/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
int iEntryHour = (int)IndParam.NumParam[0].Value;
int iEntryMinute = (int)IndParam.NumParam[1].Value;
TimeSpan tsEntryHour = new TimeSpan(iEntryHour, iEntryMinute, 0);
// Calculation
int iFirstBar = 1;
double[] adBars = new double[Bars];
// Calculation of the logic
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
adBars[iBar] = Time[iBar].TimeOfDay == tsEntryHour ? Open[iBar] : 0;
}
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp();
Component[0].CompName = "Entry hour";
Component[0].DataType = IndComponentType.OpenPrice;
Component[0].ChartType = IndChartType.NoChart;
Component[0].ShowInDynInfo = false;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adBars;
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Calculation
int iFirstBar = 2;
double[] adIB = new double[Bars];
for (int iBar = 2; iBar < Bars; iBar++)
{
adIB[iBar] = ((High[iBar - 1] < High[iBar - 2]) && (Low[iBar - 1] > Low[iBar - 2])) ? 1 : 0;
}
// Saving the components
Component = new IndicatorComp[2];
Component[0] = new IndicatorComp();
Component[0].CompName = "Allow long entry";
Component[0].DataType = IndComponentType.AllowOpenLong;
Component[0].ChartType = IndChartType.NoChart;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adIB;
Component[1] = new IndicatorComp();
Component[1].CompName = "Allow short entry";
Component[1].DataType = IndComponentType.AllowOpenShort;
Component[1].ChartType = IndChartType.NoChart;
Component[1].FirstBar = iFirstBar;
Component[1].Value = adIB;
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
double minGap = Point * IndParam.NumParam[0].Value;
// Calculating
int firstBar = 1;
double[] longSignals = new double[Bars];
double[] shortSignals = new double[Bars];
if (IndParam.ListParam[0].Text == "Positive gap")
{
for (int bar = firstBar; bar < Bars; bar++)
{
if (Open[bar] > Close[bar - 1] + minGap)
{
longSignals[bar] = 1;
}
if (Open[bar] < Close[bar - 1] - minGap)
{
shortSignals[bar] = 1;
}
}
}
if (IndParam.ListParam[0].Text == "Negative gap")
{
for (int bar = firstBar; bar < Bars; bar++)
{
if (Open[bar] < Close[bar - 1] - minGap)
{
longSignals[bar] = 1;
}
if (Open[bar] > Close[bar - 1] + minGap)
{
shortSignals[bar] = 1;
}
}
}
// Saving the components
Component = new IndicatorComp[2];
Component[0] = new IndicatorComp();
Component[0].CompName = "Allow long entry";
Component[0].DataType = IndComponentType.AllowOpenLong;
Component[0].ChartType = IndChartType.NoChart;
Component[0].FirstBar = firstBar;
Component[0].Value = longSignals;
Component[1] = new IndicatorComp();
Component[1].CompName = "Allow short entry";
Component[1].DataType = IndComponentType.AllowOpenShort;
Component[1].ChartType = IndChartType.NoChart;
Component[1].FirstBar = firstBar;
Component[1].Value = shortSignals;
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Calculation
double[] adClosePrice = new double[Bars];
for (int iBar = 1; iBar < Bars; iBar++)
if (Time[iBar - 1].Day != Time[iBar].Day)
adClosePrice[iBar - 1] = Close[iBar - 1];
// Check the last bar
TimeSpan tsBarClosing = Time[Bars - 1].TimeOfDay.Add(new TimeSpan(0, (int)Period, 0));
TimeSpan tsDayClosing = new TimeSpan(24, 0, 0);
if (tsBarClosing == tsDayClosing)
adClosePrice[Bars - 1] = Close[Bars - 1];
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp();
Component[0].CompName = "Closing price of the day";
Component[0].DataType = IndComponentType.ClosePrice;
Component[0].ChartType = IndChartType.NoChart;
Component[0].FirstBar = 2;
Component[0].Value = adClosePrice;
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
int iFromHour = (int)IndParam.NumParam[0].Value;
int iFromMin = (int)IndParam.NumParam[1].Value;
int iUntilHour = (int)IndParam.NumParam[2].Value;
int iUntilMin = (int)IndParam.NumParam[3].Value;
TimeSpan tsFromTime = new TimeSpan(iFromHour, iFromMin, 0);
TimeSpan tsUntilTime = new TimeSpan(iUntilHour, iUntilMin, 0);
// Calculation
int iFirstBar = 1;
double[] adBars = new double[Bars];
// Calculation of the logic
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
if (tsFromTime < tsUntilTime)
{
adBars[iBar] = Time[iBar].TimeOfDay >= tsFromTime &&
Time[iBar].TimeOfDay < tsUntilTime ? 1 : 0;
}
else if (tsFromTime > tsUntilTime)
{
adBars[iBar] = Time[iBar].TimeOfDay >= tsFromTime ||
Time[iBar].TimeOfDay < tsUntilTime ? 1 : 0;
}
else
{
adBars[iBar] = 1;
}
}
// Saving the components
Component = new IndicatorComp[2];
Component[0] = new IndicatorComp();
Component[0].CompName = "Is long entry allowed";
Component[0].DataType = IndComponentType.AllowOpenLong;
Component[0].ChartType = IndChartType.NoChart;
Component[0].ShowInDynInfo = false;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adBars;
Component[1] = new IndicatorComp();
Component[1].CompName = "Is short entry allowed";
Component[1].DataType = IndComponentType.AllowOpenShort;
Component[1].ChartType = IndChartType.NoChart;
Component[1].ShowInDynInfo = false;
Component[1].FirstBar = iFirstBar;
Component[1].Value = adBars;
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Calculation
int iPeriod = (int)IndParam.NumParam[1].Value;
double p1 = (double)IndParam.NumParam[0].Value;
p1 = p1 / 100;
int iFirstBar = 1;
double[] up1 = new double[Bars];
double[] down1 = new double[Bars];
double point = (Digits == 5 || Digits == 3) ? 10 * Point : Point;
for (int iBar = 6; iBar < Bars; iBar++)
{
if (Math.Abs(Close[iBar - iPeriod] - Open[iBar - iPeriod]) >= (High[iBar - iPeriod] - Low[iBar - iPeriod]) * p1)
{
if (Close[iBar - iPeriod] > Open[iBar - iPeriod])
{
up1[iBar] = 1;
}
else
{
down1[iBar] = 1;
}
}
}
// Saving the components
Component = new IndicatorComp[2];
Component[0] = new IndicatorComp();
Component[0].CompName = "Allow long entry";
Component[0].DataType = IndComponentType.AllowOpenLong;
Component[0].ChartType = IndChartType.NoChart;
Component[0].FirstBar = iFirstBar;
Component[0].Value = up1;
Component[1] = new IndicatorComp();
Component[1].CompName = "Allow short entry";
Component[1].DataType = IndComponentType.AllowOpenShort;
Component[1].ChartType = IndChartType.NoChart;
Component[1].FirstBar = iFirstBar;
Component[1].Value = down1;
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
DayOfWeek dowFromDay = (DayOfWeek)IndParam.ListParam[1].Index;
DayOfWeek dowUntilDay = (DayOfWeek)IndParam.ListParam[2].Index;
// Calculation
int iFirstBar = 1;
double[] adBars = new double[Bars];
// Calculation of the logic
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
if (dowFromDay < dowUntilDay)
{
adBars[iBar] = Time[iBar].DayOfWeek >= dowFromDay &&
Time[iBar].DayOfWeek < dowUntilDay ? 1 : 0;
}
else if (dowFromDay > dowUntilDay)
{
adBars[iBar] = Time[iBar].DayOfWeek >= dowFromDay ||
Time[iBar].DayOfWeek < dowUntilDay ? 1 : 0;
}
else
{
adBars[iBar] = 1;
}
}
// Saving the components
Component = new IndicatorComp[2];
Component[0] = new IndicatorComp();
Component[0].CompName = "Allow long entry";
Component[0].DataType = IndComponentType.AllowOpenLong;
Component[0].ChartType = IndChartType.NoChart;
Component[0].ShowInDynInfo = false;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adBars;
Component[1] = new IndicatorComp();
Component[1].CompName = "Allow short entry";
Component[1].DataType = IndComponentType.AllowOpenShort;
Component[1].ChartType = IndChartType.NoChart;
Component[1].ShowInDynInfo = false;
Component[1].FirstBar = iFirstBar;
Component[1].Value = adBars;
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
int firstBar = 4;
double[] longSignals = new double[Bars];
double[] shortSignals = new double[Bars];
for (int bar = firstBar; bar < Bars; bar++)
{
// Long trade
if (Close[bar - 3] < Open[bar - 3] && // Candle 1 is black
Low[bar - 2] < Low[bar - 3] && // Candle 2 has lower low than candle 1
Close[bar - 1] > Open[bar - 1] && // Candle 3 is white
Low[bar - 1] > Low[bar - 2] && // Candle 3 has higher low than candle 2
Close[bar - 1] > Open[bar - 3]) // Candle 3 closes above candle 1 open
{
longSignals[bar] = 1;
}
// Short trade
if (Close[bar - 3] > Open[bar - 3] && // Candle 1 is white
High[bar - 2] > High[bar - 3] && // Candle 2 has higher high than candle 1
Close[bar - 1] < Open[bar - 1] && // Candle 3 is black
High[bar - 1] < High[bar - 2] && // Candle 3 has lower high than candle 2
Close[bar - 1] < Open[bar - 3]) // Candle 3 closes below candle 1 open
{
shortSignals[bar] = 1;
}
}
// Saving the components
Component = new IndicatorComp[2];
Component[0] = new IndicatorComp();
Component[0].CompName = "Allow long entry";
Component[0].DataType = IndComponentType.AllowOpenLong;
Component[0].ChartType = IndChartType.NoChart;
Component[0].FirstBar = firstBar;
Component[0].Value = longSignals;
Component[1] = new IndicatorComp();
Component[1].CompName = "Allow short entry";
Component[1].DataType = IndComponentType.AllowOpenShort;
Component[1].ChartType = IndChartType.NoChart;
Component[1].FirstBar = firstBar;
Component[1].Value = shortSignals;
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
int iExitHour = (int)IndParam.NumParam[0].Value;
TimeSpan tsExitHour = new TimeSpan(iExitHour, 0, 0);
// Calculation
int iFirstBar = 1;
double[] adBars = new double[Bars];
// Calculation of the logic
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
if (Time[iBar - 1].DayOfYear == Time[iBar].DayOfYear &&
Time[iBar - 1].TimeOfDay < tsExitHour &&
Time[iBar].TimeOfDay >= tsExitHour)
{
adBars[iBar - 1] = Close[iBar - 1];
}
else if (Time[iBar - 1].DayOfYear != Time[iBar].DayOfYear &&
Time[iBar - 1].TimeOfDay < tsExitHour)
{
adBars[iBar - 1] = Close[iBar - 1];
}
else
{
adBars[iBar] = 0;
}
}
// Check the last bar
if (Time[Bars - 1].TimeOfDay.Add(new TimeSpan(0, (int)Period, 0)) == tsExitHour)
{
adBars[Bars - 1] = Close[Bars - 1];
}
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp();
Component[0].CompName = "Exit hour";
Component[0].DataType = IndComponentType.ClosePrice;
Component[0].ChartType = IndChartType.NoChart;
Component[0].ShowInDynInfo = false;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adBars;
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
MAMethod maMethod = (MAMethod)IndParam.ListParam[1].Index;
int period = (int)IndParam.NumParam[0].Value;
int multipl = (int)IndParam.NumParam[1].Value;
int prev = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int firstBar = period + 2;
double[] ATR = new double[Bars];
for (int bar = 1; bar < Bars; bar++)
{
ATR[bar] = Math.Max(High[bar], Close[bar - 1]) - Math.Min(Low[bar], Close[bar - 1]);
}
ATR = MovingAverage(period, 0, maMethod, ATR);
double[] ATRStop = new double[Bars];
double pip = (Digits == 5 || Digits == 3) ? 10 * Point : Point;
double minStop = 5 * pip;
for (int bar = firstBar; bar < Bars - prev; bar++)
{
ATRStop[bar + prev] = Math.Max(ATR[bar] * multipl, minStop);
}
// Saving the components
Component = new IndicatorComp[2];
Component[0] = new IndicatorComp();
Component[0].CompName = "ATR Stop margin";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].FirstBar = firstBar;
Component[0].ShowInDynInfo = false;
Component[0].Value = ATRStop;
Component[1] = new IndicatorComp();
Component[1].CompName = "ATR Stop for the transferred position";
Component[1].DataType = IndComponentType.Other;
Component[1].ShowInDynInfo = false;
Component[1].FirstBar = firstBar;
Component[1].Value = new double[Bars];
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
int nExit = (int)IndParam.NumParam[0].Value;
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp();
Component[0].CompName = "N Bars Exit (" + nExit.ToString() + ")";
Component[0].DataType = IndComponentType.ForceClose;
Component[0].ChartType = IndChartType.NoChart;
Component[0].ShowInDynInfo = true;
Component[0].FirstBar = 1;
Component[0].Value = new double[Bars];
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
int nExit = (int)IndParam.NumParam[0].Value;
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp();
Component[0].CompName = "N Bars Exit (" + nExit.ToString() + ")";
Component[0].DataType = IndComponentType.ForceClose;
Component[0].ChartType = IndChartType.NoChart;
Component[0].ShowInDynInfo = true;
Component[0].FirstBar = 1;
Component[0].Value = new double[Bars];
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Calculation
int iFirstBar = 1;
double[] adBars = new double[Bars];
// Calculation of the logic
for (int iBar = 0; iBar < Bars - 1; iBar++)
{
if (Time[iBar].DayOfWeek > DayOfWeek.Wednesday &&
Time[iBar + 1].DayOfWeek < DayOfWeek.Wednesday)
{
adBars[iBar] = Close[iBar];
}
else
{
adBars[iBar] = 0;
}
}
// Check the last bar
TimeSpan tsBarClosing = Time[Bars - 1].TimeOfDay.Add(new TimeSpan(0, (int)Period, 0));
TimeSpan tsDayClosing = new TimeSpan(24, 0, 0);
if (Time[Bars - 1].DayOfWeek == DayOfWeek.Friday && tsBarClosing == tsDayClosing)
{
adBars[Bars - 1] = Close[Bars - 1];
}
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp();
Component[0].CompName = "Week Closing";
Component[0].DataType = IndComponentType.ClosePrice;
Component[0].ChartType = IndChartType.NoChart;
Component[0].ShowInDynInfo = false;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adBars;
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
int iPERCENT = (int)IndParam.NumParam[0].Value;
// Calculation
int iFirstBar = 1;
double[] doji = new double[Bars];
double point = (Digits == 5 || Digits == 3) ? 10 * Point : Point;
for (int iBar = 1; iBar < Bars; iBar++)
{
if (Math.Abs(Close[iBar - 1] - Open[iBar - 1]) < iPERCENT * 0.01 * (High[iBar - 1] - Low[iBar - 1]))
{
doji[iBar] = 1;
}
}
// Saving the components
Component = new IndicatorComp[2];
Component[0] = new IndicatorComp();
Component[0].CompName = "Allow long entry";
Component[0].DataType = IndComponentType.AllowOpenLong;
Component[0].ChartType = IndChartType.NoChart;
Component[0].FirstBar = iFirstBar;
Component[0].Value = doji;
Component[1] = new IndicatorComp();
Component[1].CompName = "Allow short entry";
Component[1].DataType = IndComponentType.AllowOpenShort;
Component[1].ChartType = IndChartType.NoChart;
Component[1].FirstBar = iFirstBar;
Component[1].Value = doji;
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
int iFromDay = (int)IndParam.ListParam[1].Index;
int iFromHour = (int)IndParam.NumParam[0].Value;
int iFromMin = (int)IndParam.NumParam[1].Value;
int iUntilDay = (int)IndParam.ListParam[2].Index;
int iUntilHour = (int)IndParam.NumParam[2].Value;
int iUntilMin = (int)IndParam.NumParam[3].Value;
TimeSpan tsFromTime = new TimeSpan(iFromDay, iFromHour, iFromMin, 0);
TimeSpan tsUntilTime = new TimeSpan(iUntilDay, iUntilHour, iUntilMin, 0);
// Calculation
int iFirstBar = 1;
double[] adBars = new double[Bars];
// Calculation of the logic
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
TimeSpan tsBar = new TimeSpan((int)Date[iBar].DayOfWeek, Date[iBar].Hour, Date[iBar].Minute, 0);
adBars[iBar] = tsBar >= tsFromTime &&
tsBar < tsUntilTime ? 1 : 0;
}
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp();
Component[0].CompName = "Force close position";
Component[0].DataType = IndComponentType.ForceClose;
Component[0].ChartType = IndChartType.NoChart;
Component[0].ShowInDynInfo = false;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adBars;
return;
}
/// <summary>
/// Returns a copy
/// </summary>
public IndicatorComp Clone()
{
IndicatorComp icomp = new IndicatorComp();
icomp.compName = compName;
icomp.dataType = dataType;
icomp.chartType = chartType;
icomp.chartColor = chartColor;
icomp.firstBar = firstBar;
icomp.prvs = prvs;
icomp.isDynInfo = isDynInfo;
icomp.posPriceDependence = posPriceDependence;
if (adValue != null)
{
icomp.adValue = new double[adValue.Length];
adValue.CopyTo(icomp.adValue, 0);
}
return(icomp);
}
/// <summary>
/// Returns a copy.
