// Awesome Oscillator Indicator
// Last changed on 2009-04-15
// Part of Forex Strategy Builder & Forex Strategy Trader
// Website http://forexsb.com/
// Copyright (c) 2006 - 2009 Miroslav Popov - All rights reserved.
// This code or any part of it cannot be used in other applications without a permission.
using System;
namespace Forex_Strategy_Builder
{
/// <summary>
/// Awesome Oscillator Indicator
/// </summary>
public class Awesome_Oscillator : Indicator
{
/// <summary>
/// Sets the default indicator parameters for the designated slot type
/// </summary>
public Awesome_Oscillator(SlotTypes slotType)
{
// General properties
IndicatorName = "Awesome Oscillator";
PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter;
SeparatedChart = true;
// Setting up the indicator parameters
IndParam = new IndicatorParam();
IndParam.IndicatorName = IndicatorName;
IndParam.SlotType = slotType;
// The ComboBox parameters
IndParam.ListParam[0].Caption = "Logic";
IndParam.ListParam[0].ItemList = new string[]
{
"The AO rises",
"The AO falls",
"The AO is higher than the Level line",
"The AO is lower than the Level line",
"The AO crosses the Level line upward",
"The AO crosses the Level line downward",
"The AO changes its direction upward",
"The AO changes its direction downward"
};
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 indicator.";
IndParam.ListParam[1].Caption = "Smoothing method";
IndParam.ListParam[1].ItemList = Enum.GetNames(typeof(MAMethod));
IndParam.ListParam[1].Index = (int)MAMethod.Simple;
IndParam.ListParam[1].Text = IndParam.ListParam[1].ItemList[IndParam.ListParam[1].Index];
IndParam.ListParam[1].Enabled = true;
IndParam.ListParam[1].ToolTip = "The Moving Average method used for smoothing the values.";
IndParam.ListParam[2].Caption = "Base price";
IndParam.ListParam[2].ItemList = Enum.GetNames(typeof(BasePrice));
IndParam.ListParam[2].Index = (int)BasePrice.Median;
IndParam.ListParam[2].Text = IndParam.ListParam[2].ItemList[IndParam.ListParam[2].Index];
IndParam.ListParam[2].Enabled = true;
IndParam.ListParam[2].ToolTip = "The price the indicator is based on.";
// The NumericUpDown parameters
IndParam.NumParam[0].Caption = "Slow MA period";
IndParam.NumParam[0].Value = 34;
IndParam.NumParam[0].Min = 1;
IndParam.NumParam[0].Max = 200;
IndParam.NumParam[0].Enabled = true;
IndParam.NumParam[0].ToolTip = "The period of slow Moving Average.";
IndParam.NumParam[1].Caption = "Fast MA period";
IndParam.NumParam[1].Value = 5;
IndParam.NumParam[1].Min = 1;
IndParam.NumParam[1].Max = 200;
IndParam.NumParam[1].Enabled = true;
IndParam.NumParam[1].ToolTip = "The period of fast Moving Average.";
IndParam.NumParam[3].Caption = "Level";
IndParam.NumParam[3].Value = 0;
IndParam.NumParam[3].Min = -10;
IndParam.NumParam[3].Max = 10;
IndParam.NumParam[3].Point = 4;
IndParam.NumParam[3].Enabled = true;
IndParam.NumParam[3].ToolTip = "A critical level (for the appropriate logic).";
// The CheckBox parameters
IndParam.CheckParam[0].Caption = "Use previous bar value";
IndParam.CheckParam[0].Checked = PrepareUsePrevBarValueCheckBox(slotType);
IndParam.CheckParam[0].Enabled = true;
IndParam.CheckParam[0].ToolTip = "Use the indicator value from the previous bar.";
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
MAMethod maMethod = (MAMethod )IndParam.ListParam[1].Index;
BasePrice basePrice = (BasePrice)IndParam.ListParam[2].Index;
int nSlow = (int)IndParam.NumParam[0].Value;
int nFast = (int)IndParam.NumParam[1].Value;
double dLevel = IndParam.NumParam[3].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = nSlow + 2;
double[] adMASlow = MovingAverage(nSlow, 0, maMethod, Price(basePrice));
double[] adMAFast = MovingAverage(nFast, 0, maMethod, Price(basePrice));
double[] adAO = new double[Bars];
for (int iBar = nSlow - 1; iBar < Bars; iBar++)
{
adAO[iBar] = adMAFast[iBar] - adMASlow[iBar];
}
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "AO";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Histogram;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adAO;
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];
// Sets the Component's type
if (slotType == 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";
}
else if (slotType == 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";
}
// Calculation of the logic
IndicatorLogic indicatorLogic = IndicatorLogic.It_does_not_act_as_a_filter;
switch (IndParam.ListParam[0].Text)
{
case "The AO rises":
indicatorLogic = IndicatorLogic.The_indicator_rises;
SpecialValues = new double[1] { 0 };
break;
