/// <summary>
/// Called on each bar update event (incoming tick).
/// </summary>
protected override void OnBarUpdate()
{
diff.Set(High[0] - Low[0]);
double middle = EMA(Typical, Period)[0];
double offset = EMA(diff, Period)[0] * offsetMultiplier;
double upper = middle + offset;
double lower = middle - offset;
Midline.Set(middle);
Upper.Set(upper);
Lower.Set(lower);
if (Rising(Midline))
{
PlotColors[1][0] = upColor;
PlotColors[2][0] = upColor;
}
if (Falling(Midline))
{
PlotColors[1][0] = dnColor;
PlotColors[2][0] = dnColor;
}
}
// Override OnBarUpdate method
protected override void OnBarUpdate()
{
// Protect against too few bars
if (CurrentBar < period)
{
Upper.Reset();
Lower.Reset();
return;
}
// Solve for the price given a probability
if (distribution == Distribution.Gaussian)
{
double side = Math.Sqrt(-2 * Math.Pow(StdDev(period)[0] / TickSize, 2) * Math.Log(probability * StdDev(Period)[0] / TickSize * Math.Sqrt(2 * Math.PI)));
Upper.Set((SMA(period)[0] / TickSize + side) * TickSize);
Lower.Set((SMA(period)[0] / TickSize - side) * TickSize);
}
else if (distribution == Distribution.Laplace)
{
double side = -HawkmatixAvgDiff(period)[0] / TickSize * Math.Log(probability * 2 * HawkmatixAvgDiff(period)[0] / TickSize);
Upper.Set((SMA(period)[0] / TickSize + side) * TickSize);
Lower.Set((SMA(period)[0] / TickSize - side) * TickSize);
}
else if (distribution == Distribution.Logistic)
{
double s = Math.Sqrt(3) / Math.PI * StdDev(period)[0] / TickSize;
double left = 1 - 2 * probability * s;
double side = Math.Sqrt((2 * probability * s - 1) * (2 * probability * s - 1) - 4 * probability * probability * s * s);
double bottom = 2 * probability * s;
Upper.Set((SMA(period)[0] / TickSize - s * Math.Log((left - side) / bottom)) * TickSize);
Lower.Set((SMA(period)[0] / TickSize - s * Math.Log((left + side) / bottom)) * TickSize);
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// calculate Linear Regression
double sumX = (double)Period * (Period - 1) * 0.5;
double divisor = sumX * sumX - (double)Period * Period * (Period - 1) * (2 * Period - 1) / 6;
double sumXY = 0;
for (int count = 0; count < Period && CurrentBar - count >= 0; count++)
{
sumXY += count * Input[count];
}
y.Set(Input[0]);
double slope = ((double)Period * sumXY - sumX * SUM(y, Period)[0]) / divisor;
double intercept = (SUM(y, Period)[0] - slope * sumX) / Period;
double linReg = intercept + slope * (Period - 1);
// Calculate Standard Error
double sumSquares = 0;
for (int count = 0; count < Period && CurrentBar - count >= 0; count++)
{
double linRegX = intercept + slope * (Period - 1 - count);
double valueX = Input[count];
double diff = Math.Abs(valueX - linRegX);
sumSquares += diff * diff;
}
double stdErr = Math.Sqrt(sumSquares / Period);
Middle.Set(linReg);
Upper.Set(linReg + stdErr);
Lower.Set(linReg - stdErr);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
ZigZag zz = ZigZag(deviationType, deviationValue, useHighLow);
Upper.Set(zz.ZigZagHigh[0]);
Lower.Set(zz.ZigZagLow[0]);
UpperFib.Set(Upper[0] - (Upper[0] - Lower[0]) * 0.382);
LowerFib.Set(Lower[0] + (Upper[0] - Lower[0]) * 0.382);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
double smaValue = AhrensMA(period).AhrensHL[0];
double stdDevValue = StdDev(Period)[0];
Upper.Set(smaValue + NumStdDev * stdDevValue);
Middle.Set(smaValue);
Lower.Set(smaValue - NumStdDev * stdDevValue);
}
protected override void OnBarUpdate()
{
avg = DYNAverage[0];
stdDevValue = SDBB[0];
PriceLine.Set(DYNPrice[0]);
SignalLine.Set(DYNSignal[0]);
Average.Set(avg);
Upper.Set(avg + stdDevNumber * stdDevValue);
