Table of Contents

Class ExtendedIndicator

Namespace
ATAS.Indicators
Assembly
ATAS.Indicators.dll

An extended base class for custom indicators that provide additional functionality for drawing, alerts, market data handling, etc.

[DataContract]
public abstract class ExtendedIndicator : BaseIndicator, INotifyPanelPropertyChanged, IPropertiesEditorOwner, IMarketTimeProvider
Inheritance
object
ExtendedIndicator
Implements
Derived
Inherited Members
Extension Methods

Constructors

ExtendedIndicator(DataSeriesType)

Initializes the indicator with a price series of the chart as the default source.

protected ExtendedIndicator(DataSeriesType seriesType)

Parameters

seriesType DataSeriesType

The price series to take as the default source (Open, High, Low, Close, ...).

ExtendedIndicator(bool)

Initializes the indicator.

protected ExtendedIndicator(bool useCandles = false)

Parameters

useCandles bool

true to take the candles of the chart as the default source; false to take the Close price series.

Properties

AlertsEnabled

Gets or sets a value indicating whether the alerts of the indicator are on. Saved with the indicator; a hidden indicator with alerts on keeps receiving the cumulative trades it requested.

Added in ATAS 8.0.15.

[DataMember]
[Browsable(false)]
public virtual bool AlertsEnabled { get; set; }

Property Value

bool

Container

Gets or sets the container in which the indicator is hosted.

[Browsable(false)]
[IgnoreDataMember]
public IIndicatorContainer? Container { get; set; }

Property Value

IIndicatorContainer

DataProvider

Gets or sets the data provider for the indicator.

[Browsable(false)]
[IgnoreDataMember]
public IIndicatorDataProvider? DataProvider { get; set; }

Property Value

IIndicatorDataProvider

DenyToChangePanel

Gets or sets a value indicating whether changing the indicator's panel is denied. For vertical indicators, it is always denied.

[DataMember]
[Browsable(false)]
public bool DenyToChangePanel { get; set; }

Property Value

bool

DrawAbovePrice

Gets or sets a value indicating whether custom painting should be performed on top of rendered bars.

[Browsable(false)]
[IgnoreDataMember]
public bool DrawAbovePrice { get; set; }

Property Value

bool

EnableCustomDrawing

Gets or sets a value indicating whether custom drawing is enabled for the indicator.

[Browsable(false)]
[IgnoreDataMember]
public bool EnableCustomDrawing { get; protected set; }

Property Value

bool

FullScreenMode

Gets or sets full screen mode for the indicator. Could be applied only to the vertical indicators('IsVerticalIndicator = true')

[Browsable(false)]
[DataMember]
public bool FullScreenMode { get; set; }

Property Value

bool

HorizontalLinesTillTouch

Gets the collection of horizontal lines used to track touch points on the chart.

[Browsable(false)]
[IgnoreDataMember]
public List<LineTillTouch> HorizontalLinesTillTouch { get; }

Property Value

List<LineTillTouch>

IsLoading

Indicates that the indicator is still loading its data. While set, the chart indicators legend shows a loading marker next to the indicator name.

Added in ATAS 8.0.15.

[Browsable(false)]
[IgnoreDataMember]
public bool IsLoading { get; set; }

Property Value

bool

Labels

Gets or sets the collection of named drawing text elements.

[Browsable(false)]
[IgnoreDataMember]
public SyncDictionary<string, DrawingText> Labels { get; set; }

Property Value

SyncDictionary<string, DrawingText>

MarketByOrders

Gets a snapshot of the current market by order data.

protected IEnumerable<MarketByOrder> MarketByOrders { get; }

Property Value

IEnumerable<MarketByOrder>

MarketTime

Current market time.

[Browsable(false)]
public DateTime MarketTime { get; }

Property Value

DateTime

Rectangles

Gets the collection of rectangles on the chart.

[Browsable(false)]
[IgnoreDataMember]
public List<DrawingRectangle> Rectangles { get; }

Property Value

List<DrawingRectangle>

ShowDescription

Gets or sets a value indicating whether the description of the indicator should be shown.

