protected override void OnStartUp()
{
MA = new DataSeries(this);
VarMA = 0;
VarMAPrev = 0;
vma = 0;
vmaPrev = 0;
sPDI = 0;
sPDIPrev = 0;
sMDI = 0;
sMDIPrev = 0;
STR = 0;
STRPrev = 0;
adx = new DataSeries(this);
alfa = 1.0 / ADXPeriod;
ema = EMA(MA, MAPeriod);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar <= BarsRequired) return;
if (_emaSlow == null)
_emaSlow = EMA(Open, slowEMAPeriod);
if (_emaFast == null)
_emaFast = EMA(fastEMAPeriod);
if (_adx == null)
_adx = ADX(_adxPeriod);
if (_adx[0] >= _adxMin)
{
PlotColors[0][0] = Color.Blue;
} else
{
PlotColors[0][0] = Color.LightBlue;
}
FastEMAPlot.Set(_emaFast[0]);
SlowEMAPlot.Set(_emaSlow[0]);
if (CrossAbove(_emaFast, _emaSlow, 1)&& _adx[0] >= _adxMin)
{
_signal = 1;
BackColor = Color.LightGreen;
}
else if (CrossBelow(_emaFast, _emaSlow, 1) && _adx[0] >= _adxMin)
{
_signal = -1;
BackColor = Color.Pink;
}
else
{
_signal = 0;
BackColor = Color.White;
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
double value1 = 0.0;
double value2 = 0.0;
o.Update();
h.Update();
l.Update();
c.Update();
for (int i = 0; i < len; ++i)
{
value1 += (c.filtered(i) - o.filtered(i));
value2 += (h.filtered(i) - l.filtered(i));
}
if (value2 != 0.0)
{
unsmoothed.Set(100.0 * value1 / value2);
}
else
{
if ((CurrentBar > 1) && unsmoothed.ContainsValue(1))
{
unsmoothed.Set(unsmoothed[1]);
}
else
{
unsmoothed.Set(0);
}
}
if (weightma == null)
{
weightma = WMA(unsmoothed, smoothing);
expma = EMA(weightma.Value, trigger);
}
ECO.Set(weightma[0]);
TriggerLine.Set(expma[0]);
Histogram.Set(weightma[0] - expma[0]);
}
protected override void OnStartUp()
{
weightma = null;
expma = null;
ol = new double[4];
pol = new double[4];
hl = new double[4];
phl = new double[4];
ll = new double[4];
pll = new double[4];
cl = new double[4];
pcl = new double[4];
unsmoothed = new DataSeries(this);
lastSeenBar = -1;
extdat = Bars.BarsType as rwt.IExtendedData;
if (extdat == null)
{
throw new Exception("Only use this indicator on an Extended Data BarType!");
}
}
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 Exponential Moving Average is an indicator that shows the average value of a security's price over a period of time. When calculating a moving average. The EMA applies more weight to recent prices than the SMA.
/// </summary>
/// <returns></returns>
public EMA EMA(Data.IDataSeries input, int period)
{
if (cacheEMA != null)
for (int idx = 0; idx < cacheEMA.Length; idx++)
if (cacheEMA[idx].Period == period && cacheEMA[idx].EqualsInput(input))
return cacheEMA[idx];
lock (checkEMA)
{
checkEMA.Period = period;
period = checkEMA.Period;
if (cacheEMA != null)
for (int idx = 0; idx < cacheEMA.Length; idx++)
if (cacheEMA[idx].Period == period && cacheEMA[idx].EqualsInput(input))
return cacheEMA[idx];
EMA indicator = new EMA();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Period = period;
Indicators.Add(indicator);
indicator.SetUp();
EMA[] tmp = new EMA[cacheEMA == null ? 1 : cacheEMA.Length + 1];
if (cacheEMA != null)
cacheEMA.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheEMA = tmp;
return indicator;
}
}
protected override void OnStartUp()
{
ema1 = EMA(Inputs[0], Period);
ema2 = EMA(ema1, Period);
ema3 = EMA(ema2, Period);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
var ed = extdat.getExtraData(0, Bars, CurrentBar);
if (ed == null)
{
return;
}
if (CurrentBar != lastSeenBar)
{
for (int i = 0; i < 4; ++i)
{
pol[i] = ol[i]; // remember previous bar value...
