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Directional Indicators - 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 : Directional Indicators
/// </summary>
public class Directional_Indicators : Indicator
{
/// <summary>
/// The default constructor
/// </summary>
public Directional_Indicators()
{
}
/// <summary>
/// Sets the default parameters for the designated slot type
/// </summary>
/// <param name="slotType">The slot type.</param>
public Directional_Indicators(SlotTypes slotType)
{
sIndicatorName = "Directional Indicators";
parameters = new IndicatorParam();
component = new IndicatorComp[] { };
fMinValue = 0f;
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 ADI+ rises",
"The ADI+ falls",
"The ADI- rises",
"The ADI- falls",
"The ADI+ is higher than ADI-",
"The ADI+ is lower than ADI-",
"The ADI+ crosses the ADI- line upward",
"The ADI+ crosses the ADI- line downward",
"The ADI+ changes its direction upward",
"The ADI+ changes its direction downward",
"The ADI- changes its direction upward",
"The ADI- 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 = 2;
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 ADI";
// The NumericUpDown parameters.
parameters.NumParam[0].Caption = "Period";
parameters.NumParam[0].Value = 10;
parameters.NumParam[0].Min = 5;
parameters.NumParam[0].Max = 200;
parameters.NumParam[0].Enabled = true;
parameters.NumParam[0].ToolTip = "The period of ADI";
// 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);
int iNADI = (int)parameters.NumParam[0].Value;
int iPrvs = parameters.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iNADI + 2;
float[] afADIPos = new float[Bars];
float[] afADINeg = new float[Bars];
float[] afDIPos = new float[Bars];
float[] afDINeg = new float[Bars];
float fHiDiff;
float fLoDiff;
float fTR;
afDIPos[0] = 0;
afDINeg[0] = 0;
for (int iBar = 1; iBar < Bars; iBar++)
{
fHiDiff = High[iBar] - High[iBar - 1];
fLoDiff = Low[iBar - 1] - Low[iBar];
fTR = Math.Max(Math.Abs(High[iBar] - Close[iBar - 1]), Math.Abs(Close[iBar - 1] - Low[iBar]));
fTR = Math.Max(Math.Abs(High[iBar] - Low[iBar]), fTR);
if (fHiDiff > 0 && fHiDiff > fLoDiff)
afDIPos[iBar] = 100 * fHiDiff / fTR;
else
afDIPos[iBar] = 0;
if (fLoDiff > 0 && fLoDiff > fHiDiff)
afDINeg[iBar] = 100 * fLoDiff / fTR;
else
afDINeg[iBar] = 0;
}
afADIPos = MovingAverage(iNADI, 0, maMethod, afDIPos);
afADINeg = MovingAverage(iNADI, 0, maMethod, afDINeg);
// Saving the components
component = new IndicatorComp[4];
component[0] = new IndicatorComp();
component[0].CompName = "The ADI+";
component[0].DataType = IndComponentType.IndicatorValue;
component[0].ChartType = IndChartType.Line;
component[0].ChartColor = Color.Green;
component[0].FirstBar = iFirstBar;
component[0].Value = afADIPos;
component[1] = new IndicatorComp();
component[1].CompName = "The ADI-";
component[1].DataType = IndComponentType.IndicatorValue;
component[1].ChartType = IndChartType.Line;
component[1].ChartColor = Color.Red;
component[1].FirstBar = iFirstBar;
component[1].Value = afADINeg;
component[2] = new IndicatorComp();
component[2].ChartType = IndChartType.NoChart;
component[2].FirstBar = iFirstBar;
component[2].Value = new float[Bars];
component[3] = new IndicatorComp();
component[3].ChartType = IndChartType.NoChart;
component[3].FirstBar = iFirstBar;
component[3].Value = new float[Bars];
// Sets the component's type.
