Source »
Fibonacci - source code
// Forex Strategy Builder
// Copyright (c) 2006 - 2008 Miroslav Popov - All rights reserved!
// http://forexsb.com
// info(a)forexsb.com
//
// Last changed on: 2007-09-20
using System;
using System.Drawing;
namespace Forex_Strategy_Builder
{
/// <summary>
/// Indicator Fibonacci.
/// </summary>
public class Fibonacci : Indicator
{
public Fibonacci()
{
}
/// <summary>
/// Sets the default parameters for the designated slot type.
/// </summary>
/// <param name="slotType">The slot type.</param>
public Fibonacci(SlotTypes slotType)
{
sIndicatorName = "Fibonacci";
parameters = new IndicatorParam();
component = new IndicatorComp[] { };
afSpecValue = new float[] { };
bSeparatedChart = false;
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[]
{
"Enter the market at a Fibonacci level - For demo 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 = "Logic of application of the indicator";
parameters.ListParam[1].Caption = "Direction";
parameters.ListParam[1].ItemList = new string[]
{
"Break-through",
"Retracement"
};
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 = "Direction of trade";
// The NumericUpDown parameters.
parameters.NumParam[0].Caption = "Sensitivity";
parameters.NumParam[0].Value = 15;
parameters.NumParam[0].Min = 10;
parameters.NumParam[0].Max = 200;
parameters.NumParam[0].Enabled = true;
parameters.NumParam[0].ToolTip = "Sensitivity of the indicator";
}
/// <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 iSense = (int)parameters.NumParam[0].Value;
int iFirstBar = iSense;
float[] afFibo0;
float[] afFibo382;
float[] afFibo50;
float[] afFibo618;
float[] afFibo100;
bool bReverseLogic = (parameters.ListParam[1].Text == "Retracement");
int iDeviation = 5;
int iBackStep = 3;
float[] afHighPoint = new float[Bars];
float[] afLowPoint = new float[Bars];
afFibo0 = new float[Bars];
afFibo382 = new float[Bars];
afFibo50 = new float[Bars];
afFibo618 = new float[Bars];
afFibo100 = new float[Bars];
float fLastHigh = 0f;
float fLastLow = 0f;
for (int iBar = iSense; iBar < Bars; iBar++)
{
// The highest High in the period [iBar-iSence, iBar]
float fHigh = 0f;
for (int iShift = 0; iShift < iSense; iShift++)
if (fHigh < High[iBar - iShift])
fHigh = High[iBar - iShift];
if (fHigh == fLastHigh)
fHigh = 0f;
else
{
fLastHigh = fHigh;
if (fHigh - High[iBar] > iDeviation * Point)
fHigh = 0f;
else
for (int iBack = 1; iBack <= iBackStep; iBack++)
if (afHighPoint[iBar - iBack] > 0f && afHighPoint[iBar - iBack] < fHigh)
afHighPoint[iBar - iBack] = 0f;
}
afHighPoint[iBar] = fHigh;
// The lowest Low in the period [iBar-iSence, iBar]
float fLow = 10000f;
for (int iShift = 0; iShift < iSense; iShift++)
if (Low[iBar - iShift] < fLow)
fLow = Low[iBar - iShift];
if (fLow == fLastLow)
fLow = 0f;
else
{
fLastLow = fLow;
if (Low[iBar] - fLow > iDeviation * Point)
fLow = 0f;
else
for (int iBack = 1; iBack <= iBackStep; iBack++)
if (afLowPoint[iBar - iBack] > 0f && afLowPoint[iBar - iBack] > fLow)
afLowPoint[iBar - iBack] = 0f;
}
afLowPoint[iBar] = fLow;
}
int iLastHighBar = -1;
int iLastLowBar = -1;
float fCurHigh;
float fCurLow;
fLastHigh = -1f;
fLastLow = -1f;
for (int iBar = iSense; iBar < Bars; iBar++)
{
fCurHigh = afHighPoint[iBar];
fCurLow = afLowPoint[iBar];
if (fCurLow == 0f && fCurHigh == 0f) continue;
if (fCurHigh != 0f)
{
if (fLastHigh > 0f)
{
if (fLastHigh < fCurHigh) afHighPoint[iLastHighBar] = 0f;
else afHighPoint[iBar] = 0f;
}
