// Commodity Channel Index Indicator
// Last changed on 2009-05-05
// 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;
using System.Drawing;
namespace Forex_Strategy_Builder
{
/// <summary>
/// Commodity Channel Index Indicator
/// </summary>
public class Commodity_Channel_Index : Indicator
{
/// <summary>
/// Sets the default indicator parameters for the designated slot type
/// </summary>
public Commodity_Channel_Index(SlotTypes slotType)
{
// General properties
IndicatorName = "Commodity Channel Index";
PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter;
SeparatedChart = true;
// Setting up the indicator parameters
IndParam = new IndicatorParam();
IndParam.IndicatorName = IndicatorName;
IndParam.SlotType = slotType;
IndParam.IndicatorType = TypeOfIndicator.Additional;
// The ComboBox parameters
IndParam.ListParam[0].Caption = "Logic";
IndParam.ListParam[0].ItemList = new string[]
{
"The CCI rises",
"The CCI falls",
"The CCI is higher than the Level line",
"The CCI is lower than the Level line",
"The CCI crosses the Level line upward",
"The CCI crosses the Level line downward",
"The CCI changes its direction upward",
"The CCI 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 CCI value.";
IndParam.ListParam[2].Caption = "Base price";
IndParam.ListParam[2].ItemList = Enum.GetNames(typeof(BasePrice));
IndParam.ListParam[2].Index = (int)BasePrice.Typical;
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 = "Smoothing period";
IndParam.NumParam[0].Value = 14;
IndParam.NumParam[0].Min = 1;
IndParam.NumParam[0].Max = 200;
IndParam.NumParam[0].Enabled = true;
IndParam.NumParam[0].ToolTip = "The period of smoothing used in the calculations.";
IndParam.NumParam[1].Caption = "Level";
IndParam.NumParam[1].Value = 100;
IndParam.NumParam[1].Min = -1000;
IndParam.NumParam[1].Max = 1000;
IndParam.NumParam[1].Enabled = true;
IndParam.NumParam[1].ToolTip = "A critical level (for the appropriate logic).";
IndParam.NumParam[2].Caption = "Multiplier";
IndParam.NumParam[2].Value = 0.015;
IndParam.NumParam[2].Min = 0;
IndParam.NumParam[2].Max = 1;
IndParam.NumParam[2].Point = 3;
IndParam.NumParam[2].Enabled = true;
IndParam.NumParam[2].ToolTip = "The multiplier value.";
// 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 iPeriod = (int)IndParam.NumParam[0].Value;
double dLevel = IndParam.NumParam[1].Value;
double dMultiplier = IndParam.NumParam[2].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iPeriod + 3;
double[] adBasePrice = Price(basePrice);
double[] adSMABasePrice = MovingAverage(iPeriod, 0, MAMethod.Simple, adBasePrice);
double dSum;
double[] adMeanDev = new double[Bars];
for (int iBar = iPeriod; iBar < Bars; iBar++)
{
dSum = 0;
for (int i = 0; i < iPeriod; i++)
{
dSum += Math.Abs(adBasePrice[iBar - i] - adSMABasePrice[iBar]);
}
adMeanDev[iBar] = dMultiplier * dSum / iPeriod;
}
double[] adCCI = new double[Bars];
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
if (adMeanDev[iBar] != 0)
adCCI[iBar] = (adBasePrice[iBar] - adSMABasePrice[iBar]) / adMeanDev[iBar];
else
adCCI[iBar] = 0;
}
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "CCI";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.RoyalBlue;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adCCI;
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 indLogic = IndicatorLogic.It_does_not_act_as_a_filter;
switch (IndParam.ListParam[0].Text)
{
case "The CCI rises":
indLogic = IndicatorLogic.The_indicator_rises;
SpecialValues = new double[3] { -100, 0, 100 };
break;
case "The CCI falls":
indLogic = IndicatorLogic.The_indicator_falls;
SpecialValues = new double[3] { -100, 0, 100 };
break;
case "The CCI is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[3] { dLevel, 0, - dLevel };
break;
case "The CCI is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[3] { dLevel, 0, -dLevel };
break;
case "The CCI crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[3] { dLevel, 0, -dLevel };
break;
case "The CCI crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[3] { dLevel, 0, -dLevel };
break;
case "The CCI changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
SpecialValues = new double[3] { -100, 0, 100 };
break;
case "The CCI changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
SpecialValues = new double[3] { -100, 0, 100 };
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adCCI, dLevel, - dLevel, ref Component[1], ref Component[2], indLogic);
return;
}
/// <summary>
/// Sets the indicator logic description
/// </summary>
public override void SetDescription(SlotTypes slotType)
{
string sLevelLong = (IndParam.NumParam[1].Value == 0 ? "0" : IndParam.NumParam[1].ValueToString);
string sLevelShort = (IndParam.NumParam[1].Value == 0 ? "0" : "-" + IndParam.NumParam[1].ValueToString);
EntryFilterLongDescription = "the " + ToString() + " ";
EntryFilterShortDescription = "the " + ToString() + " ";
ExitFilterLongDescription = "the " + ToString() + " ";
ExitFilterShortDescription = "the " + ToString() + " ";
switch (IndParam.ListParam[0].Text)
{
case "The CCI rises":
EntryFilterLongDescription += "rises";
EntryFilterShortDescription += "falls";
ExitFilterLongDescription += "rises";
ExitFilterShortDescription += "falls";
break;
case "The CCI falls":
EntryFilterLongDescription += "falls";
EntryFilterShortDescription += "rises";
ExitFilterLongDescription += "falls";
ExitFilterShortDescription += "rises";
break;
case "The CCI 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 CCI 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 CCI 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 CCI 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 CCI 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 CCI 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 + ", " + // Period
IndParam.NumParam[2].ValueToString + ")"; // Multiplier
return sString;
}
}
}