[Parameter]
[Tab(TabName = "Visualization", ResourceType = typeof(Strings))]
[Display(ResourceType = typeof(Strings), Name = "ShowDescription", Description = "ShowDescriptionDescription", GroupName = "Misc")]
public bool ShowDescription { get; set; }

Property Value

bool

Storage

Gets path-free storage scoped to this indicator.

Not in ATAS 8.0.15 yet: available from the next version.

[Browsable(false)]
[IgnoreDataMember]
protected IIndicatorStorage Storage { get; }

Property Value

IIndicatorStorage

SupportsCalculationTimeFrame

Gets or sets a value indicating whether the indicator can be calculated on a timeframe other than the chart's (CalculationTimeFrame, PLAT-4527). Off by default: the "Timeframe" parameter is hidden and a timeframe restored from a template is ignored. Set it to true in the constructor of an indicator that only needs OHLCV candles of the higher timeframe (moving averages, oscillators, ATR-style ranges). Indicators bound to the chart's bar structure (cluster/footprint, order flow, DOM) must leave it off - the shadow higher-timeframe candles carry no cluster data. A type trait, not a user setting: never persisted.

Not in ATAS 8.0.15 yet: available from the next version.

[IgnoreDataMember]
[Browsable(false)]
public bool SupportsCalculationTimeFrame { get; set; }

Property Value

bool

SupportsCalculationTimeFrameSmoothing

Gets or sets a value indicating whether the projected higher-timeframe values may be drawn as a smooth line (CalculationTimeFrameSmoothing, PLAT-4527). On by default. Set it to false in the constructor of an indicator whose output is a set of levels rather than a curve (trailing stops, support/resistance, square/dot visuals): ramping between two levels draws values the indicator never had. The "Smooth line" parameter is then hidden and ignored. A type trait, not a user setting: never persisted.

Not in ATAS 8.0.15 yet: available from the next version.

[IgnoreDataMember]
[Browsable(false)]
public bool SupportsCalculationTimeFrameSmoothing { get; set; }

Property Value

bool

TrendLines

Gets the collection of trend lines on the chart.

[Browsable(false)]
[IgnoreDataMember]
public List<TrendLine> TrendLines { get; }

Property Value

List<TrendLine>

UtcTime

Current UTC time.

[Browsable(false)]
public DateTime UtcTime { get; }

Property Value

DateTime

Methods

AddAlert(string, string)

Adds an alert with the specified sound file and message to the chart.

protected void AddAlert(string soundFile, string message)

Parameters

soundFile string

The file path of the sound to be played when the alert is triggered.

message string

The message to be displayed in the alert.

AddAlert(string, string, string, Color, Color)

Adds an alert for a specific instrument with custom properties.

protected void AddAlert(string soundFile, string instrument, string message, Color background, Color foreground)

Parameters

soundFile string

The file path or name of the sound file to be played for the alert.

instrument string

The name of the instrument or symbol associated with the alert.

message string

The message or description of the alert.

background Color

The background color to be used for the alert visualization.

foreground Color

The foreground color to be used for the alert visualization.

AddAlert(string, string, string, Color, Color, bool)

Adds an alert and controls whether a popup notification is shown.

Not in ATAS 8.0.15 yet: available from the next version.

protected void AddAlert(string soundFile, string instrument, string message, Color background, Color foreground, bool showPopup)

Parameters

soundFile string
instrument string
message string
background Color
foreground Color
showPopup bool

AddAlert(string, string, string, Color, Color, DateTime)

Adds an alert for a specific instrument with custom properties.

Added in ATAS 8.0.15.

protected void AddAlert(string soundFile, string instrument, string message, Color background, Color foreground, DateTime time)

Parameters

soundFile string

The file path or name of the sound file to be played for the alert.

instrument string

The name of the instrument or symbol associated with the alert.

message string

The message or description of the alert.

background Color

The background color to be used for the alert visualization.

foreground Color

The foreground color to be used for the alert visualization.

time DateTime

Exact time for alert

AddHorizontalLineTillTouch(LineTillTouch)

Adds a horizontal line and tracks it for touch calculation without scanning drawing history. Prefer this method to adding directly to HorizontalLinesTillTouch.

