// Detrended Oscillator 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>
/// Detrended Oscillator Indicator
/// </summary>
public class Detrended_Oscillator : Indicator
{
/// <summary>
/// Sets the default indicator parameters for the designated slot type
/// </summary>
public Detrended_Oscillator(SlotTypes slotType)
{
// General properties
IndicatorName = "Detrended 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 Detrended Oscillator rises",
"The Detrended Oscillator falls",
"The Detrended Oscillator is higher than the zero line",
"The Detrended Oscillator is lower than the zero line",
"The Detrended Oscillator crosses the zero line upward",
"The Detrended Oscillator crosses the zero line downward",
"The Detrended Oscillator changes its direction upward",
"The Detrended Oscillator 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 MA1";
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 method of smoothing of MA1.";
IndParam.ListParam[2].Caption = "Smoothing method MA2";
IndParam.ListParam[2].ItemList = Enum.GetNames(typeof(MAMethod));
IndParam.ListParam[2].Index = (int)MAMethod.Simple;
IndParam.ListParam[2].Text = IndParam.ListParam[2].ItemList[IndParam.ListParam[2].Index];
IndParam.ListParam[2].Enabled = true;
IndParam.ListParam[2].ToolTip = "The method of smoothing of MA2.";
IndParam.ListParam[3].Caption = "Base price";
IndParam.ListParam[3].ItemList = Enum.GetNames(typeof(BasePrice));
IndParam.ListParam[3].Index = (int)BasePrice.Close;
IndParam.ListParam[3].Text = IndParam.ListParam[3].ItemList[IndParam.ListParam[3].Index];
IndParam.ListParam[3].Enabled = true;
IndParam.ListParam[3].ToolTip = "The price the MA is based on.";
// The NumericUpDown parameters
IndParam.NumParam[0].Caption = "Period MA1";
IndParam.NumParam[0].Value = 13;
IndParam.NumParam[0].Min = 1;
IndParam.NumParam[0].Max = 100;
IndParam.NumParam[0].Enabled = true;
IndParam.NumParam[0].ToolTip = "The smoothing period of MA1.";
IndParam.NumParam[1].Caption = "Period MA2";
IndParam.NumParam[1].Value = 3;
IndParam.NumParam[1].Min = 1;
IndParam.NumParam[1].Max = 100;
IndParam.NumParam[1].Enabled = true;
IndParam.NumParam[1].ToolTip = "The smoothing period of MA2.";
// 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 maMethod1 = (MAMethod)IndParam.ListParam[1].Index;
MAMethod maMethod2 = (MAMethod)IndParam.ListParam[2].Index;
BasePrice price = (BasePrice)IndParam.ListParam[3].Index;
int iPeriod1 = (int)IndParam.NumParam[0].Value;
int iPeriod2 = (int)IndParam.NumParam[1].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iPeriod1 + iPeriod2 + 1;
double[] adPrice = Price(price);
double[] adMA = MovingAverage(iPeriod1, 0, maMethod1, adPrice);
double[] adMAPr = new double[Bars];
for (int iBar = 0; iBar < Bars; iBar++)
{
adMAPr[iBar] = adPrice[iBar] - adMA[iBar];
}
double[] adDO = MovingAverage(iPeriod2, 0, maMethod2, adMAPr);
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "Detrended Oscillator";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.LightSeaGreen;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adDO;
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 Detrended Oscillator rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "The Detrended Oscillator falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "The Detrended Oscillator is higher than the zero line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
break;
case "The Detrended Oscillator is lower than the zero line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
break;
case "The Detrended Oscillator crosses the zero line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
break;
case "The Detrended Oscillator crosses the zero line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
break;
case "The Detrended Oscillator changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "The Detrended Oscillator changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adDO, 0, 0, ref Component[1], ref Component[2], indLogic);
return;
}
/// <summary>
/// Sets the indicator logic description
/// </summary>
public override void SetDescription(SlotTypes slotType)
{
EntryFilterLongDescription = "the " + ToString() + " ";
EntryFilterShortDescription = "the " + ToString() + " ";
ExitFilterLongDescription = "the " + ToString() + " ";
ExitFilterShortDescription = "the " + ToString() + " ";
switch (IndParam.ListParam[0].Text)
{
case "The Detrended Oscillator rises":
EntryFilterLongDescription += "rises";
EntryFilterShortDescription += "falls";
ExitFilterLongDescription += "rises";
ExitFilterShortDescription += "falls";
break;
case "The Detrended Oscillator falls":
EntryFilterLongDescription += "falls";
EntryFilterShortDescription += "rises";
ExitFilterLongDescription += "falls";
ExitFilterShortDescription += "rises";
break;
case "The Detrended Oscillator is higher than the zero line":
EntryFilterLongDescription += "is higher than the zero line";
EntryFilterShortDescription += "is lower than the zero line";
ExitFilterLongDescription += "is higher than the zero line";
ExitFilterShortDescription += "is lower than the zero line";
break;
case "The Detrended Oscillator is lower than the zero line":
EntryFilterLongDescription += "is lower than the zero line";
EntryFilterShortDescription += "is higher than the zero line";
ExitFilterLongDescription += "is lower than the zero line";
ExitFilterShortDescription += "is higher than the zero line";
break;
case "The Detrended Oscillator crosses the zero line upward":
EntryFilterLongDescription += "crosses the zero line upward";
EntryFilterShortDescription += "crosses the zero line downward";
ExitFilterLongDescription += "crosses the zero line upward";
ExitFilterShortDescription += "crosses the zero line downward";
break;
case "The Detrended Oscillator crosses the zero line downward":
EntryFilterLongDescription += "crosses the zero line downward";
EntryFilterShortDescription += "crosses the zero line upward";
ExitFilterLongDescription += "crosses the zero line downward";
ExitFilterShortDescription += "crosses the zero line upward";
break;
case "The Detrended Oscillator 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 Detrended Oscillator 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 + ", " + // Method1
IndParam.NumParam[0].ValueToString + ", " + // Period1
IndParam.ListParam[2].Text + ", " + // Method2
IndParam.NumParam[1].ValueToString + ", " + // Period2
IndParam.ListParam[3].Text + ")"; // Price
return sString;
}
}
}