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Rate of Change - 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: ROC
/// </summary>
public class Rate_of_Change : Indicator
{
/// <summary>
/// The default constructor.
/// </summary>
public Rate_of_Change()
{
}
/// <summary>
/// Sets the default parameters for the designated slot type.
/// </summary>
/// <param name="slotType">The slot type.</param>
public Rate_of_Change(SlotTypes slotType)
{
sIndicatorName = "Rate of Change";
parameters = new IndicatorParam();
component = new IndicatorComp[] { };
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 ROC rises",
"The ROC falls",
"The ROC is higher than the Level line",
"The ROC is lower than the Level line",
"The ROC crosses the Level line upward",
"The ROC crosses the Level line downward",
"The ROC changes its direction upward",
"The ROC 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 ROC 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 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 ROC";
parameters.NumParam[1].Caption = "Smoothing period";
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 period of additional smoothing";
parameters.NumParam[2].Caption = "Level";
parameters.NumParam[2].Value = 1;
parameters.NumParam[2].Min = 0;
parameters.NumParam[2].Max = 10;
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
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;
int iFirstBar = iPrvs + iPeriod + iSmooth + 2;
float[] afROC = new float[Bars];
float[] afBasePrice = Price(basePrice);
for (int iBar = iPeriod; iBar < Bars; iBar++)
afROC[iBar] = afBasePrice[iBar] / afBasePrice[iBar - iPeriod];
if (iSmooth > 0)
{
afROC = MovingAverage(iSmooth, 0, maMethod, afROC);
}
// Saving the components
component = new IndicatorComp[3];
component[0] = new IndicatorComp();
component[0].CompName = "ROC";
component[0].DataType = IndComponentType.IndicatorValue;
component[0].ChartType = IndChartType.Line;
component[0].ChartColor = Color.Violet;
component[0].FirstBar = iFirstBar;
component[0].Value = afROC;
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 ROC rises":
indLogic = IndicatorLogic.The_indicator_rises;
afSpecValue = new float[1] { 1f };
break;
case "The ROC falls":
indLogic = IndicatorLogic.The_indicator_falls;
afSpecValue = new float[1] { 1f };
break;
case "The ROC is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
afSpecValue = new float[2] { fLevel, 2 - fLevel };
break;
case "The ROC is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
afSpecValue = new float[2] { fLevel, 2 - fLevel };
break;
case "The ROC crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
afSpecValue = new float[2] { fLevel, 2 - fLevel };
break;
case "The ROC crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
afSpecValue = new float[2] { fLevel, 2 - fLevel };
break;
case "The ROC changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
afSpecValue = new float[1] { 1f };
break;
case "The ROC changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
afSpecValue = new float[1] { 1f };
break;
default:
break;
}
bIsCalculated = OscillatorLogic(iFirstBar, iPrvs, afROC, fLevel, 2 - fLevel, ref component[1], ref component[2], indLogic);
}
}
}
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