case "The AO falls":
indicatorLogic = IndicatorLogic.The_indicator_falls;
SpecialValues = new double[1] { 0 };
break;
case "The AO is higher than the Level line":
indicatorLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[2] { dLevel, -dLevel };
break;
case "The AO is lower than the Level line":
indicatorLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[2] { dLevel, -dLevel };
break;
case "The AO crosses the Level line upward":
indicatorLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[2] { dLevel, -dLevel };
break;
case "The AO crosses the Level line downward":
indicatorLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[2] { dLevel, -dLevel };
break;
case "The AO changes its direction upward":
indicatorLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
SpecialValues = new double[1] { 0 };
break;
case "The AO changes its direction downward":
indicatorLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
SpecialValues = new double[1] { 0 };
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adAO, dLevel, -dLevel, ref Component[1], ref Component[2], indicatorLogic);
return;
}
/// <summary>
/// Sets the indicator logic description
/// </summary>
public override void SetDescription(SlotTypes slotType)
{
string sLevelLong = (IndParam.NumParam[3].Value == 0 ? "0" : IndParam.NumParam[3].ValueToString);
string sLevelShort = (IndParam.NumParam[3].Value == 0 ? "0" : "-" + IndParam.NumParam[3].ValueToString);
EntryFilterLongDescription = "the " + ToString() + " ";
EntryFilterShortDescription = "the " + ToString() + " ";
ExitFilterLongDescription = "the " + ToString() + " ";
ExitFilterShortDescription = "the " + ToString() + " ";
switch (IndParam.ListParam[0].Text)
{
case "The AO rises":
EntryFilterLongDescription += "rises";
EntryFilterShortDescription += "falls";
ExitFilterLongDescription += "rises";
ExitFilterShortDescription += "falls";
break;
case "The AO falls":
EntryFilterLongDescription += "falls";
EntryFilterShortDescription += "rises";
ExitFilterLongDescription += "falls";
ExitFilterShortDescription += "rises";
break;
case "The AO is higher than the Level line":
EntryFilterLongDescription += "is higher than the Level " + sLevelLong;
EntryFilterShortDescription += "is lower than the Level " + sLevelShort;
ExitFilterLongDescription += "is higher than the Level " + sLevelLong;
ExitFilterShortDescription += "is lower than the Level " + sLevelShort;
break;
case "The AO is lower than the Level line":
EntryFilterLongDescription += "is lower than the Level " + sLevelLong;
EntryFilterShortDescription += "is higher than the Level " + sLevelShort;
ExitFilterLongDescription += "is lower than the Level " + sLevelLong;
ExitFilterShortDescription += "is higher than the Level " + sLevelShort;
break;
case "The AO crosses the Level line upward":
EntryFilterLongDescription += "crosses the Level " + sLevelLong + " upward";
EntryFilterShortDescription += "crosses the Level " + sLevelShort + " downward";
ExitFilterLongDescription += "crosses the Level " + sLevelLong + " upward";
ExitFilterShortDescription += "crosses the Level " + sLevelShort + " downward";
break;
case "The AO crosses the Level line downward":
EntryFilterLongDescription += "crosses the Level " + sLevelLong + " downward";
EntryFilterShortDescription += "crosses the Level " + sLevelShort + " upward";
ExitFilterLongDescription += "crosses the Level " + sLevelLong + " downward";
ExitFilterShortDescription += "crosses the Level " + sLevelShort + " upward";
break;
case "The AO changes its direction upward":
EntryFilterLongDescription += "changes its direction upward";
EntryFilterShortDescription += "changes its direction downward";
ExitFilterLongDescription += "changes its direction upward";
ExitFilterShortDescription += "changes its direction downward";
break;
case "The AO changes its direction downward":
EntryFilterLongDescription += "changes its direction downward";
EntryFilterShortDescription += "changes its direction upward";
ExitFilterLongDescription += "changes its direction downward";
ExitFilterShortDescription += "changes its direction upward";
break;
default:
break;
}
return;
}
/// <summary>
/// Indicator to string
/// </summary>
public override string ToString()
{
string sString = IndicatorName +
(IndParam.CheckParam[0].Checked ? "* (" : " (") +
IndParam.ListParam[1].Text + ", " + // Method
IndParam.ListParam[2].Text + ", " + // Price
IndParam.NumParam[0].ValueToString + ", " + // Slow MA period
IndParam.NumParam[1].ValueToString + ")"; // Fast MA period
return sString;
}
}
}