protected override void OnBarUpdate()
{
if (CurrentBar < 2)
{
_uSigma[0] = Input[0];
_lSigma[0] = Input[0];
return;
}
setWeights();
double input = Input[0];//(CurrentBar > 0) ? Value[1] : Input[0];//SMA(Input, 1)[0];
double uDelta = input - _uSigma[1];
double lDelta = input - _lSigma[1];
double uAbs = Math.Abs(uDelta);
double lAbs = Math.Abs(lDelta);
if (uAbs > lAbs)
{
_vx[0] = uAbs;
}
if (uAbs < lAbs)
{
_vx[0] = lAbs;
}
if (uAbs == lAbs)
{
_vx[0] = 0;
}
_vxAvg[0] = _vxAvg[1] + 0.1 * (_vx[0] - _vx[Math.Min(CurrentBar, 10)]);
_vxTrend[0] = SMA(_vxAvg, Math.Min(CurrentBar, 65))[0];
if (CurrentBar <= 64)
{
_vxTrend[0] = _vxTrend[1] + 2 * (_vxAvg[0] - _vxTrend[1]) / (65);
}
double vxCoeff = 0d;
if (_vxTrend[0] > 0)
{
vxCoeff = _vx[0] / _vxTrend[0];
}
vxCoeff = Math.Min(Math.Pow(_lengthParam, 1 / _expFactor), vxCoeff);
if (vxCoeff < 1)
{
vxCoeff = 1.0;
}
double vExp = Math.Pow(vxCoeff, _expFactor);
double kV = Math.Pow(_beta, Math.Sqrt(vExp));
double gamma = _windowLength / (_windowLength + 2);
double alpha = Math.Pow(gamma, vExp);
_uSigma[0] = (uDelta > 0) ? input : input - kV * uDelta;
_lSigma[0] = (lDelta < 0) ? input : input - kV * lDelta;
int bar = CurrentBar;
double[] bank = new double[5];
fbank[bar] = bank;
if (bar == 2)
{
bank[0] = input;
bank[2] = input;
bank[4] = input;
}
else
{
bank[0] = (1 - alpha) * input + alpha * fbank[bar - 1][0]; //level component
bank[1] = (input - bank[0]) * (1 - gamma) + gamma * fbank[bar - 1][1]; //trend component
bank[2] = bank[0] + _permissivity * bank[1]; //apriori prediction
bank[3] = (bank[2] - fbank[bar - 1][4]) * Math.Pow((1 - alpha), 2) + Math.Pow(alpha, 2) * fbank[bar - 1][3]; //error (innovation)
bank[4] = fbank[bar - 1][4] + bank[3]; //posteriori mean
}
RawTrend.Set(bank[1]);
Prediction.Set(bank[3]);
DrawDots();
if (_drawZLR)
{
CatchZLR();
}
if (drawVerticalLineOnPricePanel)
{
if (CrossAbove(Prediction, 0, 1))
{
DrawVerticalLine("MyVerticalLine", 0, vlineUpColor, DashStyle.Dash, vlineWidth); // added by TheWizard December 23, 2009
}
else if (CrossBelow(Prediction, 0, 1))
{
DrawVerticalLine("MyVerticalLine", 0, vlineDnColor, DashStyle.Dash, vlineWidth); // added by TheWizard December 23, 2009
}
// if(CrossAbove(RawTrend,Prediction,1))
// {
// DrawVerticalLine("MyVerticalLine", 0,vlineWarningColor,DashStyle.Dash,vlineWidth); // added by TheWizard December 28, 2009
// }
// else if (CrossBelow(RawTrend,Prediction,1))
// {
// DrawVerticalLine("MyVerticalLine", 0,vlineWarningColor,DashStyle.Dash,vlineWidth); // added by TheWizard December 28, 2009
// }
}
if (soundOn)
{
// ORIGINAL CODE
// if(CrossAbove(Prediction, 0, 1))
// {
// PlaySound(longWavefilename);
// BarAtLastCross=CurrentBar;