/// </summary>
public IndicatorComp Clone()
{
var indicatorComp = new IndicatorComp
{
CompName = CompName,
DataType = DataType,
ChartType = ChartType,
ChartColor = ChartColor,
FirstBar = FirstBar,
UsePreviousBar = UsePreviousBar,
ShowInDynInfo = ShowInDynInfo,
PosPriceDependence = PosPriceDependence
};
if (Value != null)
{
indicatorComp.Value = new double[Value.Length];
Value.CopyTo(indicatorComp.Value, 0);
}
return(indicatorComp);
}
/// <summary>
/// The default constructor
/// </summary>
protected Indicator()
{
ExitFilterShortDescription = "Not defined";
EntryFilterShortDescription = "Not defined";
ExitFilterLongDescription = "Not defined";
EntryFilterLongDescription = "Not defined";
ExitPointShortDescription = "Not defined";
ExitPointLongDescription = "Not defined";
EntryPointShortDescription = "Not defined";
EntryPointLongDescription = "Not defined";
IndicatorName = string.Empty;
PossibleSlots = SlotTypes.NotDefined;
SeparatedChart = false;
SeparatedChartMinValue = double.MaxValue;
SeparatedChartMaxValue = double.MinValue;
IsDescreteValues = false;
CustomIndicator = false;
WarningMessage = string.Empty;
AllowClosingFilters = false;
SpecialValues = new double[] {};
IndParam = new IndicatorParam();
Component = new IndicatorComp[] {};
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
MAMethod maMethod = (MAMethod)IndParam.ListParam[1].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];
// ---------------------------------------------------------
Average_True_Range ATR1 = new Average_True_Range(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(slotType);
Average_True_Range ATR2 = new Average_True_Range(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(slotType);
adIndicator1 = ATR1.Component[0].Value;
adIndicator2 = ATR2.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 = "Histogram";
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;
}
NoDirectionOscillatorLogic(iFirstBar, iPrvs, adOscllator, 0, ref Component[1], indLogic);
Component[2].Value = Component[1].Value;
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
MAMethod maMethod = (MAMethod)IndParam.ListParam[1].Index;
int period = (int)IndParam.NumParam[0].Value;
int prev = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int firstBar = period + 2;
double[] DIPos = new double[Bars];
double[] DINeg = new double[Bars];
for (int bar = 1; bar < Bars; bar++)
{
double trueRange = Math.Max(High[bar], Close[bar - 1]) - Math.Min(Low[bar], Close[bar - 1]);
if (trueRange < Point)
trueRange = Point;
double deltaHigh = High[bar] - High[bar - 1];
double deltaLow = Low[bar - 1] - Low[bar];
if (deltaHigh > 0 && deltaHigh > deltaLow)
DIPos[bar] = 100 * deltaHigh / trueRange;
else
DIPos[bar] = 0;
if (deltaLow > 0 && deltaLow > deltaHigh)
DINeg[bar] = 100 * deltaLow / trueRange;
else
DINeg[bar] = 0;
}
double[] ADIPos = MovingAverage(period, 0, maMethod, DIPos);
double[] ADINeg = MovingAverage(period, 0, maMethod, DINeg);
double[] ADIOsc = new double[Bars];
for (int bar = 0; bar < Bars; bar++)
ADIOsc[bar] = ADIPos[bar] - ADINeg[bar];
// Saving the components
Component = new IndicatorComp[4];
Component[0] = new IndicatorComp();
Component[0].CompName = "The ADI+";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.Green;
Component[0].FirstBar = firstBar;
Component[0].Value = ADIPos;
Component[1] = new IndicatorComp();
Component[1].CompName = "The ADI-";
Component[1].DataType = IndComponentType.IndicatorValue;
Component[1].ChartType = IndChartType.Line;
Component[1].ChartColor = Color.Red;
Component[1].FirstBar = firstBar;
Component[1].Value = ADINeg;
Component[2] = new IndicatorComp();
Component[2].ChartType = IndChartType.NoChart;
Component[2].FirstBar = firstBar;
Component[2].Value = new double[Bars];
Component[3] = new IndicatorComp();
Component[3].ChartType = IndChartType.NoChart;
Component[3].FirstBar = firstBar;
Component[3].Value = new double[Bars];
// 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";
}
switch (IndParam.ListParam[0].Text)
{
case "The ADI+ rises":
OscillatorLogic(firstBar, prev, ADIPos, 0, 0, ref Component[2], ref Component[3], IndicatorLogic.The_indicator_rises);
break;
case "The ADI+ falls":
OscillatorLogic(firstBar, prev, ADIPos, 0, 0, ref Component[2], ref Component[3], IndicatorLogic.The_indicator_falls);
break;
case "The ADI- rises":
OscillatorLogic(firstBar, prev, ADINeg, 0, 0, ref Component[2], ref Component[3], IndicatorLogic.The_indicator_rises);
break;
case "The ADI- falls":
OscillatorLogic(firstBar, prev, ADINeg, 0, 0, ref Component[2], ref Component[3], IndicatorLogic.The_indicator_falls);
break;
case "The ADI+ is higher than ADI-":
OscillatorLogic(firstBar, prev, ADIOsc, 0, 0, ref Component[2], ref Component[3], IndicatorLogic.The_indicator_is_higher_than_the_level_line);
break;
case "The ADI+ is lower than ADI-":
OscillatorLogic(firstBar, prev, ADIOsc, 0, 0, ref Component[2], ref Component[3], IndicatorLogic.The_indicator_is_lower_than_the_level_line);
break;
case "The ADI+ crosses the ADI- line upward":
OscillatorLogic(firstBar, prev, ADIOsc, 0, 0, ref Component[2], ref Component[3], IndicatorLogic.The_indicator_crosses_the_level_line_upward);
break;
case "The ADI+ crosses the ADI- line downward":
OscillatorLogic(firstBar, prev, ADIOsc, 0, 0, ref Component[2], ref Component[3], IndicatorLogic.The_indicator_crosses_the_level_line_downward);
break;
case "The ADI+ changes its direction upward":
OscillatorLogic(firstBar, prev, ADIPos, 0, 0, ref Component[2], ref Component[3], IndicatorLogic.The_indicator_changes_its_direction_upward);
break;
case "The ADI+ changes its direction downward":
OscillatorLogic(firstBar, prev, ADIPos, 0, 0, ref Component[2], ref Component[3], IndicatorLogic.The_indicator_changes_its_direction_downward);
break;
case "The ADI- changes its direction upward":
OscillatorLogic(firstBar, prev, ADINeg, 0, 0, ref Component[2], ref Component[3], IndicatorLogic.The_indicator_changes_its_direction_upward);
break;
case "The ADI- changes its direction downward":
OscillatorLogic(firstBar, prev, ADINeg, 0, 0, ref Component[2], ref Component[3], IndicatorLogic.The_indicator_changes_its_direction_downward);
break;
default:
break;
}
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
MAMethod maMethod1 = (MAMethod)IndParam.ListParam[1].Index;
MAMethod maMethod2 = (MAMethod)IndParam.ListParam[2].Index;
BasePrice price = (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 + 1;
double[] adPrice = Price(price);
double[] adMA = MovingAverage(iPeriod1, 0, maMethod1, adPrice);
double[] adMAPr = new double[Bars];
for (int iBar = 0; iBar < Bars; iBar++)
{
adMAPr[iBar] = adPrice[iBar] - adMA[iBar];
}
double[] adDO = MovingAverage(iPeriod2, 0, maMethod2, adMAPr);
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "Detrended Oscillator";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.LightSeaGreen;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adDO;
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 Detrended Oscillator rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "The Detrended Oscillator falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "The Detrended Oscillator is higher than the zero line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
break;
case "The Detrended Oscillator is lower than the zero line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
break;
case "The Detrended Oscillator crosses the zero line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
break;
case "The Detrended Oscillator crosses the zero line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
break;
case "The Detrended Oscillator changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "The Detrended Oscillator changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adDO, 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;
int period = (int)IndParam.NumParam[0].Value;
double level = IndParam.NumParam[1].Value;
int prev = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int firstBar = 2 * period + 2;
double[] DIPos = new double[Bars];
double[] DINeg = new double[Bars];
for (int bar = 1; bar < Bars; bar++)
{
double trueRange = Math.Max(High[bar], Close[bar - 1]) - Math.Min(Low[bar], Close[bar - 1]);
if (trueRange < Point)
trueRange = Point;
double deltaHigh = High[bar] - High[bar - 1];
double deltaLow = Low[bar - 1] - Low[bar];
if (deltaHigh > 0 && deltaHigh > deltaLow)
DIPos[bar] = 100 * deltaHigh / trueRange;
else
DIPos[bar] = 0;
if (deltaLow > 0 && deltaLow > deltaHigh)
DINeg[bar] = 100 * deltaLow / trueRange;
else
DINeg[bar] = 0;
}
double[] ADIPos = MovingAverage(period, 0, maMethod, DIPos);
double[] ADINeg = MovingAverage(period, 0, maMethod, DINeg);
double[] DX = new double[Bars];
for (int bar = 0; bar < Bars; bar++)
{
if (ADIPos[bar] + ADINeg[bar] == 0)
DX[bar] = 0;
else
DX[bar] = 100 * Math.Abs((ADIPos[bar] - ADINeg[bar]) / (ADIPos[bar] + ADINeg[bar]));
}
double[] ADX = MovingAverage(period, 0, maMethod, DX);
// Saving the components
Component = new IndicatorComp[5];
Component[0] = new IndicatorComp();
Component[0].CompName = "ADX";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.Blue;
Component[0].FirstBar = firstBar;
Component[0].Value = ADX;
Component[1] = new IndicatorComp();
Component[1].CompName = "ADI+";
Component[1].DataType = IndComponentType.IndicatorValue;
Component[1].ChartType = IndChartType.Line;
Component[1].ChartColor = Color.Green;
Component[1].FirstBar = firstBar;
Component[1].Value = ADIPos;
Component[2] = new IndicatorComp();
Component[2].CompName = "ADI-";
Component[2].DataType = IndComponentType.IndicatorValue;
Component[2].ChartType = IndChartType.Line;
Component[2].ChartColor = Color.Red;
Component[2].FirstBar = firstBar;
Component[2].Value = ADINeg;
Component[3] = new IndicatorComp();
Component[3].ChartType = IndChartType.NoChart;
Component[3].FirstBar = firstBar;
Component[3].Value = new double[Bars];
Component[4] = new IndicatorComp();
Component[4].ChartType = IndChartType.NoChart;
Component[4].FirstBar = firstBar;
Component[4].Value = new double[Bars];
// Sets the Component's type
if (slotType == SlotTypes.OpenFilter)
{
Component[3].DataType = IndComponentType.AllowOpenLong;
Component[3].CompName = "Is long entry allowed";
Component[4].DataType = IndComponentType.AllowOpenShort;
Component[4].CompName = "Is short entry allowed";
}
else if (slotType == SlotTypes.CloseFilter)
{
Component[3].DataType = IndComponentType.ForceCloseLong;
Component[3].CompName = "Close out long position";
Component[4].DataType = IndComponentType.ForceCloseShort;
Component[4].CompName = "Close out short position";
}
// Calculation of the logic
IndicatorLogic logicRule;
switch (IndParam.ListParam[0].Text)
{
case "The ADX rises":
logicRule = IndicatorLogic.The_indicator_rises;
break;
case "The ADX falls":
logicRule = IndicatorLogic.The_indicator_falls;
break;
case "The ADX is higher than the Level line":
logicRule = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[1] { level };
break;
case "The ADX is lower than the Level line":
logicRule = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[1] { level };
break;
case "The ADX crosses the Level line upward":
logicRule = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[1] { level };
break;
case "The ADX crosses the Level line downward":
logicRule = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[1] { level };
break;
case "The ADX changes its direction upward":
logicRule = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "The ADX changes its direction downward":
logicRule = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
default:
logicRule = IndicatorLogic.It_does_not_act_as_a_filter;
break;
}
// ADX rises equal signals in both directions!
NoDirectionOscillatorLogic(firstBar, prev, ADX, level, ref Component[3], logicRule);
Component[4].Value = Component[3].Value;
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
MAMethod maMethod = (MAMethod)IndParam.ListParam[1].Index;
int iPeriod = (int)IndParam.NumParam[0].Value;
double dLevel = IndParam.NumParam[1].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iPeriod + 2;
double[] adDeMax = new double[Bars];
double[] adDeMin = new double[Bars];
double[] adDeMarker = new double[Bars];
for (int iBar = 1; iBar < Bars; iBar++)
{
adDeMax[iBar] = High[iBar] > High[iBar - 1] ? High[iBar] - High[iBar - 1] : 0;
adDeMin[iBar] = Low[iBar] < Low[iBar - 1] ? Low[iBar - 1] - Low[iBar] : 0;
}
double[] adDeMaxMA = MovingAverage(iPeriod, 0, maMethod, adDeMax);
double[] adDeMinMA = MovingAverage(iPeriod, 0, maMethod, adDeMin);
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
if (adDeMaxMA[iBar] + adDeMinMA[iBar] == 0)
{
adDeMarker[iBar] = 0;
}
else
{
adDeMarker[iBar] = adDeMaxMA[iBar] / (adDeMaxMA[iBar] + adDeMinMA[iBar]);
}
}
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "DeMarker";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.RoyalBlue;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adDeMarker;
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 DeMarker rises":
indLogic = IndicatorLogic.The_indicator_rises;
SpecialValues = new double[1] {
0.5
};
break;
case "The DeMarker falls":
indLogic = IndicatorLogic.The_indicator_falls;
SpecialValues = new double[1] {
0.5
};
break;
case "The DeMarker is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[2] {
dLevel, 1 - dLevel
};
break;
case "The DeMarker is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[2] {
dLevel, 1 - dLevel
};
break;
case "The DeMarker crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[2] {
dLevel, 1 - dLevel
};
break;
case "The DeMarker crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[2] {
dLevel, 1 - dLevel
};
break;
case "The DeMarker changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
SpecialValues = new double[1] {
0.5
};
break;
case "The DeMarker changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
SpecialValues = new double[1] {
0.5
};
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adDeMarker, dLevel, 1 - dLevel, ref Component[1], ref Component[2], indLogic);
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
BasePrice basePrice = (BasePrice)IndParam.ListParam[2].Index;
int iPeriod = (int)IndParam.NumParam[0].Value;
int iSmooth = (int)IndParam.NumParam[1].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
double[] adBasePrice = Price(basePrice);
double[] adMA = new double[Bars];
int iFirstBar = iPeriod + iSmooth + 1 + iPrvs;
// Calculating Chande Momentum Oscillator
double[] adCMO1 = new double[Bars];
double[] adCMO2 = new double[Bars];
double[] adCMO1Sum = new double[Bars];
double[] adCMO2Sum = new double[Bars];
double[] adCMO = new double[Bars];
for (int iBar = 1; iBar < Bars; iBar++)
{
adCMO1[iBar] = 0;
adCMO2[iBar] = 0;
if (adBasePrice[iBar] > adBasePrice[iBar - 1])
{
adCMO1[iBar] = adBasePrice[iBar] - adBasePrice[iBar - 1];
}
if (adBasePrice[iBar] < adBasePrice[iBar - 1])
{
adCMO2[iBar] = adBasePrice[iBar - 1] - adBasePrice[iBar];
}
}
for (int iBar = 0; iBar < iPeriod; iBar++)
{
adCMO1Sum[iPeriod - 1] += adCMO1[iBar];
adCMO2Sum[iPeriod - 1] += adCMO2[iBar];
}
for (int iBar = iPeriod; iBar < Bars; iBar++)
{
adCMO1Sum[iBar] = adCMO1Sum[iBar - 1] + adCMO1[iBar] - adCMO1[iBar - iPeriod];
adCMO2Sum[iBar] = adCMO2Sum[iBar - 1] + adCMO2[iBar] - adCMO2[iBar - iPeriod];
if (adCMO1Sum[iBar] + adCMO2Sum[iBar] == 0)
{
adCMO[iBar] = 100;
}
else
{
adCMO[iBar] = 100 * (adCMO1Sum[iBar] - adCMO2Sum[iBar]) / (adCMO1Sum[iBar] + adCMO2Sum[iBar]);
}
}
double SC = 2.0 / (iSmooth + 1);
for (int iBar = 0; iBar < iPeriod; iBar++)
{
adMA[iBar] = adBasePrice[iBar];
}
for (int iBar = iPeriod; iBar < Bars; iBar++)
{
double dAbsCMO = Math.Abs(adCMO[iBar]) / 100;
adMA[iBar] = SC * dAbsCMO * adBasePrice[iBar] + (1 - SC * dAbsCMO) * adMA[iBar - 1];
}
// Saving the components
if (slotType == SlotTypes.Open || slotType == SlotTypes.Close)
{
Component = new IndicatorComp[2];
Component[1] = new IndicatorComp();
Component[1].Value = new double[Bars];
for (int iBar = 2; iBar < Bars; iBar++)
{ // Covers the cases when the price can pass through the MA without a signal
double dValue = adMA[iBar - iPrvs]; // Current value
double dValue1 = adMA[iBar - iPrvs - 1]; // Previous value
double dTempVal = dValue;
if ((dValue1 > High[iBar - 1] && dValue < Open[iBar]) || // It jumps below the current bar
(dValue1 <Low[iBar - 1] && dValue> Open[iBar]) || // It jumps above the current bar
(Close[iBar - 1] < dValue && dValue < Open[iBar]) || // Positive gap
(Close[iBar - 1] > dValue && dValue > Open[iBar])) // Negative gap
{
dTempVal = Open[iBar];
}
Component[1].Value[iBar] = dTempVal;
}
}
else
{
Component = new IndicatorComp[3];
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];
}
Component[0] = new IndicatorComp();
Component[0].CompName = "MA Value";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.Red;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adMA;
if (slotType == SlotTypes.Open)
{
Component[1].CompName = "Position opening price";
Component[1].DataType = IndComponentType.OpenPrice;
}
else 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.Close)
{
Component[1].CompName = "Position closing price";
Component[1].DataType = IndComponentType.ClosePrice;
}
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";
}
if (slotType == SlotTypes.OpenFilter || slotType == SlotTypes.CloseFilter)
{
switch (IndParam.ListParam[0].Text)
{
case "The Vidya Moving Average rises":
IndicatorRisesLogic(iFirstBar, iPrvs, adMA, ref Component[1], ref Component[2]);
break;
case "The Vidya Moving Average falls":
IndicatorFallsLogic(iFirstBar, iPrvs, adMA, ref Component[1], ref Component[2]);
break;
case "The bar opens above the Vidya Moving Average":
BarOpensAboveIndicatorLogic(iFirstBar, iPrvs, adMA, ref Component[1], ref Component[2]);
break;
case "The bar opens below the Vidya Moving Average":
BarOpensBelowIndicatorLogic(iFirstBar, iPrvs, adMA, ref Component[1], ref Component[2]);
break;
case "The bar opens above the Vidya Moving Average after opening below it":
BarOpensAboveIndicatorAfterOpeningBelowLogic(iFirstBar, iPrvs, adMA, ref Component[1], ref Component[2]);
break;
case "The bar opens below the Vidya Moving Average after opening above it":
BarOpensBelowIndicatorAfterOpeningAboveLogic(iFirstBar, iPrvs, adMA, ref Component[1], ref Component[2]);
break;
case "The position opens above the Vidya Moving Average":
Component[0].PosPriceDependence = PositionPriceDependence.BuyHigherSellLower;
Component[0].UsePreviousBar = iPrvs;
Component[1].DataType = IndComponentType.Other;
Component[1].ShowInDynInfo = false;
Component[2].DataType = IndComponentType.Other;
Component[2].ShowInDynInfo = false;
break;
case "The position opens below the Vidya Moving Average":
Component[0].PosPriceDependence = PositionPriceDependence.BuyLowerSelHigher;
Component[0].UsePreviousBar = iPrvs;
Component[1].DataType = IndComponentType.Other;
Component[1].ShowInDynInfo = false;
Component[2].DataType = IndComponentType.Other;
Component[2].ShowInDynInfo = false;
break;
case "The bar closes below the Vidya Moving Average":
BarClosesBelowIndicatorLogic(iFirstBar, iPrvs, adMA, ref Component[1], ref Component[2]);
break;
case "The bar closes above the Vidya Moving Average":
