public Recordset Keltner(Navigator pNav, Recordset pOHLCV, int Periods, double Factor, IndicatorType MAType, string Alias)
{ // Same as STARC
Recordset Results = new Recordset();
int recordCount = pOHLCV.GetField("Close").RecordCount;
Field top = new Field();
top.Initialize(recordCount, Alias + " Top");
Field bottom = new Field();
bottom.Initialize(recordCount, Alias + " Bottom");
Oscillator os = new Oscillator();
Field tr = os.TrueRange(pNav, pOHLCV, "atr").GetField("atr");
MovingAverage ma = new MovingAverage();
Field atr = ma.SimpleMovingAverage(pNav, tr, Periods, "atr").GetField("atr");
Field median = ma.MovingAverageSwitch(pNav, pOHLCV.GetField("Close"), Periods, MAType, Alias + " Median").GetField(Alias + " Median");
for (int record = 1; record < recordCount + 1; record++)
{
double shift = Factor * atr.ValueEx(record);
top.SetValue(record, median.Value(record) + shift);
bottom.SetValue(record, median.Value(record) - shift);
}
Results.AddField(top);
Results.AddField(median);
Results.AddField(bottom);
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>
/// Commodity Channel 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 CommodityChannelIndex(Navigator pNav, Recordset pOHLCV, int periods, string Alias)
{
General GN = new General();
MovingAverage MA = new MovingAverage();
Recordset Results = new Recordset();
int Record;
int RecordCount = pNav.RecordCount;
Field Field1 = new Field(RecordCount, Alias);
Recordset TPrs = GN.TypicalPrice(pNav, pOHLCV, "TP");
Recordset MArs = MA.SimpleMovingAverage(pNav, TPrs.GetField("TP"), periods, "TPMA");
for (Record = 1; Record != (2 * periods) + 1; ++Record)
{
Field1.Value(Record, 0);
}
for (Record = (2 * periods); Record != RecordCount + 1; ++Record)
{
double dMeanDeviation = 0;
double dTmp;
int Count;
for (Count = (Record - periods); Count != Record + 1; ++Count)
{
double?d1 = TPrs.GetField("TP").Value(Count);
double?d2 = MArs.GetField("TPMA").Value(Count);
d1 = d1.HasValue ? d1 : 0.0;
d2 = d2.HasValue ? d2 : 0.0;
dTmp = Math.Abs(d1.Value - d2.Value);
dMeanDeviation = dMeanDeviation + dTmp;
} //Count
dMeanDeviation = dMeanDeviation / periods;
dTmp = (double)((TPrs.GetField("TP").Value(Record) - MArs.GetField("TPMA").Value(Record)) / (dMeanDeviation * 0.015));
Field1.Value(Record, dTmp);
} //Record
pNav.MoveFirst();
Results.AddField(Field1);
return(Results);
}
///<summary>
/// Median Price
///</summary>
///<param name="pNav">Navigator</param>
///<param name="pOHLCV">OHLCV RecordSet</param>
///<param name="Alias">Alias</param>
///<returns>Recordset</returns>
public Recordset MedianPrice(Navigator pNav, Recordset pOHLCV, string Alias)
{
Recordset Results = new Recordset();
int Record;
int RecordCount = pNav.RecordCount;
Field Field1 = new Field(RecordCount, Alias);
pNav.MoveFirst();
for (Record = 1; Record < RecordCount + 1; Record++)
{
double Value = (pOHLCV.GetField("High").Value(Record).Value + pOHLCV.GetField("Low").Value(Record).Value) / 2;
Field1.Value(Record, Value);
pNav.MoveNext();
} //Record
pNav.MoveFirst();
Results.AddField(Field1);
return(Results);
}
///<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>
/// 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>
