| public Calculate ( SlotTypes slotType ) : void | ||
| slotType | SlotTypes | |
| return | void | |
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
MAMethod maMethod = (MAMethod)IndParam.ListParam[1].Index;
int iPeriod1 = (int)IndParam.NumParam[0].Value;
int iPeriod2 = (int)IndParam.NumParam[1].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iPeriod1 + iPeriod2 + 2;
double[] adIndicator1 = new double[Bars];
double[] adIndicator2 = new double[Bars];
double[] adOscllator = new double[Bars];
// ---------------------------------------------------------
Average_True_Range ATR1 = new Average_True_Range(slotType);
ATR1.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
ATR1.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value;
ATR1.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
ATR1.Calculate(slotType);
Average_True_Range ATR2 = new Average_True_Range(slotType);
ATR2.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
ATR2.IndParam.NumParam[0].Value = IndParam.NumParam[1].Value;
ATR2.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
ATR2.Calculate(slotType);
adIndicator1 = ATR1.Component[0].Value;
adIndicator2 = ATR2.Component[0].Value;
// ----------------------------------------------------------
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
adOscllator[iBar] = adIndicator1[iBar] - adIndicator2[iBar];
}
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "Histogram";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Histogram;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adOscllator;
Component[1] = new IndicatorComp();
Component[1].ChartType = IndChartType.NoChart;
Component[1].FirstBar = iFirstBar;
Component[1].Value = new double[Bars];
Component[2] = new IndicatorComp();
Component[2].ChartType = IndChartType.NoChart;
Component[2].FirstBar = iFirstBar;
Component[2].Value = new double[Bars];
// Sets the Component's type
if (slotType == SlotTypes.OpenFilter)
{
Component[1].DataType = IndComponentType.AllowOpenLong;
Component[1].CompName = "Is long entry allowed";
Component[2].DataType = IndComponentType.AllowOpenShort;
Component[2].CompName = "Is short entry allowed";
}
else if (slotType == SlotTypes.CloseFilter)
{
Component[1].DataType = IndComponentType.ForceCloseLong;
Component[1].CompName = "Close out long position";
Component[2].DataType = IndComponentType.ForceCloseShort;
Component[2].CompName = "Close out short position";
}
// Calculation of the logic
IndicatorLogic indLogic = IndicatorLogic.It_does_not_act_as_a_filter;
switch (IndParam.ListParam[0].Text)
{
case "The Oscillator rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "The Oscillator falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "The Oscillator is higher than the zero line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
break;
case "The Oscillator is lower than the zero line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
break;
case "The Oscillator crosses the zero line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
break;
case "The Oscillator crosses the zero line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
break;
case "The Oscillator changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "The Oscillator changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
default:
break;
}
NoDirectionOscillatorLogic(iFirstBar, iPrvs, adOscllator, 0, ref Component[1], indLogic);
Component[2].Value = Component[1].Value;
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
MAMethod maMethod = (MAMethod)IndParam.ListParam[1].Index;
int iPeriod1 = (int)IndParam.NumParam[0].Value;
int iPeriod2 = (int)IndParam.NumParam[1].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iPeriod1 + iPeriod2 + 2;
double[] adIndicator1 = new double[Bars];
double[] adIndicator2 = new double[Bars];