BarClosesAboveIndicatorLogic(iFirstBar, iPrvs, adMA, ref Component[1], ref Component[2]);
break;
default:
break;
}
}
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
MAMethod maMethod1 = (MAMethod)IndParam.ListParam[1].Index;
MAMethod maMethod2 = (MAMethod)IndParam.ListParam[2].Index;
BasePrice price = (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 + 1;
double[] adPrice = Price(price);
double[] adMA = MovingAverage(iPeriod1, 0, maMethod1, adPrice);
double[] adMAPr = new double[Bars];
for (int iBar = 0; iBar < Bars; iBar++)
{
adMAPr[iBar] = adPrice[iBar] - adMA[iBar];
}
double[] adDO = MovingAverage(iPeriod2, 0, maMethod2, adMAPr);
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "Detrended Oscillator";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.LightSeaGreen;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adDO;
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 Detrended Oscillator rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "The Detrended Oscillator falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "The Detrended Oscillator is higher than the zero line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
break;
case "The Detrended Oscillator is lower than the zero line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
break;
case "The Detrended Oscillator crosses the zero line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
break;
case "The Detrended Oscillator crosses the zero line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
break;
case "The Detrended Oscillator changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "The Detrended Oscillator changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adDO, 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
int iPeriod = (int)IndParam.NumParam[0].Value;
double dLevel = IndParam.NumParam[1].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
int iFirstBar = iPeriod + iPrvs;
// Calculating Money Flow
double[] adMF = new double[Bars];
for (int iBar = 1; iBar < Bars; iBar++)
{
double dAVG = (High[iBar] + Low[iBar] + Close[iBar]) / 3;
double dAVG1 = (High[iBar - 1] + Low[iBar - 1] + Close[iBar - 1]) / 3;
if (dAVG > dAVG1)
adMF[iBar] = adMF[iBar - 1] + dAVG * Volume[iBar];
else if (dAVG < dAVG1)
adMF[iBar] = adMF[iBar - 1] - dAVG * Volume[iBar];
else
adMF[iBar] = adMF[iBar - 1];
}
// Calculating Money Flow Index
double[] adMFI = new double[Bars];
for (int iBar = iPeriod + 1; iBar < Bars; iBar++)
{
double dPMF = 0;
double dNMF = 0;
for (int index = 0; index < iPeriod; index++)
{
if (adMF[iBar - index] > adMF[iBar - index - 1])
dPMF += adMF[iBar - index] - adMF[iBar - index - 1];
if (adMF[iBar - index] < adMF[iBar - index - 1])
dNMF += adMF[iBar - index - 1] - adMF[iBar - index];
}
if (dNMF == 0)
adMFI[iBar] = 100.0;
else
adMFI[iBar] = 100.0 - (100.0 / (1.0 + (dPMF / dNMF)));
}
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "Money Flow Index";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.Blue;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adMFI;
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 MFI rises":
indLogic = IndicatorLogic.The_indicator_rises;
SpecialValues = new double[1] { 50 };
break;
case "The MFI falls":
indLogic = IndicatorLogic.The_indicator_falls;
SpecialValues = new double[1] { 50 };
break;
case "The MFI is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[2] { dLevel, 100 - dLevel };
break;
case "The MFI is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[2] { dLevel, 100 - dLevel };
break;
case "The MFI crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[2] { dLevel, 100 - dLevel };
break;
case "The MFI crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[2] { dLevel, 100 - dLevel };
break;
case "The MFI changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
SpecialValues = new double[1] { 50 };
break;
case "The MFI changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
SpecialValues = new double[1] { 50 };
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adMFI, dLevel, 100 - dLevel, 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;
BasePrice price = BasePrice.Close;
int nMA = (int)IndParam.NumParam[0].Value;
int iATRPeriod = (int)IndParam.NumParam[1].Value;
int iATRMultiplier = (int)IndParam.NumParam[3].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
double[] adMA = MovingAverage(nMA, 0, maMethod, Price(price));
double[] adATR = new double[Bars];
double[] adUpBand = new double[Bars];
double[] adDnBand = new double[Bars];
int iFirstBar = (int)Math.Max(nMA, iATRPeriod) + iPrvs + 2;
for (int iBar = 1; iBar < Bars; iBar++)
{
adATR[iBar] = Math.Max(Math.Abs(High[iBar] - Close[iBar - 1]), Math.Abs(Close[iBar - 1] - Low[iBar]));
adATR[iBar] = Math.Max(Math.Abs(High[iBar] - Low[iBar]), adATR[iBar]);
}
adATR = MovingAverage(iATRPeriod, 0, maMethod, adATR);
for (int iBar = nMA; iBar < Bars; iBar++)
{
adUpBand[iBar] = adMA[iBar] + adATR[iBar] * iATRMultiplier;
adDnBand[iBar] = adMA[iBar] - adATR[iBar] * iATRMultiplier;
}
// Saving the components
Component = new IndicatorComp[5];
Component[0] = new IndicatorComp();
Component[0].CompName = "Upper Band";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.Blue;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adUpBand;
Component[1] = new IndicatorComp();
Component[1].CompName = "Moving Average";
Component[1].DataType = IndComponentType.IndicatorValue;
Component[1].ChartType = IndChartType.Line;
Component[1].ChartColor = Color.Gold;
Component[1].FirstBar = iFirstBar;
Component[1].Value = adMA;
Component[2] = new IndicatorComp();
Component[2].CompName = "Lower Band";
Component[2].DataType = IndComponentType.IndicatorValue;
Component[2].ChartType = IndChartType.Line;
Component[2].ChartColor = Color.Blue;
Component[2].FirstBar = iFirstBar;
Component[2].Value = adDnBand;
Component[3] = new IndicatorComp();
Component[3].ChartType = IndChartType.NoChart;
Component[3].FirstBar = iFirstBar;
Component[3].Value = new double[Bars];
Component[4] = new IndicatorComp();
Component[4].ChartType = IndChartType.NoChart;
Component[4].FirstBar = iFirstBar;
Component[4].Value = new double[Bars];
// Sets the Component's type
if (slotType == SlotTypes.Open)
{
Component[3].DataType = IndComponentType.OpenLongPrice;
Component[3].CompName = "Long position entry price";
Component[4].DataType = IndComponentType.OpenShortPrice;
Component[4].CompName = "Short position entry price";
}
else if (slotType == SlotTypes.OpenFilter)
{
Component[3].DataType = IndComponentType.AllowOpenLong;
Component[3].CompName = "Is long entry allowed";
Component[4].DataType = IndComponentType.AllowOpenShort;
Component[4].CompName = "Is short entry allowed";
}
else if (slotType == SlotTypes.Close)
{
Component[3].DataType = IndComponentType.CloseLongPrice;
Component[3].CompName = "Long position closing price";
Component[4].DataType = IndComponentType.CloseShortPrice;
Component[4].CompName = "Short position closing price";
}
else if (slotType == SlotTypes.CloseFilter)
{
Component[3].DataType = IndComponentType.ForceCloseLong;
Component[3].CompName = "Close out long position";
Component[4].DataType = IndComponentType.ForceCloseShort;
Component[4].CompName = "Close out short position";
}
if (slotType == SlotTypes.Open || slotType == SlotTypes.Close)
{
if (nMA > 1)
{
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{ // Covers the cases when the price can pass through the band without a signal.
double dOpen = Open[iBar]; // Current open price
// Upper band
double dValueUp = adUpBand[iBar - iPrvs]; // Current value
double dValueUp1 = adUpBand[iBar - iPrvs - 1]; // Previous value
double dTempValUp = dValueUp;
if ((dValueUp1 > High[iBar - 1] && dValueUp < dOpen) || // The Open price jumps above the indicator
(dValueUp1 < Low[iBar - 1] && dValueUp > dOpen) || // The Open price jumps below the indicator
(Close[iBar - 1] < dValueUp && dValueUp < dOpen) || // The Open price is in a positive gap
(Close[iBar - 1] > dValueUp && dValueUp > dOpen)) // The Open price is in a negative gap
dTempValUp = dOpen; // The entry/exit level is moved to Open price
// Lower band
double dValueDown = adDnBand[iBar - iPrvs]; // Current value
double dValueDown1 = adDnBand[iBar - iPrvs - 1]; // Previous value
double dTempValDown = dValueDown;
if ((dValueDown1 > High[iBar - 1] && dValueDown < dOpen) || // The Open price jumps above the indicator
(dValueDown1 < Low[iBar - 1] && dValueDown > dOpen) || // The Open price jumps below the indicator
(Close[iBar - 1] < dValueDown && dValueDown < dOpen) || // The Open price is in a positive gap
(Close[iBar - 1] > dValueDown && dValueDown > dOpen)) // The Open price is in a negative gap
dTempValDown = dOpen; // The entry/exit level is moved to Open price
if (IndParam.ListParam[0].Text == "Enter long at the Upper Band" ||
IndParam.ListParam[0].Text == "Exit long at the Upper Band")
{
Component[3].Value[iBar] = dTempValUp;
Component[4].Value[iBar] = dTempValDown;
}
else
{
Component[3].Value[iBar] = dTempValDown;
Component[4].Value[iBar] = dTempValUp;
}
}
}
else
{
for (int iBar = 2; iBar < Bars; iBar++)
{
if (IndParam.ListParam[0].Text == "Enter long at the Upper Band" ||
IndParam.ListParam[0].Text == "Exit long at the Upper Band")
{
Component[3].Value[iBar] = adUpBand[iBar - iPrvs];
Component[4].Value[iBar] = adDnBand[iBar - iPrvs];
}
else
{
Component[3].Value[iBar] = adDnBand[iBar - iPrvs];
Component[4].Value[iBar] = adUpBand[iBar - iPrvs];
}
}
}
}
else
{
switch (IndParam.ListParam[0].Text)
{
case "The bar opens below the Upper Band":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_below_the_Upper_Band);
break;
case "The bar opens above the Upper Band":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_above_the_Upper_Band);
break;
case "The bar opens below the Lower Band":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_below_the_Lower_Band);
break;
case "The bar opens above the Lower Band":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_above_the_Lower_Band);
break;
case "The bar opens below the Upper Band after opening above it":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_below_the_Upper_Band_after_opening_above_it);
break;
case "The bar opens above the Upper Band after opening below it":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_above_the_Upper_Band_after_opening_below_it);
break;
case "The bar opens below the Lower Band after opening above it":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_below_the_Lower_Band_after_opening_above_it);
break;
case "The bar opens above the Lower Band after opening below it":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_above_the_Lower_Band_after_opening_below_it);
break;
case "The position opens above the Upper Band":
Component[0].PosPriceDependence = PositionPriceDependence.PriceBuyHigher;
Component[2].PosPriceDependence = PositionPriceDependence.PriceSellLower;
Component[0].UsePreviousBar = iPrvs;
Component[2].UsePreviousBar = iPrvs;
Component[3].DataType = IndComponentType.Other;
Component[4].DataType = IndComponentType.Other;
Component[3].ShowInDynInfo = false;
Component[4].ShowInDynInfo = false;
break;
case "The position opens below the Upper Band":
Component[0].PosPriceDependence = PositionPriceDependence.PriceBuyLower;
Component[2].PosPriceDependence = PositionPriceDependence.PriceSellHigher;
Component[0].UsePreviousBar = iPrvs;
Component[2].UsePreviousBar = iPrvs;
Component[3].DataType = IndComponentType.Other;
Component[4].DataType = IndComponentType.Other;
Component[3].ShowInDynInfo = false;
Component[4].ShowInDynInfo = false;
break;
case "The position opens above the Lower Band":
Component[0].PosPriceDependence = PositionPriceDependence.PriceSellLower;
Component[2].PosPriceDependence = PositionPriceDependence.PriceBuyHigher;
Component[0].UsePreviousBar = iPrvs;
Component[2].UsePreviousBar = iPrvs;
Component[3].DataType = IndComponentType.Other;
Component[4].DataType = IndComponentType.Other;
Component[3].ShowInDynInfo = false;
Component[4].ShowInDynInfo = false;
break;
case "The position opens below the Lower Band":
Component[0].PosPriceDependence = PositionPriceDependence.PriceSellHigher;
Component[2].PosPriceDependence = PositionPriceDependence.PriceBuyLower;
Component[0].UsePreviousBar = iPrvs;
Component[2].UsePreviousBar = iPrvs;
Component[3].DataType = IndComponentType.Other;
Component[4].DataType = IndComponentType.Other;
Component[3].ShowInDynInfo = false;
Component[4].ShowInDynInfo = false;
break;
case "The bar closes below the Upper Band":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_closes_below_the_Upper_Band);
break;
case "The bar closes above the Upper Band":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_closes_above_the_Upper_Band);
break;
case "The bar closes below the Lower Band":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_closes_below_the_Lower_Band);
break;
case "The bar closes above the Lower Band":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_closes_above_the_Lower_Band);
break;
default:
break;
}
}
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iStepBack = (IndParam.ListParam[0].Text == "There is a NR4 formation" ? 3 : 6);
int iFirstBar = iStepBack + iPrvs;
double[] adNR = new double[Bars];
double[] adRange = new double[Bars];
for (int iBar = 0; iBar < Bars; iBar++)
{
adRange[iBar] = High[iBar] - Low[iBar];
adNR[iBar] = 0;
}
// Calculation of the logic
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
bool bNarrowRange = true;
for (int i = 1; i <= iStepBack; i++)
if (adRange[iBar - i - iPrvs] <= adRange[iBar - iPrvs])
{
bNarrowRange = false;
break;
}
if (bNarrowRange) adNR[iBar] = 1;
}
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "Bar Range";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Histogram;
Component[0].FirstBar = iFirstBar;
Component[0].Value = new double[Bars];
for (int i = 0; i < Bars; i++)
Component[0].Value[i] = (double)Math.Round(adRange[i] / Point);
Component[1] = new IndicatorComp();
Component[1].CompName = "Allow long entry";
Component[1].DataType = IndComponentType.AllowOpenLong;
Component[1].ChartType = IndChartType.NoChart;
Component[1].FirstBar = iFirstBar;
Component[1].Value = adNR;
Component[2] = new IndicatorComp();
Component[2].CompName = "Allow short entry";
Component[2].DataType = IndComponentType.AllowOpenShort;
Component[2].ChartType = IndChartType.NoChart;
Component[2].FirstBar = iFirstBar;
Component[2].Value = adNR;
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
int iYear = (int)IndParam.NumParam[0].Value;
int iMonth = (int)IndParam.NumParam[1].Value;
DateTime dtKeyDate = new DateTime(iYear, iMonth, 1);
// Calculation
int iFirstBar = 0;
double[] adBars = new double[Bars];
// Calculation of the logic.
switch (IndParam.ListParam[0].Text)
{
case "Do not open positions after":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
if (Time[iBar] < dtKeyDate)
adBars[iBar] = 1;
break;
case "Do not open positions before":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
if (Time[iBar] >= dtKeyDate)
{
iFirstBar = iBar;
break;
}
}
iFirstBar = (int)Math.Min(iFirstBar, Bars - Configs.MIN_BARS);
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
adBars[iBar] = 1;
}
break;
default:
break;
}
// Saving the components
Component = new IndicatorComp[2];
Component[0] = new IndicatorComp();
Component[0].CompName = "Allow Open Long";
Component[0].DataType = IndComponentType.AllowOpenLong;
Component[0].ChartType = IndChartType.NoChart;
Component[0].ShowInDynInfo = false;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adBars;
Component[1] = new IndicatorComp();
Component[1].CompName = "Allow Open Short";
Component[1].DataType = IndComponentType.AllowOpenShort;
Component[1].ChartType = IndChartType.NoChart;
Component[1].ShowInDynInfo = false;
Component[1].FirstBar = iFirstBar;
Component[1].Value = adBars;
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
int iEntryHour = (int)IndParam.NumParam[0].Value;
int iEntryMinute = (int)IndParam.NumParam[1].Value;
TimeSpan tsEntryHour = new TimeSpan(iEntryHour, iEntryMinute, 0);
// Calculation
int iFirstBar = 1;
double[] adBars = new double[Bars];
// Calculation of the logic
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
adBars[iBar] = Time[iBar].TimeOfDay == tsEntryHour ? Open[iBar] : 0;
}
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp();
Component[0].CompName = "Entry hour";
Component[0].DataType = IndComponentType.OpenPrice;
Component[0].ChartType = IndChartType.NoChart;
Component[0].ShowInDynInfo = false;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adBars;
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
int iTenkan = (int)IndParam.NumParam[0].Value;
int iKijun = (int)IndParam.NumParam[2].Value;
int iSenkou = (int)IndParam.NumParam[4].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
double[] adMedianPrice = Price(BasePrice.Median);
int iFirstBar = 1 + iKijun + iSenkou;
double[] adTenkanSen = new double[Bars];
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
double dHighestHigh = double.MinValue;
double dLowestLow = double.MaxValue;
for (int i = 0; i < iTenkan; i++)
{
if (High[iBar - i] > dHighestHigh)
dHighestHigh = High[iBar - i];
if (Low[iBar - i] < dLowestLow)
dLowestLow = Low[iBar - i];
}
adTenkanSen[iBar] = (dHighestHigh + dLowestLow) / 2;
}
double[] adKijunSen = new double[Bars];
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
double dHighestHigh = double.MinValue;
double dLowestLow = double.MaxValue;
for (int i = 0; i < iKijun; i++)
{
if (High[iBar - i] > dHighestHigh)
dHighestHigh = High[iBar - i];
if (Low[iBar - i] < dLowestLow)
dLowestLow = Low[iBar - i];
}
adKijunSen[iBar] = (dHighestHigh + dLowestLow) / 2;
}
double[] adChikouSpan = new double[Bars];
for (int iBar = 0; iBar < Bars - iKijun; iBar++)
{
adChikouSpan[iBar] = Close[iBar + iKijun];
}
double[] adSenkouSpanA = new double[Bars];
for (int iBar = iFirstBar; iBar < Bars - iKijun; iBar++)
{
adSenkouSpanA[iBar + iKijun] = (adTenkanSen[iBar] + adKijunSen[iBar]) / 2;
}
double[] adSenkouSpanB = new double[Bars];
for (int iBar = iFirstBar; iBar < Bars - iKijun; iBar++)
{
double dHighestHigh = double.MinValue;
double dLowestLow = double.MaxValue;
for (int i = 0; i < iSenkou; i++)
{
if (High[iBar - i] > dHighestHigh)
dHighestHigh = High[iBar - i];
if (Low[iBar - i] < dLowestLow)
dLowestLow = Low[iBar - i];
}
adSenkouSpanB[iBar + iKijun] = (dHighestHigh + dLowestLow) / 2;
}
// Saving the components
if (slotType == SlotTypes.OpenFilter)
Component = new IndicatorComp[7];
else
Component = new IndicatorComp[6];
Component[0] = new IndicatorComp();
Component[0].CompName = "Tenkan Sen";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.Red;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adTenkanSen;
Component[1] = new IndicatorComp();
Component[1].CompName = "Kijun Sen";
Component[1].DataType = IndComponentType.IndicatorValue;
Component[1].ChartType = IndChartType.Line;
Component[1].ChartColor = Color.Blue;
Component[1].FirstBar = iFirstBar;
Component[1].Value = adKijunSen;
Component[2] = new IndicatorComp();
Component[2].CompName = "Chikou Span";
Component[2].DataType = IndComponentType.IndicatorValue;
