/// <summary> /// Calculates the indicator's components /// </summary> public override void Calculate(SlotTypes slotType) { MACD MACD1 = new MACD(slotType); MACD1.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index; MACD1.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index; MACD1.IndParam.ListParam[3].Index = IndParam.ListParam[3].Index; MACD1.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value; MACD1.IndParam.NumParam[1].Value = IndParam.NumParam[2].Value; MACD1.IndParam.NumParam[2].Value = IndParam.NumParam[4].Value; MACD1.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked; MACD1.Calculate(slotType); MACD MACD2 = new MACD(slotType); MACD2.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index; MACD2.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index; MACD2.IndParam.ListParam[3].Index = IndParam.ListParam[3].Index; MACD2.IndParam.NumParam[0].Value = IndParam.NumParam[1].Value; MACD2.IndParam.NumParam[1].Value = IndParam.NumParam[3].Value; MACD2.IndParam.NumParam[2].Value = IndParam.NumParam[5].Value; MACD2.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked; MACD2.Calculate(slotType); // Calculation int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0; int iPeriod1 = (int)IndParam.NumParam[0].Value; int iPeriod2 = (int)IndParam.NumParam[1].Value; int iFirstBar = iPeriod1 + iPeriod2 + 2; double[] adIndicator1 = new double[Bars]; double[] adIndicator2 = new double[Bars]; if (IndParam.ListParam[4].Index == 0) { adIndicator1 = MACD1.Component[0].Value; adIndicator2 = MACD2.Component[0].Value; } else if (IndParam.ListParam[4].Index == 1) { adIndicator1 = MACD1.Component[1].Value; adIndicator2 = MACD2.Component[1].Value; } else { adIndicator1 = MACD1.Component[2].Value; adIndicator2 = MACD2.Component[2].Value; } double[] adOscllator = new double[Bars]; for (int iBar = iFirstBar; iBar < Bars; iBar++) { adOscllator[iBar] = adIndicator1[iBar] - adIndicator2[iBar]; } // Saving the components Component = new IndicatorComp[3]; Component[0] = new IndicatorComp(); Component[0].CompName = "Oscillator"; Component[0].DataType = IndComponentType.IndicatorValue; Component[0].ChartType = IndChartType.Histogram; Component[0].FirstBar = iFirstBar; Component[0].Value = adOscllator; Component[1] = new IndicatorComp(); Component[1].ChartType = IndChartType.NoChart; Component[1].FirstBar = iFirstBar; Component[1].Value = new double[Bars]; Component[2] = new IndicatorComp(); Component[2].ChartType = IndChartType.NoChart; Component[2].FirstBar = iFirstBar; Component[2].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 IndicatorLogic indLogic = IndicatorLogic.It_does_not_act_as_a_filter; switch (IndParam.ListParam[0].Text) { case "The Oscillator of MACD rises": indLogic = IndicatorLogic.The_indicator_rises; break; case "The Oscillator of MACD falls": indLogic = IndicatorLogic.The_indicator_falls; break; case "The Oscillator of MACD is higher than the zero line": indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line; break; case "The Oscillator of MACD is lower than the zero line": indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line; break; case "The Oscillator of MACD crosses the zero line upward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward; break; case "The Oscillator of MACD crosses the zero line downward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward; break; case "The Oscillator of MACD changes its direction upward": indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward; break; case "The Oscillator of MACD changes its direction downward": indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward; break; default: break; } OscillatorLogic(iFirstBar, iPrvs, adOscllator, 0, 0, ref Component[1], ref Component[2], indLogic); return; }
/// <summary> /// Calculates the indicator's components /// </summary> public override void Calculate(SlotTypes slotType) { MACD MACD1 = new MACD(slotType); MACD1.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index; MACD1.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index; MACD1.IndParam.ListParam[3].Index = IndParam.ListParam[3].Index; MACD1.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value; MACD1.IndParam.NumParam[1].Value = IndParam.NumParam[2].Value; MACD1.IndParam.NumParam[2].Value = IndParam.NumParam[4].Value; MACD1.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked; MACD1.Calculate(slotType); MACD MACD2 = new MACD(slotType); MACD2.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index; MACD2.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index; MACD2.IndParam.ListParam[3].Index = IndParam.ListParam[3].Index; MACD2.IndParam.NumParam[0].Value = IndParam.NumParam[1].Value; MACD2.IndParam.NumParam[1].Value = IndParam.NumParam[3].Value; MACD2.IndParam.NumParam[2].Value = IndParam.NumParam[5].Value; MACD2.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked; MACD2.Calculate(slotType); // Calculation int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0; int iPeriod1 = (int)IndParam.NumParam[0].Value; int iPeriod2 = (int)IndParam.NumParam[1].Value; int iFirstBar = iPeriod1 + iPeriod2 + 2; double[] adIndicator1 = new double[Bars]; double[] adIndicator2 = new double[Bars]; if (IndParam.ListParam[4].Index == 0) { adIndicator1 = MACD1.Component[0].Value; adIndicator2 = MACD2.Component[0].Value; } else if (IndParam.ListParam[4].Index == 1) { adIndicator1 = MACD1.Component[1].Value; adIndicator2 = MACD2.Component[1].Value; } else { adIndicator1 = MACD1.Component[2].Value; adIndicator2 = MACD2.Component[2].Value; } double[] adOscllator = new double[Bars]; for (int iBar = iFirstBar; iBar < Bars; iBar++) adOscllator[iBar] = adIndicator1[iBar] - adIndicator2[iBar]; // Saving the components Component = new IndicatorComp[3]; Component[0] = new IndicatorComp(); Component[0].CompName = "Oscillator"; Component[0].DataType = IndComponentType.IndicatorValue; Component[0].ChartType = IndChartType.Histogram; Component[0].FirstBar = iFirstBar; Component[0].Value = adOscllator; Component[1] = new IndicatorComp(); Component[1].ChartType = IndChartType.NoChart; Component[1].FirstBar = iFirstBar; Component[1].Value = new double[Bars]; Component[2] = new IndicatorComp(); Component[2].ChartType = IndChartType.NoChart; Component[2].FirstBar = iFirstBar; Component[2].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 IndicatorLogic indLogic = IndicatorLogic.It_does_not_act_as_a_filter; switch (IndParam.ListParam[0].Text) { case "The Oscillator of MACD rises": indLogic = IndicatorLogic.The_indicator_rises; break; case "The Oscillator of MACD falls": indLogic = IndicatorLogic.The_indicator_falls; break; case "The Oscillator of MACD is higher than the zero line": indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line; break; case "The Oscillator of MACD is lower than the zero line": indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line; break; case "The Oscillator of MACD crosses the zero line upward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward; break; case "The Oscillator of MACD crosses the zero line downward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward; break; case "The Oscillator of MACD changes its direction upward": indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward; break; case "The Oscillator of MACD changes its direction downward": indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward; break; default: break; } OscillatorLogic(iFirstBar, iPrvs, adOscllator, 0, 0, ref Component[1], ref Component[2], indLogic); return; }