public BasicDMIRule(DataBars db,double minusperiod,double plusperiod)
{
minusDmi = new Indicators.MinusDI(db, minusperiod, "minusDmi");
plusDmi = new Indicators.PlusDI(db, plusperiod, "plusDmi");
adx = new Indicators.ADX(db, minusperiod, "adx");
emaadx = Indicators.EMA.Series(adx, 5, "emaadx");
}
/// <summary>
/// Calculation of Average True Range indicators
/// </summary>
/// <param name="ds">data to calculate HT_PHASOR</param>
/// <param name="period">the period</param>
/// <param name="name"></param>
public HT_PHASOR(DataBars ds, string name)
: base(ds, name)
{
int begin = 0, length = 0;
Core.RetCode retCode = Core.RetCode.UnknownErr;
double[] output = new double[ds.Count];
double[] quadrature = new double[ds.Count];
retCode = Core.HtPhasor(0, ds.Count - 1, ds.High.Values, out begin, out length, output, quadrature);
if (retCode != Core.RetCode.Success) return;
//Assign first bar that contains indicator data
DataSeries quadratureSeries= new DataSeries(ds, name + "-quadrature");
if (length <= 0)
FirstValidValue = begin + output.Length + 1;
else
FirstValidValue = begin;
quadratureSeries.FirstValidValue = FirstValidValue;
this.Name = name;
for (int i = begin, j = 0; j < length; i++, j++)
{
quadratureSeries.Values[i] = quadrature[j];
this[i] = output[j];
}
this.Cache.Add(quadratureSeries.Name, quadratureSeries);
}
/// <summary>
/// Calculation of Aroon indicators
/// </summary>
/// <param name="db">data to calculate Aroon</param>
/// <param name="period">period to calculate</param>
/// <param name="name"></param>
public Aroon(DataBars db, double period, string name)
: base(db, name)
{
int begin = 0, length = 0;
Core.RetCode retCode = Core.RetCode.UnknownErr;
double[] outputDown = new double[db.Count];
double[] outputUp = new double[db.Count];
retCode = Core.Aroon(0, db.Count - 1, db.High.Values, db.Low.Values, (int)period, out begin, out length, outputDown, outputUp);
if (retCode != Core.RetCode.Success) return;
//Assign first bar that contains indicator data
if (length <= 0)
FirstValidValue = begin + outputDown.Length + 1;
else
FirstValidValue = begin;
this.Name = name;
DataSeries upValue = new DataSeries(db, name + "-aroon up");
upValue.FirstValidValue = FirstValidValue;
for (int i = begin, j = 0; j < length; i++, j++)
{
this[i] = outputDown[j];
upValue.Values[i] = outputUp[j];
}
this.Cache.Add(upValue.Name,upValue);
}
public KELTNER(DataBars ds, double EmaPeriod, double AtrMult, double AtrPeriod, string name)
: base(ds, name)
{
this.Name = name;
int begin = 0;
DataSeries ema = EMA.Series(ds.Close, EmaPeriod, "ema");
DataSeries atr = ATR.Series(ds, AtrPeriod, "atr");
//DataSeries upperSeries = new DataSeries(ds, name + "-upper");
DataSeries upperSeries = ema + AtrMult * atr;
upperSeries.Name = name + "-upper";
// DataSeries lowerSeries = new DataSeries(ds, name + "-lower");
DataSeries lowerSeries = ema - AtrMult * atr;
lowerSeries.Name = name + "-lower";
FirstValidValue = Math.Max(ema.FirstValidValue, upperSeries.FirstValidValue);
this.Name = name;
upperSeries.FirstValidValue = FirstValidValue;
lowerSeries.FirstValidValue = FirstValidValue;
for (int i = begin, j = 0; j < ema.Count; i++, j++)
{
this[i] = ema[j];
}
//Cache series
this.Cache.Add(upperSeries.Name,upperSeries);
this.Cache.Add(lowerSeries.Name,lowerSeries);
}
public static DataBars GetData(databases.baseDS.priceDataDataTable dataTbl, int startIdx)
