public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Reading the parameters var maSignalMaMethod = (MAMethod) IndParam.ListParam[2].Index; var period1 = (int) IndParam.NumParam[0].Value; var period2 = (int) IndParam.NumParam[1].Value; int previous = IndParam.CheckParam[0].Checked ? 1 : 0; // Calculation int firstBar = period1 + period2 + 2; var oscillator = new double[Bars]; // --------------------------------------------------------- var atr = new AverageTrueRange(); atr.Initialize(SlotType); atr.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index; atr.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value; atr.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked; atr.Calculate(dataSet); double[] indicator1 = atr.Component[0].Value; double[] indicator2 = MovingAverage(period2, 0, maSignalMaMethod, indicator1); // ---------------------------------------------------------- for (int bar = firstBar; bar < Bars; bar++) { oscillator[bar] = indicator1[bar] - indicator2[bar]; } // Saving the components Component = new IndicatorComp[3]; Component[0] = new IndicatorComp { CompName = "Histogram", DataType = IndComponentType.IndicatorValue, ChartType = IndChartType.Histogram, FirstBar = firstBar, Value = oscillator }; Component[1] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = firstBar, Value = new double[Bars] }; Component[2] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = firstBar, 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 var indLogic = IndicatorLogic.It_does_not_act_as_a_filter; switch (IndParam.ListParam[0].Text) { case "ATR MA Oscillator rises": indLogic = IndicatorLogic.The_indicator_rises; break; case "ATR MA Oscillator falls": indLogic = IndicatorLogic.The_indicator_falls; break; case "ATR MA Oscillator is higher than the zero line": indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line; break; case "ATR MA Oscillator is lower than the zero line": indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line; break; case "ATR MA Oscillator crosses the zero line upward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward; break; case "ATR MA Oscillator crosses the zero line downward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward; break; case "ATR MA Oscillator changes its direction upward": indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward; break; case "ATR MA Oscillator changes its direction downward": indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward; break; } NoDirectionOscillatorLogic(firstBar, previous, oscillator, 0, ref Component[1], indLogic); Component[2].Value = Component[1].Value; }
public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Reading the parameters var maSignalMaMethod = (MAMethod)IndParam.ListParam[2].Index; var period1 = (int)IndParam.NumParam[0].Value; var period2 = (int)IndParam.NumParam[1].Value; int previous = IndParam.CheckParam[0].Checked ? 1 : 0; // Calculation int firstBar = period1 + period2 + 2; var oscillator = new double[Bars]; // --------------------------------------------------------- var atr = new AverageTrueRange(); atr.Initialize(SlotType); atr.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index; atr.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value; atr.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked; atr.Calculate(dataSet); double[] indicator1 = atr.Component[0].Value; double[] indicator2 = MovingAverage(period2, 0, maSignalMaMethod, indicator1); // ---------------------------------------------------------- for (int bar = firstBar; bar < Bars; bar++) { oscillator[bar] = indicator1[bar] - indicator2[bar]; } // Saving the components Component = new IndicatorComp[3]; Component[0] = new IndicatorComp { CompName = "Histogram", DataType = IndComponentType.IndicatorValue, ChartType = IndChartType.Histogram, FirstBar = firstBar, Value = oscillator }; Component[1] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = firstBar, Value = new double[Bars] }; Component[2] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = firstBar, 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 var indLogic = IndicatorLogic.It_does_not_act_as_a_filter; switch (IndParam.ListParam[0].Text) { case "ATR MA Oscillator rises": indLogic = IndicatorLogic.The_indicator_rises; break; case "ATR MA Oscillator falls": indLogic = IndicatorLogic.The_indicator_falls; break; case "ATR MA Oscillator is higher than the zero line": indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line; break; case "ATR MA Oscillator is lower than the zero line": indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line; break; case "ATR MA Oscillator crosses the zero line upward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward; break; case "ATR MA Oscillator crosses the zero line downward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward; break; case "ATR MA Oscillator changes its direction upward": indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward; break; case "ATR MA Oscillator changes its direction downward": indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward; break; } NoDirectionOscillatorLogic(firstBar, previous, oscillator, 0, ref Component[1], indLogic); Component[2].Value = Component[1].Value; }
