public Mq4ArrayToDataSeriesConverter(Mq4Array <Mq4Double> mq4Array, IndicatorDataSeries dataSeries)
{
_mq4Array = mq4Array;
_dataSeries = dataSeries;
_mq4Array.Changed += OnValueChanged;
CopyAllValues();
}
protected override void Initialize()
{
_frac1 = CreateDataSeries();
_frac2 = CreateDataSeries();
_pf = CreateDataSeries();
_macd = Indicators.MacdHistogram(LongCycle, ShortCycle, Period);
}
protected override void Initialize()
{
_trend = new int[1];
_upBuffer = CreateDataSeries();
_downBuffer = CreateDataSeries();
_averageTrueRange = Indicators.AverageTrueRange(Period, MovingAverageType.WilderSmoothing);
}
protected override void Initialize()
{
STO_RSI = CreateDataSeries();
RSI = Indicators.RelativeStrengthIndex(MarketSeries.Close, Rsi_Period);
MA_SK = Indicators.MovingAverage(STO_RSI, PeriodSK, MA_Type);
MA_SD = Indicators.MovingAverage(MA_SK.Result, PeriodSD, MA_Type);
}
/// <summary>
/// Indicator initialization function
/// </summary>
protected override void Initialize()
{
price = CreateDataSeries();
trend = CreateDataSeries();
_maBuffer = CreateDataSeries();
}
protected override void Initialize()
{
price = CreateDataSeries();
smooth = CreateDataSeries();
cycle = CreateDataSeries();
value1 = CreateDataSeries();
}
protected override void Initialize()
{
diff = CreateDataSeries();
wma1 = Indicators.WeightedMovingAverage(MarketSeries.Close, (int)Period / 2);
wma2 = Indicators.WeightedMovingAverage(MarketSeries.Close, Period);
wma3 = Indicators.WeightedMovingAverage(diff, (int)Math.Sqrt(Period));
}
protected override void Initialize()
{
_buffer1 = CreateDataSeries();
_buffer2 = CreateDataSeries();
_buffer3 = CreateDataSeries();
_buffer4 = CreateDataSeries();
}
public override void OnStateChange(IndicatorState state)
{
if (state == IndicatorState.Configure)
{
_series = CreateSeries("A D", Color.Aqua, IndicatorChartPaintType.Line, true);
}
}
private static void FillDataSeries(IndicatorDataSeries dataSeries, double value, int startIndex, int count)
{
for (var i = startIndex; i < startIndex + count; i++)
{
dataSeries[i] = value;
}
}
private static void ShiftDataSeries(IndicatorDataSeries dataSeries)
{
for (var i = 0; i < dataSeries.Count - 1; i++)
{
dataSeries[i] = dataSeries[i + 1];
}
}
private static void ShiftDataSeries(IndicatorDataSeries dataSeries)
{
for (var i = 0; i < dataSeries.Count - 1; i++)
{
dataSeries[i] = dataSeries[i + 1];
}
}
protected override void Initialize()
{
_typicalPrice = CreateDataSeries();
_highLowRange = CreateDataSeries();
_ma = Indicators.MovingAverage(_typicalPrice, MaPeriod, MaType);
_maBands = Indicators.MovingAverage(_highLowRange, MaPeriod, MaType);
}
protected override void Initialize()
{
_StdDev = Indicators.StandardDeviation(MarketSeries.Close, Period, MovingAverageType.Simple);
_LinReg = Indicators.LinearRegressionForecast(MarketSeries.Close, Period);
_Range = CreateDataSeries();
_Baseline = Indicators.SimpleMovingAverage(_Range, Period);
}
protected override void Initialize()
{
Result = CreateDataSeries();
iMACD = Indicators.MacdCrossOver(26, 12, 9);
iBands = Indicators.BollingerBands(MarketSeries.Close, 20, 2, MovingAverageType.Simple);
}
protected override void Initialize()
