/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Calculation
double[] adOpenPrice = new double[Bars];
for (int iBar = 1; iBar < Bars; iBar++)
{
if (Time[iBar - 1].Day != Time[iBar].Day)
{
adOpenPrice[iBar] = Open[iBar];
}
}
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp();
Component[0].CompName = "Opening price of the day";
Component[0].DataType = IndComponentType.OpenPrice;
Component[0].ChartType = IndChartType.NoChart;
Component[0].FirstBar = 2;
Component[0].Value = adOpenPrice;
return;
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Calculation
const int firstBar = 2;
var insideBAr = new double[Bars];
for (int bar = 2; bar < Bars; bar++)
{
insideBAr[bar] = ((High[bar - 1] < High[bar - 2]) && (Low[bar - 1] > Low[bar - 2])) ? 1 : 0;
}
// Saving the components
Component = new IndicatorComp[2];
Component[0] = new IndicatorComp
{
CompName = "Allow long entry",
DataType = IndComponentType.AllowOpenLong,
ChartType = IndChartType.NoChart,
FirstBar = firstBar,
Value = insideBAr
};
Component[1] = new IndicatorComp
{
CompName = "Allow short entry",
DataType = IndComponentType.AllowOpenShort,
ChartType = IndChartType.NoChart,
FirstBar = firstBar,
Value = insideBAr
};
}
/// <summary>
/// Calculates the indicator's components.
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
int iPercent = (int)IndParam.NumParam[0].Value;
// Calculation
int iFirstBar = 1;
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp();
Component[0].CompName = "Stop to a transferred position";
Component[0].DataType = IndComponentType.Other;
Component[0].ShowInDynInfo = false;
Component[0].FirstBar = iFirstBar;
Component[0].Value = new double[Bars];
// The program calculates the Account Percent Stop during the backtest.
// It depends on the account value at the moment of the transaction.
//
// double dDeltaMoney = iPercent * MoneyBalance(iBar) / (100 * iLots);
// double dDeltaStop = Math.Max(MoneyToPips(dDeltaMoney, iBar), 5) * Point;
// double dStop = FormOrdPrice + dDeltaStop;
return;
}
private void CalculateForBacktester()
{
// Calculation
var adClosePrice = new double[Bars];
for (int bar = 1; bar < Bars; bar++)
{
if (Time[bar - 1].Day != Time[bar].Day)
{
adClosePrice[bar - 1] = Close[bar - 1];
}
}
// Check the last bar
TimeSpan tsBarClosing = Time[Bars - 1].TimeOfDay.Add(new TimeSpan(0, (int)Period, 0));
var tsDayClosing = new TimeSpan(24, 0, 0);
if (tsBarClosing == tsDayClosing)
{
adClosePrice[Bars - 1] = Close[Bars - 1];
}
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp
{
CompName = "Closing price of the day",
DataType = IndComponentType.ClosePrice,
ChartType = IndChartType.NoChart,
FirstBar = 2,
Value = adClosePrice
};
}
public Indicator()
{
IndParam = new IndicatorParam();
IndicatorName = string.Empty;
PossibleSlots = SlotTypes.NotDefined;
SlotType = SlotTypes.NotDefined;
SeparatedChart = false;
SeparatedChartMinValue = double.MaxValue;
SeparatedChartMaxValue = double.MinValue;
SpecialValues = new double[0];
IsDiscreteValues = false;
CustomIndicator = false;
IsBacktester = true;
IsGeneratable = true;
WarningMessage = string.Empty;
AllowClosingFilters = false;
IndicatorAuthor = "Forex Software Ltd";
IndicatorVersion = "1.0";
IndicatorDescription = "Bundled in FSB distribution.";
ExitFilterShortDescription = "Not defined";
EntryFilterShortDescription = "Not defined";
ExitFilterLongDescription = "Not defined";
EntryFilterLongDescription = "Not defined";
ExitPointShortDescription = "Not defined";
ExitPointLongDescription = "Not defined";
EntryPointShortDescription = "Not defined";
EntryPointLongDescription = "Not defined";
Component = new IndicatorComp[] {};
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
var entryHour = (int)IndParam.NumParam[0].Value;
var entryMinute = (int)IndParam.NumParam[1].Value;
var entryTime = new TimeSpan(entryHour, entryMinute, 0);
// Calculation
const int firstBar = 1;
var signal = new double[Bars];
// Calculation of the logic
for (int bar = firstBar; bar < Bars; bar++)
{
signal[bar] = Time[bar].TimeOfDay == entryTime ? Open[bar] : 0;
}
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp
{
CompName = "Entry hour",
DataType = IndComponentType.OpenPrice,
ChartType = IndChartType.NoChart,
ShowInDynInfo = false,
FirstBar = firstBar,
Value = signal
};
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
if (!IsBacktester)
{
// FST sends the N bars for exit to the expert. Expert watches the position and closes it.
return;
}
var nExit = (int)IndParam.NumParam[0].Value;
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp
{
CompName = "N Bars Exit (" + nExit.ToString(CultureInfo.InvariantCulture) + ")",
DataType = IndComponentType.ForceClose,
ChartType = IndChartType.NoChart,
ShowInDynInfo = true,
FirstBar = 1,
Value = new double[Bars]
};
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Calculation
var adOpenPrice = new double[Bars];
for (int iBar = 1; iBar < Bars; iBar++)
{
if (Time[iBar - 1].Day != Time[iBar].Day)
{
adOpenPrice[iBar] = Open[iBar];
}
}
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp
{
CompName = "Opening price of the day",
DataType = IndComponentType.OpenPrice,
ChartType = IndChartType.NoChart,
FirstBar = 2,
Value = adOpenPrice
};
}
/// <summary>
/// Calculates the indicator's components.
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
int iPercent = (int)IndParam.NumParam[0].Value;
// Calculation
int iFirstBar = 1;
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp();
Component[0].CompName = "Stop to a transferred position";
Component[0].DataType = IndComponentType.Other;
Component[0].ShowInDynInfo = false;
Component[0].FirstBar = iFirstBar;
Component[0].Value = new double[Bars];
// The program calculates the Account Percent Stop during the backtest.
// It depends on the account value at the moment of the transaction.