/// Money Flow 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 MoneyFlowIndex(Navigator pNav, Recordset pOHLCV, int periods, string Alias)
{
Recordset Results = new Recordset();
int Record;
int RecordCount = pNav.RecordCount;
if (periods < 1 || periods > RecordCount)
{
return(null);
}
Field Field1 = new Field(RecordCount, Alias);
int Start = periods + 2;
pNav.Position = Start;
for (Record = Start; Record < RecordCount + 2; Record++)
{
double PosFlow = 0;
double NegFlow = 0;
pNav.Position = Record - periods;
int Period;
for (Period = 1; Period < periods + 1; Period++)
{
pNav.MovePrevious();
double Price1 = (pOHLCV.GetField("High").Value(pNav.Position).Value +
pOHLCV.GetField("Low").Value(pNav.Position).Value +
pOHLCV.GetField("Close").Value(pNav.Position).Value) / 3;
pNav.MoveNext();
double V = pOHLCV.GetField("Volume").Value(pNav.Position).Value;
if (V < 1)
{
V = 1;
}
double Price2 = (pOHLCV.GetField("High").Value(pNav.Position).Value +
pOHLCV.GetField("Low").Value(pNav.Position).Value +
pOHLCV.GetField("Close").Value(pNav.Position).Value) / 3;
if (Price2 > Price1)
{
PosFlow += Price2 * V;
}
else if (Price2 < Price1)
{
NegFlow += Price2 * V;
}
pNav.MoveNext();
}//Period
pNav.MovePrevious();
if (PosFlow != 0 && NegFlow != 0)
{
double MoneyRatio = PosFlow / NegFlow;
double MoneyIndex = 100 - (100 / (1 + MoneyRatio));
Field1.Value(pNav.Position, MoneyIndex);
}
}//Record
pNav.MoveFirst();
Results.AddField(Field1);
return(Results);
}
///<summary>
/// Swing Index
///</summary>
///<param name="pNav">Navigator</param>
///<param name="pOHLCV">OHLCV Recordset</param>
///<param name="LimitMoveValue">Limit Move Value</param>
///<param name="Alias">Alias</param>
///<returns>RecordSet</returns>
public Recordset SwingIndex(Navigator pNav, Recordset pOHLCV, double LimitMoveValue, string Alias)
{
TASDK TASDK1 = new TASDK();
Recordset Results = new Recordset();
int Record;
double R = 0;
int RecordCount = pNav.RecordCount;
if (LimitMoveValue <= 0)
{
return(null);
}
Field Field1 = new Field(RecordCount, Alias);
const int Start = 2;
pNav.Position = Start;
for (Record = Start; Record < RecordCount + 1; Record++)
{
double Oy = pOHLCV.GetField("Open").Value(pNav.Position - 1).Value;
double Ot = pOHLCV.GetField("Open").Value(pNav.Position).Value;
double Ht = pOHLCV.GetField("High").Value(pNav.Position).Value;
double Lt = pOHLCV.GetField("Low").Value(pNav.Position).Value;
double Cy = pOHLCV.GetField("Close").Value(pNav.Position - 1).Value;
double Ct = pOHLCV.GetField("Close").Value(pNav.Position).Value;
double K = TASDK1.max(Math.Abs(Ht - Cy), Math.Abs(Lt - Cy), 0.0);
double A = Math.Abs(Ht - Cy);
double B = Math.Abs(Lt - Cy);
double C = Math.Abs(Ht - Lt);
if (A > B && A > C)
{
R = Math.Abs(Ht - Cy) - 0.5 * Math.Abs(Lt - Cy) + 0.25 * Math.Abs(Cy - Oy);
}
else if (B > A && B > C)
{
R = Math.Abs(Lt - Cy) - 0.5 * Math.Abs(Ht - Cy) + 0.25 * Math.Abs(Cy - Oy);
}
else if (C > A && C > B)
{
R = Math.Abs(Ht - Lt) + 0.25 * Math.Abs(Cy - Oy);
}
double Value;
if (R > 0 && LimitMoveValue > 0)
{
Value = 50 * ((Ct - Cy) + 0.5 * (Ct - Ot) + 0.25 * (Cy - Oy)) / R * K / LimitMoveValue;
}
else
{
Value = 0;
}
Field1.Value(pNav.Position, Value);
pNav.MoveNext();
}//Record
pNav.MoveFirst();
Results.AddField(Field1);
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);
}