phl[i] = hl[i];
pll[i] = ll[i];
pcl[i] = cl[i];
}
lastSeenBar = CurrentBar;
}
// update all the Laguerre numbers....
ol[0] = (1 - gamma) * ed.dOpen + gamma * pol[0];
hl[0] = (1 - gamma) * ed.dHigh + gamma * phl[0];
ll[0] = (1 - gamma) * ed.dLow + gamma * pll[0];
cl[0] = (1 - gamma) * ed.dClose + gamma * pcl[0];
for (int i = 1; i < 4; ++i)
{
ol[i] = -gamma * ol[i - 1] + pol[i - 1] + gamma * pol[i];
hl[i] = -gamma * hl[i - 1] + phl[i - 1] + gamma * phl[i];
ll[i] = -gamma * ll[i - 1] + pll[i - 1] + gamma * pll[i];
cl[i] = -gamma * cl[i - 1] + pcl[i - 1] + gamma * pcl[i];
}
double value1 = 0.0;
double value2 = 0.0;
for (int i = 0; i < 4; ++i)
{
value1 += (cl[i] - ol[i]);
value2 += (hl[i] - ll[i]);
}
if (value2 != 0.0)
{
unsmoothed.Set(100.0 * value1 / value2);
}
else
{
if ((CurrentBar > 1) && unsmoothed.ContainsValue(1))
{
unsmoothed.Set(unsmoothed[1]);
}
else
{
unsmoothed.Set(0);
}
}
if (weightma == null)
{
weightma = WMA(unsmoothed, smoothing);
expma = EMA(weightma.Value, trigger);
}
ECO.Set(weightma[0]);
TriggerLine.Set(expma[0]);
Histogram.Set(weightma[0] - expma[0]);
}
protected override void OnStartUp()
{
ema1 = EMA(Inputs[0], Period);
ema2 = EMA(ema1, Period);
ema3 = EMA(ema2, Period);
}
/// <summary>
/// Calculates the indicator value(s) at the current index.
/// </summary>
protected override void OnBarUpdate()
{
if (!init)
{
BMACD = MACD(Input, fast, slow, smooth);
EMAMACD = EMA(BMACD, bandperiod);
HMAMACD = HMA(BMACD, smooth);
SDBB = StdDev(BMACD, bandperiod);
}
init = true;
double macdValue = HMAMACD[0]; //BMACD[0];
BBMACD.Set(macdValue);
BBMACDLine.Set(macdValue);
BBMACDFrame.Set(macdValue);
//double avg = EMA(BBMACD,bandperiod)[0];
double avg = EMAMACD[0];
Average.Set(avg);
ZeroLine.Set(0);
//double stdDevValue = StdDev(BBMACD,bandperiod)[0];
double stdDevValue = SDBB[0];
Upper.Set(avg + StdDevNumber * stdDevValue);
Lower.Set(avg - StdDevNumber * stdDevValue);
// if(Rising(Average))
// if(paintbars)
// {
// BarColor = bbAverageUp;
// CandleOutlineColor = candleoutlinecolorup;
// }
// if(Falling(Average))
// if(paintbars)
// {
// BarColor = bbAverageDn;
// CandleOutlineColor = candleoutlinecolorup;
// }
if (Rising(BBMACD))
{
if (BBMACD[0] < Upper[0])
{
PlotColors[0][0] = DotsUpInside;
if (showhistogram)
{
Hist.Set((macdValue - avg));
PlotColors[10][0] = DotsUpInside;
}
updotdrawn = false; // added by TheWizard March 15, 2011
}
else
{
PlotColors[0][0] = DotsUpOutside;
if (showhistogram)
{
Hist.Set((macdValue - avg));
PlotColors[10][0] = DotsUpOutside;
}
if (drawDotOnPricePanel) // added by TheWizard March 15, 2011
{
if (updotdrawn == false) // added by TheWizard March 15, 2011