//
// double dDeltaMoney = iPercent * MoneyBalance(iBar) / (100 * iLots);
// double dDeltaStop = Math.Max(MoneyToPips(dDeltaMoney, iBar), 5) * Point;
// double dStop = FormOrdPrice + dDeltaStop;
return;
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
var dowFromDay = (DayOfWeek)IndParam.ListParam[1].Index;
var dowUntilDay = (DayOfWeek)IndParam.ListParam[2].Index;
// Calculation
const int firstBar = 1;
var adBars = new double[Bars];
// Calculation of the logic
for (int iBar = firstBar; iBar < Bars; iBar++)
{
if (dowFromDay < dowUntilDay)
{
adBars[iBar] = Time[iBar].DayOfWeek >= dowFromDay &&
Time[iBar].DayOfWeek < dowUntilDay
? 1
: 0;
}
else if (dowFromDay > dowUntilDay)
{
adBars[iBar] = Time[iBar].DayOfWeek >= dowFromDay ||
Time[iBar].DayOfWeek < dowUntilDay
? 1
: 0;
}
else
{
adBars[iBar] = 1;
}
}
// Saving the components
Component = new IndicatorComp[2];
Component[0] = new IndicatorComp
{
CompName = "Allow long entry",
DataType = IndComponentType.AllowOpenLong,
ChartType = IndChartType.NoChart,
ShowInDynInfo = false,
FirstBar = firstBar,
Value = adBars
};
Component[1] = new IndicatorComp
{
CompName = "Allow short entry",
DataType = IndComponentType.AllowOpenShort,
ChartType = IndChartType.NoChart,
ShowInDynInfo = false,
FirstBar = firstBar,
Value = adBars
};
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
var fromHour = (int)IndParam.NumParam[0].Value;
var fromMin = (int)IndParam.NumParam[1].Value;
var untilHour = (int)IndParam.NumParam[2].Value;
var untilMin = (int)IndParam.NumParam[3].Value;
var fromTime = new TimeSpan(fromHour, fromMin, 0);
var untilTime = new TimeSpan(untilHour, untilMin, 0);
// Calculation
int firstBar = 2;
var signal = new double[Bars];
// Calculation of the logic
for (int bar = firstBar; bar < Bars; bar++)
{
if (fromTime < untilTime)
{
signal[bar] = Time[bar].TimeOfDay >= fromTime && Time[bar].TimeOfDay < untilTime ? 1 : 0;
}
else if (fromTime > untilTime)
{
signal[bar] = Time[bar].TimeOfDay >= fromTime || Time[bar].TimeOfDay < untilTime ? 1 : 0;
}
else
{
signal[bar] = 1;
}
}
// Saving the components
Component = new IndicatorComp[2];
Component[0] = new IndicatorComp
{
CompName = "Is long entry allowed",
DataType = IndComponentType.AllowOpenLong,
ChartType = IndChartType.NoChart,
ShowInDynInfo = false,
FirstBar = firstBar,
Value = signal
};
Component[1] = new IndicatorComp
{
CompName = "Is short entry allowed",
DataType = IndComponentType.AllowOpenShort,
ChartType = IndChartType.NoChart,
ShowInDynInfo = false,
FirstBar = firstBar,
Value = signal
};
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
var maMethod = (MAMethod)IndParam.ListParam[1].Index;
var period = (int)IndParam.NumParam[0].Value;
var multipl = (int)IndParam.NumParam[1].Value;
int prev = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int firstBar = period + 2;
var atr = new double[Bars];
for (int bar = 1; bar < Bars; bar++)
{
atr[bar] = Math.Max(High[bar], Close[bar - 1]) - Math.Min(Low[bar], Close[bar - 1]);
}
atr = MovingAverage(period, 0, maMethod, atr);
var atrStop = new double[Bars];
double pip = (Digits == 5 || Digits == 3) ? 10 * Point : Point;
double minStop = 5 * pip;
for (int bar = firstBar; bar < Bars - prev; bar++)
{
atrStop[bar + prev] = Math.Max(atr[bar] * multipl, minStop);
}
// Saving the components
Component = new IndicatorComp[2];
Component[0] = new IndicatorComp
{
CompName = "ATR Stop margin",
DataType = IndComponentType.IndicatorValue,
FirstBar = firstBar,
ShowInDynInfo = false,
Value = atrStop
};
Component[1] = new IndicatorComp
{
CompName = "ATR Stop for the transferred position",
DataType = IndComponentType.Other,
ShowInDynInfo = false,
FirstBar = firstBar,
Value = new double[Bars]
};
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
var exitHour = (int)IndParam.NumParam[0].Value;
var tsExitHour = new TimeSpan(exitHour, 0, 0);
// Calculation
const int firstBar = 1;
var adBars = new double[Bars];
// Calculation of the logic
for (int bar = firstBar; bar < Bars; bar++)
{
if (Time[bar - 1].DayOfYear == Time[bar].DayOfYear &&
Time[bar - 1].TimeOfDay < tsExitHour &&
Time[bar].TimeOfDay >= tsExitHour)
{
adBars[bar - 1] = Close[bar - 1];
}
else if (Time[bar - 1].DayOfYear != Time[bar].DayOfYear &&
Time[bar - 1].TimeOfDay < tsExitHour)
{
adBars[bar - 1] = Close[bar - 1];
}
else
{
adBars[bar] = 0;
}
}
// Check the last bar
if (Time[Bars - 1].TimeOfDay.Add(new TimeSpan(0, (int)Period, 0)) == tsExitHour)
{
adBars[Bars - 1] = Close[Bars - 1];
}
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp
{
CompName = "Exit hour",
DataType = IndComponentType.ClosePrice,
ChartType = IndChartType.NoChart,
ShowInDynInfo = false,
FirstBar = firstBar,
Value = adBars
};
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp();
Component[0].CompName = "Trailing Stop for a transferred position";
Component[0].DataType = IndComponentType.Other;
Component[0].ShowInDynInfo = false;
Component[0].FirstBar = 1;
Component[0].Value = new double[Bars];
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp();
Component[0].CompName = "Closing price of the bar";
Component[0].DataType = (IndParam.SlotType == SlotTypes.Open) ? IndComponentType.OpenPrice : IndComponentType.ClosePrice;
Component[0].ChartType = IndChartType.NoChart;
Component[0].FirstBar = 2;
Component[0].Value = Close;
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp();
Component[0].CompName = "Opening price of the bar";
Component[0].DataType = IndComponentType.OpenPrice;
Component[0].ChartType = IndChartType.NoChart;
Component[0].FirstBar = 2;
Component[0].Value = Open;
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp();
Component[0].CompName = "Closing price of the bar";
Component[0].DataType = (IndParam.SlotType == SlotTypes.Open) ? IndComponentType.OpenPrice : IndComponentType.ClosePrice;
Component[0].ChartType = IndChartType.NoChart;
Component[0].FirstBar = 2;
Component[0].Value = Close;
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp();
Component[0].CompName = "Trailing Stop for the transferred position";
Component[0].DataType = IndComponentType.Other;
Component[0].ShowInDynInfo = false;
Component[0].FirstBar = 1;
Component[0].Value = new double[Bars];
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp();
Component[0].CompName = "Opening price of the bar";
Component[0].DataType = IndComponentType.OpenPrice;
Component[0].ChartType = IndChartType.NoChart;
Component[0].FirstBar = 2;
Component[0].Value = Open;
return;
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
int iFromDay = (int)IndParam.NumParam[0].Value;
int iUntilDay = (int)IndParam.NumParam[1].Value;
// Calculation
int iFirstBar = 1;
double[] adBars = new double[Bars];
// Calculation of the logic
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
if (iFromDay < iUntilDay)
{
adBars[iBar] = Time[iBar].Day >= iFromDay && Time[iBar].Day < iUntilDay ? 1 : 0;
}
else if (iFromDay > iUntilDay)
{
adBars[iBar] = Time[iBar].Day >= iFromDay || Time[iBar].Day < iUntilDay ? 1 : 0;
}
else
{
adBars[iBar] = 1;
}
}
// Saving the components
Component = new IndicatorComp[2];
Component[0] = new IndicatorComp();
Component[0].CompName = "Allow long entry";
Component[0].DataType = IndComponentType.AllowOpenLong;
Component[0].ChartType = IndChartType.NoChart;
Component[0].ShowInDynInfo = false;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adBars;
Component[1] = new IndicatorComp();
Component[1].CompName = "Allow short entry";
Component[1].DataType = IndComponentType.AllowOpenShort;
Component[1].ChartType = IndChartType.NoChart;
Component[1].ShowInDynInfo = false;
Component[1].FirstBar = iFirstBar;
Component[1].Value = adBars;
}
/// <summary>
/// The default constructor.
/// </summary>
public IndicatorSlot()
{
SlotNumber = 0;
SlotType = SlotTypes.NotDefined;
LogicalGroup = "";
IsDefined = false;
SlotStatus = StrategySlotStatus.Open;
IndicatorName = "Not defined";
IndParam = new IndicatorParam();
SeparatedChart = false;
Component = new IndicatorComp[] {};
SpecValue = new double[] {};
MinValue = double.MaxValue;
MaxValue = double.MinValue;
}
/// <summary>
/// The default constructor.
