSetText("Label"+ColName+RowNumber, Label);
	kStaticVarSet("TextColor"+ColName+RowNumber, TextColor);
	kStaticVarSet("BackColor"+ColName+RowNumber, backColor);
	}
 
function ButtonText( Label, backColor, TextColor)
	{
	global ColNumber, RowNumber, Colname;
	ColExpanded = Nz(kStaticVarGet(ColName+"ColExpanded"));
	if( ColExpanded )
		{
		ColName = VarGetText("ColName");
		RowNumber = Nz(kStaticVarGet("RowNumber"+ColName))+1;
		kStaticVarSet("RowNumber"+ColName, RowNumber);
		kStaticVarSetText("Label"+ColName+RowNumber, Label);
		kStaticVarSet("TextColor"+ColName+RowNumber, TextColor);
		kStaticVarSet("BackColor"+ColName+RowNumber, backColor);
		}
	}
 
function ButtonTrigger( Label, backColor1, BackColor2, TextColor)
	{
	global ColNumber, RowNumber, ColName;
	ColExpanded = Nz(kStaticVarGet(ColName+"ColExpanded"));
	if( ColExpanded )
		{
		ColName = VarGetText("ColName");
		RowNumber = Nz(kStaticVarGet("RowNumber"+ColName))+1;
		kStaticVarSet("RowNumber"+ColName, RowNumber);
		Trigger = GetButtonClick( ColNumber, RowNumber );
		if( Trigger ) BackColor = backColor2; else BackColor = backColor1;
		kStaticVarSetText("Label"+ColName+RowNumber, Label);
		kStaticVarSet("TextColor"+ColName+RowNumber, TextColor);
		kStaticVarSet("BackColor"+ColName+RowNumber, backColor);
		}
	else Trigger = 0;
	return Trigger;
	}
 
function ButtonRotate( LabelStr, BackColorStr, TextColorStr )
{
    global ColNumber, RowNumber, ColName, ColExpanded;
 
    if ( ColExpanded )
    {
        ColName = VarGetText( "ColName" );
        RowNumber = Nz( kStaticVarGet( "RowNumber" + ColName ) ) + 1;
        kStaticVarSet( "RowNumber" + ColName, RowNumber );
        Rotate = GetButtonClick( ColNumber, RowNumber );
        if ( Rotate OR IsNull( StaticVarGet("RotateInit"+ ColName + RowNumber ) ) )
        {
            RotateIndex = Nz( kStaticVarGet( "RotateIndex" + ColName + RowNumber ) );
            if ( StrExtract( LabelStr, RotateIndex + 1) != "" ) RotateIndex++;
            else RotateIndex = 0;
            kStaticVarSet( "RotateIndex" + ColName + RowNumber, RotateIndex );
 
            Label = StrExtract( LabelStr, RotateIndex );
 
            if ( StrExtract( BackColorStr, RotateIndex ) == "" ) BackColor = StrToNum( StrExtract( BackColorStr, 0 ) );
            else BackColor = StrToNum( StrExtract( BackColorStr, RotateIndex ) );
 
            if ( StrExtract( TextColorStr, RotateIndex ) == "" ) TextColor = StrToNum( StrExtract( TextColorStr, 0 ) );
            else TextColor = 	StrToNum( StrExtract( TextColorStr, RotateIndex ) );
 
            kStaticVarSetText( "Label" + ColName + RowNumber, Label );
            kStaticVarSet( "TextColor" + ColName + RowNumber, TextColor );
            kStaticVarSet( "BackColor" + ColName + RowNumber, BackColor );
				StaticVarSet("RotateInit"+ ColName + RowNumber, True);
        }
    }
    Label 	= kStaticVarGetText( "Label" + ColName + RowNumber);
    return Label;
}
 
 
function ButtonColumnEnd()
	{
	global ButtonHeight, ButtonWidth, PanelYoffset, PanelXoffset, ColNumber, RowNumber, ColName;
	ChartIDStr 	= NumToStr(GetChartID(),1.0,False);
	ULButtonX 		= PanelXoffset + (ColNumber-1) * ButtonWidth;
	LRButtonX		= ULButtonX + ButtonWidth;
	for( Row = 1; Row <= RowNumber; Row++ ) 
		{
		ULButtonY 		= (Row-1) * ButtonHeight + PanelYoffset;
		LRButtonY		= ULButtonY + ButtonHeight;
		Label 	= kStaticVarGetText("Label"+ColName+Row);
		TextColor 	= Nz(kStaticVarGet("TextColor"+ColName+Row));
		BackColor 	= Nz(kStaticVarGet("BackColor"+ColName+Row));
		GfxSelectSolidBrush( BackColor);
		GfxRectangle( ULButtonX, ULButtonY, LRButtonX, LRButtonY ); 
		GfxSetBkColor( BackColor);
		GfxSetTextColor( TextColor );
		GfxDrawText( Label, ULButtonX, ULButtonY, LRButtonX, LRButtonY, 32 | 1 | 4);
		}
	}

* Filed by Herman at 10:52 pm under Real-Time Control-Panels
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Button Header (Collapse/Expand)

Note: A number of variables and function names were changed to provide more consistent naming; please upgrade your code and Include file. I regret that such changes may happen rather often, however, the only alternative would be to complete all posts for this topic and publish them all at once. Since there is no guarantee that all code will ever be fully completed (most of my development work never stops), I think it is better to publish whatever is functional, as if this were a development blog.

The purpose of the Button Header is to name button columns (this is needed to key static variables) and provide a Collapse/Expand function for Button Columns. Clicking on a Button Header will alternatively Collapse and Expand button columns. This allows you to quickly expose chart sections that were hidden by the Control Panel. A collapsed Button Column will look like this:

clip_image002

Clicking on the Header Button will expand the column to look as show below:

clip_image002[5]

A few variables are displayed in the Title to facilitate debugging. The following listing shows the test code used to display the above Button Column. Note again that there are two ways to process button clicks: using the values returned by the button functions, or using the Switch() statement.