Lower.Set(avg - stdDevNumber * stdDevValue);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
double smaValue = SMA(Period)[0];
double stdDevValue = StdDev(SMA(Range(), 20), period)[0];
Print("stdDevValue = " + stdDevValue);
Upper.Set(smaValue + NumStdDev * stdDevValue);
Middle.Set(smaValue);
Lower.Set(smaValue - NumStdDev * stdDevValue);
}
protected override void OnBarUpdate()
{
double RSI_value = RSI(this.RSIPeriod, 1)[0];
this._RSI_List.Set(RSI_value);
double PRICE_value = SMA(this._RSI_List, this.PricePeriod)[0];
PriceLine.Set(PRICE_value);
double SIGNAL_value = SMA(this._RSI_List, this.SignalPeriod)[0];
SignalLine.Set(SIGNAL_value);
double AVG_value = SMA(this._RSI_List, this.BandPeriod)[0];
Average.Set(AVG_value);
MidLine.Set(50);
double stdDevValue = StdDev(this._RSI_List, this.BandPeriod)[0];
Upper.Set(AVG_value + this.StdDevNumber * stdDevValue);
Lower.Set(AVG_value - this.StdDevNumber * stdDevValue);
PlotColors[0][0] = this.Main;
PlotColors[1][0] = this.Signal;
PlotColors[2][0] = this.BBAverage;
PlotColors[3][0] = this.BBUpper;
PlotColors[4][0] = this.BBLower;
if (AVG_value > 50)
{
PlotColors[5][0] = this.MidPositive;
}
else
{
PlotColors[5][0] = this.MidNegative;
}
Plots[0].PenStyle = this.Dash0Style;
Plots[0].Pen.Width = this.Plot0Width;
Plots[1].PenStyle = this.Dash1Style;
Plots[1].Pen.Width = this.Plot1Width;
Plots[2].PenStyle = this.Dash2Style;
Plots[2].Pen.Width = this.Plot2Width;
Plots[3].PenStyle = this.Dash3Style;
Plots[3].Pen.Width = this.Plot3Width;
Plots[4].PenStyle = this.Dash3Style;
Plots[4].Pen.Width = this.Plot3Width;
Plots[5].PenStyle = this.Dash3Style;
Plots[5].Pen.Width = this.Plot3Width;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar < Period)
{
return;
}
EMA ema = EMA(EMA(newPeriod), newPeriod);
double rangeOffset = BandPct * EMA(Range(), Period)[0];
Lower.Set(ema[0] - rangeOffset);
Upper.Set(ema[0] + rangeOffset);
}
/// <summary>
/// Called on each bar update event (incoming tick).
/// </summary>
protected override void OnBarUpdate()
{
diff.Set(High[0] - Low[0]);
double middle = SMA(Typical, Period)[0];
double offset = SMA(diff, Period)[0] * offsetMultiplier;
double upper = middle + offset;
double lower = middle - offset;
Midline.Set(middle);
Upper.Set(upper);
Lower.Set(lower);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
double maValue = 0;
switch (matype)
{
case 1:
{
Middle.Set(maValue = EMA(Inputs[0], Period)[0]);
break;
}
case 2:
{
Middle.Set(maValue = HMA(Inputs[0], Period)[0]);
break;
}
case 3:
{
Middle.Set(maValue = SMA(Inputs[0], Period)[0]);
break;
}
case 4:
{
Middle.Set(maValue = TMA(Inputs[0], Period)[0]);
break;
}
case 5:
{
Middle.Set(maValue = TEMA(Inputs[0], Period)[0]);
break;
}
case 6:
{
Middle.Set(maValue = WMA(Inputs[0], Period)[0]);
break;
}
}
Upper.Set(maValue + (maValue * EnvelopePercentage / 100));
Lower.Set(maValue - (maValue * EnvelopePercentage / 100));
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
double averageValue = 0;
if (Smoothed)
{
averageValue = smoothedAverage[0];
}
else
{
averageValue = average[0];
}
double offset = 0;
if (Smoothed)
{
offset = NumStdDev * smoothedVolatility[0];
}
else
{
offset = NumStdDev * volatility[0];
}
if (showMidband)
{
Middle.Set(averageValue);
}
else
{
Middle.Reset();
}
if (showChannels)
{
Upper.Set(averageValue + offset);
Lower.Set(averageValue - offset);
}
else
{
Upper.Reset();
Lower.Reset();
}
if (CurrentBar < Math.Max(Period, StdDevPeriod))
{
return;
}
if (FirstTickOfBar)
{
neutralSlope = threshold * averageTrueRange[1] / 1000;
priorBull = bullish;