{
diff = CreateDataSeries();
ema1 = Indicators.ExponentialMovingAverage(MarketSeries.Close, (int)(Period / 2));
ema2 = Indicators.ExponentialMovingAverage(MarketSeries.Close, Period);
ema3 = Indicators.ExponentialMovingAverage(diff, (int)(Math.Sqrt(Period)));
}
public override void OnStateChange(IndicatorState state)
{
if (state == IndicatorState.Configure)
{
Period1 = CreateParameterInt("Period 1", 5);
Period2 = CreateParameterInt("Period 2", 3);
Period3 = CreateParameterInt("Period 3", 3);
Period4 = CreateParameterInt("Period 4", 3);
SeriesOne = CreateSeries("Stochastic", Color.BlueViolet, IndicatorChartPaintType.Line, true);
SeriesTwo = CreateSeries("Stochastic Signal Line", Color.Green, IndicatorChartPaintType.Line, true);
}
else if (state == IndicatorState.Dispose)
{
if (_dm != null)
{
_dm.Clear(); _dm = null;
_diff.Clear(); _diff = null;
_dms.Clear(); _dms = null;
_dms2.Clear(); _dms2 = null;
_diffS.Clear(); _diffS = null;
_diffS2.Clear(); _diffS2 = null;
}
}
}
protected override void Initialize()
{
iSeries1 = CreateDataSeries();
iSeries4 = CreateDataSeries();
_sma = Indicators.SimpleMovingAverage(MarketSeries.Close, Len1);
_sma2 = Indicators.SimpleMovingAverage(_sma.Result, Len1);
_sma3 = Indicators.SimpleMovingAverage(_sma2.Result, Len1);
_sma4 = Indicators.SimpleMovingAverage(_sma3.Result, Len1);
_sma5 = Indicators.SimpleMovingAverage(_sma4.Result, Len1);
_sma6 = Indicators.SimpleMovingAverage(_sma5.Result, Len1);
_sma7 = Indicators.SimpleMovingAverage(_sma6.Result, Len1);
_sma8 = Indicators.SimpleMovingAverage(_sma7.Result, Len1);
_sma9 = Indicators.SimpleMovingAverage(_sma8.Result, Len1);
_sma10 = Indicators.SimpleMovingAverage(_sma9.Result, Len1);
_ema1 = Indicators.ExponentialMovingAverage(iSeries1, Len3);
_ema2 = Indicators.ExponentialMovingAverage(_ema1.Result, Len3);
_ema3 = Indicators.ExponentialMovingAverage(ST2, Len3);
_ema4 = Indicators.ExponentialMovingAverage(_ema3.Result, Len3);
_ema5 = Indicators.ExponentialMovingAverage(iSeries1, Len4);
_ema6 = Indicators.ExponentialMovingAverage(_ema3.Result, Len4);
}
protected override void Initialize()
{
g_ibuf_156 = CreateDataSeries();
g_ibuf_160 = CreateDataSeries();
g_ibuf_152 = CreateDataSeries();
g_ibuf_164 = CreateDataSeries();
}
protected override void Initialize()
{
_trend = new int[1];
_upBuffer = CreateDataSeries();
_downBuffer = CreateDataSeries();
_averageTrueRange = Indicators.AverageTrueRange(Period, MovingAverageType.WilderSmoothing);
}
protected override void Initialize()
{
// Initialize and create nested indicators
tr = CreateDataSeries();
tri = Indicators.TrueRange();
TRMA = Indicators.MovingAverage(tr, Periods, MovingAverageType.Simple);
}
protected override void Initialize()
{
_price = CreateDataSeries();
_smooth = CreateDataSeries();
_period = CreateDataSeries();
_cyclePeriod = Indicators.GetIndicator<CyclePeriod>(Alpha);
}
protected override void Initialize()
{
_deMax = CreateDataSeries();
_deMin = CreateDataSeries();
_deMaxSma = Indicators.SimpleMovingAverage(_deMax, Period);
_deMinSma = Indicators.SimpleMovingAverage(_deMin, Period);
}
protected override void Initialize()
{
diff = CreateDataSeries();
