protected override void OnStartUp()
{
Plots[0].Pen.Width = plot0Width;
Plots[0].PlotStyle = plot0Style;
Plots[0].Pen.DashStyle = dash0Style;
Plots[1].Pen.Width = plot1Width;
Plots[1].PlotStyle = plot1Style;
Plots[1].Pen.DashStyle = dash1Style;
candles = false;
if (ChartControl != null && ChartControl.ChartStyleType == ChartStyleType.CandleStick)
{
candles = true;
}
gap = (plot1Style == PlotStyle.Line) || (plot1Style == PlotStyle.Square);
if (ShowStopDots)
{
Plots[0].Pen.Color = Color.Gray;
}
else
{
Plots[0].Pen.Color = Color.Transparent;
}
if (ShowStopLine)
{
Plots[1].Pen.Color = Color.Gray;
}
else
{
Plots[1].Pen.Color = Color.Transparent;
}
MM = anaMovingMedian(Medians[0], periodMedian);
MAE = ATR(Closes[0], periodATR);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar <= period)
{
return;
}
if (_atr == null)
{
_atr = ATR(period);
}
if (_ema == null)
{
_ema = SMA(_atr, period);
}
if (_atr == null & _ema == null)
{
return;
}
ATRPlotHigh.Set(High[0] + _atr[0] * multiplier);
ATRPlotLow.Set(Low[0] - _atr[0] * multiplier);
EMAPlotHigh.Set(High[0] + _ema[0] * multiplier);
EMAPlotLow.Set(Low[0] - _ema[0] * multiplier);
}
protected override void OnStartUp()
{
k = 1.0 / (double)period;
volatility = ATR(200);
Plots[0].PlotStyle = plot0Style;
Plots[0].Pen.Width = plot0Width;
Plots[0].Pen.DashStyle = dash0Style;
if (showPlot)
{
Plots[0].Pen.Color = Color.Gray;
}
else
{
Plots[0].Pen.Color = Color.Transparent;
}
if (ChartControl != null && ChartControl.ChartStyleType == ChartStyleType.CandleStick)
{
candles = true;
alpha = 25 * opacity;
}
else
{
candles = false;
}
}
protected override void OnStartUp()
{
maxlb = Z20100527FastMAX(High, lookBack);
minlb = Z20100527FastMIN(Low, lookBack);
maxlen = Z20100527FastMAX(High, length);
minlen = Z20100527FastMIN(Low, length);
myatr = ATR(length);
}
protected override void OnStartUp()
{
if (tickFactor < 0)
{
atr = ATR(80);
}
plvl = 0;
}
/// <summary>
/// Calculates the indicator value(s) at the current index.
/// </summary>
protected override void OnBarUpdate()
{
PipATRCalc = ATR(Inputs[0], Period);
double PipATRValue = PipATRCalc[0] / TickSize;
PipATR.Set(Math.Truncate(PipATRValue));
}
protected override void OnStartUp()
{
Plots[0].Pen.Width = plot0Width;
Plots[0].PlotStyle = plot0Style;
Plots[0].Pen.DashStyle = dash0Style;
Plots[1].Pen.Width = plot1Width;
Plots[1].PlotStyle = plot1Style;
Plots[1].Pen.DashStyle = dash1Style;
gap = plot1Style == PlotStyle.Line || plot1Style == PlotStyle.Square;
Plots[1].Pen.Color = ShowStopLine ? Color.Gray : Color.Transparent;
mm = anaMovingMedian(Medians[0], periodMedian);
mae = ATR(Closes[0], periodAtr);
}
/// <summary>
/// The Average True Range (ATR) is a measure of volatility. It was introduced by Welles Wilder in his book 'New Concepts in Technical Trading Systems' and has since been used as a component of many indicators and trading systems.