if (slotType == SlotTypes.OpenFilter)
{
component[2].DataType = IndComponentType.AllowOpenLong;
component[2].CompName = "Allows long positions opening";
component[3].DataType = IndComponentType.AllowOpenShort;
component[3].CompName = "Allows short positions opening";
}
else if (slotType == SlotTypes.CloseFilter)
{
component[2].DataType = IndComponentType.ForceCloseLong;
component[2].CompName = "Forces long positions closing";
component[3].DataType = IndComponentType.ForceCloseShort;
component[3].CompName = "Forces short positions closing";
}
switch (parameters.ListParam[0].Text)
{
case "The ADI+ rises":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
component[2].Value[iBar] = afADIPos[iBar - iPrvs - 1] < afADIPos[iBar - iPrvs] ? 1 : 0;
component[3].Value[iBar] = afADIPos[iBar - iPrvs - 1] > afADIPos[iBar - iPrvs] ? 1 : 0;
}
break;
case "The ADI+ falls":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
component[2].Value[iBar] = afADIPos[iBar - iPrvs - 1] > afADIPos[iBar - iPrvs] ? 1 : 0;
component[3].Value[iBar] = afADIPos[iBar - iPrvs - 1] < afADIPos[iBar - iPrvs] ? 1 : 0;
}
break;
case "The ADI- rises":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
component[2].Value[iBar] = afADINeg[iBar - iPrvs - 1] < afADINeg[iBar - iPrvs] ? 1 : 0;
component[3].Value[iBar] = afADINeg[iBar - iPrvs - 1] > afADINeg[iBar - iPrvs] ? 1 : 0;
}
break;
case "The ADI- falls":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
component[2].Value[iBar] = afADINeg[iBar - iPrvs - 1] > afADINeg[iBar - iPrvs] ? 1 : 0;
component[3].Value[iBar] = afADINeg[iBar - iPrvs - 1] < afADINeg[iBar - iPrvs] ? 1 : 0;
}
break;
case "The ADI+ is higher than ADI-":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
component[2].Value[iBar] = afADIPos[iBar - iPrvs] > afADINeg[iBar - iPrvs] ? 1 : 0;
component[3].Value[iBar] = afADINeg[iBar - iPrvs] > afADIPos[iBar - iPrvs] ? 1 : 0;
}
break;
case "The ADI+ is lower than ADI-":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
component[2].Value[iBar] = afADIPos[iBar - iPrvs] < afADINeg[iBar - iPrvs] ? 1 : 0;
component[3].Value[iBar] = afADINeg[iBar - iPrvs] < afADIPos[iBar - iPrvs] ? 1 : 0;
}
break;
case "The ADI+ crosses the ADI- line upward":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
component[2].Value[iBar] = (afADIPos[iBar - iPrvs - 1] < afADINeg[iBar - iPrvs - 1] && afADIPos[iBar - iPrvs] > afADINeg[iBar - iPrvs]) ? 1 : 0;
component[3].Value[iBar] = (afADINeg[iBar - iPrvs - 1] < afADIPos[iBar - iPrvs - 1] && afADINeg[iBar - iPrvs] > afADIPos[iBar - iPrvs]) ? 1 : 0;
}
break;
case "The ADI+ crosses the ADI- line downward":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
component[2].Value[iBar] = (afADIPos[iBar - iPrvs - 1] > afADINeg[iBar - iPrvs - 1] && afADIPos[iBar - iPrvs] < afADINeg[iBar - iPrvs]) ? 1 : 0;
component[3].Value[iBar] = (afADINeg[iBar - iPrvs - 1] > afADIPos[iBar - iPrvs - 1] && afADINeg[iBar - iPrvs] < afADIPos[iBar - iPrvs]) ? 1 : 0;
}
break;
case "The ADI+ changes its direction upward":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
component[2].Value[iBar] = (afADIPos[iBar - iPrvs - 2] > afADIPos[iBar - iPrvs - 1] && afADIPos[iBar - iPrvs - 1] < afADIPos[iBar - iPrvs]) ? 1 : 0;
component[3].Value[iBar] = (afADIPos[iBar - iPrvs - 2] < afADIPos[iBar - iPrvs - 1] && afADIPos[iBar - iPrvs - 1] > afADIPos[iBar - iPrvs]) ? 1 : 0;
}
break;
case "The ADI+ changes its direction downward":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
component[2].Value[iBar] = (afADIPos[iBar - iPrvs - 2] < afADIPos[iBar - iPrvs - 1] && afADIPos[iBar - iPrvs - 1] > afADIPos[iBar - iPrvs]) ? 1 : 0;
component[3].Value[iBar] = (afADIPos[iBar - iPrvs - 2] > afADIPos[iBar - iPrvs - 1] && afADIPos[iBar - iPrvs - 1] < afADIPos[iBar - iPrvs]) ? 1 : 0;
}
break;
case "The ADI- changes its direction upward":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
component[2].Value[iBar] = (afADINeg[iBar - iPrvs - 2] > afADINeg[iBar - iPrvs - 1] && afADINeg[iBar - iPrvs - 1] < afADINeg[iBar - iPrvs]) ? 1 : 0;
component[3].Value[iBar] = (afADINeg[iBar - iPrvs - 2] < afADINeg[iBar - iPrvs - 1] && afADINeg[iBar - iPrvs - 1] > afADINeg[iBar - iPrvs]) ? 1 : 0;
}
break;
case "The ADI- changes its direction downward":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
component[2].Value[iBar] = (afADINeg[iBar - iPrvs - 2] < afADINeg[iBar - iPrvs - 1] && afADINeg[iBar - iPrvs - 1] > afADINeg[iBar - iPrvs]) ? 1 : 0;
component[3].Value[iBar] = (afADINeg[iBar - iPrvs - 2] > afADINeg[iBar - iPrvs - 1] && afADINeg[iBar - iPrvs - 1] < afADINeg[iBar - iPrvs]) ? 1 : 0;
}
break;
default:
break;
}
bIsCalculated = true;
}
}
}
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