public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Reading the parameters int prvs = IndParam.CheckParam[0].Checked ? 1 : 0; // Calculation var adOscillator = new double[Bars]; // --------------------------------------------------------- var atr1 = new AverageTrueRange(); atr1.Initialize(SlotType); atr1.Initialize(SlotType); atr1.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index; atr1.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value; atr1.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked; atr1.Calculate(DataSet); var atr2 = new AverageTrueRange(); atr2.Initialize(SlotType); atr2.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index; atr2.IndParam.NumParam[0].Value = IndParam.NumParam[1].Value; atr2.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked; atr2.Calculate(DataSet); double[] adIndicator1 = atr1.Component[0].Value; double[] adIndicator2 = atr2.Component[0].Value; // ---------------------------------------------------------- int firstBar = 0; for (int c = 0; c < atr1.Component.Length; c++) { if (firstBar < atr1.Component[c].FirstBar) { firstBar = atr1.Component[c].FirstBar; } if (firstBar < atr2.Component[c].FirstBar) { firstBar = atr2.Component[c].FirstBar; } } firstBar += 3; for (int bar = firstBar; bar < Bars; bar++) { adOscillator[bar] = adIndicator1[bar] - adIndicator2[bar]; } // Saving the components Component = new IndicatorComp[3]; Component[0] = new IndicatorComp { CompName = "Histogram", DataType = IndComponentType.IndicatorValue, ChartType = IndChartType.Histogram, FirstBar = firstBar, Value = adOscillator }; Component[1] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = firstBar, Value = new double[Bars] }; Component[2] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = firstBar, 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 var indLogic = IndicatorLogic.It_does_not_act_as_a_filter; switch (IndParam.ListParam[0].Text) { case "Oscillator rises": indLogic = IndicatorLogic.The_indicator_rises; break; case "Oscillator falls": indLogic = IndicatorLogic.The_indicator_falls; break; case "Oscillator is higher than the zero line": indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line; break; case "Oscillator is lower than the zero line": indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line; break; case "Oscillator crosses the zero line upward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward; break; case "Oscillator crosses the zero line downward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward; break; case "Oscillator changes its direction upward": indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward; break; case "Oscillator changes its direction downward": indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward; break; } NoDirectionOscillatorLogic(firstBar, prvs, adOscillator, 0, ref Component[1], indLogic); Component[2].Value = Component[1].Value; }
public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Reading the parameters int prvs = IndParam.CheckParam[0].Checked ? 1 : 0; // Calculation var adOscillator = new double[Bars]; // --------------------------------------------------------- var atr1 = new AverageTrueRange(); atr1.Initialize(SlotType); atr1.Initialize(SlotType); atr1.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index; atr1.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value; atr1.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked; atr1.Calculate(DataSet); var atr2 = new AverageTrueRange(); atr2.Initialize(SlotType); atr2.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index; atr2.IndParam.NumParam[0].Value = IndParam.NumParam[1].Value; atr2.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked; atr2.Calculate(DataSet); double[] adIndicator1 = atr1.Component[0].Value; double[] adIndicator2 = atr2.Component[0].Value; // ---------------------------------------------------------- int firstBar = 0; for (int c = 0; c < atr1.Component.Length; c++) { if (firstBar < atr1.Component[c].FirstBar) firstBar = atr1.Component[c].FirstBar; if (firstBar < atr2.Component[c].FirstBar) firstBar = atr2.Component[c].FirstBar; } firstBar += 3; for (int bar = firstBar; bar < Bars; bar++) { adOscillator[bar] = adIndicator1[bar] - adIndicator2[bar]; } // Saving the components Component = new IndicatorComp[3]; Component[0] = new IndicatorComp { CompName = "Histogram", DataType = IndComponentType.IndicatorValue, ChartType = IndChartType.Histogram, FirstBar = firstBar, Value = adOscillator }; Component[1] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = firstBar, Value = new double[Bars] }; Component[2] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = firstBar, 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 var indLogic = IndicatorLogic.It_does_not_act_as_a_filter; switch (IndParam.ListParam[0].Text) { case "Oscillator rises": indLogic = IndicatorLogic.The_indicator_rises; break; case "Oscillator falls": indLogic = IndicatorLogic.The_indicator_falls; break; case "Oscillator is higher than the zero line": indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line; break; case "Oscillator is lower than the zero line": indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line; break; case "Oscillator crosses the zero line upward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward; break; case "Oscillator crosses the zero line downward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward; break; case "Oscillator changes its direction upward": indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward; break; case "Oscillator changes its direction downward": indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward; break; } NoDirectionOscillatorLogic(firstBar, prvs, adOscillator, 0, ref Component[1], indLogic); Component[2].Value = Component[1].Value; }