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Previous High Low - 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 Previous High Low
/// </summary>
public class Previous_High_Low : Indicator
{
/// <summary>
/// The default constructor.
/// </summary>
public Previous_High_Low()
{
}
/// <summary>
/// Sets the default parameters for the designated slot type.
/// </summary>
/// <param name="slotType">The slot type.</param>
public Previous_High_Low(SlotTypes slotType)
{
sIndicatorName = "Previous High Low";
parameters = new IndicatorParam();
component = new IndicatorComp[] { };
afSpecValue = new float[] { };
typeOfIndicator = TypeOfIndicator.Additional;
bSeparatedChart = false;
bIsCalculated = false;
// The indicator name.
parameters.IndicatorName = sIndicatorName;
// The slot type.
parameters.SlotType = slotType;
// The ComboBox parameters.
parameters.ListParam[0].Caption = "Logic";
if (slotType == SlotTypes.Open)
parameters.ListParam[0].ItemList = new string[]
{
"Enter long at the previous High",
"Enter long at the previous Low"
};
else if (slotType == SlotTypes.OpenFilter)
parameters.ListParam[0].ItemList = new string[]
{
"The position opens above the previous High",
"The position opens below the previous High",
"The position opens above the previous Low",
"The position opens below the previous Low"
};
else if (slotType == SlotTypes.Close)
parameters.ListParam[0].ItemList = new string[]
{
"Exit long at the previous High",
"Exit long at the previous Low"
};
else if (slotType == SlotTypes.CloseFilter)
parameters.ListParam[0].ItemList = new string[]
{
"The bar closes above the previous High",
"The bar closes below the previous High",
"The bar closes above the previous Low",
"The bar closes below the previous Low"
};
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 = "Base price";
parameters.ListParam[1].ItemList = new string[] { "High & Low" };
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 = "Used price from the indicator";
}
/// <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;
// Calculation
float[] afUpBand = new float[Bars];
float[] afDnBand = new float[Bars];
int iFirstBar = 2;
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
afUpBand[iBar] = High[iBar - 1];
afDnBand[iBar] = Low[iBar - 1];
}
// Saving the components
component = new IndicatorComp[4];
component[0] = new IndicatorComp();
component[0].CompName = "Previous High";
component[0].DataType = IndComponentType.IndicatorValue;
component[0].ChartType = IndChartType.NoChart;
component[0].FirstBar = iFirstBar;
component[0].Value = afUpBand;
component[1] = new IndicatorComp();
component[1].CompName = "Previous Low";
component[1].DataType = IndComponentType.IndicatorValue;
component[1].ChartType = IndChartType.NoChart;
component[1].FirstBar = iFirstBar;
component[1].Value = afDnBand;
component[2] = new IndicatorComp();
component[2].ChartType = IndChartType.NoChart;
component[2].FirstBar = iFirstBar;
component[2].Value = new float[Bars];
component[3] = new IndicatorComp();
component[3].ChartType = IndChartType.NoChart;
component[3].FirstBar = iFirstBar;
component[3].Value = new float[Bars];
// Sets the component's type.