middle = Middle[1] + Middle[2];
upper = Upper[1] + Upper[2];
lower = Lower[1] + Lower[2];
}
if (2 * averageValue > middle + 3 * neutralSlope)
{
PlotColors[1][0] = upColor;
if (useCentralSlope)
{
PlotColors[0][0] = UpColor;
PlotColors[2][0] = UpColor;
}
if (priorBull <= 0)
{
index = CurrentBar;
}
if (Opacity != 0)
{
DrawRegion("bollinger" + index, CurrentBar - index + 1, 0, Upper, Lower, Color.Transparent, UpColor, Opacity);
}
bullish = 1;
}
else if (2 * averageValue < middle - 3 * neutralSlope)
{
PlotColors[1][0] = DownColor;
if (useCentralSlope)
{
PlotColors[0][0] = DownColor;
PlotColors[2][0] = DownColor;
}
if (priorBull >= 0)
{
index = CurrentBar;
}
if (Opacity != 0)
{
DrawRegion("bollinger" + index, CurrentBar - index + 1, 0, Upper, Lower, Color.Transparent, DownColor, Opacity);
}
bullish = -1;
}
else
{
PlotColors[1][0] = NeutralColor;
if (useCentralSlope)
{
PlotColors[0][0] = NeutralColor;
PlotColors[2][0] = NeutralColor;
}
if (priorBull != 0)
{
index = CurrentBar;
}
if (Opacity != 0)
{
DrawRegion("bollinger" + index, CurrentBar - index + 1, 0, Upper, Lower, Color.Transparent, NeutralColor, Opacity);
}
bullish = 0;
}
if (!useCentralSlope)
{
if (2 * averageValue + 2 * offset >= upper + 3 * neutralSlope)
{
PlotColors[0][0] = UpColor;
}
else if (2 * averageValue + 2 * offset <= upper - 3 * neutralSlope)
{
PlotColors[0][0] = DownColor;
}
else
{
PlotColors[0][0] = NeutralColor;
}
if (2 * averageValue - 2 * offset >= lower + 3 * neutralSlope)
{
PlotColors[2][0] = UpColor;
}
else if (2 * averageValue - 2 * offset <= lower - 3 * neutralSlope)
{
PlotColors[2][0] = DownColor;
}
else
{
PlotColors[2][0] = NeutralColor;
}
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
Value.Set((MAX(Close, Period)[0] + MIN(Close, Period)[0]) / 2);
Upper.Set(MAX(Close, Period)[0]);
Lower.Set(MIN(Close, Period)[0]);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar < period)
{
return;
}
if (Low[0] < Low[1])
{
Sideset.Set(0);
}
if (High[0] > High[1])
{
Sideset.Set(1);
}
ratchedval = (1 - (counter * ratched));
if (Sideset[1] == 0)
{
SigClose = MIN(Low, (period))[0];
Plotset.Set(SigClose + Bars.Instrument.MasterInstrument.Round2TickSize((ratchedval * (ATRTimes * ATR(period)[0]))));
}
if (Sideset[1] == 1)
{
SigClose = MAX(High, (period))[0];
Plotset.Set(SigClose - Bars.Instrument.MasterInstrument.Round2TickSize((ratchedval * (ATRTimes * ATR(period)[0]))));
}
if (Sideset[1] == 1 && Low[1] <= Plotset[1])
{
Sideset.Set(0);
SigClose = High[1];
counter = 0;
Plotset.Set(SigClose + Bars.Instrument.MasterInstrument.Round2TickSize((ratchedval * (ATRTimes * ATR(period)[0]))));
Lower.Set(Plotset[0]);
}
if (Sideset[1] == 1 && Low[1] > Plotset[1])
{
Sideset.Set(1);
SigClose = MAX(High, (period))[0];
Plotset.Set(SigClose - Bars.Instrument.MasterInstrument.Round2TickSize((ratchedval * (ATRTimes * ATR(period)[0]))));
if (Plotset[1] > Plotset[0])
{
Plotset.Set(Plotset[1]);
}
Upper.Set(Plotset[0]);
}
if (Sideset[1] == 0 && High[1] >= Plotset[1])
{
Sideset.Set(1);
SigClose = High[1];
counter = 0;
Plotset.Set(SigClose - Bars.Instrument.MasterInstrument.Round2TickSize((ratchedval * (ATRTimes * ATR(period)[0]))));
Upper.Set(Plotset[0]);
}
if (Sideset[1] == 0 && High[1] < Plotset[1])
{
Sideset.Set(0);
SigClose = MIN(Low, (period))[0];
Plotset.Set(SigClose + Bars.Instrument.MasterInstrument.Round2TickSize((ratchedval * (ATRTimes * ATR(period)[0]))));
if (Plotset[1] < Plotset[0])
{
Plotset.Set(Plotset[1]);
}
Lower.Set(Plotset[0]);
}
counter++;
}
/// <summary>
/// Calculates the indicator value(s) at the current index.