Not in ATAS 8.0.15 yet: available from the next version.

protected void AddHorizontalLineTillTouch(LineTillTouch line)

Parameters

line LineTillTouch

AddText(string, string, bool, int, decimal, int, int, Color, Color, Color, float, TextAlign, bool)

Adds a drawing text element to the chart at the specified position.

protected DrawingText AddText(string tag, string text, bool isAbovePrice, int bar, decimal price, int yOffset, int xOffset, Color textColor, Color outlineColor, Color fillColor, float fontSize, DrawingText.TextAlign align, bool autoSize = false)

Parameters

tag string

A unique tag or identifier for the text element.

text string

The actual text to be displayed.

isAbovePrice bool

A boolean flag indicating whether the text should be displayed above the price or not.

bar int

The index of the bar where the text should be displayed.

price decimal

The price at which the text should be displayed.

yOffset int

The vertical offset of the text from its default position.

xOffset int

The horizontal offset of the text from its default position.

textColor Color

The color of the text.

outlineColor Color

The color used for the outline of the text.

fillColor Color

The fill color of the text background.

fontSize float

The font size of the text.

align DrawingText.TextAlign

The text alignment within its bounding box.

autoSize bool

A boolean flag indicating whether the text should be auto-sized or not.

Returns

DrawingText

The created DrawingText object.

ApplyDefaultColors()

Applies default colors to the drawing elements.

public void ApplyDefaultColors()

Remarks

This method triggers the OnApplyDefaultColors() virtual method, which can be overridden in derived classes to customize the default color settings for the drawing elements.

Calculate(int, decimal)

Performs the calculation for the indicator at the specified bar and value.

protected override void Calculate(int bar, decimal value)

Parameters

bar int

The bar number for which the calculation is performed.

value decimal

The input value from the data series at the specified bar.

ClearHorizontalLinesTillTouch()

Clears horizontal drawing history and the active touch-calculation list.

Not in ATAS 8.0.15 yet: available from the next version.

protected void ClearHorizontalLinesTillTouch()

Dispose()

Releases the indicator: calls OnDispose(), clears its values and series, detaches the source and disposes the indicators it uses. A second call does nothing.

public override void Dispose()

Draw(RenderContext, DrawingLayouts)

Draws the custom content of the indicator on one layout: calls OnRender(RenderContext, DrawingLayouts) when the layout is one of those set with SubscribeToDrawingEvents(DrawingLayouts) (only LatestBar by default). Called by the platform.

public void Draw(RenderContext context, DrawingLayouts layout)

Parameters

context RenderContext

The rendering context of the chart.

layout DrawingLayouts

The layout being drawn.

GetCandle(int)

Gets the IndicatorCandle object at the specified bar index.

protected IndicatorCandle GetCandle(int bar)

Parameters

bar int

The index of the bar for which to retrieve the IndicatorCandle.

Returns

IndicatorCandle

The IndicatorCandle object at the specified bar index.

GetFixedProfile(FixedProfileRequest)

Requests fixed profile data from the online data provider.

[Obsolete("Use RequestFixedProfileAsync instead.")]
protected void GetFixedProfile(FixedProfileRequest request)

Parameters

request FixedProfileRequest

The request object containing information about the fixed profile data to be fetched.

GetMarketByOrdersCache(TimeSpan)

Returns a market by order data cache.

protected IMarketByOrdersCache GetMarketByOrdersCache(TimeSpan period)

Parameters

period TimeSpan

Specifies the time period for which Market-by-Order updates are stored in IMarketByOrdersCache.

Returns

IMarketByOrdersCache

The IMarketByOrdersCache object representing the current state and allowing to receive real-time updates.

GetMarketByOrdersWithTradesCache(TimeSpan)

Returns a market by order data and trades cache.

protected IMarketByOrdersWithTradesCache GetMarketByOrdersWithTradesCache(TimeSpan period)

Parameters

period TimeSpan

Specifies the time period for which trades are stored in IMarketByOrdersWithTradesCache.

