/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar <= BarsRequired)
{
return;
}
_macd = MACD_ZeroLag_Colors(1, MACDFast, MACDSlow, MACDSmooth, 0);
_rsi = RSI(RSIPeriod, RSISmooth);
// P(_macd.MacdUp + " " + _macd.MacdDn);
if (IsFlat)
{
LookForEntry();
}
else
{
LookForStop();
LookForExit();
}
if (!IsFlat)
{
ManageTradeByTrailingATR();
PositionPrice.Set(_positionPrice);
StopLoss.Set(_lossLevel);
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar <= BarsRequired) return;
_macd = MACD_ZeroLag_Colors(1, MACDFast, MACDSlow, MACDSmooth, 0);
_rsi = RSI(RSIPeriod, RSISmooth);
// P(_macd.MacdUp + " " + _macd.MacdDn);
if (IsFlat)
{
LookForEntry();
}
else
{
LookForStop();
LookForExit();
}
if (!IsFlat)
{
ManageTradeByTrailingATR();
PositionPrice.Set(_positionPrice);
StopLoss.Set(_lossLevel);
}
}
protected override void MyInitialize()
{
_macd = MACD_ZeroLag_Colors(1, MACDFast, MACDSlow, MACDSmooth, 0);
Add(_macd);
_rsi = RSI(RSIPeriod, RSISmooth);
Add(_rsi);
TraceOrders = true;
}
/// <summary>
/// The RSI (Relative Strength Index) is a price-following oscillator that ranges between 0 and 100.
/// </summary>
/// <returns></returns>
public RSI RSI(Data.IDataSeries input, int period, int smooth)
{
if (cacheRSI != null)
{
for (int idx = 0; idx < cacheRSI.Length; idx++)
{
if (cacheRSI[idx].Period == period && cacheRSI[idx].Smooth == smooth && cacheRSI[idx].EqualsInput(input))
{
return(cacheRSI[idx]);
}
}
}
lock (checkRSI)
{
checkRSI.Period = period;
period = checkRSI.Period;
checkRSI.Smooth = smooth;
smooth = checkRSI.Smooth;
if (cacheRSI != null)
{
for (int idx = 0; idx < cacheRSI.Length; idx++)
{
if (cacheRSI[idx].Period == period && cacheRSI[idx].Smooth == smooth && cacheRSI[idx].EqualsInput(input))
{
return(cacheRSI[idx]);
}
}
}
RSI indicator = new RSI();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Period = period;
indicator.Smooth = smooth;
Indicators.Add(indicator);
indicator.SetUp();
RSI[] tmp = new RSI[cacheRSI == null ? 1 : cacheRSI.Length + 1];
if (cacheRSI != null)
{
cacheRSI.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cacheRSI = tmp;
return(indicator);
}
}
protected override void OnStartUp()
{
DYNRSI = RSI(Input, RSIPeriod, 1);
DYNPrice = SMA(DYNRSI, PricePeriod);
DYNSignal = SMA(DYNRSI, SignalPeriod);
// added the following Aug 19 2014 zondor
emaEMAhls = EMA(EMA(hls, EMAPeriod1), EMAPeriod2);
emaEMAsms = (EMA(EMA(sms, EMAPeriod1), EMAPeriod2));
emaSMI = EMA(smis, SMIEMAPeriod);
MaxHI = MAX(High, range);
MinLO = MIN(Low, range);
}
/// <summary>
/// Calculates the indicator value(s) at the current index.
