/// <summary> /// Richard Todd www.movethemarkets.com efficiently tracks sorted input over a rolling window. /// </summary> /// <returns></returns> public Z20091120SortedWindow Z20091120SortedWindow(Data.IDataSeries input, int length) { checkZ20091120SortedWindow.Length = length; length = checkZ20091120SortedWindow.Length; if (cacheZ20091120SortedWindow != null) { for (int idx = 0; idx < cacheZ20091120SortedWindow.Length; idx++) { if (cacheZ20091120SortedWindow[idx].Length == length && cacheZ20091120SortedWindow[idx].EqualsInput(input)) { return(cacheZ20091120SortedWindow[idx]); } } } Z20091120SortedWindow indicator = new Z20091120SortedWindow(); indicator.BarsRequired = BarsRequired; indicator.CalculateOnBarClose = CalculateOnBarClose; indicator.Input = input; indicator.Length = length; indicator.SetUp(); Z20091120SortedWindow[] tmp = new Z20091120SortedWindow[cacheZ20091120SortedWindow == null ? 1 : cacheZ20091120SortedWindow.Length + 1]; if (cacheZ20091120SortedWindow != null) { cacheZ20091120SortedWindow.CopyTo(tmp, 0); } tmp[tmp.Length - 1] = indicator; cacheZ20091120SortedWindow = tmp; Indicators.Add(indicator); return(indicator); }
/// <summary> /// This method is used to configure the indicator and is called once before any bar data is loaded. /// </summary> protected override void Initialize() { Add(new Plot(Color.FromKnownColor(KnownColor.Green), PlotStyle.Line, "ProxLine")); //CalculateOnBarClose = true; Overlay = true; PriceTypeSupported = false; dirup = new BoolSeries(this); Plots[0].Pen.Width = 3; med = null; }
protected override void OnStartUp() { _diff = new DataSeries(this); curL = new double[4]; oldL = new double[4]; sw = Z20091120SortedWindow(_diff, 5); fmax = Z20100527FastMAX(_diff, period); fmin = Z20100527FastMIN(_diff, period); }
/// <summary> /// This method is used to configure the indicator and is called once before any bar data is loaded. /// </summary> protected override void Initialize() { Add(new Plot(Color.FromKnownColor(KnownColor.Green), PlotStyle.Line, "UpLine")); Add(new Plot(Color.FromKnownColor(KnownColor.Red), PlotStyle.Line, "DnLine")); Add(new Plot(Color.FromKnownColor(KnownColor.Yellow), PlotStyle.Line, "NeutLine")); //CalculateOnBarClose = true; Overlay = true; PriceTypeSupported = false; maval = new DataSeries(this); dirup = new BoolSeries(this); Plots[0].Pen.Width = 3; Plots[1].Pen.Width = 3; Plots[2].Pen.Width = 3; colorizer = null; med = null; }
/// <summary> /// Called on each bar update event (incoming tick) /// </summary> protected override void OnBarUpdate() { if (med == null) { med = Z20091120SortedWindow(Median, windowLength); } if (CurrentBar < (windowLength + 1)) { Value.Set(Median[0]); dirup.Set(true); return; } double slope = calcSlope(lookback); if ((med[0] > med[1]) && (slope <= 0)) { Value.Set(Value[1]); } else if ((med[0] < med[1]) && (slope >= 0)) { Value.Set(Value[1]); } else { // either everything is flat, or the // med and slope agree... bool assumeUp = (slope > 0); if (slope == 0) { if (med[0] != med[1]) { assumeUp = (med[0] > med[1]); } else { assumeUp = dirup[1]; } } if (assumeUp) { Value.Set(Math.Max(Value[1], med[0])); } else { Value.Set(Math.Min(Value[1], med[0])); } /* if( (Value[1] == Value[2]) && * (med[1] != med[2]) ) { * Value.Set(Median[0]); * med.Set(Median[0]); * } */ } if (Value[0] > Value[1]) { dirup.Set(true); } else if (Value[0] < Value[1]) { dirup.Set(false); } else { dirup.Set(dirup[1]); } bool upbar = ((Close[0] > Open[0]) || (Close[0] == High[0])); bool dnbar = ((Close[0] < Open[0]) || (Close[0] == Low[0])); if (!dirup[0] && dirup[1] && upbar) { dirup.Set(true); Value.Set(Value[1]); } if (dirup[0] && !dirup[1] && dnbar) { dirup.Set(false); Value.Set(Value[1]); } if (!dirup[0] && dirup[1] && (Value[1] <= (High[0] + tolerance * TickSize))) { dirup.Set(true); Value.Set(Value[1]); } if (dirup[0] && !dirup[1] && (Value[1] >= (Low[0] - tolerance * TickSize))) { dirup.Set(false); Value.Set(Value[1]); } if ((Value[0] > Value[1]) && dnbar) { Value.Set(Value[1]); } if ((Value[0] < Value[1]) && upbar) { Value.Set(Value[1]); } }
/// <summary> /// Called on each bar update event (incoming tick) /// </summary> protected override void OnBarUpdate() { if (colorizer == null) { colorizer = Z20091221Colorizer3(maval, colorMethod, colorParam); med = Z20091120SortedWindow(Median, windowLength); } if (CurrentBar < (windowLength + 1)) { maval.Set(Median[0]); dirup.Set(true); return; } double slope = calcSlope(lookback); if ((med[0] > med[1]) && (slope <= 0)) { maval.Set(maval[1]); } else if ((med[0] < med[1]) && (slope >= 0)) { maval.Set(maval[1]); } else { // either everything is flat, or the // med and slope agree... bool assumeUp = (slope > 0); if (slope == 0) { if (med[0] != med[1]) { assumeUp = (med[0] > med[1]); } else { assumeUp = dirup[1]; } } if (assumeUp) { maval.Set(Math.Max(maval[1], med[0])); } else { maval.Set(Math.Min(maval[1], med[0])); } /* if( (maval[1] == maval[2]) && * (med[1] != med[2]) ) { * maval.Set(Median[0]); * med.Set(Median[0]); * } */ } if (maval[0] > maval[1]) { dirup.Set(true); } else if (maval[0] < maval[1]) { dirup.Set(false); } else { dirup.Set(dirup[1]); } bool upbar = ((Close[0] > Open[0]) || (Close[0] == High[0])); bool dnbar = ((Close[0] < Open[0]) || (Close[0] == Low[0])); if (!dirup[0] && dirup[1] && upbar) { dirup.Set(true); maval.Set(maval[1]); } if (dirup[0] && !dirup[1] && dnbar) { dirup.Set(false); maval.Set(maval[1]); } if (!dirup[0] && dirup[1] && (maval[1] <= (High[0] + tolerance * TickSize))) { dirup.Set(true); maval.Set(maval[1]); } if (dirup[0] && !dirup[1] && (maval[1] >= (Low[0] - tolerance * TickSize))) { dirup.Set(false); maval.Set(maval[1]); } if ((maval[0] > maval[1]) && dnbar) { maval.Set(maval[1]); } if ((maval[0] < maval[1]) && upbar) { maval.Set(maval[1]); } colorizer.drawColor(this, 0, 1, 2); }