Returns

IMarketByOrdersWithTradesCache

The IMarketByOrdersWithTradesCache object representing the cache.

GetTradesCache(TimeSpan)

Returns a trades cache.

protected ITradesCache GetTradesCache(TimeSpan period)

Parameters

period TimeSpan

Specifies the time period for which trades are stored in ITradesCache.

Returns

ITradesCache

The ITradesCache object representing the trades cache.

MarketDepthChanged(MarketDataArg)

Handles changes in a single market depth represented by a MarketDataArg object.

protected virtual void MarketDepthChanged(MarketDataArg depth)

Parameters

depth MarketDataArg

The MarketDataArg representing the market depth data.

MarketDepthsChanged(IEnumerable<MarketDataArg>)

Handles changes in multiple market depths represented by an System.Collections.Generic.IEnumerable<T> of MarketDataArg.

protected virtual void MarketDepthsChanged(IEnumerable<MarketDataArg> depths)

Parameters

depths IEnumerable<MarketDataArg>

The collection of MarketDataArg representing the market depth data.

OnApplyDefaultColors()

Invoked to apply default colors to the drawing elements.

protected virtual void OnApplyDefaultColors()

Remarks

This method can be overridden in derived classes to customize or set default color values for the drawing elements. When this method is called, it is an opportunity for the derived class to apply its own default color scheme to the drawing elements used in the specific implementation.

OnBestBidAskChanged(MarketDataArg)

Handles changes in the best bid or ask prices in the market depth represented by a MarketDataArg object.

protected virtual void OnBestBidAskChanged(MarketDataArg depth)

Parameters

depth MarketDataArg

The MarketDataArg representing the market depth data.

OnContainerChanged(IIndicatorContainer?)

This method is called when the value of the Container property changes.

Added in ATAS 8.0.15.

protected virtual void OnContainerChanged(IIndicatorContainer? container)

Parameters

container IIndicatorContainer

The new value of the IIndicatorContainer that the indicator is attached to.

OnCumulativeTrade(CumulativeTrade)

Handles a cumulative trade event represented by a CumulativeTrade object.

protected virtual void OnCumulativeTrade(CumulativeTrade trade)

Parameters

trade CumulativeTrade

The CumulativeTrade representing the cumulative trade data.

OnCumulativeTradesResponse(CumulativeTradesRequest, IEnumerable<CumulativeTrade>)

Called when a response for a cumulative trades request is received.

protected virtual void OnCumulativeTradesResponse(CumulativeTradesRequest request, IEnumerable<CumulativeTrade> cumulativeTrades)

Parameters

request CumulativeTradesRequest

The CumulativeTradesRequest object representing the original request.

cumulativeTrades IEnumerable<CumulativeTrade>

The collection of CumulativeTrade representing cumulative trades data.

OnDataProviderChanged(IIndicatorDataProvider?, IIndicatorDataProvider?)

This method is called when the value of the DataProvider property changes.

Added in ATAS 8.0.15.

protected virtual void OnDataProviderChanged(IIndicatorDataProvider? oldDataProvider, IIndicatorDataProvider? newDataProvider)

Parameters

oldDataProvider IIndicatorDataProvider

The old IIndicatorDataProvider value.

newDataProvider IIndicatorDataProvider

The new IIndicatorDataProvider value.

OnFixedProfilesResponse(IndicatorCandle, FixedProfilePeriods)

Called with the fixed profile requested by the obsolete fixed profile request; use RequestFixedProfileAsync(FixedProfileRequest) instead.

[Obsolete("Use RequestFixedProfileAsync instead.")]
protected virtual void OnFixedProfilesResponse(IndicatorCandle fixedProfile, FixedProfilePeriods period)

Parameters

fixedProfile IndicatorCandle

The fixed profile.

period FixedProfilePeriods

The period of the fixed profile.

OnFixedProfilesResponse(IndicatorCandle, IndicatorCandle, FixedProfilePeriods)

This method is called when the online data provider responds with fixed profile data. Override this method in derived classes to handle the received fixed profile data.