/// </summary>
/// <returns></returns>
public ATR ATR(Data.IDataSeries input, int period)
{
if (cacheATR != null)
{
for (int idx = 0; idx < cacheATR.Length; idx++)
{
if (cacheATR[idx].Period == period && cacheATR[idx].EqualsInput(input))
{
return(cacheATR[idx]);
}
}
}
lock (checkATR)
{
checkATR.Period = period;
period = checkATR.Period;
if (cacheATR != null)
{
for (int idx = 0; idx < cacheATR.Length; idx++)
{
if (cacheATR[idx].Period == period && cacheATR[idx].EqualsInput(input))
{
return(cacheATR[idx]);
}
}
}
ATR indicator = new ATR();
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();
ATR[] tmp = new ATR[cacheATR == null ? 1 : cacheATR.Length + 1];
if (cacheATR != null)
{
cacheATR.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cacheATR = tmp;
return(indicator);
}
}
protected override void OnStartUp()
{
Plots[0].Pen.Width = plot0Width;
Plots[0].PlotStyle = plot0Style;
Plots[0].Pen.DashStyle = dash0Style;
Plots[1].Pen.Width = plot1Width;
Plots[1].PlotStyle = plot1Style;
Plots[1].Pen.DashStyle = dash1Style;
gap = (plot1Style == PlotStyle.Line) || (plot1Style == PlotStyle.Square);
Plots[0].Pen.Color = ShowStopDots ? Color.Gray : Color.Transparent;
Plots[1].Pen.Color = ShowStopLine ? Color.Gray : Color.Transparent;
mm = anaMovingMedian(Medians[0], periodMedian);
mae = ATR(Closes[0], periodAtr);
candles = ChartControl != null && ChartControl.ChartStyleType == ChartStyleType.CandleStick;
}
protected override void OnStartUp()
{
Plots[0].Pen.Width = plot0Width;
Plots[0].PlotStyle = plot0Style;
Plots[0].Pen.DashStyle = dash0Style;
Plots[1].Pen.Width = plot1Width;
Plots[1].PlotStyle = plot1Style;
Plots[1].Pen.DashStyle = dash1Style;
gap = (plot1Style == PlotStyle.Line) || (plot1Style == PlotStyle.Square);
Plots[0].Pen.Color = ShowStopDots ? Color.Gray : Color.Transparent;
Plots[1].Pen.Color = ShowStopLine ? Color.Gray : Color.Transparent;
mm = anaMovingMedian(Medians[0], periodMedian);
mae = ATR(Closes[0], periodAtr);
candles = ChartControl != null && ChartControl.ChartStyleType == ChartStyleType.CandleStick;
}
protected override void OnStartUp()
{
Plots[0].Pen.Width = plot0Width;
Plots[0].PlotStyle = plot0Style;
Plots[0].Pen.DashStyle = dash0Style;
gap = (plot0Style == PlotStyle.Line) || (plot0Style == PlotStyle.Square);
if (ShowStopLine)
{
Plots[0].Pen.Color = Color.Gray;
}
else
{
Plots[0].Pen.Color = Color.Transparent;
}
MM = anaMovingMedian(Medians[0], periodMedian);
MAE = ATR(Closes[0], periodATR);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar <= period) return;
if (_atr == null)
_atr = ATR(period);
if (_ema == null)
_ema = SMA(_atr, period);
if (_atr == null & _ema == null)
return;
ATRPlotHigh.Set(High[0] + _atr[0] * multiplier);
ATRPlotLow.Set(Low[0] - _atr[0] * multiplier);
EMAPlotHigh.Set(High[0] + _ema[0] * multiplier);
EMAPlotLow.Set(Low[0] - _ema[0] * multiplier);
}
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 Average True Range (ATR) is a measure of volatility. It was introduced by Welles Wilder in his book 'New Concepts in Technical Trading Systems' and has since been used as a component of many indicators and trading systems.
/// </summary>
/// <returns></returns>
public ATR ATR(Data.IDataSeries input, int period)
{
if (cacheATR != null)
for (int idx = 0; idx < cacheATR.Length; idx++)
if (cacheATR[idx].Period == period && cacheATR[idx].EqualsInput(input))
return cacheATR[idx];
lock (checkATR)
{
checkATR.Period = period;
period = checkATR.Period;
if (cacheATR != null)
for (int idx = 0; idx < cacheATR.Length; idx++)
if (cacheATR[idx].Period == period && cacheATR[idx].EqualsInput(input))
return cacheATR[idx];
