/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// used to set values for bars less than the period
int tmpPeriod = Math.Min(CurrentBar, Period);
double average = Close[0];
switch (averageType)
{
case BollingerBandwidth_MATypes.EMA:
average = EMA(tmpPeriod)[0];
break;
case BollingerBandwidth_MATypes.SMA:
average = SMA(tmpPeriod)[0];
break;
}
double stdDevValue = StdDev(tmpPeriod)[0];
double upperValue = average + numStdDev * stdDevValue;
double lowerValue = average - numStdDev * stdDevValue;
Bandwidth.Set((upperValue - lowerValue) / average * 100);
Bulge.Set(MAX(Bandwidth, bulgeLength)[0]);
Squeeze.Set(MIN(Bandwidth, squeezeLength)[0]);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBars[0] < length)
{
return;
}
SQZresult.Set(SJCRSU(Input, length, 4, 4)[0]);
EMAInputData1.Set(SJCRSU(Input, length, 3.5, 3.5)[0]);
EMAresult.Set(EMA(EMAInputData1, 7)[0]);
double SqueezeValue = SQZresult[0];
Squeeze.Set(100 * SqueezeValue);
Print("Squeeze = " + SQZresult[0]);
if (SQZresult[0] > SQZresult[1] && SQZresult[0] > 0)
{
_SqzColor = buyColor1;
}
if (SQZresult[0] < SQZresult[1] && SQZresult[0] < 0)
{
_SqzColor = sellColor1;
}
if (SQZresult[0] > SQZresult[1] && SQZresult[0] < 0)
{
_SqzColor = sellColor2;
}
if (SQZresult[0] < SQZresult[1] && SQZresult[0] > 0)
{
_SqzColor = buyColor2;
}
Print("ctTrend = " + ctTrend);
if (ctTrend && SQZresult[0] > 0 && SQZresult[0] < EMAresult[0])
{
_SqzColor = sellColor2;
}
if (ctTrend && SQZresult[0] < 0 && SQZresult[0] > EMAresult[0])
{
_SqzColor = buyColor2;
}
PlotColors[1][0] = _SqzColor;
BIASresult.Set(SJC_NLR(0, 9).NLRprice[0] - KAMA(Typical, 2, 11, 11)[0]);
//BIASresult.Set(SJC_NLR.NLRprice[0] - KAMA(Typical, 2, 11, 11)[0]);
//double BiasValue = BIASresult[0];
Bias.Set(0);
if (BIASresult[0] > 0)
{
_BiasColor = biasUpColor;
}
if (BIASresult[0] < 0)
{
_BiasColor = biasDnColor;
}
PlotColors[0][0] = _BiasColor;
//Print("Bias = " + BIASresult[0]);
}
protected override void OnBarUpdate()
{
// Are there enough bars
if (CurrentBar < length)
{
return;
}
try {
bool debug = false; //CurrentBar == 33;
if (CurrentBar != 0)
{
double num1 = ATR(length)[0];
double num2 = StdDev(Close, length)[0];
double num3;
if (number_1_5 * num1 == 0.0)
{
num3 = 1.0;
}
else
{
num3 = number_2_0 * num2 / (number_1_5 * num1);
}
if (num3 <= 1.0)
{
if (Squeeze[1] != 0.0)
{
startBarNumber = CurrentBar;
squeezeHigh = High[0];
squeezeLow = Low[0];
++breakoutRecNumb;
if (debug)
{
Print(Time + " in != 0.0 - Squeeze[1] " + Squeeze[1] + " breakoutRecNumb: " + breakoutRecNumb);
}
}
if (Squeeze[1] == 0.0)
{
//Print(Time + " in == 0.0 - Squeeze[1] " + Squeeze[1] + " ");
if (High[0] > squeezeHigh)
{
squeezeHigh = High[0];
}
if (Low[0] < squeezeLow)
{
squeezeLow = Low[0];
}
endBarNumber = CurrentBar;
if (startBarNumber != endBarNumber)
{
squeezeMidPoint = (squeezeHigh + squeezeLow) / 2.0;
squeezeRange = squeezeHigh - squeezeLow;
if (debug)
{
