public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
var maSignalMAMethod = (MAMethod) IndParam.ListParam[2].Index;
var iPeriod1 = (int) IndParam.NumParam[0].Value;
var iPeriod2 = (int) IndParam.NumParam[1].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iPeriod1 + iPeriod2 + 2;
var adOscillator = new double[Bars];
// ---------------------------------------------------------
var cci = new CommodityChannelIndex();
cci.Initialize(SlotType);
cci.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
cci.IndParam.ListParam[2].Index = IndParam.ListParam[3].Index;
cci.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value;
cci.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
cci.Calculate(DataSet);
double[] adIndicator1 = cci.Component[0].Value;
double[] adIndicator2 = MovingAverage(iPeriod2, 0, maSignalMAMethod, adIndicator1);
// ----------------------------------------------------------
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
adOscillator[iBar] = adIndicator1[iBar] - adIndicator2[iBar];
}
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp
{
CompName = "Histogram",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Histogram,
FirstBar = iFirstBar,
Value = adOscillator
};
Component[1] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = iFirstBar,
Value = new double[Bars]
};
Component[2] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = iFirstBar,
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 "CCI MA Oscillator rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "CCI MA Oscillator falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "CCI MA Oscillator is higher than the zero line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
break;
case "CCI MA Oscillator is lower than the zero line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
break;
case "CCI MA Oscillator crosses the zero line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
break;
case "CCI MA Oscillator crosses the zero line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
break;
case "CCI MA Oscillator changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "CCI MA Oscillator changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
}
OscillatorLogic(iFirstBar, iPrvs, adOscillator, 0, 0, ref Component[1], ref Component[2], indLogic);
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
var referencePeriod = (int)IndParam.NumParam[2].Value;
int previous = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
// ---------------------------------------------------------
var cci = new CommodityChannelIndex();
cci.Initialize(SlotType);
cci.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
cci.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index;
cci.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value;
cci.IndParam.NumParam[2].Value = IndParam.NumParam[1].Value;
cci.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
cci.Calculate(DataSet);
double[] indicatorMa = MovingAverage(referencePeriod, previous, MAMethod.Simple, cci.Component[0].Value);
double[] marketMa = MovingAverage(referencePeriod, previous, MAMethod.Simple, Close);
// ----------------------------------------------------------
int firstBar = cci.Component[0].FirstBar + referencePeriod + 2;
var cd = new double[Bars];
if (IndParam.ListParam[0].Text == "Convergence")
for (int bar = firstBar; bar < Bars; bar++)
cd[bar] = IsConvergence(indicatorMa, marketMa, bar);
else if (IndParam.ListParam[0].Text == "Divergence")
for (int bar = firstBar; bar < Bars; bar++)
cd[bar] = IsDivergence(indicatorMa, marketMa, bar);
// Saving the components
Component = new IndicatorComp[4];
Component[0] = new IndicatorComp
{
CompName = "CCI",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Line,
ChartColor = Color.RoyalBlue,
FirstBar = firstBar,
Value = cci.Component[0].Value
};
Component[1] = new IndicatorComp
{
CompName = "CCI MA",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Line,
ChartColor = Color.Red,
FirstBar = firstBar,
Value = indicatorMa
};
Component[2] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = firstBar,
Value = cd
};
Component[3] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = firstBar,
Value = cd
};
// Sets the Component's type
if (SlotType == SlotTypes.OpenFilter)
{
Component[2].DataType = IndComponentType.AllowOpenLong;
Component[2].CompName = "Is long entry allowed";
Component[3].DataType = IndComponentType.AllowOpenShort;
Component[3].CompName = "Is short entry allowed";
}
else if (SlotType == SlotTypes.CloseFilter)
{
Component[2].DataType = IndComponentType.ForceCloseLong;
Component[2].CompName = "Close out long position";
Component[3].DataType = IndComponentType.ForceCloseShort;
Component[3].CompName = "Close out short position";
}
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
int prvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
var adOscillator = new double[Bars];
// ---------------------------------------------------------
var cci1 = new CommodityChannelIndex();
cci1.Initialize(SlotType);
cci1.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
cci1.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index;
cci1.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value;
cci1.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
cci1.Calculate(DataSet);
var cci2 = new CommodityChannelIndex();
cci2.Initialize(SlotType);
cci2.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
cci2.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index;
cci2.IndParam.NumParam[0].Value = IndParam.NumParam[1].Value;
cci2.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
cci2.Calculate(DataSet);
double[] adIndicator1 = cci1.Component[0].Value;
double[] adIndicator2 = cci2.Component[0].Value;
// ----------------------------------------------------------
int firstBar = 0;
for (int c = 0; c < cci1.Component.Length; c++)
{
if (firstBar < cci1.Component[c].FirstBar)
{
firstBar = cci1.Component[c].FirstBar;
}
if (firstBar < cci2.Component[c].FirstBar)
{