ema1 = Indicators.ExponentialMovingAverage(MarketSeries.Close, (int)(Period / 2));
ema2 = Indicators.ExponentialMovingAverage(MarketSeries.Close, Period);
ema3 = Indicators.ExponentialMovingAverage(diff, (int)(Math.Sqrt(Period)));
}
////////////TVI Params End //////////////////
protected override void Initialize()
{
//////////////TVI Init Start //////////////
UpTick = CreateDataSeries();
DnTick = CreateDataSeries();
TVI_Calculate = CreateDataSeries();
EMA_UpTick = Indicators.ExponentialMovingAverage(UpTick, EMA);
EMA_DnTick = Indicators.ExponentialMovingAverage(DnTick, EMA);
DEMA_UpTick = Indicators.ExponentialMovingAverage(EMA_UpTick.Result, DEMA);
DEMA_DnTick = Indicators.ExponentialMovingAverage(EMA_DnTick.Result, DEMA);
TVI = Indicators.ExponentialMovingAverage(TVI_Calculate, TEMA);
//////////////TVI init End ///////////////
// Initialize and create nested indicators
LongTF_Series = MarketData.GetSeries(Ref_TF);
MedTF_Series = MarketData.GetSeries(Med_TF);
SmallTF_Series = MarketData.GetSeries(Lil_TF);
MA50 = Indicators.ExponentialMovingAverage(MarketSeries.Close, Ma_Periods);
MA50_LongTF = Indicators.ExponentialMovingAverage(LongTF_Series.Close, Ma_Periods);
MA50_MedTF = Indicators.ExponentialMovingAverage(MedTF_Series.Close, Ma_Periods);
MA50_SmallTF = Indicators.ExponentialMovingAverage(SmallTF_Series.Close, Ma_Periods);
}
public override void OnStateChange(IndicatorState state)
{
if (state == IndicatorState.Configure)
{
_lengthJaw = CreateParameterInt("Jaw length", 13);
_lengthLips = CreateParameterInt("Lips length", 8);
_lengthTeeth = CreateParameterInt("Teeth length", 5);
_shiftJaw = CreateParameterInt("Jaw offset", 8);
_shiftLips = CreateParameterInt("Lips offset", 3);
_shiftTeeth = CreateParameterInt("Teeth offset", 5);
_seriesJaw = CreateSeries("Jaw", Color.DodgerBlue, IndicatorChartPaintType.Line, true);
_seriesTeeth = CreateSeries("Teeth", Color.DarkRed, IndicatorChartPaintType.Line, true);
_seriesLips = CreateSeries("Lips", Color.LawnGreen, IndicatorChartPaintType.Line, true);
_smaJaw = IndicatorsFactory.CreateIndicatorByName("Ssma", Name + "SsmaJaw", false);
((IndicatorParameterInt)_smaJaw.Parameters[0]).Bind(_lengthJaw);
ProcessIndicator("Jaw SSMA", _smaJaw);
_smaLips = IndicatorsFactory.CreateIndicatorByName("Ssma", Name + "SsmaLips", false);
((IndicatorParameterInt)_smaLips.Parameters[0]).Bind(_lengthLips);
ProcessIndicator("Lips SSMA", _smaLips);
_smaTeeth = IndicatorsFactory.CreateIndicatorByName("Ssma", Name + "SsmaTeeth", false);
((IndicatorParameterInt)_smaTeeth.Parameters[0]).Bind(_lengthTeeth);
ProcessIndicator("Teeth SSMA", _smaTeeth);
}
}
protected override void Initialize()
{
_buffer1 = CreateDataSeries();
_buffer2 = CreateDataSeries();
_buffer3 = CreateDataSeries();
_buffer4 = CreateDataSeries();
}
protected override void Initialize()
{
new_array = CreateDataSeries();
buf_1 = CreateDataSeries();
buf_2 = CreateDataSeries();
double_1 = 3.0 * pi;
int_1 = Length - 1;
new_size = Length * int_2 + int_1;
double_5 = 0;
for (i = 0; i < new_size; i++)
{
if (i <= int_1 - 1)
{
double_3 = 1.0 * i / (int_1 - 1);
}
else
{
double_3 = (i - int_1 + 1) * (2.0 * int_2 - 1.0) / (int_2 * Length - 1.0) + 1.0;
}
