Source » Awesome Oscillator - 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;

namespace Forex_Strategy_Builder
{
    /// <summary>
    /// Indicator: Awesome Oscillator
    /// </summary>
    public class Awesome_Oscillator : Indicator
    {
        /// <summary>
        /// The default constructor.
        /// </summary>
        public Awesome_Oscillator()
        {
        }
        /// <summary>
        /// Sets the default parameters for the designated slot type.
        /// </summary>
        /// <param name="slotType">The slot type.</param>
        public Awesome_Oscillator(SlotTypes slotType)
        {
            sIndicatorName  = "Awesome Oscillator";
            parameters      = new IndicatorParam();
            component       = new IndicatorComp[] { };
            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 AO rises",
                "The AO falls",
                "The AO is higher than the Level line",
                "The AO is lower than the Level line",
                "The AO crosses the Level line upward",
                "The AO crosses the Level line downward",
                "The AO changes its direction upward",
                "The AO 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    = 0;
            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 values";

            parameters.ListParam[2].Caption  = "Base price";
            parameters.ListParam[2].ItemList = Enum.GetNames(typeof(BasePrice));
            parameters.ListParam[2].Index    = 4;
            parameters.ListParam[2].Text     = parameters.ListParam[2].ItemList[parameters.ListParam[2].Index];
            parameters.ListParam[2].Enabled  = true;
            parameters.ListParam[2].ToolTip  = "The price the indicator is based on";

            // The NumericUpDown parameters.
            parameters.NumParam[0].Caption = "Slow MA period";
            parameters.NumParam[0].Value   = 34;
            parameters.NumParam[0].Min     = 1;
            parameters.NumParam[0].Max     = 200;
            parameters.NumParam[0].Enabled = true;
            parameters.NumParam[0].ToolTip = "The period of slow Moving Average";

            parameters.NumParam[1].Caption = "Fast MA period";
            parameters.NumParam[1].Value   = 5;
            parameters.NumParam[1].Min     = 1;
            parameters.NumParam[1].Max     = 200;
            parameters.NumParam[1].Enabled = true;
            parameters.NumParam[1].ToolTip = "The period of fast Moving Average";

            parameters.NumParam[3].Caption = "Level";
            parameters.NumParam[3].Value   = 0;
            parameters.NumParam[3].Min     = -10;
            parameters.NumParam[3].Max     = 10;
            parameters.NumParam[3].Point   = 4;
            parameters.NumParam[3].Enabled = true;
            parameters.NumParam[3].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);
            BasePrice basePrice = (BasePrice)Enum.GetValues(typeof(BasePrice)).GetValue(parameters.ListParam[2].Index);
            int       nSlow     = (int)parameters.NumParam[0].Value;
            int       nFast     = (int)parameters.NumParam[1].Value;
            float     fLevel    =      parameters.NumParam[3].Value;
            int       iPrvs     =      parameters.CheckParam[0].Checked ? 1 : 0;

            // Calculation
            int iFirstBar = nSlow + 2;

            float[] smaSlow = MovingAverage(nSlow, 0, maMethod, Price(basePrice));
            float[] smaFast = MovingAverage(nFast, 0, maMethod, Price(basePrice));
            float[] afAO    = new float[Bars];

            for (int iBar = nSlow - 1; iBar < Bars; iBar++)
            {
                afAO[iBar] = smaFast[iBar] - smaSlow[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     = afAO;

            component[1]           = new IndicatorComp();
            component[1].ChartType = IndChartType.NoChart;
            component[1].FirstBar  = iFirstBar;
            component[1].Value     = new float[Bars];

            component[2]           = new IndicatorComp();
            component[2].ChartType = IndChartType.NoChart;
            component[2].FirstBar  = iFirstBar;
            component[2].Value     = new float[Bars];

            // Sets the component's type.
            if (slotType == SlotTypes.OpenFilter)
            {
                component[1].DataType = IndComponentType.AllowOpenLong;
                component[1].CompName = "Allows long positions opening";
                component[2].DataType = IndComponentType.AllowOpenShort;
                component[2].CompName = "Allows short positions opening";
            }
            else if (slotType == SlotTypes.CloseFilter)
            {
                component[1].DataType = IndComponentType.ForceCloseLong;
                component[1].CompName = "Forces long positions closing";
                component[2].DataType = IndComponentType.ForceCloseShort;
                component[2].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 AO rises":
                    indLogic = IndicatorLogic.The_indicator_rises;
                    afSpecValue = new float[1] { 0f };
                    break;

                case "The AO falls":
                    indLogic = IndicatorLogic.The_indicator_falls;
                    afSpecValue = new float[1] { 0f };
                    break;

                case "The AO is higher than the Level line":
                    indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
                    afSpecValue = new float[2] { fLevel, -fLevel };
                    break;

                case "The AO is lower than the Level line":
                    indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
                    afSpecValue = new float[2] { fLevel, -fLevel };
                    break;

                case "The AO crosses the Level line upward":
                    indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
                    afSpecValue = new float[2] { fLevel, -fLevel };
                    break;

                case "The AO crosses the Level line downward":
                    indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
                    afSpecValue = new float[2] { fLevel, -fLevel };
                    break;

                case "The AO changes its direction upward":
                    indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
                    afSpecValue = new float[1] { 0f };
                    break;

                case "The AO changes its direction downward":
                    indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
                    afSpecValue = new float[1] { 0f };
                    break;

                default:
                    break;
            }

            bIsCalculated = OscillatorLogic(iFirstBar, iPrvs, afAO, fLevel, -fLevel, ref component[1], ref component[2], indLogic);

            return;
        }
    }
}

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