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#include <ControlPanelInclude-003.afl>
 
global ColNumber;
RequestTimedRefresh(1);
ButtonHeight = Param("Button Height",20,5,200,1); 
ButtonWidth = Param("Button Width",120,5,200,1); 
PanelYoffset = Param("Button Row Offset (px)",10,0,Status("pxheight"),1); 
PanelXoffset = Param("Button Column Offset (px)",10,0,Status("pxwidth"),1); 
FontRatio = Param("Font: ButtonHeight ratio",2,1,20,0.1);
 
ButtonColumnBegin( "1" );
ButtonHeader( "COLUMN HEADER1", colorBlue, colorLightBlue,colorWhite);
ButtonText( "AUTO-TRADING ON", colorBlue, colorWhite);
Reset = ButtonTrigger( "START SESSION", colorBrightGreen, colorRed, colorBlack);
CancelAll = ButtonTrigger( "CANCEL ALL", colorBrightGreen, colorRed, colorBlack);
CloseAll = ButtonTrigger( "CLOSE ALL", colorBrightGreen, colorRed, colorBlack);
EndSession = ButtonTrigger( "END SESSION", colorBrightGreen, colorRed, colorBlack);
ButtonColumnEnd( );
 
ClickCoordinates = Nz(StaticVarGet("ClickCoordinates"));
switch( ClickCoordinates )
	{
	case 101:
	Say( "1 1");
	break;
	case 102:
	Say( "1 2");
	break;
	case 103:
	Say( "1 3");
	break;
	case 104:
	Say( "1 4");
	break;
	case 105:
	Say( "1 5");
	break;
	case 106:
	Say( "1 6");
	break;
	}
 
Plot(C,"",1,128);
 
Title = "\n"+
"  Click Coordinates: "+ClickCoordinates+"\n"+
"Column Expanded Var: "+Nz(kStaticVarGet(ColName+"ColExpanded"));

The ButtonHeader() is similar to the ButtonText() function but has a Collapse/Expand variable added. Here is the code for the new ButtonHeader() function: 

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function ButtonHeader( Label, backColor1, BackColor2, TextColor)
	{
	global ColNumber, RowNumber, ColExpanded, Colname;
	RowNumber = Nz(kStaticVarGet("RowNumber"+ColName))+1;
	kStaticVarSet("RowNumber"+ColName, RowNumber);
	Trigger = GetMouseClick( ColNumber, RowNumber );
	if( Trigger ) 
		{
		BackColor = backColor2; 
		ColExpanded = Nz(kStaticVarGet(ColName+"ColExpanded"));
		if( ColExpanded ) kStaticVarSet(ColName+"ColExpanded", False);
		else kStaticVarSet(ColName+"ColExpanded", True);
		}
	else BackColor = backColor1;
	ColExpanded = Nz(kStaticVarGet(ColName+"ColExpanded"));
	kStaticVarSetText("TextButton"+ColName+RowNumber, Label);
	kStaticVarSet("TextColor"+ColName+RowNumber, TextColor);
	kStaticVarSet("BackColor"+ColName+RowNumber, backColor);
	}

In the above code, when the left Mouse button is clicked, a static variable named ColExpanded is toggled between True and False. All earlier button functions have been modified to only execute their internal code only if this variable is True. This way Buttons will only display if the variable ColExpanded it True. The listing below shows how the TriggerButton() was modified. This and the HeaderButton functions are located in the Include file at the end of this post; there is no need to copy them separately. 

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function ButtonTrigger( Label, backColor1, BackColor2, TextColor)
	{
	global ColNumber, RowNumber, ColName;
	ColExpanded = Nz(kStaticVarGet(ColName+"ColExpanded"));
	if( ColExpanded )
		{
		ColName = VarGetText("ColName");
		RowNumber = Nz(kStaticVarGet("RowNumber"+ColName))+1;
		kStaticVarSet("RowNumber"+ColName, RowNumber);
		Trigger = GetMouseClick( ColNumber, RowNumber );
		if( Trigger ) BackColor = backColor2; else BackColor = backColor1;
		kStaticVarSetText("TextButton"+ColName+RowNumber, Label);
		kStaticVarSet("TextColor"+ColName+RowNumber, TextColor);
		kStaticVarSet("BackColor"+ColName+RowNumber, backColor);
		}
	else Trigger = 0;
	return Trigger;
	}

The new ControlPanelInclude-003.afl Include file is listed below, it must be copied to your default Include folder for the above code to work.

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// ControlPanelInclude-003.afl
procedure kStaticVarSet( SName, SValue ) 		
	{
	ChartID = GetChartID();
	InIndicator = Status("Action") == 1;
	if( InIndicator ) StaticVarSet(Sname+ChartID, Svalue); 
	}
 
function kStaticVarGet( SName ) 					
	{ 
	ChartID 	= GetChartID();
	Var = StaticVarGet(Sname+ChartID);
	return Var;
	}
 
procedure kStaticVarSetText( SName, SValue ) 	
	{ 
	ChartID 	= GetChartID();
	InIndicator = Status("Action") == 1;
	if( InIndicator ) StaticVarSetText(Sname+ChartID, Svalue); 
	}
 
function kStaticVarGetText( SName ) 				
	{ 
	ChartID = GetChartID();
	return StaticVarGetText(Sname+ChartID); 
	}
 
function NewColumn()
	{
	VarSet("ColNumber", 0);
	}
 
function GetMouseClick( ColNumber, RowNumber )
	{
	global PanelYoffset, PanelXoffset, ButtonHeight, ButtonWidth;
	LButtonDown = GetCursorMouseButtons() == 9;
	Click = 0;
	if( LButtonDown )
		{
		ULButtonX 		= PanelXoffset + (ColNumber-1) * ButtonWidth;
		LRButtonX		= ULButtonX + ButtonWidth;
		ULButtonY 		= (RowNumber -1) * ButtonHeight + PanelYoffset;
		LRButtonY		= ULButtonY + ButtonHeight;
		MouseCoord = Nz(StaticVarGet("ClickCoordinates"));
		if( MouseCoord == 0 AND LButtonDown )
			{
			MousePx = GetCursorXPosition( 1 );
			MousePy = GetCursorYPosition( 1 );
			if( MousePx > ULButtonX AND MousePx < LRButtonX AND MousePy > ULButtonY AND MousePy < LRButtonY )
				{
				StaticVarSet("ClickCoordinates",ColNumber*100+RowNumber);
				Click = 1;
				}
			}
		}
	return Click;
	}
 
function ButtonColumnBegin( ColName ) 
	{
	global FontRatio, ColName, ColNumber, ButtonHeight, ButtonWidth, PanelXoffset, PanelYoffset, Colname;
	ColNumber = VarGet("ColNumber");
	if( IsEmpty( ColNumber ) ) 
		{
		VarSet("ColNumber",1);
		StaticVarSet("ClickCoordinates",0);
		}
	else VarSet("ColNumber", ++ColNumber);
	ColName = ColName+GetChartID();
	kStaticVarSet("RowNumber"+ColName, 0);
	VarSetText("ColName",ColName);
	GfxSetOverlayMode( 0 );
	GfxSelectFont( "Tahoma", ButtonHeight/FontRatio, 800 ); 
	GfxSelectPen( colorBlack ); 
	GfxSetBkMode( 1 );
	}
 
