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Commodity Channel Index - 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: Commodity Channel Index
/// </summary>
public class Commodity_Channel_Index : Indicator
{
/// <summary>
/// The default constructor.
/// </summary>
public Commodity_Channel_Index()
{
}
/// <summary>
/// Sets the default parameters for the designated slot type.
/// </summary>
/// <param name="slotType">The slot type.</param>
public Commodity_Channel_Index(SlotTypes slotType)
{
sIndicatorName = "Commodity Channel Index";
parameters = new IndicatorParam();
component = new IndicatorComp[] { };
afSpecValue = new float[3] { -100f, 0f, 100f };
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 CCI rises",
"The CCI falls",
"The CCI is higher than the Level line",
"The CCI is lower than the Level line",
"The CCI crosses the Level line upward",
"The CCI crosses the Level line downward",
"The CCI changes its direction upward",
"The CCI 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 CCI value";
parameters.ListParam[2].Caption = "Base price";
parameters.ListParam[2].ItemList = Enum.GetNames(typeof(BasePrice));
parameters.ListParam[2].Index = 5;
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 = "Smoothing 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 smoothing used in the calculations";
parameters.NumParam[1].Caption = "Level";
parameters.NumParam[1].Value = 100;
parameters.NumParam[1].Min = -1000;
parameters.NumParam[1].Max = 1000;
parameters.NumParam[1].Enabled = true;
parameters.NumParam[1].ToolTip = "A critical level (for the appropriate logic)";
parameters.NumParam[2].Caption = "Multiplier";
parameters.NumParam[2].Value = 0.015f;
parameters.NumParam[2].Min = 0;
parameters.NumParam[2].Max = 10;
parameters.NumParam[2].Point = 3;
parameters.NumParam[2].Enabled = true;
parameters.NumParam[2].ToolTip = "The multiplier value";
// 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 iPeriod = (int)parameters.NumParam[0].Value;
float fLevel = parameters.NumParam[1].Value;
float fMultiplier = parameters.NumParam[2].Value;
int iPrvs = parameters.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iPeriod + 2;
float[] afBasePrice = Price(basePrice);
float[] afMABasePrice = MovingAverage(iPeriod, 0, maMethod, afBasePrice);
float[] afDeltaABS = new float[Bars];
for (int iBar = 1; iBar < Bars; iBar++)
{
float delta = afBasePrice[iBar] - afMABasePrice[iBar];
afDeltaABS[iBar] = delta > 0 ? delta : -delta;
}
float[] afMADeltaABS = MovingAverage(iPeriod, 0, MAMethod.Simple, afDeltaABS);
float[] afCCI = new float[Bars];
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
if (afMADeltaABS[iBar] != 0f)
afCCI[iBar] = (afBasePrice[iBar] - afMABasePrice[iBar]) / fMultiplier / afMADeltaABS[iBar];
else
afCCI[iBar] = 0f;
}
// Saving the components
component = new IndicatorComp[3];
component[0] = new IndicatorComp();
component[0].CompName = "CCI";
component[0].DataType = IndComponentType.IndicatorValue;
component[0].ChartType = IndChartType.Line;
component[0].ChartColor = Color.RoyalBlue;
component[0].FirstBar = iFirstBar;
component[0].Value = afCCI;
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 CCI rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "The CCI falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "The CCI is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
afSpecValue = new float[3] { fLevel, 0f, - fLevel };
break;
case "The CCI is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
afSpecValue = new float[3] { fLevel, 0f, -fLevel };
break;
case "The CCI crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
afSpecValue = new float[3] { fLevel, 0f, -fLevel };
break;
case "The CCI crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
afSpecValue = new float[3] { fLevel, 0f, -fLevel };
break;
case "The CCI changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "The CCI changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
default:
break;
}
bIsCalculated = OscillatorLogic(iFirstBar, iPrvs, afCCI, fLevel, - fLevel, ref component[1], ref component[2], indLogic);
}
}
}
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