ATR indicator = new ATR();
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();
ATR[] tmp = new ATR[cacheATR == null ? 1 : cacheATR.Length + 1];
if (cacheATR != null)
cacheATR.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheATR = tmp;
return indicator;
}
}
protected override void OnStartUp()
{
Plots[0].Pen.Width = plot0Width;
Plots[0].PlotStyle = plot0Style;
Plots[0].Pen.DashStyle = dash0Style;
Plots[1].Pen.Width = plot1Width;
Plots[1].PlotStyle = plot1Style;
Plots[1].Pen.DashStyle = dash1Style;
gap = plot1Style == PlotStyle.Line || plot1Style == PlotStyle.Square;
Plots[1].Pen.Color = ShowStopLine ? Color.Gray : Color.Transparent;
mm = anaMovingMedian(Medians[0], periodMedian);
mae = ATR(Closes[0], periodAtr);
}
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);
}
protected override void OnStartUp()
{
switch (thisVolaType)
{
case anaSuperTrendU11VolaType.Simple_Range:
rangeSeries = Range();
break;
case anaSuperTrendU11VolaType.True_Range:
rangeSeries = ATR(Close, 1);
break;
case anaSuperTrendU11VolaType.Standard_Deviation:
thisOffsetType = anaSuperTrendU11OffsetType.Default;
rangeSeries = StdDev(Close, rangePeriod);
offsetSeries = StdDev(Close, rangePeriod);
break;
}
switch (thisBaseType)
{
case anaSuperTrendU11BaseType.Median:
baseline = anaMovingMedian(Input, basePeriod);
break;
case anaSuperTrendU11BaseType.ADXVMA:
baseline = anaADXVMA(Input, basePeriod);
break;
case anaSuperTrendU11BaseType.Butterworth_2:
baseline = anaButterworthFilter(Input, basePeriod, 2);
break;
case anaSuperTrendU11BaseType.Butterworth_3:
baseline = anaButterworthFilter(Input, basePeriod, 3);
break;
case anaSuperTrendU11BaseType.DEMA:
baseline = DEMA(Input, basePeriod);
break;
case anaSuperTrendU11BaseType.DSMA:
baseline = DSMA(Input, basePeriod);
break;
case anaSuperTrendU11BaseType.DTMA:
baseline = DTMA(Input, basePeriod);
break;
case anaSuperTrendU11BaseType.DWMA:
baseline = DWMA(Input, basePeriod);
break;
case anaSuperTrendU11BaseType.Ehlers:
baseline = anaEhlersFilter(Input, basePeriod);
break;
case anaSuperTrendU11BaseType.EMA:
baseline = EMA(Input, basePeriod);
break;
case anaSuperTrendU11BaseType.Gauss_2:
baseline = anaGaussianFilter(Input, basePeriod, 2);
break;
case anaSuperTrendU11BaseType.Gauss_3:
baseline = anaGaussianFilter(Input, basePeriod, 3);
break;
case anaSuperTrendU11BaseType.Gauss_4:
baseline = anaGaussianFilter(Input, basePeriod, 4);
break;
case anaSuperTrendU11BaseType.HMA:
baseline = HMA(Input, basePeriod);
break;
case anaSuperTrendU11BaseType.HoltEMA:
baseline = anaHoltEMA(Input, basePeriod, 2 * basePeriod);
break;
case anaSuperTrendU11BaseType.LinReg:
baseline = LinReg(Input, basePeriod);
break;
case anaSuperTrendU11BaseType.SMA:
baseline = SMA(Input, basePeriod);
break;
case anaSuperTrendU11BaseType.SuperSmoother_2:
baseline = anaSuperSmootherFilter(Input, basePeriod, 2);
break;
case anaSuperTrendU11BaseType.SuperSmoother_3:
baseline = anaSuperSmootherFilter(Input, basePeriod, 3);
break;
case anaSuperTrendU11BaseType.TEMA:
baseline = TEMA(Input, basePeriod);
break;
case anaSuperTrendU11BaseType.TMA:
baseline = TMA(Input, basePeriod);
break;
case anaSuperTrendU11BaseType.TSMA:
baseline = TSMA(Input, basePeriod);
break;
case anaSuperTrendU11BaseType.TWMA:
baseline = TWMA(Input, basePeriod);
break;
case anaSuperTrendU11BaseType.VWMA:
baseline = VWMA(Input, basePeriod);
break;
case anaSuperTrendU11BaseType.WMA:
baseline = WMA(Input, basePeriod);
break;
case anaSuperTrendU11BaseType.ZeroLagHATEMA:
baseline = anaZeroLagHATEMA(Input, basePeriod);
break;
case anaSuperTrendU11BaseType.ZeroLagTEMA:
baseline = ZeroLagTEMA(Input, basePeriod);