function ButtonText( TextButton, backColor, TextColor)
	{
	global ColNumber, RowNumber, Colname;
	ColExpanded = Nz(kStaticVarGet(ColName+"ColExpanded"));
	if( ColExpanded )
		{
		ColName = VarGetText("ColName");
		RowNumber = Nz(kStaticVarGet("RowNumber"+ColName))+1;
		kStaticVarSet("RowNumber"+ColName, RowNumber);
		kStaticVarSetText("TextButton"+ColName+RowNumber, TextButton);
		kStaticVarSet("TextColor"+ColName+RowNumber, TextColor);
		kStaticVarSet("BackColor"+ColName+RowNumber, backColor);
		}
	}
 
function ButtonTrigger( Label, backColor1, BackColor2, TextColor)
	{
	global ColNumber, RowNumber, ColName;
	ColExpanded = Nz(kStaticVarGet(ColName+"ColExpanded"));
	if( ColExpanded )
		{
		ColName = VarGetText("ColName");
		RowNumber = Nz(kStaticVarGet("RowNumber"+ColName))+1;
		kStaticVarSet("RowNumber"+ColName, RowNumber);
		Trigger = GetMouseClick( ColNumber, RowNumber );
		if( Trigger ) BackColor = backColor2; else BackColor = backColor1;
		kStaticVarSetText("TextButton"+ColName+RowNumber, Label);
		kStaticVarSet("TextColor"+ColName+RowNumber, TextColor);
		kStaticVarSet("BackColor"+ColName+RowNumber, backColor);
		}
	else Trigger = 0;
	return Trigger;
	}
 
function ButtonHeader( Label, backColor1, BackColor2, TextColor)
	{
	global ColNumber, RowNumber, ColExpanded, Colname;
	RowNumber = Nz(kStaticVarGet("RowNumber"+ColName))+1;
	kStaticVarSet("RowNumber"+ColName, RowNumber);
	Trigger = GetMouseClick( ColNumber, RowNumber );
	if( Trigger ) 
		{
		BackColor = backColor2; 
		ColExpanded = Nz(kStaticVarGet(ColName+"ColExpanded"));
		if( ColExpanded ) kStaticVarSet(ColName+"ColExpanded", False);
		else kStaticVarSet(ColName+"ColExpanded", True);
		}
	else BackColor = backColor1;
	ColExpanded = Nz(kStaticVarGet(ColName+"ColExpanded"));
	kStaticVarSetText("TextButton"+ColName+RowNumber, Label);
	kStaticVarSet("TextColor"+ColName+RowNumber, TextColor);
	kStaticVarSet("BackColor"+ColName+RowNumber, backColor);
	}
 
function ButtonColumnEnd()
	{
	global ButtonHeight, ButtonWidth, PanelYoffset, PanelXoffset, ColNumber, RowNumber, ColName;
	ChartIDStr 	= NumToStr(GetChartID(),1.0,False);
	ULButtonX 		= PanelXoffset + (ColNumber-1) * ButtonWidth;
	LRButtonX		= ULButtonX + ButtonWidth;
	for( Row = 1; Row <= RowNumber; Row++ ) 
		{
		ULButtonY 		= (Row-1) * ButtonHeight + PanelYoffset;
		LRButtonY		= ULButtonY + ButtonHeight;
		Label 	= kStaticVarGetText("TextButton"+ColName+Row);
		TextColor 	= Nz(kStaticVarGet("TextColor"+ColName+Row));
		BackColor 	= Nz(kStaticVarGet("BackColor"+ColName+Row));
		GfxSelectSolidBrush( BackColor);
		GfxRectangle( ULButtonX, ULButtonY, LRButtonX, LRButtonY ); 
		GfxSetBkColor( BackColor);
		GfxSetTextColor( TextColor );
		GfxDrawText( Label, ULButtonX, ULButtonY, LRButtonX, LRButtonY, 32 | 1 | 4);
		}
	}

* Filed by Herman at 12:52 pm under Real-Time Control-Panels
No Comments

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March 8, 2008

Command Buttons (Trigger type)

This series of posts is actually written while the functions are being developed. It is for this reason that the functions and Include file may change with each next post. Hopefully they will be better with each revision. Please always use the latest versions.

There have been many requests for on-chart custom Command Buttons. Command Buttons are mouse-click sensitive buttons or menu-items that, when clicked on, will execute a specific section of AFL code. This post introduces Command Buttons of the Trigger-type that respond to Left-Button clicks. This Trigger Button can be used in the same way you would use the ParamTrigger() function. Note that the first button does not respond to mouse-clicks; it is not a trigger button. The TextCell was designed to display text only, for example to display status information for your trading system. Here is an example of a simple horizontal layout:

triggerbuttons.png

To display the buttons horizontally lengthens the code a little because the code is optimized for vertical button columns. Here is the code that places the above button array on your chart:

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#include <ControlPanelInclude-001.afl>
 
global ColNumber;
RequestTimedRefresh(1);
CellHeight = Param("Cell Height",20,5,200,1); 
CellWidth = Param("Cell Width",120,5,200,1); 
PanelYoffset = Param("Cell Row Offset (px)",10,0,Status("pxheight"),1); 
PanelXoffset = Param("Cell Column Offset (px)",10,0,Status("pxwidth"),1); 
FontRatio = Param("Font: CellHeight ratio",2,1,20,0.1);
 
Column_Begin( "1" );
TextCell( "AUTO-TRADING", colorRed, colorBlack);
Column_End( );
 
Column_Begin( "2" );
Reset = TriggerCell( "START SESSION", colorBrightGreen, colorRed, colorBlack);
Column_End( );
 
Column_Begin( "3" );
CancelAll = TriggerCell( "CANCEL ALL", colorBrightGreen, colorRed, colorBlack);
Column_End( );
 
Column_Begin( "4" );
CloseAll = TriggerCell( "CLOSE ALL", colorBrightGreen, colorRed, colorBlack);
Column_End( );
 
Column_Begin( "5");
EndSession = TriggerCell( "END SESSION", colorBrightGreen, colorRed, colorBlack);
Column_End( );
 
ClickCoordinates = Nz(StaticVarGet("ClickCoordinates"));
switch( ClickCoordinates )
	{
	case 201:
	Say( "201");
	break;
	case 301:
	Say( "301");
	break;
	case 401:
	Say( "401");
	break;
	case 501:
	Say( "501");
	break;
	}
 
Plot(C,"",1,128);
 
Title = "CLICK COORDINATES: "+ClickCoordinates;

The Trigger function returns a trigger, i.e., a True state that lasts only for the current refresh and that returns False at the next pass through the code. A Triggername is assigned to each button and is used to key the static variables. Backcolor1 is the normal color of the button. Backcolor2 is the color the button takes on when it is clicked on; this gives a visual confirmation that the click was registered. If a button is clicked on, the button coordinates (vertical position, horizontal position) are returned in compressed for as ColNumber*100+RowNumber.

