///<summary>
/// Mass Index
///</summary>
///<param name="pNav">Navigator</param>
///<param name="pOHLCV">OHLCV Recordset</param>
///<param name="periods">Periods</param>
///<param name="Alias">Alias</param>
///<returns>Recordset</returns>
public Recordset MassIndex(Navigator pNav, Recordset pOHLCV, int periods, string Alias)
{
Recordset Results = new Recordset();
General GE = new General();
MovingAverage MA = new MovingAverage();
int Record;
int RecordCount = pNav.RecordCount;
if (periods < 1 || periods > RecordCount)
{
return(null);
}
Field Field1 = new Field(RecordCount, Alias);
Recordset HML = GE.HighMinusLow(pNav, pOHLCV, "HML");
Field Temp = HML.GetField("HML");
Recordset EMA1 = MA.ExponentialMovingAverage(pNav, Temp, 9, "EMA");
Temp = EMA1.GetField("EMA");
Recordset EMA2 = MA.ExponentialMovingAverage(pNav, Temp, 9, "EMA");
int Start = (periods * 2) + 1;
pNav.Position = Start;
for (Record = Start; Record < RecordCount + 2; Record++)
{
double?Sum = 0;
pNav.Position = Record - periods;
int Period;
for (Period = 1; Period < periods + 1; Period++)
{
Sum = Sum + (EMA1.Value("EMA", pNav.Position) / EMA2.Value("EMA", pNav.Position));
pNav.MoveNext();
}//Period
pNav.MovePrevious();
Field1.Value(pNav.Position, Sum);
pNav.MoveNext();
}//Record
pNav.MoveFirst();
Results.AddField(Field1);
return(Results);
}
/// <summary>
/// Action to be executd for calculating indicator
/// </summary>
/// <returns>for future usage. Must be ignored at this time.</returns>
protected override bool TrueAction()
{
// Validate
int size = _chartPanel._chartX.RecordCount;
if (size == 0)
{
return(false);
}
int paramInt1 = ParamInt(1);
if (paramInt1 < 1 || paramInt1 > size / 2)
{
ProcessError("Invalid Periods for indicator " + FullName, IndicatorErrorType.ShowErrorMessage);
return(false);
}
// Get the data
string paramStr0 = ParamStr(0);
Field pSource = SeriesToField("Source", paramStr0, size);
if (!EnsureField(pSource, paramStr0))
{
return(false);
}
Navigator pNav = new Navigator();
Recordset pRS = new Recordset();
pRS.AddField(pSource);
pNav.Recordset_ = pRS;
// Calculate the indicator
MovingAverage ta = new MovingAverage();
Recordset pInd = ta.ExponentialMovingAverage(pNav, pSource, paramInt1, FullName);
// Output the indicator values
Clear();
for (int n = 0; n < size; ++n)
{
AppendValue(DM.GetTimeStampByIndex(n), n < paramInt1 ? null : pInd.Value(FullName, n + 1));
}
return(_calculateResult = PostCalculate());
}
///<summary>
/// Stochastic Momentum Index
///</summary>
///<param name="pNav">Navigator</param>
///<param name="pOHLCV">OHLCV Recordser</param>
///<param name="KPeriods">K Periods</param>
///<param name="KSmooth">K Smooth</param>
///<param name="KDoubleSmooth">K Double Smooth</param>
///<param name="DPeriods">D Periods</param>
///<param name="MAType">Moving Average Type</param>
///<param name="PctD_MAType">%D Movering Average Type</param>
///<returns>Recordset</returns>
public Recordset StochasticMomentumIndex(Navigator pNav, Recordset pOHLCV, int KPeriods, int KSmooth, int KDoubleSmooth,
int DPeriods, IndicatorType MAType, IndicatorType PctD_MAType)
{