double_2 = Math.Cos(pi * double_3);
double_6 = 1.0 / (double_1 * double_3 + 1.0);
if (double_3 <= 0.5)
{
double_6 = 1;
}
new_array[i] = double_6 * double_2;
double_5 += new_array[i];
}
}
protected override void Initialize()
{
_rocLong = Indicators.PriceROC(Source, RocPeriodLong);
_rocShort = Indicators.PriceROC(Source, RocPeriodShort);
_rocSum = CreateDataSeries();
_maofRoc = Indicators.WeightedMovingAverage(_rocSum, WmaPeriod);
}
protected override void Initialize()
{
_jmaSeries = CreateDataSeries();
_sourceSeries = CreateDataSeries();
_series1 = CreateDataSeries();
_series2 = CreateDataSeries();
_limitValue = _list.Length / 2 - 1;
_startValue = _limitValue + 1;
for (int i = 0; i <= _limitValue; i++)
_list[i] = -1000000;
for (int i = _startValue; i < _list.Length; i++)
_list[i] = 1000000;
_initFlag = true;
double lengthParam = (Length <= 1) ? 1E-10 : (Length - 1) / 2.0;
_phaseParam = Phase / 100.0 + 1.5;
_logParam = Math.Log(Math.Sqrt(lengthParam)) / Math.Log(2.0);
if (_logParam + 2.0 < 0)
_logParam = 0;
else
_logParam += 2.0;
_sqrtParam = Math.Sqrt(lengthParam) * _logParam;
lengthParam *= 0.9;
_lengthDivider = lengthParam / (lengthParam + 2.0);
}
protected override void Initialize()
{
wt = CreateDataSeries();
lsma_ma = CreateDataSeries();
_EMA = Indicators.ExponentialMovingAverage(wt, lsma_length);
}
protected override void Initialize()
{
iSeries1 = CreateDataSeries();
iSeries4 = CreateDataSeries();
_sma = Indicators.SimpleMovingAverage(MarketSeries.Close, Len1);
_sma2 = Indicators.SimpleMovingAverage(_sma.Result, Len1);
_sma3 = Indicators.SimpleMovingAverage(_sma2.Result, Len1);
_sma4 = Indicators.SimpleMovingAverage(_sma3.Result, Len1);
_sma5 = Indicators.SimpleMovingAverage(_sma4.Result, Len1);
_sma6 = Indicators.SimpleMovingAverage(_sma5.Result, Len1);
_sma7 = Indicators.SimpleMovingAverage(_sma6.Result, Len1);
_sma8 = Indicators.SimpleMovingAverage(_sma7.Result, Len1);
_sma9 = Indicators.SimpleMovingAverage(_sma8.Result, Len1);
_sma10 = Indicators.SimpleMovingAverage(_sma9.Result, Len1);
_ema1 = Indicators.ExponentialMovingAverage(iSeries1, Len3);
_ema2 = Indicators.ExponentialMovingAverage(_ema1.Result, Len3);
_ema3 = Indicators.ExponentialMovingAverage(ST2, Len3);
_ema4 = Indicators.ExponentialMovingAverage(_ema3.Result, Len3);
_ema5 = Indicators.ExponentialMovingAverage(iSeries1, Len4);
_ema6 = Indicators.ExponentialMovingAverage(_ema3.Result, Len4);
}
protected override void Initialize()
{
_diff = CreateDataSeries();
_typicalPrice = Indicators.TypicalPrice();
_adxVma = Indicators.GetIndicator<AdxVma>(_typicalPrice.Result, Period);
_offset = Indicators.GetIndicator<AdxVma>(_diff, Period);
}
protected override void Initialize()
{
diff = CreateDataSeries();
wma1 = Indicators.WeightedMovingAverage(MarketSeries.Close, (int)Period / 2);
wma2 = Indicators.WeightedMovingAverage(MarketSeries.Close, Period);
wma3 = Indicators.WeightedMovingAverage(diff, (int)Math.Sqrt(Period));
}
protected override void Initialize()
{
_buffer1 = CreateDataSeries();
_buffer2 = CreateDataSeries();
_period = CreateDataSeries();
_cyclePeriod = Indicators.GetIndicator <CyclePeriod>(Alpha);
}
protected override void Initialize()