Trigger action can be invoked in two ways: by checking the value returned by the trigger functions, and by processing the click-coordinates in a Switch() statement. Each method may have advantages depending on the application.

Below a listing of the revised Include file, please copy to your default include folder. 

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// ControlPanelInclude-001.afl
procedure kStaticVarSet( SName, SValue ) 		
	{
	ChartID = GetChartID();
	InIndicator = Status("Action") == 1;
	if( InIndicator ) StaticVarSet(Sname+ChartID, Svalue); 
	}
 
function kStaticVarGet( SName ) 					
	{ 
	ChartID 	= GetChartID();
	Var = StaticVarGet(Sname+ChartID);
	return Var;
	}
 
procedure kStaticVarSetText( SName, SValue ) 	
	{ 
	ChartID 	= GetChartID();
	InIndicator = Status("Action") == 1;
	if( InIndicator ) StaticVarSetText(Sname+ChartID, Svalue); 
	}
 
function kStaticVarGetText( SName ) 				
	{ 
	ChartID = GetChartID();
	return StaticVarGetText(Sname+ChartID); 
	}
 
function Column_Begin( ColName ) 
	{
	global FontRatio, ColName, ColNumber, CellHeight, CellWidth, PanelXoffset, PanelYoffset;
	ColNumber = VarGet("ColNumber");
	if( IsEmpty( ColNumber ) ) 
		{
		VarSet("ColNumber",1);
		StaticVarSet("ClickCoordinates",0);
		}
	else VarSet("ColNumber", ++ColNumber);
	ColName = ColName+GetChartID();
	GfxSetOverlayMode( 0 );
	GfxSelectFont( "Tahoma", CellHeight/FontRatio, 800 ); 
	GfxSelectPen( colorBlack ); 
	GfxSetBkMode( 1 );
	kStaticVarSet("RowNumber"+ColName, 0);
	VarSetText("ColName",ColName);
	return ColNumber;
	}
 
function Column_End( )
	{
	global CellHeight, CellWidth, PanelYoffset, PanelXoffset, ColNumber, RowNumber;
	ChartIDStr 	= NumToStr(GetChartID(),1.0,False);
	ColName 		= VarGetText("ColName");
	ULCellX 		= PanelXoffset + (ColNumber-1) * CellWidth;
	LRCellX		= ULCellX + CellWidth;
	for( Row = 1; Row <= RowNumber; Row++ ) 
		{
		ULCellY 		= (Row-1) * CellHeight + PanelYoffset;
		LRCellY		= ULCellY + CellHeight;
		TextCell 	= kStaticVarGetText("TextCell"+ColName+Row);
		TextColor 	= Nz(kStaticVarGet("TextColor"+ColName+Row));
		BackColor 	= Nz(kStaticVarGet("BackColor"+ColName+Row));
		GfxSelectSolidBrush( BackColor);
		GfxRectangle( ULCellX, ULCellY, LRCellX, LRCellY ); 
		GfxSetBkColor( BackColor);
		GfxSetTextColor( TextColor );
		GfxDrawText( TextCell, ULCellX, ULCellY, LRCellX, LRCellY, 32 | 1 | 4);
		}
	}
 
function TextCell( TextCell, backColor, TextColor)
	{
	global ColNumber, RowNumber;;
	ColName = VarGetText("ColName");
	RowNumber = Nz(kStaticVarGet("RowNumber"+ColName))+1;
	kStaticVarSet("RowNumber"+ColName, RowNumber);
	kStaticVarSetText("TextCell"+ColName+RowNumber, TextCell);
	kStaticVarSet("TextColor"+ColName+RowNumber, TextColor);
	kStaticVarSet("BackColor"+ColName+RowNumber, backColor);
	}
 
function NewColumn()
	{
	VarSet("ColNumber", 0);
	}
 
function CheckMouseClick( ColNumber, RowNumber )
	{
	global PanelYoffset, PanelXoffset, CellHeight, CellWidth;
	LButtonDown = GetCursorMouseButtons() == 9;
	Click = 0;
	if( LButtonDown )
		{
		ULCellX 		= PanelXoffset + (ColNumber-1) * CellWidth;
		LRCellX		= ULCellX + CellWidth;
		ULCellY 		= (RowNumber -1) * CellHeight + PanelYoffset;
		LRCellY		= ULCellY + CellHeight;
		MouseCoord = Nz(StaticVarGet("ClickCoordinates"));
		if( MouseCoord == 0 AND LButtonDown )
			{
			MousePx = GetCursorXPosition( 1 );
			MousePy = GetCursorYPosition( 1 );
			if( MousePx > ULCellX AND MousePx < LRCellX AND MousePy > ULCellY AND MousePy < LRCellY )
				{
				StaticVarSet("ClickCoordinates",ColNumber*100+RowNumber);
				Click = 1;
				}
			}
		}
	return Click;
	}
 
function TriggerCell( Label, backColor1, BackColor2, TextColor)
	{
	global ColNumber, RowNumber;;
	ColName = VarGetText("ColName");
	RowNumber = Nz(kStaticVarGet("RowNumber"+ColName))+1;
	kStaticVarSet("RowNumber"+ColName, RowNumber);
	Trigger = CheckMouseClick( ColNumber, RowNumber );
	if( Trigger ) BackColor = backColor2; else BackColor = backColor1;
	kStaticVarSetText("TextCell"+ColName+RowNumber, Label);
	kStaticVarSet("TextColor"+ColName+RowNumber, TextColor);
	kStaticVarSet("BackColor"+ColName+RowNumber, backColor);
	return Trigger;
	}

* Filed by Herman at 11:50 am under Real-Time Control-Panels
* 3 Comments

1 Star2 Stars3 Stars4 Stars5 Stars (4 votes, average: 5 out of 5)
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March 7, 2008

A Basic Messaging Panel

Also see Moving Low Level Graphics (GFX) Objects on your Charts

This first post introduces you to the basic techniques on how to create a matrix of text cells to display messages and system status on your chart. At this stage the cells are not mouse-click sensitive; this and other features will be added later. In this example the number of columns, rows, the font size, and the location of the message panel, can be set from the Param window. In your final application you might want to make these parameters constant and remove the corresponding Param statements. You can combine any number of Panels, here is an example for multiple panels layouts:

image

The following simple panel is produced by the code in this post.

image

The code below will place the above Message panel on your chart. A code description follows below listing. 