{
DataBars bars = new DataBars();
for (int idx = startIdx; idx < dataTbl.Count; idx++)
{
bars.Add((double)dataTbl[idx].openPrice, (double)dataTbl[idx].highPrice,
(double)dataTbl[idx].lowPrice, (double)dataTbl[idx].closePrice,
(double)dataTbl[idx].volume, dataTbl[idx].onDate.ToOADate());
}
return bars;
}
public static Fibonnanci Series(DataBars ds, double period, string name)
{
//Build description
string description = "(" + name + "," + period.ToString() + ")";
//See if it exists in the cache
object obj = ds.Cache.Find(description);
if (obj != null) return (Fibonnanci)obj;
Fibonnanci indicator = new Fibonnanci(ds, period, description);
ds.Cache.Add(description, indicator);
return indicator;
}
public static KELTNER Series(DataBars ds, double EmaPeriod, double AtrMult, double AtrPeriod, string name)
{
//Build description
string description = "(" + name + "," + EmaPeriod.ToString() + "," + AtrMult.ToString() + "," + AtrPeriod.ToString() + ")";
//See if it exists in the cache
object obj = ds.Cache.Find(description);
if (obj != null) return (KELTNER)obj;
KELTNER indicator = new KELTNER(ds, EmaPeriod, AtrMult, AtrPeriod, description);
ds.Cache.Add(description,indicator);
return indicator;
}
/// <summary>
/// Static method to create Doji DataSeries
/// </summary>
/// <param name="ds"></param>
/// <param name="period"></param>
/// <param name="name"></param>
/// <returns></returns>
public static CDLDoji Series(DataBars ds, string name)
{
//Build description
string description = "(" + name + ")";
//See if it exists in the cache
object obj = ds.Cache.Find(description);
if (obj != null) return (CDLDoji)obj;
//Create Doji, cache it, return it
CDLDoji doji = new CDLDoji(ds, description);
ds.Cache.Add(description, doji);
return doji;
}
/// <summary>
/// Static method to create AD DataSeries
/// </summary>
/// <param name="ds"></param>
/// <param name="period"></param>
/// <param name="name"></param>
/// <returns></returns>
public static AD Series(DataBars ds, string name)
{
//Build description
string description = "(" + name + ")";
//See if it exists in the cache
object obj = ds.Cache.Find(description);
if (obj != null) return (AD)obj;
//Create AD, cache it, return it
AD ad = new AD(ds, description);
ds.Cache.Add(description, ad);
return ad;
}
/// <summary>
/// Static method to create HT_PHASOR DataSeries
/// </summary>
/// <param name="ds"></param>
/// <param name="period"></param>
/// <param name="name"></param>
/// <returns></returns>
public static HT_PHASOR Series(DataBars ds, string name)
{
//Build description
string description = "(" + name + ")";
//See if it exists in the cache
object obj = ds.Cache.Find(description);
if (obj != null) return (HT_PHASOR)obj;
//Create indicator, cache it, return it
HT_PHASOR indicator = new HT_PHASOR(ds, description);
ds.Cache.Add(description, indicator);
return indicator;
}
public HybridTestRules(DataBars db, double atrperiod, double shortperiod, double longperiod)
{
rules = new Rule[3];
rules[0] = new TwoSMARule(db.Close, shortperiod, longperiod);
rules[1] = new BasicATRRule(db, atrperiod, "atr");
rules[2] = new BasicMACDRule(db.Close, 12, 26, 9);
adxTrend = new ADXMarketTrend(db, 14);
//Kiem tra volume
volumeRule = new PriceTwoSMARule(db.Volume, 10, 30);
data = db;
Volume_Filter = 50000;
}
/// <summary>
/// Static method to create SAR DataSeries
/// </summary>