// Alert("Ready",NinjaTrader.Cbi.Priority.High,"Ready","long.wav",4,Color.Black,Color.Yellow);
// }
// else if (CrossBelow(Prediction, 0, 1))
// {
// PlaySound(shortWavefilename);
// BarAtLastCross=CurrentBar;
// Alert("Ready",NinjaTrader.Cbi.Priority.High,"Ready","short.wav",4,Color.Black,Color.Yellow);
// }
// DAVIDHP's MODIFIED CODE:
if (CrossAbove(Prediction, 0, 1))
{
if (FirstTickOfBar) // added by TheWizard December 23, 2009
{
Alert("Ready", NinjaTrader.Cbi.Priority.High, "Ready", "long.wav", 4, Color.Black, Color.Yellow);
}
//copied the line below from ADXVMA_Alerts_Rjay & modified, slightly
if (_drawInfo)
{
DrawArrowUp(CurrentBar.ToString(), 0, Low[1] - TickSize, Color.FromKnownColor(KnownColor.Blue));
}
}
else if (CrossBelow(Prediction, 0, 1))
{
if (FirstTickOfBar) // added by TheWizard December 23, 2009
{
Alert("Ready", NinjaTrader.Cbi.Priority.High, "Ready", "short.wav", 4, Color.Black, Color.Yellow);
}
//copied the line below from ADXVMA_Alerts_Rjay & modified, slightly
if (_drawInfo)
{
DrawArrowDown(CurrentBar.ToString(), 0, High[1] + TickSize, Color.FromKnownColor(KnownColor.Red));
}
}
}
}
protected override void OnBarUpdate()
{
if (CurrentBar < 2)
{
_uSigma[0] = Input[0];
_lSigma[0] = Input[0];
return;
}
setWeights();
double input = Input[0];//(CurrentBar > 0) ? Value[1] : Input[0];//SMA(Input, 1)[0];
double uDelta = input - _uSigma[1];
double lDelta = input - _lSigma[1];
double uAbs = Math.Abs(uDelta);
double lAbs = Math.Abs(lDelta);
if (uAbs > lAbs)
{
_vx[0] = uAbs;
}
if (uAbs < lAbs)
{
_vx[0] = lAbs;
}
if (uAbs == lAbs)
{
_vx[0] = 0;
}
_vxAvg[0] = _vxAvg[1] + 0.1 * (_vx[0] - _vx[Math.Min(CurrentBar, 10)]);
_vxTrend[0] = SMA(_vxAvg, Math.Min(CurrentBar, 65))[0];
if (CurrentBar <= 64)
{
_vxTrend[0] = _vxTrend[1] + 2 * (_vxAvg[0] - _vxTrend[1]) / (65);
}
double vxCoeff = 0d;
if (_vxTrend[0] > 0)
{
vxCoeff = _vx[0] / _vxTrend[0];
}
vxCoeff = Math.Min(Math.Pow(_lengthParam, 1 / _expFactor), vxCoeff);
if (vxCoeff < 1)
{
vxCoeff = 1.0;
}
double vExp = Math.Pow(vxCoeff, _expFactor);
double kV = Math.Pow(_beta, Math.Sqrt(vExp));
double gamma = _windowLength / (_windowLength + 2);
double alpha = Math.Pow(gamma, vExp);
_uSigma[0] = (uDelta > 0) ? input : input - kV * uDelta;
_lSigma[0] = (lDelta < 0) ? input : input - kV * lDelta;
int bar = CurrentBar;
double[] bank = new double[5];
fbank[bar] = bank;
if (bar == 2)
{
bank[0] = input;
bank[2] = input;
bank[4] = input;
}
else
{
bank[0] = (1 - alpha) * input + alpha * fbank[bar - 1][0]; //level component
bank[1] = (input - bank[0]) * (1 - gamma) + gamma * fbank[bar - 1][1]; //trend component
bank[2] = bank[0] + _permissivity * bank[1]; //apriori prediction
bank[3] = (bank[2] - fbank[bar - 1][4]) * Math.Pow((1 - alpha), 2) + Math.Pow(alpha, 2) * fbank[bar - 1][3]; //error (innovation)