/// </summary>
public IndicatorSlot()
{
SlotNumber = 0;
SlotType = SlotTypes.NotDefined;
LogicalGroup = "";
IsDefined = false;
SlotStatus = StrategySlotStatus.Open;
IndicatorName = "Not defined";
IndParam = new IndicatorParam();
SeparatedChart = false;
Component = new IndicatorComp[] {};
SpecValue = new double[] {};
MinValue = double.MaxValue;
MaxValue = double.MinValue;
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp
{
CompName = "Opening price of the bar",
DataType = IndComponentType.OpenPrice,
ChartType = IndChartType.NoChart,
FirstBar = 2,
Value = Open
};
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp
{
CompName = "Close Price",
DataType = (IndParam.SlotType == SlotTypes.Open) ? IndComponentType.OpenPrice : IndComponentType.ClosePrice,
ChartType = IndChartType.NoChart,
FirstBar = 2,
Value = Close
};
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp
{
CompName = "Trailing Stop for a transferred position",
DataType = IndComponentType.Other,
ShowInDynInfo = false,
FirstBar = 1,
Value = new double[Bars]
};
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
int hour = (int)IndParam.NumParam[0].Value;
int minute = (int)IndParam.NumParam[1].Value;
// Calculation
const int firstBar = 2;
double[] signal = new double[Bars];
// Calculation of the logic
for (int bar = firstBar; bar < Bars; bar++)
{
DateTime closeTime = Time[bar].AddMinutes((int)Period);
if (closeTime.Hour == hour && closeTime.Minute == minute)
{
signal[bar] = 1;
}
}
// Saving the components
Component = new IndicatorComp[2];
Component[0] = new IndicatorComp
{
CompName = "Close out long position",
DataType = IndComponentType.ForceCloseLong,
ChartType = IndChartType.NoChart,
ShowInDynInfo = true,
FirstBar = firstBar,
Value = signal
};
Component[1] = new IndicatorComp
{
CompName = "Close out short position",
DataType = IndComponentType.ForceCloseShort,
ChartType = IndChartType.NoChart,
ShowInDynInfo = true,
FirstBar = firstBar,
Value = signal
};
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Saving the components
Component = new IndicatorComp[2];
Component[0] = new IndicatorComp
{
CompName = "Is long entry allowed",
DataType = IndComponentType.AllowOpenLong,
ChartType = IndChartType.NoChart,
FirstBar = 0,
Value = new double[Bars]
};
Component[1] = new IndicatorComp
{
CompName = "Is short entry allowed",
DataType = IndComponentType.AllowOpenShort,
ChartType = IndChartType.NoChart,
FirstBar = 0,
Value = new double[Bars]
};
// Calculation of the logic
switch (IndParam.ListParam[0].Text)
{
case "Open long positions only":
for (int i = 0; i < Bars; i++)
{
Component[0].Value[i] = 1;
Component[1].Value[i] = 0;
}
break;
case "Open short positions only":
for (int i = 0; i < Bars; i++)
{
Component[0].Value[i] = 0;
Component[1].Value[i] = 1;
}
break;
}
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Saving the components
Component = new IndicatorComp[2];
Component[0] = new IndicatorComp();
Component[0].CompName = "Is long entry allowed";
Component[0].DataType = IndComponentType.AllowOpenLong;
Component[0].ChartType = IndChartType.NoChart;
Component[0].FirstBar = 0;
Component[0].Value = new double[Bars];
Component[1] = new IndicatorComp();
Component[1].CompName = "Is short entry allowed";
Component[1].DataType = IndComponentType.AllowOpenShort;
Component[1].ChartType = IndChartType.NoChart;
Component[1].FirstBar = 0;
Component[1].Value = new double[Bars];
// Calculation of the logic
switch (IndParam.ListParam[0].Text)
{
case "Open long positions only":
for (int i = 0; i < Bars; i++)
{
Component[0].Value[i] = 1;
Component[1].Value[i] = 0;
}
break;
case "Open short positions only":
for (int i = 0; i < Bars; i++)
{
Component[0].Value[i] = 0;
Component[1].Value[i] = 1;
}
break;
default:
break;
}
return;
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Calculation
const int firstBar = 1;
var adBars = new double[Bars];
// Calculation of the logic
for (int bar = 0; bar < Bars - 1; bar++)
{
if (Time[bar].DayOfWeek > DayOfWeek.Wednesday &&
Time[bar + 1].DayOfWeek < DayOfWeek.Wednesday)
{
adBars[bar] = Close[bar];
}
else
{
adBars[bar] = 0;
}
}
// Check the last bar
TimeSpan tsBarClosing = Time[Bars - 1].TimeOfDay.Add(new TimeSpan(0, (int)Period, 0));
var tsDayClosing = new TimeSpan(24, 0, 0);
if (Time[Bars - 1].DayOfWeek == DayOfWeek.Friday && tsBarClosing == tsDayClosing)
{
adBars[Bars - 1] = Close[Bars - 1];
}
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp
{
CompName = "Week Closing",
DataType = IndComponentType.ClosePrice,
ChartType = IndChartType.NoChart,
ShowInDynInfo = false,
FirstBar = firstBar,
Value = adBars
};
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Saving the components
Component = new IndicatorComp[2];
Component[0] = new IndicatorComp();
Component[0].CompName = "Is long entry allowed";
Component[0].DataType = IndComponentType.AllowOpenLong;
Component[0].ChartType = IndChartType.NoChart;
Component[0].FirstBar = 0;
Component[0].Value = new double[Bars];
Component[1] = new IndicatorComp();
Component[1].CompName = "Is short entry allowed";
Component[1].DataType = IndComponentType.AllowOpenShort;
Component[1].ChartType = IndChartType.NoChart;
Component[1].FirstBar = 0;
Component[1].Value = new double[Bars];
// Calculation of the logic
switch (IndParam.ListParam[0].Text)
{
case "Open long positions only":
for (int i = 0; i < Bars; i++)
{
Component[0].Value[i] = 1;
Component[1].Value[i] = 0;
}
break;
case "Open short positions only":
for (int i = 0; i < Bars; i++)
{
Component[0].Value[i] = 0;
Component[1].Value[i] = 1;
}
break;
default:
break;
}
return;
}
private void CalculateForBacktester()
{
IndParam.ExecutionTime = ExecutionTime.AtBarClosing;
// Calculation
var adClosePrice = new double[Bars];
// Calculation of the logic
for (int bar = 0; bar < Bars - 1; bar++)
{
if (Time[bar].DayOfWeek > DayOfWeek.Wednesday &&
Time[bar + 1].DayOfWeek < DayOfWeek.Wednesday)
{
adClosePrice[bar] = Close[bar];
}
else
{
adClosePrice[bar] = 0;
}
}
// Check the last bar
TimeSpan tsBarClosing = Time[Bars - 1].TimeOfDay.Add(new TimeSpan(0, (int)Period, 0));
var tsDayClosing = new TimeSpan(24, 0, 0);
if (Time[Bars - 1].DayOfWeek == DayOfWeek.Friday && tsBarClosing == tsDayClosing)
{
adClosePrice[Bars - 1] = Close[Bars - 1];
}
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp
{
CompName = "Week Closing",
DataType = IndComponentType.ClosePrice,
ChartType = IndChartType.NoChart,
ShowInDynInfo = false,
FirstBar = 2,
Value = adClosePrice
};
}
/// <summary>
/// Calculates the indicator's components.
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
int percent = (int)IndParam.NumParam[0].Value;
// Calculation
int firstBar = 1;
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp();
Component[0].CompName = "Stop to a transferred position";
Component[0].DataType = IndComponentType.Other;
Component[0].ShowInDynInfo = false;
Component[0].FirstBar = firstBar;
Component[0].Value = new double[Bars];
return;
}
/// <summary>
/// Calculates the indicator's components.
