protected override void OnStartUp()
{
DYNRSI = RSI(Input, RSIPeriod, 1);
DYNPrice = SMA(DYNRSI, PricePeriod);
DYNSignal = SMA(DYNRSI, SignalPeriod);
// added the following Aug 19 2014 zondor
emaEMAhls = EMA(EMA(hls, EMAPeriod1), EMAPeriod2);
emaEMAsms = (EMA(EMA(sms, EMAPeriod1), EMAPeriod2));
emaSMI = EMA(smis, SMIEMAPeriod);
MaxHI = MAX(High, range);
MinLO = MIN(Low, range);
}
/// <summary>
/// The SMA (Simple Moving Average) is an indicator that shows the average value of a security's price over a period of time.
/// </summary>
/// <returns></returns>
public SMA SMA(Data.IDataSeries input, int period)
{
if (cacheSMA != null)
{
for (int idx = 0; idx < cacheSMA.Length; idx++)
{
if (cacheSMA[idx].Period == period && cacheSMA[idx].EqualsInput(input))
{
return(cacheSMA[idx]);
}
}
}
lock (checkSMA)
{
checkSMA.Period = period;
period = checkSMA.Period;
if (cacheSMA != null)
{
for (int idx = 0; idx < cacheSMA.Length; idx++)
{
if (cacheSMA[idx].Period == period && cacheSMA[idx].EqualsInput(input))
{
return(cacheSMA[idx]);
}
}
}
SMA indicator = new SMA();
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();
SMA[] tmp = new SMA[cacheSMA == null ? 1 : cacheSMA.Length + 1];
if (cacheSMA != null)
{
cacheSMA.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cacheSMA = tmp;
return(indicator);
}
}
protected override void MyInitialize()
{
_boll = Bollinger(BollingerStdDev, BollingerPeriod);
Add(_boll);
_smaFast = SMA(SMAFastPeriod);
_smaFast.Plots[0].Pen.Color = Color.Blue;
Add(_smaFast);
_smaSlow = SMA(SMASlowPeriod);
_smaSlow.Plots[0].Pen.Color = Color.Purple;
Add(_smaSlow);
InitialStoploss = 100;
ProfitTicks = 300;
SetProfitTarget(CalculationMode.Ticks, 300);
// SetStopLoss(CalculationMode.Ticks, 200);
}
/// <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);
}
/// <summary>
/// Calculates the indicator value(s) at the current index.
/// </summary>
protected override void OnStartUp()
{
DYNRSI = RSI(Input, RSIPeriod, 1);
DYNPrice = SMA(DYNRSI, PricePeriod);
DYNSignal = SMA(DYNRSI, SignalPeriod);
DYNAverage = SMA(DYNRSI, BandPeriod);
SDBB = StdDev(DYNRSI, BandPeriod);
Plots[0].Pen.Color = main;
Plots[1].Pen.Color = signal;
Plots[2].Pen.Color = bbAverage;
Plots[3].Pen.Color = bbUpper;
Plots[4].Pen.Color = bbLower;
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;
Plots[2].Pen.Width = plot2Width;
Plots[2].PlotStyle = plot2Style;
Plots[2].Pen.DashStyle = dash2Style;
Plots[3].Pen.Width = plot3Width;
Plots[3].PlotStyle = plot3Style;
Plots[3].Pen.DashStyle = dash3Style;
Plots[4].Pen.Width = plot3Width;
Plots[4].PlotStyle = plot3Style;
Plots[4].Pen.DashStyle = dash3Style;
Lines[0].Pen.Color = baselineColor;
Lines[1].Pen.Color = upperlineColor;
Lines[2].Pen.Color = lowerlineColor;
Lines[0].Pen.Width = baselineWidth;
Lines[0].Pen.DashStyle = baselineStyle;
Lines[1].Value = valueUpperLine;
Lines[1].Pen.Width = upperlineWidth;
Lines[1].Pen.DashStyle = upperlineStyle;
Lines[2].Value = valueLowerLine;
Lines[2].Pen.Width = lowerlineWidth;
Lines[2].Pen.DashStyle = lowerlineStyle;
}
protected override void LookForEntry()
{
_sma = SMA(BarsArray[1], SMAFastPeriod);
if (!EntryOk()) return;
if (_latestSubmittedOrder != null) return;
double priorHigh = _indiPrior.PriorHigh[0];
double priorLow = _indiPrior.PriorLow[0];
if (priorLow == 0 || priorHigh == 0) return;
// go long?
if (Close[0] > priorLow && Close[0] <= priorLow + (TickSize * _maxTicksToTarget) && Falling(Close) && Rising(_sma))
{
_latestSubmittedOrder = EnterLongLimit(0, true, DefaultQuantity, priorLow, "long");
_tradeState = TradeState.InitialStop;
if (_exitType == ExitType.TrailingATR)
{
_lossLevel = priorLow - EMA(ATR(MMAtrPeriod), MMAtrEMAPeriod)[0] * MMAtrMultiplier;
SetStopLoss("long", CalculationMode.Price, _lossLevel, true);
}
else
{
_lossLevel = priorLow - TickSize * _mmInitialSL;
}
_orderDates.Add(Time[0].ToShortDateString());
}
// go short?
if (Close[0] < priorHigh && Close[0] >= priorHigh - (TickSize * _maxTicksToTarget) && Rising(Close) && Falling(_sma))
{
_latestSubmittedOrder = EnterShortLimit(0, true, DefaultQuantity, priorHigh, "short");
_tradeState = TradeState.InitialStop;
if (_exitType == ExitType.TrailingATR)
{
_lossLevel = priorHigh + EMA(ATR(MMAtrPeriod), MMAtrEMAPeriod)[0] * MMAtrMultiplier;
SetStopLoss("short", CalculationMode.Price, _lossLevel, true);
}
else
{
_lossLevel = priorHigh + TickSize*_mmInitialSL;
}
_orderDates.Add(Time[0].ToShortDateString());
}
}
/// <summary>
/// The SMA (Simple Moving Average) is an indicator that shows the average value of a security's price over a period of time.
/// </summary>
/// <returns></returns>
public SMA SMA(Data.IDataSeries input, int period)
{
if (cacheSMA != null)
for (int idx = 0; idx < cacheSMA.Length; idx++)
if (cacheSMA[idx].Period == period && cacheSMA[idx].EqualsInput(input))
return cacheSMA[idx];
lock (checkSMA)
{
checkSMA.Period = period;
period = checkSMA.Period;
if (cacheSMA != null)
for (int idx = 0; idx < cacheSMA.Length; idx++)
if (cacheSMA[idx].Period == period && cacheSMA[idx].EqualsInput(input))
return cacheSMA[idx];
SMA indicator = new SMA();
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();
SMA[] tmp = new SMA[cacheSMA == null ? 1 : cacheSMA.Length + 1];
if (cacheSMA != null)
cacheSMA.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheSMA = tmp;
return indicator;
}
}
protected override void OnStartUp()
{
sma1 = SMA(Inputs[0], Period);
sma2 = SMA(sma1, Period);
sma3 = SMA(sma2, Period);
}