bank[4] = fbank[bar - 1][4] + bank[3]; //posteriori mean
}
RawTrend.Set(bank[1]);
Prediction.Set(bank[3]);
DrawDots();
if (_drawZLR)
{
CatchZLR();
}
if (alertonrawtrend) // Added by TheWizard October 25, 2009
{
if (CrossAbove(RawTrend, 0, 1)) // Added by TheWizard October 25, 2009
{
uptrend = true; downtrend = false;
// BackColor = Color.FromArgb(50,Color.DodgerBlue); // Added by TheWizard December 10, 2009
if (soundOn)
{
if (FirstTickOfBar)
{
Alert("Ready", NinjaTrader.Cbi.Priority.High, "Ready", longWavefilename, 4, Color.Black, Color.Yellow); // Added by Wizard October 25, 2009
}
}
if (showArrows)
{
DrawArrowUp(CurrentBar.ToString(), true, 0, Low[0] - (TickSize * ArrowDisplacement), Color.DarkGreen); // Added by Wizard October 25, 2009
}
}
else if (CrossBelow(RawTrend, 0, 1)) // Added by TheWizard October 25, 2009
{
downtrend = true; uptrend = false;
// BackColor = Color.FromArgb(50,Color.DeepPink); // Added by TheWizard December 10, 2009
if (soundOn)
{
if (FirstTickOfBar)
{
Alert("Ready", NinjaTrader.Cbi.Priority.High, "Ready", shortWavefilename, 4, Color.Black, Color.Yellow); // Added by Wizard October 25, 2009
}
}
if (showArrows)
{
DrawArrowDown(CurrentBar.ToString(), true, 0, High[0] + (TickSize * ArrowDisplacement), Color.DarkRed); // Added by Wizard October 25, 2009
}
}
}
else
{
if (CrossAbove(Prediction, 0, 1)) // Added by TheWizard October 25, 2009
{
uptrend = true; downtrend = false;
if (soundOn)
{
if (FirstTickOfBar)
{
Alert("Ready", NinjaTrader.Cbi.Priority.High, "Ready", longWavefilename, 4, Color.Black, Color.Yellow); // Added by Wizard October 25, 200
}
}
if (showArrows)
{
DrawArrowUp(CurrentBar.ToString(), true, 0, Low[0] - (TickSize * ArrowDisplacement), Color.DarkGreen); // Added by Wizard October 25, 2009
}
}
else if (CrossBelow(Prediction, 0, 1)) // Added by TheWizard October 25, 2009
{
downtrend = true; uptrend = false;
if (soundOn)
{
if (FirstTickOfBar)
{
Alert("Ready", NinjaTrader.Cbi.Priority.High, "Ready", shortWavefilename, 4, Color.Black, Color.Yellow); // Added by Wizard October 25, 2009
}
}
if (showArrows)
{
DrawArrowDown(CurrentBar.ToString(), true, 0, High[0] + (TickSize * ArrowDisplacement), Color.DarkRed); // Added by Wizard October 25, 2009
}
}
}
if (uptrend)
{
BackColor = Color.FromArgb(opacity, BackGroundUpColor);
}
if (downtrend)
{
BackColor = Color.FromArgb(opacity, BackGroundDnColor);
}
}
protected override void OnBarUpdate()
{
if (CurrentBar < 2)
{
uSigma[0] = Input[0];
lSigma[0] = Input[0];
}
else
{
SetWeights();
double num = Input[0];
double num2 = num - uSigma[1];
double num3 = num - lSigma[1];
double num4 = Math.Abs(num2);
double num5 = Math.Abs(num3);
