//public event PropertyChangedEventHandler PropertyChanged;
protected void OnIndicatorChanged(IndicatorEnum my_enum)
{
switch (my_enum)
{
case IndicatorEnum.indicator_MACD:
Param1 = 12;
Param2 = 26;
Param3 = 9;
break;
case IndicatorEnum.indicator_RSI:
Param1 = 14;
Param2 = 3;
Param3 = -1;
break;
case IndicatorEnum.indicator_GREG:
Param1 = 1;
Param2 = -1;
Param3 = -1;
break;
default:
Param1 = -1;
Param2 = -1;
Param3 = -1;
break;
}
}
// map the MyEnum type to "Friendly" string
public override object ConvertTo(ITypeDescriptorContext context, CultureInfo culture, object value, Type destinationType)
{
IndicatorEnum enumVal = (IndicatorEnum)Enum.Parse(typeof(IndicatorEnum), value.ToString());
switch (enumVal)
{
case IndicatorEnum.indicator_MACD:
return("MACD");
case IndicatorEnum.indicator_RSI:
return("RSI");
case IndicatorEnum.indicator_BOLLINGER:
return("BOLLINGER");
case IndicatorEnum.indicator_STOCHASTIC:
return("STOCHASTIC");
case IndicatorEnum.indicator_STOCHASTIC_RSI:
return("STOCH_RSI");
case IndicatorEnum.indicator_GREG:
return("GREG");
}
return(string.Empty);
}
public void PopulateParamatersForIndicator(IndicatorEnum this_ind)
{
String param_string = "-1;-1;-1";
switch (this_ind)
{
case IndicatorEnum.indicator_MACD:
param_string = MACD_param_string;
break;
case IndicatorEnum.indicator_RSI:
param_string = RSI_param_string;
break;
case IndicatorEnum.indicator_BOLLINGER:
param_string = BOLL_param_string;
break;
case IndicatorEnum.indicator_STOCHASTIC:
param_string = STOCH_param_string;
break;
case IndicatorEnum.indicator_STOCHASTIC_RSI:
param_string = STOCH_RSI_param_string;
break;
default:
break;
}
List <int> param_list = ParseParamString(param_string);
if (param_list.Count == 3)
{
Param1 = param_list[0];
Param2 = param_list[1];
Param3 = param_list[2];
}
}
private Indicator_FutureValueChange_Pair GetIndicatorValue(IndicatorEnum indicator, int bar_index, int day_index, DateTime date_to_process)
{
double indicator_value = 0.0;
switch (indicator)
{
case IndicatorEnum.indicator_MACD:
indicator_value = MACD(BarsArray[bar_index], Param1, Param2, Param3)[day_index]; //get the indicator val from n days ago
break;
case IndicatorEnum.indicator_RSI:
indicator_value = RSI(BarsArray[bar_index], Param1, Param2)[day_index]; //get the indicator val from n days ago
break;
case IndicatorEnum.indicator_BOLLINGER:
double upper_band = Bollinger(BarsArray[bar_index], (double)Param1, Param2).Upper[day_index]; //get the indicator val from n days ago
double middle_band = Bollinger(BarsArray[bar_index], (double)Param1, Param2).Middle[day_index]; //get the indicator val from n days ago
double lower_band = Bollinger(BarsArray[bar_index], (double)Param1, Param2).Lower[day_index]; //get the indicator val from n days ago
double current_price = Closes[bar_index][day_index];
double diff = current_price - middle_band;
double band_range = upper_band - middle_band;
indicator_value = diff / band_range; //how far current price is from the middle band (-1.0 means we're at the lower band, +1 means we're at the upper band)
break;
case IndicatorEnum.indicator_STOCHASTIC:
//use the "D" value
indicator_value = Stochastics(BarsArray[bar_index], Param1, Param2, Param3).D[day_index]; //get the indicator val from n days ago
break;
case IndicatorEnum.indicator_STOCHASTIC_RSI:
indicator_value = StochRSI(BarsArray[bar_index], Param1)[day_index]; //get the indicator val from n days ago
break;
case IndicatorEnum.indicator_GREG:
indicator_value = -999.999; // GregIndicator1(BarsArray[BarIndex], (float)Param1)[FutureValueDaysToLookAhead]; //get the indicator val from n days ago
break;
default:
indicator_value = -999.99;
break;
}
if (double.IsNaN(indicator_value))
{
indicator_value = 0.0;
}
//S&P500 is always BarIndex 1
int SP500_Bar_Index = 1;
double SP500_future_price = Closes[SP500_Bar_Index][0];
double SP500_start_price = Closes[SP500_Bar_Index][day_index];
double SP500_future_price_change = ((SP500_future_price / SP500_start_price) - 1.0) * 100.0;
double future_price = Closes[bar_index][0];
double start_price = Closes[bar_index][day_index];
double future_price_change = ((future_price / start_price) - 1.0) * 100.0;
double price_change_compared_to_SP500 = future_price_change - SP500_future_price_change;
Indicator_FutureValueChange_Pair indicator_pair = new Indicator_FutureValueChange_Pair();
indicator_pair.Date = date_to_process;
indicator_pair.Price = Convert.ToSingle(start_price);
indicator_pair.Indicator = Convert.ToSingle(indicator_value);
indicator_pair.FutureValueChange = Convert.ToSingle(price_change_compared_to_SP500); // future_price_change;
indicator_pair.SP500_Price = Convert.ToSingle(SP500_start_price);
return(indicator_pair);
}
public void BuildIndicatorAndDescriptionStrings(IndicatorEnum this_ind) //, int Param1, int Param2, int Param3)
{
switch (this_ind)
{
case IndicatorEnum.indicator_MACD:
if (Sanitize == false)
{
description = "MACD";
}
else
{
description = "M";
}
indicator = description;
description = description + "(" + Param1.ToString() + "-" + Param2.ToString() + "-" + Param3.ToString() + ")";
break;
case IndicatorEnum.indicator_RSI:
if (Sanitize == false)
{
description = "RSI";
}
else
{
description = "R";
}
indicator = description;
description = description + "(" + Param1.ToString() + "-" + Param2.ToString() + ")";
break;
case IndicatorEnum.indicator_BOLLINGER:
if (Sanitize == false)
{
description = "BOLL";
}
else
{
description = "B";
}
indicator = description;
description = description + "(" + Param1.ToString() + "-" + Param2.ToString() + ")";
break;
case IndicatorEnum.indicator_STOCHASTIC:
if (Sanitize == false)
{
description = "STOCH";
}
else
{
description = "S";
}
indicator = description;
description = description + "(" + Param1.ToString() + "-" + Param2.ToString() + "-" + Param3.ToString() + ")";
break;
case IndicatorEnum.indicator_STOCHASTIC_RSI:
if (Sanitize == false)
{
description = "STOCH_RSI";
}
else
{
description = "SR";
}
indicator = description;
description = description + "(" + Param1.ToString() + ")";
break;
default:
description = "Unknown";
indicator = description;
break;
}
description = description + " - " + FutureValueDaysToLookAhead.ToString();
if (Sanitize == false)
{
description = description + " days";
}
description = description + " - " + uid;
}