[Obsolete("Use RequestFixedProfileAsync instead.")]
protected virtual void OnFixedProfilesResponse(IndicatorCandle fixedProfileScaled, IndicatorCandle fixedProfileOriginScale, FixedProfilePeriods period)

Parameters

fixedProfileScaled IndicatorCandle

The fixed profile data scaled to a specific period.

fixedProfileOriginScale IndicatorCandle

The fixed profile data without scaling.

period FixedProfilePeriods

The period of the fixed profile data (e.g., daily, weekly, monthly, etc.).

OnMarketByOrdersChanged(IEnumerable<MarketByOrder>)

Handles a collection of market by order data represented by MarketByOrder objects.

protected virtual void OnMarketByOrdersChanged(IEnumerable<MarketByOrder> values)

Parameters

values IEnumerable<MarketByOrder>

An IEnumerable of MarketByOrder representing the market by order data.

OnNewMyTrade(MyTrade)

Called when a new trade executed by the indicator's own strategy is received.

protected virtual void OnNewMyTrade(MyTrade myTrade)

Parameters

myTrade MyTrade

The new trade executed by the indicator's own strategy.

OnNewOrder(Order)

This method is called when a new order is received.

protected virtual void OnNewOrder(Order order)

Parameters

order Order

The new order that was received.

OnNewTrade(MarketDataArg)

Handles an individual trade represented by a MarketDataArg object.

protected virtual void OnNewTrade(MarketDataArg trade)

Parameters

trade MarketDataArg

The MarketDataArg representing the trade data.

OnNewTrades(IEnumerable<MarketDataArg>)

Handles a collection of new trade data represented by MarketDataArg objects.

protected virtual void OnNewTrades(IEnumerable<MarketDataArg> trades)

Parameters

trades IEnumerable<MarketDataArg>

An IEnumerable of MarketDataArg representing the new trade data.

OnOrderCancelFailed(Order, string)

Called when an attempt to cancel an existing order fails.

protected virtual void OnOrderCancelFailed(Order order, string message)

Parameters

order Order

The order that failed to be canceled.

message string

The error message indicating the reason for the failure.

OnOrderChanged(Order)

Called when an existing order is modified (changed).

protected virtual void OnOrderChanged(Order order)

Parameters

order Order

The modified order.

OnOrderModifyFailed(Order, Order, string)

Called when an attempt to modify an existing order fails.

protected virtual void OnOrderModifyFailed(Order order, Order newOrder, string error)

Parameters

order Order

The order that failed to be modified.

newOrder Order

The new order with the modifications that failed to be applied.

error string

The error message indicating the reason for the failure.

OnOrderRegisterFailed(Order, string)

Called when an attempt to register (place) a new order fails.

protected virtual void OnOrderRegisterFailed(Order order, string message)

Parameters

order Order

The order that failed to be registered.

message string

The error message indicating the reason for the failure.

OnPortfolioChanged(Portfolio)

This method is called when the value of the Portfolio changes.

It is raised on every update of the selected portfolio (balance, PnL, margin - typically on each tick while a position is open), not only when another portfolio is selected. Keep it cheap and do not re-subscribe market data or re-request data here unless the portfolio instance actually differs from the previous one. 

protected virtual void OnPortfolioChanged(Portfolio portfolio)

Parameters

portfolio Portfolio

The new Portfolio value.

OnPortfolioSelected(Portfolio)

This method is called when another portfolio is selected on the chart (see PortfolioSelected).

It is the right place for work that has to be redone for the new account - reloading an option chain, re-requesting trading data, resetting per-account state. Use OnPortfolioChanged(Portfolio) instead to react to every update of the selected portfolio (balance, PnL, margin).

Added in ATAS 8.0.15.

protected virtual void OnPortfolioSelected(Portfolio portfolio)

Parameters

portfolio Portfolio

The newly selected Portfolio.

OnPositionChanged(Position)

This method is called when the value of the Position changes.

protected virtual void OnPositionChanged(Position position)

Parameters

position Position

The new Position value.