Component[2].ChartType = IndChartType.Line;
Component[2].ChartColor = Color.Green;
Component[2].FirstBar = iFirstBar;
Component[2].Value = adChikouSpan;
Component[3] = new IndicatorComp();
Component[3].CompName = "Senkou Span A";
Component[3].DataType = IndComponentType.IndicatorValue;
Component[3].ChartType = IndChartType.CloudUp;
Component[3].ChartColor = Color.SandyBrown;
Component[3].FirstBar = iFirstBar;
Component[3].Value = adSenkouSpanA;
Component[4] = new IndicatorComp();
Component[4].CompName = "Senkou Span B";
Component[4].DataType = IndComponentType.IndicatorValue;
Component[4].ChartType = IndChartType.CloudDown;
Component[4].ChartColor = Color.Thistle;
Component[4].FirstBar = iFirstBar;
Component[4].Value = adSenkouSpanB;
Component[5] = new IndicatorComp();
Component[5].FirstBar = iFirstBar;
Component[5].Value = new double[Bars];
Component[5].DataType = IndComponentType.Other;
if (slotType == SlotTypes.OpenFilter)
{
Component[5].CompName = "Is long entry allowed";
Component[5].DataType = IndComponentType.AllowOpenLong;
Component[6] = new IndicatorComp();
Component[6].FirstBar = iFirstBar;
Component[6].Value = new double[Bars];
Component[6].CompName = "Is short entry allowed";
Component[6].DataType = IndComponentType.AllowOpenShort;
}
switch (IndParam.ListParam[0].Text)
{
case "Enter the market at the Tenkan Sen":
Component[5].CompName = "Tenkan Sen entry price";
Component[5].DataType = IndComponentType.OpenPrice;
Component[5].ChartType = IndChartType.NoChart;
for (int iBar = iFirstBar + iPrvs; iBar < Bars; iBar++)
{
Component[5].Value[iBar] = adTenkanSen[iBar - iPrvs];
}
break;
case "Enter the market at the Kijun Sen":
Component[5].CompName = "Kijun Sen entry price";
Component[5].DataType = IndComponentType.OpenPrice;
Component[5].ChartType = IndChartType.NoChart;
for (int iBar = iFirstBar + iPrvs; iBar < Bars; iBar++)
{
Component[5].Value[iBar] = adKijunSen[iBar - iPrvs];
}
break;
case "Exit the market at the Tenkan Sen":
Component[5].CompName = "Tenkan Sen exit price";
Component[5].DataType = IndComponentType.ClosePrice;
Component[5].ChartType = IndChartType.NoChart;
for (int iBar = iFirstBar + iPrvs; iBar < Bars; iBar++)
{
Component[5].Value[iBar] = adTenkanSen[iBar - iPrvs];
}
break;
case "Exit the market at the Kijun Sen":
Component[5].CompName = "Kijun Sen exit price";
Component[5].DataType = IndComponentType.ClosePrice;
Component[5].ChartType = IndChartType.NoChart;
for (int iBar = iFirstBar + iPrvs; iBar < Bars; iBar++)
{
Component[5].Value[iBar] = adKijunSen[iBar - iPrvs];
}
break;
case "The Tenkan Sen rises":
for (int iBar = iFirstBar + iPrvs; iBar < Bars; iBar++)
{
Component[5].Value[iBar] = adTenkanSen[iBar - iPrvs] > adTenkanSen[iBar - iPrvs - 1] + Sigma() ? 1 : 0;
Component[6].Value[iBar] = adTenkanSen[iBar - iPrvs] < adTenkanSen[iBar - iPrvs - 1] - Sigma() ? 1 : 0;
}
break;
case "The Kijun Sen rises":
for (int iBar = iFirstBar + iPrvs; iBar < Bars; iBar++)
{
Component[5].Value[iBar] = adKijunSen[iBar - iPrvs] > adKijunSen[iBar - iPrvs - 1] + Sigma() ? 1 : 0;
Component[6].Value[iBar] = adKijunSen[iBar - iPrvs] < adKijunSen[iBar - iPrvs - 1] - Sigma() ? 1 : 0;
}
break;
case "The Tenkan Sen is higher than the Kijun Sen":
IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar, iPrvs, adTenkanSen, adKijunSen, ref Component[5], ref Component[6]);
break;
case "The Tenkan Sen crosses the Kijun Sen upward":
IndicatorCrossesAnotherIndicatorUpwardLogic(iFirstBar, iPrvs, adTenkanSen, adKijunSen, ref Component[5], ref Component[6]);
break;
case "The bar opens above the Tenkan Sen":
BarOpensAboveIndicatorLogic(iFirstBar, iPrvs, adTenkanSen, ref Component[5], ref Component[6]);
break;
case "The bar opens above the Kijun Sen":
BarOpensAboveIndicatorLogic(iFirstBar, iPrvs, adKijunSen, ref Component[5], ref Component[6]);
break;
case "The Chikou Span is above the closing price":
for (int iBar = iFirstBar + iPrvs; iBar < Bars; iBar++)
{
Component[5].Value[iBar] = adChikouSpan[iBar - iKijun - iPrvs] > Close[iBar - iKijun - iPrvs] + Sigma() ? 1 : 0;
Component[6].Value[iBar] = adChikouSpan[iBar - iKijun - iPrvs] < Close[iBar - iKijun - iPrvs] - Sigma() ? 1 : 0;
}
break;
case "The position opens above the Kumo":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
Component[5].Value[iBar] = Math.Max(adSenkouSpanA[iBar], adSenkouSpanB[iBar]);
Component[6].Value[iBar] = Math.Min(adSenkouSpanA[iBar], adSenkouSpanB[iBar]);
}
Component[5].PosPriceDependence = PositionPriceDependence.PriceBuyHigher;
Component[5].DataType = IndComponentType.Other;
Component[5].UsePreviousBar = iPrvs;
Component[5].ShowInDynInfo = false;
Component[6].PosPriceDependence = PositionPriceDependence.PriceSellLower;
Component[6].DataType = IndComponentType.Other;
Component[6].UsePreviousBar = iPrvs;
Component[6].ShowInDynInfo = false;
break;
case "The position opens inside or above the Kumo":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
Component[5].Value[iBar] = Math.Min(adSenkouSpanA[iBar], adSenkouSpanB[iBar]);
Component[6].Value[iBar] = Math.Max(adSenkouSpanA[iBar], adSenkouSpanB[iBar]);
}
Component[5].PosPriceDependence = PositionPriceDependence.PriceBuyHigher;
Component[5].DataType = IndComponentType.Other;
Component[5].UsePreviousBar = iPrvs;
Component[5].ShowInDynInfo = false;
Component[6].PosPriceDependence = PositionPriceDependence.PriceSellLower;
Component[6].DataType = IndComponentType.Other;
Component[6].UsePreviousBar = iPrvs;
Component[6].ShowInDynInfo = false;
break;
case "The Tenkan Sen is above the Kumo":
for (int iBar = iFirstBar + iPrvs; iBar < Bars; iBar++)
{
Component[5].Value[iBar] = adTenkanSen[iBar - iPrvs] > Math.Max(adSenkouSpanA[iBar - iPrvs], adSenkouSpanB[iBar - iPrvs]) + Sigma() ? 1 : 0;
Component[6].Value[iBar] = adTenkanSen[iBar - iPrvs] < Math.Min(adSenkouSpanA[iBar - iPrvs], adSenkouSpanB[iBar - iPrvs]) - Sigma() ? 1 : 0;
}
break;
case "The Tenkan Sen is inside or above the Kumo":
for (int iBar = iFirstBar + iPrvs; iBar < Bars; iBar++)
{
Component[5].Value[iBar] = adTenkanSen[iBar - iPrvs] > Math.Min(adSenkouSpanA[iBar - iPrvs], adSenkouSpanB[iBar - iPrvs]) + Sigma() ? 1 : 0;
Component[6].Value[iBar] = adTenkanSen[iBar - iPrvs] < Math.Max(adSenkouSpanA[iBar - iPrvs], adSenkouSpanB[iBar - iPrvs]) - Sigma() ? 1 : 0;
}
break;
case "The Kijun Sen is above the Kumo":
for (int iBar = iFirstBar + iPrvs; iBar < Bars; iBar++)
{
Component[5].Value[iBar] = adKijunSen[iBar - iPrvs] > Math.Max(adSenkouSpanA[iBar - iPrvs], adSenkouSpanB[iBar - iPrvs]) + Sigma() ? 1 : 0;
Component[6].Value[iBar] = adKijunSen[iBar - iPrvs] < Math.Min(adSenkouSpanA[iBar - iPrvs], adSenkouSpanB[iBar - iPrvs]) - Sigma() ? 1 : 0;
}
break;
case "The Kijun Sen is inside or above the Kumo":
for (int iBar = iFirstBar + iPrvs; iBar < Bars; iBar++)
{
Component[5].Value[iBar] = adKijunSen[iBar - iPrvs] > Math.Min(adSenkouSpanA[iBar - iPrvs], adSenkouSpanB[iBar - iPrvs]) + Sigma() ? 1 : 0;
Component[6].Value[iBar] = adKijunSen[iBar - iPrvs] < Math.Max(adSenkouSpanA[iBar - iPrvs], adSenkouSpanB[iBar - iPrvs]) - Sigma() ? 1 : 0;
}
break;
case "The Senkou Span A is higher than the Senkou Span B":
IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar, iPrvs, adSenkouSpanA, adSenkouSpanB, ref Component[5], ref Component[6]);
break;
case "The Senkou Span A crosses the Senkou Span B upward":
IndicatorCrossesAnotherIndicatorUpwardLogic(iFirstBar, iPrvs, adSenkouSpanA, adSenkouSpanB, ref Component[5], ref Component[6]);
break;
default:
break;
}
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
BasePrice basePrice = (BasePrice)IndParam.ListParam[2].Index;
int iPeriod = (int)IndParam.NumParam[0].Value;
int iSmooth = (int)IndParam.NumParam[1].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
double[] adBasePrice = Price(basePrice);
double[] adMA = new double[Bars];
int iFirstBar = iPeriod + iSmooth + 1 + iPrvs;
// Calculating Chande Momentum Oscillator
double[] adCMO1 = new double[Bars];
double[] adCMO2 = new double[Bars];
double[] adCMO1Sum = new double[Bars];
double[] adCMO2Sum = new double[Bars];
double[] adCMO = new double[Bars];
for (int iBar = 1; iBar < Bars; iBar++)
{
adCMO1[iBar] = 0;
adCMO2[iBar] = 0;
if (adBasePrice[iBar] > adBasePrice[iBar - 1])
adCMO1[iBar] = adBasePrice[iBar] - adBasePrice[iBar - 1];
if (adBasePrice[iBar] < adBasePrice[iBar - 1])
adCMO2[iBar] = adBasePrice[iBar - 1] - adBasePrice[iBar];
}
for (int iBar = 0; iBar < iPeriod; iBar++)
{
adCMO1Sum[iPeriod - 1] += adCMO1[iBar];
adCMO2Sum[iPeriod - 1] += adCMO2[iBar];
}
for (int iBar = iPeriod; iBar < Bars; iBar++)
{
adCMO1Sum[iBar] = adCMO1Sum[iBar - 1] + adCMO1[iBar] - adCMO1[iBar - iPeriod];
adCMO2Sum[iBar] = adCMO2Sum[iBar - 1] + adCMO2[iBar] - adCMO2[iBar - iPeriod];
if (adCMO1Sum[iBar] + adCMO2Sum[iBar] == 0)
adCMO[iBar] = 100;
else
adCMO[iBar] = 100 * (adCMO1Sum[iBar] - adCMO2Sum[iBar]) / (adCMO1Sum[iBar] + adCMO2Sum[iBar]);
}
double SC = 2.0 / (iSmooth + 1);
for (int iBar = 0; iBar < iPeriod; iBar++)
adMA[iBar] = adBasePrice[iBar];
for (int iBar = iPeriod; iBar < Bars; iBar++)
{
double dAbsCMO = Math.Abs(adCMO[iBar]) / 100;
adMA[iBar] = SC * dAbsCMO * adBasePrice[iBar] + (1 - SC * dAbsCMO) * adMA[iBar - 1];
}
// Saving the components
if (slotType == SlotTypes.Open || slotType == SlotTypes.Close)
{
Component = new IndicatorComp[2];
Component[1] = new IndicatorComp();
Component[1].Value = new double[Bars];
for (int iBar = 2; iBar < Bars; iBar++)
{ // Covers the cases when the price can pass through the MA without a signal
double dValue = adMA[iBar - iPrvs]; // Current value
double dValue1 = adMA[iBar - iPrvs - 1]; // Previous value
double dTempVal = dValue;
if ((dValue1 > High[iBar - 1] && dValue < Open[iBar]) || // It jumps below the current bar
(dValue1 < Low[iBar - 1] && dValue > Open[iBar]) || // It jumps above the current bar
(Close[iBar - 1] < dValue && dValue < Open[iBar]) || // Positive gap
(Close[iBar - 1] > dValue && dValue > Open[iBar])) // Negative gap
dTempVal = Open[iBar];
Component[1].Value[iBar] = dTempVal;
}
}
else
{
Component = new IndicatorComp[3];
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];
}
Component[0] = new IndicatorComp();
Component[0].CompName = "MA Value";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.Red;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adMA;
if (slotType == SlotTypes.Open)
{
Component[1].CompName = "Position opening price";
Component[1].DataType = IndComponentType.OpenPrice;
}
else 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.Close)
{
Component[1].CompName = "Position closing price";
Component[1].DataType = IndComponentType.ClosePrice;
}
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";
}
if (slotType == SlotTypes.OpenFilter || slotType == SlotTypes.CloseFilter)
{
switch (IndParam.ListParam[0].Text)
{
case "The Vidya Moving Average rises":
IndicatorRisesLogic(iFirstBar, iPrvs, adMA, ref Component[1], ref Component[2]);
break;
case "The Vidya Moving Average falls":
IndicatorFallsLogic(iFirstBar, iPrvs, adMA, ref Component[1], ref Component[2]);
break;
case "The bar opens above the Vidya Moving Average":
BarOpensAboveIndicatorLogic(iFirstBar, iPrvs, adMA, ref Component[1], ref Component[2]);
break;
case "The bar opens below the Vidya Moving Average":
BarOpensBelowIndicatorLogic(iFirstBar, iPrvs, adMA, ref Component[1], ref Component[2]);
break;
case "The bar opens above the Vidya Moving Average after opening below it":
BarOpensAboveIndicatorAfterOpeningBelowLogic(iFirstBar, iPrvs, adMA, ref Component[1], ref Component[2]);
break;
case "The bar opens below the Vidya Moving Average after opening above it":
BarOpensBelowIndicatorAfterOpeningAboveLogic(iFirstBar, iPrvs, adMA, ref Component[1], ref Component[2]);
break;
case "The position opens above the Vidya Moving Average":
Component[0].PosPriceDependence = PositionPriceDependence.BuyHigherSellLower;
Component[0].UsePreviousBar = iPrvs;
Component[1].DataType = IndComponentType.Other;
Component[1].ShowInDynInfo = false;
Component[2].DataType = IndComponentType.Other;
Component[2].ShowInDynInfo = false;
break;
case "The position opens below the Vidya Moving Average":
Component[0].PosPriceDependence = PositionPriceDependence.BuyLowerSelHigher;
Component[0].UsePreviousBar = iPrvs;
Component[1].DataType = IndComponentType.Other;
Component[1].ShowInDynInfo = false;
Component[2].DataType = IndComponentType.Other;
Component[2].ShowInDynInfo = false;
break;
case "The bar closes below the Vidya Moving Average":
BarClosesBelowIndicatorLogic(iFirstBar, iPrvs, adMA, ref Component[1], ref Component[2]);
break;
case "The bar closes above the Vidya Moving Average":
BarClosesAboveIndicatorLogic(iFirstBar, iPrvs, adMA, ref Component[1], ref Component[2]);
break;
default:
break;
}
}
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 slMethod = (MAMethod )IndParam.ListParam[3].Index;
BasePrice basePrice = (BasePrice)IndParam.ListParam[2].Index;
int nSlow = (int)IndParam.NumParam[0].Value;
int nFast = (int)IndParam.NumParam[1].Value;
int nSignal = (int)IndParam.NumParam[2].Value;
double dLevel = IndParam.NumParam[3].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = nSlow + nFast + 2;
double[] adMASlow = MovingAverage(nSlow, 0, maMethod, Price(basePrice));
double[] adMAFast = MovingAverage(nFast, 0, maMethod, Price(basePrice));
double[] adMACD = new double[Bars];
for (int iBar = nSlow - 1; iBar < Bars; iBar++)
adMACD[iBar] = adMAFast[iBar] - adMASlow[iBar];
double[] maSignalLine = MovingAverage(nSignal, 0, slMethod, adMACD);
// adHistogram reprezents the MACD oscillator
double[] adHistogram = new double[Bars];
for (int iBar = nSlow + nSignal - 1; iBar < Bars; iBar++)
adHistogram[iBar] = adMACD[iBar] - maSignalLine[iBar];
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "OsMA";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Histogram;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adHistogram;
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 OsMA rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "The OsMA falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "The OsMA is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[2] { dLevel, - dLevel };
break;
case "The OsMA is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[2] { dLevel, - dLevel };
break;
case "The OsMA crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[2] { dLevel, - dLevel };
break;
case "The OsMA crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[2] { dLevel, - dLevel };
break;
case "The OsMA changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "The OsMA changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adHistogram, dLevel, -dLevel, 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;
int iK = (int)IndParam.NumParam[0].Value;
int iDFast = (int)IndParam.NumParam[1].Value;
int iDSlow = (int)IndParam.NumParam[2].Value;
int iLevel = (int)IndParam.NumParam[3].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iK + iDFast + iDSlow + 3;
double[] adHighs = new double[Bars];
double[] adLows = new double[Bars];
for (int iBar = 0; iBar < iK; iBar++)
{
double dMin = double.MaxValue;
double dMax = double.MinValue;
for (int i = 0; i < iBar; i++)
{
if (High[iBar - i] > dMax) dMax = High[iBar - i];
if (Low[iBar - i] < dMin) dMin = Low[iBar - i];
}
adHighs[iBar] = dMax;
adLows[iBar] = dMin;
}
adHighs[0] = High[0];
adLows[0] = Low[0];
for (int iBar = iK; iBar < Bars; iBar++)
{
double dMin = double.MaxValue;
double dMax = double.MinValue;
for (int i = 0; i < iK; i++)
{
if (High[iBar - i] > dMax) dMax = High[iBar - i];
if (Low[iBar - i] < dMin) dMin = Low[iBar - i];
}
adHighs[iBar] = dMax;
adLows[iBar] = dMin;
}
double[] adK = new double[Bars];
for (int iBar = iK; iBar < Bars; iBar++)
{
if (adHighs[iBar] == adLows[iBar])
adK[iBar] = 50;
else
adK[iBar] = 100 * (Close[iBar] - adLows[iBar]) / (adHighs[iBar] - adLows[iBar]);
}
double[] adDFast = new double[Bars];
for (int iBar = iDFast; iBar < Bars; iBar++)
{
double dSumHigh = 0;
double dSumLow = 0;
for (int i = 0; i < iDFast; i++)
{
dSumLow += Close[iBar - i] - adLows[iBar - i];
dSumHigh += adHighs[iBar - i] - adLows[iBar - i];
}
if (dSumHigh == 0)
adDFast[iBar] = 100;
else
adDFast[iBar] = 100 * dSumLow / dSumHigh;
}
double[] adDSlow = MovingAverage(iDSlow, 0, maMethod, adDFast);
// Saving the components
Component = new IndicatorComp[5];
Component[0] = new IndicatorComp();
Component[0].CompName = "%K";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.Brown;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adK;
Component[1] = new IndicatorComp();
Component[1].CompName = "Fast %D";
Component[1].DataType = IndComponentType.IndicatorValue;
Component[1].ChartType = IndChartType.Line;
Component[1].ChartColor = Color.Gold;
Component[1].FirstBar = iFirstBar;
Component[1].Value = adDFast;
Component[2] = new IndicatorComp();
Component[2].CompName = "Slow %D";
Component[2].DataType = IndComponentType.IndicatorValue;
Component[2].ChartType = IndChartType.Line;
Component[2].ChartColor = Color.Blue;
Component[2].FirstBar = iFirstBar;
Component[2].Value = adDSlow;
Component[3] = new IndicatorComp();
Component[3].ChartType = IndChartType.NoChart;
Component[3].FirstBar = iFirstBar;
Component[3].Value = new double[Bars];
Component[4] = new IndicatorComp();
Component[4].ChartType = IndChartType.NoChart;
Component[4].FirstBar = iFirstBar;
Component[4].Value = new double[Bars];
// Sets the Component's type
if (slotType == SlotTypes.OpenFilter)
{
Component[3].DataType = IndComponentType.AllowOpenLong;
Component[3].CompName = "Is long entry allowed";
Component[4].DataType = IndComponentType.AllowOpenShort;
Component[4].CompName = "Is short entry allowed";
}
else if (slotType == SlotTypes.CloseFilter)
{
Component[3].DataType = IndComponentType.ForceCloseLong;
Component[3].CompName = "Close out long position";
Component[4].DataType = IndComponentType.ForceCloseShort;
Component[4].CompName = "Close out short position";
}
// Calculation of the logic
IndicatorLogic indLogic = IndicatorLogic.It_does_not_act_as_a_filter;
if (IndParam.ListParam[0].Text == "The %K crosses the Slow %D upward")
{
SpecialValues = new double[1] { 50 };
IndicatorCrossesAnotherIndicatorUpwardLogic(iFirstBar, iPrvs,adK, adDSlow, ref Component[3], ref Component[4]);
return;
}
else if (IndParam.ListParam[0].Text == "The %K crosses the Slow %D downward")
{
SpecialValues = new double[1] { 50 };
IndicatorCrossesAnotherIndicatorDownwardLogic(iFirstBar, iPrvs, adK, adDSlow, ref Component[3], ref Component[4]);
return;
}
else if (IndParam.ListParam[0].Text == "The %K is higher than the Slow %D")
{
SpecialValues = new double[1] { 50 };
IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar, iPrvs, adK, adDSlow, ref Component[3], ref Component[4]);
return;
}
else if (IndParam.ListParam[0].Text == "The %K is lower than the Slow %D")
{
SpecialValues = new double[1] { 50 };
IndicatorIsLowerThanAnotherIndicatorLogic(iFirstBar, iPrvs, adK, adDSlow, ref Component[3], ref Component[4]);
return;
}
else
{
switch (IndParam.ListParam[0].Text)
{
case "The Slow %D rises":
indLogic = IndicatorLogic.The_indicator_rises;
SpecialValues = new double[1] { 50 };
break;
case "The Slow %D falls":