{
price = CreateDataSeries();
smooth = CreateDataSeries();
cycle = CreateDataSeries();
value1 = CreateDataSeries();
}
public Mq4ArrayToDataSeriesConverter(Mq4Array<Mq4Double> mq4Array, IndicatorDataSeries dataSeries)
{
_mq4Array = mq4Array;
_dataSeries = dataSeries;
_mq4Array.Changed += OnValueChanged;
CopyAllValues();
}
protected override void Initialize()
{
_StdDev = Indicators.StandardDeviation(MarketSeries.Close, Period, MovingAverageType.Simple);
_LinReg = Indicators.LinearRegressionForecast(MarketSeries.Close, Period);
_Range = CreateDataSeries();
_Baseline = Indicators.SimpleMovingAverage(_Range, Period);
}
protected override void Initialize()
{
deMin = CreateDataSeries();
deMax = CreateDataSeries();
deMinMA = Indicators.MovingAverage(deMin, Periods, MovingAverageType.Simple);
deMaxMA = Indicators.MovingAverage(deMax, Periods, MovingAverageType.Simple);
}
protected override void Initialize()
{
deMin = CreateDataSeries();
deMax = CreateDataSeries();
deMinMA = Indicators.MovingAverage(deMin, Periods, MovingAverageType.Simple);
deMaxMA = Indicators.MovingAverage(deMax, Periods, MovingAverageType.Simple);
}
protected override void Initialize()
{
isFirst = true;
stats = new Dictionary <int, Dictionary <int, OnlineRegression> >();
cachedXY = new List <KeyValuePair <int, double> >();
ZZ = CreateDataSeries();
}
protected override void Initialize()
{
g_ibuf_156 = CreateDataSeries();
g_ibuf_160 = CreateDataSeries();
g_ibuf_152 = CreateDataSeries();
g_ibuf_164 = CreateDataSeries();
}
protected override void Initialize()
{
_deMax = CreateDataSeries();
_deMin = CreateDataSeries();
_deMaxSma = Indicators.SimpleMovingAverage(_deMax, Period);
_deMinSma = Indicators.SimpleMovingAverage(_deMin, Period);
}
protected override void Initialize()
{
_frac1 = CreateDataSeries();
_frac2 = CreateDataSeries();
_pf = CreateDataSeries();
_macd = Indicators.MacdHistogram(LongCycle, ShortCycle, Period);
}
protected override void Initialize()
{
plusdi = CreateDataSeries();
minusdi = CreateDataSeries();
plusma = Indicators.ExponentialMovingAverage(plusdi, Period);
minusma = Indicators.ExponentialMovingAverage(minusdi, Period);
}
public override void OnStateChange(IndicatorState state)
{
if (state == IndicatorState.Configure)
{
Period1 = CreateParameterInt("Period 1", 5);
Period2 = CreateParameterInt("Period 2", 3);
Period3 = CreateParameterInt("Period 3", 3);
SeriesOne = CreateSeries("K value", Color.DodgerBlue, IndicatorChartPaintType.Line, true);
SeriesTwo = CreateSeries("K average", Color.DarkRed, IndicatorChartPaintType.Line, true);
}
else if (state == IndicatorState.Dispose)
{
if (_t1 != null)
{
_t1.Clear(); _t1 = null;
_t2.Clear(); _t2 = null;
_tM1.Clear(); _tM1 = null;
_tM2.Clear(); _tM2 = null;
_k.Clear(); _k = null;
_kM.Clear(); _kM = null;
}
}
}
protected override void Initialize()
{
_diff = CreateDataSeries();
_typicalPrice = Indicators.TypicalPrice();
_adxVma = Indicators.GetIndicator <AdxVma>(_typicalPrice.Result, Period);
_offset = Indicators.GetIndicator <AdxVma>(_diff, Period);
}
protected override void Initialize()
{
_price = CreateDataSeries();
_smooth = CreateDataSeries();
_period = CreateDataSeries();