double[] adOscllator = new double[Bars];
// ---------------------------------------------------------
Average_True_Range ATR1 = new Average_True_Range(slotType);
ATR1.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
ATR1.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value;
ATR1.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
ATR1.Calculate(slotType);
Average_True_Range ATR2 = new Average_True_Range(slotType);
ATR2.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
ATR2.IndParam.NumParam[0].Value = IndParam.NumParam[1].Value;
ATR2.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
ATR2.Calculate(slotType);
adIndicator1 = ATR1.Component[0].Value;
adIndicator2 = ATR2.Component[0].Value;
// ----------------------------------------------------------
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
adOscllator[iBar] = adIndicator1[iBar] - adIndicator2[iBar];
}
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "Histogram";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Histogram;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adOscllator;
Component[1] = new IndicatorComp();
Component[1].ChartType = IndChartType.NoChart;
Component[1].FirstBar = iFirstBar;
Component[1].Value = new double[Bars];
Component[2] = new IndicatorComp();
Component[2].ChartType = IndChartType.NoChart;
Component[2].FirstBar = iFirstBar;
Component[2].Value = new double[Bars];
// Sets the Component's type
if (slotType == SlotTypes.OpenFilter)
{
Component[1].DataType = IndComponentType.AllowOpenLong;
Component[1].CompName = "Is long entry allowed";
Component[2].DataType = IndComponentType.AllowOpenShort;
Component[2].CompName = "Is short entry allowed";
}
else if (slotType == SlotTypes.CloseFilter)
{
Component[1].DataType = IndComponentType.ForceCloseLong;
Component[1].CompName = "Close out long position";
Component[2].DataType = IndComponentType.ForceCloseShort;
Component[2].CompName = "Close out short position";
}
// Calculation of the logic
IndicatorLogic indLogic = IndicatorLogic.It_does_not_act_as_a_filter;
switch (IndParam.ListParam[0].Text)
{
case "The Oscillator rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "The Oscillator falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "The Oscillator is higher than the zero line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
break;
case "The Oscillator is lower than the zero line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
break;
case "The Oscillator crosses the zero line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
break;
case "The Oscillator crosses the zero line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
break;
case "The Oscillator changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "The Oscillator changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
default:
break;
}
NoDirectionOscillatorLogic(iFirstBar, iPrvs, adOscllator, 0, ref Component[1], indLogic);
Component[2].Value = Component[1].Value;
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
int iBollPrd = (int)IndParam.NumParam[0].Value;
double dBollMult = IndParam.NumParam[1].Value;
int iKeltPrd = (int)IndParam.NumParam[2].Value;
double dKeltMult = IndParam.NumParam[3].Value;
double dLevel = IndParam.NumParam[4].Value * Point;
double dFireLine = IndParam.NumParam[5].Value * Point;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = Math.Max(iBollPrd * 2, iKeltPrd) + 1;
double[] adRegr = new double[Bars];
double[] adAtr = new double[Bars];
double[] adMA_Boll = new double[Bars];
double[] adStd = new double[Bars];
double[] adFire = new double[Bars];
adMA_Boll = MovingAverage(iBollPrd, 0, MAMethod.Exponential, Close);
// Get ATR and StandardDeviation values -- used in original MT4 indicator
Average_True_Range Atr = new Average_True_Range(SlotTypes.OpenFilter);
Atr.IndParam.NumParam[0].Value = iKeltPrd;