/// <param name="ds"></param>
/// <param name="period"></param>
/// <param name="name"></param>
/// <returns></returns>
public static SAR Series(DataBars ds, double optInAcceleration, double optLnMaximum, string name)
{
//Build description
string description = "(" + name + "," + optInAcceleration.ToString() + "," + optLnMaximum.ToString() + ")";
//See if it exists in the cache
object obj = ds.Cache.Find(description);
if (obj != null) return (SAR)obj;
//Create indicator, cache it, return it
SAR indicator = new SAR(ds, optInAcceleration,optLnMaximum, description);
ds.Cache.Add(description, indicator);
return indicator;
}
/// <summary>
/// Static method to create Arron DataSeries
/// </summary>
/// <param name="ds"></param>
/// <param name="period"></param>
/// <param name="name"></param>
/// <returns></returns>
public static CCI Series(DataBars ds, double period, string name)
{
//Build description
string description = "(" + name + "," + period.ToString() + ")";
//See if it exists in the cache
object obj = ds.Cache.Find(description);
if (obj != null) return (CCI)obj;
//Create CCI, cache it, return it
CCI cci = new CCI(ds, period, description);
ds.Cache.Add(description, cci);
return cci;
}
/// <summary>
/// Static method to create WILLR DataSeries
/// </summary>
/// <param name="ds"></param>
/// <param name="period"></param>
/// <param name="name"></param>
/// <returns></returns>
public static WILLR Series(DataBars ds, double period, string name)
{
//Build description
string description = "(" + name + period.ToString() + ")";
//See if it exists in the cache
object obj = ds.Cache.Find(description);
if (obj != null) return (WILLR)obj;
//Create indicator, cache it, return it
WILLR indicator = new WILLR(ds, period, description);
ds.Cache.Add(description, indicator);
return indicator;
}
/// <summary>
/// Static method to create Arron DataSeries
/// </summary>
/// <param name="ds"></param>
/// <param name="period"></param>
/// <param name="name"></param>
/// <returns></returns>
public static Aroon Series(DataBars ds, double period, string name)
{
//Build description
string description = "(" + name + "," + period.ToString() + ")";
//See if it exists in the cache
object obj = ds.Cache.Find(description);
if (obj != null) return (Aroon)obj;
//Create Aroon, cache it, return it
Aroon aroon = new Aroon(ds, period, description);
ds.Cache.Add(description, aroon);
return aroon;
}
public Fibonnanci(DataBars ds, double period, string name)
: base(ds, name)
{
this.Name = name;
//138.2%, 161.8%, 200% and 261.8%
DataSeries min = Indicators.MIN.Series(ds.Low, period, "min");
DataSeries fibo100 = Indicators.MAX.Series(ds.High, period, "max");
DataSeries fibo23pc = new DataSeries(min, "fibo 23pc");
DataSeries fibo38pc = new DataSeries(min, "fibo 38pc");
DataSeries fibo50pc = new DataSeries(min, "fibo 50pc");
DataSeries fibo62pc = new DataSeries(min, "fibo 62pc");
DataSeries fibo138pc = new DataSeries(min, "fibo 138pc");
fibo23pc.Name = name + "-fibo 23pc";
fibo38pc.Name = name + "-fibo 38pc";
fibo50pc.Name = name + "-fibo 50pc";
fibo62pc.Name = name + "-fibo 62pc";
fibo138pc.Name = name + "-fibo 138pc";
fibo100.Name = name + "-fibo100";
FirstValidValue = (int)Math.Max(0,min.Count-period-1);;
fibo100.FirstValidValue=FirstValidValue;
fibo23pc.FirstValidValue = FirstValidValue;
fibo38pc.FirstValidValue=FirstValidValue;