MovingAverage MA = new MovingAverage();
Recordset Results = new Recordset();
General GN = new General();
int Record;
double? Value = 0;
KSmooth += 1;
int RecordCount = pNav.RecordCount;
Field Field1 = new Field(RecordCount, "%K");
Recordset Temp = GN.HHV(pNav, pOHLCV.GetField("High"), KPeriods, "HHV");
Field HHV = new Field(RecordCount, "HHV");
Temp.CopyField(HHV, "HHV");
Temp = GN.LLV(pNav, pOHLCV.GetField("Low"), KPeriods, "LLV");
Field LLV = new Field(RecordCount, "LLV");
Temp.CopyField(LLV, "LLV");
Field HHLL = new Field(RecordCount, "HHLL");
for (Record = 1; Record != RecordCount + 1; ++Record)
{
Value = HHV.Value(Record) - LLV.Value(Record);
HHLL.Value(Record, Value);
}
Field CHHLL = new Field(RecordCount, "CHHLL");
for (Record = 1; Record != RecordCount + 1; ++Record)
{
Value = pOHLCV.Value("Close", Record) - (0.5f * (HHV.Value(Record) + LLV.Value(Record)));
CHHLL.Value(Record, Value);
}
if (KSmooth > 1)
{
switch (MAType)
{
case IndicatorType.SimpleMovingAverage:
Temp = MA.SimpleMovingAverage(pNav, CHHLL, KSmooth, "CHHLL");
break;
case IndicatorType.ExponentialMovingAverage:
Temp = MA.ExponentialMovingAverage(pNav, CHHLL, KSmooth, "CHHLL");
break;
case IndicatorType.TimeSeriesMovingAverage:
Temp = MA.TimeSeriesMovingAverage(pNav, CHHLL, KSmooth, "CHHLL");
break;
case IndicatorType.TriangularMovingAverage:
Temp = MA.TriangularMovingAverage(pNav, CHHLL, KSmooth, "CHHLL");
break;
case IndicatorType.VariableMovingAverage:
Temp = MA.VariableMovingAverage(pNav, CHHLL, KSmooth, "CHHLL");
break;
case IndicatorType.WeightedMovingAverage:
Temp = MA.WeightedMovingAverage(pNav, CHHLL, KSmooth, "CHHLL");
break;
case IndicatorType.VIDYA:
Temp = MA.VIDYA(pNav, CHHLL, KSmooth, 0.65, "CHHLL");
break;
}
Temp.CopyField(CHHLL, "CHHLL");
}
if (KDoubleSmooth > 1)
{
switch (MAType)
{
case IndicatorType.SimpleMovingAverage:
Temp = MA.SimpleMovingAverage(pNav, CHHLL, KDoubleSmooth, "CHHLL");
break;
case IndicatorType.ExponentialMovingAverage:
Temp = MA.ExponentialMovingAverage(pNav, CHHLL, KDoubleSmooth, "CHHLL");
break;
case IndicatorType.TimeSeriesMovingAverage:
Temp = MA.TimeSeriesMovingAverage(pNav, CHHLL, KDoubleSmooth, "CHHLL");
break;
case IndicatorType.TriangularMovingAverage:
Temp = MA.TriangularMovingAverage(pNav, CHHLL, KDoubleSmooth, "CHHLL");
break;
case IndicatorType.VariableMovingAverage:
Temp = MA.VariableMovingAverage(pNav, CHHLL, KDoubleSmooth, "CHHLL");
break;
case IndicatorType.WeightedMovingAverage:
Temp = MA.WeightedMovingAverage(pNav, CHHLL, KDoubleSmooth, "CHHLL");
break;
case IndicatorType.VIDYA:
Temp = MA.VIDYA(pNav, CHHLL, KDoubleSmooth, 0.65, "CHHLL");
break;
}
Temp.CopyField(CHHLL, "CHHLL");
}
if (KSmooth > 1)
{
switch (MAType)
{
case IndicatorType.SimpleMovingAverage:
Temp = MA.SimpleMovingAverage(pNav, HHLL, KSmooth, "HHLL");
break;
case IndicatorType.ExponentialMovingAverage:
Temp = MA.ExponentialMovingAverage(pNav, HHLL, KSmooth, "HHLL");
break;
case IndicatorType.TimeSeriesMovingAverage:
Temp = MA.TimeSeriesMovingAverage(pNav, HHLL, KSmooth, "HHLL");
break;
case IndicatorType.TriangularMovingAverage:
Temp = MA.TriangularMovingAverage(pNav, HHLL, KSmooth, "HHLL");
