///<summary>
/// Time Series Forecast
///</summary>
///<param name="pNav">Navigator</param>
///<param name="pSource">Field Source</param>
///<param name="periods">Periods</param>
///<param name="Alias">Alias</param>
///<returns>Recordset</returns>
public Recordset TimeSeriesForecast(Navigator pNav, Field pSource, int periods, string Alias)
{
Recordset Results = Regression(pNav, pSource, periods);
Results.RenameField("Forecast", Alias);
Results.RemoveField("Slope");
Results.RemoveField("Intercept");
Results.RemoveField("RSquared");
pNav.MoveFirst();
return(Results);
}
///<summary>
/// High Low Bands
///</summary>
///<param name="pNav">Navigator</param>
///<param name="HighPrice">Field High Price</param>
///<param name="LowPrice">Field Low Price</param>
///<param name="ClosePrice">Field ClosePrice</param>
///<param name="periods">Periods</param>
///<returns>Recordset</returns>
public Recordset HighLowBands(Navigator pNav, Field HighPrice, Field LowPrice, Field ClosePrice, int periods)
{
MovingAverage MA = new MovingAverage();
Recordset Results = new Recordset();
if (periods < 6 || periods > pNav.RecordCount)
{
return(null);
}
Recordset RS1 = MA.VIDYA(pNav, HighPrice, periods, 0.8, "High Low Bands Top");
Recordset RS2 = MA.VIDYA(pNav, ClosePrice, periods / 2, 0.8, "High Low Bands Median");
Recordset RS3 = MA.VIDYA(pNav, LowPrice, periods, 0.8, "High Low Bands Bottom");
Results.AddField(RS1.GetField("High Low Bands Top"));
Results.AddField(RS2.GetField("High Low Bands Median"));
Results.AddField(RS3.GetField("High Low Bands Bottom"));
// Remove fields so recordset can be deleted
RS1.RemoveField("High Low Bands Top");
RS2.RemoveField("High Low Bands Median");
RS3.RemoveField("High Low Bands Bottom");
pNav.MoveFirst();
return(Results);
}
///<summary>
/// Fractal Chaos bands
///</summary>
///<param name="pNav">Navigator</param>
///<param name="pOHLCV">OHLCV Recordset</param>
///<param name="periods">Periods</param>
///<returns>Records</returns>
public Recordset FractalChaosBands(Navigator pNav, Recordset pOHLCV, int periods)
{
MovingAverage MA = new MovingAverage();
Recordset Results = new Recordset();
int RecordCount = pNav.RecordCount;
int Record;
if (periods < 1)
{
periods = 100;
}
Field fHiFractal = new Field(RecordCount, "Fractal High");
Field fLoFractal = new Field(RecordCount, "Low High");
Field fH = pOHLCV.GetField("High");
Field fL = pOHLCV.GetField("Low");
Field fFR = new Field(RecordCount, "FR");
Field fH1 = new Field(RecordCount, "High 1");
Field fH2 = new Field(RecordCount, "High 2");
Field fH3 = new Field(RecordCount, "High 3");
Field fH4 = new Field(RecordCount, "High 4");
Field fL1 = new Field(RecordCount, "Low 1");
Field fL2 = new Field(RecordCount, "Low 2");
Field fL3 = new Field(RecordCount, "Low 3");
Field fL4 = new Field(RecordCount, "Low 4");
for (Record = 5; Record < RecordCount + 1; ++Record)
{
fH1.Value(Record, fH.ValueEx(Record - 4));
fL1.Value(Record, fL.ValueEx(Record - 4));
fH2.Value(Record, fH.ValueEx(Record - 3));
fL2.Value(Record, fL.ValueEx(Record - 3));
fH3.Value(Record, fH.ValueEx(Record - 2));
fL3.Value(Record, fL.ValueEx(Record - 2));
fH4.Value(Record, fH.ValueEx(Record - 1));
fL4.Value(Record, fL.ValueEx(Record - 1));
}
for (Record = 1; Record < RecordCount + 1; ++Record)
{
fHiFractal.Value(Record, (fH.ValueEx(Record) + fL.ValueEx(Record)) / 3);
}
Recordset rsFractals = MA.SimpleMovingAverage(pNav, fHiFractal, periods, "Fractal High");
fHiFractal = rsFractals.GetField("Fractal High");
rsFractals.RemoveField("Fractal High");
rsFractals = MA.SimpleMovingAverage(pNav, fLoFractal, periods, "Fractal Low");
fLoFractal = rsFractals.GetField("Fractal Low");
rsFractals.RemoveField("Fractal Low");
for (Record = 1; Record < RecordCount + 1; ++Record)
{
fHiFractal.Value(Record, fH3.ValueEx(Record) + fHiFractal.ValueEx(Record));
fLoFractal.Value(Record, fL3.ValueEx(Record) - fLoFractal.ValueEx(Record));
}
for (Record = 2; Record < RecordCount + 1; ++Record)
{
if ((fH3.Value(Record) > fH1.Value(Record)) &&
(fH3.Value(Record) > fH2.Value(Record)) &&
(fH3.Value(Record) >= fH4.Value(Record)) &&
(fH3.Value(Record) >= fH.Value(Record)))
{
fFR.Value(Record, fHiFractal.Value(Record).Value);
}
else
{
fFR.Value(Record, 0);
}
if (fFR.Value(Record) == 0)
{
if ((fL3.Value(Record) < fL1.Value(Record)) &&
(fL3.Value(Record) < fL2.Value(Record)) &&
(fL3.Value(Record) <= fL4.Value(Record)) &&
(fL3.Value(Record) <= fL.Value(Record)))
{
fFR.Value(Record, fLoFractal.Value(Record));
}
else
{
fFR.Value(Record, 0);
}
}
if (fHiFractal.Value(Record) == fFR.Value(Record))
{
fHiFractal.Value(Record, fH3.Value(Record));
}
else
{
fHiFractal.Value(Record, fHiFractal.Value(Record - 1));
}
if (fLoFractal.Value(Record) == fFR.Value(Record))
{
fLoFractal.Value(Record, fL3.Value(Record));
}
else
{
fLoFractal.Value(Record, fLoFractal.Value(Record - 1));
}
}
// Added 12/19/2005 TW
for (Record = 2; Record < RecordCount + 1; ++Record)
{
if (fLoFractal.Value(Record) == 0)
{
fLoFractal.Value(Record, null);
}
if (fHiFractal.Value(Record) == 0)
{
fHiFractal.Value(Record, null);
}
}
Results.AddField(fHiFractal);
Results.AddField(fLoFractal);
return(Results);
}
