Source »
ADX - source code
// Forex Strategy Builder
// Copyright (c) 2006 - 2008 Miroslav Popov - All rights reserved!
// http://forexsb.com
// info(a)forexsb.com
//
// Last changed on: 2006-09-01
using System;
using System.Drawing;
namespace Forex_Strategy_Builder
{
/// <summary>
/// Indicator: ADX
/// </summary>
public class ADX : Indicator
{
/// <summary>
/// The default constructor.
/// </summary>
public ADX()
{
}
/// <summary>
/// Sets the default parameters for the designated slot type.
/// </summary>
/// <param name="slotType">The slot type.</param>
public ADX(SlotTypes slotType)
{
sIndicatorName = "ADX";
parameters = new IndicatorParam();
component = new IndicatorComp[] { };
fMinValue = 0;
//fMaxValue = 100;
bSeparatedChart = true;
bIsCalculated = false;
// The indicator name.
parameters.IndicatorName = sIndicatorName;
// The slot type.
parameters.SlotType = slotType;
// The ComboBox parameters.
parameters.ListParam[0].Caption = "Logic";
parameters.ListParam[0].ItemList = new string[]
{
"The ADX rises",
"The ADX falls",
"The ADX is higher than the Level line",
"The ADX is lower than the Level line",
"The ADX crosses the Level line upward",
"The ADX crosses the Level line downward",
"The ADX changes its direction upward",
"The ADX changes its direction downward"
};
parameters.ListParam[0].Index = 0;
parameters.ListParam[0].Text = parameters.ListParam[0].ItemList[parameters.ListParam[0].Index];
parameters.ListParam[0].Enabled = true;
parameters.ListParam[0].ToolTip = "Logic of application of the indicator";
parameters.ListParam[1].Caption = "Smoothing method";
parameters.ListParam[1].ItemList = Enum.GetNames(typeof(MAMethod));
parameters.ListParam[1].Index = 2;
parameters.ListParam[1].Text = parameters.ListParam[1].ItemList[parameters.ListParam[1].Index];
parameters.ListParam[1].Enabled = true;
parameters.ListParam[1].ToolTip = "The Moving Average method used for smoothing the ADX value";
// The NumericUpDown parameters.
parameters.NumParam[0].Caption = "Period";
parameters.NumParam[0].Value = 14;
parameters.NumParam[0].Min = 1;
parameters.NumParam[0].Max = 200;
parameters.NumParam[0].Enabled = true;
parameters.NumParam[0].ToolTip = "The period of ADX";
parameters.NumParam[1].Caption = "Level";
parameters.NumParam[1].Value = 0;
parameters.NumParam[1].Min = 0;
parameters.NumParam[1].Max = 100;
parameters.NumParam[1].Point = 0;
parameters.NumParam[1].Enabled = true;
parameters.NumParam[1].ToolTip = "A critical level (for the appropriate logic)";
// The CheckBox parameters.
parameters.CheckParam[0].Caption = "Use previous bar value";
parameters.CheckParam[0].Checked = Data.Strategy.PrepareUsePrevBarValueCheckBox(slotType);
parameters.CheckParam[0].Enabled = true;
parameters.CheckParam[0].ToolTip = "Use the indicator value from the previous bar";
}
/// <summary>
/// Calculates the indicator's components.
/// </summary>
/// <param name="slotType">The slot type.</param>
public override void Calculate(SlotTypes slotType)
{
if (parameters.SlotType == SlotTypes.NotDefined) return;
// Reading the parameters
MAMethod maMethod = (MAMethod)Enum.GetValues(typeof(MAMethod)).GetValue(parameters.ListParam[1].Index);
int iPeriod = (int)parameters.NumParam[0].Value;
float fLevel = parameters.NumParam[1].Value;
int iPrvs = parameters.CheckParam[0].Checked ? 1 : 0;
//Calculation
int iFirstBar = 2 * iPeriod + 2;
float[] afADX = new float[Bars];
float[] afADIPos = new float[Bars];
float[] afADINeg = new float[Bars];
float[] afDIPos = new float[Bars];
float[] afDINeg = new float[Bars];
float[] afDX = new float[Bars];
float fHiDiff;
float fLoDiff;
float fTR;
afDIPos[0] = 0;
afDINeg[0] = 0;
for (int iBar = 1; iBar < Bars; iBar++)
{
fHiDiff = High[iBar] - High[iBar - 1];
fLoDiff = Low[iBar - 1] - Low[iBar];
fTR = Math.Max(Math.Abs(High[iBar] - Close[iBar - 1]), Math.Abs(Close[iBar - 1] - Low[iBar]));
fTR = Math.Max(Math.Abs(High[iBar] - Low[iBar]), fTR);
if (fHiDiff > 0 && fHiDiff > fLoDiff)
afDIPos[iBar] = 100 * fHiDiff / fTR;
else
afDIPos[iBar] = 0;
if (fLoDiff > 0 && fLoDiff > fHiDiff)
afDINeg[iBar] = 100 * fLoDiff / fTR;
else
afDINeg[iBar] = 0;
}
afADIPos = MovingAverage(iPeriod, 0, maMethod, afDIPos);
afADINeg = MovingAverage(iPeriod, 0, maMethod, afDINeg);
for (int iBar = 0; iBar < Bars; iBar++)
{
if (afADIPos[iBar] + afADINeg[iBar] == 0)
{
afDX[iBar] = 0f;
}
else
{
afDX[iBar] = 100 * Math.Abs((afADIPos[iBar] - afADINeg[iBar]) / (afADIPos[iBar] + afADINeg[iBar]));
}
}
afADX = MovingAverage(iPeriod, 0, maMethod, afDX);
// 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 = iFirstBar;
component[0].Value = afADX;
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 = iFirstBar;
component[1].Value = afADIPos;
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 = iFirstBar;
component[2].Value = afADINeg;
component[3] = new IndicatorComp();
component[3].ChartType = IndChartType.NoChart;
component[3].FirstBar = iFirstBar;
component[3].Value = new float[Bars];
component[4] = new IndicatorComp();
component[4].ChartType = IndChartType.NoChart;
component[4].FirstBar = iFirstBar;
component[4].Value = new float[Bars];
// Sets the component's type.
if (slotType == SlotTypes.OpenFilter)
{
component[3].DataType = IndComponentType.AllowOpenLong;
component[3].CompName = "Allows long positions opening";
component[4].DataType = IndComponentType.AllowOpenShort;
component[4].CompName = "Allows short positions opening";
}
else if (slotType == SlotTypes.CloseFilter)
{
component[3].DataType = IndComponentType.ForceCloseLong;
component[3].CompName = "Forces long positions closing";
component[4].DataType = IndComponentType.ForceCloseShort;
component[4].CompName = "Forces short positions closing";
}
// Calculation of the logic.
IndicatorLogic indLogic = IndicatorLogic.It_does_not_act_as_a_filter;
switch (parameters.ListParam[0].Text)
{
case "The ADX rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "The ADX falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "The ADX is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
afSpecValue = new float[1] { fLevel };
break;
case "The ADX is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
afSpecValue = new float[1] { fLevel };
break;
case "The ADX crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
afSpecValue = new float[1] { fLevel };
break;
case "The ADX crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
afSpecValue = new float[1] { fLevel };
break;
case "The ADX changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "The ADX changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
default:
break;
}
bIsCalculated = NoDirectionOscillatorLogic(iFirstBar, iPrvs, afADX, fLevel, ref component[3], indLogic);
component[4].Value = component[3].Value;
return;
}
}
}
Top
forexsb.com
or leave a message into the forum.