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
int percent = (int)IndParam.NumParam[0].Value;
// Calculation
int firstBar = 1;
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp();
Component[0].CompName = "Stop to a transferred position";
Component[0].DataType = IndComponentType.Other;
Component[0].ShowInDynInfo = false;
Component[0].FirstBar = firstBar;
Component[0].Value = new double[Bars];
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Calculation
double[] adOpenPrice = new double[Bars];
for (int iBar = 1; iBar < Bars; iBar++)
if (Time[iBar - 1].Day != Time[iBar].Day)
adOpenPrice[iBar] = Open[iBar];
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp();
Component[0].CompName = "Opening price of the day";
Component[0].DataType = IndComponentType.OpenPrice;
Component[0].ChartType = IndChartType.NoChart;
Component[0].FirstBar = 2;
Component[0].Value = adOpenPrice;
return;
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
var maMethod = (MAMethod)IndParam.ListParam[1].Index;
var price = (BasePrice)IndParam.ListParam[2].Index;
var period = (int)IndParam.NumParam[0].Value;
var shift = (int)IndParam.NumParam[1].Value;
int previous = IndParam.CheckParam[0].Checked ? 1 : 0;
// TimeExecution
if (period == 1 && shift == 0)
{
if (price == BasePrice.Open)
{
IndParam.ExecutionTime = ExecutionTime.AtBarOpening;
}
else if (price == BasePrice.Close)
{
IndParam.ExecutionTime = ExecutionTime.AtBarClosing;
}
}
// Calculation
double[] movingAverage = MovingAverage(period, shift, maMethod, Price(price));
int firstBar = period + shift + 1 + previous;
// Saving the components
if (SlotType == SlotTypes.Open || SlotType == SlotTypes.Close)
{
Component = new IndicatorComp[2];
Component[1] = new IndicatorComp {
Value = new double[Bars]
};
for (int bar = firstBar; bar < Bars; bar++)
{
// Covers the cases when the price can pass through the MA without a signal
double value = movingAverage[bar - previous]; // Current value
double value1 = movingAverage[bar - previous - 1]; // Previous value
double tempVal = value;
if ((value1 > High[bar - 1] && value < Open[bar]) || // The Open price jumps above the indicator
(value1 <Low[bar - 1] && value> Open[bar]) || // The Open price jumps below the indicator
(Close[bar - 1] < value && value < Open[bar]) || // The Open price is in a positive gap
(Close[bar - 1] > value && value > Open[bar])) // The Open price is in a negative gap
{
tempVal = Open[bar];
}
Component[1].Value[bar] = tempVal; // Entry or exit value
}
}
else
{
Component = new IndicatorComp[3];
Component[1] = new IndicatorComp
{
ChartType = IndChartType.NoChart, FirstBar = firstBar, Value = new double[Bars]
};
Component[2] = new IndicatorComp
{
ChartType = IndChartType.NoChart, FirstBar = firstBar, Value = new double[Bars]
};
}
Component[0] = new IndicatorComp
{
CompName = "MA Value",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Line,
ChartColor = Color.Red,
FirstBar = firstBar,
Value = movingAverage
};
switch (SlotType)
{
case SlotTypes.Open:
Component[1].CompName = "Position opening price";
Component[1].DataType = IndComponentType.OpenPrice;
break;
case 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";
break;
case SlotTypes.Close:
Component[1].CompName = "Position closing price";
Component[1].DataType = IndComponentType.ClosePrice;
break;
case 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";
break;
}
if (SlotType == SlotTypes.OpenFilter || SlotType == SlotTypes.CloseFilter)
{
switch (IndParam.ListParam[0].Text)
{
case "Moving Average rises":
IndicatorRisesLogic(firstBar, previous, movingAverage, ref Component[1], ref Component[2]);
break;
case "Moving Average falls":
IndicatorFallsLogic(firstBar, previous, movingAverage, ref Component[1], ref Component[2]);
break;
case "The bar opens above Moving Average":
BarOpensAboveIndicatorLogic(firstBar, previous, movingAverage, ref Component[1], ref Component[2]);
break;
case "The bar opens below Moving Average":
BarOpensBelowIndicatorLogic(firstBar, previous, movingAverage, ref Component[1], ref Component[2]);
break;
case "The bar opens above Moving Average after opening below it":
BarOpensAboveIndicatorAfterOpeningBelowLogic(firstBar, previous, movingAverage, ref Component[1],
ref Component[2]);
break;
case "The bar opens below Moving Average after opening above it":
BarOpensBelowIndicatorAfterOpeningAboveLogic(firstBar, previous, movingAverage, ref Component[1],
ref Component[2]);
break;
case "The position opens above Moving Average":
Component[0].PosPriceDependence = PositionPriceDependence.BuyHigherSellLower;
Component[0].UsePreviousBar = previous;
Component[1].DataType = IndComponentType.Other;
Component[1].ShowInDynInfo = false;
Component[2].DataType = IndComponentType.Other;
Component[2].ShowInDynInfo = false;
break;
case "The position opens below Moving Average":
Component[0].PosPriceDependence = PositionPriceDependence.BuyLowerSelHigher;
Component[0].UsePreviousBar = previous;
Component[1].DataType = IndComponentType.Other;
Component[1].ShowInDynInfo = false;
Component[2].DataType = IndComponentType.Other;
Component[2].ShowInDynInfo = false;
break;
case "The bar closes below Moving Average":
BarClosesBelowIndicatorLogic(firstBar, previous, movingAverage, ref Component[1], ref Component[2]);
break;
case "The bar closes above Moving Average":
BarClosesAboveIndicatorLogic(firstBar, previous, movingAverage, ref Component[1], ref Component[2]);
break;
}
}
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
var basePrice = (BasePrice)IndParam.ListParam[1].Index;
var period = (int)IndParam.NumParam[0].Value;
double level = IndParam.NumParam[1].Value;
int previous = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int firstBar = period + 2;
double[] adBasePrice = Price(basePrice);
var aroonUp = new double[Bars];
var aroonDown = new double[Bars];
var aroon = new double[Bars];
for (int bar = period; bar < Bars; bar++)
{
double highestHigh = double.MinValue;
double lowestLow = double.MaxValue;
for (int i = 0; i < period; i++)
{
int baseBar = bar - period + 1 + i;
if (adBasePrice[baseBar] > highestHigh)
{
highestHigh = adBasePrice[baseBar];
aroonUp[bar] = 100.0 * i / (period - 1);
}
if (adBasePrice[baseBar] < lowestLow)
{
lowestLow = adBasePrice[baseBar];
aroonDown[bar] = 100.0 * i / (period - 1);
}
}
}
for (int bar = firstBar; bar < Bars; bar++)
{
aroon[bar] = aroonUp[bar] - aroonDown[bar];
}
// Saving the components
Component = new IndicatorComp[5];
Component[0] = new IndicatorComp
{
CompName = "Aroon Histogram",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Histogram,
FirstBar = firstBar,
Value = aroon
};
Component[1] = new IndicatorComp
{
CompName = "Aroon Up",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Line,
ChartColor = Color.Green,
FirstBar = firstBar,
Value = aroonUp
};
Component[2] = new IndicatorComp
{
CompName = "Aroon Down",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Line,
ChartColor = Color.Red,
FirstBar = firstBar,
Value = aroonDown
};
Component[3] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = firstBar,
Value = new double[Bars]
};
Component[4] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = firstBar,
Value = new double[Bars]
};
// Sets the Component's type
if (SlotType == SlotTypes.OpenFilter)
{
Component[3].DataType = IndComponentType.AllowOpenLong;
Component[3].CompName = "Is long entry allowed";
Component[4].DataType = IndComponentType.AllowOpenShort;
Component[4].CompName = "Is short entry allowed";
}
else if (SlotType == SlotTypes.CloseFilter)
{
Component[3].DataType = IndComponentType.ForceCloseLong;
Component[3].CompName = "Close out long position";
Component[4].DataType = IndComponentType.ForceCloseShort;
Component[4].CompName = "Close out short position";
}
// Calculation of the logic
var indLogic = IndicatorLogic.It_does_not_act_as_a_filter;
switch (IndParam.ListParam[0].Text)
{
case "Aroon Histogram rises":
indLogic = IndicatorLogic.The_indicator_rises;
SpecialValues = new double[] { 0 };
break;
case "Aroon Histogram falls":
indLogic = IndicatorLogic.The_indicator_falls;
SpecialValues = new double[] { 0 };
break;
case "Aroon Histogram is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new[] { level, -level };
break;
case "Aroon Histogram is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new[] { level, -level };
break;
case "Aroon Histogram crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new[] { level, -level };
