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Price Oscillator - 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: Price Oscillator
/// </summary>
public class Price_Oscillator : Indicator
{
/// <summary>
/// The default constructor.
/// </summary>
public Price_Oscillator()
{
}
/// <summary>
/// Sets the default parameters for the designated slot type.
/// </summary>
/// <param name="slotType">The slot type.</param>
public Price_Oscillator(SlotTypes slotType)
{
sIndicatorName = "Price Oscillator";
parameters = new IndicatorParam();
component = new IndicatorComp[] { };
fMaxValue = float.MinValue;
fMinValue = float.MaxValue;
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 Price Oscillator rises",
"The Price Oscillator falls",
"The Price Oscillator is higher than the Level line",
"The Price Oscillator is lower than the Level line",
"The Price Oscillator crosses the Level line upward",
"The Price Oscillator crosses the Level line downward",
"The Price Oscillator changes its direction upward",
"The Price 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";
parameters.ListParam[1].Caption = "Smoothing method";
parameters.ListParam[1].ItemList = Enum.GetNames(typeof(MAMethod));
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 = "The Moving Average method used for smoothing the PO";
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 indicator is based on";
// 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 Price Oscillator";
parameters.NumParam[1].Caption = "Additional Smoothing";
parameters.NumParam[1].Value = 0;
parameters.NumParam[1].Min = 0;
parameters.NumParam[1].Max = 200;
parameters.NumParam[1].Enabled = true;
parameters.NumParam[1].ToolTip = "The value of smoothing period";
parameters.NumParam[2].Caption = "Level";
parameters.NumParam[2].Value = 0f;
parameters.NumParam[2].Min = -100f;
parameters.NumParam[2].Max = 100f;
parameters.NumParam[2].Point = 4;
parameters.NumParam[2].Enabled = true;
parameters.NumParam[2].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
// 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 iPeriod = (int)parameters.NumParam[0].Value;
int iSmooth = (int)parameters.NumParam[1].Value;
float fLevel = parameters.NumParam[2].Value;
int iPrvs = parameters.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iPeriod + iSmooth + 2;
float[] afBasePrice = Price(basePrice);
float[] afCumulSum = new float[Bars];
float[] afPriceOsc = new float[Bars];
afCumulSum[iPeriod - 1] = 0f;
for (int iBar = 0; iBar < iPeriod; iBar++)
{
afCumulSum[iPeriod - 1] += afBasePrice[iBar];
}
afPriceOsc[iPeriod - 1] = afCumulSum[iPeriod - 1] / afBasePrice[iPeriod - 1] - iPeriod;
for (int iBar = iPeriod; iBar < Bars; iBar++)
{
afCumulSum[iBar] = afCumulSum[iBar - 1] - afBasePrice[iBar - iPeriod] + afBasePrice[iBar];
afPriceOsc[iBar] = iPeriod - afCumulSum[iBar] / afBasePrice[iBar];
}
afPriceOsc = MovingAverage(iSmooth, 0, maMethod, afPriceOsc);
// Saving the components
component = new IndicatorComp[3];
component[0] = new IndicatorComp();
component[0].CompName = "Price Oscillator";
component[0].DataType = IndComponentType.IndicatorValue;
component[0].ChartType = IndChartType.Line;
component[0].ChartColor = Color.Blue;
component[0].FirstBar = iFirstBar;
component[0].Value = afPriceOsc;
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 Price Oscillator rises":
indLogic = IndicatorLogic.The_indicator_rises;
afSpecValue = new float[1] { 0f };
break;
case "The Price Oscillator falls":
indLogic = IndicatorLogic.The_indicator_falls;
afSpecValue = new float[1] { 0f };
break;
case "The Price Oscillator is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
afSpecValue = new float[2] { fLevel, - fLevel };
break;
case "The Price Oscillator is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
afSpecValue = new float[2] { fLevel, - fLevel };
break;
case "The Price Oscillator crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
afSpecValue = new float[2] { fLevel, - fLevel };
break;
case "The Price Oscillator crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
afSpecValue = new float[2] { fLevel, - fLevel };
break;
case "The Price Oscillator changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
afSpecValue = new float[1] { 0f };
break;
case "The Price Oscillator changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
afSpecValue = new float[1] { 0f };
break;
default:
break;
}
bIsCalculated = OscillatorLogic(iFirstBar, iPrvs, afPriceOsc, fLevel, - fLevel, ref component[1], ref component[2], indLogic);
}
}
}
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