//============================================================== // Forex Strategy Builder // Copyright (c) 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 { public class CoralTrendv1 : Indicator { public CoralTrendv1() { IndicatorName = "CoralTrend v1"; PossibleSlots = SlotTypes.Open | SlotTypes.OpenFilter | SlotTypes.Close | SlotTypes.CloseFilter; IndicatorAuthor = "Jim Totaro"; IndicatorVersion = "1.0"; IndicatorDescription = "Coral Trend Indicator"; } public override void Initialize(SlotTypes slotType) { SlotType = slotType; // The ComboBox parameters IndParam.ListParam[0].Caption = "Logic"; if (SlotType == SlotTypes.Open) IndParam.ListParam[0].ItemList = new string[] { "Enter the market at the Moving Average" }; else if (SlotType == SlotTypes.OpenFilter) IndParam.ListParam[0].ItemList = new string[] { "The Moving Average rises", "The Moving Average falls", "The bar opens above the Moving Average", "The bar opens below the Moving Average", "The bar opens above the Moving Average after opening below it", "The bar opens below the Moving Average after opening above it", "The position opens above the Moving Average", "The position opens below the Moving Average", }; else if (SlotType == SlotTypes.Close) IndParam.ListParam[0].ItemList = new string[] { "Exit the market at the Moving Average" }; else if (SlotType == SlotTypes.CloseFilter) IndParam.ListParam[0].ItemList = new string[] { "The Moving Average rises", "The Moving Average falls", "The bar closes below the Moving Average", "The bar closes above the Moving Average", }; else IndParam.ListParam[0].ItemList = new string[] { "Not Defined" }; 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 = "Logic of application of the Moving Average."; // The NumericUpDown parameters IndParam.NumParam[0].Caption = "Period"; IndParam.NumParam[0].Value = 35; IndParam.NumParam[0].Min = 10; IndParam.NumParam[0].Max = 300; IndParam.NumParam[0].Enabled = true; IndParam.NumParam[0].ToolTip = "The Coral period."; // The CheckBox parameters IndParam.CheckParam[0].Caption = "Use previous bar value"; IndParam.CheckParam[0].Enabled = true; IndParam.CheckParam[0].ToolTip = "Use the indicator value from the previous bar."; return; } public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Reading the parameters int iPeriod = (int)IndParam.NumParam[0].Value; int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0; double coeff0 = 0.4; // TimeExecution IndParam.ExecutionTime = ExecutionTime.AtBarOpening; // Calculations double coeff9 = coeff0 * coeff0; double coeff10 = 0; coeff10 = coeff9 * coeff0; double coeff3 = -coeff10; double coeff4 = 3.0 * (coeff9 + coeff10); double coeff5 = -3.0 * (2.0 * coeff9 + coeff0 + coeff10); double coeff6 = 3.0 * coeff0 + 1.0 + coeff10 + 3.0 * coeff9; double coeff11 = iPeriod; if (coeff11 < 1.0) coeff11 = 1.0; coeff11 = (coeff11 - 1.0) / 2.0 + 1.0; double coeff1 = 2 / (coeff11 + 1.0); double coeff2 = 1 - coeff1; double[] CoralBuffer = new double[Bars]; double[] buffer1 = new double[Bars]; double[] buffer2 = new double[Bars]; double[] buffer3 = new double[Bars]; double[] buffer4 = new double[Bars]; double[] buffer5 = new double[Bars]; double[] buffer6 = new double[Bars]; int iFirstBar = iPeriod + iPrvs + 2; for (int bar = iPeriod -1; bar < Bars; bar++) { buffer1[bar] = coeff1 * Close[bar] + coeff2 * (buffer1[bar - 1]); buffer2[bar] = coeff1 * (buffer1[bar]) + coeff2 * (buffer2[bar - 1]); buffer3[bar] = coeff1 * (buffer2[bar]) + coeff2 * (buffer3[bar - 1]); buffer4[bar] = coeff1 * (buffer3[bar]) + coeff2 * (buffer4[bar - 1]); buffer5[bar] = coeff1 * (buffer4[bar]) + coeff2 * (buffer5[bar - 1]); buffer6[bar] = coeff1 * (buffer5[bar]) + coeff2 * (buffer6[bar - 1]); CoralBuffer[bar] = coeff3 * (buffer6[bar]) + coeff4 * (buffer5[bar]) + coeff5 * (buffer4[bar]) + coeff6 * (buffer3[bar]); } // Saving the components if (SlotType == SlotTypes.Open || SlotType == SlotTypes.Close) { Component = new IndicatorComp[2]; Component[1] = new IndicatorComp(); Component[1].Value = new double[Bars]; for (int iBar = iFirstBar; iBar < Bars; iBar++) { // Covers the cases when the price can pass through the MA without a signal double dValue = CoralBuffer[iBar - iPrvs]; // Current value double dValue1 = CoralBuffer[iBar - iPrvs - 1]; // Previous value double dTempVal = dValue; if ((dValue1 > High[iBar - 1] && dValue < Open[iBar]) || // The Open price jumps above the indicator (dValue1 < Low[iBar - 1] && dValue > Open[iBar]) || // The Open price jumps below the indicator (Close[iBar - 1] < dValue && dValue < Open[iBar]) || // The Open price is in a positive gap (Close[iBar - 1] > dValue && dValue > Open[iBar])) // The Open price is in a negative gap dTempVal = Open[iBar]; Component[1].Value[iBar] = dTempVal; // Entry or exit value } } else { Component = new IndicatorComp[3]; Component[1] = new IndicatorComp(); Component[1].ChartType = IndChartType.NoChart; Component[1].FirstBar = iFirstBar; Component[1].Value = new double[Bars]; Component[2] = new IndicatorComp(); Component[2].ChartType = IndChartType.NoChart; Component[2].FirstBar = iFirstBar; Component[2].Value = new double[Bars]; } Component[0] = new IndicatorComp(); Component[0].CompName = "Coral Value"; Component[0].DataType = IndComponentType.IndicatorValue; Component[0].ChartType = IndChartType.Line; Component[0].ChartColor = Color.Blue; Component[0].FirstBar = iFirstBar; Component[0].Value = CoralBuffer; switch (SlotType) { case SlotTypes.Open: Component[1].CompName = "Position opening price"; Component[1].DataType = IndComponentType.OpenPrice; break; case SlotTypes.OpenFilter: Component[1].DataType = IndComponentType.AllowOpenLong; Component[1].CompName = "Is long entry allowed"; Component[2].DataType = IndComponentType.AllowOpenShort; Component[2].CompName = "Is short entry allowed"; break; case SlotTypes.Close: Component[1].CompName = "Position closing price"; Component[1].DataType = IndComponentType.ClosePrice; break; case SlotTypes.CloseFilter: Component[1].DataType = IndComponentType.ForceCloseLong; Component[1].CompName = "Close out long position"; Component[2].DataType = IndComponentType.ForceCloseShort; Component[2].CompName = "Close out short position"; break; } if (SlotType == SlotTypes.OpenFilter || SlotType == SlotTypes.CloseFilter) { switch (IndParam.ListParam[0].Text) { case "The Moving Average rises": IndicatorRisesLogic(iFirstBar, iPrvs, CoralBuffer, ref Component[1], ref Component[2]); break; case "The Moving Average falls": IndicatorFallsLogic(iFirstBar, iPrvs, CoralBuffer, ref Component[1], ref Component[2]); break; case "The bar opens above the Moving Average": BarOpensAboveIndicatorLogic(iFirstBar, iPrvs, CoralBuffer, ref Component[1], ref Component[2]); break; case "The bar opens below the Moving Average": BarOpensBelowIndicatorLogic(iFirstBar, iPrvs, CoralBuffer, ref Component[1], ref Component[2]); break; case "The bar opens above the Moving Average after opening below it": BarOpensAboveIndicatorAfterOpeningBelowLogic(iFirstBar, iPrvs, CoralBuffer, ref Component[1], ref Component[2]); break; case "The bar opens below the Moving Average after opening above it": BarOpensBelowIndicatorAfterOpeningAboveLogic(iFirstBar, iPrvs, CoralBuffer, ref Component[1], ref Component[2]); break; case "The position opens above the Moving Average": Component[0].PosPriceDependence = PositionPriceDependence.BuyHigherSellLower; Component[0].UsePreviousBar = iPrvs; Component[1].DataType = IndComponentType.Other; Component[1].ShowInDynInfo = false; Component[2].DataType = IndComponentType.Other; Component[2].ShowInDynInfo = false; break; case "The position opens below the Moving Average": Component[0].PosPriceDependence = PositionPriceDependence.BuyLowerSelHigher; Component[0].UsePreviousBar = iPrvs; Component[1].DataType = IndComponentType.Other; Component[1].ShowInDynInfo = false; Component[2].DataType = IndComponentType.Other; Component[2].ShowInDynInfo = false; break; case "The bar closes below the Moving Average": BarClosesBelowIndicatorLogic(iFirstBar, iPrvs, CoralBuffer, ref Component[1], ref Component[2]); break; case "The bar closes above the Moving Average": BarClosesAboveIndicatorLogic(iFirstBar, iPrvs, CoralBuffer, ref Component[1], ref Component[2]); break; default: break; } } return; } ///

/// Sets the indicator logic description ///

public override void SetDescription() { EntryPointLongDescription = "at the " + ToString(); EntryPointShortDescription = "at the " + ToString(); ExitPointLongDescription = "at the " + ToString(); ExitPointShortDescription = "at the " + ToString(); switch (IndParam.ListParam[0].Text) { case "The Moving Average rises": EntryFilterLongDescription = "the " + ToString() + " rises"; EntryFilterShortDescription = "the " + ToString() + " falls"; ExitFilterLongDescription = "the " + ToString() + " rises"; ExitFilterShortDescription = "the " + ToString() + " falls"; break; case "The Moving Average falls": EntryFilterLongDescription = "the " + ToString() + " falls"; EntryFilterShortDescription = "the " + ToString() + " rises"; ExitFilterLongDescription = "the " + ToString() + " falls"; ExitFilterShortDescription = "the " + ToString() + " rises"; break; case "The bar opens above the Moving Average": EntryFilterLongDescription = "the bar opens above the " + ToString(); EntryFilterShortDescription = "the bar opens below the " + ToString(); break; case "The bar opens below the Moving Average": EntryFilterLongDescription = "the bar opens below the " + ToString(); EntryFilterShortDescription = "the bar opens above the " + ToString(); break; case "The position opens above the Moving Average": EntryFilterLongDescription = "the position opening price is higher than the " + ToString(); EntryFilterShortDescription = "the position opening price is lower than the " + ToString(); break; case "The position opens below the Moving Average": EntryFilterLongDescription = "the position opening price is lower than the " + ToString(); EntryFilterShortDescription = "the position opening price is higher than the " + ToString(); break; case "The bar opens above the Moving Average after opening below it": EntryFilterLongDescription = "the bar opens above the " + ToString() + " after opening below it"; EntryFilterShortDescription = "the bar opens below the " + ToString() + " after opening above it"; break; case "The bar opens below the Moving Average after opening above it": EntryFilterLongDescription = "the bar opens below the " + ToString() + " after opening above it"; EntryFilterShortDescription = "the bar opens above the " + ToString() + " after opening below it"; break; case "The bar closes above the Moving Average": ExitFilterLongDescription = "the bar closes above the " + ToString(); ExitFilterShortDescription = "the bar closes below the " + ToString(); break; case "The bar closes below the Moving Average": ExitFilterLongDescription = "the bar closes below the " + ToString(); ExitFilterShortDescription = "the bar closes above the " + ToString(); break; default: break; } return; } ///

/// Indicator to string ///

public override string ToString() { string sString = IndicatorName + (IndParam.CheckParam[0].Checked ? "* (" : " (") + IndParam.ListParam[0].Text + ", " + // Method IndParam.NumParam[0].ValueToString + ")"; // Coral Period return sString; } } }