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#include <MessagePanelInclude.afl>  
global ColNumber;  
CellHeight = Param("Cell Height",20,5,200,5);   
CellWidth = Param("Cell Width",120,5,200,5);   
PanelYoffset = Param("Cell Row Offset (px)",10,0,Status("pxheight"),5);   
PanelXoffset = Param("Cell Column Offset (px)",10,0,Status("pxwidth"),5);   
FontRatio = Param("Font:CellHeight ratio",2,1,20,0.1);  
MsgCol_Begin( "COLUMNNAME 1", CellHeight, CellWidth, PanelXoffset, PanelYoffset );  
TextCell( "Text Message 1", BackgroundColor=1, TextColor=2);  
TextCell( "Text Message 2", 2, 3);  
TextCell( "Text Message 3", 8, 4);  
TextCell( "Text Message 4", 7, 5);  
TextCell( "Text Message 5", 4, 6);  
TextCell( "Text Message 6", 3, 7);  
TextCell( "Text Message 7", 2, 8);  
MsgCol_End();  
MsgCol_Begin( " COLUMNNAME 2", CellHeight, CellWidth, PanelXoffset, PanelYoffset );  
TextCell( "Text Message 1", 9, 2);  
TextCell( "Text Message 2", 8, 3);  
TextCell( "Text Message 3", 7, 4);  
TextCell( "Text Message 4", 6, 5);  
TextCell( "Text Message 5", 5, 6);  
TextCell( "Text Message 6", 4, 7);  
TextCell( "Text Message 7", 3, 8);  
MsgCol_End();

Message Panel code above calls the Include file listed at the end of this post. The The MsgCol_Begin() function defines the name and dimensions for the current column:

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MsgCol_Begin( "COLUMNNAME 1", CellHeight, CellWidth, PanelXoffset, PanelYoffset );

You can create many columns. The ColName is used in Static variables to allow the code to know to which Column the TextCells belong. The last four arguments are self-explanatory. The Overlay and background modes can be changed inside this function, or you can extract these GFX statements and execute them separately.

The TextCell() function adds one TextCell to the column. It defines the Message, Background color, and TextColor to be used:

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TextCell( "Text Message 1", colorBlack, colorWhite);

The MsgCol_End() terminates the current column and draws the GFX pgraphics to the chart.

The Include file makes extensive use of static variables that are wrapped in kStaticVar…() to make the static variables unique to the current ChartID. This is needed to call the functions from different panes and windows without interfering with one another. For more on this see Keying Static Variables. 

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// This is the Include file MessagePanelInclude.afl, copy to your default Include folder
procedure kStaticVarSet( SName, SValue )   
{  
ChartID = GetChartID();  
InIndicator = Status("Action") == 1;  
if( InIndicator ) StaticVarSet(Sname+ChartID, Svalue);   
}  
function kStaticVarGet( SName )   
{   
ChartID = GetChartID();  
Var = StaticVarGet(Sname+ChartID);  
return Var;  
}  
procedure kStaticVarSetText( SName, SValue )   
{   
ChartID = GetChartID();  
InIndicator = Status("Action") == 1;  
if( InIndicator ) StaticVarSetText(Sname+ChartID, Svalue);   
}  
function kStaticVarGetText( SName )   
{   
ChartID = GetChartID();  
return StaticVarGetText(Sname+ChartID);   
}  
function MsgCol_Begin( ColName, CellHeight, CellWidth, PanelXoffset, PanelYoffset )   
{  
global FontRatio, ColName, ColNumber;  
ColNumber = VarGet("ColNumber");  
if( IsEmpty( ColNumber ) ) VarSet("ColNumber",1);  
else VarSet("ColNumber", ++ColNumber);  
ColName = ColName+GetChartID();  
GfxSetOverlayMode( 0 );  
GfxSelectFont( "Tahoma", CellHeight/FontRatio, 800 );   
GfxSelectPen( colorBlack );   
GfxSetBkMode( 1 );  
kStaticVarSet("PanelItemNum"+ColName, 0);  
VarSetText("ColName",ColName);  
return ColNumber;  
}  
function MsgCol_End( )  
{  
global CellHeight, CellWidth, PanelYoffset, PanelXoffset, ColNumber, PanelItemNum;  
ChartIDStr = NumToStr(GetChartID(),1.0,False);  
ColName = VarGetText("ColName");  
ULCellX = PanelXoffset + (ColNumber-1) * CellWidth;  
LRCellX = ULCellX + CellWidth;  
for( Row = 1; Row <= PanelItemNum; Row++ )   
{  
ULCellY = (Row-1) * CellHeight + PanelYoffset;  
LRCellY = ULCellY + CellHeight;  
TextCell = kStaticVarGetText("TextCell"+ColName+Row);  
TextColor = Nz(kStaticVarGet("TextColor"+ColName+Row));  
BackColor = Nz(kStaticVarGet("BackColor"+ColName+Row));  
if( Row==1) TextCell = StrReplace( TextCell, ChartIDStr, "");   
GfxSelectSolidBrush( BackColor);  
GfxRectangle( ULCellX, ULCellY, LRCellX, LRCellY );   
GfxSetBkColor( BackColor);  
GfxSetTextColor( TextColor );  
GfxDrawText( TextCell, ULCellX, ULCellY, LRCellX, LRCellY, 32 | 1 | 4);  
}  
}  
function TextCell( TextCell, backColor, TextColor)  
{  
global InitializePanels, PanelVisible;  
ColName = VarGetText("ColName");  
PanelItemNum = Nz(kStaticVarGet("PanelItemNum"+ColName))+1;  
kStaticVarSet("PanelItemNum"+ColName, PanelItemNum);  
kStaticVarSet("CellState"+ColName+PanelItemNum, False);  
Label = StrExtract(TextCell,0);  
kStaticVarSetText("TextCell"+ColName+PanelItemNum, Label);  
kStaticVarSet("TextColor"+ColName+PanelItemNum, TextColor);  
kStaticVarSet("BackColor"+ColName+PanelItemNum, backColor);  
}  
function Newpanel()  
{  
VarSet("ColNumber", 0);  
}