indLogic = IndicatorLogic.The_indicator_falls;
SpecialValues = new double[1] { 50 };
break;
case "The Slow %D is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[2] { iLevel, 100 - iLevel };
break;
case "The Slow %D is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[2] { iLevel, 100 - iLevel };
break;
case "The Slow %D crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[2] { iLevel, 100 - iLevel };
break;
case "The Slow %D crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[2] { iLevel, 100 - iLevel };
break;
case "The Slow %D changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
SpecialValues = new double[1] { 50 };
break;
case "The Slow %D changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
SpecialValues = new double[1] { 50 };
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adDSlow, iLevel, 100 - iLevel, ref Component[3], ref Component[4], indLogic);
}
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
BasePrice basePrice = (BasePrice)IndParam.ListParam[1].Index;
int iPeriod = (int)IndParam.NumParam[0].Value;
double dLevel = IndParam.NumParam[1].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iPeriod + 2;
double[] adBasePrice = Price(basePrice);
double[] adUp = new double[Bars];
double[] adDown = new double[Bars];
double[] adAroon = new double[Bars];
for (int iBar = iPeriod; iBar < Bars; iBar++)
{
double dHighestHigh = double.MinValue;
double dLowestLow = double.MaxValue;
for (int i = 0; i < iPeriod; i++)
{
int iBaseBar = iBar - iPeriod + 1 + i;
if (adBasePrice[iBaseBar] > dHighestHigh)
{
dHighestHigh = adBasePrice[iBaseBar];
adUp[iBar] = 100.0 * i / (iPeriod - 1);
}
if (adBasePrice[iBaseBar] < dLowestLow)
{
dLowestLow = adBasePrice[iBaseBar];
adDown[iBar] = 100.0 * i / (iPeriod - 1);
}
}
}
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
adAroon[iBar] = adUp[iBar] - adDown[iBar];
}
// Saving the components
Component = new IndicatorComp[5];
Component[0] = new IndicatorComp();
Component[0].CompName = "Aroon Histogram";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Histogram;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adAroon;
Component[1] = new IndicatorComp();
Component[1].CompName = "Aroon Up";
Component[1].DataType = IndComponentType.IndicatorValue;
Component[1].ChartType = IndChartType.Line;
Component[1].ChartColor = Color.Green;
Component[1].FirstBar = iFirstBar;
Component[1].Value = adUp;
Component[2] = new IndicatorComp();
Component[2].CompName = "Aroon Down";
Component[2].DataType = IndComponentType.IndicatorValue;
Component[2].ChartType = IndChartType.Line;
Component[2].ChartColor = Color.Red;
Component[2].FirstBar = iFirstBar;
Component[2].Value = adDown;
Component[3] = new IndicatorComp();
Component[3].ChartType = IndChartType.NoChart;
Component[3].FirstBar = iFirstBar;
Component[3].Value = new double[Bars];
Component[4] = new IndicatorComp();
Component[4].ChartType = IndChartType.NoChart;
Component[4].FirstBar = iFirstBar;
Component[4].Value = new double[Bars];
// Sets the Component's type
if (slotType == SlotTypes.OpenFilter)
{
Component[3].DataType = IndComponentType.AllowOpenLong;
Component[3].CompName = "Is long entry allowed";
Component[4].DataType = IndComponentType.AllowOpenShort;
Component[4].CompName = "Is short entry allowed";
}
else if (slotType == SlotTypes.CloseFilter)
{
Component[3].DataType = IndComponentType.ForceCloseLong;
Component[3].CompName = "Close out long position";
Component[4].DataType = IndComponentType.ForceCloseShort;
Component[4].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 Aroon Histogram rises":
indLogic = IndicatorLogic.The_indicator_rises;
SpecialValues = new double[1] { 0 };
break;
case "The Aroon Histogram falls":
indLogic = IndicatorLogic.The_indicator_falls;
SpecialValues = new double[1] { 0 };
break;
case "The Aroon Histogram is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[2] { dLevel, -dLevel };
break;
case "The Aroon Histogram is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[2] { dLevel, -dLevel };
break;
case "The Aroon Histogram crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[2] { dLevel, -dLevel };
break;
case "The Aroon Histogram crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[2] { dLevel, -dLevel };
break;
case "The Aroon Histogram changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
SpecialValues = new double[1] { 0 };
break;
case "The Aroon Histogram changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
SpecialValues = new double[1] { 0 };
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adAroon, dLevel, -dLevel, ref Component[3], ref Component[4], indLogic);
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
int iPeriod = (int)IndParam.NumParam[0].Value;
int iShift = (int)IndParam.NumParam[1].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
double[] adUpBand = new double[Bars];
double[] adDnBand = new double[Bars];
int iFirstBar = iPeriod + iShift + iPrvs + 2;
for (int iBar = iFirstBar; iBar < Bars - iShift; iBar++)
{
double dMax = double.MinValue;
double dMin = double.MaxValue;
for (int i = 0; i < iPeriod; i++)
{
if (High[iBar - i] > dMax)
{
dMax = High[iBar - i];
}
if (Low[iBar - i] < dMin)
{
dMin = Low[iBar - i];
}
}
adUpBand[iBar + iShift] = dMax;
adDnBand[iBar + iShift] = dMin;
}
// Saving the components
Component = new IndicatorComp[4];
Component[0] = new IndicatorComp();
Component[0].CompName = "Upper Band";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.Blue;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adUpBand;
Component[1] = new IndicatorComp();
Component[1].CompName = "Lower Band";
Component[1].DataType = IndComponentType.IndicatorValue;
Component[1].ChartType = IndChartType.Line;
Component[1].ChartColor = Color.Blue;
Component[1].FirstBar = iFirstBar;
Component[1].Value = adDnBand;
Component[2] = new IndicatorComp();
Component[2].ChartType = IndChartType.NoChart;
Component[2].FirstBar = iFirstBar;
Component[2].Value = new double[Bars];
Component[3] = new IndicatorComp();
Component[3].ChartType = IndChartType.NoChart;
Component[3].FirstBar = iFirstBar;
Component[3].Value = new double[Bars];
// Sets the Component's type.
if (slotType == SlotTypes.Open)
{
Component[2].DataType = IndComponentType.OpenLongPrice;
Component[2].CompName = "Long position entry price";
Component[3].DataType = IndComponentType.OpenShortPrice;
Component[3].CompName = "Short position entry price";
}
else 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.Close)
{
Component[2].DataType = IndComponentType.CloseLongPrice;
Component[2].CompName = "Long position closing price";
Component[3].DataType = IndComponentType.CloseShortPrice;
Component[3].CompName = "Short position closing price";
}
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";
}
if (slotType == SlotTypes.Open || slotType == SlotTypes.Close)
{
if (iPeriod > 1)
{
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{ // Covers the cases when the price can pass through the band without a signal.
double dOpen = Open[iBar]; // Current open price
// Upper band
double dValueUp = adUpBand[iBar - iPrvs]; // Current value
double dValueUp1 = adUpBand[iBar - iPrvs - 1]; // Previous value
double dTempValUp = dValueUp;
if ((dValueUp1 > High[iBar - 1] && dValueUp < dOpen) || // The Open price jumps above the indicator
(dValueUp1 <Low[iBar - 1] && dValueUp> dOpen) || // The Open price jumps below the indicator
(Close[iBar - 1] < dValueUp && dValueUp < dOpen) || // The Open price is in a positive gap
(Close[iBar - 1] > dValueUp && dValueUp > dOpen)) // The Open price is in a negative gap
{
dTempValUp = dOpen; // The entry/exit level is moved to Open price
}
// Lower band
double dValueDown = adDnBand[iBar - iPrvs]; // Current value
double dValueDown1 = adDnBand[iBar - iPrvs - 1]; // Previous value
double dTempValDown = dValueDown;
if ((dValueDown1 > High[iBar - 1] && dValueDown < dOpen) || // The Open price jumps above the indicator
(dValueDown1 <Low[iBar - 1] && dValueDown> dOpen) || // The Open price jumps below the indicator
(Close[iBar - 1] < dValueDown && dValueDown < dOpen) || // The Open price is in a positive gap
(Close[iBar - 1] > dValueDown && dValueDown > dOpen)) // The Open price is in a negative gap
{
dTempValDown = dOpen; // The entry/exit level is moved to Open price
}
if (IndParam.ListParam[0].Text == "Enter long at the Upper Band" ||
IndParam.ListParam[0].Text == "Exit long at the Upper Band")
{
Component[2].Value[iBar] = dTempValUp;
Component[3].Value[iBar] = dTempValDown;
}
else
{
Component[2].Value[iBar] = dTempValDown;
Component[3].Value[iBar] = dTempValUp;
}
}
}
else
{
for (int iBar = 2; iBar < Bars; iBar++)
{
if (IndParam.ListParam[0].Text == "Enter long at the Upper Band" ||
IndParam.ListParam[0].Text == "Exit long at the Upper Band")
{
Component[2].Value[iBar] = adUpBand[iBar - iPrvs];
Component[3].Value[iBar] = adDnBand[iBar - iPrvs];
}
else
{
Component[2].Value[iBar] = adDnBand[iBar - iPrvs];
Component[3].Value[iBar] = adUpBand[iBar - iPrvs];
}
}
}
}
else
{
switch (IndParam.ListParam[0].Text)
{
case "The bar opens below the Upper Band":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[2], ref Component[3], BandIndLogic.The_bar_opens_below_the_Upper_Band);
break;
case "The bar opens above the Upper Band":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[2], ref Component[3], BandIndLogic.The_bar_opens_above_the_Upper_Band);
break;
case "The bar opens below the Lower Band":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[2], ref Component[3], BandIndLogic.The_bar_opens_below_the_Lower_Band);
break;
case "The bar opens above the Lower Band":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[2], ref Component[3], BandIndLogic.The_bar_opens_above_the_Lower_Band);
break;
case "The bar opens below the Upper Band after opening above it":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[2], ref Component[3], BandIndLogic.The_bar_opens_below_the_Upper_Band_after_opening_above_it);
break;
case "The bar opens above the Upper Band after opening below it":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[2], ref Component[3], BandIndLogic.The_bar_opens_above_the_Upper_Band_after_opening_below_it);
break;
case "The bar opens below the Lower Band after opening above it":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[2], ref Component[3], BandIndLogic.The_bar_opens_below_the_Lower_Band_after_opening_above_it);
break;
case "The bar opens above the Lower Band after opening below it":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[2], ref Component[3], BandIndLogic.The_bar_opens_above_the_Lower_Band_after_opening_below_it);
break;
case "The position opens above the Upper Band":
Component[0].PosPriceDependence = PositionPriceDependence.PriceBuyHigher;
Component[1].PosPriceDependence = PositionPriceDependence.PriceSellLower;
Component[0].UsePreviousBar = iPrvs;
Component[1].UsePreviousBar = iPrvs;
Component[2].DataType = IndComponentType.Other;
Component[3].DataType = IndComponentType.Other;
Component[2].ShowInDynInfo = false;
Component[3].ShowInDynInfo = false;
break;
case "The position opens below the Upper Band":
Component[0].PosPriceDependence = PositionPriceDependence.PriceBuyLower;
Component[1].PosPriceDependence = PositionPriceDependence.PriceSellHigher;
Component[0].UsePreviousBar = iPrvs;
Component[1].UsePreviousBar = iPrvs;
Component[2].DataType = IndComponentType.Other;
Component[3].DataType = IndComponentType.Other;
Component[2].ShowInDynInfo = false;
Component[3].ShowInDynInfo = false;
break;
case "The position opens above the Lower Band":
Component[0].PosPriceDependence = PositionPriceDependence.PriceSellLower;
Component[1].PosPriceDependence = PositionPriceDependence.PriceBuyHigher;
Component[0].UsePreviousBar = iPrvs;
Component[1].UsePreviousBar = iPrvs;
Component[2].DataType = IndComponentType.Other;
Component[3].DataType = IndComponentType.Other;
Component[2].ShowInDynInfo = false;
Component[3].ShowInDynInfo = false;
break;
case "The position opens below the Lower Band":
Component[0].PosPriceDependence = PositionPriceDependence.PriceSellHigher;
Component[1].PosPriceDependence = PositionPriceDependence.PriceBuyLower;
Component[0].UsePreviousBar = iPrvs;
Component[1].UsePreviousBar = iPrvs;
Component[2].DataType = IndComponentType.Other;
Component[3].DataType = IndComponentType.Other;
Component[2].ShowInDynInfo = false;
Component[3].ShowInDynInfo = false;
break;
case "The bar closes below the Upper Band":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[2], ref Component[3], BandIndLogic.The_bar_closes_below_the_Upper_Band);
break;
case "The bar closes above the Upper Band":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[2], ref Component[3], BandIndLogic.The_bar_closes_above_the_Upper_Band);
break;
case "The bar closes below the Lower Band":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[2], ref Component[3], BandIndLogic.The_bar_closes_below_the_Lower_Band);
break;
case "The bar closes above the Lower Band":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[2], ref Component[3], BandIndLogic.The_bar_closes_above_the_Lower_Band);
break;
default:
break;
}
}
return;
}
/// <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>
/// Returns a copy.
/// </summary>
public IndicatorComp Clone()
{
var indicatorComp = new IndicatorComp
{
CompName = CompName,
DataType = DataType,
ChartType = ChartType,
ChartColor = ChartColor,
FirstBar = FirstBar,
UsePreviousBar = UsePreviousBar,
ShowInDynInfo = ShowInDynInfo,
PosPriceDependence = PosPriceDependence
};
if (Value != null)
{
indicatorComp.Value = new double[Value.Length];
Value.CopyTo(indicatorComp.Value, 0);
}
return indicatorComp;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
MAMethod maMethod = (MAMethod)IndParam.ListParam[1].Index;
int iPeriod = (int)IndParam.NumParam[0].Value;
double dLevel = IndParam.NumParam[1].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iPeriod + 2;
double[] adDeMax = new double[Bars];
double[] adDeMin = new double[Bars];
double[] adDeMarker = new double[Bars];
for (int iBar = 1; iBar < Bars; iBar++)
{
adDeMax[iBar] = High[iBar] > High[iBar - 1] ? High[iBar] - High[iBar - 1] : 0;
adDeMin[iBar] = Low[iBar] < Low[iBar - 1] ? Low[iBar - 1] - Low[iBar] : 0;
}
double[] adDeMaxMA = MovingAverage(iPeriod, 0, maMethod, adDeMax);
double[] adDeMinMA = MovingAverage(iPeriod, 0, maMethod, adDeMin);
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
if (adDeMaxMA[iBar] + adDeMinMA[iBar] == 0)
adDeMarker[iBar] = 0;
else
adDeMarker[iBar] = adDeMaxMA[iBar] / (adDeMaxMA[iBar] + adDeMinMA[iBar]);
}
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "DeMarker";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.RoyalBlue;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adDeMarker;
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 DeMarker rises":
indLogic = IndicatorLogic.The_indicator_rises;
SpecialValues = new double[1] { 0.5 };
break;
case "The DeMarker falls":
indLogic = IndicatorLogic.The_indicator_falls;
SpecialValues = new double[1] { 0.5 };
break;
case "The DeMarker is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[2] { dLevel, 1 - dLevel };
break;
case "The DeMarker is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[2] { dLevel, 1 - dLevel };
break;
case "The DeMarker crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[2] { dLevel, 1 - dLevel };
break;
case "The DeMarker crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[2] { dLevel, 1 - dLevel };
break;
case "The DeMarker changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
SpecialValues = new double[1] { 0.5 };
break;
case "The DeMarker changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
SpecialValues = new double[1] { 0.5 };
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adDeMarker, dLevel, 1 - dLevel, ref Component[1], ref Component[2], indLogic);
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
MACD MACD1 = new MACD(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(slotType);
MACD MACD2 = new MACD(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(slotType);
// Calculation
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
int iPeriod1 = (int)IndParam.NumParam[0].Value;
int iPeriod2 = (int)IndParam.NumParam[1].Value;
int iFirstBar = iPeriod1 + iPeriod2 + 2;
double[] adIndicator1 = new double[Bars];
double[] adIndicator2 = new double[Bars];
if (IndParam.ListParam[4].Index == 0)
{
adIndicator1 = MACD1.Component[0].Value;
adIndicator2 = MACD2.Component[0].Value;
}
else if (IndParam.ListParam[4].Index == 1)
{
adIndicator1 = MACD1.Component[1].Value;
adIndicator2 = MACD2.Component[1].Value;
}
else
{
adIndicator1 = MACD1.Component[2].Value;
adIndicator2 = MACD2.Component[2].Value;
}
double[] adOscllator = new double[Bars];
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 of MACD rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "The Oscillator of MACD falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "The Oscillator of MACD is higher than the zero line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
break;
case "The Oscillator of MACD is lower than the zero line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
break;
case "The Oscillator of MACD crosses the zero line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
break;
case "The Oscillator of MACD crosses the zero line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
break;
case "The Oscillator of MACD changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "The Oscillator of MACD 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;
int period = (int)IndParam.NumParam[0].Value;
double level = Point * IndParam.NumParam[1].Value;
int prev = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int firstBar = period + 2;
double[] ATR = new double[Bars];
for (int bar = 1; bar < Bars; bar++)
ATR[bar] = Math.Max(High[bar], Close[bar - 1]) - Math.Min(Low[bar], Close[bar - 1]);
ATR = MovingAverage(period, 0, maMethod, ATR);
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "Average True Range";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.Blue;
Component[0].FirstBar = firstBar;
Component[0].Value = ATR;
Component[1] = new IndicatorComp();
Component[1].ChartType = IndChartType.NoChart;
Component[1].FirstBar = firstBar;
Component[1].Value = new double[Bars];
Component[2] = new IndicatorComp();
Component[2].ChartType = IndChartType.NoChart;
Component[2].FirstBar = firstBar;
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 ATR rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "The ATR falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "The ATR is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[1] { level };
break;
case "The ATR is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[1] { level };
break;
case "The ATR crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[1] { level };
break;
case "The ATR crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[1] { level };
break;
case "The ATR changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "The ATR changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
default:
break;
}
// ATR rises equal signals in both directions!