/// </summary>
protected override void OnBarUpdate()
{
if (!init)
{
BMACD = MACD(Input, fast, slow, smooth);
EMAMACD = EMA(BMACD, bandperiod);
HMAMACD = HMA(BMACD, smooth);
SDBB = StdDev(BMACD, bandperiod);
}
init = true;
double macdValue = HMAMACD[0]; //BMACD[0];
BBMACD.Set(macdValue);
BBMACDLine.Set(macdValue);
BBMACDFrame.Set(macdValue);
//double avg = EMA(BBMACD,bandperiod)[0];
double avg = EMAMACD[0];
Average.Set(avg);
ZeroLine.Set(0);
//double stdDevValue = StdDev(BBMACD,bandperiod)[0];
double stdDevValue = SDBB[0];
Upper.Set(avg + StdDevNumber * stdDevValue);
Lower.Set(avg - StdDevNumber * stdDevValue);
// if(Rising(Average))
// if(paintbars)
// {
// BarColor = bbAverageUp;
// CandleOutlineColor = candleoutlinecolorup;
// }
// if(Falling(Average))
// if(paintbars)
// {
// BarColor = bbAverageDn;
// CandleOutlineColor = candleoutlinecolorup;
// }
if (Rising(BBMACD))
{
if (BBMACD[0] < Upper[0])
{
PlotColors[0][0] = DotsUpInside;
if (showhistogram)
{
Hist.Set((macdValue - avg));
PlotColors[10][0] = DotsUpInside;
}
updotdrawn = false; // added by TheWizard March 15, 2011
}
else
{
PlotColors[0][0] = DotsUpOutside;
if (showhistogram)
{
Hist.Set((macdValue - avg));
PlotColors[10][0] = DotsUpOutside;
}
if (drawDotOnPricePanel) // added by TheWizard March 15, 2011
{
if (updotdrawn == false) // added by TheWizard March 15, 2011
{
DrawDot("UpDots" + CurrentBar, true, 0, Low[0] - dotSeparation * TickSize, BBdotUpColor); // added by TheWizard March 15, 2011
DrawDot("UpDots2" + CurrentBar, true, 0, Low[0] - dotSeparation * (TickSize * 2), BBdotUpColor);
updotdrawn = true; // added by TheWizard March 15, 2011
downdotdrawn = false; // added by TheWizard March 15, 2011
if (bbviolationsound)
{
if (FirstTickOfBar)
{
PlaySound(bbviolationupsound);
}
}
}
}
}
if (paintbars)
{
BarColor = barcolorup;
CandleOutlineColor = candleoutlinecolorup;
}
}
else
{
if (BBMACD[0] > Lower[0])
{
PlotColors[0][0] = DotsDownInside;
if (showhistogram)
{
Hist.Set((macdValue - avg));
PlotColors[10][0] = DotsDownInside;
}
downdotdrawn = false; // added by TheWizard March 15, 2011
}
else
{
PlotColors[0][0] = DotsDownOutside;
if (showhistogram)
{
Hist.Set((macdValue - avg));
PlotColors[10][0] = DotsDownOutside;
}
if (drawDotOnPricePanel) // added by TheWizard March 15, 2011
{
if (downdotdrawn == false) // added by TheWizard March 15, 2011
{
DrawDot("DnDots" + CurrentBar, true, 0, High[0] + dotSeparation * TickSize, BBdotDnColor); // added by TheWizard March 15, 2011