For those who want to experiment with multi-panel layouts here is the code used to produce the xample shown earlier:

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#include <MessagePanelInclude.afl>
 
global ColNumber;
_SECTION_BEGIN("MESSAGE PANEL 1");
CellHeight				= Param("Cell Height",20,5,200,1); 
CellWidth 				= Param("Cell Width",120,5,200,1); 
PanelYoffset 			= Param("Cell Row Offset (px)",10,0,Status("pxheight"),1); 
PanelXoffset			= Param("Cell Column Offset (px)",10,0,Status("pxwidth"),1); 
FontRatio   			= Param("Font:CellHeight ratio",2,1,20,0.1);
 
MsgCol_Begin( "COLUMNNAME  1", CellHeight, CellWidth, PanelXoffset, PanelYoffset );
TextCell( "PANEL 1", colorBlack, colorWhite);
TextCell( "Text Message 2", 2, 3);
TextCell( "Text Message 3", 8, 4);
TextCell( "Text Message 4", 7, 5);
TextCell( "Text Message 5", 4, 6);
TextCell( "Text Message 6", 3, 7);
TextCell( "Text Message 7", 2, 8);
TextCell( "Text Message 8", 9, 2);
TextCell( "Text Message 9", 8, 3);
TextCell( "Text Message 10", 7, 4);
TextCell( "Text Message 11", 6, 5);
TextCell( "Text Message 12", 5, 6);
TextCell( "Text Message 13", 4, 7);
TextCell( "Text Message 14", 3, 8);
MsgCol_End();
_SECTION_END();
 
_SECTION_BEGIN("MESSAGE PANEL 2");
CellHeight				= Param("2Cell Height",20,5,200,1); 
CellWidth 				= Param("2Cell Width",120,5,200,1); 
PanelYoffset 			= Param("2Cell Row Offset (px)",10,0,Status("pxheight"),1); 
PanelXoffset			= Param("2Cell Column Offset (px)",10,0,Status("pxwidth"),1); 
FontRatio   			= Param("2Font:CellHeight ratio",2,1,20,0.1);
 
Newpanel();
MsgCol_Begin( "COLUMNNAME  1", CellHeight, CellWidth, PanelXoffset, PanelYoffset );
TextCell( "PANEL 2", 1, colorWhite);
MsgCol_End();
MsgCol_Begin( "COLUMNNAME  1", CellHeight, CellWidth, PanelXoffset, PanelYoffset );
TextCell( "Text Message B", 2, 1);
MsgCol_End();
MsgCol_Begin( "COLUMNNAME  1", CellHeight, CellWidth, PanelXoffset, PanelYoffset );
TextCell( "Text Message C", 4, colorWhite);
MsgCol_End();
MsgCol_Begin( "COLUMNNAME  1", CellHeight, CellWidth, PanelXoffset, PanelYoffset );
TextCell( "Text Message D", 5, colorWhite);
MsgCol_End();
MsgCol_Begin( "COLUMNNAME  1", CellHeight, CellWidth, PanelXoffset, PanelYoffset );
TextCell( "Text Message E", 4, colorWhite);
MsgCol_End();
MsgCol_Begin( "COLUMNNAME  1", CellHeight, CellWidth, PanelXoffset, PanelYoffset );
TextCell( "Text Message F", 5, colorWhite);
MsgCol_End();
_SECTION_END();
 
_SECTION_BEGIN("MESSAGE PANEL 3");
Newpanel();
CellHeight				= Param("1Cell Height",20,5,200,1); 
CellWidth 				= Param("1Cell Width",120,5,200,1); 
PanelYoffset 			= Param("1Cell Row Offset (px)",10,0,Status("pxheight"),1); 
PanelXoffset			= Param("1Cell Column Offset (px)",10,0,Status("pxwidth"),1); 
FontRatio   			= Param("1Font:CellHeight ratio",2,1,20,0.1);
 
MsgCol_Begin( "COLUMNNAME  1", CellHeight, CellWidth, PanelXoffset, PanelYoffset );
TextCell( "PANEL 3", colorBlack, colorWhite);
TextCell( "Text Message 22", 2, 3);
TextCell( "Text Message 23", 8, 4);
TextCell( "Text Message 24", 7, 5);
TextCell( "Text Message 25", 4, 6);
TextCell( "Text Message 26", 3, 7);
TextCell( "Text Message 27", 2, 8);
MsgCol_End();
 
MsgCol_Begin( "COLUMNNAME  2", CellHeight, CellWidth, PanelXoffset, PanelYoffset );
TextCell( "Text Message 28", 9, 2);
TextCell( "Text Message 29", 8, 3);
TextCell( "Text Message 30", 7, 4);
TextCell( "Text Message 31", 6, 5);
TextCell( "Text Message 32", 5, 6);
TextCell( "Text Message 33", 4, 7);
TextCell( "Text Message 34", 3, 8);
MsgCol_End();
_SECTION_END();

* Filed by Herman at 3:27 pm under Real-Time Control-Panels
* 1 Comment

1 Star2 Stars3 Stars4 Stars5 Stars (4 votes, average: 4.75 out of 5)
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March 6, 2008

Introduction to Real-Time Control-Panels

IMPORTANT NOTES:

1) Posts in this category are published as code is developed and you should use the most recent version posted. This code is shared without extensive field testing and may contain errors or function different than you expect. Always verify that the code does what you want it to do before using it in a real application. This publishing method is used to give you a chance to use it at the current stage of development, else you would have to wait until all functions are completed - and that time might never come :-)

2) All code on the UKB takes advantage of the latest AFL functions. If you encounter problems, and before posting questions, please verify that you are running the latest AmiBroker beta software. New releases are usually announced in the AmiBroker Development Log. The code you find here is modified too frequently to add/maintain version() statements to/in all programs published.

3) The code covered in this series of posts make extensive use of GFX functions please read the posts in the GFX Programming category.