break;
case IndicatorType.VariableMovingAverage:
Temp = MA.VariableMovingAverage(pNav, HHLL, KSmooth, "HHLL");
break;
case IndicatorType.WeightedMovingAverage:
Temp = MA.WeightedMovingAverage(pNav, HHLL, KSmooth, "HHLL");
break;
case IndicatorType.VIDYA:
Temp = MA.VIDYA(pNav, HHLL, KSmooth, 0.65, "HHLL");
break;
}
Temp.CopyField(HHLL, "HHLL");
}
if (KDoubleSmooth > 1)
{
switch (MAType)
{
case IndicatorType.SimpleMovingAverage:
Temp = MA.SimpleMovingAverage(pNav, HHLL, KDoubleSmooth, "HHLL");
break;
case IndicatorType.ExponentialMovingAverage:
Temp = MA.ExponentialMovingAverage(pNav, HHLL, KDoubleSmooth, "HHLL");
break;
case IndicatorType.TimeSeriesMovingAverage:
Temp = MA.TimeSeriesMovingAverage(pNav, HHLL, KDoubleSmooth, "HHLL");
break;
case IndicatorType.TriangularMovingAverage:
Temp = MA.TriangularMovingAverage(pNav, HHLL, KDoubleSmooth, "HHLL");
break;
case IndicatorType.VariableMovingAverage:
Temp = MA.VariableMovingAverage(pNav, HHLL, KDoubleSmooth, "HHLL");
break;
case IndicatorType.WeightedMovingAverage:
Temp = MA.WeightedMovingAverage(pNav, HHLL, KDoubleSmooth, "HHLL");
break;
case IndicatorType.VIDYA:
Temp = MA.VIDYA(pNav, HHLL, KDoubleSmooth, 0.65, "HHLL");
break;
}
Temp.CopyField(HHLL, "HHLL");
}
for (Record = KPeriods + 1; Record != RecordCount + 1; ++Record)
{
double?a = CHHLL.Value(Record);
double?b = (0.5f * HHLL.Value(Record));
if (a != b && b != 0)
{
Value = 100.0f * (a / b);
}
Field1.Value(Record, Value);
}
if (DPeriods > 1)
{
switch (PctD_MAType)
{
case IndicatorType.SimpleMovingAverage:
Temp = MA.SimpleMovingAverage(pNav, Field1, DPeriods, "%D");
break;
case IndicatorType.ExponentialMovingAverage:
Temp = MA.ExponentialMovingAverage(pNav, Field1, DPeriods, "%D");
break;
case IndicatorType.TimeSeriesMovingAverage:
Temp = MA.TimeSeriesMovingAverage(pNav, Field1, DPeriods, "%D");
break;
case IndicatorType.TriangularMovingAverage:
Temp = MA.TriangularMovingAverage(pNav, Field1, DPeriods, "%D");
break;
case IndicatorType.VariableMovingAverage:
Temp = MA.VariableMovingAverage(pNav, Field1, DPeriods, "%D");
break;
case IndicatorType.WeightedMovingAverage:
Temp = MA.WeightedMovingAverage(pNav, Field1, DPeriods, "%D");
break;
case IndicatorType.VIDYA:
Temp = MA.VIDYA(pNav, Field1, DPeriods, 0.65, "%D");
break;
}
Field Field2 = new Field(RecordCount, "%D");
Temp.CopyField(Field2, "%D");
Results.AddField(Field2);
}
Results.AddField(Field1);
return(Results);
}
/// <summary>
/// Bollinger bands
/// </summary>
/// <param name="pNav">Navigator</param>
/// <param name="pSource">Field source</param>
/// <param name="periods">Periods</param>
/// <param name="StandardDeviations">Standard deviation</param>
/// <param name="MAType">Moving Average Type</param>
/// <returns>Recordset</returns>
public Recordset BollingerBands(Navigator pNav, Field pSource, int periods, int StandardDeviations, IndicatorType MAType)
{
MovingAverage MA = new MovingAverage();
Recordset Results = null;
int Record;
int RecordCount = pNav.RecordCount;
if (MAType < Constants.MA_START || MAType > Constants.MA_END)
{
return(null);
}
if (periods < 1 || periods > RecordCount)
{
