public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
var basePrice = (BasePrice)IndParam.ListParam[2].Index;
var referencePeriod = (int)IndParam.NumParam[1].Value;
int previous = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
// ---------------------------------------------------------
var rsi = new RSI();
rsi.Initialize(SlotType);
rsi.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
rsi.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index;
rsi.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value;
rsi.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
rsi.Calculate(DataSet);
double[] indicatorMa = MovingAverage(referencePeriod, previous, MAMethod.Simple, rsi.Component[0].Value);
double[] marketMa = MovingAverage(referencePeriod, previous, MAMethod.Simple, Price(basePrice));
// ----------------------------------------------------------
int firstBar = rsi.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 = "RSI",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Line,
ChartColor = Color.Blue,
FirstBar = firstBar,
Value = rsi.Component[0].Value
};
Component[1] = new IndicatorComp
{
CompName = "RSI 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";
}
}