if (num4 > num5)
{
vx[0] = num4;
}
if (num4 < num5)
{
vx[0] = num5;
}
if (Math.Abs(num4 - num5) < double.Epsilon)
{
vx[0] = 0.0;
}
vxAvg[0] = vxAvg[1] + (0.1 * (vx[0] - vx[Math.Min(CurrentBar, 10)]));
vxTrend[0] = SMA(vxAvg, Math.Min(CurrentBar, 65))[0];
if (CurrentBar <= 64)
{
vxTrend[0] = vxTrend[1] + ((2.0 * (vxAvg[0] - vxTrend[1])) / 65.0);
}
double num6 = 0.0;
if (vxTrend[0] > 0.0)
{
num6 = vx[0] / vxTrend[0];
}
num6 = Math.Min(Math.Pow(lengthParam, 1.0 / expFactor), num6);
if (num6 < 1.0)
{
num6 = 1.0;
}
double d = Math.Pow(num6, expFactor);
double num8 = Math.Pow(beta, Math.Sqrt(d));
double x = windowLength / (windowLength + 2.0);
double num10 = Math.Pow(x, d);
uSigma[0] = (num2 > 0.0) ? num : (num - (num8 * num2));
lSigma[0] = (num3 < 0.0) ? num : (num - (num8 * num3));
int currentBar = CurrentBar;
double[] numArray = new double[5];
fbank[currentBar] = numArray;
if (currentBar == 2)
{
numArray[0] = num;
numArray[2] = num;
numArray[4] = num;
}
else
{
numArray[0] = ((1.0 - num10) * num) + (num10 * fbank[currentBar - 1][0]);
numArray[1] = ((num - numArray[0]) * (1.0 - x)) + (x * fbank[currentBar - 1][1]);
numArray[2] = numArray[0] + (permissivity * numArray[1]);
numArray[3] = ((numArray[2] - fbank[currentBar - 1][4]) * Math.Pow(1.0 - num10, 2.0)) + (Math.Pow(num10, 2.0) * fbank[currentBar - 1][3]);
numArray[4] = fbank[currentBar - 1][4] + numArray[3];
}
RawTrend.Set(numArray[1]);
Prediction.Set(numArray[3]);
DrawDots();
if (colorBars)
{
if (RawTrend[0] > 0.0)
{
BarColor = barColorUp;
CandleOutlineColor = Color.Silver;
}
if (RawTrend[0] < 0.0)
{
BarColor = barColorDown;
CandleOutlineColor = Color.Silver;
}
}
if (drawArrow)
{
if (CrossAbove(RawTrend, 0.0, 1))
{
DrawArrowUp(CurrentBar.ToString(CultureInfo.InvariantCulture), true, 0, Low[0] - (distance * TickSize), Color.Navy);
Alert("Long", Priority.High, "Long Entry", "Alert4.wav", 10, Color.Black, Color.Yellow);
}
if (CrossBelow(RawTrend, 0.0, 1))
{
DrawArrowDown(CurrentBar.ToString(CultureInfo.InvariantCulture), true, 0, High[0] + (distance * TickSize), Color.Red);
Alert("Short", Priority.High, "Short Entry", "Alert4.wav", 10, Color.Black, Color.Yellow);
}
}
if (colorbackground)
{
if (!CrossAbove(RawTrend, 0.0, 1) && (RawTrend[0] <= 0.0))
{
if (CrossBelow(RawTrend, 0.0, 1) || (RawTrend[0] < 0.0))
{
BackColor = Color.FromArgb(opacity, backgroundcolorDn);
}
}
else
{
BackColor = Color.FromArgb(opacity, backgroundcolorUp);
}
}
if (colorAlLbackgrounds)
{
if (CrossAbove(RawTrend, 0.0, 1) || (RawTrend[0] > 0.0))
{
BackColorAll = Color.FromArgb(opacity, backgroundcolorUp);
}
else if (CrossBelow(RawTrend, 0.0, 1) || (RawTrend[0] < 0.0))
{
BackColorAll = Color.FromArgb(opacity, backgroundcolorDn);
}
}
}
}