/// <summary>
/// This constructs a default indicator. This is most useful for
/// putting indicator logic directly into your strategy.
/// </summary>
/// <returns></returns>
public IndicatorCommon Indicator()
{
IndicatorCommon indicator = new IndicatorCommon();
model.AddDependency(indicator);
return(indicator);
}
public override void OnInitialize()
{
Name = "IFT";
Drawing.PaneType = PaneType.Secondary;
Drawing.IsVisible = true;
value1 = Formula.Indicator();
value2 = Formula.Indicator();
rsi = Formula.RSI(Input, period);
wma = Formula.WMA(value1, period);
Formula.Line(0.5, Color.LightGreen);
Formula.Line(-0.5, Color.Red);
}
public override void OnInitialize()
{
Drawing.PaneType = PaneType.Secondary;
Drawing.GraphType = GraphType.Histogram;
Drawing.GroupName = "Volume";
averageVolume = new SMA(Bars.Volume, 5);
averageVolume.Drawing.GroupName = "Volume";
AddIndicator(averageVolume);
high = Formula.Line(266000, Color.Red);
average = Formula.Line(187000, Color.Orange);
low = Formula.Line(107000, Color.Green);
}
public IndicatorCommon Line(double value, Color color, string name)
{
IndicatorCommon line;
line = new IndicatorCommon();
line.Drawing.IsVisible = true;
line.Drawing.PaneType = model.Drawing.PaneType;
line.Drawing.Color = Color.Green;
line.Drawing.GroupName = model.Drawing.GroupName;
line.Name = name;
line.StartValue = value;
model.AddIndicator(line);
return(line);
}
public override void OnInitialize()
{
Name = "IFT";
// Display below the price chart
Drawing.PaneType = PaneType.Secondary;
// Display below the price chart
Drawing.IsVisible = true;
// Creates the
value1 = Formula.Indicator();
value2 = Formula.Indicator();
rsi = Formula.RSI(Bars.Close, 5);
wma = Formula.WMA(value1, 5);
Formula.Line(0.5, Color.LightGreen);
Formula.Line(-0.5, Color.Red);
}
public ADX(int period)
{
Drawing.Color = Color.Green;
Drawing.PaneType = PaneType.Secondary;
Drawing.IsVisible = true;
Drawing.GroupName = "ADX";
Drawing.GraphType = GraphType.Line;
dmPlus = Formula.Indicator();
dmMinus = Formula.Indicator();
sumDmPlus = Formula.Indicator();
sumDmMinus = Formula.Indicator();
sumTr = Formula.Indicator();
tr = Formula.Indicator();
this.period = period;
}
public override void OnInitialize()
{
Name = "Wilder's RSI";
Drawing.Color = Color.Black;
Drawing.PaneType = PaneType.Secondary;
Drawing.IsVisible = true;
Formula.Line(70, Color.Red);
Formula.Line(30, Color.Green);
Drawing.ScaleMax = 100;
Drawing.ScaleMin = 0;
mom = Formula.Indicator();
gain = Formula.Indicator();
loss = Formula.Indicator();
avgGain = Formula.Indicator();
avgLoss = Formula.Indicator();
}
public void AddIndicator(IndicatorCommon indicator)
{
indicator.IsActive = isActive;
if (chain.Dependencies.Contains(indicator.Chain))
{
throw new ApplicationException("Indicator " + indicator.Name + " already added.");
}
if (this is Strategy)
{
Strategy strategy = this as Strategy;
indicator.Performance = strategy.Performance;
}
else if (this is IndicatorCommon)
{
IndicatorCommon thisIndicator = this as IndicatorCommon;
indicator.Performance = thisIndicator.Performance;
}
else if (this is Portfolio)
{
Portfolio thisPortfolio = this as Portfolio;
indicator.Performance = thisPortfolio.Performance;
}
else
{
indicator.Performance = new Performance(this);
}
// Apply Properties from project.xml, if any.
if (properties != null)
{
string[] keys = properties.GetModelKeys();
for (int i = 0; i < keys.Length; i++)
{
ModelProperties indicatorProperties = properties.GetModel(keys[i]);
if (indicator.name.Equals(indicatorProperties.Name) &&
indicatorProperties.ModelType == ModelType.Indicator)
{
indicator.OnProperties(indicatorProperties);
break;
}
}
}
chain.Dependencies.Add(indicator.Chain);
}