Atr.Calculate(SlotTypes.OpenFilter);
adAtr = Atr.Component[0].Value;
Standard_Deviation StdDev = new Standard_Deviation(SlotTypes.OpenFilter);
StdDev.IndParam.NumParam[0].Value = iBollPrd;
StdDev.Calculate(SlotTypes.OpenFilter);
adStd = StdDev.Component[0].Value;
// fill Linear Regression values, not built in indicator
// ported from MQ 4 code
// these values remains constant, get outside for loop for performance
double SumBars = 0;
double SumSqrBars = 0;
SumBars = iBollPrd * (iBollPrd - 1) * 0.5;
SumSqrBars = (iBollPrd - 1) * iBollPrd * (2 * iBollPrd - 1) / 6;
double Num2 = SumBars * SumBars - iBollPrd * SumSqrBars;
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
double SumY = 0;
double Sum1 = 0;
double Sum2 = 0;
double Slope = 0;
for (int x = 0; x < iBollPrd; x++)
{
double HH = double.MinValue;
double LL = double.MaxValue;
for (int y = x; y < x + iBollPrd; y++)
{
HH = Math.Max(HH, High[iBar - y]);
LL = Math.Min(LL, Low[iBar - y]);
}
double dSumsBegin = (Close[iBar - x] - ((HH + LL) / 2 + adMA_Boll[iBar - x]) / 2);
Sum1 += x * dSumsBegin;
SumY += dSumsBegin;
}
Sum2 = SumBars * SumY;
double Num1 = iBollPrd * Sum1 - Sum2;
if (Num2 != 0.0)
{
Slope = Num1 / Num2;
}
else
{
Slope = 0;
}
double Intercept = (SumY - Slope * SumBars) / iBollPrd;
adRegr[iBar] = Intercept + Slope * (iBollPrd - 1);
double diff = adAtr[iBar] * dKeltMult;
double std = adStd[iBar];
double bbs = (dBollMult * std) / diff;
if (bbs < 1)
{
adFire[iBar] = -dFireLine;
}
else
{
adFire[iBar] = dFireLine;
}
}
// Saving the components
Component = new IndicatorComp[4];
Component[0] = new IndicatorComp();
Component[0].CompName = "BB Squeeze";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Histogram;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adRegr;
Component[1] = new IndicatorComp();
Component[1].CompName = "Fire";
Component[1].DataType = IndComponentType.IndicatorValue;
Component[1].ChartType = IndChartType.Line;
Component[1].ChartColor = Color.Blue;
Component[1].FirstBar = iFirstBar;
Component[1].Value = adFire;
Component[2] = new IndicatorComp();
Component[2].ChartType = IndChartType.NoChart;
Component[2].FirstBar = iFirstBar;
Component[2].Value = new double[Bars];
Component[3] = new IndicatorComp();
Component[3].ChartType = IndChartType.NoChart;
Component[3].FirstBar = iFirstBar;
Component[3].Value = new double[Bars];
// Sets the Component's type
if (slotType == SlotTypes.OpenFilter)
{
Component[2].DataType = IndComponentType.AllowOpenLong;
Component[2].CompName = "Is long entry allowed";
Component[3].DataType = IndComponentType.AllowOpenShort;
Component[3].CompName = "Is short entry allowed";
}
else if (slotType == SlotTypes.CloseFilter)
{
Component[2].DataType = IndComponentType.ForceCloseLong;
Component[2].CompName = "Close out long position";
Component[3].DataType = IndComponentType.ForceCloseShort;
Component[3].CompName = "Close out short position";
}
if (slotType == SlotTypes.OpenFilter || slotType == SlotTypes.CloseFilter)
{
// Calculation of the logic
IndicatorLogic indLogic = IndicatorLogic.It_does_not_act_as_a_filter;
// placeholder components for storing long / short values
IndicatorComp icBBLong = new IndicatorComp();
IndicatorComp icBBShort = new IndicatorComp();
IndicatorComp icFire = new IndicatorComp();
switch (IndParam.ListParam[0].Text)
{
case "The BB Squeeze is higher than the level line and Fire is on":
icBBLong.Value = new double[Bars];
icBBShort.Value = new double[Bars];
icFire.Value = new double[Bars];
OscillatorLogic(iFirstBar, iPrvs, adRegr, dLevel, -dLevel, ref icBBLong, ref icBBShort, IndicatorLogic.The_indicator_is_higher_than_the_level_line);
NoDirectionOscillatorLogic(iFirstBar, iPrvs, adFire, 0, ref icFire, IndicatorLogic.The_indicator_is_higher_than_the_level_line);
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