DrawDot("DnDots2" + CurrentBar, true, 0, High[0] + dotSeparation * (TickSize * 2), BBdotDnColor);
downdotdrawn = true; // added by TheWizard March 15, 2011
updotdrawn = false; // added by TheWizard March 15, 2011
if (bbviolationsound)
{
if (FirstTickOfBar)
{
PlaySound(bbviolationdnsound);
}
}
}
}
}
if (paintbars)
{
BarColor = barcolordn;
CandleOutlineColor = candleoutlinecolordn;
}
}
if (BBMACD[0] > avg)
{
if (conservative)
{
PlotColors[2][0] = BBAverageUp;
if (BBMACD[0] > 0)
{
PlotColors[5][0] = ZeroPositive;
}
if (BBMACD[0] < 0)
{
PlotColors[5][0] = ZeroNegative;
}
}
else
{
PlotColors[2][0] = BBAverageUp;
PlotColors[5][0] = ZeroPositive;
if (colorbackground)
{
BackColor = Color.FromArgb(opacity, backgroundcolorUp);
}
if (colorALLbackgrounds)
{
BackColorAll = Color.FromArgb(opacity, backgroundcolorUp);
}
}
}
if (BBMACD[0] < avg)
{
if (conservative)
{
PlotColors[2][0] = BBAverageDn;
if (BBMACD[0] > 0)
{
PlotColors[5][0] = ZeroPositive;
}
if (BBMACD[0] < 0)
{
PlotColors[5][0] = ZeroNegative;
}
}
else
{
PlotColors[2][0] = BBAverageDn;
PlotColors[5][0] = ZeroNegative;
if (colorbackground)
{
BackColor = Color.FromArgb(opacity, backgroundcolorDn);
}
if (colorALLbackgrounds)
{
BackColorAll = Color.FromArgb(opacity, backgroundcolorDn);
}
}
}
//PlotColors[2][0] = BBAverage;
PlotColors[3][0] = BBUpper;
PlotColors[4][0] = BBLower;
PlotColors[6][0] = ZeroCross;
PlotColors[7][0] = Connector;
if (BBMACD[0] > 0)
{
if (conservative)
{
if (colorbackground)
{
BackColor = Color.FromArgb(opacity, backgroundcolorUp);
}
if (colorALLbackgrounds)
{
BackColorAll = Color.FromArgb(opacity, backgroundcolorUp);
}
}
if (CurrentBar != 0 && BBMACD[1] <= 0)
{
MACDCross.Set(0);
if (zerolinecrosssound)
{
if (FirstTickOfBar)
{
PlaySound(longwavfilename);
}
}
}
else
{
MACDCross.Reset();
}
}
else
{
if (conservative)
{
if (colorbackground)
{
BackColor = Color.FromArgb(opacity, backgroundcolorDn);
}
if (colorALLbackgrounds)
{
BackColorAll = Color.FromArgb(opacity, backgroundcolorDn);
}
}
if (CurrentBar != 0 && BBMACD[1] > 0)
{
MACDCross.Set(0);
if (zerolinecrosssound)
{
if (FirstTickOfBar)
{
PlaySound(shortwavfilename);
}
}
}
else
{
MACDCross.Reset();
}
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
BuySignal = false;
SellSignal = false;
if (savedCurrentBar == -1) // Init
{
currentBarHigh = High[0];
currentBarLow = Low[0];
state = GetNextState();
savedCurrentBar = CurrentBar;
}
else if (savedCurrentBar != CurrentBar)
{ // Is new bar ?