_cyclePeriod = Indicators.GetIndicator <CyclePeriod>(Alpha);
}
protected override void Initialize()
{
price = CreateDataSeries();
L0 = CreateDataSeries();
L1 = CreateDataSeries();
L2 = CreateDataSeries();
L3 = CreateDataSeries();
}
protected override void Initialize()
{
// Initialize and create nested indicators
tr = CreateDataSeries();
tri = Indicators.TrueRange();
TRMA = Indicators.MovingAverage(tr, Periods, MovingAverageType.Simple);
}
protected override void Initialize()
{
_movingAverage5 = Indicators.SimpleMovingAverage(Source, 5);
_movingAverage34 = Indicators.SimpleMovingAverage(Source, 34);
_awesomeOsc = CreateDataSeries();
_movingAverage = Indicators.SimpleMovingAverage(_awesomeOsc, 5);
_extBuffer0 = CreateDataSeries();
}
protected override void Initialize()
{
_buffer1 = CreateDataSeries();
_buffer2 = CreateDataSeries();
_period = CreateDataSeries();
_cyclePeriod = Indicators.GetIndicator<CyclePeriod>(Alpha);
}
protected override void Initialize()
{
// Initialize and create nested indicators
CCI = Indicators.CommodityChannelIndex(CCI_Period);
atr = CreateDataSeries();
tr = CreateDataSeries();
tri = Indicators.TrueRange();
}
protected override void Initialize()
{
price = CreateDataSeries();
mDomCyc = CreateDataSeries();
DC = CreateDataSeries();
smoothHp = CreateDataSeries();
hp = CreateDataSeries();
}
protected override void Initialize()
{
_haOpen = CreateDataSeries();
_haClose = CreateDataSeries();
if (!Enum.TryParse<Colors>(UpColor, out _upColor) || !Enum.TryParse<Colors>(DownColor, out _downColor))
_incorrectColors = true;
}
protected override void Initialize()
{
_rocLong = Indicators.PriceROC(Source, RocPeriodLong);
_rocShort = Indicators.PriceROC(Source, RocPeriodShort);
_rocSum = CreateDataSeries();
_maofRoc = Indicators.WeightedMovingAverage(_rocSum, WmaPeriod);
}
protected override void Initialize()
{
maOpen = Indicators.MovingAverage(MarketSeries.Open, Periods, MAType);
maClose = Indicators.MovingAverage(MarketSeries.Close, Periods, MAType);
maHigh = Indicators.MovingAverage(MarketSeries.High, Periods, MAType);
maLow = Indicators.MovingAverage(MarketSeries.Low, Periods, MAType);
haOpen = CreateDataSeries();
haClose = CreateDataSeries();
}
public void DrawSeries(MarketSeries serie, int index, IndicatorDataSeries indicator, double offset)
{
int index2 = serie.OpenTime.GetIndexByExactTime(MarketSeries.OpenTime[index]);
Print("{0} - {1}", MarketSeries.OpenTime[index], serie.OpenTime[index2]);
if (serie != null)
indicator[index2] = (serie.Close[index2 + (int)Symbol2SerieOffset]) * multiplier;
}
protected override void Initialize()
{
// Initialize and create nested indicators
ABS = CreateDataSeries();
Avg = Indicators.MovingAverage(Source, Periode, MovingAverageType.Simple);
Avg_Abs = Indicators.MovingAverage(ABS, Bands_Periode, MovingAverageType.Simple);
Avg_Cycle = Indicators.MovingAverage(Cycle, Bands_Periode, MovingAverageType.Simple);
back = Periode / 2;
}
protected override void Initialize()
{
_typicalPrice = CreateDataSeries();
_highLowRange = CreateDataSeries();
_ma = Indicators.MovingAverage(_typicalPrice, MaPeriod, MaType);
_maBands = Indicators.MovingAverage(_highLowRange, MaPeriod, MaType);
}