break;
case "Aroon Histogram crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new[] { level, -level };
break;
case "Aroon Histogram changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
SpecialValues = new double[] { 0 };
break;
case "Aroon Histogram changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
SpecialValues = new double[] { 0 };
break;
}
OscillatorLogic(firstBar, previous, aroon, level, -level, ref Component[3], ref Component[4], indLogic);
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
double shift = IndParam.NumParam[0].Value * Point;
int previous = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int firstBar = previous + 2;
var pp = new double[Bars];
var r1 = new double[Bars];
var r2 = new double[Bars];
var r3 = new double[Bars];
var s1 = new double[Bars];
var s2 = new double[Bars];
var s3 = new double[Bars];
var high = new double[Bars];
var low = new double[Bars];
var close = new double[Bars];
if (IndParam.ListParam[1].Text == "One bar" ||
Period == DataPeriod.D1 || Period == DataPeriod.W1)
{
high = High;
low = Low;
close = Close;
}
else
{
previous = 0;
high[0] = 0;
low[0] = 0;
close[0] = 0;
double top = double.MinValue;
double bottom = double.MaxValue;
for (int bar = 1; bar < Bars; bar++)
{
if (High[bar - 1] > top)
{
top = High[bar - 1];
}
if (Low[bar - 1] < bottom)
{
bottom = Low[bar - 1];
}
if (Time[bar].Day != Time[bar - 1].Day)
{
high[bar] = top;
low[bar] = bottom;
close[bar] = Close[bar - 1];
top = double.MinValue;
bottom = double.MaxValue;
}
else
{
high[bar] = high[bar - 1];
low[bar] = low[bar - 1];
close[bar] = close[bar - 1];
}
}
// first Bar
for (int bar = 1; bar < Bars; bar++)
{
if (Time[bar].Day != Time[bar - 1].Day)
{
firstBar = bar;
break;
}
}
}
for (int bar = firstBar; bar < Bars; bar++)
{
pp[bar] = (high[bar] + low[bar] + close[bar]) / 3;
r1[bar] = 2 * pp[bar] - low[bar];
s1[bar] = 2 * pp[bar] - high[bar];
r2[bar] = pp[bar] + high[bar] - low[bar];
s2[bar] = pp[bar] - high[bar] + low[bar];
r3[bar] = high[bar] + 2 * (pp[bar] - low[bar]);
s3[bar] = low[bar] - 2 * (high[bar] - pp[bar]);
}
Component = new IndicatorComp[9];
for (int iComp = 0; iComp < 7; iComp++)
{
Component[iComp] = new IndicatorComp
{
ChartType = IndChartType.Dot,
ChartColor = Color.Violet,
DataType = IndComponentType.IndicatorValue,
FirstBar = firstBar
};
}
Component[3].ChartColor = Color.Blue;
Component[0].Value = r3;
Component[1].Value = r2;
Component[2].Value = r1;
Component[3].Value = pp;
Component[4].Value = s1;
Component[5].Value = s2;
Component[6].Value = s3;
Component[0].CompName = "Resistance 3";
Component[1].CompName = "Resistance 2";
Component[2].CompName = "Resistance 1";
Component[3].CompName = "Pivot Point";
Component[4].CompName = "Support 1";
Component[5].CompName = "Support 2";
Component[6].CompName = "Support 3";
Component[7] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = firstBar,
Value = new double[Bars]
};
Component[8] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = firstBar,
Value = new double[Bars]
};
if (SlotType == SlotTypes.Open)
{
Component[7].CompName = "Long position entry price";
Component[7].DataType = IndComponentType.OpenLongPrice;
Component[8].CompName = "Short position entry price";
Component[8].DataType = IndComponentType.OpenShortPrice;
}
else if (SlotType == SlotTypes.Close)
{
Component[7].CompName = "Long position closing price";
Component[7].DataType = IndComponentType.CloseLongPrice;
Component[8].CompName = "Short position closing price";
Component[8].DataType = IndComponentType.CloseShortPrice;
}
switch (IndParam.ListParam[0].Text)
{
case "Enter long at R3 (short at S3)":
case "Exit long at R3 (short at S3)":
for (int bar = firstBar; bar < Bars; bar++)
{
Component[7].Value[bar] = r3[bar - previous] + shift;
Component[8].Value[bar] = s3[bar - previous] - shift;
}
break;
case "Enter long at R2 (short at S2)":
case "Exit long at R2 (short at S2)":
for (int bar = firstBar; bar < Bars; bar++)
{
Component[7].Value[bar] = r2[bar - previous] + shift;
Component[8].Value[bar] = s2[bar - previous] - shift;
}
break;
case "Enter long at R1 (short at S1)":
case "Exit long at R1 (short at S1)":
for (int bar = firstBar; bar < Bars; bar++)
{
Component[7].Value[bar] = r1[bar - previous] + shift;
Component[8].Value[bar] = s1[bar - previous] - shift;
}
break;
//---------------------------------------------------------------------
case "Enter the market at the Pivot Point":
case "Exit the market at the Pivot Point":
for (int bar = firstBar; bar < Bars; bar++)
{
Component[7].Value[bar] = pp[bar - previous] + shift;
Component[8].Value[bar] = pp[bar - previous] - shift;
}
break;
//---------------------------------------------------------------------
case "Enter long at S1 (short at R1)":
case "Exit long at S1 (short at R1)":
for (int bar = firstBar; bar < Bars; bar++)
{
Component[7].Value[bar] = s1[bar - previous] - shift;
Component[8].Value[bar] = r1[bar - previous] + shift;
}
break;
case "Enter long at S2 (short at R2)":
case "Exit long at S2 (short at R2)":
for (int bar = firstBar; bar < Bars; bar++)
{
Component[7].Value[bar] = s2[bar - previous] - shift;
Component[8].Value[bar] = r2[bar - previous] + shift;
}
break;
case "Enter long at S3 (short at R3)":
case "Exit long at S3 (short at R3)":
for (int bar = firstBar; bar < Bars; bar++)
{
Component[7].Value[bar] = s3[bar - previous] - shift;
Component[8].Value[bar] = r3[bar - previous] + shift;
}
break;
}
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
const int firstBar = 3;
var adAd = new double[Bars];
adAd[0] = (Close[0] - Low[0]) - (High[0] - Close[0]);
if ((High[0] - Low[0]) > 0)
{
adAd[0] = adAd[0] / (High[0] - Low[0]) * Volume[0];
}
else
{
adAd[0] = 0;
}
for (int iBar = 1; iBar < Bars; iBar++)
{
double dDelta = 0;
double dRange = High[iBar] - Low[iBar];
if (dRange > 0)
{
dDelta = Volume[iBar] * (2 * Close[iBar] - High[iBar] - Low[iBar]) / dRange;
}
adAd[iBar] = adAd[iBar - 1] + dDelta;
}
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp
{
CompName = "Accumulation Distribution",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Line,
ChartColor = Color.Blue,
FirstBar = firstBar,
Value = adAd
};
Component[1] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = firstBar,
Value = new double[Bars]
};
Component[2] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = firstBar,
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
var indLogic = IndicatorLogic.It_does_not_act_as_a_filter;
switch (IndParam.ListParam[0].Text)
{
case "AD rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "AD falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "AD changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "AD changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
}
OscillatorLogic(firstBar, iPrvs, adAd, 0, 0, ref Component[1], ref Component[2], indLogic);
}
/// <summary>
/// Returns signals for the logic rule "The bar opens below the Indicator after opening above it"
/// </summary>
protected void BarOpensBelowIndicatorAfterOpeningAboveLogic(int firstBar, int prvs, double[] adIndValue,
ref IndicatorComp indCompLong,
ref IndicatorComp indCompShort)
{
double sigma = Sigma();
firstBar = Math.Max(firstBar, 2);
for (int bar = firstBar; bar < Bars; bar++)
{
int baseBar = bar - 1;
while (Math.Abs(Open[baseBar] - adIndValue[baseBar - prvs]) < sigma && baseBar > firstBar)
{
baseBar--;
}
indCompLong.Value[bar] = Open[bar] < adIndValue[bar - prvs] - sigma &&
Open[baseBar] > adIndValue[baseBar - prvs] + sigma
? 1
: 0;
indCompShort.Value[bar] = Open[bar] > adIndValue[bar - prvs] + sigma &&
Open[baseBar] < adIndValue[baseBar - prvs] - sigma
? 1
: 0;
}
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
const int firstBar = 3;
var adMf = new double[Bars];
for (int iBar = 1; iBar < Bars; iBar++)
{
double dAvg = (High[iBar] + Low[iBar] + Close[iBar]) / 3;
double dAvg1 = (High[iBar - 1] + Low[iBar - 1] + Close[iBar - 1]) / 3;
if (dAvg > dAvg1)
{
adMf[iBar] = adMf[iBar - 1] + dAvg * Volume[iBar] / 1000;
}
else if (dAvg < dAvg1)
{
adMf[iBar] = adMf[iBar - 1] - dAvg * Volume[iBar] / 1000;
}
else
{
adMf[iBar] = adMf[iBar - 1];
}
}
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp
{
CompName = "Money Flow",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Line,
ChartColor = Color.Blue,
FirstBar = firstBar,
Value = adMf
};
Component[1] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = firstBar,
