public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
var macd1 = new MACD();
macd1.Initialize(SlotType);
macd1.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
macd1.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index;
macd1.IndParam.ListParam[3].Index = IndParam.ListParam[3].Index;
macd1.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value;
macd1.IndParam.NumParam[1].Value = IndParam.NumParam[2].Value;
macd1.IndParam.NumParam[2].Value = IndParam.NumParam[4].Value;
macd1.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
macd1.Calculate(DataSet);
var macd2 = new MACD();
macd2.Initialize(SlotType);
macd2.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
macd2.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index;
macd2.IndParam.ListParam[3].Index = IndParam.ListParam[3].Index;
macd2.IndParam.NumParam[0].Value = IndParam.NumParam[1].Value;
macd2.IndParam.NumParam[1].Value = IndParam.NumParam[3].Value;
macd2.IndParam.NumParam[2].Value = IndParam.NumParam[5].Value;
macd2.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
macd2.Calculate(DataSet);
// Calculation
int previous = IndParam.CheckParam[0].Checked ? 1 : 0;
var period1 = (int) IndParam.NumParam[0].Value;
var period2 = (int) IndParam.NumParam[1].Value;
int firstBar = period1 + period2 + 2;
double[] adIndicator1;
double[] adIndicator2;
switch (IndParam.ListParam[4].Index)
{
case 0:
adIndicator1 = macd1.Component[0].Value;
adIndicator2 = macd2.Component[0].Value;
break;
case 1:
adIndicator1 = macd1.Component[1].Value;
adIndicator2 = macd2.Component[1].Value;
break;
default:
adIndicator1 = macd1.Component[2].Value;
adIndicator2 = macd2.Component[2].Value;
break;
}
var adOscillator = new double[Bars];
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 = "Oscillator",
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 of MACD rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "Oscillator of MACD falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "Oscillator of MACD is higher than the zero line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
break;
case "Oscillator of MACD is lower than the zero line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
break;
case "Oscillator of MACD crosses the zero line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
break;
case "Oscillator of MACD crosses the zero line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
break;
case "Oscillator of MACD changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "Oscillator of MACD changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
}
OscillatorLogic(firstBar, previous, adOscillator, 0, 0, ref Component[1], ref Component[2], indLogic);
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
var macd1 = new MACD();
macd1.Initialize(SlotType);
macd1.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
macd1.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index;
macd1.IndParam.ListParam[3].Index = IndParam.ListParam[3].Index;
macd1.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value;
macd1.IndParam.NumParam[1].Value = IndParam.NumParam[2].Value;
macd1.IndParam.NumParam[2].Value = IndParam.NumParam[4].Value;
macd1.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
macd1.Calculate(DataSet);
var macd2 = new MACD();
macd2.Initialize(SlotType);
macd2.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
macd2.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index;
macd2.IndParam.ListParam[3].Index = IndParam.ListParam[3].Index;
macd2.IndParam.NumParam[0].Value = IndParam.NumParam[1].Value;
macd2.IndParam.NumParam[1].Value = IndParam.NumParam[3].Value;
macd2.IndParam.NumParam[2].Value = IndParam.NumParam[5].Value;
macd2.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
macd2.Calculate(DataSet);
// Calculation
int previous = IndParam.CheckParam[0].Checked ? 1 : 0;
double[] adIndicator1;
double[] adIndicator2;
switch (IndParam.ListParam[4].Index)
{
case 0:
adIndicator1 = macd1.Component[0].Value;
adIndicator2 = macd2.Component[0].Value;
break;
case 1:
adIndicator1 = macd1.Component[1].Value;
adIndicator2 = macd2.Component[1].Value;
break;
default:
adIndicator1 = macd1.Component[2].Value;
adIndicator2 = macd2.Component[2].Value;
break;
}
int firstBar = 0;
for (int c = 0; c < macd1.Component.Length; c++)
{
if (firstBar < macd1.Component[c].FirstBar)
{
firstBar = macd1.Component[c].FirstBar;
}
if (firstBar < macd2.Component[c].FirstBar)
{
firstBar = macd2.Component[c].FirstBar;
}
}
firstBar += 3;
var adOscillator = new double[Bars];
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 = "Oscillator",
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 of MACD rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "Oscillator of MACD falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "Oscillator of MACD is higher than the zero line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
break;
case "Oscillator of MACD is lower than the zero line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
break;
case "Oscillator of MACD crosses the zero line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
break;
case "Oscillator of MACD crosses the zero line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
break;
case "Oscillator of MACD changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "Oscillator of MACD changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
}
OscillatorLogic(firstBar, previous, adOscillator, 0, 0, ref Component[1], ref Component[2], indLogic);
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
var referencePeriod = (int)IndParam.NumParam[3].Value;
int previous = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
// ---------------------------------------------------------
var macd = new MACD();
macd.Initialize(SlotType);
macd.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
macd.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index;
macd.IndParam.ListParam[3].Index = 0;
macd.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value;
macd.IndParam.NumParam[1].Value = IndParam.NumParam[1].Value;
macd.IndParam.NumParam[2].Value = IndParam.NumParam[2].Value;
macd.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
macd.Calculate(DataSet);
double[] indicatorMa = MovingAverage(referencePeriod, previous, MAMethod.Simple, macd.Component[0].Value);
double[] marketMa = MovingAverage(referencePeriod, previous, MAMethod.Simple, Close);
// ----------------------------------------------------------
int firstBar = macd.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 = "MACD Histogram",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Line,
ChartColor = Color.RoyalBlue,
FirstBar = firstBar,
Value = macd.Component[0].Value
};
Component[1] = new IndicatorComp
{
CompName = "MACD 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";
}
}
