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RSI - 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: RSI - Relative Strength Index
/// </summary>
public class RSI : Indicator
{
/// <summary>
/// The default constructor.
/// </summary>
public RSI()
{
}
/// <summary>
/// Sets the default parameters for the designated slot type.
/// </summary>
/// <param name="slotType">The slot type.</param>
public RSI(SlotTypes slotType)
{
sIndicatorName = "RSI";
parameters = new IndicatorParam();
component = new IndicatorComp[] { };
afSpecValue = new float[1] {50f};
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 RSI rises",
"The RSI falls",
"The RSI is higher than the Level line",
"The RSI is lower than the Level line",
"The RSI crosses the Level line upward",
"The RSI crosses the Level line downward",
"The RSI changes its direction upward",
"The RSI 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 indicator";
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 RSI 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 RSI is based on";
// The NumericUpDown parameters.
parameters.NumParam[0].Caption = "Smoothing period";
parameters.NumParam[0].Value = 14;
parameters.NumParam[0].Min = 1;
parameters.NumParam[0].Max = 200;
parameters.NumParam[0].Enabled = true;
parameters.NumParam[0].ToolTip = "The period of smoothing of the RSI value";
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
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;
float fLevel = parameters.NumParam [1].Value;
int iPrvs = parameters.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iPeriod + 2;
float[] afBasePrice = Price(basePrice);
float[] afPos = new float[Bars];
float[] afNeg = new float[Bars];
float[] afRSI = new float[Bars];
for (int iBar = 1; iBar < Bars; iBar++)
{
if (afBasePrice[iBar] > afBasePrice[iBar - 1]) afPos[iBar] = afBasePrice[iBar] - afBasePrice[iBar - 1];
if (afBasePrice[iBar] < afBasePrice[iBar - 1]) afNeg[iBar] = afBasePrice[iBar - 1] - afBasePrice[iBar];
}
float[] afPosMA = MovingAverage(iPeriod, 0, maMethod, afPos);
float[] afNegMA = MovingAverage(iPeriod, 0, maMethod, afNeg);
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
afPosMA[iBar] = (afPosMA[iBar - 1] * (iPeriod - 1) + afPos[iBar]) / iPeriod;
afNegMA[iBar] = (afNegMA[iBar - 1] * (iPeriod - 1) + afNeg[iBar]) / iPeriod;
}
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
if (afNegMA[iBar] == 0)
afRSI[iBar] = 100;
else
afRSI[iBar] = 100 - (100 / (1 + afPosMA[iBar] / afNegMA[iBar]));
}
// Saving the components
component = new IndicatorComp[3];
component[0] = new IndicatorComp();
component[0].CompName = "RSI";
component[0].DataType = IndComponentType.IndicatorValue;
component[0].ChartType = IndChartType.Line;
component[0].ChartColor = Color.RoyalBlue;
component[0].FirstBar = iFirstBar;
component[0].Value = afRSI;
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 RSI rises":
indLogic = IndicatorLogic.The_indicator_rises;
afSpecValue = new float[1] { 50f };
break;
case "The RSI falls":
indLogic = IndicatorLogic.The_indicator_falls;
afSpecValue = new float[1] { 50f };
break;
case "The RSI 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 RSI 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 RSI crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
afSpecValue = new float[2] { fLevel, 100 - fLevel };
break;
case "The RSI crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
afSpecValue = new float[2] { fLevel, 100 - fLevel };
break;
case "The RSI changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
afSpecValue = new float[1] { 50f };
break;
case "The RSI changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
afSpecValue = new float[1] { 50f };
break;
default:
break;
}
bIsCalculated = OscillatorLogic(iFirstBar, iPrvs, afRSI, fLevel, 100 - fLevel, ref component[1], ref component[2], indLogic);
}
}
}
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