// constructor, called only once, setup multiple tick variables
public oIndicatorDump(int pPeriods)
{
iPeriods = pPeriods;
ATR = new iATR(pPeriods);
BB = new iBollingerBands(iPeriods, -1);
CCI = new iCCI(iPeriods);
Derivatives = new iDerivatives();
EMA = new iEMA(iPeriods);
FMA = new iFMA(iPeriods);
HMA = new iHMA(iPeriods);
MACD = new iMACD(12, 26, 9);
Momemtum = new iMomemtum(iPeriods);
RSI = new iRSI(iPeriods);
Renko = new iRenko(iPeriods);
SMA = new iSMA(iPeriods);
STARCBands = new iSTARCBands(iPeriods, 2);
STDDEV = new iSTDDEV(iPeriods);
Slope = new iSlope();
StochRSI = new iStochRSI(iPeriods);
Stochastics = new iStochastics(3, 2, 1);
Stub = new iStub(iPeriods);
Trend = new iTrend(iPeriods);
TrueRange = new iTrueRange();
WMA = new iWMA(iPeriods);
}
public override void Init(string pParameters)
{
this.InitializeParameters(pParameters, "BB:20;WIDTH:-1;HMA:10;BWT:0.0008;BWRT:0.0002;TS:0.0003;MINUTES:5;");
State = 0;
iPeriods = (int)PParser.GetDouble("BB", 0);
iWidth = (int)PParser.GetDouble("WIDTH", 0);
iHMALen = (int)PParser.GetDouble("HMA", 0);
Minutes = (int)PParser.GetDouble("MINUTES", 0);
BWThreshold = PParser.GetDouble("BWT", 0);
BWReversalThreshold = PParser.GetDouble("BWRT", 0);
TrailingStop = PParser.GetDouble("TS", 0);
BBands = new iBollingerBands(iPeriods, iWidth);
HMA = new iHMA(iHMALen);
SMASlope = new iSlope();
cbx = new cCandleBuilder(Minutes, 10);
Framework.TickServer.RegisterTickListener("cbx", "*", cbx);
cbx.RegisterCandleListener("cbx", this);
Framework.TickServer.RegisterTickListener("System", "*", this);
Framework.WriteGraphLine("InTrade,Margin,B+,C,HMA,SMA,B-,State,BWidth,MinBWidth,EntryRecommend");
}
public static void TestBBands()
{
iBollingerBands BB;
BB = new iBollingerBands(10, -1);
BB = new iBollingerBands(20, -1);
BB = new iBollingerBands(50, -1);
BB = new iBollingerBands(21, -1);
double[] val = { 6.92, 6.89, 6.82, 6.82, 6.83, 6.79, 6.75, 6.71, 6.71, 6.66, 6.59, 6.56, 6.59, 6.56, 6.61, 6.68, 6.65, 6.68, 6.54, 6.49, 6.42 };
for (int i = 0; i < val.GetUpperBound(0) + 1; i++)
{
BB.ReceiveTick(val[i]);
}
double BP, MA, BM, pb, bw;
BB.Value(out BP, out MA, out BM, out pb, out bw);
if (Math.Abs(MA - 6.68) < 0.01)
{
Framework.Logger(2, "MA Returns correct value: " + MA);
}
if (Math.Abs(BP - 6.94) < 0.01)
{
Framework.Logger(2, "BP Returns correct value: " + BP);
}
if (Math.Abs(BM - 6.41) < 0.01)
{
Framework.Logger(2, "BM Returns correct value: " + BM);
}
}
// initialization routine, called once before ticks are sent
// if multiple tick sources are used, will get called several times
// during the lifetime of the object, once per tick source change
public override void Init(string pParameters)
{
this.InitializeParameters(pParameters, "PERIODS:17;MINUTES:10;");
// get periods to use for the indicator(s)
Periods = (int)PParser.GetDouble("PERIODS", 0);
Derivatives = new iDerivatives();
HMA = new iHMA(Periods);
HMAD1 = new CQueue(Periods);
FMA = new iFMA(Periods);
Deriv1 = new CQueue(Periods);
Deriv2 = new CQueue(Periods);
BBands = new iBollingerBands(Periods, -1);
StochRSI = new iStochRSI(Periods);
CCI = new iCCI(Periods);
// instantiate candlebuilder with desired timeframe
Minutes = (int)PParser.GetDouble("MINUTES", 0);
// cbx = new cCandleBuilder(Minutes,PeriodsLong+PeriodsShort+1);
cbx = new cCandleBuilder(Minutes, Periods);
// register candlebuilder as a tick listener, name unimportant
Framework.TickServer.RegisterTickListener("cbx", "*", cbx);
// register this object as a candle listener
// the candle name is important since we might receive
// several candles with same period.
cbx.RegisterCandleListener("cbx", this);
// multiple candlebuilders can be setup by using previous 4 lines.
// register this object as a tick listener, name unimportant
// this is an optional step to receive ticks in between candles
Framework.TickServer.RegisterTickListener("System", "*", this);
// start header line of numerical output file
Framework.WriteGraphLine("InTrade,Margin,C,TP,FMA,HMA,Deriv1,Deriv2,SMA,BBand1,BBand2,%b,Bandwidth,StochRSI,CCI");
}