Print("breakoutRecNumb: " + breakoutRecNumb + " startBarNumber: " + startBarNumber + " endBarNumber: " + endBarNumber + " squeezeHigh: " + squeezeHigh + " squeezeLow: " + squeezeLow);
}
iRectangle = DrawRectangle("rectangle" + breakoutRecNumb, AutoScale, CurrentBar - startBarNumber, squeezeHigh, CurrentBar - endBarNumber, squeezeLow, boxOutline.Pen.Color, boxAreaColor, boxAreaOpacity);
//iRectangle = DrawRectangle("r" +breakoutRecNumb, 5, squeezeHigh, 0, squeezeLow, Color.Green);
if (debug)
{
Print("307");
}
if (iRectangle == null)
{
if (debug)
{
Print("iRectangle is null");
}
}
else
{
iRectangle.Pen.DashStyle = boxOutline.Pen.DashStyle;
iRectangle.Pen.Width = boxOutline.Pen.Width;
}
if (debug)
{
Print("309");
}
if (extendedHighVisible)
{
iLine = DrawLine("extendedHigh" + breakoutRecNumb, AutoScale, CurrentBar - endBarNumber, squeezeHigh, CurrentBar - endBarNumber - extendedLineLength, squeezeHigh, extendedHigh.Pen.Color, extendedHigh.Pen.DashStyle, (int)extendedHigh.Pen.Width);
if (iLine != null)
{
if (!dictionary1.ContainsKey(iLine))
{
dictionary1.Add(iLine, iLine.Pen.Color);
}
if (!showLines)
{
iLine.Pen.Color = Color.Transparent;
}
}
}
if (debug)
{
Print("51");
}
if (extendedLowVisible)
{
iLine = DrawLine("extendedLow" + breakoutRecNumb, AutoScale, CurrentBar - endBarNumber, squeezeLow, CurrentBar - endBarNumber - extendedLineLength, squeezeLow, extendedLow.Pen.Color, extendedLow.Pen.DashStyle, (int)extendedLow.Pen.Width);
if (iLine != null)
{
if (!dictionary1.ContainsKey(iLine))
{
dictionary1.Add(iLine, iLine.Pen.Color);
}
if (!showLines)
{
iLine.Pen.Color = Color.Transparent;
}
}
}
if (extendedMiddleVisible)
{
iLine = DrawLine("extendedMiddle" + breakoutRecNumb, AutoScale, CurrentBar - endBarNumber, squeezeMidPoint, CurrentBar - endBarNumber - extendedMiddleLineLength, squeezeMidPoint, extendedMiddle.Pen.Color, extendedMiddle.Pen.DashStyle, (int)extendedMiddle.Pen.Width);
if (iLine != null)
{
if (!dictionary1.ContainsKey(iLine))
{
dictionary1.Add(iLine, iLine.Pen.Color);
}
if (!showLines)
{
iLine.Pen.Color = Color.Transparent;
}
}
}
if (debug)
{
Print("32");
}
if (extendedLevel1Visible)
{
double num4 = squeezeRange * (double)extendedLevel1 / 100.0;
iLine = DrawLine("extendedLevel1High" + breakoutRecNumb, AutoScale, CurrentBar - endBarNumber, squeezeHigh + num4, CurrentBar - endBarNumber - extendedLineLength, squeezeHigh + num4, extendedLineLevel1.Pen.Color, extendedLineLevel1.Pen.DashStyle, (int)extendedLineLevel1.Pen.Width);
if (iLine != null)
{
if (!dictionary1.ContainsKey(iLine))
{
dictionary1.Add(iLine, iLine.Pen.Color);
}
if (!showLines)
{
iLine.Pen.Color = Color.Transparent;
}
}
iLine = DrawLine("extendedLevel1Low" + breakoutRecNumb, AutoScale, CurrentBar - endBarNumber, squeezeLow - num4, CurrentBar - endBarNumber - extendedLineLength, squeezeLow - num4, extendedLineLevel1.Pen.Color, extendedLineLevel1.Pen.DashStyle, (int)extendedLineLevel1.Pen.Width);