{
DrawDot("UpDots" + CurrentBar, true, 0, Low[0] - dotSeparation * TickSize, BBdotUpColor); // added by TheWizard March 15, 2011
DrawDot("UpDots2" + CurrentBar, true, 0, Low[0] - dotSeparation * (TickSize * 2), BBdotUpColor);
updotdrawn = true; // added by TheWizard March 15, 2011
downdotdrawn = false; // added by TheWizard March 15, 2011
if (bbviolationsound)
{
if (FirstTickOfBar)
{
PlaySound(bbviolationupsound);
}
}
}
}
}
if (paintbars)
{
BarColor = barcolorup;
CandleOutlineColor = candleoutlinecolorup;
}
}
else
{
if (BBMACD[0] > Lower[0])
{
PlotColors[0][0] = DotsDownInside;
if (showhistogram)
{
Hist.Set((macdValue - avg));
PlotColors[10][0] = DotsDownInside;
}
downdotdrawn = false; // added by TheWizard March 15, 2011
}
else
{
PlotColors[0][0] = DotsDownOutside;
if (showhistogram)
{
Hist.Set((macdValue - avg));
PlotColors[10][0] = DotsDownOutside;
}
if (drawDotOnPricePanel) // added by TheWizard March 15, 2011
{
if (downdotdrawn == false) // added by TheWizard March 15, 2011
{
DrawDot("DnDots" + CurrentBar, true, 0, High[0] + dotSeparation * TickSize, BBdotDnColor); // added by TheWizard March 15, 2011
DrawDot("DnDots2" + CurrentBar, true, 0, High[0] + dotSeparation * (TickSize * 2), BBdotDnColor);
downdotdrawn = true; // added by TheWizard March 15, 2011
updotdrawn = false; // added by TheWizard March 15, 2011
if (bbviolationsound)
{
if (FirstTickOfBar)
{
PlaySound(bbviolationdnsound);
}
}
}
}
}
if (paintbars)
{
BarColor = barcolordn;
CandleOutlineColor = candleoutlinecolordn;
}
}
if (BBMACD[0] > avg)
{
if (conservative)
{
PlotColors[2][0] = BBAverageUp;
if (BBMACD[0] > 0)
{
PlotColors[5][0] = ZeroPositive;
}
if (BBMACD[0] < 0)
{
PlotColors[5][0] = ZeroNegative;
}
}
else
{
PlotColors[2][0] = BBAverageUp;
PlotColors[5][0] = ZeroPositive;
if (colorbackground)
{
BackColor = Color.FromArgb(opacity, backgroundcolorUp);
}
if (colorALLbackgrounds)
{
BackColorAll = Color.FromArgb(opacity, backgroundcolorUp);
}
}
}
if (BBMACD[0] < avg)
{
if (conservative)
{
PlotColors[2][0] = BBAverageDn;
if (BBMACD[0] > 0)
{
PlotColors[5][0] = ZeroPositive;
}
if (BBMACD[0] < 0)
{
PlotColors[5][0] = ZeroNegative;
}
}
else
{
PlotColors[2][0] = BBAverageDn;
PlotColors[5][0] = ZeroNegative;
if (colorbackground)
{
BackColor = Color.FromArgb(opacity, backgroundcolorDn);
}
if (colorALLbackgrounds)
{
BackColorAll = Color.FromArgb(opacity, backgroundcolorDn);
}
}
}
//PlotColors[2][0] = BBAverage;
PlotColors[3][0] = BBUpper;
PlotColors[4][0] = BBLower;
PlotColors[6][0] = ZeroCross;
PlotColors[7][0] = Connector;
if (BBMACD[0] > 0)
{
if (conservative)
{
if (colorbackground)
{
