MultiCharts.NET编程指南：从入门到精通

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"MultiCharts.NET Programming Guide" MultiCharts.NET 是一款专业的图表分析和交易策略开发平台，主要用于金融市场，如股票、期货和外汇等。该编程指南涵盖了从基础技能到高级特性的全面介绍，帮助用户利用PowerLanguage.NET语言来创建自定义指标、信号和交易策略。 1. 基本技能 (Basic Skills) 这部分介绍了使用MultiCharts.NET的基础操作，包括如何导航界面、设置图表参数以及应用预置或自定义指标。 2. 基本定义 (Basic Definitions) - Indicator（指标）: 指标是基于市场价格数据计算出的技术分析工具，例如移动平均线、相对强弱指数(RSI)等。 - Signal/Strategy（信号/策略）: 信号是指标达到特定条件时的提醒，策略则是基于一组信号进行买卖操作的规则集合。 3. 教程 (Tutorial) - 如何创建C#指标 (How to Create a C# Indicator): 通过C#编程实现自定义指标，可以更灵活地定义计算逻辑。 - 如何创建C#策略 (How to Create a C# Strategy): 指导用户编写策略代码，实现自动化交易。 - 调试 (Debugging): 学习如何在MultiCharts.NET环境中进行代码调试，以查找并修复错误。 4. 理解PowerLanguage.NET - 计算逻辑 (How Indicators and Signals are Calculated): 解释PowerLanguage.NET如何处理和计算指标及信号。 - 数据访问 (Data Access): 说明如何在PowerLanguage.NET中获取历史和实时市场数据。 - 图表绘制 (Plotting on the Chart): 包括Plot和PlotPaintBar方法，用于在图表上显示数据，以及Drawings，用于添加图形元素如趋势线、标注等。 - 输出、警报和专家评论 (Output, Alerts, and Expert Commentary): 介绍如何向用户反馈信息，触发警报，以及在回测和优化过程中添加专家评论。 - 函数和特殊变量 (Functions and Special Variables) - 函数 (Functions): 提供了一系列内置函数，如数学运算、日期时间处理等。 - 变量 (Variables): 用于存储和处理数据，包括常规变量和特定于交易环境的特殊变量，如 BarsBack。 - 策略 (Strategies) - 订单 (Orders): 如何在策略中发出买入和卖出订单。 - 特殊订单 (Special Orders): 如止损单、限价单等高级订单类型。 - 策略性能 (Strategy Performance): 分析策略的收益、风险和统计指标。 - 回测和优化 (Backtest and Optimization): 用于测试策略的历史表现，并寻找最佳参数组合。 - 实时交易 (Real-time): 将策略应用于实时市场，执行自动化交易。 - 每根柱子计算 (Calculation per Bar): 描述了策略如何根据每根柱子的数据进行计算。 - 柱内价格模拟 (Price Movement Emulation within the Bar at Backtest and Optimization): 在回测和优化中如何处理价格变化的细节。 - 手续费和滑点 (Commissions and Slippage): 考虑交易成本对策略的影响。 - 高级话题 (Advanced): 详细解释了策略回测引擎的工作原理，以及如何处理多合约的策略。这份编程指南提供了从初学者到高级开发者所需的所有信息，使用户能够充分利用MultiCharts.NET的强大功能，创建复杂的交易系统。

Starting from the moment of applying a study to a chart, scanner or portfolio, several stages occur before

receiving the calculation results.

4.1.2.1 Construction.The Create() method

During this stage a new study object is created. Study object is created in the main thread and includes

constructor and the Create() method calling. This process can be managed by the user through declaring

and implementation of the method:

protected override void Create();

The Create() method is called first and only one time, immediately after the creation of a new study object.

Here, the following is available: variables creation methods, adding plots function for indicators and strategy

order creation factory:

a) PowerLanguage.CStudyControl.CreateSimpleVar and

PowerLanguage.CStudyControl.CreateSeriesVar for variable creation (please see description of

these variables below).

private VariableObject<string> m_testVar;

private VariableSeries<Double> m_seriesVar;

private VariableSeries<Double> m_seriesVar2;

protected override void Create()

{

m_testVar = (VariableObject<string>)CreateSimpleVar<string>();

m_seriesVar = (VariableSeries<double>)CreateSeriesVar<double>();

m_seriesVar2 = new VariableSeries<Double>(this);

}

b) Adding plots to an indicator, for example, for MACD indicator:

private IPlotObject Plot1;

protected override void Create() {

Plot1 =

AddPlot(new PlotAttributes("MACD", 0, Color.Cyan,

Color.Empty, 0, 0, true));

}

c) Strategy and signal order creation, using the OrderCreator property, for example, for RSI

signals:

private RSI m_RSI;

private VariableSeries<Double> m_myrsi;

private IOrderMarket m_RsiLE;

protected override void Create(){

m_RSI = new RSI(this);

m_myrsi = new VariableSeries<Double>(this);

m_RsiLE = OrderCreator.MarketNextBar(new

SOrderParameters(Contracts.Default, "RsiLE", EOrderAction.Buy));

}

Please note, that all the listed methods and properties will be available ONLY at the stage of study

construction (the Create() method). If they are used in the initialization or calculation stages, the study will

compile and will be ready for application, but if applied to a chart or scanner window, they will generate an

error message.

