Source » Data Bars Filter - source code

// Forex Strategy Builder
// Copyright (c) 2006 - 2008 Miroslav Popov - All rights reserved!
// http://forexsb.com
// info(a)forexsb.com
//
// Last changed on: 2007-01-17

using System;
using System.Drawing;

namespace Forex_Strategy_Builder
{
    /// <summary>
    /// indicator: Data Bars Filter
    /// </summary>
    public class Data_Bars_Filter : Indicator
    {
        /// <summary>
        /// The default constructor.
        /// </summary>
        public Data_Bars_Filter()
        {
        }

        /// <summary>
        /// Sets the default parameters for the designated slot type.
        /// </summary>
        /// <param name="slotType">The slot type.</param>
        public Data_Bars_Filter(SlotTypes slotType)
        {
            sIndicatorName  = "Data Bars Filter";
            parameters      = new IndicatorParam();
            component       = new IndicatorComp[] { };
            bIsCalculated   = false;

            typeOfIndicator = TypeOfIndicator.DateTime;

            // 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[]
            {
                "Do not use the newest 'n' bars",
                "Do not use the oldest 'm' bars",
                "Do not use the newest 'n' bars and oldest 'm' bars",
                "Use the newest 'n' bars only",
            };
            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 = "Specify the entry bars";

            // The NumericUpDown parameters.
            parameters.NumParam[0].Caption = "Newest 'n' bars";
            parameters.NumParam[0].Value   = 1000;
            parameters.NumParam[0].Min     = 0;
            parameters.NumParam[0].Max     = 100000;
            parameters.NumParam[0].Enabled = true;
            parameters.NumParam[0].ToolTip = "The number of newest bars";

            parameters.NumParam[1].Caption = "Oldest 'm' bars";
            parameters.NumParam[1].Value   = 0;
            parameters.NumParam[1].Min     = 0;
            parameters.NumParam[1].Max     = 100000;
            parameters.NumParam[1].Enabled = true;
            parameters.NumParam[1].ToolTip = "The number of oldest bars";
        }

        /// <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
            int iNewest = (int)parameters.NumParam[0].Value;
            int iOldest = (int)parameters.NumParam[1].Value;

            // Calculation
            int iFirstBar = 0;
            float[] afBars = new float[Bars];

            // Calculation of the logic.
            switch (parameters.ListParam[0].Text)
            {
                case "Use the newest 'n' bars only":

                    iFirstBar = (int)Math.Max(0, Bars - iNewest);
                    iFirstBar = (int)Math.Min(iFirstBar, Bars - 300);
                    
                    for (int iBar = iFirstBar; iBar < Bars; iBar++)
                    {
                        afBars[iBar] = 1;
                    }

                    break;

                case "Do not use the newest 'n' bars":

                    for (int iBar = iFirstBar; iBar < Bars - iNewest; iBar++)
                    {
                        afBars[iBar] = 1;
                    }

                    break;

                case "Do not use the oldest 'm' bars":

                    iFirstBar = (int)Math.Min(iOldest, Bars - 300);

                    for (int iBar = iFirstBar; iBar < Bars; iBar++)
                    {
                        afBars[iBar] = 1;
                    }

                    break;

                case "Do not use the newest 'n' bars and oldest 'm' bars":

                    iFirstBar = (int)Math.Min(iOldest, Bars - 300);

                    int iLastBar = (int)Math.Max(iFirstBar + 300, Bars - iNewest);

                    for (int iBar = iFirstBar; iBar < iLastBar; iBar++)
                    {
                        afBars[iBar] = 1;
                    }

                    break;

                default:
                    break;
            }

            // Saving the components
            component = new IndicatorComp[2];

            component[0] = new IndicatorComp();
            component[0].CompName  = "(No) Used bars";
            component[0].DataType  = IndComponentType.AllowOpenLong;
            component[0].ChartType = IndChartType.NoChart;
            component[0].ShowInDynInfo = false;
            component[0].FirstBar  = iFirstBar;
            component[0].Value     = afBars;

            component[1] = new IndicatorComp();
            component[1].CompName  = "(No) Used bars";
            component[1].DataType  = IndComponentType.AllowOpenShort;
            component[1].ChartType = IndChartType.NoChart;
            component[1].ShowInDynInfo = false;
            component[1].FirstBar  = iFirstBar;
            component[1].Value     = afBars;

            bIsCalculated = true;
        }
    }
}

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