Technical Indicators » Oscillator of BBP

01 // Oscillator of BBP Indicator
02 // Last changed on 2009-05-05
03 // Part of Forex Strategy Builder v2.8.3.7+
04 // Website http://forexsb.com/
05 // This code or any part of it cannot be used in other applications without a permission.
06 // Copyright (c) 2006 - 2009 Miroslav Popov - All rights reserved.
07 
08 using System;
09 
10 namespace Forex_Strategy_Builder
11 {
12     /// <summary>
13     /// Oscillator of BBP Indicator
14     /// </summary>
15     public class Oscillator_of_BBP : Indicator
16     {
17         /// <summary>
18         /// Sets the default indicator parameters for the designated slot type
19         /// </summary>
20         public Oscillator_of_BBP(SlotTypes slotType)
21         {
22             // General properties
23             IndicatorName  = "Oscillator of BBP";
24             PossibleSlots  = SlotTypes.OpenFilter | SlotTypes.CloseFilter;
25             SeparatedChart = true;
26 
27             // Setting up the indicator parameters
28             IndParam = new IndicatorParam();
29             IndParam.IndicatorName = IndicatorName;
30             IndParam.SlotType      = slotType;
31             IndParam.IndicatorType = TypeOfIndicator.OscillatorOfIndicators;
32 
33             // The ComboBox parameters
34             IndParam.ListParam[0].Caption  = "Logic";
35             IndParam.ListParam[0].ItemList = new string[]
36             {
37                 "The Oscillator rises",
38                 "The Oscillator falls",
39                 "The Oscillator is higher than the zero line",
40                 "The Oscillator is lower than the zero line",
41                 "The Oscillator crosses the zero line upward",
42                 "The Oscillator crosses the zero line downward",
43                 "The Oscillator changes its direction upward",
44                 "The 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";
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 Moving Average method used for smoothing the BBP value.";
57 
58             // The NumericUpDown parameters
59             IndParam.NumParam[0].Caption = "First BBP period";
60             IndParam.NumParam[0].Value   = 13;
61             IndParam.NumParam[0].Min     = 1;
62             IndParam.NumParam[0].Max     = 200;
63             IndParam.NumParam[0].Enabled = true;
64             IndParam.NumParam[0].ToolTip = "The period of first BBP.";
65 
66             IndParam.NumParam[1].Caption = "Second BBP period";
67             IndParam.NumParam[1].Value   = 21;
68             IndParam.NumParam[1].Min     = 1;
69             IndParam.NumParam[1].Max     = 200;
70             IndParam.NumParam[1].Enabled = true;
71             IndParam.NumParam[1].ToolTip = "The period of second BBP.";
72 
73             // The CheckBox parameters
74             IndParam.CheckParam[0].Caption = "Use previous bar value";
75             IndParam.CheckParam[0].Checked = PrepareUsePrevBarValueCheckBox(slotType);
76             IndParam.CheckParam[0].Enabled = true;
77             IndParam.CheckParam[0].ToolTip = "Use the indicator value from the previous bar.";
78 
79             return;
80         }
81 
82         /// <summary>
83         /// Calculates the indicator's components
84         /// </summary>
85         public override void Calculate(SlotTypes slotType)
86         {
87             // Reading the parameters
88             MAMethod  maMethod  = (MAMethod)IndParam.ListParam[1].Index;
89             int iPeriod1 = (int)IndParam.NumParam[0].Value;
90             int iPeriod2 = (int)IndParam.NumParam[1].Value;
91             int iPrvs    = IndParam.CheckParam[0].Checked ? 1 : 0;
92 
93             // Calculation
94             int iFirstBar = iPeriod1 + iPeriod2 + 2;
95             double[] adIndicator1 = new double[Bars];
96             double[] adIndicator2 = new double[Bars];
97             double[] adOscllator  = new double[Bars];
98 
99 // ---------------------------------------------------------
100             Bulls_Bears_Power BBP1 = new Bulls_Bears_Power(slotType);
101             BBP1.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
102             BBP1.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value;
103             BBP1.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
104             BBP1.Calculate(slotType);
105 
106             Bulls_Bears_Power BBP2 = new Bulls_Bears_Power(slotType);
107             BBP2.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
108             BBP2.IndParam.NumParam[0].Value = IndParam.NumParam[1].Value;
109             BBP2.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
110             BBP2.Calculate(slotType);
111 
112             adIndicator1 = BBP1.Component[0].Value;
113             adIndicator2 = BBP2.Component[0].Value;
114 // ----------------------------------------------------------
115 
116             for (int iBar = iFirstBar; iBar < Bars; iBar++)
117             {
118                 adOscllator[iBar] = adIndicator1[iBar] - adIndicator2[iBar];
119             }
120 
121             // Saving the components
122             Component = new IndicatorComp[3];
123 
124             Component[0] = new IndicatorComp();
125             Component[0].CompName  = "Histogram";
126             Component[0].DataType  = IndComponentType.IndicatorValue;
127             Component[0].ChartType = IndChartType.Histogram;
128             Component[0].FirstBar  = iFirstBar;
129             Component[0].Value     = adOscllator;
130 
131             Component[1] = new IndicatorComp();
132             Component[1].ChartType = IndChartType.NoChart;
133             Component[1].FirstBar  = iFirstBar;
134             Component[1].Value     = new double[Bars];
135 
136             Component[2] = new IndicatorComp();
137             Component[2].ChartType = IndChartType.NoChart;
138             Component[2].FirstBar  = iFirstBar;
139             Component[2].Value     = new double[Bars];
140 
141             // Sets the Component's type
142             if (slotType == SlotTypes.OpenFilter)
143             {
144                 Component[1].DataType = IndComponentType.AllowOpenLong;
145                 Component[1].CompName = "Is long entry allowed";
146                 Component[2].DataType = IndComponentType.AllowOpenShort;
147                 Component[2].CompName = "Is short entry allowed";
148             }
149             else if (slotType == SlotTypes.CloseFilter)
150             {
151                 Component[1].DataType = IndComponentType.ForceCloseLong;
152                 Component[1].CompName = "Close out long position";
153                 Component[2].DataType = IndComponentType.ForceCloseShort;