BackColor = Color.FromArgb(opacity, backgroundcolorUp);
}
if (colorALLbackgrounds)
{
BackColorAll = Color.FromArgb(opacity, backgroundcolorUp);
}
}
if (CurrentBar != 0 && BBMACD[1] <= 0)
{
MACDCross.Set(0);
if (zerolinecrosssound)
{
if (FirstTickOfBar)
{
PlaySound(longwavfilename);
}
}
}
else
{
MACDCross.Reset();
}
}
else
{
if (conservative)
{
if (colorbackground)
{
BackColor = Color.FromArgb(opacity, backgroundcolorDn);
}
if (colorALLbackgrounds)
{
BackColorAll = Color.FromArgb(opacity, backgroundcolorDn);
}
}
if (CurrentBar != 0 && BBMACD[1] > 0)
{
MACDCross.Set(0);
if (zerolinecrosssound)
{
if (FirstTickOfBar)
{
PlaySound(shortwavfilename);
}
}
}
else
{
MACDCross.Reset();
}
}
}
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()
{
if (CurrentBars[0] < bandperiod)
{
return;
}
if (!init)
{
BMACD = MACD(Input, fast, slow, smooth);
EMAMACD = EMA(BMACD, bandperiod);
HMAMACD = HMA(BMACD, smooth);
SDBB = StdDev(BMACD, bandperiod);
}
init = true;
double macdValue = HMAMACD[0]; //BMACD[0];
BBMACD.Set(macdValue);
//BBMACDLine.Set(macdValue);
BBMACDFrame.Set(macdValue);
//double avg = EMA(BBMACD,bandperiod)[0];
double avg = EMAMACD[0];
ZeroLine.Set(0);
//double stdDevValue = StdDev(BBMACD,bandperiod)[0];
double stdDevValue = SDBB[0];
Upper.Set(avg + StdDevNumber * stdDevValue);
Lower.Set(avg - StdDevNumber * stdDevValue);
//1. Green dots, above bands, sloping up Green dot - text UP - prefer up as easy to understand
//2. Green dots, above bands, changing to a red dot. - Cell Colour will Change (but may still say UP)
//3. Consecutive red dots crossing down through the bands - not sure we discussed this one!!! Cell colour will change Put --- to indicate crossing down
//4. Red dots, below bands, sloping down.Red dot - text DOWN - prefer DOWN as easy to understand
//5. Red dots, below bands, changing to a green dot.ell Colour will Change (but may still say DOWN)
//6. Consecutive green dots, crossing up through the bands - not sure we discussed this one!!! Cell colour will change Put +++ to indicate crossing down
//1 & 4 - would be trending signals - don't trade against these
//2 & 5 - would be minor alerts for consolidation or the start of direction change
//3 & 6 - would be major alerts with direction change confirmed by dots about to break through the opposite band
if (Rising(BBMACD))
{
if (BBMACD[0] < Upper[0])
{
PlotColors[0][0] = DotsUpInside;
macdsignal = 1;
}
else if ((BBMACD[1] < Upper[1]) && (BBMACD[0] > Upper[0]))
{
PlotColors[0][0] = DotsUpOutside;
macdsignal = 2;
}
else
{
PlotColors[0][0] = DotsUpOutside;
macdsignal = 3;
}
}
else
{
if (BBMACD[0] > Lower[0])
{