return(null);
}
if (StandardDeviations < 0 || StandardDeviations > 100)
{
return(null);
}
Field Field1 = new Field(RecordCount, "Bollinger Band Bottom");
Field Field2 = new Field(RecordCount, "Bollinger Band Top");
switch (MAType)
{
case IndicatorType.SimpleMovingAverage:
Results = MA.SimpleMovingAverage(pNav, pSource, periods, "Bollinger Band Median");
break;
case IndicatorType.ExponentialMovingAverage:
Results = MA.ExponentialMovingAverage(pNav, pSource, periods, "Bollinger Band Median");
break;
case IndicatorType.TimeSeriesMovingAverage:
Results = MA.TimeSeriesMovingAverage(pNav, pSource, periods, "Bollinger Band Median");
break;
case IndicatorType.TriangularMovingAverage:
Results = MA.TriangularMovingAverage(pNav, pSource, periods, "Bollinger Band Median");
break;
case IndicatorType.VariableMovingAverage:
Results = MA.VariableMovingAverage(pNav, pSource, periods, "Bollinger Band Median");
break;
case IndicatorType.WeightedMovingAverage:
Results = MA.WeightedMovingAverage(pNav, pSource, periods, "Bollinger Band Median");
break;
case IndicatorType.VIDYA:
Results = MA.VIDYA(pNav, pSource, periods, 0.65, "Bollinger Band Median");
break;
}
if (Results == null)
{
return(null);
}
int Start = periods + 1;
pNav.Position = Start;
for (Record = Start; Record < RecordCount + 1; Record++)
{
double Sum = 0;
double Value = Results.ValueEx("Bollinger Band Median", pNav.Position);
int Period;
for (Period = 1; Period < periods + 1; Period++)
{
Sum += (pSource.Value(pNav.Position).Value - Value) *
(pSource.Value(pNav.Position).Value - Value);
pNav.MovePrevious();
}//Period
pNav.Position = pNav.Position + periods;
Value = StandardDeviations * Math.Sqrt(Sum / periods);
Field1.Value(pNav.Position,
Results.Value("Bollinger Band Median", pNav.Position) - Value);
Field2.Value(pNav.Position,
Results.Value("Bollinger Band Median", pNav.Position) + Value);
pNav.MoveNext();
}//Record
//Append fields to recordset
Results.AddField(Field1);
Results.AddField(Field2);
return(Results);
}
///<summary>
/// Moving Average Enveloper
///</summary>
///<param name="pNav">Navigator</param>
///<param name="pSource">Field Source</param>
///<param name="periods">Periods</param>
///<param name="MAType">Moving Average Type</param>
///<param name="Shift">Shift</param>
///<returns>Recordset</returns>
public Recordset MovingAverageEnvelope(Navigator pNav, Field pSource, int periods, IndicatorType MAType, double Shift)
{
MovingAverage MA = new MovingAverage();
Recordset Results = null;
int Record;
int RecordCount = pNav.RecordCount;
if (MAType < Constants.MA_START || MAType > Constants.MA_END)
{
return(null);
}
if (periods < 1 || periods > RecordCount)
{
return(null);
}
if (Shift < 0 || Shift > 100)
{
return(null);
}
Field Field1 = new Field(RecordCount, "Envelope Top");
Field Field2 = new Field(RecordCount, "Envelope Bottom");
switch (MAType)
{
case IndicatorType.SimpleMovingAverage:
Results = MA.SimpleMovingAverage(pNav, pSource, periods, "Temp");
break;
case IndicatorType.ExponentialMovingAverage:
Results = MA.ExponentialMovingAverage(pNav, pSource, periods, "Temp");
break;
case IndicatorType.TimeSeriesMovingAverage:
Results = MA.TimeSeriesMovingAverage(pNav, pSource, periods, "Temp");
break;
case IndicatorType.TriangularMovingAverage:
Results = MA.TriangularMovingAverage(pNav, pSource, periods, "Temp");
break;
case IndicatorType.VariableMovingAverage:
Results = MA.VariableMovingAverage(pNav, pSource, periods, "Temp");
break;
case IndicatorType.WeightedMovingAverage:
Results = MA.WeightedMovingAverage(pNav, pSource, periods, "Temp");
break;
case IndicatorType.VIDYA:
Results = MA.VIDYA(pNav, pSource, periods, 0.65, "Temp");
break;
}
if (Results == null)
{
return(null);
}
pNav.MoveFirst();
Shift = Shift / 100;
for (Record = 1; Record < RecordCount + 1; Record++)
{
double Value = Results.ValueEx("Temp", pNav.Position);
Field1.Value(pNav.Position, Value + (Value * Shift));
Value = Results.ValueEx("Temp", pNav.Position);
Field2.Value(pNav.Position, Value - (Value * Shift));
pNav.MoveNext();
}//Record
//Append fields to recordset
Results.AddField(Field1);
Results.AddField(Field2);
return(Results);
}
///<summary>
/// Standard deviation
///</summary>
///<param name="pNav">Navigator</param>
///<param name="pSource">Field source</param>
///<param name="periods">Periods</param>
///<param name="StandardDeviations">Standard Deviation</param>
///<param name="MAType">Moving Average Type</param>
///<param name="Alias">Alias</param>
///<returns>RecordSet</returns>
public Recordset StandardDeviation(Navigator pNav, Field pSource, int periods, double StandardDeviations,
IndicatorType MAType, string Alias)
{
Recordset Results = null;
MovingAverage MA = new MovingAverage();
int Record;
int RecordCount = pNav.RecordCount;
Field Field1 = new Field(RecordCount, Alias);
switch (MAType)
{
case IndicatorType.SimpleMovingAverage:
Results = MA.SimpleMovingAverage(pNav, pSource, periods, "Temp");
break;
case IndicatorType.ExponentialMovingAverage:
Results = MA.ExponentialMovingAverage(pNav, pSource, periods, "Temp");
break;
case IndicatorType.TimeSeriesMovingAverage:
Results = MA.TimeSeriesMovingAverage(pNav, pSource, periods, "Temp");
break;
case IndicatorType.TriangularMovingAverage:
Results = MA.TriangularMovingAverage(pNav, pSource, periods, "Temp");
break;
case IndicatorType.VariableMovingAverage:
Results = MA.VariableMovingAverage(pNav, pSource, periods, "Temp");
break;
case IndicatorType.WeightedMovingAverage:
Results = MA.WeightedMovingAverage(pNav, pSource, periods, "Temp");
break;
case IndicatorType.VIDYA:
Results = MA.VIDYA(pNav, pSource, periods, 0.65, "Temp");
break;
}
if (Results == null)
{
return(null);
}
int Start = periods + 1;
pNav.Position = Start;
for (Record = Start; Record < RecordCount + 1; Record++)
{
double Sum = 0;
double Value = Results.ValueEx("Temp", pNav.Position);
int Period;
for (Period = 1; Period < periods + 1; Period++)
{
Sum += (pSource.ValueEx(pNav.Position) - Value) * (pSource.ValueEx(pNav.Position) - Value);
pNav.MovePrevious();
}//Period
pNav.Position = pNav.Position + periods;
Value = StandardDeviations * Math.Sqrt(Sum / periods);
Field1.Value(pNav.Position, Value);
pNav.MoveNext();
} //Record
Results.AddField(Field1);
return(Results);
}