154                 Component[2].CompName = "Close out short position";
155             }
156 
157             // Calculation of the logic
158             IndicatorLogic indLogic = IndicatorLogic.It_does_not_act_as_a_filter;
159 
160             switch (IndParam.ListParam[0].Text)
161             {
162                 case "The Oscillator rises":
163                     indLogic = IndicatorLogic.The_indicator_rises;
164                     break;
165 
166                 case "The Oscillator falls":
167                     indLogic = IndicatorLogic.The_indicator_falls;
168                     break;
169 
170                 case "The Oscillator is higher than the zero line":
171                     indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
172                     break;
173 
174                 case "The Oscillator is lower than the zero line":
175                     indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
176                     break;
177 
178                 case "The Oscillator crosses the zero line upward":
179                     indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
180                     break;
181 
182                 case "The Oscillator crosses the zero line downward":
183                     indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
184                     break;
185 
186                 case "The Oscillator changes its direction upward":
187                     indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
188                     break;
189 
190                 case "The Oscillator changes its direction downward":
191                     indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
192                     break;
193 
194                 default:
195                     break;
196             }
197 
198             OscillatorLogic(iFirstBar, iPrvs, adOscllator, 0, 0, ref Component[1], ref Component[2], indLogic);
199 
200             return;
201         }
202 
203         /// <summary>
204         /// Sets the indicator logic description
205         /// </summary>
206         public override void SetDescription(SlotTypes slotType)
207         {
208             EntryFilterLongDescription  = "the " + ToString() + " ";
209             EntryFilterShortDescription = "the " + ToString() + " ";
210             ExitFilterLongDescription   = "the " + ToString() + " ";
211             ExitFilterShortDescription  = "the " + ToString() + " ";
212 
213             switch (IndParam.ListParam[0].Text)
214             {
215                 case "The Oscillator rises":
216                     EntryFilterLongDescription  += "rises";
217                     EntryFilterShortDescription += "falls";
218                     ExitFilterLongDescription   += "rises";
219                     ExitFilterShortDescription  += "falls";
220                     break;
221 
222                 case "The Oscillator falls":
223                     EntryFilterLongDescription  += "falls";
224                     EntryFilterShortDescription += "rises";
225                     ExitFilterLongDescription   += "falls";
226                     ExitFilterShortDescription  += "rises";
227                     break;
228 
229                 case "The Oscillator is higher than the zero line":
230                     EntryFilterLongDescription  += "is higher than the zero line";
231                     EntryFilterShortDescription += "is lower than the zero line";
232                     ExitFilterLongDescription   += "is higher than the zero line";
233                     ExitFilterShortDescription  += "is lower than the zero line";
234                     break;
235 
236                 case "The Oscillator is lower than the zero line":
237                     EntryFilterLongDescription  += "is lower than the zero line";
238                     EntryFilterShortDescription += "is higher than the zero line";
239                     ExitFilterLongDescription   += "is lower than the zero line";
240                     ExitFilterShortDescription  += "is higher than the zero line";
241                     break;
242 
243                 case "The Oscillator crosses the zero line upward":
244                     EntryFilterLongDescription  += "crosses the zero line upward";
245                     EntryFilterShortDescription += "crosses the zero line downward";
246                     ExitFilterLongDescription   += "crosses the zero line upward";
247                     ExitFilterShortDescription  += "crosses the zero line downward";
248                     break;
249 
250                 case "The Oscillator crosses the zero line downward":
251                     EntryFilterLongDescription  += "crosses the zero line downward";
252                     EntryFilterShortDescription += "crosses the zero line upward";
253                     ExitFilterLongDescription   += "crosses the zero line downward";
254                     ExitFilterShortDescription  += "crosses the zero line upward";
255                     break;
256 
257                 case "The Oscillator changes its direction upward":
258                     EntryFilterLongDescription  += "changes its direction upward";
259                     EntryFilterShortDescription += "changes its direction downward";
260                     ExitFilterLongDescription   += "changes its direction upward";
261                     ExitFilterShortDescription  += "changes its direction downward";
262                     break;
263 
264                 case "The Oscillator changes its direction downward":
265                     EntryFilterLongDescription  += "changes its direction downward";
266                     EntryFilterShortDescription += "changes its direction upward";
267                     ExitFilterLongDescription   += "changes its direction downward";
268                     ExitFilterShortDescription  += "changes its direction upward";
269                     break;
270 
271                 default:
272                     break;
273             }
274 
275             return;
276         }
277 
278         /// <summary>
279         /// Indicator to string
280         /// </summary>
281         public override string ToString()
282         {
283             string sString = IndicatorName +
284                 (IndParam.CheckParam[0].Checked ? "* (" : " (") +
285                 IndParam.ListParam[1].Text         + ", " + // Method
286                 IndParam.NumParam[0].ValueToString + ", " + // Period
287                 IndParam.NumParam[1].ValueToString + ")";   // Period
288 
289             return sString;
290         }
291     }
292 }

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