currentBarHigh = (isRealtime && !CalculateOnBarClose) ? High[1] : High[0];
currentBarLow = (isRealtime && !CalculateOnBarClose) ? Low[1] : Low[0];
// today buy/sell signal is triggered
if ((state == 5 && currentBarHigh > boxTop) || (state == 5 && currentBarLow < boxBottom))
{
if (state == 5 && currentBarHigh > boxTop)
{
BuySignal = true;
}
else
{
SellSignal = true;
}
state = 0;
startBarActBox = CurrentBar;
}
state = GetNextState();
// draw with today
if (boxBottom == double.MaxValue)
{
for (int i = CurrentBar - startBarActBox; i >= 0; i--)
{
Upper.Set(i, boxTop);
Lower.Reset(i);
}
}
else
{
for (int i = CurrentBar - startBarActBox; i >= 0; i--)
{
Upper.Set(i, boxTop);
Lower.Set(i, boxBottom);
}
}
savedCurrentBar = CurrentBar;
}
else
{
isRealtime = true;
// today buy/sell signal is triggered
if ((state == 5 && currentBarHigh > boxTop) || (state == 5 && currentBarLow < boxBottom))
{
if (state == 5 && currentBarHigh > boxTop)
{
BuySignal = true;
}
else
{
SellSignal = true;
}
startBarActBox = CurrentBar + 1;
state = 0;
}
// draw with today
if (boxBottom == double.MaxValue)
{
Upper.Set(boxTop);
Lower.Reset();
}
else
{
Upper.Set(boxTop);
Lower.Set(boxBottom);
}
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar == 0)
{
return;
}
// First we calculate the linear regression parameters
double sumX = (double)Period * (Period - 1) * 0.5;
double divisor = sumX * sumX -
(double)Period * Period * (Period - 1) * (2 * Period - 1) / 6;
double sumXY = 0;
double sumY = 0;
int barCount = Math.Min(Period, CurrentBar);
for (int count = 0; count < barCount; count++)
{
sumXY += count * Input[count];
sumY += Input[count];
}
if (divisor == 0 || Period == 0)
{
return;
}
double slope = ((double)Period * sumXY - sumX * sumY) / divisor;
double intercept = (sumY - slope * sumX) / Period;
slopeSeries.Set(slope);
interceptSeries.Set(intercept);
// Next we calculate the standard deviation of the
// residuals (vertical distances to the regression line).
double sumResiduals = 0;
for (int count = 0; count < barCount; count++)
{
double regressionValue = intercept + slope * (Period - 1 - count);
double residual = Math.Abs(Input[count] - regressionValue);
sumResiduals += residual;
}
double avgResiduals = sumResiduals / Math.Min(CurrentBar - 1, Period);
sumResiduals = 0;
for (int count = 0; count < barCount; count++)
{
double regressionValue = intercept + slope * (Period - 1 - count);
double residual = Math.Abs(Input[count] - regressionValue);
sumResiduals += (residual - avgResiduals) * (residual - avgResiduals);
}
double stdDeviation = Math.Sqrt(sumResiduals / Math.Min(CurrentBar + 1, Period));
stdDeviationSeries.Set(stdDeviation);
double middle = intercept + slope * (Period - 1);
Middle.Set(middle);
Upper.Set(middle + stdDeviation * Width);
Lower.Set(middle - stdDeviation * Width);
}
/// <summary>
/// Calculates the indicator value(s) at the current index.
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBars[0] < bandperiod)
{
return;
}
if (!init)
{
BMACD = MACD(Input, fast, slow, smooth);
EMAMACD = EMA(BMACD, bandperiod);
HMAMACD = HMA(BMACD, smooth);
SDBB = StdDev(BMACD, bandperiod);
}
init = true;
double macdValue = HMAMACD[0]; //BMACD[0];
BBMACD.Set(macdValue);
//BBMACDLine.Set(macdValue);
BBMACDFrame.Set(macdValue);
//double avg = EMA(BBMACD,bandperiod)[0];