firstBar = cci2.Component[c].FirstBar;
}
}
firstBar += 3;
for (int bar = firstBar; bar < Bars; bar++)
{
adOscillator[bar] = adIndicator1[bar] - adIndicator2[bar];
}
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp
{
CompName = "Histogram",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Histogram,
FirstBar = firstBar,
Value = adOscillator
};
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 "Oscillator rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "Oscillator falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "Oscillator is higher than the zero line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
break;
case "Oscillator is lower than the zero line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
break;
case "Oscillator crosses the zero line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
break;
case "Oscillator crosses the zero line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
break;
case "Oscillator changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "Oscillator changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
}
OscillatorLogic(firstBar, prvs, adOscillator, 0, 0, ref Component[1], ref Component[2], indLogic);
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
int prvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
var adOscillator = new double[Bars];
// ---------------------------------------------------------
var cci1 = new CommodityChannelIndex();
cci1.Initialize(SlotType);
cci1.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
cci1.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index;
cci1.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value;
cci1.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
cci1.Calculate(DataSet);
var cci2 = new CommodityChannelIndex();
cci2.Initialize(SlotType);
cci2.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
cci2.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index;
cci2.IndParam.NumParam[0].Value = IndParam.NumParam[1].Value;
cci2.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
cci2.Calculate(DataSet);
double[] adIndicator1 = cci1.Component[0].Value;
double[] adIndicator2 = cci2.Component[0].Value;
// ----------------------------------------------------------
int firstBar = 0;
for (int c = 0; c < cci1.Component.Length; c++)
{
if (firstBar < cci1.Component[c].FirstBar)
firstBar = cci1.Component[c].FirstBar;
if (firstBar < cci2.Component[c].FirstBar)
firstBar = cci2.Component[c].FirstBar;
}
firstBar += 3;
for (int bar = firstBar; bar < Bars; bar++)
{
adOscillator[bar] = adIndicator1[bar] - adIndicator2[bar];
}
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp
{
CompName = "Histogram",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Histogram,
FirstBar = firstBar,
Value = adOscillator
};
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 "Oscillator rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "Oscillator falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "Oscillator is higher than the zero line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
break;
case "Oscillator is lower than the zero line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
break;
case "Oscillator crosses the zero line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
break;
case "Oscillator crosses the zero line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
break;
case "Oscillator changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "Oscillator changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
}
OscillatorLogic(firstBar, prvs, adOscillator, 0, 0, ref Component[1], ref Component[2], indLogic);
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
var signalMaMethod = (MAMethod)IndParam.ListParam[2].Index;
var period1 = (int)IndParam.NumParam[0].Value;
var period2 = (int)IndParam.NumParam[1].Value;
int previous = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int firstBar = Math.Max(period1, period2) + previous + 2;
var oscillator = new double[Bars];
// ---------------------------------------------------------
var cci = new CommodityChannelIndex();
cci.Initialize(SlotType);
cci.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
cci.IndParam.ListParam[2].Index = IndParam.ListParam[3].Index;
cci.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value;
cci.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
cci.Calculate(DataSet);
double[] indicator1 = cci.Component[0].Value;
double[] indicator2 = MovingAverage(period2, 0, signalMaMethod, indicator1);
// ----------------------------------------------------------
for (int bar = firstBar; bar < Bars; bar++)
{
oscillator[bar] = indicator1[bar] - indicator2[bar];
}
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp
{
CompName = "Histogram",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Histogram,
FirstBar = firstBar,
Value = oscillator
};
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 logicRule = IndicatorLogic.It_does_not_act_as_a_filter;
switch (IndParam.ListParam[0].Text)
{
case "CCI MA Oscillator rises":
logicRule = IndicatorLogic.The_indicator_rises;
break;
case "CCI MA Oscillator falls":
logicRule = IndicatorLogic.The_indicator_falls;
break;
case "CCI MA Oscillator is higher than the zero line":
logicRule = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
break;
case "CCI MA Oscillator is lower than the zero line":
logicRule = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
break;
case "CCI MA Oscillator crosses the zero line upward":
logicRule = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
break;
case "CCI MA Oscillator crosses the zero line downward":
logicRule = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
break;
case "CCI MA Oscillator changes its direction upward":
logicRule = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "CCI MA Oscillator changes its direction downward":
logicRule = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
}
OscillatorLogic(firstBar, previous, oscillator, 0, 0, ref Component[1], ref Component[2], logicRule);
}