/// </summary>
protected override void OnStartUp()
{
DYNRSI = RSI(Input, RSIPeriod, 1);
DYNPrice = SMA(DYNRSI, PricePeriod);
DYNSignal = SMA(DYNRSI, SignalPeriod);
DYNAverage = SMA(DYNRSI, BandPeriod);
SDBB = StdDev(DYNRSI, BandPeriod);
Plots[0].Pen.Color = main;
Plots[1].Pen.Color = signal;
Plots[2].Pen.Color = bbAverage;
Plots[3].Pen.Color = bbUpper;
Plots[4].Pen.Color = bbLower;
Plots[0].Pen.Width = plot0Width;
Plots[0].PlotStyle = plot0Style;
Plots[0].Pen.DashStyle = dash0Style;
Plots[1].Pen.Width = plot1Width;
Plots[1].PlotStyle = plot1Style;
Plots[1].Pen.DashStyle = dash1Style;
Plots[2].Pen.Width = plot2Width;
Plots[2].PlotStyle = plot2Style;
Plots[2].Pen.DashStyle = dash2Style;
Plots[3].Pen.Width = plot3Width;
Plots[3].PlotStyle = plot3Style;
Plots[3].Pen.DashStyle = dash3Style;
Plots[4].Pen.Width = plot3Width;
Plots[4].PlotStyle = plot3Style;
Plots[4].Pen.DashStyle = dash3Style;
Lines[0].Pen.Color = baselineColor;
Lines[1].Pen.Color = upperlineColor;
Lines[2].Pen.Color = lowerlineColor;
Lines[0].Pen.Width = baselineWidth;
Lines[0].Pen.DashStyle = baselineStyle;
Lines[1].Value = valueUpperLine;
Lines[1].Pen.Width = upperlineWidth;
Lines[1].Pen.DashStyle = upperlineStyle;
Lines[2].Value = valueLowerLine;
Lines[2].Pen.Width = lowerlineWidth;
Lines[2].Pen.DashStyle = lowerlineStyle;
}
public void SetupObjects()
{
if (_emaSlow == null)
{
_emaSlow = EMA(_emaSlowPeriod);
}
if (_emaFast == null)
{
_emaFast = EMA(_emaFastPeriod);
}
if (_rsi == null)
{
_rsi = RSI(Median, _rsiPeriod, 1);
}
if (_adx == null)
{
_adx = ADX(_adxPeriod);
}
if (_atr == null)
{
_atr = ATR(_atrPeriod);
}
}
/// <summary>
/// Calculates the indicator value(s) at the current index.
/// </summary>
protected override void OnBarUpdate()
{
RSIClose = RSI(Close, Period, Smooth);
//Print("RSIClose = "+RSIClose[0]);
RSIHigh = RSI(High, Period, Smooth);
RSILow = RSI(Low, Period, Smooth);
double rsiCloseValue = RSIClose[0];
//Print("rsiCloseValue = "+rsiCloseValue);
RSIC.Set(rsiCloseValue);
double rsiHighValue = RSIHigh[0];
//Print("rsiHighValue = "+rsiHighValue);
//**RSIH.Set(rsiHighValue + 5);
double rsiLowValue = RSILow[0];
//Print("rsiLowValue = "+rsiLowValue);
//**RSIL.Set(rsiLowValue - 5);
//Colour coriteria for RSIC
if (rsiCloseValue > longext)
{
PlotColors[0][0] = Color.Red;
}
else if (rsiCloseValue < shortext)
{
PlotColors[0][0] = Color.Blue;
}
else
{
PlotColors[0][0] = Color.Magenta;
}
//Colour criteria for RSIH
if (rsiHighValue > longext)
{
PlotColors[1][0] = Color.Transparent;
}
else
{
PlotColors[1][0] = Color.Transparent;
}
//Colour criteria for RSIL
if (rsiLowValue < shortext)
{
PlotColors[2][0] = Color.Transparent;
}
else
{
PlotColors[2][0] = Color.Transparent;
}
// Avg.Set(rsiAvg);
// Value.Set(rsi);
}
public void SetupObjects()
{
if (_emaSlow == null)
_emaSlow = EMA(_emaSlowPeriod);
if (_emaFast == null)
_emaFast = EMA(_emaFastPeriod);
if (_rsi == null)
_rsi = RSI(Median, _rsiPeriod, 1);
if (_adx == null)
_adx = ADX(_adxPeriod);
if (_atr == null)
_atr = ATR(_atrPeriod);
}
/// <summary>
/// The RSI (Relative Strength Index) is a price-following oscillator that ranges between 0 and 100.
/// </summary>
/// <returns></returns>
public RSI RSI(Data.IDataSeries input, int period, int smooth)
{
if (cacheRSI != null)
for (int idx = 0; idx < cacheRSI.Length; idx++)
if (cacheRSI[idx].Period == period && cacheRSI[idx].Smooth == smooth && cacheRSI[idx].EqualsInput(input))
return cacheRSI[idx];
lock (checkRSI)
{
checkRSI.Period = period;
period = checkRSI.Period;
checkRSI.Smooth = smooth;
smooth = checkRSI.Smooth;
if (cacheRSI != null)
for (int idx = 0; idx < cacheRSI.Length; idx++)
if (cacheRSI[idx].Period == period && cacheRSI[idx].Smooth == smooth && cacheRSI[idx].EqualsInput(input))
return cacheRSI[idx];
RSI indicator = new RSI();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Period = period;
indicator.Smooth = smooth;
Indicators.Add(indicator);
indicator.SetUp();
RSI[] tmp = new RSI[cacheRSI == null ? 1 : cacheRSI.Length + 1];
if (cacheRSI != null)
cacheRSI.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheRSI = tmp;
return indicator;
}
}