if (iLine != null)
{
if (!dictionary1.ContainsKey(iLine))
{
dictionary1.Add(iLine, iLine.Pen.Color);
}
if (!showLines)
{
iLine.Pen.Color = Color.Transparent;
}
}
}
if (extendedLevel2Visible)
{
double num4 = squeezeRange * (double)extendedLevel2 / 100.0;
iLine = DrawLine("extendedLevel2High" + breakoutRecNumb, AutoScale, CurrentBar - endBarNumber, squeezeHigh + num4, CurrentBar - endBarNumber - extendedLineLength, squeezeHigh + num4, extendedLineLevel2.Pen.Color, extendedLineLevel2.Pen.DashStyle, (int)extendedLineLevel2.Pen.Width);
if (iLine != null)
{
if (!dictionary1.ContainsKey(iLine))
{
dictionary1.Add(iLine, iLine.Pen.Color);
}
if (!showLines)
{
iLine.Pen.Color = Color.Transparent;
}
}
iLine = DrawLine("extendedLevel2Low" + breakoutRecNumb, AutoScale, CurrentBar - endBarNumber, squeezeLow - num4, CurrentBar - endBarNumber - extendedLineLength, squeezeLow - num4, extendedLineLevel2.Pen.Color, extendedLineLevel2.Pen.DashStyle, (int)extendedLineLevel2.Pen.Width);
if (iLine != null)
{
if (!dictionary1.ContainsKey(iLine))
{
dictionary1.Add(iLine, iLine.Pen.Color);
}
if (!showLines)
{
iLine.Pen.Color = Color.Transparent;
}
}
}
if (debug)
{
Print("33");
}
if (extendedLevel3Visible)
{
double num4 = squeezeRange * (double)extendedLevel3 / 100.0;
Plot plot = extendedLineLevel3;
iLine = DrawLine("extendedLevel3High" + breakoutRecNumb, AutoScale, CurrentBar - endBarNumber, squeezeHigh + num4, CurrentBar - endBarNumber - extendedLineLength, squeezeHigh + num4, plot.Pen.Color, plot.Pen.DashStyle, (int)plot.Pen.Width);
if (iLine != null)
{
if (!dictionary1.ContainsKey(iLine))
{
dictionary1.Add(iLine, iLine.Pen.Color);
}
if (!showLines)
{
iLine.Pen.Color = Color.Transparent;
}
}
iLine = DrawLine("extendedLevel3Low" + breakoutRecNumb, AutoScale, CurrentBar - endBarNumber, squeezeLow - num4, CurrentBar - endBarNumber - extendedLineLength, squeezeLow - num4, plot.Pen.Color, plot.Pen.DashStyle, (int)plot.Pen.Width);
if (iLine != null)
{
if (!dictionary1.ContainsKey(iLine))
{
dictionary1.Add(iLine, iLine.Pen.Color);
}
if (!showLines)
{
iLine.Pen.Color = Color.Transparent;
}
}
}
if (tickHeightVisible)
{
int num4 = Convert.ToInt32((squeezeHigh - squeezeLow) / TickSize);
if (tickHeightPosition == RIGHT || tickHeightPosition == BOTH)
{
iText = DrawText("LText" + breakoutRecNumb, AutoScale, num4.ToString(), CurrentBar - endBarNumber, squeezeMidPoint, 0, tickHeightColor, font, StringAlignment.Near, Color.Transparent, Color.Transparent, 1);
if (iLine != null)
{
if (!dictionary2.ContainsKey(iText))
{
dictionary2.Add(iText, iText.TextColor);
}
if (!extendedVisible)
{
iText.TextColor = Color.Transparent;
}
}
}
if (tickHeightPosition == LEFT || tickHeightPosition == BOTH)
{
iText = DrawText("RText" + breakoutRecNumb, AutoScale, num4.ToString(), CurrentBar - startBarNumber, squeezeMidPoint, 0, tickHeightColor, font, StringAlignment.Far, Color.Transparent, Color.Transparent, 1);
