// Fractal 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.Drawing;
namespace Forex_Strategy_Builder
{
/// <summary>
/// Fractal Indicator
/// </summary>
public class Fractal : Indicator
{
/// <summary>
/// Sets the default indicator parameters for the designated slot type
/// </summary>
public Fractal(SlotTypes slotType)
{
// General properties
IndicatorName = "Fractal";
PossibleSlots = SlotTypes.Open | SlotTypes.Close;
// Setting up the indicator parameters
IndParam = new IndicatorParam();
IndParam.IndicatorName = IndicatorName;
IndParam.SlotType = slotType;
// The ComboBox parameters
IndParam.ListParam[0].Caption = "Logic";
if (slotType == SlotTypes.Open)
{
IndParam.ListParam[0].ItemList = new string[]
{
"Enter long at an Up Fractal",
"Enter long at a Down Fractal"
};
}
else if (slotType == SlotTypes.Close)
{
IndParam.ListParam[0].ItemList = new string[]
{
"Exit long at an Up Fractal",
"Exit long at a Down Fractal"
};
}
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 indicator.";
IndParam.ListParam[1].Caption = "Visibility";
IndParam.ListParam[1].ItemList = new string[]
{
"The fractal is visible",
"The fractal can be shadowed"
};
IndParam.ListParam[1].Index = 0;
IndParam.ListParam[1].Text = IndParam.ListParam[1].ItemList[IndParam.ListParam[1].Index];
IndParam.ListParam[1].Enabled = true;
IndParam.ListParam[1].ToolTip = "Is the fractal visible from the current market point.";
IndParam.NumParam[0].Caption = "Vertical shift";
IndParam.NumParam[0].Value = 0;
IndParam.NumParam[0].Min = -2000;
IndParam.NumParam[0].Max = +2000;
IndParam.NumParam[0].Enabled = true;
IndParam.NumParam[0].ToolTip = "A vertical shift above Up Fractal and below Down Fractal.";
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
bool bIsVisible = IndParam.ListParam[1].Text == "The fractal is visible";
double dShift = (double)IndParam.NumParam[0].Value * Point;
int iFirstBar = 8;
double[] adFrUp = new double[Bars];
double[] adFrDn = new double[Bars];
for (int iBar = 8; iBar < Bars - 1; iBar++)
{
if (High[iBar - 1] < High[iBar - 2] && High[iBar] < High[iBar - 2])
{
// Fractal type 1
if (High[iBar - 4] < High[iBar - 2] &&
High[iBar - 3] < High[iBar - 2])
adFrUp[iBar + 1] = High[iBar - 2];
// Fractal type 2
if (High[iBar - 5] < High[iBar - 2] &&
High[iBar - 4] < High[iBar - 2] &&
High[iBar - 3] == High[iBar - 2])
adFrUp[iBar + 1] = High[iBar - 2];
// Fractal type 3, 4
if (High[iBar - 6] < High[iBar - 2] &&
High[iBar - 5] < High[iBar - 2] &&
High[iBar - 4] == High[iBar - 2] &&
High[iBar - 3] <= High[iBar - 2])
adFrUp[iBar + 1] = High[iBar - 2];
// Fractal type 5
if (High[iBar - 7] < High[iBar - 2] &&
High[iBar - 6] < High[iBar - 2] &&
High[iBar - 5] == High[iBar - 2] &&
High[iBar - 4] < High[iBar - 2] &&
High[iBar - 3] == High[iBar - 2])
adFrUp[iBar + 1] = High[iBar - 2];
// Fractal type 6
if (High[iBar - 7] < High[iBar - 2] &&
High[iBar - 6] < High[iBar - 2] &&
High[iBar - 5] == High[iBar - 2] &&
High[iBar - 4] == High[iBar - 2] &&
High[iBar - 3] < High[iBar - 2])
adFrUp[iBar + 1] = High[iBar - 2];
// Fractal type 7
if (High[iBar - 8] < High[iBar - 2] &&
High[iBar - 7] < High[iBar - 2] &&
High[iBar - 6] == High[iBar - 2] &&
High[iBar - 5] < High[iBar - 2] &&
High[iBar - 4] == High[iBar - 2] &&
High[iBar - 3] < High[iBar - 2])
adFrUp[iBar + 1] = High[iBar - 2];
}
if (Low[iBar - 1] > Low[iBar - 2] && Low[iBar] > Low[iBar - 2])
{
// Fractal type 1
if (Low[iBar - 4] > Low[iBar - 2] &&
Low[iBar - 3] > Low[iBar - 2])
adFrDn[iBar + 1] = Low[iBar - 2];
// Fractal type 2
if (Low[iBar - 5] > Low[iBar - 2] &&
Low[iBar - 4] > Low[iBar - 2] &&
Low[iBar - 3] == Low[iBar - 2])
adFrDn[iBar + 1] = Low[iBar - 2];
// Fractal type 3, 4
