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Overbought Oversold Index - 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 Overbought Oversold Index.
/// </summary>
public class Overbought_Oversold_Index : Indicator
{
/// <summary>
/// The default constructor.
/// </summary>
public Overbought_Oversold_Index()
{
}
/// <summary>
/// Sets the default parameters for the designated slot type.
/// </summary>
/// <param name="slotType">The slot type.</param>
public Overbought_Oversold_Index(SlotTypes slotType)
{
sIndicatorName = "Overbought Oversold Index";
parameters = new IndicatorParam();
component = new IndicatorComp[] { };
afSpecValue = new float[] { };
fMinValue = 0f;
fMaxValue = 100f;
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 Overbought Oversold Index rises",
"The Overbought Oversold Index falls",
"The Overbought Oversold Index is higher than the Level line",
"The Overbought Oversold Index is lower than the Level line",
"The Overbought Oversold Index crosses the Level line upward",
"The Overbought Oversold Index crosses the Level line downward",
"The Overbought Oversold Index changes its direction upward",
"The Overbought Oversold Index 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 OBOS Index";
// The NumericUpDown parameters.
parameters.NumParam[0].Caption = "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 Overbought Oversold Index";
parameters.NumParam[1].Caption = "Level";
parameters.NumParam[1].Value = 30;
parameters.NumParam[1].Min = 0;
parameters.NumParam[1].Max = 100;
parameters.NumParam[1].Enabled = true;
parameters.NumParam[1].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
int iPeriod = (int)parameters.NumParam[0].Value;
int fLevel = (int)parameters.NumParam[1].Value;
int iPrvs = parameters.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iPeriod + 2;
float[] afOBOS = new float[Bars];
float fMin = float.MaxValue;
float fMax = float.MinValue;
for (int iBar = iPeriod; iBar < Bars; iBar++)
{
fMin = float.MaxValue;
fMax = float.MinValue;
for (int index = 0; index < iPeriod; index++)
{
if (High[iBar - index] > fMax) fMax = High[iBar - index];
if (Low[iBar - index] < fMin) fMin = Low[iBar - index];
}
afOBOS[iBar] = 100 * (Close[iBar] - fMin) / (fMax - fMin);
}
// Saving the components
component = new IndicatorComp[3];
component[0] = new IndicatorComp();
component[0].CompName = "OBOS";
component[0].DataType = IndComponentType.IndicatorValue;
component[0].ChartType = IndChartType.Line;
component[0].ChartColor = Color.Brown;
component[0].FirstBar = iFirstBar;
component[0].Value = afOBOS;
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 Overbought Oversold Index rises":
indLogic = IndicatorLogic.The_indicator_rises;
afSpecValue = new float[1] { 50f };
break;
case "The Overbought Oversold Index falls":
indLogic = IndicatorLogic.The_indicator_falls;
afSpecValue = new float[1] { 50f };
break;
case "The Overbought Oversold Index is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
afSpecValue = new float[2] { fLevel, 100 - fLevel };
break;
case "The Overbought Oversold Index is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
afSpecValue = new float[2] { fLevel, 100 - fLevel };
break;
case "The Overbought Oversold Index crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
afSpecValue = new float[2] { fLevel, 100 - fLevel };
break;
case "The Overbought Oversold Index crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
afSpecValue = new float[2] { fLevel, 100 - fLevel };
break;
case "The Overbought Oversold Index changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
afSpecValue = new float[1] { 50f };
break;
case "The Overbought Oversold Index changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
afSpecValue = new float[1] { 50f };
break;
default:
break;
}
bIsCalculated = OscillatorLogic(iFirstBar, iPrvs, afOBOS, fLevel, 100 - fLevel, ref component[1], ref component[2], indLogic);
}
}
}
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