double avg = EMAMACD[0];
ZeroLine.Set(0);
//double stdDevValue = StdDev(BBMACD,bandperiod)[0];
double stdDevValue = SDBB[0];
Upper.Set(avg + StdDevNumber * stdDevValue);
Lower.Set(avg - StdDevNumber * stdDevValue);
//1. Green dots, above bands, sloping up Green dot - text UP - prefer up as easy to understand
//2. Green dots, above bands, changing to a red dot. - Cell Colour will Change (but may still say UP)
//3. Consecutive red dots crossing down through the bands - not sure we discussed this one!!! Cell colour will change Put --- to indicate crossing down
//4. Red dots, below bands, sloping down.Red dot - text DOWN - prefer DOWN as easy to understand
//5. Red dots, below bands, changing to a green dot.ell Colour will Change (but may still say DOWN)
//6. Consecutive green dots, crossing up through the bands - not sure we discussed this one!!! Cell colour will change Put +++ to indicate crossing down
//1 & 4 - would be trending signals - don't trade against these
//2 & 5 - would be minor alerts for consolidation or the start of direction change
//3 & 6 - would be major alerts with direction change confirmed by dots about to break through the opposite band
if (Rising(BBMACD))
{
if (BBMACD[0] < Upper[0])
{
PlotColors[0][0] = DotsUpInside;
macdsignal = 1;
}
else if ((BBMACD[1] < Upper[1]) && (BBMACD[0] > Upper[0]))
{
PlotColors[0][0] = DotsUpOutside;
macdsignal = 2;
}
else
{
PlotColors[0][0] = DotsUpOutside;
macdsignal = 3;
}
}
else
{
if (BBMACD[0] > Lower[0])
{
PlotColors[0][0] = DotsDownInside;
macdsignal = -1;
}
else if ((BBMACD[1] > Lower[1]) && (BBMACD[0] < Lower[0]))
{
PlotColors[0][0] = DotsDownOutside;
macdsignal = -2;
}
else
{
PlotColors[0][0] = DotsDownOutside;
macdsignal = -3;
}
}
Signal.Set(macdsignal);
/*
*
* if (BBMACD[0] > BBMACD[1])
* {
* PlotColors[0][0] = DotsUpOutside;
* if ((BBMACD[0] > Upper[0])) //UP
* {
* macdsignal = 1;
* PlotColors[0][0] = DotsUpOutside;
* }
* else if ((BBMACD[1] < Lower[1]) && (BBMACD[0] > Lower[0])) //UP
* {
* macdsignal = 6;
* PlotColors[0][0] = DotsDownInside;
* }
* else if ((BBMACD[1] > BBMACD[2]) && (BBMACD[0] > Lower[0])) //UP
* {
* macdsignal = 7;
* PlotColors[0][0] = DotsUpInside;
* }
* else if ((BBMACD[1] < Upper[1]) && (BBMACD[0] > Upper[0])) //UP
* {
* macdsignal = 8;
* PlotColors[0][0] = DotsUpOutside;
* }
* }
* else //(BBMACD[0] < BBMACD[1])
* {
* PlotColors[0][0] = DotsDownOutside;
* if ((BBMACD[0] < Lower[0])) //DN
* {
* macdsignal = 5;
* PlotColors[0][0] = DotsDownOutside;
* }
* else if ((BBMACD[0] < BBMACD[1])) //DN
* {
* macdsignal = 2;
* PlotColors[0][0] = DotsDownOutside;
* }
* else if ((BBMACD[1] < BBMACD[2]) && (BBMACD[0] < Upper[0])) //DN
* {
* macdsignal = 3;
* PlotColors[0][0] = DotsDownInside;
* }
* else if ((BBMACD[1] > Lower[1]) && (BBMACD[0] < Lower[0])) //DN
* {
* macdsignal = 4;
* PlotColors[0][0] = DotsDownOutside;
* }
* }
*/
/*
* if ((BBMACD[0] > BBMACD[1]) && (BBMACD[0] > Upper[0])) //UP
* {
* macdsignal = 1;
* PlotColors[0][0] = DotsUpOutside;
* }
* if ((BBMACD[1] > Upper[1]) && (BBMACD[0] < BBMACD[1])) //DN
* {
* macdsignal = 2;
* PlotColors[0][0] = DotsDownOutside;
* }
* if ((BBMACD[0] < BBMACD[1]) && (BBMACD[1] < BBMACD[2]) && (BBMACD[0] < Upper[0])) //DN
* {
* macdsignal = 3;
* PlotColors[0][0] = DotsDownInside;
* }
