Source » Cumulative Sum - 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: Cumulative Sum
    /// </summary>
    public class Cumulative_Sum : Indicator
    {
        /// <summary>
        /// The default constructor.
        /// </summary>
        public Cumulative_Sum()
        {
        }

        /// <summary>
        /// Sets the default parameters for the designated slot type.
        /// </summary>
        /// <param name="slotType">The slot type.</param>
        public Cumulative_Sum(SlotTypes slotType)
        {
            sIndicatorName  = "Cumulative Sum";
            parameters      = new IndicatorParam();
            component       = new IndicatorComp[] { };
            fMaxValue       = float.MinValue;
            fMinValue       = float.MaxValue;
            bSeparatedChart = true;
            bIsCalculated   = false;

            typeOfIndicator = TypeOfIndicator.Additional;

            // 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 Cumulative Sum rises",
                "The Cumulative Sum falls",
                "The Cumulative Sum changes its direction upward",
                "The Cumulative Sum 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 Cumulative Sum";

            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 Cumulative Sum";

            parameters.ListParam[2].Caption  = "Base price";
            parameters.ListParam[2].ItemList = Enum.GetNames(typeof(BasePrice));
            parameters.ListParam[2].Index    = 3;
            parameters.ListParam[2].Text     = parameters.ListParam[2].ItemList[parameters.ListParam[2].Index];
            parameters.ListParam[2].Enabled  = true;
            parameters.ListParam[2].ToolTip = "The price the Cumulative Sum is based on";

            // The NumericUpDown parameters.
            parameters.NumParam[0].Caption = "Period";
            parameters.NumParam[0].Value   = 10;
            parameters.NumParam[0].Min     = 1;
            parameters.NumParam[0].Max     = 200;
            parameters.NumParam[0].Enabled = true;
            parameters.NumParam[0].ToolTip = "The period of Cumulative Sum";

            parameters.NumParam[1].Caption = "Additional smoothing";
            parameters.NumParam[1].Value   = 0;
            parameters.NumParam[1].Min     = 0;
            parameters.NumParam[1].Max     = 200;
            parameters.NumParam[1].Enabled = true;
            parameters.NumParam[1].ToolTip = "The value of smoothing period";

            // 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
            // 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;
            int iSmooth = (int)parameters.NumParam[1].Value;
            int iPrvs   = parameters.CheckParam[0].Checked ? 1 : 0;

            // Calculation
            int iFirstBar = iPeriod + 2;

            float[] afBasePrice = Price(basePrice);
            float[] afCumulSum = new float[Bars];

            afCumulSum[iPeriod - 1] = 0f;

            for (int iBar = 0; iBar < iPeriod; iBar++)
            {
                afCumulSum[iPeriod - 1] += afBasePrice[iBar];
            }

            for (int iBar = iPeriod; iBar < Bars; iBar++)
            {
                afCumulSum[iBar] = afCumulSum[iBar - 1] - afBasePrice[iBar - iPeriod] + afBasePrice[iBar];
            }

            afCumulSum = MovingAverage(iSmooth, 0, maMethod, afCumulSum);

            // 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      = afCumulSum;

            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 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;
            }

            bIsCalculated = OscillatorLogic(iFirstBar, iPrvs, afCumulSum, 0, 0, ref component[1], ref component[2], indLogic);
            return;
        }
    }
}

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