Source » Oscillator of Trix - source code

// Forex Strategy Builder
// Copyright (c) 2006 - 2008 Miroslav Popov - All rights reserved!
// http://forexsb.com
// info(a)forexsb.com
//
// Last changed on: 2007-07-30

using System;
using System.Drawing;

namespace Forex_Strategy_Builder
{

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

        /// <summary>
        /// Sets the default parameters for the designated slot type.
        /// </summary>
        /// <param name="slotType">The slot type.</param>
        public Oscillator_of_Trix(SlotTypes slotType)
        {
            sIndicatorName  = "Oscillator of Trix";
            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 Trix Index";

            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 Trix value";

            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 Trix Index is based on";

            // The NumericUpDown parameters.
            parameters.NumParam[0].Caption = "First Trix period";
            parameters.NumParam[0].Value   = 9;
            parameters.NumParam[0].Min     = 1;
            parameters.NumParam[0].Max     = 200;
            parameters.NumParam[0].Enabled = true;
            parameters.NumParam[0].ToolTip = "The period of first Trix";

            parameters.NumParam[1].Caption = "Second Trix period";
            parameters.NumParam[1].Value   = 13;
            parameters.NumParam[1].Min     = 1;
            parameters.NumParam[1].Max     = 200;
            parameters.NumParam[1].Enabled = true;
            parameters.NumParam[1].ToolTip = "The period of second Trix";

            // 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 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];

// ---------------------------------------------------------
            Trix_Index Trix1 = new Trix_Index(slotType);
            Trix1.IndParam.ListParam[1].Index = parameters.ListParam[1].Index;
            Trix1.IndParam.ListParam[2].Index = parameters.ListParam[2].Index;
            Trix1.IndParam.NumParam[0].Value = parameters.NumParam[0].Value;
            Trix1.IndParam.CheckParam[0].Checked = parameters.CheckParam[0].Checked;
            Trix1.Calculate(slotType);

            Trix_Index Trix2 = new Trix_Index(slotType);
            Trix2.IndParam.ListParam[1].Index = parameters.ListParam[1].Index;
            Trix2.IndParam.ListParam[2].Index = parameters.ListParam[2].Index;
            Trix2.IndParam.NumParam[0].Value = parameters.NumParam[1].Value;
            Trix2.IndParam.CheckParam[0].Checked = parameters.CheckParam[0].Checked;
            Trix2.Calculate(slotType);

            afIndicator1 = Trix1.Component[0].Value;
            afIndicator2 = Trix2.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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