fibo50pc.FirstValidValue = FirstValidValue;
fibo62pc.FirstValidValue = FirstValidValue;
fibo138pc.FirstValidValue = FirstValidValue;
this.Name = name;
for (int i = FirstValidValue; i < min.Count; i++)
{
this[i] = min[min.Count - 1];
fibo100[i] = fibo100[fibo100.Count - 1];
fibo23pc[i] = min[min.Count - 1] + (fibo100[fibo100.Count - 1] - min[min.Count - 1]) * 23.6 / 100;
fibo38pc[i] = min[min.Count - 1] + (fibo100[fibo100.Count - 1] - min[min.Count - 1])*38.2/100;
fibo50pc[i] = min[min.Count - 1] + (fibo100[fibo100.Count - 1] - min[min.Count - 1]) * 50 / 100;
fibo62pc[i] = min[min.Count - 1] + (fibo100[fibo100.Count - 1] - min[min.Count - 1]) * 61.8 / 100;
fibo138pc[i] = min[min.Count - 1] + (fibo100[fibo100.Count - 1] - min[min.Count - 1]) * 138.2 / 100;
}
this.Cache.Add(fibo100.Name, fibo100);
this.Cache.Add(fibo23pc.Name, fibo38pc);
this.Cache.Add(fibo38pc.Name, fibo38pc);
this.Cache.Add(fibo50pc.Name, fibo50pc);
this.Cache.Add(fibo62pc.Name, fibo62pc);
this.Cache.Add(fibo138pc.Name, fibo138pc);
}
/// <summary>
/// Calculation of Balance of Power indicators
/// </summary>
/// <param name="db">data to calculate Bop</param>
/// <param name="name"></param>
public Bop(DataBars db, string name): base(db, name)
{
int begin = 0, length = 0;
Core.RetCode retCode = Core.RetCode.UnknownErr;
double[] output = new double[db.Count];
retCode = Core.Bop(0, db.Count - 1, db.Open.Values,db.High.Values, db.Low.Values, db.Close.Values, out begin, out length, output);
if (retCode != Core.RetCode.Success) return;
//Assign first bar that contains indicator data
if (length <= 0)
FirstValidValue = begin + output.Length + 1;
else
FirstValidValue = begin;
this.Name = name;
for (int i = begin, j = 0; j < length; i++, j++) this[i] = output[j];
}
public DataBars(DataBars ds, string _name)
{
Open = new DataSeries(ds.Open, _name);
High = new DataSeries(ds.High, _name);
Low = new DataSeries(ds.Low, _name);
Close = new DataSeries(ds.Close, _name);
Volume = new DataSeries(ds.Volume, _name);
}
public static DataBars operator <<(DataBars ds, int n)
{
DataBars retVal = new DataBars();
retVal.Open = ds.Open << n;
retVal.High = ds.High << n;
retVal.Low = ds.Low << n;
retVal.Close = ds.Close << n;
retVal.Volume = ds.Volume << n;
retVal.DateTime = ds.DateTime << n;
return retVal;
}
public SMAATRRules(DataBars db, double atrperiod, double shortperiod, double longperiod)
{
rules = new Rule[2];
rules[0] = new TwoSMARule(db.Close, shortperiod, longperiod);
rules[1] = new BasicATRRule(db, atrperiod, "atr");
}
public static DataBars operator -(DataBars d1, DataBars d2)
{
DataBars retVal = new DataBars();
retVal.Open = d1.Open - d2.Open;
retVal.High = d1.High - d2.High;
retVal.Low = d1.Low - d2.Low;
retVal.Close = d1.Close - d2.Close;
retVal.Volume = d1.Volume - d2.Volume;
return retVal;
}
public SARATRRules(DataBars db, double atrperiod, double optInAcc,double optLnMax)
{
rules = new Rule[2];
rules[0] = new BasicSARRule(db, optInAcc, optLnMax);
rules[1] = new BasicATRRule(db, atrperiod, "atr");
}
public MACDHistATRRules(DataBars db, double atrperiod, double fast, double slow,double signal)
{
rules = new Rule[2];
rules[0] = new MACD_HistogramRule(db.Close, fast, slow,signal);
rules[1] = new BasicATRRule(db, atrperiod, "atr");
}
public static DataBars operator /(DataBars bar, int d)
{
if (d == 0) return bar;
DataBars retVal = new DataBars();
retVal.Open = bar.Open / d;