Component[2].Value[iBar] = (icBBLong.Value[iBar] == 1 && icFire.Value[iBar] == 1) ? 1.0 : 0.0;
Component[3].Value[iBar] = (icBBShort.Value[iBar] == 1 && icFire.Value[iBar] == 1) ? 1.0 : 0.0;
}
if (dLevel != 0)
{
SpecialValues = new double[2] {
dLevel, -dLevel
};
}
break;
case "The BB Squeeze is higher than the level line and Fire is off":
icBBLong.Value = new double[Bars];
icBBShort.Value = new double[Bars];
icFire.Value = new double[Bars];
OscillatorLogic(iFirstBar, iPrvs, adRegr, dLevel, -dLevel, ref icBBLong, ref icBBShort, IndicatorLogic.The_indicator_is_higher_than_the_level_line);
NoDirectionOscillatorLogic(iFirstBar, iPrvs, adFire, 0, ref icFire, IndicatorLogic.The_indicator_is_lower_than_the_level_line);
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
Component[2].Value[iBar] = (icBBLong.Value[iBar] == 1 && icFire.Value[iBar] == 1) ? 1.0 : 0.0;
Component[3].Value[iBar] = (icBBShort.Value[iBar] == 1 && icFire.Value[iBar] == 1) ? 1.0 : 0.0;
}
if (dLevel != 0)
{
SpecialValues = new double[2] {
dLevel, -dLevel
};
}
break;
case "The BB Squeeze is lower than the level line and Fire is on":
icBBLong.Value = new double[Bars];
icBBShort.Value = new double[Bars];
icFire.Value = new double[Bars];
OscillatorLogic(iFirstBar, iPrvs, adRegr, dLevel, -dLevel, ref icBBLong, ref icBBShort, IndicatorLogic.The_indicator_is_lower_than_the_level_line);
NoDirectionOscillatorLogic(iFirstBar, iPrvs, adFire, 0, ref icFire, IndicatorLogic.The_indicator_is_higher_than_the_level_line);
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
Component[2].Value[iBar] = (icBBLong.Value[iBar] == 1 && icFire.Value[iBar] == 1) ? 1.0 : 0.0;
Component[3].Value[iBar] = (icBBShort.Value[iBar] == 1 && icFire.Value[iBar] == 1) ? 1.0 : 0.0;
}
if (dLevel != 0)
{
SpecialValues = new double[2] {
dLevel, -dLevel
};
}
break;
case "The BB Squeeze is lower than the level line and Fire is off":
icBBLong.Value = new double[Bars];
icBBShort.Value = new double[Bars];
icFire.Value = new double[Bars];
OscillatorLogic(iFirstBar, iPrvs, adRegr, dLevel, -dLevel, ref icBBLong, ref icBBShort, IndicatorLogic.The_indicator_is_lower_than_the_level_line);
NoDirectionOscillatorLogic(iFirstBar, iPrvs, adFire, 0, ref icFire, IndicatorLogic.The_indicator_is_lower_than_the_level_line);
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
Component[2].Value[iBar] = (icBBLong.Value[iBar] == 1 && icFire.Value[iBar] == 1) ? 1.0 : 0.0;
Component[3].Value[iBar] = (icBBShort.Value[iBar] == 1 && icFire.Value[iBar] == 1) ? 1.0 : 0.0;
}
if (dLevel != 0)
{
SpecialValues = new double[2] {
dLevel, -dLevel
};
}
break;
case "The BB Squeeze is higher than the level line":
OscillatorLogic(iFirstBar, iPrvs, adRegr, dLevel, -dLevel, ref Component[2], ref Component[3], IndicatorLogic.The_indicator_is_higher_than_the_level_line);
if (dLevel != 0)
{
SpecialValues = new double[2] {
dLevel, -dLevel
};
}
break;
case "The BB Squeeze is lower than the level line":
OscillatorLogic(iFirstBar, iPrvs, adRegr, dLevel, -dLevel, ref Component[2], ref Component[3], IndicatorLogic.The_indicator_is_lower_than_the_level_line);
if (dLevel != 0)
{
SpecialValues = new double[2] {
dLevel, -dLevel
};
}
break;
case "The BB Squeeze rises and Fire is on":
icBBLong.Value = new double[Bars];
icBBShort.Value = new double[Bars];
icFire.Value = new double[Bars];
OscillatorLogic(iFirstBar, iPrvs, adRegr, dLevel, -dLevel, ref icBBLong, ref icBBShort, IndicatorLogic.The_indicator_rises);
NoDirectionOscillatorLogic(iFirstBar, iPrvs, adFire, 0, ref icFire, IndicatorLogic.The_indicator_is_higher_than_the_level_line);
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
Component[2].Value[iBar] = (icBBLong.Value[iBar] == 1 && icFire.Value[iBar] == 1) ? 1.0 : 0.0;
Component[3].Value[iBar] = (icBBShort.Value[iBar] == 1 && icFire.Value[iBar] == 1) ? 1.0 : 0.0;
