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DeMarker - 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: DeMarker
/// </summary>
public class DeMarker : Indicator
{
/// <summary>
/// The default constructor.
/// </summary>
public DeMarker()
{
}
/// <summary>
/// Sets the default parameters for the designated slot type.
/// </summary>
/// <param name="slotType">The slot type.</param>
public DeMarker(SlotTypes slotType)
{
sIndicatorName = "DeMarker";
parameters = new IndicatorParam();
component = new IndicatorComp[] { };
afSpecValue = new float[1] {0.5f};
fMinValue = 0f;
fMaxValue = 1f;
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 DeMarker rises",
"The DeMarker falls",
"The DeMarker is higher than the Level line",
"The DeMarker is lower than the Level line",
"The DeMarker crosses the Level line upward",
"The DeMarker crosses the Level line downward",
"The DeMarker changes its direction upward",
"The DeMarker 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 DeMarker value";
// 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 of the DeMarker value";
parameters.NumParam[1].Caption = "Level";
parameters.NumParam[1].Value = 0.3f;
parameters.NumParam[1].Min = 0;
parameters.NumParam[1].Max = 1;
parameters.NumParam[1].Point = 2;
parameters.NumParam[1].Enabled = true;
parameters.NumParam[1].ToolTip = "A critical level (for the appropriate logic)";
}
/// <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;
// Calculation
int iFirstBar = iPeriod + 2;
float[] afDeMax = new float[Bars];
float[] afDeMin = new float[Bars];
float[] afDeMarker = new float[Bars];
for (int iBar = 1; iBar < Bars; iBar++)
{
afDeMax[iBar] = High[iBar] > High[iBar - 1] ? High[iBar] - High[iBar - 1] : 0;
afDeMin[iBar] = Low[iBar] < Low[iBar - 1] ? Low[iBar - 1] - Low[iBar] : 0;
}
float[] afDeMaxMA = MovingAverage(iPeriod, 0, maMethod, afDeMax);
float[] afDeMinMA = MovingAverage(iPeriod, 0, maMethod, afDeMin);
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
afDeMarker[iBar] = afDeMaxMA[iBar] / (afDeMaxMA[iBar] + afDeMinMA[iBar]);
}
// Saving the components
component = new IndicatorComp[3];
component[0] = new IndicatorComp();
component[0].CompName = "DeMarker";
component[0].DataType = IndComponentType.IndicatorValue;
component[0].ChartType = IndChartType.Line;
component[0].ChartColor = Color.RoyalBlue;
component[0].FirstBar = iFirstBar;
component[0].Value = afDeMarker;
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 DeMarker rises":
indLogic = IndicatorLogic.The_indicator_rises;
afSpecValue = new float[1] { 0.5f };
break;
case "The DeMarker falls":
indLogic = IndicatorLogic.The_indicator_falls;
afSpecValue = new float[1] { 0.5f };
break;
case "The DeMarker is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
afSpecValue = new float[2] { fLevel, 1 - fLevel };
break;
case "The DeMarker is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
afSpecValue = new float[2] { fLevel, 1 - fLevel };
break;
case "The DeMarker crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
afSpecValue = new float[2] { fLevel, 1 - fLevel };
break;
case "The DeMarker crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
afSpecValue = new float[2] { fLevel, 1 - fLevel };
break;
case "The DeMarker changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
afSpecValue = new float[1] { 0.5f };
break;
case "The DeMarker changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
afSpecValue = new float[1] { 0.5f };
break;
default:
break;
}
bIsCalculated = OscillatorLogic(iFirstBar, 1, afDeMarker, fLevel, 1 - fLevel, ref component[1], ref component[2], indLogic);
}
}
}
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