RSI - Relative Strength Index Indicator
Inheritance: Indicator
Exemplo n.º 1
0
        /// <summary>
        /// Calculates the indicator's components
        /// </summary>
        public override void Calculate(SlotTypes slotType)
        {
            // Reading the parameters
            MAMethod  maMethod  = (MAMethod )IndParam.ListParam[1].Index;
            BasePrice basePrice = (BasePrice)IndParam.ListParam[2].Index;
            int       iPeriod1  = (int)IndParam.NumParam[0].Value;
            int       iPeriod2  = (int)IndParam.NumParam[1].Value;
            int       iPrvs     = IndParam.CheckParam[0].Checked ? 1 : 0;

            // Calculation
            int iFirstBar = iPeriod1 + iPeriod2 + 2;

            double[] adIndicator1 = new double[Bars];
            double[] adIndicator2 = new double[Bars];
            double[] adOscllator  = new double[Bars];

// ---------------------------------------------------------
            RSI rsi1 = new RSI(slotType);

            rsi1.IndParam.ListParam[1].Index    = IndParam.ListParam[1].Index;
            rsi1.IndParam.ListParam[2].Index    = IndParam.ListParam[2].Index;
            rsi1.IndParam.NumParam[0].Value     = IndParam.NumParam[0].Value;
            rsi1.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
            rsi1.Calculate(slotType);

            RSI rsi2 = new RSI(slotType);

            rsi2.IndParam.ListParam[1].Index    = IndParam.ListParam[1].Index;
            rsi2.IndParam.ListParam[2].Index    = IndParam.ListParam[2].Index;
            rsi2.IndParam.NumParam[0].Value     = IndParam.NumParam[1].Value;
            rsi2.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
            rsi2.Calculate(slotType);

            adIndicator1 = rsi1.Component[0].Value;
            adIndicator2 = rsi2.Component[0].Value;
// ----------------------------------------------------------

            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 rises":
                indLogic = IndicatorLogic.The_indicator_rises;
                break;

            case "The Oscillator falls":
                indLogic = IndicatorLogic.The_indicator_falls;
                break;

            case "The Oscillator is higher than the zero line":
                indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
                break;

            case "The Oscillator is lower than the zero line":
                indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
                break;

            case "The Oscillator crosses the zero line upward":
                indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
                break;

            case "The Oscillator crosses the zero line downward":
                indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
                break;

            case "The Oscillator changes its direction upward":
                indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
                break;

            case "The Oscillator 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)
        {
            // Reading the parameters
            MAMethod  maMethod         = (MAMethod )IndParam.ListParam[1].Index;
            MAMethod  maSignalMAMethod = (MAMethod )IndParam.ListParam[2].Index;
            BasePrice basePrice        = (BasePrice)IndParam.ListParam[3].Index;
            int iPeriod1 = (int)IndParam.NumParam[0].Value;
            int iPeriod2 = (int)IndParam.NumParam[1].Value;
            int iPrvs    = IndParam.CheckParam[0].Checked ? 1 : 0;

            // Calculation
            int iFirstBar = iPeriod1 + iPeriod2 + 2;
            double[] adIndicator1 = new double[Bars];
            double[] adIndicator2 = new double[Bars];
            double[] adOscllator  = new double[Bars];

            // ---------------------------------------------------------
            RSI rsi1 = new RSI(slotType);
            rsi1.IndParam.ListParam[1].Index    = IndParam.ListParam[1].Index;
            rsi1.IndParam.ListParam[2].Index    = IndParam.ListParam[3].Index;
            rsi1.IndParam.NumParam[0].Value     = IndParam.NumParam[0].Value;
            rsi1.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
            rsi1.Calculate(slotType);

            adIndicator1 = rsi1.Component[0].Value;
            adIndicator2 = MovingAverage(iPeriod2, 0, maSignalMAMethod, adIndicator1);
            // ----------------------------------------------------------

            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 RSI MA Oscillator rises":
                    indLogic = IndicatorLogic.The_indicator_rises;
                    break;

                case "The RSI MA Oscillator falls":
                    indLogic = IndicatorLogic.The_indicator_falls;
                    break;

                case "The RSI MA Oscillator is higher than the zero line":
                    indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
                    break;

                case "The RSI MA Oscillator is lower than the zero line":
                    indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
                    break;

                case "The RSI MA Oscillator crosses the zero line upward":
                    indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
                    break;

                case "The RSI MA Oscillator crosses the zero line downward":
                    indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
                    break;

                case "The RSI MA Oscillator changes its direction upward":
                    indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
                    break;

                case "The RSI MA Oscillator 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;
        }