OnRender(RenderContext, DrawingLayouts)

Override this method for implementing your own data rendering logic.

protected virtual void OnRender(RenderContext context, DrawingLayouts layout)

Parameters

context RenderContext

The rendering context used to draw on the chart.

layout DrawingLayouts

The layout information for the drawing.

OnSupportsCalculationTimeFrameChanged()

Called when SupportsCalculationTimeFrame changes - lets Indicator reconcile a running MTF calculation with the new state.

Not in ATAS 8.0.15 yet: available from the next version.

protected virtual void OnSupportsCalculationTimeFrameChanged()

OnUpdateCumulativeTrade(CumulativeTrade)

Handles an update event for a cumulative trade represented by a CumulativeTrade object.

protected virtual void OnUpdateCumulativeTrade(CumulativeTrade trade)

Parameters

trade CumulativeTrade

The CumulativeTrade representing the updated cumulative trade data.

OnVisibleChanged()

Called when the Visible property changes. When the indicator becomes visible, sends the cumulative trades request that was postponed while the indicator was hidden and its alerts were disabled.

Added in ATAS 8.0.15.

protected override void OnVisibleChanged()

RecalculateValues()

Recalculate the indicator values on each bar.

protected override void RecalculateValues()

RedrawChart(RedrawArg?)

Call to redraw chart

protected void RedrawChart(RedrawArg? redrawArg = null)

Parameters

redrawArg RedrawArg

RemoveHorizontalLineTillTouchAt(int)

Removes a horizontal line by its index in HorizontalLinesTillTouch.

Not in ATAS 8.0.15 yet: available from the next version.

protected void RemoveHorizontalLineTillTouchAt(int index)

Parameters

index int

ReplaceHorizontalLineTillTouch(int, LineTillTouch)

Replaces a horizontal line at its index in HorizontalLinesTillTouch.

Not in ATAS 8.0.15 yet: available from the next version.

protected void ReplaceHorizontalLineTillTouch(int index, LineTillTouch line)

Parameters

index int
line LineTillTouch

RequestFixedProfileAsync(FixedProfileRequest)

Asynchronously requests a fixed market profile parameterized with FixedProfileRequest.

protected Task<FixedProfileResponse?> RequestFixedProfileAsync(FixedProfileRequest request)

Parameters

request FixedProfileRequest

The request containing the fixed profile period.

Returns

Task<FixedProfileResponse?>

RequestForCumulativeTrades(CumulativeTradesRequest)

Sends a request for cumulative trades data to the online data provider.

protected void RequestForCumulativeTrades(CumulativeTradesRequest request)

Parameters

request CumulativeTradesRequest

The CumulativeTradesRequest object representing the request to be sent.

SubscribeMarketByOrderData()

Subscribes to the market by order data.

protected Task SubscribeMarketByOrderData()

Returns

Task

SubscribeToDrawingEvents(DrawingLayouts)

Method for specifying the list of layouts in which rendering will be performed.

protected void SubscribeToDrawingEvents(DrawingLayouts flags)

Parameters

flags DrawingLayouts

The drawing layout flags indicating which events to subscribe to.

SubscribeToTimer(TimeSpan, Action)

Registers the callback and periodically calls it with specified period.

public void SubscribeToTimer(TimeSpan period, Action callback)

Parameters

period TimeSpan

A period of market data time used to repeatedly invoke the callback.

callback Action

A method that is called each time a specified period of market data time passes.

TryGetService<T>(out T?)

Gets a platform service the indicator can use (for example IAtasAccessTokenProvider).

Added in ATAS 8.0.15.

protected bool TryGetService<T>(out T? service)

Parameters

service T

The service, or null when it is not available.

Returns

bool

true when the service is available; false when the platform does not provide it or the indicator is not attached to a chart yet.

Type Parameters

T

The type of the service.

UnsubscribeFromTimer(TimeSpan, Action)

Unregister the callback from periodic invocations.

public void UnsubscribeFromTimer(TimeSpan period, Action callback)

Parameters

period TimeSpan

Subscribed period of invocations.

callback Action

A method to be unregistered.