==========

In Real-Time trading it is handy to use "Control Panels". Control Panels are custom button layouts that can be used to change system settings, and give Real-Time visual feedback on the state of the system. Clicking any of the buttons lets you execute specific code with a single mouse click. While the AmiBroker Parameter window is very useful for use with Indicators it lacks important features needed in Real-Time. Posts in this category will cover the development of a custom menu system for use in Real-Time applications. It will offer: relocatable and collapsible menus, dynamic coloring, multi-state toggles, dynamic labels, sizable buttons and fonts, status indicators, unlimited menu columns, etc. Of course you can conceive and add your own special functions. The main code can be placed in an Include file and menus and buttons can be added to your code with statements somewhat similar to the AmiBroker Param(). The code below generates the first column for the test menu shown in the image below the code. 

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Menu_Begin( "MENUS", ButtonHeight, ButtonWidth, MenuXoffset, MenuYoffset );       
MenuMinimized = MenuHeader( BLU, WHT);        
ExpandAll = MenuTrigger( "EXPAND ALL", ColorTrigger, ColorTriggerOn, BLK );        
SaveMenus = MenuTrigger( "SAVE", ColorTrigger, ColorTriggerOn, BLK );        
LoadMenus = MenuTrigger( "LOAD", ColorTrigger, ColorTriggerOn, BLK );        
MovingMenu = ButtonRotate( "MOVING,DRAG MENU", "4,1", "7,2");       
Menu_End();

A Rotate button changes state with each click. It can function as a ParamToggle() but can also be used to rotate through multiple states like Buy, Sell, Short, and Cover just by clicking the button multiple times. Each click can change the Button label and color. Here is a typical menu layout:

image

Menus can be collapsed by Double-Clicking on any of the Blue headers. This means you can uncover hidden chart sections instantly, without having to move the menu block. In its collapsed state the menu looks like this:

image

You can also collapse individual menus with a single click on the blue header, as shown below.

image

Posts in this series will progress through various prerequisites and building blocks to help you design your own menu layout. Since there is a significant amount of code to cover, and it takes time to debug the code before posting, this series may progress too slowly to your liking. If you feel confident to work with rough code you can email me privately at psytek at magma dot ca for a copy of what I have under development. If you want to go this route, I would much appreciate your feedback on fixes and improvements you make, so that they can be included in this series.

* Filed by Herman at 11:56 am under Real-Time Control-Panels
* 1 Comment

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February 18, 2008

Reading/Backing-up the TWS Exported Execution Report

Please be sure you set up the TWS according to the instructions provided in Setting Up your TWS before you test this code. The code presented here reads the execution report, converts it to a .csv format, date-stamps it, backs it up for later use, and optionally displays it in the chart Title. The code doesn’t do anything important besides displaying the information in the Title. The idea is to show you how to read the file so that you can extract real execution prices, use them in your calculations, and plot them on your chart. The Param options are self-explanatory:

clip_image002

The name used for the execution report generated by the TWS is not date-stamped. For example, if you set up the TWS to export executions under the name Simulated.Trades, this same name will be used on successive days. If the TWS finds a tradelist from the previous day, it will simply overwrite it. To prevent losing this AFL readable file it is important to back up the tradelist at the end of the day. The format of the execution report exported by the TWS looks like this:

ATVI;SLD;75;26.19;21:29:33;20080125;ARCA;DU1195;;;DEMO;
ALTR;BOT;100;18.54;21:53:12;20080125;ARCA;DU1195;;;DEMO;
ALTR;BOT;100;18.58;21:55:59;20080125;ISLAND;DU1195;;;DEMO;
ALTR;BOT;100;18.55;21:56:00;20080125;ARCA;DU1195;;;DEMO;
ALTR;BOT;100;18.58;21:58:47;20080125;ISLAND;DU1195;;;DEMO;

The .csv format of the backup file produced by the code below can be directly imported into Excel and looks like this (note the semicolons have been replaced by commas):

ATVI,SLD,75,26.19,21:29:33,20080125,ARCA,DU1195,,,DEMO,
ALTR,BOT,100,18.54,21:53:12,20080125,ARCA,DU1195,,,DEMO,
ALTR,BOT,100,18.58,21:55:59,20080125,ISLAND,DU1195,,,DEMO,
ALTR,BOT,100,18.55,21:56:00,20080125,ARCA,DU1195,,,DEMO,
ALTR,BOT,100,18.58,21:58:47,20080125,ISLAND,DU1195,,,DEMO,

In Excel, the file will look like this after activating Text to columns:

clip_image004

Please be aware that the minimum update interval that the TWS exports the execution report is approximately one-minute. This means it will take some time for your trades to show up in the list.

Before tackling the main backup function, there are a few helper functions you will need. While these are available elsewhere on this site, they are repeated below for your convenience. To prevent conflicts between static variables used in different programs, you should key their names with those charted; see Keying Static Variables for more information on this. The DateNumToStr() converts DateNumbers to a standard date string.

The TWSBackupTradeList( TWSInputPath ) listed below reads the TWS tradelist, extracts the date, converts it to the .csv format, saves it in a different location, and optionally displays both tradelists in the chart Title. To test this function, Apply it to a new Indicator, open the Param window, set up the parameters, and click BACKUP. The backup file is saved in the path defined by the TradebackupFolder variable. If the function finds the execution report and its display is turned on in the Param window, this should look like this in the Title (only a few lines shown):

clip_image006

And, when displayed, the backup file should look like that below:

clip_image008

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InIndicator 	= Status( "Action" ) == 1;
StaticVarKey 	= GetChartID();
 
procedure xStaticVarSet( SName, SValue )
{
    global StaticVarKey;
 
    if ( InIndicator )
        StaticVarSet( Sname + StaticVarKey, Svalue );
}
 
function xStaticVarGet( SName )
{
    global StaticVarKey;
    return StaticVarGet( Sname + StaticVarKey );
}
 
procedure xStaticVarSetText( SName, SValue )
{
    global StaticVarKey;
 
    if ( InIndicator )
        StaticVarSetText( Sname + StaticVarKey, Svalue );
}
 
function xStaticVarGetText( SName )
{
    global StaticVarKey;
    return StaticVarGetText( Sname + StaticVarKey );
}
 
function DateNumToStr( DtNum )
{
    DayNm = round( frac( DtNum / 100 ) * 100 );
    MthNm = round( frac( DtNum / 10000 ) * 100 );
    YrNm = int( DtNum / 10000 ) + 1900;
    return NumToStr( MthNm, 1.0 ) + "/" + NumToStr( DayNm, 1.0 ) + "/" + NumToStr( YrNm, 1.0, False );
}
 
