Technical Indicators » Detrended Oscillator

01 // Detrended Oscillator Indicator
02 // Last changed on 2009-05-05
03 // Part of Forex Strategy Builder v2.8.3.7+
04 // Website http://forexsb.com/
05 // Copyright (c) 2006 - 2009 Miroslav Popov - All rights reserved.
06 // This code or any part of it cannot be used in other applications without a permission.
07 
08 using System;
09 using System.Drawing;
10 
11 namespace Forex_Strategy_Builder
12 {
13     /// <summary>
14     /// Detrended Oscillator Indicator
15     /// </summary>
16     public class Detrended_Oscillator : Indicator
17     {
18         /// <summary>
19         /// Sets the default indicator parameters for the designated slot type
20         /// </summary>
21         public Detrended_Oscillator(SlotTypes slotType)
22         {
23             // General properties
24             IndicatorName  = "Detrended Oscillator";
25             PossibleSlots  = SlotTypes.OpenFilter | SlotTypes.CloseFilter;
26             SeparatedChart = true;
27 
28             // Setting up the indicator parameters
29             IndParam = new IndicatorParam();
30             IndParam.IndicatorName = IndicatorName;
31             IndParam.SlotType      = slotType;
32 
33             // The ComboBox parameters
34             IndParam.ListParam[0].Caption  = "Logic";
35             IndParam.ListParam[0].ItemList = new string[]
36             {
37                 "The Detrended Oscillator rises",
38                 "The Detrended Oscillator falls",
39                 "The Detrended Oscillator is higher than the zero line",
40                 "The Detrended Oscillator is lower than the zero line",
41                 "The Detrended Oscillator crosses the zero line upward",
42                 "The Detrended Oscillator crosses the zero line downward",
43                 "The Detrended Oscillator changes its direction upward",
44                 "The Detrended Oscillator changes its direction downward"
45             };
46             IndParam.ListParam[0].Index   = 0;
47             IndParam.ListParam[0].Text    = IndParam.ListParam[0].ItemList[IndParam.ListParam[0].Index];
48             IndParam.ListParam[0].Enabled = true;
49             IndParam.ListParam[0].ToolTip = "Logic of application of the indicator.";
50 
51             IndParam.ListParam[1].Caption  = "Smoothing method MA1";
52             IndParam.ListParam[1].ItemList = Enum.GetNames(typeof(MAMethod));
53             IndParam.ListParam[1].Index    = (int)MAMethod.Simple;
54             IndParam.ListParam[1].Text     = IndParam.ListParam[1].ItemList[IndParam.ListParam[1].Index];
55             IndParam.ListParam[1].Enabled  = true;
56             IndParam.ListParam[1].ToolTip  = "The method of smoothing of MA1.";
57 
58             IndParam.ListParam[2].Caption  = "Smoothing method MA2";
59             IndParam.ListParam[2].ItemList = Enum.GetNames(typeof(MAMethod));
60             IndParam.ListParam[2].Index    = (int)MAMethod.Simple;
61             IndParam.ListParam[2].Text     = IndParam.ListParam[2].ItemList[IndParam.ListParam[2].Index];
62             IndParam.ListParam[2].Enabled  = true;
63             IndParam.ListParam[2].ToolTip  = "The method of smoothing of MA2.";
64 
65             IndParam.ListParam[3].Caption  = "Base price";
66             IndParam.ListParam[3].ItemList = Enum.GetNames(typeof(BasePrice));
67             IndParam.ListParam[3].Index    = (int)BasePrice.Close;
68             IndParam.ListParam[3].Text     = IndParam.ListParam[3].ItemList[IndParam.ListParam[3].Index];
69             IndParam.ListParam[3].Enabled  = true;
70             IndParam.ListParam[3].ToolTip  = "The price the MA is based on.";
71 
72             // The NumericUpDown parameters
73             IndParam.NumParam[0].Caption = "Period MA1";
74             IndParam.NumParam[0].Value   = 13;
75             IndParam.NumParam[0].Min     = 1;
76             IndParam.NumParam[0].Max     = 100;
77             IndParam.NumParam[0].Enabled = true;
78             IndParam.NumParam[0].ToolTip = "The smoothing period of MA1.";
79 
80             IndParam.NumParam[1].Caption = "Period MA2";
81             IndParam.NumParam[1].Value   = 3;
82             IndParam.NumParam[1].Min     = 1;
83             IndParam.NumParam[1].Max     = 100;
84             IndParam.NumParam[1].Enabled = true;
85             IndParam.NumParam[1].ToolTip = "The smoothing period of MA2.";
86 
87             // The CheckBox parameters
88             IndParam.CheckParam[0].Caption = "Use previous bar value";
89             IndParam.CheckParam[0].Checked = PrepareUsePrevBarValueCheckBox(slotType);
90             IndParam.CheckParam[0].Enabled = true;
91             IndParam.CheckParam[0].ToolTip = "Use the indicator value from the previous bar.";
92 
93             return;
94         }
95 
96         /// <summary>
97         /// Calculates the indicator's components
