Source » Oscillator of OBOS - source code

// Forex Strategy Builder
// Copyright (c) 2006 - 2008 Miroslav Popov - All rights reserved!
// http://forexsb.com
// info(a)forexsb.com
//
// Last changed on: 2007-02-15

using System;
using System.Drawing;

namespace Forex_Strategy_Builder
{

    /// <summary>
    /// indicator: Oscillator of OBOS
    /// </summary>
    public class Oscillator_of_OBOS : Indicator
    {
        /// <summary>
        /// The default constructor.
        /// </summary>
        public Oscillator_of_OBOS()
        {
        }

        /// <summary>
        /// Sets the default parameters for the designated slot type.
        /// </summary>
        /// <param name="slotType">The slot type.</param>
        public Oscillator_of_OBOS(SlotTypes slotType)
        {
            sIndicatorName  = "Oscillator of OBOS";
            parameters      = new IndicatorParam();
            component       = new IndicatorComp[] { };
            afSpecValue     = new float[1] { 0f };
            bSeparatedChart = true;
            bIsCalculated   = false;

            typeOfIndicator = TypeOfIndicator.OscillatorOfIndicators;

            // 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 Oscillator rises",
                "The Oscillator falls",
                "The Oscillator is higher than the zero line",
                "The Oscillator is lower than the zero line",
                "The Oscillator crosses the zero line upward",
                "The Oscillator crosses the zero line downward",
                "The Oscillator changes its direction upward",
                "The 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 oscillator";

            // The NumericUpDown parameters.
            parameters.NumParam[0].Caption = "First OBOS period";
            parameters.NumParam[0].Value   = 10;
            parameters.NumParam[0].Min     = 1;
            parameters.NumParam[0].Max     = 200;
            parameters.NumParam[0].Enabled = true;
            parameters.NumParam[0].ToolTip = "The period of first OBOS";

            parameters.NumParam[1].Caption = "Second OBOS period";
            parameters.NumParam[1].Value   = 14;
            parameters.NumParam[1].Min     = 1;
            parameters.NumParam[1].Max     = 200;
            parameters.NumParam[1].Enabled = true;
            parameters.NumParam[1].ToolTip = "The period of second OBOS";

            // 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
            int iPeriod1 = (int)parameters.NumParam[0].Value;
            int iPeriod2 = (int)parameters.NumParam[1].Value;
            int iPrvs    = parameters.CheckParam[0].Checked ? 1 : 0;

            // Calculation
            int iFirstBar = iPeriod1 + iPeriod2 + 2;
            float[] afIndicator1 = new float[Bars];
            float[] afIndicator2 = new float[Bars];
            float[] afOscllator  = new float[Bars];

// ---------------------------------------------------------
            Overbought_Oversold_Index OBOS1 = new Overbought_Oversold_Index(slotType);
            OBOS1.IndParam.NumParam[0].Value = parameters.NumParam[0].Value;
            OBOS1.IndParam.CheckParam[0].Checked = parameters.CheckParam[0].Checked;
            OBOS1.Calculate(slotType);

            Overbought_Oversold_Index OBOS2 = new Overbought_Oversold_Index(slotType);
            OBOS2.IndParam.NumParam[0].Value = parameters.NumParam[1].Value;
            OBOS2.IndParam.CheckParam[0].Checked = parameters.CheckParam[0].Checked;
            OBOS2.Calculate(slotType);

            afIndicator1 = OBOS1.Component[0].Value;
            afIndicator2 = OBOS2.Component[0].Value;
// ----------------------------------------------------------

            for (int iBar = iFirstBar; iBar < Bars; iBar++)
            {
                afOscllator[iBar] = afIndicator1[iBar] - afIndicator2[iBar];
            }

            // Saving the components
            component = new IndicatorComp[3];

            component[0] = new IndicatorComp();
            component[0].CompName  = "Histogram";
            component[0].DataType  = IndComponentType.IndicatorValue;
            component[0].ChartType = IndChartType.Histogram;
            component[0].FirstBar  = iFirstBar;
            component[0].Value     = afOscllator;

            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 Oscillator rises":
                    indLogic = IndicatorLogic.The_indicator_rises;
                    break;

                case "The Oscillator falls":
                    indLogic = IndicatorLogic.The_indicator_falls;
                    break;

                case "The Oscillator is higher than the zero line":
                    indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
                    break;

                case "The Oscillator is lower than the zero line":
                    indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
                    break;

                case "The Oscillator crosses the zero line upward":
                    indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
                    break;

                case "The Oscillator crosses the zero line downward":
                    indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
                    break;

                case "The Oscillator changes its direction upward":
                    indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
                    break;

                case "The Oscillator changes its direction downward":
                    indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
                    break;

                default:
                    break;
            }

            bIsCalculated = OscillatorLogic(iFirstBar, iPrvs, afOscllator, 0, 0, ref component[1], ref component[2], indLogic);
        }
    }
}

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