Value = new double[Bars]
};
Component[2] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = firstBar,
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
var indLogic = IndicatorLogic.It_does_not_act_as_a_filter;
switch (IndParam.ListParam[0].Text)
{
case "Money Flow rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "Money Flow falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "Money Flow changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "Money Flow changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
}
OscillatorLogic(firstBar, iPrvs, adMf, 0, 0, ref Component[1], ref Component[2], indLogic);
}
protected void IndicatorChangesItsDirectionUpward(int firstBar, int prvs, double[] adIndValue, ref IndicatorComp indCompLong, ref IndicatorComp indCompShort)
{
double sigma = Sigma();
for (int bar = firstBar; bar < Bars; bar++)
{
int bar0 = bar - prvs;
int bar1 = bar0 - 1;
while (Math.Abs(adIndValue[bar0] - adIndValue[bar1]) < sigma && bar1 > firstBar)
bar1--;
int bar2 = bar1 - 1 > firstBar ? bar1 - 1 : firstBar;
while (Math.Abs(adIndValue[bar1] - adIndValue[bar2]) < sigma && bar2 > firstBar)
bar2--;
indCompLong.Value[bar] = (adIndValue[bar2] > adIndValue[bar1] && adIndValue[bar1] < adIndValue[bar0] && bar1 == bar0 - 1) ? 1 : 0;
indCompShort.Value[bar] = (adIndValue[bar2] < adIndValue[bar1] && adIndValue[bar1] > adIndValue[bar0] && bar1 == bar0 - 1) ? 1 : 0;
}
}
/// <summary>
/// Returns signals for the logic rule "The bar opens below the Indicator"
/// </summary>
protected void BarOpensBelowIndicatorLogic(int firstBar, int prvs, double[] adIndValue,
ref IndicatorComp indCompLong, ref IndicatorComp indCompShort)
{
double sigma = Sigma();
firstBar = Math.Max(firstBar, 2);
for (int bar = firstBar; bar < Bars; bar++)
{
indCompLong.Value[bar] = Open[bar] < adIndValue[bar - prvs] - sigma ? 1 : 0;
indCompShort.Value[bar] = Open[bar] > adIndValue[bar - prvs] + sigma ? 1 : 0;
}
}
/// <summary>
/// Returns signals for the logic rule "The Indicator is lower than the AnotherIndicator"
/// </summary>
protected void IndicatorIsLowerThanAnotherIndicatorLogic(int firstBar, int prvs, double[] adIndValue,
double[] adAnotherIndValue,
ref IndicatorComp indCompLong,
ref IndicatorComp indCompShort)
{
double sigma = Sigma();
firstBar = Math.Max(firstBar, 2);
for (int bar = firstBar; bar < Bars; bar++)
{
int currentBar = bar - prvs;
indCompLong.Value[bar] = adIndValue[currentBar] < adAnotherIndValue[currentBar] - sigma ? 1 : 0;
indCompShort.Value[bar] = adIndValue[currentBar] > adAnotherIndValue[currentBar] + sigma ? 1 : 0;
}
}
/// <summary>
/// Returns signals for the logic rule "The Indicator crosses AnotherIndicator upward"
/// </summary>
protected void IndicatorCrossesAnotherIndicatorUpwardLogic(int firstBar, int prvs, double[] adIndValue,
double[] adAnotherIndValue,
ref IndicatorComp indCompLong,
ref IndicatorComp indCompShort)
{
double sigma = Sigma();
firstBar = Math.Max(firstBar, 2);
for (int bar = firstBar; bar < Bars; bar++)
{
int currentBar = bar - prvs;
int baseBar = currentBar - 1;
while (Math.Abs(adIndValue[baseBar] - adAnotherIndValue[baseBar]) < sigma && baseBar > firstBar)
{
baseBar--;
}
indCompLong.Value[bar] = adIndValue[currentBar] > adAnotherIndValue[currentBar] + sigma &&
adIndValue[baseBar] < adAnotherIndValue[baseBar] - sigma
? 1
: 0;
indCompShort.Value[bar] = adIndValue[currentBar] < adAnotherIndValue[currentBar] - sigma &&
adIndValue[baseBar] > adAnotherIndValue[baseBar] + sigma
? 1
: 0;
}
}
/// <summary>
/// Returns signals for the logic rule "Indicator rises".
/// </summary>
protected void IndicatorRisesLogic(int firstBar, int prvs, double[] adIndValue, ref IndicatorComp indCompLong,
ref IndicatorComp indCompShort)
{
double sigma = Sigma();
firstBar = Math.Max(firstBar, 2);
for (int bar = firstBar; bar < Bars; bar++)
{
int currentBar = bar - prvs;
int baseBar = currentBar - 1;
bool isNoChange = true;
bool isHigher = adIndValue[currentBar] > adIndValue[baseBar];
while (Math.Abs(adIndValue[currentBar] - adIndValue[baseBar]) < sigma && isNoChange &&
baseBar > firstBar)
{
isNoChange = (isHigher == (adIndValue[baseBar + 1] > adIndValue[baseBar]));
baseBar--;
}
indCompLong.Value[bar] = adIndValue[currentBar] > adIndValue[baseBar] + sigma ? 1 : 0;
indCompShort.Value[bar] = adIndValue[currentBar] < adIndValue[baseBar] - sigma ? 1 : 0;
}
}
/// <summary>
/// Calculates the logic of a No Direction Oscillator.
/// </summary>
/// <param name="firstBar">The first bar number.</param>
/// <param name="prvs">To use the previous bar or not.</param>
/// <param name="adIndValue">The indicator values.</param>
/// <param name="dLevel">The Level value.</param>
/// <param name="indComp">Indicator component where to save the results.</param>
/// <param name="indLogic">The chosen logic.</param>
/// <returns>True if everything is ok.</returns>
protected void NoDirectionOscillatorLogic(int firstBar, int prvs, double[] adIndValue, double dLevel,
ref IndicatorComp indComp, IndicatorLogic indLogic)
{
double sigma = Sigma();
firstBar = Math.Max(firstBar, 2);
switch (indLogic)
{
case IndicatorLogic.The_indicator_rises:
for (int bar = firstBar; bar < Bars; bar++)
{
int currentBar = bar - prvs;
int baseBar = currentBar - 1;
bool isHigher = adIndValue[currentBar] > adIndValue[baseBar];
bool isNoChange = true;
while (Math.Abs(adIndValue[currentBar] - adIndValue[baseBar]) < sigma && isNoChange &&
baseBar > firstBar)
{
isNoChange = (isHigher == (adIndValue[baseBar + 1] > adIndValue[baseBar]));
baseBar--;
}
indComp.Value[bar] = adIndValue[baseBar] < adIndValue[currentBar] - sigma ? 1 : 0;
}
break;
case IndicatorLogic.The_indicator_falls:
for (int bar = firstBar; bar < Bars; bar++)
{
int currentBar = bar - prvs;
int baseBar = currentBar - 1;
bool isHigher = adIndValue[currentBar] > adIndValue[baseBar];
bool isNoChange = true;
while (Math.Abs(adIndValue[currentBar] - adIndValue[baseBar]) < sigma && isNoChange &&
baseBar > firstBar)
{
isNoChange = (isHigher == (adIndValue[baseBar + 1] > adIndValue[baseBar]));
baseBar--;
}
indComp.Value[bar] = adIndValue[baseBar] > adIndValue[currentBar] + sigma ? 1 : 0;
}
break;
case IndicatorLogic.The_indicator_is_higher_than_the_level_line:
for (int bar = firstBar; bar < Bars; bar++)
{
indComp.Value[bar] = adIndValue[bar - prvs] > dLevel + sigma ? 1 : 0;
}
break;
case IndicatorLogic.The_indicator_is_lower_than_the_level_line:
for (int bar = firstBar; bar < Bars; bar++)
{
indComp.Value[bar] = adIndValue[bar - prvs] < dLevel - sigma ? 1 : 0;
}
break;
case IndicatorLogic.The_indicator_crosses_the_level_line_upward:
for (int bar = firstBar; bar < Bars; bar++)
{
int baseBar = bar - prvs - 1;
while (Math.Abs(adIndValue[baseBar] - dLevel) < sigma && baseBar > firstBar)
{
baseBar--;
}
indComp.Value[bar] = (adIndValue[baseBar] < dLevel - sigma &&
adIndValue[bar - prvs] > dLevel + sigma)
? 1
: 0;
}
break;
case IndicatorLogic.The_indicator_crosses_the_level_line_downward:
for (int bar = firstBar; bar < Bars; bar++)
{
int baseBar = bar - prvs - 1;
while (Math.Abs(adIndValue[baseBar] - dLevel) < sigma && baseBar > firstBar)
{
baseBar--;
}
indComp.Value[bar] = (adIndValue[baseBar] > dLevel + sigma &&
adIndValue[bar - prvs] < dLevel - sigma)
? 1
: 0;
}
break;
case IndicatorLogic.The_indicator_changes_its_direction_upward:
for (int bar = firstBar; bar < Bars; bar++)
{
int bar0 = bar - prvs;
int bar1 = bar0 - 1;
while (Math.Abs(adIndValue[bar0] - adIndValue[bar1]) < sigma && bar1 > firstBar)
{
bar1--;
}
int bar2 = bar1 - 1 > firstBar ? bar1 - 1 : firstBar;
while (Math.Abs(adIndValue[bar1] - adIndValue[bar2]) < sigma && bar2 > firstBar)
{
bar2--;
}
indComp.Value[bar] = (adIndValue[bar2] > adIndValue[bar1] && adIndValue[bar1] < adIndValue[bar0] &&
bar1 == bar0 - 1)
? 1
: 0;
}
break;
case IndicatorLogic.The_indicator_changes_its_direction_downward:
for (int bar = firstBar; bar < Bars; bar++)
{
int bar0 = bar - prvs;
int bar1 = bar0 - 1;
while (Math.Abs(adIndValue[bar0] - adIndValue[bar1]) < sigma && bar1 > firstBar)
{
bar1--;
}
int bar2 = bar1 - 1 > firstBar ? bar1 - 1 : firstBar;
while (Math.Abs(adIndValue[bar1] - adIndValue[bar2]) < sigma && bar2 > firstBar)
{
bar2--;
}
indComp.Value[bar] = (adIndValue[bar2] < adIndValue[bar1] && adIndValue[bar1] > adIndValue[bar0] &&
bar1 == bar0 - 1)
? 1
: 0;
}
break;
default:
return;
}
}
/// <summary>
/// Calculates the logic of an Oscillator.