break;
case anaSuperTrendU11BaseType.ZLEMA:
baseline = ZLEMA(Input, basePeriod);
break;
}
if (thisVolaType != anaSuperTrendU11VolaType.Standard_Deviation)
{
switch (thisOffsetType)
{
case anaSuperTrendU11OffsetType.Default:
offsetSeries = EMA(rangeSeries, rangePeriod);
break;
case anaSuperTrendU11OffsetType.Median:
offsetSeries = anaMovingMedian(rangeSeries, rangePeriod);
break;
case anaSuperTrendU11OffsetType.ADXVMA:
offsetSeries = anaADXVMA(rangeSeries, rangePeriod);
break;
case anaSuperTrendU11OffsetType.Butterworth_2:
offsetSeries = anaButterworthFilter(rangeSeries, rangePeriod, 2);
break;
case anaSuperTrendU11OffsetType.Butterworth_3:
offsetSeries = anaButterworthFilter(rangeSeries, rangePeriod, 3);
break;
case anaSuperTrendU11OffsetType.DEMA:
offsetSeries = DEMA(rangeSeries, rangePeriod);
break;
case anaSuperTrendU11OffsetType.DSMA:
offsetSeries = DSMA(rangeSeries, rangePeriod);
break;
case anaSuperTrendU11OffsetType.DTMA:
offsetSeries = DTMA(rangeSeries, rangePeriod);
break;
case anaSuperTrendU11OffsetType.DWMA:
offsetSeries = DWMA(rangeSeries, rangePeriod);
break;
case anaSuperTrendU11OffsetType.Ehlers:
offsetSeries = anaEhlersFilter(rangeSeries, rangePeriod);
break;
case anaSuperTrendU11OffsetType.EMA:
offsetSeries = EMA(rangeSeries, rangePeriod);
break;
case anaSuperTrendU11OffsetType.Gauss_2:
offsetSeries = anaGaussianFilter(rangeSeries, rangePeriod, 2);
break;
case anaSuperTrendU11OffsetType.Gauss_3:
offsetSeries = anaGaussianFilter(rangeSeries, rangePeriod, 3);
break;
case anaSuperTrendU11OffsetType.Gauss_4:
offsetSeries = anaGaussianFilter(rangeSeries, rangePeriod, 4);
break;
case anaSuperTrendU11OffsetType.HMA:
offsetSeries = HMA(rangeSeries, rangePeriod);
break;
case anaSuperTrendU11OffsetType.HoltEMA:
offsetSeries = anaHoltEMA(rangeSeries, rangePeriod, 2 * rangePeriod);
break;
case anaSuperTrendU11OffsetType.LinReg:
offsetSeries = LinReg(rangeSeries, rangePeriod);
break;
case anaSuperTrendU11OffsetType.SMA:
offsetSeries = SMA(rangeSeries, rangePeriod);
break;
case anaSuperTrendU11OffsetType.SuperSmoother_2:
offsetSeries = anaSuperSmootherFilter(rangeSeries, rangePeriod, 2);
break;
case anaSuperTrendU11OffsetType.SuperSmoother_3:
offsetSeries = anaSuperSmootherFilter(rangeSeries, rangePeriod, 3);
break;
case anaSuperTrendU11OffsetType.TEMA:
offsetSeries = TEMA(rangeSeries, rangePeriod);
break;
case anaSuperTrendU11OffsetType.TMA:
offsetSeries = TMA(rangeSeries, rangePeriod);
break;
case anaSuperTrendU11OffsetType.TSMA:
offsetSeries = TSMA(rangeSeries, rangePeriod);
break;
case anaSuperTrendU11OffsetType.TWMA:
offsetSeries = TWMA(rangeSeries, rangePeriod);
break;
case anaSuperTrendU11OffsetType.VWMA:
offsetSeries = VWMA(rangeSeries, rangePeriod);
break;
case anaSuperTrendU11OffsetType.WMA:
offsetSeries = WMA(rangeSeries, rangePeriod);
break;
case anaSuperTrendU11OffsetType.ZeroLagHATEMA:
offsetSeries = anaZeroLagHATEMA(rangeSeries, rangePeriod);
break;
case anaSuperTrendU11OffsetType.ZeroLagTEMA:
offsetSeries = ZeroLagTEMA(rangeSeries, rangePeriod);
break;
case anaSuperTrendU11OffsetType.ZLEMA:
offsetSeries = ZLEMA(rangeSeries, rangePeriod);
break;
}
}
volatility = ATR(Close, 256);
Plots[0].Pen.Width = plot0Width;
Plots[0].PlotStyle = plot0Style;
Plots[0].Pen.DashStyle = dash0Style;
Plots[1].Pen.Width = plot1Width;
Plots[1].PlotStyle = plot1Style;
Plots[1].Pen.DashStyle = dash1Style;
if (ChartControl != null && ChartControl.ChartStyleType == ChartStyleType.CandleStick)
{
candles = true;
alpha = 25 * opacity;
}
else
{
candles = false;
}
gap = (plot1Style == PlotStyle.Line) || (plot1Style == PlotStyle.Square);
}