98         /// </summary>
99         public override void Calculate(SlotTypes slotType)
100         {
101             // Reading the parameters
102             MAMethod  maMethod1 = (MAMethod)IndParam.ListParam[1].Index;
103             MAMethod  maMethod2 = (MAMethod)IndParam.ListParam[2].Index;
104             BasePrice price     = (BasePrice)IndParam.ListParam[3].Index;
105             int iPeriod1  = (int)IndParam.NumParam[0].Value;
106             int iPeriod2  = (int)IndParam.NumParam[1].Value;
107             int iPrvs     = IndParam.CheckParam[0].Checked ? 1 : 0;
108 
109             // Calculation
110             int iFirstBar = iPeriod1 + iPeriod2 + 1;
111 
112             double[] adPrice = Price(price);
113             double[] adMA    = MovingAverage(iPeriod1, 0, maMethod1, adPrice);
114             double[] adMAPr  = new double[Bars];
115 
116             for (int iBar = 0; iBar < Bars; iBar++)
117             {
118                 adMAPr[iBar] = adPrice[iBar] - adMA[iBar];
119             }
120 
121             double[] adDO = MovingAverage(iPeriod2, 0, maMethod2, adMAPr);
122 
123             // Saving the components
124             Component = new IndicatorComp[3];
125 
126             Component[0] = new IndicatorComp();
127             Component[0].CompName   = "Detrended Oscillator";
128             Component[0].DataType   = IndComponentType.IndicatorValue;
129             Component[0].ChartType  = IndChartType.Line;
130             Component[0].ChartColor = Color.LightSeaGreen;
131             Component[0].FirstBar   = iFirstBar;
132             Component[0].Value      = adDO;
133 
134             Component[1] = new IndicatorComp();
135             Component[1].ChartType = IndChartType.NoChart;
136             Component[1].FirstBar  = iFirstBar;
137             Component[1].Value     = new double[Bars];
138 
139             Component[2] = new IndicatorComp();
140             Component[2].ChartType = IndChartType.NoChart;
141             Component[2].FirstBar  = iFirstBar;
142             Component[2].Value     = new double[Bars];
143 
144             // Sets the Component's type
145             if (slotType == SlotTypes.OpenFilter)
146             {
147                 Component[1].DataType = IndComponentType.AllowOpenLong;
148                 Component[1].CompName = "Is long entry allowed";
149                 Component[2].DataType = IndComponentType.AllowOpenShort;
150                 Component[2].CompName = "Is short entry allowed";
151             }
152             else if (slotType == SlotTypes.CloseFilter)
153             {
154                 Component[1].DataType = IndComponentType.ForceCloseLong;
155                 Component[1].CompName = "Close out long position";
156                 Component[2].DataType = IndComponentType.ForceCloseShort;
157                 Component[2].CompName = "Close out short position";
158             }
159 
160             // Calculation of the logic
161             IndicatorLogic indLogic = IndicatorLogic.It_does_not_act_as_a_filter;
162 
163             switch (IndParam.ListParam[0].Text)
164             {
165                 case "The Detrended Oscillator rises":
166                     indLogic = IndicatorLogic.The_indicator_rises;
167                     break;
168 
169                 case "The Detrended Oscillator falls":
170                     indLogic = IndicatorLogic.The_indicator_falls;
171                     break;
172 
173                 case "The Detrended Oscillator is higher than the zero line":
174                     indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
175                     break;
176 
177                 case "The Detrended Oscillator is lower than the zero line":
178                     indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
179                     break;
180 
181                 case "The Detrended Oscillator crosses the zero line upward":
182                     indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
183                     break;
184 
185                 case "The Detrended Oscillator crosses the zero line downward":
186                     indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
187                     break;
188 
189                 case "The Detrended Oscillator changes its direction upward":
190                     indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
191                     break;
192 
193                 case "The Detrended Oscillator changes its direction downward":
194                     indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
195                     break;
196 
197                 default:
198                     break;
199             }
200 
201             OscillatorLogic(iFirstBar, iPrvs, adDO, 0, 0, ref Component[1], ref Component[2], indLogic);
202 
203             return;
204         }
205 
206         /// <summary>