}
if (dLevel != 0)
{
SpecialValues = new double[2] {
dLevel, -dLevel
};
}
break;
case "The BB Squeeze rises and Fire is off":
icBBLong.Value = new double[Bars];
icBBShort.Value = new double[Bars];
icFire.Value = new double[Bars];
OscillatorLogic(iFirstBar, iPrvs, adRegr, dLevel, -dLevel, ref icBBLong, ref icBBShort, IndicatorLogic.The_indicator_rises);
NoDirectionOscillatorLogic(iFirstBar, iPrvs, adFire, 0, ref icFire, IndicatorLogic.The_indicator_is_lower_than_the_level_line);
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
Component[2].Value[iBar] = (icBBLong.Value[iBar] == 1 && icFire.Value[iBar] == 1) ? 1.0 : 0.0;
Component[3].Value[iBar] = (icBBShort.Value[iBar] == 1 && icFire.Value[iBar] == 1) ? 1.0 : 0.0;
}
if (dLevel != 0)
{
SpecialValues = new double[2] {
dLevel, -dLevel
};
}
break;
case "The BB Squeeze falls and Fire is on":
icBBLong.Value = new double[Bars];
icBBShort.Value = new double[Bars];
icFire.Value = new double[Bars];
OscillatorLogic(iFirstBar, iPrvs, adRegr, dLevel, -dLevel, ref icBBLong, ref icBBShort, IndicatorLogic.The_indicator_falls);
NoDirectionOscillatorLogic(iFirstBar, iPrvs, adFire, 0, ref icFire, IndicatorLogic.The_indicator_is_higher_than_the_level_line);
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
Component[2].Value[iBar] = (icBBLong.Value[iBar] == 1 && icFire.Value[iBar] == 1) ? 1.0 : 0.0;
Component[3].Value[iBar] = (icBBShort.Value[iBar] == 1 && icFire.Value[iBar] == 1) ? 1.0 : 0.0;
}
if (dLevel != 0)
{
SpecialValues = new double[2] {
dLevel, -dLevel
};
}
break;
case "The BB Squeeze falls and Fire is off":
icBBLong.Value = new double[Bars];
icBBShort.Value = new double[Bars];
icFire.Value = new double[Bars];
OscillatorLogic(iFirstBar, iPrvs, adRegr, dLevel, -dLevel, ref icBBLong, ref icBBShort, IndicatorLogic.The_indicator_falls);
NoDirectionOscillatorLogic(iFirstBar, iPrvs, adFire, 0, ref icFire, IndicatorLogic.The_indicator_is_lower_than_the_level_line);
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
Component[2].Value[iBar] = (icBBLong.Value[iBar] == 1 && icFire.Value[iBar] == 1) ? 1.0 : 0.0;
Component[3].Value[iBar] = (icBBShort.Value[iBar] == 1 && icFire.Value[iBar] == 1) ? 1.0 : 0.0;
}
if (dLevel != 0)
{
SpecialValues = new double[2] {
dLevel, -dLevel
};
}
break;
case "The BB Squeeze rises":
OscillatorLogic(iFirstBar, iPrvs, adRegr, 0, 0, ref Component[2], ref Component[3], IndicatorLogic.The_indicator_rises);
break;
case "The BB Squeeze falls":
OscillatorLogic(iFirstBar, iPrvs, adRegr, 0, 0, ref Component[2], ref Component[3], IndicatorLogic.The_indicator_falls);
break;
case "Fire is on":
NoDirectionOscillatorLogic(iFirstBar, iPrvs, adFire, 0, ref Component[2], IndicatorLogic.The_indicator_is_higher_than_the_level_line);
Component[3].Value = Component[2].Value;
break;
case "Fire is off":
NoDirectionOscillatorLogic(iFirstBar, iPrvs, adFire, 0, ref Component[2], IndicatorLogic.The_indicator_is_lower_than_the_level_line);
Component[3].Value = Component[2].Value;
break;
case "Fire changes from on to off":
NoDirectionOscillatorLogic(iFirstBar, iPrvs, adFire, 0, ref Component[2], IndicatorLogic.The_indicator_crosses_the_level_line_downward);
Component[3].Value = Component[2].Value;
break;
case "Fire changes from off to on":
NoDirectionOscillatorLogic(iFirstBar, iPrvs, adFire, 0, ref Component[2], IndicatorLogic.The_indicator_crosses_the_level_line_upward);
Component[3].Value = Component[2].Value;
break;
case "Draw only, no Entry or Exit signals":
Component[2].DataType = IndComponentType.NotDefined;
Component[2].CompName = "Visual Only";
Component[3].DataType = IndComponentType.NotDefined;
Component[3].CompName = "Visual Only";
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adRegr, 0, 0, ref Component[2], ref Component[3], indLogic);
}
return;
}