if (fLastHigh < fCurHigh || fLastHigh < 0f)
{
fLastHigh = fCurHigh;
iLastHighBar = iBar;
}
fLastLow = -1f;
}
if (fCurLow != 0f)
{
if (fLastLow > 0f)
{
if (fLastLow > fCurLow) afLowPoint[iLastLowBar] = 0f;
else afLowPoint[iBar] = 0f;
}
if (fCurLow < fLastLow || fLastLow < 0f)
{
fLastLow = fCurLow;
iLastLowBar = iBar;
}
fLastHigh = -1f;
}
}
fLastHigh = 0f;
fLastLow = 0f;
int iFirstLowBar = 0;
int iFirstHighBar = 0;
for (int iBar = 0; iBar < Bars; iBar++)
{
if (afHighPoint[iBar] > 0f)
{
fLastHigh = afHighPoint[iBar];
iFirstHighBar = iBar;
}
if (afLowPoint[iBar] > 0f)
{
fLastLow = afLowPoint[iBar];
iFirstLowBar = iBar;
}
if (iFirstHighBar > 0 && iFirstLowBar > 0) break;
}
for (int iBar = Math.Max(iFirstLowBar, iFirstHighBar); iBar < Bars; iBar++)
{
if (afHighPoint[iBar - 1] > 0f)
{
fLastHigh = afHighPoint[iBar - 1];
afFibo0 [iBar] = fLastHigh;
afFibo382[iBar] = fLastHigh - (fLastHigh - fLastLow) * 0.382f;
afFibo50 [iBar] = fLastHigh - (fLastHigh - fLastLow) * 0.500f;
afFibo618[iBar] = fLastHigh - (fLastHigh - fLastLow) * 0.618f;
afFibo100[iBar] = fLastLow;
}
else if (afLowPoint[iBar - 1] > 0f)
{
fLastLow = afLowPoint[iBar - 1];
afFibo0 [iBar] = fLastLow;
afFibo382[iBar] = fLastLow + (fLastHigh - fLastLow) * 0.382f;
afFibo50 [iBar] = fLastLow + (fLastHigh - fLastLow) * 0.500f;
afFibo618[iBar] = fLastLow + (fLastHigh - fLastLow) * 0.618f;
afFibo100[iBar] = fLastHigh;
}
else
{
afFibo0 [iBar] = afFibo0 [iBar - 1];
afFibo382[iBar] = afFibo382[iBar - 1];
afFibo50 [iBar] = afFibo50 [iBar - 1];
afFibo618[iBar] = afFibo618[iBar - 1];
afFibo100[iBar] = afFibo100[iBar - 1];
}
}
// Saving the components
component = new IndicatorComp[8];
component[0] = new IndicatorComp();
component[0].CompName = "Position's opening price";
component[0].DataType = IndComponentType.OpenPrice;
component[0].ChartType = IndChartType.NoChart;
component[0].FirstBar = iFirstBar;
component[0].Value = new float[Bars];
component[1] = new IndicatorComp();
component[1].CompName = "Fibonacci retracement 0%";
component[1].DataType = IndComponentType.IndicatorValue;
component[1].ChartType = IndChartType.Level;
component[1].ChartColor = Color.Green;
component[1].FirstBar = iFirstBar;
component[1].Value = afFibo0;
component[2] = new IndicatorComp();
component[2].CompName = "Fibonacci retracement 38.2%";
component[2].DataType = IndComponentType.IndicatorValue;
component[2].ChartType = IndChartType.Level;
component[2].ChartColor = Color.Yellow;
component[2].FirstBar = iFirstBar;
component[2].Value = afFibo382;
component[3] = new IndicatorComp();
component[3].CompName = "Fibonacci retracement 50%";
component[3].DataType = IndComponentType.IndicatorValue;
component[3].ChartType = IndChartType.Level;
component[3].ChartColor = Color.Orchid;
component[3].FirstBar = iFirstBar;
component[3].Value = afFibo50;
component[4] = new IndicatorComp();
component[4].CompName = "Fibonacci retracement 61.8%";
component[4].DataType = IndComponentType.IndicatorValue;
component[4].ChartType = IndChartType.Level;
component[4].ChartColor = Color.Purple;
component[4].FirstBar = iFirstBar;
component[4].Value = afFibo618;
component[5] = new IndicatorComp();
component[5].CompName = "Fibonacci retracement 100%";
component[5].DataType = IndComponentType.IndicatorValue;
component[5].ChartType = IndChartType.Level;
component[5].ChartColor = Color.Red;
component[5].FirstBar = iFirstBar;
component[5].Value = afFibo100;
component[6] = new IndicatorComp();
