Source for Drawing Tools Plus Addin

bgood

#1

3/7/2016 2:51 PM

I am wondering about building an addin. I would like to build something like the channel that is found in the Drawing Tools Plus Addin, Are there instructions how to build an Addin like Drawing Tools Plus, and can that source code be made available in the WIKI?

Bryce

Eugene

#2

3/7/2016 3:24 PM

QUOTE:
Are there instructions how to build an Addin like Drawing Tools Plus

Fidelity did not release any documentation on building Chart Drawing Objects.

bgood

#3

3/7/2016 4:10 PM

I would like to build something like the MarketDelta Profile for volume. Doing that would not be hard given the bar-range was specified. I have already built a first approximation for the "Long Term Volume Profile" and it is very useful. Even though Fidelity did not release documentation for building "Chart Drawing Objects", can the sources be made available? Who would I ask at Fidelity to make the documentation available?

Cone

#4

3/8/2016 7:18 AM

Volume Profile isn't a job for a manual drawing tool. You already have what's required in WealthScript. So, you can do it in a script, or you can create an Add-in whose method can be called from any script.

Actually, I'm about 99% sure that a version Volume Profile has already been created in a script.. I just can't seem to locate it at the moment.

Eugene

#5

3/8/2016 7:33 AM

QUOTE:
Actually, I'm about 99% sure that a version Volume Profile has already been created in a script.. I just can't seem to locate it at the moment.

Here's available volume-based studies:

* UnusualVolumeOnPricePane as Mountain chart
* Price Volume Distribution (bgood has just helped to fix a bug in it)
* Price/Volume Heat Map

Cone

#6

3/8/2016 9:56 AM

I was so sure that this was a script included in the installation that I didn't even think about looking in the Wiki. When I couldn't find it in the staging folder, I converted the v4 code again... and I found probably the same bug you're talking about (Volume index within a loop).

Anyway, since I just did it again... here's a scripted version:

CODE:
Please log in to see this code.

Size:

Color:

I was so sure that this was a script included in the installation that I didn't even think about looking in the Wiki.  When I couldn't find it in the staging folder, I converted the v4 code again... and I found probably the same bug you're talking about (Volume index within a loop).

Anyway, since I just did it again... here's a scripted version:

[code]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using Community.Components;

namespace WealthLab.Strategies
{
	public class PVDist : WealthScript
	{
		StrategyParameter _barsBack;
		StrategyParameter _barsBack2;  // A smaller number back from end of chart
      
		public PVDist()
		{
			_barsBack = CreateParameter("Lookback", 100, 50, 300, 1);
			_barsBack2 = CreateParameter("Lookback 2", 0, 0, 50, 1);
		}
      
		public void PriceVolumeDist( int lookback, int lookback2, Color lineColor, Color fillColor )
		{
			double xInc = 0.25;
            
			int bar = Bars.Count - 1 - lookback2;
			int start = bar - lookback;
			if ( start < 0 )
				start = 0;
			int span = bar - start + 1;
			double xHigh = Highest.Value( bar, Close, span );
			double xLow = Lowest.Value( bar, Close, span );
         
			double xRange = xHigh - xLow;
			if (xRange > 10000)
				xInc = 1000;
			else if (xRange > 1000)
				xInc = 100;
			else if (xRange > 100)
				xInc = 10;
			else if (xRange > 10)
				xInc = 1;
			else if (xRange > 1)
				xInc = 0.5;
         
			double xBin = Math.Truncate( xLow / xInc );
			xBin *= xInc;
			List<double> lstBin = new List<double>();
			List<double> lstVal = new List<double>();
			lstBin.Add( xBin );
			lstVal.Add( 0 );
			while (xBin <= xHigh)
			{
				xBin += xInc;
				lstBin.Add( xBin );
				lstVal.Add( 0 );
			}
         
			double maxvol = 0;         
			for (int b = start; b <= bar; b++)
			{
				int nBin = 0;
				while (nBin < lstBin.Count)
				{
					xBin = lstBin[nBin];
					if (Close[b] <= xBin)
						break;
					nBin++;
				}
            
				double vol = lstVal[nBin];
				vol = vol + Math.Round( Volume[b]);   // bug corrected: this was Volume[bar]
				//lstVal.ChangeItem( nBin, vol );
				lstVal[nBin] = vol;
				if (vol > maxvol)
					maxvol = vol;
			}
         
			for (int nBin = 0; nBin < lstBin.Count; nBin++)
			{
				xBin = lstBin[nBin];
				double p1 = xBin - xInc / 2;
				double p2 = xBin + xInc / 2;
				double vol = lstVal[nBin];
				int b1 = Bars.Count - 1 - (int)Math.Round( 100 * ( vol / maxvol ) );
				int b2 = Bars.Count - 1;
            
				double[] rectangle = { b1, p1, b1, p2, b2, p2, b2, p1 };
				DrawPolygon( PricePane, lineColor, fillColor, LineStyle.Solid, 1, true, rectangle );            
			}
		}
      
		protected override void Execute()
		{
			// Lookback 1 year (daily bars)         
			PriceVolumeDist( _barsBack.ValueInt, _barsBack2.ValueInt,Color.Blue, Color.FromArgb(50, Color.Blue));
			SetPaneBackgroundColor(PricePane, Bars.Count - _barsBack.ValueInt, Color.FromArgb(75, Color.Black));
			SetPaneBackgroundColor(PricePane, Bars.Count - 1 -_barsBack2.ValueInt, Color.FromArgb(75, Color.Black));
		}
	}
}[/code]

bgood

#7

3/8/2016 4:45 PM

Hi guys,

If you look at the MarketDelta Profile for volume, you will notice that it allows you to select a range of bars, then it provides the profile for only those bars and leaves that data on the chart. Later in time, you can do the same thing again on different bars and both profiles are visible. The volume profile also marks the Control-Point etc. for each profile on the chart. This is NOT the same as the PriceVolumeDist() which applies to the volume summation over the range of all bars being plotted. I believe it really is a drawing tool to accomplish this task. From what I am observing, this appears to be really useful information! It should also be really simple given all of the tools in WLP.

bgood

#8

3/8/2016 5:02 PM

A picture is worth a thousand words. What you have is something like the attached image that occurs in multiple places in a chart:

mp.JPG

Cone

#9

3/8/2016 10:04 PM

At this point in time, it's highly unlikely that Fidelity generate public documentation for the drawing tool interface. You can submit your request for documentation with Fidelity phone support, but being frank, there are just too many people/divisions that would have to get involved in that project for it to actually happen at this point in time.

I've shown you how to do it in WealthScript, and you can precisely control the range of bars used. The easiest way to work with it in different chart areas would be to create a slider for the number of bars and adjust the end date using the data loading control. I've just edited the script above to do that for you. It marks the chart with a vertical line on the first bar considered in the distribution.