* if ((BBMACD[0] < BBMACD[1]) && (BBMACD[1] > Lower[1]) && (BBMACD[0] < Lower[0])) //DN
* {
* macdsignal = 4;
* PlotColors[0][0] = DotsDownOutside;
* }
*
* if ((BBMACD[0] < BBMACD[1]) && (BBMACD[0] < Lower[0])) //DN
* {
* macdsignal = 5;
* PlotColors[0][0] = DotsDownOutside;
* }
* if ((BBMACD[1] < Lower[1]) && (BBMACD[0] > BBMACD[1])) //UP
* {
* macdsignal = 6;
* PlotColors[0][0] = DotsDownInside;
* }
* if ((BBMACD[0] > BBMACD[1]) && (BBMACD[1] > BBMACD[2]) && (BBMACD[0] > Lower[0])) //UP
* {
* macdsignal = 7;
* PlotColors[0][0] = DotsUpInside;
* }
* if ((BBMACD[0] > BBMACD[1]) && (BBMACD[1] < Upper[1]) && (BBMACD[0] > Upper[0])) //UP
* {
* macdsignal = 8;
* PlotColors[0][0] = DotsUpOutside;
* }
*/
/////PlotColors[2][0] = BBUpper;
/////PlotColors[3][0] = BBLower;
/////PlotColors[4][0] = SignalCol;
/////PlotColors[5][0] = ZeroCol;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Code for SMA 100 line
if (CurrentBar == 0)
{
Trend.Set(Input[0]);
}
else
{
double last = Trend[1] * Math.Min(CurrentBar, smaPeriod);
if (CurrentBar >= smaPeriod)
{
Trend.Set((last + Input[0] - Input[smaPeriod]) / Math.Min(CurrentBar, smaPeriod));
if (CountIf(delegate { return(Trend[0] > Trend[1]); }, 15) == 15)
//if (Rising(Trend))
{
PlotColors[6][0] = upColor;
}
else if (CountIf(delegate { return(Trend[0] < Trend[1]); }, 15) == 15)
{
PlotColors[6][0] = downColor;
}
}
else
{
Trend.Set((last + Input[0]) / (Math.Min(CurrentBar, smaPeriod) + 1));
}
}
// Code for other indicators
if (CurrentBar < 5)
{
return;
}
if (High[0] < High[2] && High[1] < High[2] && High[3] < High[2] && High[4] < High[2])
{
double halfStdDevValue = (StdDev(period)[2]) / 2;
//Plots[0].Pen = new Pen(Color.Green);
Values[0][2] = High[2] + halfStdDevValue;
if (High[2] > Close[HighestBar(Close, donchianPeriod)])
{
UpperTarget.Set(2, High[2] * 1.1); // 10% above
}
// else
// {
// Print(Time + " CurrentBar: " + CurrentBar + " HighestBar(High, 22): " + HighestBar(High, 22));
// }
}
if (Low[0] > Low[2] && Low[1] > Low[2] && Low[3] > Low[2] && Low[4] > Low[2])
{
double halfStdDevValue = (StdDev(period)[2]) / 2;
//Values[1][2] = Low[2] - halfStdDevValue;
Lower.Set(2, Low[2] - halfStdDevValue);
if (Low[2] < Close[LowestBar(Close, donchianPeriod)])
{
LowerTarget.Set(2, Low[2] * 0.9); // 10% below low
}
}
//UpperDonchian.Set(MAX(Close, donchianPeriod)[0]);
//LowerDonchian.Set(MIN(Close, donchianPeriod)[0]);
}
protected override void OnBarUpdate()
{
double macdValue = BMACD[0];
BBMACD.Set(macdValue);
BBMACDLine.Set(macdValue);
BBMACDFrame.Set(macdValue);
double avg = BMACD.Avg[0];
Average.Set(avg);
ZeroLine.Set(0);
double stdDevValue = SDBB[0];
Upper.Set(avg + StdDevNumber * stdDevValue);
Lower.Set(avg - StdDevNumber * stdDevValue);
if (Rising(BBMACD))
{
if (macdValue > avg + StdDevNumber * stdDevValue)
{
PlotColors[0][0] = DotsUpOutside;
}
else
{
PlotColors[0][0] = DotsUpInside;
}
}
else
{
if (macdValue < avg - StdDevNumber * stdDevValue)
{
PlotColors[0][0] = DotsDownOutside;
}
else
{
PlotColors[0][0] = DotsDownInside;
}
}
if (BBMACD[0] > 0)
{
PlotColors[5][0] = ZeroPositive;
if (CurrentBar != 0 && BBMACD[1] <= 0)
{
MACDCross.Set(0);
}
else
{
MACDCross.Reset();
}
}
else
{
PlotColors[5][0] = ZeroNegative;
if (CurrentBar != 0 && BBMACD[1] > 0)
{
MACDCross.Set(0);
}
else
{
MACDCross.Reset();
}
}
}