NoDirectionOscillatorLogic(firstBar, prev, ATR, level, ref Component[1], indLogic);
Component[2].Value = Component[1].Value;
return;
}
/// <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 iPeriod = (int)IndParam.NumParam[0].Value;
double dLevel = IndParam.NumParam[1].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iPeriod + 2;
double[] adBasePrice = Price(basePrice);
double[] adPos = new double[Bars];
double[] adNeg = new double[Bars];
double[] adRSI = new double[Bars];
for (int iBar = 1; iBar < Bars; iBar++)
{
if (adBasePrice[iBar] > adBasePrice[iBar - 1]) adPos[iBar] = adBasePrice[iBar] - adBasePrice[iBar - 1];
if (adBasePrice[iBar] < adBasePrice[iBar - 1]) adNeg[iBar] = adBasePrice[iBar - 1] - adBasePrice[iBar];
}
double[] adPosMA = MovingAverage(iPeriod, 0, maMethod, adPos);
double[] adNegMA = MovingAverage(iPeriod, 0, maMethod, adNeg);
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
if (adNegMA[iBar] == 0)
adRSI[iBar] = 100;
else
adRSI[iBar] = 100 - (100 / (1 + adPosMA[iBar] / adNegMA[iBar]));
}
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "RSI";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.RoyalBlue;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adRSI;
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 rises":
indLogic = IndicatorLogic.The_indicator_rises;
SpecialValues = new double[1] { 50 };
break;
case "The RSI falls":
indLogic = IndicatorLogic.The_indicator_falls;
SpecialValues = new double[1] { 50 };
break;
case "The RSI is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[2] { dLevel, 100 - dLevel };
break;
case "The RSI is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[2] { dLevel, 100 - dLevel };
break;
case "The RSI crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[2] { dLevel, 100 - dLevel };
break;
case "The RSI crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[2] { dLevel, 100 - dLevel };
break;
case "The RSI changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
SpecialValues = new double[1] { 50 };
break;
case "The RSI changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
SpecialValues = new double[1] { 50 };
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adRSI, dLevel, 100 - dLevel, 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;
BasePrice basePrice = (BasePrice)IndParam.ListParam[2].Index;
int nSlow = (int)IndParam.NumParam[0].Value;
int nFast = (int)IndParam.NumParam[1].Value;
double dLevel = IndParam.NumParam[3].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = nSlow + 2;
double[] adMASlow = MovingAverage(nSlow, 0, maMethod, Price(basePrice));
double[] adMAFast = MovingAverage(nFast, 0, maMethod, Price(basePrice));
double[] adAO = new double[Bars];
for (int iBar = nSlow - 1; iBar < Bars; iBar++)
{
adAO[iBar] = adMAFast[iBar] - adMASlow[iBar];
}
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "AO";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Histogram;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adAO;
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 indicatorLogic = IndicatorLogic.It_does_not_act_as_a_filter;
switch (IndParam.ListParam[0].Text)
{
case "The AO rises":
indicatorLogic = IndicatorLogic.The_indicator_rises;
SpecialValues = new double[1] {
0
};
break;
case "The AO falls":
indicatorLogic = IndicatorLogic.The_indicator_falls;
SpecialValues = new double[1] {
0
};
break;
case "The AO is higher than the Level line":
indicatorLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[2] {
dLevel, -dLevel
};
break;
case "The AO is lower than the Level line":
indicatorLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[2] {
dLevel, -dLevel
};
break;
case "The AO crosses the Level line upward":
indicatorLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[2] {
dLevel, -dLevel
};
break;
case "The AO crosses the Level line downward":
indicatorLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[2] {
dLevel, -dLevel
};
break;
case "The AO changes its direction upward":
indicatorLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
SpecialValues = new double[1] {
0
};
break;
case "The AO changes its direction downward":
indicatorLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
SpecialValues = new double[1] {
0
};
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adAO, dLevel, -dLevel, ref Component[1], ref Component[2], indicatorLogic);
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
MAMethod maMethod = (MAMethod)IndParam.ListParam[1].Index;
int iPeriod = (int)IndParam.NumParam[0].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iPeriod + 2;
double[] adBOP = new double[Bars];
for (int iBar = 1; iBar < Bars; iBar++)
{
if (High[iBar] - Low[iBar] > Point)
adBOP[iBar] = (Close[iBar] - Open[iBar]) / (High[iBar] - Low[iBar]);
else
adBOP[iBar] = 0;
}
adBOP = MovingAverage(iPeriod, 0, maMethod, adBOP);
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "Balance of Power";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Histogram;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adBOP;
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 Balance of Power rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "The Balance of Power falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "The Balance of Power is higher than the zero line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
break;
case "The Balance of Power is lower than the zero line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
break;
case "The Balance of Power crosses the zero line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
break;
case "The Balance of Power crosses the zero line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
break;
case "The Balance of Power changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "The Balance of Power changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adBOP, 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
BasePrice basePrice = (BasePrice)IndParam.ListParam[1].Index;
MAMethod fastMAMethod = (MAMethod )IndParam.ListParam[3].Index;
MAMethod slowMAMethod = (MAMethod )IndParam.ListParam[4].Index;
int iNFastMA = (int)IndParam.NumParam[0].Value;
int iNSlowMA = (int)IndParam.NumParam[1].Value;
int iSFastMA = (int)IndParam.NumParam[2].Value;
int iSSlowMA = (int)IndParam.NumParam[3].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
string[] saColors = new string[] { "Blue", "Black", "Red", "Green", "Yellow", "Orange" };
string sFastColor = saColors[(int)IndParam.NumParam[4].Value];
string sSlowColor = saColors[(int)IndParam.NumParam[5].Value];
// Convert to Higher Time Frame ---------------------------------------------
DataPeriods htfPeriod = DataPeriods.week;
double[] hfOpen = new double[Bars];
double[] hfClose = new double[Bars];
double[] hfHigh = new double[Bars];
double[] hfLow = new double[Bars];
double[] hfVolume = new double[Bars];
double[] hfPrice = new double[Bars];
int[] hIndex = new int[Bars];
int iFrame;
int hBars;
switch (IndParam.ListParam[2].Index)
{
case 1: htfPeriod = DataPeriods.min5; break;
case 2: htfPeriod = DataPeriods.min15; break;
case 3: htfPeriod = DataPeriods.min30; break;
case 4: htfPeriod = DataPeriods.hour1; break;
case 5: htfPeriod = DataPeriods.hour4; break;
case 6: htfPeriod = DataPeriods.day; break;
case 7: htfPeriod = DataPeriods.week; break;
}
int err1 = HigherTimeFrame(Period, htfPeriod, out hIndex, out hBars, out iFrame, out hfHigh, out hfLow, out hfOpen, out hfClose, out hfVolume);
int err2 = HigherBasePrice(basePrice, hBars, hfHigh, hfLow, hfOpen, hfClose, out hfPrice);
if (err1 == 1)
{
return;
}
//-----------------------------------------------------------------------
// Calculation
int iFirstBar = (int)Math.Max(iNFastMA + iSFastMA, iNSlowMA + iSSlowMA) + 2;
double[] adMAFast = MovingAverage(iNFastMA, iSFastMA, fastMAMethod, hfPrice);
double[] adMASlow = MovingAverage(iNSlowMA, iSSlowMA, slowMAMethod, hfPrice);
double[] adMAOscillator = new double[Bars];
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
adMAOscillator[iBar] = adMAFast[iBar] - adMASlow[iBar];
}
// Convert to Current Time Frame ----------------------------------------------
/// start WTF modfication 2 version 4
// do in 3 blocks for adMAFast, adMASlow, to draw on chart, and adMAOscillator for signals
// copy of wider time frame array of values
double[] hadMAFast = new double[Bars];
adMAFast.CopyTo(hadMAFast, 0);
int err3 = CurrentTimeFrame(hIndex, hBars, ref adMAFast);
// if any error, return out of calculation and indicator fails silently
if (err3 == 1)
{
return;
}
// copy of wider time frame array of values
double[] hadMASlow = new double[Bars];
adMASlow.CopyTo(hadMASlow, 0);
err3 = CurrentTimeFrame(hIndex, hBars, ref adMASlow);
// if any error, return out of calculation and indicator fails silently
if (err3 == 1)
{
return;
}
// copy of wider time frame array of values
double[] hadMAOscillator = new double[Bars];
adMAOscillator.CopyTo(hadMAOscillator, 0);
err3 = CurrentTimeFrame(hIndex, hBars, ref adMAOscillator);
// if any error, return out of calculation and indicator fails silently
if (err3 == 1)
{
return;
}
/// end WTF modfication 2 version 4
//-----------------------------------------------------------------------------
// Saving the components
Component = new IndicatorComp[4];
Component[0] = new IndicatorComp();
Component[0].CompName = "Fast Moving Average";
Component[0].ChartColor = Color.FromName(sFastColor);
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adMAFast;
Component[1] = new IndicatorComp();
Component[1].CompName = "Slow Moving Average";
Component[1].ChartColor = Color.FromName(sSlowColor);
Component[1].DataType = IndComponentType.IndicatorValue;
Component[1].ChartType = IndChartType.Line;
Component[1].FirstBar = iFirstBar;
Component[1].Value = adMASlow;
Component[2] = new IndicatorComp();
Component[2].ChartType = IndChartType.NoChart;
Component[2].FirstBar = iFirstBar;
Component[2].Value = new double[Bars];
Component[3] = new IndicatorComp();
Component[3].ChartType = IndChartType.NoChart;
Component[3].FirstBar = iFirstBar;
Component[3].Value = new double[Bars];
// 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";
}
// Calculation of the logic
IndicatorLogic indLogic = IndicatorLogic.It_does_not_act_as_a_filter;
switch (IndParam.ListParam[0].Text)
{
case "The Fast MA crosses the Slow MA upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
break;
case "The Fast MA crosses the Slow MA downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
break;
case "The Fast MA is higher than the Slow MA":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
break;
case "The Fast MA is lower than the Slow MA":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
break;
case "Draw only, no entry or exit signals":
Component[2].CompName = "Visual Only";
Component[2].DataType = IndComponentType.NotDefined;
Component[3].CompName = "Visual Only";
Component[3].DataType = IndComponentType.NotDefined;
break;
default:
break;
}
/// start WTF modfication 3 version 4
// back up Bars value, reset to hBars, for performance improvement in indicator logic function
int mtfBars = Data.Bars;
Data.Bars = hBars;
// replace very small values with 0 for performance improvement; don't know why but works
for (int ctr = 0; ctr < hadMAOscillator.Length; ctr++)
{
hadMAOscillator[ctr] = (hadMAOscillator[ctr] < .000000001 && hadMAOscillator[ctr] > -.000000001) ? 0 : hadMAOscillator[ctr];
}
OscillatorLogic(iFirstBar, iPrvs, hadMAOscillator, 0, 0, ref Component[2], ref Component[3], indLogic);
// resest Bars to real value
Data.Bars = mtfBars;
// expand component array from wtf to current time frame
double[] wtfCompValue = Component[2].Value;
int err4 = CurrentTimeFrame(hIndex, hBars, ref wtfCompValue);
if (err4 == 1)
{
return;
}
Component[2].Value = wtfCompValue;
wtfCompValue = Component[3].Value;
int err5 = CurrentTimeFrame(hIndex, hBars, ref wtfCompValue);
if (err5 == 1)
{
return;
}
Component[3].Value = wtfCompValue;
/// end WTF modfication 3 version 4
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
double dAFMin = IndParam.NumParam[0].Value;
double dAFInc = IndParam.NumParam[1].Value;
double dAFMax = IndParam.NumParam[2].Value;
// Reading the parameters
int intDirNew;
double dAF;
double dPExtr;
double dPSARNew = 0;
int[] aiDir = new int[Bars];
double[] adPSAR = new double[Bars];
//---- Calculating the initial values
adPSAR[0] = 0;
dAF = dAFMin;
intDirNew = 0;
if (Close[1] > Open[0])
{
aiDir[0] = 1;
aiDir[1] = 1;
dPExtr = Math.Max(High[0], High[1]);
adPSAR[1] = Math.Min(Low[0], Low[1]);
}
else
{
aiDir[0] = -1;
aiDir[1] = -1;
dPExtr = Math.Min(Low[0], Low[1]);
adPSAR[1] = Math.Max(High[0], High[1]);
}
for (int iBar = 2; iBar < Bars; iBar++)
{
//---- PSAR for the current period
if (intDirNew != 0)
{
// The direction was changed during the last period
aiDir[iBar] = intDirNew;
intDirNew = 0;
adPSAR[iBar] = dPSARNew + dAF * (dPExtr - dPSARNew);
}
else
{
aiDir[iBar] = aiDir[iBar - 1];
adPSAR[iBar] = adPSAR[iBar - 1] + dAF * (dPExtr - adPSAR[iBar - 1]);
}
// PSAR has to be out of the previous two bars limits
if (aiDir[iBar] > 0 && adPSAR[iBar] > Math.Min(Low[iBar - 1], Low[iBar - 2]))
adPSAR[iBar] = Math.Min(Low[iBar - 1], Low[iBar - 2]);
else if (aiDir[iBar] < 0 && adPSAR[iBar] < Math.Max(High[iBar - 1], High[iBar - 2]))
adPSAR[iBar] = Math.Max(High[iBar - 1], High[iBar - 2]);
//---- PSAR for the next period
// Calculation of the new values of flPExtr and flAF
// if there is a new extreme price in the PSAR direction
if (aiDir[iBar] > 0 && High[iBar] > dPExtr)
{
dPExtr = High[iBar];
dAF = Math.Min(dAF + dAFInc, dAFMax);
}
if (aiDir[iBar] < 0 && Low[iBar] < dPExtr)
{
dPExtr = Low[iBar];
dAF = Math.Min(dAF + dAFInc, dAFMax);
}
// Whether the price reaches PSAR
if (Low[iBar] <= adPSAR[iBar] && adPSAR[iBar] <= High[iBar])
{
intDirNew = -aiDir[iBar];
dPSARNew = dPExtr;
dAF = dAFMin;
if (intDirNew > 0)
dPExtr = High[iBar];
else
dPExtr = Low[iBar];
}
}
int iFirstBar = 8;
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp();
Component[0].CompName = "PSAR value";
if (slotType == SlotTypes.Close)
Component[0].DataType = IndComponentType.ClosePrice;
else
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Dot;
Component[0].ChartColor = Color.Violet;
Component[0].FirstBar = iFirstBar;
Component[0].PosPriceDependence = PositionPriceDependence.BuyHigherSellLower;
Component[0].Value = adPSAR;
return;
}
/// <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 iPeriod = (int)IndParam.NumParam[0].Value;
int iSmooth = (int)IndParam.NumParam[1].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iPeriod + 2;
double[] adBasePrice = Price(basePrice);
double[] adCumulSum = new double[Bars];
adCumulSum[iPeriod - 1] = 0;
for (int iBar = 0; iBar < iPeriod; iBar++)
{
adCumulSum[iPeriod - 1] += adBasePrice[iBar];
}
for (int iBar = iPeriod; iBar < Bars; iBar++)
{
adCumulSum[iBar] = adCumulSum[iBar - 1] - adBasePrice[iBar - iPeriod] + adBasePrice[iBar];
}
adCumulSum = MovingAverage(iSmooth, 0, maMethod, adCumulSum);
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "Cumulative Sum";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.Blue;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adCumulSum;
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 Cumulative Sum rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "The Cumulative Sum falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "The Cumulative Sum changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "The Cumulative Sum changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adCumulSum, 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;
BasePrice basePrice = (BasePrice)IndParam.ListParam[2].Index;
int iPeriod = (int)IndParam.NumParam[0].Value;
int iShift = (int)IndParam.NumParam[1].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Convert to Higher Time Frame ---------------------------------------------
DataPeriods htfPeriod = DataPeriods.week;
double[] hfOpen = new double[Bars];
double[] hfClose = new double[Bars];
double[] hfHigh = new double[Bars];
double[] hfLow = new double[Bars];
double[] hfVolume = new double[Bars];
double[] hfPrice = new double[Bars];
int[] hIndex = new int[Bars];
int iFrame;
int hBars;
switch (IndParam.ListParam[4].Index)
{
case 0: htfPeriod = DataPeriods.hour1; break;
case 1: htfPeriod = DataPeriods.min5; break;
case 2: htfPeriod = DataPeriods.min15; break;
case 3: htfPeriod = DataPeriods.min30; break;
case 4: htfPeriod = DataPeriods.hour1; break;
case 5: htfPeriod = DataPeriods.hour4; break;
case 6: htfPeriod = DataPeriods.day; break;
case 7: htfPeriod = DataPeriods.week; break;
}
int err1 = HigherTimeFrame(Period, htfPeriod, out hIndex, out hBars, out iFrame, out hfHigh, out hfLow, out hfOpen, out hfClose, out hfVolume);
int err2 = HigherBasePrice(basePrice, hBars, hfHigh, hfLow, hfOpen, hfClose, out hfPrice);
//------------------------------------------------------------------------
// TimeExecution
if (basePrice == BasePrice.Open && iPeriod == 1 && iShift == 0)
{
IndParam.ExecutionTime = ExecutionTime.AtBarOpening;
}
// Calculation
double[] adMA = MovingAverage(iPeriod, iShift, maMethod, hfPrice);
// v3 -- manually shift so Position entry type logics use previous WTF value, fix bug of not using previous value
if (IndParam.ListParam[0].Text == "The position opens above the Moving Average" ||
IndParam.ListParam[0].Text == "The position opens below the Moving Average")
{
adMA = MovingAverage(iPeriod, iShift + 1, maMethod, hfPrice);
}
else
{
adMA = MovingAverage(iPeriod, iShift, maMethod, hfPrice);
}
int iFirstBar = iPeriod + iShift + 1 + iPrvs;
// Convert to Current Time Frame ----------------------------------------------
iPrvs = iPrvs * iFrame;
iFirstBar = iFirstBar * iFrame;
int err3 = (iFirstBar > 0.25 * Bars) ? 1 : 0;
int err4 = CurrentTimeFrame(hIndex, hBars, ref adMA);
// if any WTF conversion errors, return here to fail silently
if (err1 == 1 || err2 == 1 || err3 == 1 || err4 == 1)
{
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp();
Component[0].CompName = "MA Value";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].FirstBar = (int)Bars / 2;
Component[0].UsePreviousBar = 0;
Component[0].Value = new double[Bars];
return;
}
//-----------------------------------------------------------------------------
// Saving the components
if (slotType == SlotTypes.Open || slotType == SlotTypes.Close)
{
Component = new IndicatorComp[2];
Component[1] = new IndicatorComp();
Component[1].FirstBar = iFirstBar;
Component[1].Value = new double[Bars];
int hBar = 0;
for (int iBar = 3 * iFrame; iBar < Bars; iBar++)
{ // Covers the cases when the price can pass through the MA without a signal
/// start WTF modfication 3 beta 1