if (iLine != null)
{
if (!dictionary2.ContainsKey(iText))
{
dictionary2.Add(iText, iText.TextColor);
}
if (!extendedVisible)
{
iText.TextColor = Color.Transparent;
}
}
}
}
if (debug)
{
Print("4");
}
if (!extendedVisible)
{
color1 = ((IShape)iRectangle).AreaColor;
color2 = ((IShape)iRectangle).Pen.Color;
((IShape)iRectangle).AreaColor = Color.Transparent;
((IShape)iRectangle).Pen.Color = Color.Transparent;
}
if (iLine != null)
{
if (!this.list_IRectangle.Contains(this.iRectangle))
{
list_IRectangle.Add(iRectangle);
}
}
}
}
Squeeze.Set(0.0);
SqueezeOn.Reset();
}
else
{
if (debug)
{
Print("5");
}
Squeeze.Reset();
SqueezeOn.Set(0.0);
}
dataSeries2.Set(Input[0] - (DonchianChannel(Input, number_20).Mean[CurrentBar] + EMA(Input, number_20)[0]) / 2.0);
dataSeries1.Set(LinReg((IDataSeries)dataSeries2, number_20)[0]);
PMomentumUp.Set(0.0);
PMomentumDown.Set(0.0);
NMomentumUp.Set(0.0);
NMomentumDown.Set(0.0);
if (dataSeries1[0] > 0.0)
{
if (dataSeries1[0] > dataSeries1[1])
{
PMomentumUp.Set(dataSeries1[0]);
}
else
{
PMomentumDown.Set(dataSeries1[0]);
}
}
else if (dataSeries1[0] > dataSeries1[1])
{
NMomentumUp.Set(dataSeries1[0]);
}
else
{
NMomentumDown.Set(dataSeries1[0]);
}
}
if (debug)
{
Print("6");
}
processLongAlert(soundHigh, 0, squeezeHigh, "squeezeHigh");
processLongAlert(soundLevel1, 1, squeezeHigh + squeezeRange * (double)extendedLevel1 / 100.0, "extendedLevel1");
processLongAlert(soundLevel2, 2, squeezeHigh + squeezeRange * (double)extendedLevel2 / 100.0, "extendedLevel2");
processLongAlert(soundLevel3, 3, squeezeHigh + squeezeRange * (double)extendedLevel3 / 100.0, "extendedLevel3");
processShortAlert(soundLow, 4, squeezeLow, "squeezeLow");
processShortAlert(soundLevel1, 5, squeezeLow - squeezeRange * (double)extendedLevel1 / 100.0, "extendedLevel1");
processShortAlert(soundLevel2, 6, squeezeLow - squeezeRange * (double)extendedLevel2 / 100.0, "extendedLevel2");
processShortAlert(soundLevel3, 7, squeezeLow - squeezeRange * (double)extendedLevel3 / 100.0, "extendedLevel3");
CurrentValue.Set(dataSeries1[0]);
if (tempCurrentBar2 != CurrentBar)
{
tempCurrentBar2 = CurrentBar;
if (SqueezeOn[0] == 0.0)
{
++barsSinceSqueeze;
}
else
{
barsSinceSqueeze = 0;
}
if (Squeeze[0] == 0.0)
{
++squeezeLength;
}
else
{
squeezeLength = 0;
}
}
if (debug)
{
Print("7");
}
if (barsSinceSqueeze > barsLookback)
{
BarsSinceSqueeze.Set(0.0);
}
else
{
BarsSinceSqueeze.Set((double)barsSinceSqueeze);
}
SqueezeLength.Set((double)squeezeLength);
SqueezeHigh.Set(squeezeHigh);
SqueezeLow.Set(squeezeLow);
} catch (Exception ex)
{
Print("Exception thrown " + ex.Message);
Print(ex.StackTrace);
}
}
protected override void OnBarUpdate()
{
Squeeze.Set(0);
switch (_sStyle)
{
case SqueezeStyle.BBSqueeze:
{
double avtrrg = ATR(_length)[0];
double sd = StdDev(Close, _length)[0];
double bbsInd = (_nK * avtrrg) != 0 ? _nBb * sd / (_nK * avtrrg) : 1;