PlotColors[0][0] = DotsDownInside;
macdsignal = -1;
}
else if ((BBMACD[1] > Lower[1]) && (BBMACD[0] < Lower[0]))
{
PlotColors[0][0] = DotsDownOutside;
macdsignal = -2;
}
else
{
PlotColors[0][0] = DotsDownOutside;
macdsignal = -3;
}
}
Signal.Set(macdsignal);
/*
*
* if (BBMACD[0] > BBMACD[1])
* {
* PlotColors[0][0] = DotsUpOutside;
* if ((BBMACD[0] > Upper[0])) //UP
* {
* macdsignal = 1;
* PlotColors[0][0] = DotsUpOutside;
* }
* else if ((BBMACD[1] < Lower[1]) && (BBMACD[0] > Lower[0])) //UP
* {
* macdsignal = 6;
* PlotColors[0][0] = DotsDownInside;
* }
* else if ((BBMACD[1] > BBMACD[2]) && (BBMACD[0] > Lower[0])) //UP
* {
* macdsignal = 7;
* PlotColors[0][0] = DotsUpInside;
* }
* else if ((BBMACD[1] < Upper[1]) && (BBMACD[0] > Upper[0])) //UP
* {
* macdsignal = 8;
* PlotColors[0][0] = DotsUpOutside;
* }
* }
* else //(BBMACD[0] < BBMACD[1])
* {
* PlotColors[0][0] = DotsDownOutside;
* if ((BBMACD[0] < Lower[0])) //DN
* {
* macdsignal = 5;
* PlotColors[0][0] = DotsDownOutside;
* }
* else if ((BBMACD[0] < BBMACD[1])) //DN
* {
* macdsignal = 2;
* PlotColors[0][0] = DotsDownOutside;
* }
* else if ((BBMACD[1] < BBMACD[2]) && (BBMACD[0] < Upper[0])) //DN
* {
* macdsignal = 3;
* PlotColors[0][0] = DotsDownInside;
* }
* else if ((BBMACD[1] > Lower[1]) && (BBMACD[0] < Lower[0])) //DN
* {
* macdsignal = 4;
* PlotColors[0][0] = DotsDownOutside;
* }
* }
*/
/*
* if ((BBMACD[0] > BBMACD[1]) && (BBMACD[0] > Upper[0])) //UP
* {
* macdsignal = 1;
* PlotColors[0][0] = DotsUpOutside;
* }
* if ((BBMACD[1] > Upper[1]) && (BBMACD[0] < BBMACD[1])) //DN
* {
* macdsignal = 2;
* PlotColors[0][0] = DotsDownOutside;
* }
* if ((BBMACD[0] < BBMACD[1]) && (BBMACD[1] < BBMACD[2]) && (BBMACD[0] < Upper[0])) //DN
* {
* macdsignal = 3;
* PlotColors[0][0] = DotsDownInside;
* }
* if ((BBMACD[0] < BBMACD[1]) && (BBMACD[1] > Lower[1]) && (BBMACD[0] < Lower[0])) //DN
* {
* macdsignal = 4;
* PlotColors[0][0] = DotsDownOutside;
* }
*
* if ((BBMACD[0] < BBMACD[1]) && (BBMACD[0] < Lower[0])) //DN
* {
* macdsignal = 5;
* PlotColors[0][0] = DotsDownOutside;
* }
* if ((BBMACD[1] < Lower[1]) && (BBMACD[0] > BBMACD[1])) //UP
* {
* macdsignal = 6;
* PlotColors[0][0] = DotsDownInside;
* }
* if ((BBMACD[0] > BBMACD[1]) && (BBMACD[1] > BBMACD[2]) && (BBMACD[0] > Lower[0])) //UP
* {
* macdsignal = 7;
* PlotColors[0][0] = DotsUpInside;
* }
* if ((BBMACD[0] > BBMACD[1]) && (BBMACD[1] < Upper[1]) && (BBMACD[0] > Upper[0])) //UP
* {
* macdsignal = 8;
* PlotColors[0][0] = DotsUpOutside;
* }
*/
/////PlotColors[2][0] = BBUpper;
/////PlotColors[3][0] = BBLower;
/////PlotColors[4][0] = SignalCol;
/////PlotColors[5][0] = ZeroCol;
}