component[6].CompName = "Allows long positions opening";
component[6].DataType = IndComponentType.AllowOpenLong;
component[6].ChartType = IndChartType.NoChart;
component[6].FirstBar = iFirstBar;
component[6].Value = new float[Bars];
component[7] = new IndicatorComp();
component[7].CompName = "Allows short positions opening";
component[7].DataType = IndComponentType.AllowOpenShort;
component[7].ChartType = IndChartType.NoChart;
component[7].FirstBar = iFirstBar;
component[7].Value = new float[Bars];
int iBarFibo382Reached = 0;
int iBarFibo500Reached = 0;
int iBarFibo618Reached = 0;
int iBarFibo100Reached = 0;
for (int iBar = Math.Max(iFirstLowBar, iFirstHighBar); iBar < Bars; iBar++)
{
component[0].Value[iBar] = 0f;
// Reset
if (afHighPoint[iBar - 1] > 0f || afLowPoint[iBar - 1] > 0f)
{
iBarFibo382Reached = 0;
iBarFibo500Reached = 0;
iBarFibo618Reached = 0;
iBarFibo100Reached = 0;
}
// Up trend
if (afFibo0[iBar] < afFibo100[iBar])
{
if (iBarFibo382Reached == 0 && Low[iBar] <= afFibo382[iBar] && High[iBar] >= afFibo382[iBar])
{
component[6].Value[iBar] = bReverseLogic ? 0f : 1f;
component[7].Value[iBar] = bReverseLogic ? 1f : 0f;
component[0].Value[iBar] = afFibo382[iBar];
iBarFibo382Reached = iBar;
}
if (iBarFibo500Reached == 0 && Low[iBar] <= afFibo50[iBar] && High[iBar] >= afFibo50[iBar])
{
component[6].Value[iBar] = bReverseLogic ? 0f : 1f;
component[7].Value[iBar] = bReverseLogic ? 1f : 0f;
if (iBarFibo382Reached != iBar)
component[0].Value[iBar] = afFibo50[iBar];
iBarFibo500Reached = iBar;
}
if (iBarFibo618Reached == 0 && Low[iBar] <= afFibo618[iBar] && High[iBar] >= afFibo618[iBar])
{
component[6].Value[iBar] = bReverseLogic ? 0f : 1f;
component[7].Value[iBar] = bReverseLogic ? 1f : 0f;
if (iBarFibo500Reached != iBar)
component[0].Value[iBar] = afFibo618[iBar];
iBarFibo618Reached = iBar;
}
if (iBarFibo100Reached == 0 && Low[iBar] <= afFibo100[iBar] && High[iBar] >= afFibo100[iBar])
{
component[6].Value[iBar] = bReverseLogic ? 0f : 1f;
component[7].Value[iBar] = bReverseLogic ? 1f : 0f;
if (iBarFibo618Reached != iBar)
component[0].Value[iBar] = afFibo100[iBar];
iBarFibo100Reached = iBar;
}
}
// Down trend
if (afFibo0[iBar] > afFibo100[iBar])
{
if (iBarFibo382Reached == 0 && Low[iBar] <= afFibo382[iBar] && High[iBar] >= afFibo382[iBar])
{
component[6].Value[iBar] = bReverseLogic ? 1f : 0f;
component[7].Value[iBar] = bReverseLogic ? 0f : 1f;
component[0].Value[iBar] = afFibo382[iBar];
iBarFibo382Reached = iBar;
}
if (iBarFibo500Reached == 0 && Low[iBar] <= afFibo50[iBar] && High[iBar] >= afFibo50[iBar])
{
component[6].Value[iBar] = bReverseLogic ? 1f : 0f;
component[7].Value[iBar] = bReverseLogic ? 0f : 1f;
if (iBarFibo382Reached != iBar)
component[0].Value[iBar] = afFibo50[iBar];
iBarFibo500Reached = iBar;
}
if (iBarFibo618Reached == 0 && Low[iBar] <= afFibo618[iBar] && High[iBar] >= afFibo618[iBar])
{
component[6].Value[iBar] = bReverseLogic ? 1f : 0f;
component[7].Value[iBar] = bReverseLogic ? 0f : 1f;
if (iBarFibo500Reached != iBar)
component[0].Value[iBar] = afFibo618[iBar];
iBarFibo618Reached = iBar;
}
if (iBarFibo100Reached == 0 && Low[iBar] <= afFibo100[iBar] && High[iBar] >= afFibo100[iBar])
{
component[6].Value[iBar] = bReverseLogic ? 1f : 0f;
component[7].Value[iBar] = bReverseLogic ? 0f : 1f;
if (iBarFibo618Reached != iBar)
component[0].Value[iBar] = afFibo100[iBar];
iBarFibo100Reached = iBar;
}
}
}
bIsCalculated = true;
}
}
}
Top
forexsb.com
or leave a message into the forum.