/// <summary>
/// The Hull Moving Average (HMA) employs weighted MA calculations to offer superior smoothing, and much less lag, over traditional SMA indicators.
/// </summary>
/// <returns></returns>
public HMA HMA(Data.IDataSeries input, int period)
{
if (cacheHMA != null)
{
for (int idx = 0; idx < cacheHMA.Length; idx++)
{
if (cacheHMA[idx].Period == period && cacheHMA[idx].EqualsInput(input))
{
return(cacheHMA[idx]);
}
}
}
lock (checkHMA)
{
checkHMA.Period = period;
period = checkHMA.Period;
if (cacheHMA != null)
{
for (int idx = 0; idx < cacheHMA.Length; idx++)
{
if (cacheHMA[idx].Period == period && cacheHMA[idx].EqualsInput(input))
{
return(cacheHMA[idx]);
}
}
}
HMA indicator = new HMA();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Period = period;
Indicators.Add(indicator);
indicator.SetUp();
HMA[] tmp = new HMA[cacheHMA == null ? 1 : cacheHMA.Length + 1];
if (cacheHMA != null)
{
cacheHMA.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cacheHMA = tmp;
return(indicator);
}
}
/// <summary>
/// The Hull Moving Average (HMA) employs weighted MA calculations to offer superior smoothing, and much less lag, over traditional SMA indicators.
/// </summary>
/// <returns></returns>
public HMA HMA(Data.IDataSeries input, int period)
{
if (cacheHMA != null)
for (int idx = 0; idx < cacheHMA.Length; idx++)
if (cacheHMA[idx].Period == period && cacheHMA[idx].EqualsInput(input))
return cacheHMA[idx];
lock (checkHMA)
{
checkHMA.Period = period;
period = checkHMA.Period;
if (cacheHMA != null)
for (int idx = 0; idx < cacheHMA.Length; idx++)
if (cacheHMA[idx].Period == period && cacheHMA[idx].EqualsInput(input))
return cacheHMA[idx];
HMA indicator = new HMA();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Period = period;
Indicators.Add(indicator);
indicator.SetUp();
HMA[] tmp = new HMA[cacheHMA == null ? 1 : cacheHMA.Length + 1];
if (cacheHMA != null)
cacheHMA.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheHMA = tmp;
return indicator;
}
}
/// <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>
/// 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;
}