while (hIndex[hBar] <= iBar && hBar < hBars)
{
hBar++;
}
double dValue = adMA[hIndex[hBar - 2]]; // MA value from previous HTF bar
double dValue1 = adMA[hIndex[hBar - 3]]; // MA value from HTF 2 bars previous
/// end WTF modfication 3 beta 1
double dTempVal = dValue;
if ((dValue1 > High[iBar - 1] && dValue < Low[iBar]) || // It jumps below the current bar
(dValue1 <Low[iBar - 1] && dValue> High[iBar]) || // It jumps above the current bar
(Close[iBar - 1] < dValue && dValue < Open[iBar]) || // Positive gap
(Close[iBar - 1] > dValue && dValue > Open[iBar])) // Negative gap
{
dTempVal = Open[iBar];
}
Component[1].Value[iBar] = dTempVal;
}
}
else
{
Component = new IndicatorComp[3];
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];
}
Component[0] = new IndicatorComp();
Component[0].CompName = "MA Value";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.FromName(IndParam.ListParam[3].ItemList[IndParam.ListParam[3].Index]);
Component[0].FirstBar = iFirstBar;
Component[0].Value = adMA;
if (slotType == SlotTypes.Open)
{
Component[1].CompName = "Position opening price";
Component[1].DataType = IndComponentType.OpenPrice;
}
else 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.Close)
{
Component[1].CompName = "Position closing price";
Component[1].DataType = IndComponentType.ClosePrice;
}
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";
}
if (slotType == SlotTypes.OpenFilter || slotType == SlotTypes.CloseFilter)
{
switch (IndParam.ListParam[0].Text)
{
case "The Moving Average rises":
IndicatorRisesLogic(iFirstBar, iPrvs, adMA, ref Component[1], ref Component[2]);
break;
case "The Moving Average falls":
IndicatorFallsLogic(iFirstBar, iPrvs, adMA, ref Component[1], ref Component[2]);
break;
case "The bar opens above the Moving Average":
BarOpensAboveIndicatorLogic(iFirstBar, iPrvs, adMA, ref Component[1], ref Component[2]);
break;
case "The bar opens below the Moving Average":
BarOpensBelowIndicatorLogic(iFirstBar, iPrvs, adMA, ref Component[1], ref Component[2]);
break;
case "The bar opens above the Moving Average after opening below it":
BarOpensAboveIndicatorAfterOpeningBelowLogic(iFirstBar, iPrvs, adMA, ref Component[1], ref Component[2]);
break;
case "The bar opens below the Moving Average after opening above it":
BarOpensBelowIndicatorAfterOpeningAboveLogic(iFirstBar, iPrvs, adMA, ref Component[1], ref Component[2]);
break;
case "The position opens above the Moving Average":
Component[0].PosPriceDependence = PositionPriceDependence.BuyHigherSellLower;
Component[1].DataType = IndComponentType.Other;
Component[1].ShowInDynInfo = false;
Component[2].DataType = IndComponentType.Other;
Component[2].ShowInDynInfo = false;
break;
case "The position opens below the Moving Average":
Component[0].PosPriceDependence = PositionPriceDependence.BuyLowerSelHigher;
Component[1].DataType = IndComponentType.Other;
Component[1].ShowInDynInfo = false;
Component[2].DataType = IndComponentType.Other;
Component[2].ShowInDynInfo = false;
break;
case "The bar closes below the Moving Average":
BarClosesBelowIndicatorLogic(iFirstBar, iPrvs, adMA, ref Component[1], ref Component[2]);
break;
case "The bar closes above the Moving Average":
BarClosesAboveIndicatorLogic(iFirstBar, iPrvs, adMA, ref Component[1], ref Component[2]);
break;
case "Draw only, no entry or exit":
Component[1].CompName = "Visual Only";
Component[1].DataType = IndComponentType.NotDefined;
Component[2].CompName = "Visual Only";
Component[2].DataType = IndComponentType.NotDefined;
break;
default:
break;
}
}
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
BasePrice basePrice = (BasePrice)IndParam.ListParam[2].Index;
int n = (int)IndParam.NumParam[0].Value;
double dLevel = IndParam.NumParam[1].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Convert to Higher Time Frame ---------------------------------------------
DataPeriods htfPeriod = DataPeriods.week;
double[] hfOpen = new double[Bars];
double[] hfClose = new double[Bars];
double[] hfHigh = new double[Bars];
double[] hfLow = new double[Bars];
double[] hfVolume = new double[Bars];
double[] hfPrice = new double[Bars];
int[] hIndex = new int[Bars];
int iFrame;
int hBars;
switch (IndParam.ListParam[4].Index)
{
case 1: htfPeriod = DataPeriods.min5; break;
case 2: htfPeriod = DataPeriods.min15; break;
case 3: htfPeriod = DataPeriods.min30; break;
case 4: htfPeriod = DataPeriods.hour1; break;
case 5: htfPeriod = DataPeriods.hour4; break;
case 6: htfPeriod = DataPeriods.day; break;
case 7: htfPeriod = DataPeriods.week; break;
}
int err1 = HigherTimeFrame(Period, htfPeriod, out hIndex, out hBars, out iFrame, out hfHigh, out hfLow, out hfOpen, out hfClose, out hfVolume);
int err2 = HigherBasePrice(basePrice, hBars, hfHigh, hfLow, hfOpen, hfClose, out hfPrice);
if (err1 == 1)
{
return;
}
// Calculation
int iFirstBar = n + 1;
double[] adRegr = new double[Bars];
double[] adRSquared = new double[Bars];
double rsquared;
for (int period = iFirstBar; period < Bars; period++)
{
double x = 0;
double xx = 0;
double xy = 0;
double y = 0;
double b = 0;
double a = 0;
double sumY2 = 0;
for (int i = 0; i < n; i++)
{
int ii = i + 1;
double source = hfPrice[period - (n - i)]; // source = xVal
x = x + ii; // x = xSum
xx = xx + (ii * ii); // xx = sumX2
xy = xy + (ii * source); // xy = sumXY
y = y + source; // y = ySum
sumY2 += (source * source);
}
// adapting eSignal code from Tech S&C article Dec 2007 p. 74
// article gets r-squared, matching lines from FXCM code to article's code
// see Regression .lua or .cs for orignal regression code
// (nLRlen * sumXY) - (xSum * ySum)
b = (n * xy) - (x * y);
double line1 = b;
// (nLRlen * sumX2 - (xSum*xSum))
double line2 = n * xx - (x * x);
if (Math.Abs(line2) < 1e-10)
{
b = 0;
}
else
{
b = b / (line2);
a = y - (b * x);
a = a / n;
}
// nLRlen * sumY2 - (ySum * ySum)
double line3 = n * sumY2 - (y * y);
rsquared = Math.Pow(line1 / Math.Sqrt(line2 * line3), 2);
adRSquared[period] = rsquared;
}
// Convert to Current Time Frame ----------------------------------------------
/// start WTF modfication 2 version 4
// copy of wider time frame array of values
double[] hadRSquared = new double[Bars];
adRSquared.CopyTo(hadRSquared, 0);
int err3 = CurrentTimeFrame(hIndex, hBars, ref adRSquared);
// if any error, return out of calculation and indicator fails silently
if (err3 == 1)
{
return;
}
/// end WTF modfication 2 version 4
//-----------------------------------------------------------------------------
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "R Squared";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Histogram;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adRSquared;
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 R Squared Line rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "The R Squared Line falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "The R Squared Line is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[1] {
dLevel
};
break;
case "The R Squared Line is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[1] {
dLevel
};
break;
case "The R Squared Line crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[1] {
dLevel
};
break;
case "The R Squared Line crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[1] {
dLevel
};
break;
case "The R Squared Line changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "The R Squared Line changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
default:
break;
}
/// start WTF modfication 3 version 4
// back up Bars value, reset to hBars, for performance improvement in indicator logic function
int mtfBars = Data.Bars;
Data.Bars = hBars;
// replace very small values with 0 for performance improvement; don't know why but works
for (int ctr = 0; ctr < hadRSquared.Length; ctr++)
{
hadRSquared[ctr] = (hadRSquared[ctr] < .000000001 && hadRSquared[ctr] > -.000000001) ? 0 : hadRSquared[ctr];
}
NoDirectionOscillatorLogic(iFirstBar, iPrvs, hadRSquared, dLevel, ref Component[1], indLogic);
// resest Bars to real value
Data.Bars = mtfBars;
// expand component array from wtf to current time frame
double[] wtfCompValue = Component[1].Value;
int err4 = CurrentTimeFrame(hIndex, hBars, ref wtfCompValue);
if (err4 == 1)
{
return;
}
Component[1].Value = Component[2].Value = wtfCompValue;
/// end WTF modfication 3 version 4
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
BasePrice basePrice = (BasePrice)IndParam.ListParam[1].Index;
MAMethod fastMAMethod = (MAMethod )IndParam.ListParam[3].Index;
MAMethod slowMAMethod = (MAMethod )IndParam.ListParam[4].Index;
int iNFastMA = (int)IndParam.NumParam[0].Value;
int iNSlowMA = (int)IndParam.NumParam[1].Value;
int iSFastMA = (int)IndParam.NumParam[2].Value;
int iSSlowMA = (int)IndParam.NumParam[3].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
int iFirstBar = (int)Math.Max(iNFastMA + iSFastMA, iNSlowMA + iSSlowMA) + 2;
double[] adMAFast = MovingAverage(iNFastMA, iSFastMA, fastMAMethod, Price(basePrice));
double[] adMASlow = MovingAverage(iNSlowMA, iSSlowMA, slowMAMethod, Price(basePrice));
double[] adMAOscillator = new double[Bars];
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
adMAOscillator[iBar] = adMAFast[iBar] - adMASlow[iBar];
}
// Saving the components
Component = new IndicatorComp[4];
Component[0] = new IndicatorComp();
Component[0].CompName = "Fast Moving Average";
Component[0].ChartColor = Color.Goldenrod;
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adMAFast;
Component[1] = new IndicatorComp();
Component[1].CompName = "Slow Moving Average";
Component[1].ChartColor = Color.IndianRed;
Component[1].DataType = IndComponentType.IndicatorValue;
Component[1].ChartType = IndChartType.Line;
Component[1].FirstBar = iFirstBar;
Component[1].Value = adMASlow;
Component[2] = new IndicatorComp();
Component[2].ChartType = IndChartType.NoChart;
Component[2].FirstBar = iFirstBar;
Component[2].Value = new double[Bars];
Component[3] = new IndicatorComp();
Component[3].ChartType = IndChartType.NoChart;
Component[3].FirstBar = iFirstBar;
Component[3].Value = new double[Bars];
// 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";
}
// Calculation of the logic
IndicatorLogic indLogic = IndicatorLogic.It_does_not_act_as_a_filter;
switch (IndParam.ListParam[0].Text)
{
case "The Fast MA crosses the Slow MA upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
break;
case "The Fast MA crosses the Slow MA downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
break;
case "The Fast MA is higher than the Slow MA":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
break;
case "The Fast MA is lower than the Slow MA":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adMAOscillator, 0, 0, ref Component[2], ref Component[3], indLogic);
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
double[] adOBV = new double[Bars];
int iFirstBar = 5;
adOBV[0] = Volume[0];
for (int iBar = 1; iBar < Bars; iBar++)
{
if (Close[iBar] > Close[iBar - 1])
{
adOBV[iBar] = adOBV[iBar - 1] + Volume[iBar];
}
else if (Close[iBar] < Close[iBar - 1])
{
adOBV[iBar] = adOBV[iBar - 1] - Volume[iBar];
}
else
{
adOBV[iBar] = adOBV[iBar - 1];
}
}
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "On Balance Volume";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.Green;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adOBV;
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 On Balance Volume rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "The On Balance Volume falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "The On Balance Volume changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "The On Balance Volume changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adOBV, 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;
BasePrice basePrice = (BasePrice)IndParam.ListParam[2].Index;
int iPeriod = (int)IndParam.NumParam[0].Value;
int iSmooth = (int)IndParam.NumParam[1].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iPeriod + 2;
double[] adBasePrice = Price(basePrice);
double[] adCumulSum = new double[Bars];
adCumulSum[iPeriod - 1] = 0;
for (int iBar = 0; iBar < iPeriod; iBar++)
{
adCumulSum[iPeriod - 1] += adBasePrice[iBar];
}
for (int iBar = iPeriod; iBar < Bars; iBar++)
{
adCumulSum[iBar] = adCumulSum[iBar - 1] - adBasePrice[iBar - iPeriod] + adBasePrice[iBar];
}
adCumulSum = MovingAverage(iSmooth, 0, maMethod, adCumulSum);
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "Cumulative Sum";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.Blue;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adCumulSum;
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 Cumulative Sum rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "The Cumulative Sum falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "The Cumulative Sum changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "The Cumulative Sum changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adCumulSum, 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;
BasePrice basePrice = (BasePrice)IndParam.ListParam[2].Index;
int iMAPeriod = (int)IndParam.NumParam[0].Value;
int iLRLength = (int)IndParam.NumParam[1].Value;
double dLevel = IndParam.NumParam[2].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
double[] dX = new double[Bars];
double[] dY = new double[Bars];
double dSigX;
double dSigY;
double dSigXY;
double dSigXX;
double[] adLRSlope = new double[Bars];
int iFirstBar = iMAPeriod + iLRLength + 2;
double[] adMAPrice = MovingAverage(iMAPeriod, 0, maMethod, Price(basePrice));
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
dSigX = 0;
dSigY = 0;
dSigXX = 0;
dSigXY = 0;
for (int index = 0; index < iLRLength; index++)
{
dSigX = dSigX + index;
dSigY = dSigY + adMAPrice[iBar - index];
dSigXY = dSigXY + index * adMAPrice[iBar - index];
dSigXX = dSigXX + index * index;
}
adLRSlope[iBar] = -(iLRLength * dSigXY - dSigX * dSigY) / (iLRLength * dSigXX - dSigX * dSigX);
}
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "LR Slope";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Histogram;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adLRSlope;
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 LR Slope rises":
indLogic = IndicatorLogic.The_indicator_rises;
SpecialValues = new double[1] {
0
};
break;
case "The LR Slope falls":
indLogic = IndicatorLogic.The_indicator_falls;
SpecialValues = new double[1] {
0
};
break;
case "The LR Slope is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[2] {
dLevel, -dLevel
};
break;
case "The LR Slope is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[2] {
dLevel, -dLevel
};
break;
case "The LR Slope crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[2] {
dLevel, -dLevel
};
break;
case "The LR Slope crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[2] {
dLevel, -dLevel
};
break;
case "The LR Slope changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
SpecialValues = new double[1] {
0
};
break;
case "The LR Slope changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
SpecialValues = new double[1] {
0
};
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adLRSlope, dLevel, -dLevel, 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;
BasePrice basePrice = (BasePrice)IndParam.ListParam[2].Index;
int nPeriod = (int)IndParam.NumParam[0].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = 2 * nPeriod + 2;
double[] ma1 = MovingAverage(nPeriod, 0, maMethod, Price(basePrice));
double[] ma2 = MovingAverage(nPeriod, 0, maMethod, ma1);
double[] ma3 = MovingAverage(nPeriod, 0, maMethod, ma2);
double[] adTrix = new double[Bars];
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
adTrix[iBar] = 100 * (ma3[iBar] - ma3[iBar - 1]) / ma3[iBar - 1];
}
double[] adSignal = MovingAverage(nPeriod, 0, maMethod, adTrix);
// adHistogram reprezents the Trix Index oscillator
double[] adHistogram = new double[Bars];
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
adHistogram[iBar] = adTrix[iBar] - adSignal[iBar];
}
// Saving the components
Component = new IndicatorComp[5];
Component[0] = new IndicatorComp();
Component[0].CompName = "Histogram";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Histogram;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adHistogram;
Component[1] = new IndicatorComp();
Component[1].CompName = "Signal";
Component[1].DataType = IndComponentType.IndicatorValue;
Component[1].ChartType = IndChartType.Line;
Component[1].ChartColor = Color.Gold;
Component[1].FirstBar = iFirstBar;
Component[1].Value = adSignal;
Component[2] = new IndicatorComp();
Component[2].CompName = "Trix Line";
Component[2].DataType = IndComponentType.IndicatorValue;
Component[2].ChartType = IndChartType.Line;
Component[2].ChartColor = Color.Blue;
Component[2].FirstBar = iFirstBar;
Component[2].Value = adTrix;
Component[3] = new IndicatorComp();
Component[3].ChartType = IndChartType.NoChart;
Component[3].FirstBar = iFirstBar;
Component[3].Value = new double[Bars];
Component[4] = new IndicatorComp();
Component[4].ChartType = IndChartType.NoChart;
Component[4].FirstBar = iFirstBar;
Component[4].Value = new double[Bars];
// Sets the Component's type
if (slotType == SlotTypes.OpenFilter)
{
Component[3].DataType = IndComponentType.AllowOpenLong;
Component[3].CompName = "Is long entry allowed";
Component[4].DataType = IndComponentType.AllowOpenShort;
Component[4].CompName = "Is short entry allowed";
}
else if (slotType == SlotTypes.CloseFilter)
{
Component[3].DataType = IndComponentType.ForceCloseLong;
Component[3].CompName = "Close out long position";
Component[4].DataType = IndComponentType.ForceCloseShort;
Component[4].CompName = "Close out short position";
}
switch (IndParam.ListParam[0].Text)
{
case "The Trix Index line rises":
OscillatorLogic(iFirstBar, iPrvs, adTrix, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_rises);
break;
case "The Trix Index line falls":
OscillatorLogic(iFirstBar, iPrvs, adTrix, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_falls);
break;
case "The Trix Index line is higher than zero":
OscillatorLogic(iFirstBar, iPrvs, adTrix, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_is_higher_than_the_level_line);
break;
case "The Trix Index line is lower than zero":
OscillatorLogic(iFirstBar, iPrvs, adTrix, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_is_lower_than_the_level_line);
break;
case "The Trix Index line crosses the zero line upward":
OscillatorLogic(iFirstBar, iPrvs, adTrix, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_crosses_the_level_line_upward);
break;
case "The Trix Index line crosses the zero line downward":
OscillatorLogic(iFirstBar, iPrvs, adTrix, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_crosses_the_level_line_downward);