procedure TWSBackupTradeList( TWSInputPath )
{
    global TradebackupFolder, AccountType;
    fh1 = fopen( TWSInputPath, "r" );
 
    if ( fh1 )
    {
        Line 				= StrReplace( fgets( fh1 ), ";", "," );
        DateStr 			= StrExtract( Line, 5 );
        YearNum			= StrToNum( StrLeft( DateStr, 4 ) );
        MonthNum			= StrToNum( StrMid( DateStr, 4, 2 ) );
        DayNum			= StrToNum( StrRight( DateStr, 2 ) );
        DateNumber 		= ( YearNum - 1900 ) * 10000 + 100 * MonthNum + DayNum;
        DateNumStr 		= NumToStr( DateNumber, 1.0, False );
        BackupFilename = AccountType + DateNumStr + ".csv";
        BackupPath 		= TradebackupFolder + BackupFilename;
        fclose( fh1 );
    }
 
    fh1 = fopen( TWSInputPath, "r" );
 
    fdelete( BackupPath );
    fh2 = fopen( BackupPath, "a" );
    LineNum = 0;
    TWSTradeList = CSVTradelist = "";
 
    if ( fh1 )
    {
        if ( fh2 )
        {
            while ( ! feof( fh1 ) )
            {
                Line = fgets( fh1 );
                TWSTradeList = TWSTradeList + Line;
                Line = StrReplace( Line, ";", "," );
                CSVTradelist = CSVTradelist + Line;
                LineNum++;
 
                if ( Line != "" )
                {
                    fputs( Line, fh2 );
                }
            }
        }
 
        xStaticVarSetText( "TWSTradelist", TWSTradelist );
 
        xStaticVarSetText( "CSVTradelist", CSVTradelist );
    }
    else
    {
        if ( fh1 == 0 )
        {
            PopupWindow( "Could NOT Open InputPath: " + TWSInputPath,
                         "TWS EXPORTED TRADELIST", timeout = 5, left = -1, top = -1 );
        }
 
        if ( fh2 == 0 )
        {
            PopupWindow( "Could not open OutputPath: " + OutputPath,
                         "TWS EXPORTED TRADELIST", timeout = 5, left = -1, top = -1 );
        }
    }
 
    if ( fh1 )
        fclose( fh1 );
 
    if ( fh2 )
        fclose( fh2 );
 
    Caption = "TWS EXPORTED TRADELIST";
 
    Message = "The TWS Tradelist: \n   " + TWSInputPath + " [" + NumToStr( LineNum, 1.0, False ) +
              " Trades/" + DateNumToStr( DateNumber ) + "]" +
              " \nHas been saved in csv format as:\n   " + BackupPath;
 
    PopupWindow( Message, Caption, timeout = 20, left = -1, top = -1 );
}
 
_SECTION_BEGIN( "BACKUP TWS TRADELIST" );
TWSInputPath				= ParamStr( "TWS Tradelist (Folder)", "C:\\Jts\\" );
AccountType					= ParamList( "TWS Account Type (Filename)", "Real|Simulated|Demo", 1 );
TWSInputFilename			= AccountType + ".Trades";
TWSInputPath 				= TWSInputPath + TWSInPutFilename;
TradebackupFolder			= ParamStr( "Backup Destination Folder", "C:\\Jts\\TWSTrades\\" );
BackupTWSTradeList		= ParamTrigger( "Create Backup Tradelist", "BACKUP" );
ShowTWSTradeList			= ParamToggle( "TWS Tradelist", "HIDE|SHOW", 1 );
ShowCSVTradeList			= ParamToggle( "CSV Tradelist", "HIDE|SHOW", 1 );
_SECTION_END();
 
if ( BackupTWSTradeList )
    TWSBackupTradeList( TWSInputPath );
 
TWSStr = WriteIf( ShowTWSTradeList, "\nTWS Exported Tradelist: \n" + xStaticVarGetText( "TWSTradelist" ) + "\n", "" );
 
CSVStr = WriteIf( ShowCSVTradelist, "\nCSV Exported Tradelist: \n" + xStaticVarGetText( "CSVTradelist" ), "" );
 
Title = TWSStr + CSVStr;

Edited by Al Venosa.

* Filed by Herman at 2:48 pm under Real-Time AFL Programming
No Comments

1 Star2 Stars3 Stars4 Stars5 Stars (1 votes, average: 3 out of 5)
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Real-Time Bar Period Timing

When trading in real-time, one often needs to know when a new period starts and how much time there is left before the period ends. The code below will give you the time remaining to the next bar, the time elapsed since the start of the bar, and the second count since date-change. The timing values will automatically adjust to the selected chart interval. You can use the variables in your system’s code to time various events.

This code is shown in a demo configuration, and you will have to adapt it to your personal requirements. To test, simply Apply the code to an Indicator window. For a quick test, select the one-minute time interval. 

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function GetSecondNum()
{
    Time 		= Now( 4 );
    Seconds 	= int( Time % 100 );
    Minutes 	= int( Time / 100 % 100 );
    Hours 	= int( Time / 10000 % 100 );
    SecondNum = int( Hours * 60 * 60 + Minutes * 60 + Seconds );
    return SecondNum;
}
 
RequestTimedRefresh( 1 );
TimeFrame = Interval();
SecNumber = GetSecondNum();
Newperiod = SecNumber % TimeFrame == 0;
SecsLeft	 = SecNumber - int( SecNumber / TimeFrame ) * TimeFrame;
SecsToGo	 = TimeFrame - SecsLeft;
 
if ( NewPeriod )
{
    Say( "New period" );
    Plot( 1, "", colorYellow, styleArea | styleOwnScale, 0, 1 );
}
 
Title = "\n" +
 
        "  Current Time: " + Now( 2 ) + "\n" +
        "Chart Interval: " + NumToStr( TimeFrame, 1.0 ) + " Seconds\n" +
        " Second Number: " + NumToStr( SecNumber, 1.0, False ) + "\n" +
        "  Seconds Left: " + NumToStr( SecsLeft, 1.0, False ) + "\n" +
        " Seconds To Go: " + NumToStr( SecsToGo, 1.0, False );
 
Plot( C, "", 1, 128 );

For verification, timing is displayed in the chart title:

clip_image002

Edited by Al Venosa.

* Filed by Herman at 2:31 pm under Real-Time AFL Programming
* 3 Comments

1 Star2 Stars3 Stars4 Stars5 Stars (3 votes, average: 4.33 out of 5)
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