retVal.High = bar.High / d;
retVal.Low = bar.Low / d;
retVal.Close = bar.Close / d;
retVal.Volume = bar.Volume / d;
return retVal;
}
/// <summary>
/// Static method to create ADOSC DataSeries
/// </summary>
/// <param name="ds"></param>
/// <param name="fastPeriod"></param>
/// <param name="slowPeriod"></param>
/// <param name="name"></param>
/// <returns></returns>
public static ADOSC Series(DataBars ds, double fastPeriod, double slowPeriod, string name)
{
//Build description
string description = "(" + name + "," + fastPeriod.ToString() + "," + slowPeriod.ToString() + ")";
//See if it exists in the cache
object obj = ds.Cache.Find(description);
if (obj != null) return (ADOSC)obj;
//Create ADOSC, cache it, return it
ADOSC adosc = new ADOSC(ds, fastPeriod, slowPeriod, description);
ds.Cache.Add(description, adosc);
return adosc;
}
/// <summary>
/// Calculation of Chaikin A/D Oscillator indicators
/// </summary>
/// <param name="db">data to calculate AD</param>
/// <param name="name"></param>
public ADOSC(DataBars db, double fastPeriod, double slowPeriod, string name)
: base(db, name)
{
int begin = 0, length = 0;
Core.RetCode retCode = Core.RetCode.UnknownErr;
double[] output = new double[db.Count];
retCode = Core.AdOsc(0, db.Count - 1, db.High.Values, db.Low.Values, db.Close.Values, db.Volume.Values, (int)fastPeriod, (int)slowPeriod, out begin, out length, output);
if (retCode != Core.RetCode.Success) return;
//Assign first bar that contains indicator data
FirstValidValue = begin;
this.Name = name;
for (int i = begin, j = 0; j < length; i++, j++) this[i] = output[j];
}
public static CDLBELTHOLD Series(DataBars ds, string name)
{
//Build description
string description = "(" + name + ")";
//See if it exists in the cache
object obj = ds.Cache.Find(description);
if (obj != null) return (CDLBELTHOLD)obj;
//Create Doji, cache it, return it
CDLBELTHOLD indicator = new CDLBELTHOLD(ds, description);
ds.Cache.Add(description, indicator);
return indicator;
}
public CDLABANDONEDBABY(DataBars db,double optInPenetration, string name)
: base(db, name)
{
int begin = 0, length = 0;
Core.RetCode retCode = Core.RetCode.UnknownErr;
int[] output = new int[db.Count];
retCode = Core.CdlAbandonedBaby(0, db.Count - 1, db.Open.Values, db.High.Values, db.Low.Values, db.Close.Values,optInPenetration, out begin, out length, output);
if (retCode != Core.RetCode.Success) return;
//Assign first bar that contains indicator data
if (length <= 0)
FirstValidValue = begin + output.Length + 1;
else
FirstValidValue = begin;
this.Name = name;
for (int i = begin, j = 0; j < length; i++, j++) this[i] = output[j];
}
public static CDLABANDONEDBABY Series(DataBars ds,double optInPenetration, string name)
{
//Build description
string description = "(" + name + ")";
//See if it exists in the cache
object obj = ds.Cache.Find(description);
if (obj != null) return (CDLABANDONEDBABY)obj;
//Create Doji, cache it, return it
CDLABANDONEDBABY indicator = new CDLABANDONEDBABY(ds,optInPenetration, description);
ds.Cache.Add(description, indicator);
return indicator;
}
public static DataBars operator >>(DataBars ds, int n)
{
DataBars retVal = new DataBars();
retVal.Open = ds.Open >> n;
retVal.High = ds.High >> n;
retVal.Low = ds.Low >> n;
retVal.Close = ds.Close >> n;
retVal.Volume = ds.Volume >> n;
retVal.DateTime = ds.DateTime >> n;
return retVal;
}
