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MA Oscillator - 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: MA Oscillator
/// </summary>
public class MA_Oscillator : Indicator
{
/// <summary>
/// The default constructor.
/// </summary>
public MA_Oscillator()
{
}
/// <summary>
/// Sets the default parameters for the designated slot type.
/// </summary>
/// <param name="slotType">The slot type.</param>
public MA_Oscillator(SlotTypes slotType)
{
sIndicatorName = "MA Oscillator";
parameters = new IndicatorParam();
component = new IndicatorComp[] { };
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 MA Oscillator rises",
"The MA Oscillator falls",
"The MA Oscillator is higher than the Level line",
"The MA Oscillator is lower than the Level line",
"The MA Oscillator crosses the Level line upward",
"The MA Oscillator crosses the Level line downward",
"The MA Oscillator changes its direction upward",
"The MA Oscillator 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 method used for smoothing the both Moving Averages";
parameters.ListParam[2].Caption = "Base price";
parameters.ListParam[2].ItemList = Enum.GetNames(typeof(BasePrice));
parameters.ListParam[2].Index = 3;
parameters.ListParam[2].Text = parameters.ListParam[2].ItemList[parameters.ListParam[2].Index];
parameters.ListParam[2].Enabled = true;
parameters.ListParam[2].ToolTip = "The price the both Moving Averages are based on";
// The NumericUpDown parameters.
parameters.NumParam[0].Caption = "Fast MA period";
parameters.NumParam[0].Value = 13;
parameters.NumParam[0].Min = 1;
parameters.NumParam[0].Max = 200;
parameters.NumParam[0].Enabled = true;
parameters.NumParam[0].ToolTip = "The period of Fast MA";
parameters.NumParam[1].Caption = "Slow MA period";
parameters.NumParam[1].Value = 21;
parameters.NumParam[1].Min = 1;
parameters.NumParam[1].Max = 200;
parameters.NumParam[1].Enabled = true;
parameters.NumParam[1].ToolTip = "The period of Slow MA";
parameters.NumParam[2].Caption = "Level";
parameters.NumParam[2].Value = 0;
parameters.NumParam[2].Min = -100;
parameters.NumParam[2].Max = 100;
parameters.NumParam[2].Point = 4;
parameters.NumParam[2].Enabled = true;
parameters.NumParam[2].ToolTip = "A critical level (for the appropriate logic)";
// 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);
BasePrice basePrice = (BasePrice)Enum.GetValues(typeof(BasePrice)).GetValue(parameters.ListParam[2].Index);
int iNFastMA = (int)parameters.NumParam[0].Value;
int iNSlowMA = (int)parameters.NumParam[1].Value;
float fLevel = parameters.NumParam[2].Value;
int iPrvs = parameters.CheckParam[0].Checked ? 1 : 0;
int iFirstBar = iNSlowMA + 2;
float[] afMAFast = MovingAverage(iNFastMA, 0, maMethod, Price(basePrice));
float[] afMASlow = MovingAverage(iNSlowMA, 0, maMethod, Price(basePrice));
float[] afMAOscillator = new float[Bars];
for (int iBar = iNSlowMA; iBar < Bars; iBar++)
afMAOscillator[iBar] = afMAFast[iBar] - afMASlow[iBar];
// Saving the components
component = new IndicatorComp[3];
component[0] = new IndicatorComp();
component[0].CompName = "MA Oscillator";
component[0].DataType = IndComponentType.IndicatorValue;
component[0].ChartType = IndChartType.Histogram;
component[0].FirstBar = iFirstBar;
component[0].Value = afMAOscillator;
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 MA Oscillator rises":
indLogic = IndicatorLogic.The_indicator_rises;
afSpecValue = new float[1] { 0f };
break;
case "The MA Oscillator falls":
indLogic = IndicatorLogic.The_indicator_falls;
afSpecValue = new float[1] { 0f };
break;
case "The MA Oscillator is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
afSpecValue = new float[2] { fLevel, -fLevel };
break;
case "The MA Oscillator is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
afSpecValue = new float[2] { fLevel, -fLevel };
break;
case "The MA Oscillator crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
afSpecValue = new float[2] { fLevel, -fLevel };
break;
case "The MA Oscillator crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
afSpecValue = new float[2] { fLevel, -fLevel };
break;
case "The MA Oscillator changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
afSpecValue = new float[1] { 0f };
break;
case "The MA Oscillator changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
afSpecValue = new float[1] { 0f };
break;
default:
break;
}
bIsCalculated = OscillatorLogic(iFirstBar, iPrvs, afMAOscillator, fLevel, -fLevel, ref component[1], ref component[2], indLogic);
}
}
}
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