break;
case "The Trix Index line changes its direction upward":
OscillatorLogic(iFirstBar, iPrvs, adTrix, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_changes_its_direction_upward);
break;
case "The Trix Index line changes its direction downward":
OscillatorLogic(iFirstBar, iPrvs, adTrix, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_changes_its_direction_downward);
break;
case "The Trix Index line crosses the Signal line upward":
OscillatorLogic(iFirstBar, iPrvs, adHistogram, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_crosses_the_level_line_upward);
break;
case "The Trix Index line crosses the Signal line downward":
OscillatorLogic(iFirstBar, iPrvs, adHistogram, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_crosses_the_level_line_downward);
break;
case "The Trix Index line is higher than the Signal line":
OscillatorLogic(iFirstBar, iPrvs, adHistogram, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_is_higher_than_the_level_line);
break;
case "The Trix Index line is lower than the Signal line":
OscillatorLogic(iFirstBar, iPrvs, adHistogram, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_is_lower_than_the_level_line);
break;
default:
break;
}
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
BasePrice basePrice = (BasePrice)IndParam.ListParam[2].Index;
int iPeriod = (int)IndParam.NumParam[0].Value;
double dLevel = IndParam.NumParam[1].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iPeriod + 2;
double[] adBasePrice = Price(basePrice);
double[] adCMO1 = new double[Bars];
double[] adCMO2 = new double[Bars];
double[] adCMO1Sum = new double[Bars];
double[] adCMO2Sum = new double[Bars];
double[] adCMO = new double[Bars];
for (int iBar = 1; iBar < Bars; iBar++)
{
adCMO1[iBar] = 0;
adCMO2[iBar] = 0;
if (adBasePrice[iBar] > adBasePrice[iBar - 1])
adCMO1[iBar] = adBasePrice[iBar] - adBasePrice[iBar - 1];
if (adBasePrice[iBar] < adBasePrice[iBar - 1])
adCMO2[iBar] = adBasePrice[iBar - 1] - adBasePrice[iBar];
}
for (int iBar = 0; iBar < iPeriod; iBar++)
{
adCMO1Sum[iPeriod - 1] += adCMO1[iBar];
adCMO2Sum[iPeriod - 1] += adCMO2[iBar];
}
for (int iBar = iPeriod; iBar < Bars; iBar++)
{
adCMO1Sum[iBar] = adCMO1Sum[iBar - 1] + adCMO1[iBar] - adCMO1[iBar - iPeriod];
adCMO2Sum[iBar] = adCMO2Sum[iBar - 1] + adCMO2[iBar] - adCMO2[iBar - iPeriod];
if (adCMO1Sum[iBar] + adCMO2Sum[iBar] == 0)
adCMO[iBar] = 100;
else
adCMO[iBar] = 100 * (adCMO1Sum[iBar] - adCMO2Sum[iBar]) / (adCMO1Sum[iBar] + adCMO2Sum[iBar]);
}
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "CMO";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.RoyalBlue;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adCMO;
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 CMO rises":
indLogic = IndicatorLogic.The_indicator_rises;
SpecialValues = new double[1] { 0 };
break;
case "The CMO falls":
indLogic = IndicatorLogic.The_indicator_falls;
SpecialValues = new double[1] { 0 };
break;
case "The CMO is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[2] { dLevel, -dLevel };
break;
case "The CMO is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[2] { dLevel, -dLevel };
break;
case "The CMO crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[2] { dLevel, -dLevel };
break;
case "The CMO crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[2] { dLevel, -dLevel };
break;
case "The CMO changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
SpecialValues = new double[1] { 0 };
break;
case "The CMO changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
SpecialValues = new double[1] { 0 };
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adCMO, dLevel, -dLevel, 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;
int iPeriod = (int)IndParam.NumParam[0].Value;
int iDivisor = (int)IndParam.NumParam[1].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iPeriod + 2;
double[] adAEOM = new double[Bars];
for (int iBar = 1; iBar < Bars; iBar++)
{
adAEOM[iBar] = iDivisor * (High[iBar] - Low[iBar]) * ((High[iBar] + Low[iBar]) / 2 - (High[iBar - 1] - Low[iBar - 1]) / 2) / Math.Max(Volume[iBar], 1);
}
adAEOM = MovingAverage(iPeriod, 0, maMethod, adAEOM);
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "Ease of Movement";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.LightSeaGreen;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adAEOM;
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 Ease of Movement rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "The Ease of Movement falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "The Ease of Movement changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "The Ease of Movement changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adAEOM, 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;
BasePrice basePrice = (BasePrice)IndParam.ListParam[2].Index;
int iPeriod = (int)IndParam.NumParam[0].Value;
int iSmooth = (int)IndParam.NumParam[1].Value;
double dLevel = IndParam.NumParam[2].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
int iFirstBar = iPrvs + iPeriod + iSmooth + 2;
double[] adMomentum = new double[Bars];
double[] adBasePrice = Price(basePrice);
for (int iBar = iPeriod; iBar < Bars; iBar++)
adMomentum[iBar] = adBasePrice[iBar] - adBasePrice[iBar-iPeriod];
if (iSmooth > 0)
adMomentum = MovingAverage(iSmooth, 0, maMethod, adMomentum);
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "Momentum";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.Blue;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adMomentum;
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 Momentum rises":
indLogic = IndicatorLogic.The_indicator_rises;
SpecialValues = new double[1] { 0 };
break;
case "The Momentum falls":
indLogic = IndicatorLogic.The_indicator_falls;
SpecialValues = new double[1] { 0 };
break;
case "The Momentum is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[2] { dLevel, -dLevel };
break;
case "The Momentum is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[2] { dLevel, -dLevel };
break;
case "The Momentum crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[2] { dLevel, -dLevel };
break;
case "The Momentum crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[2] { dLevel, -dLevel };
break;
case "The Momentum changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
SpecialValues = new double[1] { 0 };
break;
case "The Momentum changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
SpecialValues = new double[1] { 0 };
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adMomentum, dLevel, -dLevel, ref Component[1], ref Component[2], indLogic);
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
int iSense = (int)IndParam.NumParam[0].Value;
int iFirstBar = iSense;
double[] adFibo0;
double[] adFibo382;
double[] adFibo50;
double[] adFibo618;
double[] adFibo100;
bool bReverseLogic = (IndParam.ListParam[1].Text == "Retracement");
int iDeviation = 5;
int iBackStep = 3;
double[] adHighPoint = new double[Bars];
double[] adLowPoint = new double[Bars];
adFibo0 = new double[Bars];
adFibo382 = new double[Bars];
adFibo50 = new double[Bars];
adFibo618 = new double[Bars];
adFibo100 = new double[Bars];
double dLastHigh = 0;
double dLastLow = 0;
for (int iBar = iSense; iBar < Bars; iBar++)
{
// The highest High in the period [iBar-iSence, iBar]
double dHigh = 0;
for (int iShift = 0; iShift < iSense; iShift++)
if (dHigh < High[iBar - iShift])
dHigh = High[iBar - iShift];
if (dHigh == dLastHigh)
dHigh = 0;
else
{
dLastHigh = dHigh;
if (dHigh - High[iBar] > iDeviation * Point)
dHigh = 0;
else
for (int iBack = 1; iBack <= iBackStep; iBack++)
if (adHighPoint[iBar - iBack] > 0 && adHighPoint[iBar - iBack] < dHigh)
adHighPoint[iBar - iBack] = 0;
}
adHighPoint[iBar] = dHigh;
// The lowest Low in the period [iBar-iSence, iBar]
double dLow = 10000;
for (int iShift = 0; iShift < iSense; iShift++)
if (Low[iBar - iShift] < dLow)
dLow = Low[iBar - iShift];
if (dLow == dLastLow)
dLow = 0;
else
{
dLastLow = dLow;
if (Low[iBar] - dLow > iDeviation * Point)
dLow = 0;
else
for (int iBack = 1; iBack <= iBackStep; iBack++)
if (adLowPoint[iBar - iBack] > 0 && adLowPoint[iBar - iBack] > dLow)
adLowPoint[iBar - iBack] = 0;
}
adLowPoint[iBar] = dLow;
}
int iLastHighBar = -1;
int iLastLowBar = -1;
double dCurHigh;
double dCurLow;
dLastHigh = -1;
dLastLow = -1;
for (int iBar = iSense; iBar < Bars; iBar++)
{
dCurHigh = adHighPoint[iBar];
dCurLow = adLowPoint[iBar];
if (dCurLow == 0 && dCurHigh == 0) continue;
if (dCurHigh != 0)
{
if (dLastHigh > 0)
{
if (dLastHigh < dCurHigh) adHighPoint[iLastHighBar] = 0;
else adHighPoint[iBar] = 0;
}
if (dLastHigh < dCurHigh || dLastHigh < 0)
{
dLastHigh = dCurHigh;
iLastHighBar = iBar;
}
dLastLow = -1;
}
if (dCurLow != 0)
{
if (dLastLow > 0)
{
if (dLastLow > dCurLow) adLowPoint[iLastLowBar] = 0;
else adLowPoint[iBar] = 0;
}
if (dCurLow < dLastLow || dLastLow < 0)
{
dLastLow = dCurLow;
iLastLowBar = iBar;
}
dLastHigh = -1;
}
}
dLastHigh = 0;
dLastLow = 0;
int iFirstLowBar = 0;
int iFirstHighBar = 0;
for (int iBar = 0; iBar < Bars; iBar++)
{
if (adHighPoint[iBar] > 0)
{
dLastHigh = adHighPoint[iBar];
iFirstHighBar = iBar;
}
if (adLowPoint[iBar] > 0)
{
dLastLow = adLowPoint[iBar];
iFirstLowBar = iBar;
}
if (iFirstHighBar > 0 && iFirstLowBar > 0) break;
}
for (int iBar = Math.Max(iFirstLowBar, iFirstHighBar); iBar < Bars; iBar++)
{
if (adHighPoint[iBar - 1] > 0)
{
dLastHigh = adHighPoint[iBar - 1];
adFibo0 [iBar] = dLastHigh;
adFibo382[iBar] = dLastHigh - (dLastHigh - dLastLow) * 0.382;
adFibo50 [iBar] = dLastHigh - (dLastHigh - dLastLow) * 0.500;
adFibo618[iBar] = dLastHigh - (dLastHigh - dLastLow) * 0.618;
adFibo100[iBar] = dLastLow;
}
else if (adLowPoint[iBar - 1] > 0)
{
dLastLow = adLowPoint[iBar - 1];
adFibo0 [iBar] = dLastLow;
adFibo382[iBar] = dLastLow + (dLastHigh - dLastLow) * 0.382;
adFibo50 [iBar] = dLastLow + (dLastHigh - dLastLow) * 0.500;
adFibo618[iBar] = dLastLow + (dLastHigh - dLastLow) * 0.618;
adFibo100[iBar] = dLastHigh;
}
else
{
adFibo0 [iBar] = adFibo0 [iBar - 1];
adFibo382[iBar] = adFibo382[iBar - 1];
adFibo50 [iBar] = adFibo50 [iBar - 1];
adFibo618[iBar] = adFibo618[iBar - 1];
adFibo100[iBar] = adFibo100[iBar - 1];
}
}
// Saving the components
Component = new IndicatorComp[8];
Component[0] = new IndicatorComp();
Component[0].CompName = "Position entry price";
Component[0].DataType = IndComponentType.OpenPrice;
Component[0].ChartType = IndChartType.NoChart;
Component[0].FirstBar = iFirstBar;
Component[0].Value = new double[Bars];
Component[1] = new IndicatorComp();
Component[1].CompName = "Fibonacci retracement 0%";
Component[1].DataType = IndComponentType.IndicatorValue;
Component[1].ChartType = IndChartType.Level;
Component[1].ChartColor = Color.Green;
Component[1].FirstBar = iFirstBar;
Component[1].Value = adFibo0;
Component[2] = new IndicatorComp();
Component[2].CompName = "Fibonacci retracement 38.2%";
Component[2].DataType = IndComponentType.IndicatorValue;
Component[2].ChartType = IndChartType.Level;
Component[2].ChartColor = Color.Gold;
Component[2].FirstBar = iFirstBar;
Component[2].Value = adFibo382;
Component[3] = new IndicatorComp();
Component[3].CompName = "Fibonacci retracement 50%";
Component[3].DataType = IndComponentType.IndicatorValue;
Component[3].ChartType = IndChartType.Level;
Component[3].ChartColor = Color.Orchid;
Component[3].FirstBar = iFirstBar;
Component[3].Value = adFibo50;
Component[4] = new IndicatorComp();
Component[4].CompName = "Fibonacci retracement 61.8%";
Component[4].DataType = IndComponentType.IndicatorValue;
Component[4].ChartType = IndChartType.Level;
Component[4].ChartColor = Color.Purple;
Component[4].FirstBar = iFirstBar;
Component[4].Value = adFibo618;
Component[5] = new IndicatorComp();
Component[5].CompName = "Fibonacci retracement 100%";
Component[5].DataType = IndComponentType.IndicatorValue;
Component[5].ChartType = IndChartType.Level;
Component[5].ChartColor = Color.Red;
Component[5].FirstBar = iFirstBar;
Component[5].Value = adFibo100;
Component[6] = new IndicatorComp();
Component[6].CompName = "Is long entry allowed";
Component[6].DataType = IndComponentType.AllowOpenLong;
Component[6].ChartType = IndChartType.NoChart;
Component[6].FirstBar = iFirstBar;
Component[6].Value = new double[Bars];
Component[7] = new IndicatorComp();
Component[7].CompName = "Is short entry allowed";
Component[7].DataType = IndComponentType.AllowOpenShort;
Component[7].ChartType = IndChartType.NoChart;
Component[7].FirstBar = iFirstBar;
Component[7].Value = new double[Bars];
int iBarFibo382Reached = 0;
int iBarFibo500Reached = 0;
int iBarFibo618Reached = 0;
int iBarFibo100Reached = 0;
for (int iBar = Math.Max(iFirstLowBar, iFirstHighBar); iBar < Bars; iBar++)
{
Component[0].Value[iBar] = 0;
// Reset
if (adHighPoint[iBar - 1] > 0 || adLowPoint[iBar - 1] > 0)
{
iBarFibo382Reached = 0;
iBarFibo500Reached = 0;
iBarFibo618Reached = 0;
iBarFibo100Reached = 0;
}
// Up trend
if (adFibo0[iBar] < adFibo100[iBar])
{
if (iBarFibo382Reached == 0 && Low[iBar] <= adFibo382[iBar] && High[iBar] >= adFibo382[iBar])
{
Component[6].Value[iBar] = bReverseLogic ? 0 : 1;
Component[7].Value[iBar] = bReverseLogic ? 1 : 0;
Component[0].Value[iBar] = adFibo382[iBar];
iBarFibo382Reached = iBar;
}
if (iBarFibo500Reached == 0 && Low[iBar] <= adFibo50[iBar] && High[iBar] >= adFibo50[iBar])
{
Component[6].Value[iBar] = bReverseLogic ? 0 : 1;
Component[7].Value[iBar] = bReverseLogic ? 1 : 0;
if (iBarFibo382Reached != iBar)
Component[0].Value[iBar] = adFibo50[iBar];
iBarFibo500Reached = iBar;
}
if (iBarFibo618Reached == 0 && Low[iBar] <= adFibo618[iBar] && High[iBar] >= adFibo618[iBar])
{
Component[6].Value[iBar] = bReverseLogic ? 0 : 1;
Component[7].Value[iBar] = bReverseLogic ? 1 : 0;
if (iBarFibo500Reached != iBar)
Component[0].Value[iBar] = adFibo618[iBar];
iBarFibo618Reached = iBar;
}
if (iBarFibo100Reached == 0 && Low[iBar] <= adFibo100[iBar] && High[iBar] >= adFibo100[iBar])
{
Component[6].Value[iBar] = bReverseLogic ? 0 : 1;
Component[7].Value[iBar] = bReverseLogic ? 1 : 0;
if (iBarFibo618Reached != iBar)
Component[0].Value[iBar] = adFibo100[iBar];
iBarFibo100Reached = iBar;
}
}
// Down trend
if (adFibo0[iBar] > adFibo100[iBar])
{
if (iBarFibo382Reached == 0 && Low[iBar] <= adFibo382[iBar] && High[iBar] >= adFibo382[iBar])
{
Component[6].Value[iBar] = bReverseLogic ? 1 : 0;
Component[7].Value[iBar] = bReverseLogic ? 0 : 1;
Component[0].Value[iBar] = adFibo382[iBar];
iBarFibo382Reached = iBar;
}
if (iBarFibo500Reached == 0 && Low[iBar] <= adFibo50[iBar] && High[iBar] >= adFibo50[iBar])
{
Component[6].Value[iBar] = bReverseLogic ? 1 : 0;
Component[7].Value[iBar] = bReverseLogic ? 0 : 1;
if (iBarFibo382Reached != iBar)
Component[0].Value[iBar] = adFibo50[iBar];
iBarFibo500Reached = iBar;
}
if (iBarFibo618Reached == 0 && Low[iBar] <= adFibo618[iBar] && High[iBar] >= adFibo618[iBar])
{
Component[6].Value[iBar] = bReverseLogic ? 1 : 0;
Component[7].Value[iBar] = bReverseLogic ? 0 : 1;
if (iBarFibo500Reached != iBar)
Component[0].Value[iBar] = adFibo618[iBar];
iBarFibo618Reached = iBar;
}
if (iBarFibo100Reached == 0 && Low[iBar] <= adFibo100[iBar] && High[iBar] >= adFibo100[iBar])
{
Component[6].Value[iBar] = bReverseLogic ? 1 : 0;
Component[7].Value[iBar] = bReverseLogic ? 0 : 1;
if (iBarFibo618Reached != iBar)
Component[0].Value[iBar] = adFibo100[iBar];
iBarFibo100Reached = iBar;
}
}
}
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
MAMethod maMethod = (MAMethod)IndParam.ListParam[1].Index;
int period = (int)IndParam.NumParam[0].Value;
int multipl = (int)IndParam.NumParam[1].Value;
int prev = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int firstBar = period + 2;
double[] ATR = new double[Bars];
for (int bar = 1; bar < Bars; bar++)
ATR[bar] = Math.Max(High[bar], Close[bar - 1]) - Math.Min(Low[bar], Close[bar - 1]);
ATR = MovingAverage(period, 0, maMethod, ATR);
double[] ATRStop = new double[Bars];
double minStop = 5 * Point;
for (int bar = firstBar; bar < Bars - prev; bar++)
ATRStop[bar + prev] = Math.Max(ATR[bar] * multipl, minStop);
// Saving the components
Component = new IndicatorComp[2];
Component[0] = new IndicatorComp();
Component[0].CompName = "ATR Stop margin";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].FirstBar = firstBar;
Component[0].ShowInDynInfo = false;
Component[0].Value = ATRStop;
Component[1] = new IndicatorComp();
Component[1].CompName = "ATR Stop for the transferred position";
Component[1].DataType = IndComponentType.Other;
Component[1].ShowInDynInfo = false;
Component[1].FirstBar = firstBar;
Component[1].Value = new double[Bars];
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
MAMethod maMethod = (MAMethod)IndParam.ListParam[1].Index;
int iPeriod = (int)IndParam.NumParam[0].Value;
int iSmoothing = (int)IndParam.NumParam[1].Value;
int dLevel = (int)IndParam.NumParam[2].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iPeriod + iSmoothing + iPrvs + 2;
double[] adR = new double[Bars];
double dMin = double.MaxValue;
double dMax = double.MinValue;
for (int iBar = iPeriod; iBar < Bars; iBar++)
{
dMin = double.MaxValue;
dMax = double.MinValue;
for (int index = 0; index < iPeriod; index++)
{
if (High[iBar - index] > dMax)
{
dMax = High[iBar - index];
}
if (Low [iBar - index] < dMin)
{
dMin = Low [iBar - index];
}
}
adR[iBar] = -100 * (dMax - Close[iBar]) / (dMax - dMin);
}
double[] adRSmoothed = MovingAverage(iSmoothing, 0, maMethod, adR);
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "%R";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.Teal;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adRSmoothed;
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 %R rises":
indLogic = IndicatorLogic.The_indicator_rises;
SpecialValues = new double[1] {
-50
};
break;
case "The %R falls":
indLogic = IndicatorLogic.The_indicator_falls;
SpecialValues = new double[1] {
-50
};
break;
case "The %R is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[2] {
dLevel, -100 - dLevel
};
break;
case "The %R is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[2] {
dLevel, -100 - dLevel
};
break;
case "The %R crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[2] {
dLevel, -100 - dLevel
};
break;
case "The %R crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[2] {
dLevel, -100 - dLevel
};
break;
case "The %R changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
SpecialValues = new double[1] {
-50
};
break;
case "The %R changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
SpecialValues = new double[1] {
-50
};
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adRSmoothed, dLevel, -100 - dLevel, ref Component[1], ref Component[2], indLogic);
return;
}
