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); }