207         /// Sets the indicator logic description
208         /// </summary>
209         public override void SetDescription(SlotTypes slotType)
210         {
211             EntryFilterLongDescription  = "the " + ToString() + " ";
212             EntryFilterShortDescription = "the " + ToString() + " ";
213             ExitFilterLongDescription   = "the " + ToString() + " ";
214             ExitFilterShortDescription  = "the " + ToString() + " ";
215 
216             switch (IndParam.ListParam[0].Text)
217             {
218                 case "The Detrended Oscillator rises":
219                     EntryFilterLongDescription  += "rises";
220                     EntryFilterShortDescription += "falls";
221                     ExitFilterLongDescription   += "rises";
222                     ExitFilterShortDescription  += "falls";
223                     break;
224 
225                 case "The Detrended Oscillator falls":
226                     EntryFilterLongDescription  += "falls";
227                     EntryFilterShortDescription += "rises";
228                     ExitFilterLongDescription   += "falls";
229                     ExitFilterShortDescription  += "rises";
230                     break;
231 
232                 case "The Detrended Oscillator is higher than the zero line":
233                     EntryFilterLongDescription  += "is higher than the zero line";
234                     EntryFilterShortDescription += "is lower than the zero line";
235                     ExitFilterLongDescription   += "is higher than the zero line";
236                     ExitFilterShortDescription  += "is lower than the zero line";
237                     break;
238 
239                 case "The Detrended Oscillator is lower than the zero line":
240                     EntryFilterLongDescription  += "is lower than the zero line";
241                     EntryFilterShortDescription += "is higher than the zero line";
242                     ExitFilterLongDescription   += "is lower than the zero line";
243                     ExitFilterShortDescription  += "is higher than the zero line";
244                     break;
245 
246                 case "The Detrended Oscillator crosses the zero line upward":
247                     EntryFilterLongDescription  += "crosses the zero line upward";
248                     EntryFilterShortDescription += "crosses the zero line downward";
249                     ExitFilterLongDescription   += "crosses the zero line upward";
250                     ExitFilterShortDescription  += "crosses the zero line downward";
251                     break;
252 
253                 case "The Detrended Oscillator crosses the zero line downward":
254                     EntryFilterLongDescription  += "crosses the zero line downward";
255                     EntryFilterShortDescription += "crosses the zero line upward";
256                     ExitFilterLongDescription   += "crosses the zero line downward";
257                     ExitFilterShortDescription  += "crosses the zero line upward";
258                     break;
259 
260                 case "The Detrended Oscillator changes its direction upward":
261                     EntryFilterLongDescription  += "changes its direction upward";
262                     EntryFilterShortDescription += "changes its direction downward";
263                     ExitFilterLongDescription   += "changes its direction upward";
264                     ExitFilterShortDescription  += "changes its direction downward";
265                     break;
266 
267                 case "The Detrended Oscillator changes its direction downward":
268                     EntryFilterLongDescription  += "changes its direction downward";
269                     EntryFilterShortDescription += "changes its direction upward";
270                     ExitFilterLongDescription   += "changes its direction downward";
271                     ExitFilterShortDescription  += "changes its direction upward";
272                     break;
273 
274                 default:
275                     break;
276             }
277 
278             return;
279         }
280 
281         /// <summary>
282         /// Indicator to string
283         /// </summary>
284         public override string ToString()
285         {
286             string sString = IndicatorName +
287                 (IndParam.CheckParam[0].Checked ? "* (" : " (") +
288                 IndParam.ListParam[1].Text         + ", " + // Method1
289                 IndParam.NumParam[0].ValueToString + ", " + // Period1
290                 IndParam.ListParam[2].Text         + ", " + // Method2
291                 IndParam.NumParam[1].ValueToString + ", " + // Period2
292                 IndParam.ListParam[3].Text         + ")";   // Price
293 
294             return sString;
295         }
296     }
297 }

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