//============================================================== // Forex Strategy Builder // Copyright © Miroslav Popov. All rights reserved. //============================================================== // THIS CODE IS PROVIDED "AS IS" WITHOUT WARRANTY OF ANY KIND, // EITHER EXPRESSED OR IMPLIED, INCLUDING BUT NOT LIMITED TO // THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR // A PARTICULAR PURPOSE. //============================================================== using System; using System.Drawing; using ForexStrategyBuilder.Infrastructure.Entities; using ForexStrategyBuilder.Infrastructure.Enums; using ForexStrategyBuilder.Infrastructure.Interfaces; namespace ForexStrategyBuilder.Indicators.Store { ///

/// Exit Interval indicator /// to exit at some interval of the hour (ex, every 15 minutes) ///

public class ExitInterval : Indicator { public ExitInterval() { IndicatorName = "Exit Interval"; PossibleSlots = SlotTypes.CloseFilter; IndicatorAuthor = "Krog"; IndicatorVersion = "2.0"; IndicatorDescription = "A custom indicator for FSB and FST."; } public override void Initialize(SlotTypes slotType) { SlotType = slotType; IndParam.IndicatorType = TypeOfIndicator.DateTime; IndParam.ExecutionTime = ExecutionTime.AtBarClosing; // The ComboBox parameters IndParam.ListParam[0].Caption = "Logic"; IndParam.ListParam[0].ItemList = new string[] { "Exit the market at the specified interval." }; IndParam.ListParam[0].Index = 0; IndParam.ListParam[0].Text = IndParam.ListParam[0].ItemList[IndParam.ListParam[0].Index]; IndParam.ListParam[0].Enabled = true; IndParam.ListParam[0].ToolTip = "Indicator's logic."; // The NumericUpDown parameters IndParam.ListParam[1].Caption = "Interval Period"; IndParam.ListParam[1].ItemList = new string[] { "5 Minutes", "10 Minutes", "15 Minutes", "30 Minutes", "1 Hour", "2 Hours", "3 Hours", "4 Hours", "8 Hours", "12 Hours" }; IndParam.ListParam[1].Index = 9; IndParam.ListParam[1].Text = IndParam.ListParam[1].ItemList[IndParam.ListParam[1].Index]; IndParam.ListParam[1].Enabled = true; IndParam.ListParam[1].ToolTip = "Choose interval in bars at which to exit.\nIf lower than your data time frame it will do nothing."; IndParam.NumParam[1].Caption = "Offset"; IndParam.NumParam[1].Value = 0; IndParam.NumParam[1].Min = 0; IndParam.NumParam[1].Max = 500; IndParam.NumParam[1].Enabled = true; IndParam.NumParam[1].ToolTip = "Offset the interval by this many bars.\nTry to choose a number of bars below the interval."; } public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Reading the parameters TimeSpan ts = new TimeSpan(); switch (IndParam.ListParam[1].Text) { case "5 Minutes": ts = TimeSpan.FromMinutes (5); break; case "10 Minutes": ts = TimeSpan.FromMinutes (10); break; case "15 Minutes": ts = TimeSpan.FromMinutes (15); break; case "30 Minutes": ts = TimeSpan.FromMinutes (30); break; case "1 Hour": ts = TimeSpan.FromHours (1); break; case "2 Hours": ts = TimeSpan.FromHours (2); break; case "3 Hours": ts = TimeSpan.FromHours (3); break; case "4 Hours": ts = TimeSpan.FromHours (4); break; case "8 Hours": ts = TimeSpan.FromHours (8); break; case "12 Hours": ts = TimeSpan.FromHours (12); break; default: // if nothing works, then return to fail silently, used for start up return; } // if time frame is lower than interval, then return and do nothing if (ts.TotalMinutes <= (int)Period) { return; } double dOffset = IndParam.NumParam[1].Value * (double)Period; // Calculation double[] adBars = new double[Bars]; int iFirstBar = 10; DateTime dtStart = new DateTime (Time[0].Year, Time[0].Month, Time[0].Day, 0, 0, 0); // init so it's one bar back before target time, since indicator executes at Bar Closing dtStart = dtStart.AddMinutes(-(double)Period); // increment by number of bars to offset dtStart = dtStart.AddMinutes(dOffset); // Calculation of the logic for (int iBar = iFirstBar; iBar < Bars; iBar++) { if((Time[iBar]-dtStart).Ticks % ts.Ticks == 0) adBars[iBar] = 1; else adBars[iBar] = 0; } // Saving the components Component = new IndicatorComp[1]; Component[0] = new IndicatorComp(); Component[0].CompName = "Force Exit"; Component[0].DataType = IndComponentType.ForceClose; Component[0].ChartType = IndChartType.NoChart; Component[0].ShowInDynInfo = true; Component[0].FirstBar = iFirstBar; Component[0].Value = adBars; } public override void SetDescription() { string sInterval = IndParam.ListParam[1].Text; string sOffset = IndParam.NumParam[1].Value.ToString(); ExitFilterLongDescription = "at the interval of " + sInterval + " with offset of " + sOffset + " bars"; ExitFilterShortDescription = "at the interval of " + sInterval + " with offset of " + sOffset + " bars"; return; } public override string ToString() { string sInterval = IndParam.ListParam[1].Text; string sOffset = IndParam.NumParam[1].Value.ToString(); return IndicatorName + " (" + sInterval + ", " + // Interval "off=" + sOffset + ")"; // Offset } } }