/// </summary>
/// <param name="firstBar">The first bar number.</param>
/// <param name="prvs">To use the previous bar or not.</param>
/// <param name="adIndValue">The indicator values.</param>
/// <param name="levelLong">The Level value for a Long position.</param>
/// <param name="levelShort">The Level value for a Short position.</param>
/// <param name="indCompLong">Indicator component for Long position.</param>
/// <param name="indCompShort">Indicator component for Short position.</param>
/// <param name="indLogic">The chosen logic.</param>
/// <returns>True if everything is ok.</returns>
protected void OscillatorLogic(int firstBar, int prvs, double[] adIndValue, double levelLong, double levelShort,
ref IndicatorComp indCompLong, ref IndicatorComp indCompShort,
IndicatorLogic indLogic)
{
double sigma = Sigma();
firstBar = Math.Max(firstBar, 2);
switch (indLogic)
{
case IndicatorLogic.The_indicator_rises:
for (int bar = firstBar; bar < Bars; bar++)
{
int currentBar = bar - prvs;
int baseBar = currentBar - 1;
bool isHigher = adIndValue[currentBar] > adIndValue[baseBar];
if (!IsDiscreteValues) // Aroon oscillator uses IsDiscreteValues = true
{
bool isNoChange = true;
while (Math.Abs(adIndValue[currentBar] - adIndValue[baseBar]) < sigma && isNoChange &&
baseBar > firstBar)
{
isNoChange = (isHigher == (adIndValue[baseBar + 1] > adIndValue[baseBar]));
baseBar--;
}
}
indCompLong.Value[bar] = adIndValue[baseBar] < adIndValue[currentBar] - sigma ? 1 : 0;
indCompShort.Value[bar] = adIndValue[baseBar] > adIndValue[currentBar] + sigma ? 1 : 0;
}
break;
case IndicatorLogic.The_indicator_falls:
for (int bar = firstBar; bar < Bars; bar++)
{
int currentBar = bar - prvs;
int baseBar = currentBar - 1;
bool isHigher = adIndValue[currentBar] > adIndValue[baseBar];
if (!IsDiscreteValues) // Aroon oscillator uses IsDiscreteValues = true
{
bool isNoChange = true;
while (Math.Abs(adIndValue[currentBar] - adIndValue[baseBar]) < sigma && isNoChange &&
baseBar > firstBar)
{
isNoChange = (isHigher == (adIndValue[baseBar + 1] > adIndValue[baseBar]));
baseBar--;
}
}
indCompLong.Value[bar] = adIndValue[baseBar] > adIndValue[currentBar] + sigma ? 1 : 0;
indCompShort.Value[bar] = adIndValue[baseBar] < adIndValue[currentBar] - sigma ? 1 : 0;
}
break;
case IndicatorLogic.The_indicator_is_higher_than_the_level_line:
for (int bar = firstBar; bar < Bars; bar++)
{
indCompLong.Value[bar] = adIndValue[bar - prvs] > levelLong + sigma ? 1 : 0;
indCompShort.Value[bar] = adIndValue[bar - prvs] < levelShort - sigma ? 1 : 0;
}
break;
case IndicatorLogic.The_indicator_is_lower_than_the_level_line:
for (int bar = firstBar; bar < Bars; bar++)
{
indCompLong.Value[bar] = adIndValue[bar - prvs] < levelLong - sigma ? 1 : 0;
indCompShort.Value[bar] = adIndValue[bar - prvs] > levelShort + sigma ? 1 : 0;
}
break;
case IndicatorLogic.The_indicator_crosses_the_level_line_upward:
for (int bar = firstBar; bar < Bars; bar++)
{
int baseBar = bar - prvs - 1;
while (Math.Abs(adIndValue[baseBar] - levelLong) < sigma && baseBar > firstBar)
{
baseBar--;
}
indCompLong.Value[bar] = (adIndValue[baseBar] < levelLong - sigma &&
adIndValue[bar - prvs] > levelLong + sigma)
? 1
: 0;
indCompShort.Value[bar] = (adIndValue[baseBar] > levelShort + sigma &&
adIndValue[bar - prvs] < levelShort - sigma)
? 1
: 0;
}
break;
case IndicatorLogic.The_indicator_crosses_the_level_line_downward:
for (int bar = firstBar; bar < Bars; bar++)
{
int baseBar = bar - prvs - 1;
while (Math.Abs(adIndValue[baseBar] - levelLong) < sigma && baseBar > firstBar)
{
baseBar--;
}
indCompLong.Value[bar] = (adIndValue[baseBar] > levelLong + sigma &&
adIndValue[bar - prvs] < levelLong - sigma)
? 1
: 0;
indCompShort.Value[bar] = (adIndValue[baseBar] < levelShort - sigma &&
adIndValue[bar - prvs] > levelShort + sigma)
? 1
: 0;
}
break;
case IndicatorLogic.The_indicator_changes_its_direction_upward:
for (int bar = firstBar; bar < Bars; bar++)
{
int bar0 = bar - prvs;
int bar1 = bar0 - 1;
while (Math.Abs(adIndValue[bar0] - adIndValue[bar1]) < sigma && bar1 > firstBar)
{
bar1--;
}
int iBar2 = bar1 - 1 > firstBar ? bar1 - 1 : firstBar;
while (Math.Abs(adIndValue[bar1] - adIndValue[iBar2]) < sigma && iBar2 > firstBar)
{
iBar2--;
}
indCompLong.Value[bar] = (adIndValue[iBar2] > adIndValue[bar1] &&
adIndValue[bar1] < adIndValue[bar0] && bar1 == bar0 - 1)
? 1
: 0;
indCompShort.Value[bar] = (adIndValue[iBar2] < adIndValue[bar1] &&
adIndValue[bar1] > adIndValue[bar0] && bar1 == bar0 - 1)
? 1
: 0;
}
break;
case IndicatorLogic.The_indicator_changes_its_direction_downward:
for (int bar = firstBar; bar < Bars; bar++)
{
int bar0 = bar - prvs;
int bar1 = bar0 - 1;
while (Math.Abs(adIndValue[bar0] - adIndValue[bar1]) < sigma && bar1 > firstBar)
{
bar1--;
}
int iBar2 = bar1 - 1 > firstBar ? bar1 - 1 : firstBar;
while (Math.Abs(adIndValue[bar1] - adIndValue[iBar2]) < sigma && iBar2 > firstBar)
{
iBar2--;
}
indCompLong.Value[bar] = (adIndValue[iBar2] < adIndValue[bar1] &&
adIndValue[bar1] > adIndValue[bar0] && bar1 == bar0 - 1)
? 1
: 0;
indCompShort.Value[bar] = (adIndValue[iBar2] > adIndValue[bar1] &&
adIndValue[bar1] < adIndValue[bar0] && bar1 == bar0 - 1)
? 1
: 0;
}
break;
default:
return;
}
}
/// <summary>
/// Calculates the logic of a band indicator.