For example, plot addition is taken out of the Create() method in StarCalc():

private IPlotObject Plot1;

protected override void StartCalc() {

Plot1 =

AddPlot(new PlotAttributes("MACD", 0, Color.Cyan,

Color.Empty, 0, 0, true));

}

If this study is applied to a chart or a scanner, a new study will be created, but when it comes to the

initialization stage (the StarCalc() method), the AddPlot instruction, which can be applied only in the

Create() method, will be detected and the study will switch to offline mode. The following error message

will appear:

Error message.

Caption: "Error in study "MACD" :";

Message: "Unaccessible property(method): AddPlot. Construct only."

There are properties, available from the moment of object construction through its full life cycle:

a) Graphic renderers of the following objects: texts, trend lines, arrows – these are the properties

of DrwText, Drw, TrendLine, DrwArrow.

b) The read-only Output property gives access to the Output window that displays study logs.

c) The read-only Alerts property gives access to alerts (pop-up messages, sound signals and e-

mails).

d) The read-only Name property is the study name.

4.1.2.2 Initialization. The StartCalc() method

The StartCalc() method is called only once, before the every calculation.

The StartCalc() method is executed in the working thread and can be called repeatedly during the object life

cycle (unlike the Create() method). To do this you must initialize the start values for study variables, the

inputs for functions used in it and other custom objects in the StartCalc() method.

We can take the ADX indicator as the simplest example. One function, one serial variable and one plot are

used here:

private Function.ADX m_adx1;

private VariableSeries<Double> m_adxvalue;

private IPlotObject Plot1;

In object creation stage (Create), we create the the objects of the function and variable and also add a new

plot object. In initialization stage (StartCalc) we create the initial value of this variable and initialize the

function input with a user input of the indicator itself:

[Input]

public int length { get; set; }

protected override void Create(){

m_adx1 = new Function.ADX(this);

m_adxvalue = new VariableSeries<Double>(this);

Plot1 =

AddPlot(new PlotAttributes("ADX", 0, Color.Cyan,

Color.Empty, 0, 0, true));

}

protected override void StartCalc(){

m_adx1.Length = length;

}

In initialization stage there is access to the price data through the Bars property and the BarsOfDate ()

method.

Also, in this stage other indicator and strategy properties become available:

a) The read-only Environment property – environment information

b) The read-only MaxDataStream property – maximum number of data series, used by the study

c) The bool IsExist method defines whether data series with a specified number exists on the chart (or in

portfolio)

d) The read-only ExecInfo property – current calculation context information (calculation data series

number, execution offset, MaxBarsBack and MaxBarsForward properties )

e) The read-only ExecControl property – allows the user to interrupt the calculation, recalculate the

study, or force the study to calculate over a given period of time

f) The read-only VolumeProfile and VolumeProfileOfDataStream properties – access to volume profile

g) The read-only TradeManager property – access to trade information

h) The read-only StrategyInfo property – access to strategy information

i) The read-only Portfolio property – access to portfolio performance

j) The read-only Commission, InitialCapital, InterestRate, Account, Profile, Slippage properties – current

strategy properties

k) The write-only CustomFitnessValue property sets custom value for optimization

l) The ChangeMarketPosition method – market position change without sending an order.

All of the above listed properties and methods are available from the moment of initialization and

during the calculation. Calling on them in the construction stage (the Create () method) will result in

an error message being generated. For example:

Message: "Unaccessible property (method): ExecControl. Initialize or

Execute."

4.1.2.3 Study Calculation on Data Series.The CalcBar() method

After the previous two stages (Create, StartCals) have finished their operations, let’s move to bar-by-bar

calculation of the study. The CalcBar() method will be called on for each bar of the data series, on which the

study is applied, from left to right, in its turn. On each bar we have access to the data for that bar and for

the previous bars on which the calculation was made (the CalcBar() method was called).

NOTE: All price data series where FullSymbolData of the IInstrument property was used will be available;

this will be discussed separately.

Here is a simple example:

namespace PowerLanguage.Indicator {

public class _plotAvgPrice : IndicatorObject {

public _plotAvgPrice(object ctx) : base(ctx) {}

private IPlotObject Plot1;

protected override void Create() {

Plot1 = AddPlot(new PlotAttributes("Close"));

}

protected override void CalcBar() {

Plot1.Set(0, (Bars.HighValue + Bars.LowValue) / 2 );

}

The CalcBar() method is called starting from the first bar of the calculation and all following bars. This

means the study calculation is in the context of the current bar, that is why the expression (Bars.HighValue +

Bars.LowValue) / 2 will be calculated for the current bar, and Plot1.Set instruction will draw the calculated

value also on the current bar. After the calculation on the last bar the final graph of average prices for the

whole chart will be generated (scanner will show the last calculated value).

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