if (slotType == SlotTypes.Open)
{
component[2].DataType = IndComponentType.OpenLongPrice;
component[2].CompName = "Long positions opening price";
component[3].DataType = IndComponentType.OpenShortPrice;
component[3].CompName = "Short positions opening price";
}
else if (slotType == SlotTypes.OpenFilter)
{
component[2].DataType = IndComponentType.AllowOpenLong;
component[2].CompName = "Allows long positions opening";
component[3].DataType = IndComponentType.AllowOpenShort;
component[3].CompName = "Allows short positions opening";
}
else if (slotType == SlotTypes.Close)
{
component[2].DataType = IndComponentType.CloseLongPrice;
component[2].CompName = "Long positions closing price";
component[3].DataType = IndComponentType.CloseShortPrice;
component[3].CompName = "Short positions closing price";
}
else if (slotType == SlotTypes.CloseFilter)
{
component[2].DataType = IndComponentType.ForceCloseLong;
component[2].CompName = "Forces long positions closing";
component[3].DataType = IndComponentType.ForceCloseShort;
component[3].CompName = "Forces short positions closing";
}
if (slotType == SlotTypes.Open || slotType == SlotTypes.Close)
{
if (parameters.ListParam[0].Text == "Enter long at the previous High" ||
parameters.ListParam[0].Text == "Exit long at the previous High")
{
component[2].Value = afUpBand;
component[3].Value = afDnBand;
}
else
{
component[2].Value = afDnBand;
component[3].Value = afUpBand;
}
}
else
{
switch (parameters.ListParam[0].Text)
{
case "The bar opens below the previous High":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
component[2].Value[iBar] = Open[iBar] < afUpBand[iBar] ? 1 : 0;
component[3].Value[iBar] = Open[iBar] > afDnBand[iBar] ? 1 : 0;
}
break;
case "The bar opens above the previous High":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
component[2].Value[iBar] = Open[iBar] > afUpBand[iBar] ? 1 : 0;
component[3].Value[iBar] = Open[iBar] < afDnBand[iBar] ? 1 : 0;
}
break;
case "The bar opens below the previous Low":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
component[2].Value[iBar] = Open[iBar] < afDnBand[iBar] ? 1 : 0;
component[3].Value[iBar] = Open[iBar] > afUpBand[iBar] ? 1 : 0;
}
break;
case "The bar opens above the previous Low":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
component[2].Value[iBar] = Open[iBar] > afDnBand[iBar] ? 1 : 0;
component[3].Value[iBar] = Open[iBar] < afUpBand[iBar] ? 1 : 0;
}
break;
case "The position opens above the previous High":
component[0].PosPriceDependence = PositionPriceDependence.PriceBuyHigher;
component[1].PosPriceDependence = PositionPriceDependence.PriceSellLower;
component[2].DataType = IndComponentType.Other;
component[3].DataType = IndComponentType.Other;
component[2].ShowInDynInfo = false;
component[3].ShowInDynInfo = false;
break;
case "The position opens below the previous High":
component[0].PosPriceDependence = PositionPriceDependence.PriceBuyLower;
component[1].PosPriceDependence = PositionPriceDependence.PriceSellHigher;
component[2].DataType = IndComponentType.Other;
component[3].DataType = IndComponentType.Other;
component[2].ShowInDynInfo = false;
component[3].ShowInDynInfo = false;
break;
case "The position opens above the previous Low":
component[0].PosPriceDependence = PositionPriceDependence.PriceSellLower;
component[1].PosPriceDependence = PositionPriceDependence.PriceBuyHigher;
component[2].DataType = IndComponentType.Other;
component[3].DataType = IndComponentType.Other;
component[2].ShowInDynInfo = false;
component[3].ShowInDynInfo = false;
break;
case "The position opens below the previous Low":
component[0].PosPriceDependence = PositionPriceDependence.PriceSellHigher;
component[1].PosPriceDependence = PositionPriceDependence.PriceBuyLower;
component[2].DataType = IndComponentType.Other;
component[3].DataType = IndComponentType.Other;
component[2].ShowInDynInfo = false;
component[3].ShowInDynInfo = false;
break;
case "The bar closes below the previous High":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
component[2].Value[iBar] = Close[iBar] < afUpBand[iBar] ? 1 : 0;
component[3].Value[iBar] = Close[iBar] > afDnBand[iBar] ? 1 : 0;
}
break;
case "The bar closes above the previous High":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
component[2].Value[iBar] = Close[iBar] > afUpBand[iBar] ? 1 : 0;
component[3].Value[iBar] = Close[iBar] < afDnBand[iBar] ? 1 : 0;
}
break;
case "The bar closes below the previous Low":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
component[2].Value[iBar] = Close[iBar] < afDnBand[iBar] ? 1 : 0;
component[3].Value[iBar] = Close[iBar] > afUpBand[iBar] ? 1 : 0;
}
break;
case "The bar closes above the previous Low":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
component[2].Value[iBar] = Close[iBar] > afDnBand[iBar] ? 1 : 0;
component[3].Value[iBar] = Close[iBar] < afUpBand[iBar] ? 1 : 0;
}
break;
default:
break;
}
}
bIsCalculated = true;
return;
}
}
}
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