/// </summary>
/// <param name="firstBar">The first bar number.</param>
/// <param name="prvs">To use the previous bar or not.</param>
/// <param name="adUpperBand">The Upper band values.</param>
/// <param name="adLowerBand">The Lower band values.</param>
/// <param name="indCompLong">Indicator component for Long position.</param>
/// <param name="indCompShort">Indicator component for Short position.</param>
/// <param name="indLogic">The chosen logic.</param>
protected void BandIndicatorLogic(int firstBar, int prvs, double[] adUpperBand, double[] adLowerBand,
ref IndicatorComp indCompLong, ref IndicatorComp indCompShort,
BandIndLogic indLogic)
{
double sigma = Sigma();
firstBar = Math.Max(firstBar, 2);
switch (indLogic)
{
case BandIndLogic.The_bar_opens_below_the_Upper_Band:
for (int bar = firstBar; bar < Bars; bar++)
{
indCompLong.Value[bar] = Open[bar] < adUpperBand[bar - prvs] - sigma ? 1 : 0;
indCompShort.Value[bar] = Open[bar] > adLowerBand[bar - prvs] + sigma ? 1 : 0;
}
break;
case BandIndLogic.The_bar_opens_above_the_Upper_Band:
for (int bar = firstBar; bar < Bars; bar++)
{
indCompLong.Value[bar] = Open[bar] > adUpperBand[bar - prvs] + sigma ? 1 : 0;
indCompShort.Value[bar] = Open[bar] < adLowerBand[bar - prvs] - sigma ? 1 : 0;
}
break;
case BandIndLogic.The_bar_opens_below_the_Lower_Band:
for (int bar = firstBar; bar < Bars; bar++)
{
indCompLong.Value[bar] = Open[bar] < adLowerBand[bar - prvs] - sigma ? 1 : 0;
indCompShort.Value[bar] = Open[bar] > adUpperBand[bar - prvs] + sigma ? 1 : 0;
}
break;
case BandIndLogic.The_bar_opens_above_the_Lower_Band:
for (int bar = firstBar; bar < Bars; bar++)
{
indCompLong.Value[bar] = Open[bar] > adLowerBand[bar - prvs] + sigma ? 1 : 0;
indCompShort.Value[bar] = Open[bar] < adUpperBand[bar - prvs] - sigma ? 1 : 0;
}
break;
case BandIndLogic.The_bar_opens_below_the_Upper_Band_after_opening_above_it:
for (int bar = firstBar; bar < Bars; bar++)
{
int baseBar = bar - 1;
while (Math.Abs(Open[baseBar] - adUpperBand[baseBar - prvs]) < sigma && baseBar > firstBar)
{
baseBar--;
}
indCompLong.Value[bar] = Open[bar] < adUpperBand[bar - prvs] - sigma &&
Open[baseBar] > adUpperBand[baseBar - prvs] + sigma
? 1
: 0;
baseBar = bar - 1;
while (Math.Abs(Open[baseBar] - adLowerBand[baseBar - prvs]) < sigma && baseBar > firstBar)
{
baseBar--;
}
indCompShort.Value[bar] = Open[bar] > adLowerBand[bar - prvs] + sigma &&
Open[baseBar] < adLowerBand[baseBar - prvs] - sigma
? 1
: 0;
}
break;
case BandIndLogic.The_bar_opens_above_the_Upper_Band_after_opening_below_it:
for (int bar = firstBar; bar < Bars; bar++)
{
int baseBar = bar - 1;
while (Math.Abs(Open[baseBar] - adUpperBand[baseBar - prvs]) < sigma && baseBar > firstBar)
{
baseBar--;
}
indCompLong.Value[bar] = Open[bar] > adUpperBand[bar - prvs] + sigma &&
Open[baseBar] < adUpperBand[baseBar - prvs] - sigma
? 1
: 0;
baseBar = bar - 1;
while (Math.Abs(Open[baseBar] - adLowerBand[baseBar - prvs]) < sigma && baseBar > firstBar)
{
baseBar--;
}
indCompShort.Value[bar] = Open[bar] < adLowerBand[bar - prvs] - sigma &&
Open[baseBar] > adLowerBand[baseBar - prvs] + sigma
? 1
: 0;
}
break;
case BandIndLogic.The_bar_opens_below_the_Lower_Band_after_opening_above_it:
for (int bar = firstBar; bar < Bars; bar++)
{
int baseBar = bar - 1;
while (Math.Abs(Open[baseBar] - adLowerBand[baseBar - prvs]) < sigma && baseBar > firstBar)
{
baseBar--;
}
indCompLong.Value[bar] = Open[bar] < adLowerBand[bar - prvs] - sigma &&
Open[baseBar] > adLowerBand[baseBar - prvs] + sigma
? 1
: 0;
baseBar = bar - 1;
while (Math.Abs(Open[baseBar] - adUpperBand[baseBar - prvs]) < sigma && baseBar > firstBar)
{
baseBar--;
}
indCompShort.Value[bar] = Open[bar] > adUpperBand[bar - prvs] + sigma &&
Open[baseBar] < adUpperBand[baseBar - prvs] - sigma
? 1
: 0;
}
break;
case BandIndLogic.The_bar_opens_above_the_Lower_Band_after_opening_below_it:
for (int bar = firstBar; bar < Bars; bar++)
{
int baseBar = bar - 1;
while (Math.Abs(Open[baseBar] - adLowerBand[baseBar - prvs]) < sigma && baseBar > firstBar)
{
baseBar--;
}
indCompLong.Value[bar] = Open[bar] > adLowerBand[bar - prvs] + sigma &&
Open[baseBar] < adLowerBand[baseBar - prvs] - sigma
? 1
: 0;
baseBar = bar - 1;
while (Math.Abs(Open[baseBar] - adUpperBand[baseBar - prvs]) < sigma && baseBar > firstBar)
{
baseBar--;
}
indCompShort.Value[bar] = Open[bar] < adUpperBand[bar - prvs] - sigma &&
Open[baseBar] > adUpperBand[baseBar - prvs] + sigma
? 1
: 0;
}
break;
case BandIndLogic.The_bar_closes_below_the_Upper_Band:
for (int bar = firstBar; bar < Bars; bar++)
{
indCompLong.Value[bar] = Close[bar] < adUpperBand[bar - prvs] - sigma ? 1 : 0;
indCompShort.Value[bar] = Close[bar] > adLowerBand[bar - prvs] + sigma ? 1 : 0;
}
break;
case BandIndLogic.The_bar_closes_above_the_Upper_Band:
for (int bar = firstBar; bar < Bars; bar++)
{
indCompLong.Value[bar] = Close[bar] > adUpperBand[bar - prvs] + sigma ? 1 : 0;
indCompShort.Value[bar] = Close[bar] < adLowerBand[bar - prvs] - sigma ? 1 : 0;
}
break;
case BandIndLogic.The_bar_closes_below_the_Lower_Band:
for (int bar = firstBar; bar < Bars; bar++)
{
indCompLong.Value[bar] = Close[bar] < adLowerBand[bar - prvs] - sigma ? 1 : 0;
indCompShort.Value[bar] = Close[bar] > adUpperBand[bar - prvs] + sigma ? 1 : 0;
}
break;
case BandIndLogic.The_bar_closes_above_the_Lower_Band:
for (int bar = firstBar; bar < Bars; bar++)
{
indCompLong.Value[bar] = Close[bar] > adLowerBand[bar - prvs] + sigma ? 1 : 0;
indCompShort.Value[bar] = Close[bar] < adUpperBand[bar - prvs] - sigma ? 1 : 0;
}
break;
default:
return;
}
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
double[] adMFI = new double[Bars];
int iFirstBar = 5;
for (int iBar = 0; iBar < Bars; iBar++)
{
if (Volume[iBar] > 0)
adMFI[iBar] = 10000 * (High[iBar] - Low[iBar]) / Volume[iBar];
else
adMFI[iBar] = 10000 * (High[iBar] - Low[iBar]);
}
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "Market Facilitation Index";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Histogram;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adMFI;
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 Market Facilitation Index rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "The Market Facilitation Index falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "The Market Facilitation Index changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "The Market Facilitation Index changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
default:
break;
}
NoDirectionOscillatorLogic(iFirstBar, iPrvs, adMFI, 0, ref Component[1], indLogic);
Component[2].Value = Component[1].Value;
return;
}