PlotColors[0][0] = bbsInd <= 1 ? _alertcolor : _normalcolor;
_myValue2.Set(Input[0] - (((DonchianChannel(Input, _mLength).Mean.Get(CurrentBar)) + (EMA(Input, _mLength)[0])) / 2));
Mom.Set(LinReg(_myValue2, _mLength)[0]);
if (CurrentBar > 0)
{
PlotColors[1][0] = Mom[0] > 0 ? (Mom[0] > Mom[1] ? _pmup : _pmdown) : (Mom[0] > Mom[1] ? _nmup : _nmdown);
}
}
break;
case SqueezeStyle.PBFSqueeze:
if (CurrentBar == 0)
{
_myValue2.Set(Close[0]);
}
else
{
_myValue2.Set(RGaussianFilter(Typical, _gaussperiod, _gausspoles)[0]);
PlotColors[0][0] = _myValue2[0] <= _myValue2[1] ? _pbfsell : _pbfbuy;
_fv1 = RGaussianFilter(Typical, 8, 4)[0];
_sv1 = RGaussianFilter(Typical, 21, 4)[0];
_d1 = _fv1 - _sv1;
_fv2 = RGaussianFilter(Typical, 13, 4)[0];
_sv2 = RGaussianFilter(Typical, 34, 4)[0];
_d2 = _fv2 - _sv2;
_fv3 = RGaussianFilter(Typical, 21, 4)[0];
_sv3 = RGaussianFilter(Typical, 55, 4)[0];
_d3 = _fv3 - _sv3;
_fv4 = RGaussianFilter(Typical, 34, 4)[0];
_sv4 = RGaussianFilter(Typical, 89, 4)[0];
_d4 = _fv4 - _sv4;
Mom.Set((_d1 + _d2 + _d3 + _d4) / 4);
PlotColors[1][0] = Mom[0] > 0 ? (Mom[0] > Mom[1] ? _pmup : _pmdown) : (Mom[0] > Mom[1] ? _nmup : _nmdown);
}
break;
default:
if (CurrentBar == 0)
{
_myValue2.Set(Close[0]);
}
else
{
_myValue2.Set(RGaussianFilter(Typical, _gaussperiod, _gausspoles)[0]);
PlotColors[0][0] = _myValue2[0] <= _myValue2[1] ? _pbfsell : _pbfbuy;
_fv1 = RGaussianFilter(Typical, 8, _gausspolescounter)[0];
_sv1 = RGaussianFilter(Typical, 21, _gausspolescounter)[0];
_d1 = _fv1 - _sv1;
_fv2 = RGaussianFilter(Typical, 13, _gausspolescounter)[0];
_sv2 = RGaussianFilter(Typical, 34, _gausspolescounter)[0];
_d2 = _fv2 - _sv2;
_fv3 = RGaussianFilter(Typical, 21, _gausspolescounter)[0];
_sv3 = RGaussianFilter(Typical, 55, _gausspolescounter)[0];
_d3 = _fv3 - _sv3;
_fv4 = RGaussianFilter(Typical, 34, _gausspolescounter)[0];
_sv4 = RGaussianFilter(Typical, 89, _gausspolescounter)[0];
_d4 = _fv4 - _sv4;
Mom.Set((_d1 + _d2 + _d3 + _d4) / 4);
PlotColors[1][0] = Mom[0] > 0 ? (Mom[0] > Mom[1] ? _pmup : _pmdown) : (Mom[0] > Mom[1] ? _nmup : _nmdown);
if (CCI(_cciperiod)[1] > 50 && CCI(_cciperiod)[0] <= 50 && Mom[0] > 0 && Mom[1] > 0 && Mom[2] > 0)
{
PlotColors[1][0] = _nmup;
_downct = 1;
}
if (_downct == 1 && Mom[0] > 0 && CCI(_cciperiod)[0] < 100)
{
PlotColors[1][0] = _nmup;
}
if (_downct == 1 && CCI(_cciperiod)[1] < 100 && CCI(_cciperiod)[0] > 100)
{
PlotColors[1][0] = _pmup;
_downct = 0;
}
if (_downct == 1 && Mom[0] < 0)
{
_downct = 0;
}
if (CCI(_cciperiod)[1] < -50 && CCI(_cciperiod)[0] > -50 && Mom[0] < 0 && Mom[1] < 0 && Mom[2] < 0)
{
PlotColors[1][0] = _pmdown;
_upct = 1;
}
if (_upct == 1 && Mom[0] > 0)
{
_upct = 0;
}
if (_upct == 1 && Mom[0] < 0 && CCI(_cciperiod)[0] > -100)
{
PlotColors[1][0] = _pmdown;
}
if (_upct == 1 && CCI(_cciperiod)[1] > -100 && CCI(_cciperiod)[0] < -100)
{
PlotColors[1][0] = _nmdown;
_upct = 0;
}
}
break;
}
}