if (Low[iBar - 6] > Low[iBar - 2] &&
Low[iBar - 5] > Low[iBar - 2] &&
Low[iBar - 4] == Low[iBar - 2] &&
Low[iBar - 3] >= Low[iBar - 2])
adFrDn[iBar + 1] = Low[iBar - 2];
// Fractal type 5
if (Low[iBar - 7] > Low[iBar - 2] &&
Low[iBar - 6] > Low[iBar - 2] &&
Low[iBar - 5] == Low[iBar - 2] &&
Low[iBar - 4] > Low[iBar - 2] &&
Low[iBar - 3] == Low[iBar - 2])
adFrDn[iBar + 1] = Low[iBar - 2];
// Fractal type 6
if (Low[iBar - 7] > Low[iBar - 2] &&
Low[iBar - 6] > Low[iBar - 2] &&
Low[iBar - 5] == Low[iBar - 2] &&
Low[iBar - 4] == Low[iBar - 2] &&
Low[iBar - 3] > Low[iBar - 2])
adFrDn[iBar + 1] = Low[iBar - 2];
// Fractal type 7
if (Low[iBar - 8] > Low[iBar - 2] &&
Low[iBar - 7] > Low[iBar - 2] &&
Low[iBar - 6] == Low[iBar - 2] &&
Low[iBar - 5] > Low[iBar - 2] &&
Low[iBar - 4] == Low[iBar - 2] &&
Low[iBar - 3] > Low[iBar - 2])
adFrDn[iBar + 1] = Low[iBar - 2];
}
}
// Is visible
if (bIsVisible)
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
if (adFrUp[iBar - 1] > 0 && adFrUp[iBar] == 0 && High[iBar - 1] < adFrUp[iBar - 1])
adFrUp[iBar] = adFrUp[iBar - 1];
if (adFrDn[iBar - 1] > 0 && adFrDn[iBar] == 0 && Low[iBar - 1] > adFrDn[iBar - 1])
adFrDn[iBar] = adFrDn[iBar - 1];
}
else
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
if (adFrUp[iBar] == 0) adFrUp[iBar] = adFrUp[iBar - 1];
if (adFrDn[iBar] == 0) adFrDn[iBar] = adFrDn[iBar - 1];
}
double[] adFrUpEntry = new double[Bars];
double[] adFrDnEntry = new double[Bars];
// Saving the components
Component = new IndicatorComp[4];
Component[0] = new IndicatorComp();
Component[0].CompName = "Up Fractal";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Level;
Component[0].ChartColor = Color.SpringGreen;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adFrUp;
Component[1] = new IndicatorComp();
Component[1].CompName = "Down Fractal";
Component[1].DataType = IndComponentType.IndicatorValue;
Component[1].ChartType = IndChartType.Level;
Component[1].ChartColor = Color.DarkRed;
Component[1].FirstBar = iFirstBar;
Component[1].Value = adFrDn;
Component[2] = new IndicatorComp();
Component[2].ChartType = IndChartType.NoChart;
Component[2].FirstBar = iFirstBar;
Component[2].Value = new double[Bars];
Component[3] = new IndicatorComp();
Component[3].ChartType = IndChartType.NoChart;
Component[3].FirstBar = iFirstBar;
Component[3].Value = new double[Bars];
if (slotType == SlotTypes.Open)
{
Component[2].CompName = "Long position entry price";
Component[2].DataType = IndComponentType.OpenLongPrice;
Component[3].CompName = "Short position entry price";
Component[3].DataType = IndComponentType.OpenShortPrice;
}
else if (slotType == SlotTypes.Close)
{
Component[2].CompName = "Long position closing price";
Component[2].DataType = IndComponentType.CloseLongPrice;
Component[3].CompName = "Short position closing price";
Component[3].DataType = IndComponentType.CloseShortPrice;
}
switch (IndParam.ListParam[0].Text)
{
case "Enter long at an Up Fractal":
case "Exit long at an Up Fractal":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
if(adFrUp[iBar] > Point)
Component[2].Value[iBar] = adFrUp[iBar] + dShift;
if (adFrDn[iBar] > Point)
Component[3].Value[iBar] = adFrDn[iBar] - dShift;
}
break;
case "Enter long at a Down Fractal":
case "Exit long at a Down Fractal":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
if (adFrDn[iBar] > Point)
Component[2].Value[iBar] = adFrDn[iBar] - dShift;
if(adFrUp[iBar] > Point)
Component[3].Value[iBar] = adFrUp[iBar] + dShift;
}
break;
default:
break;
}
return;
}
/// <summary>
/// Sets the indicator logic description
/// </summary>
public override void SetDescription(SlotTypes slotType)
{
int iShift = (int)IndParam.NumParam[0].Value;
string sUpperTrade;
string sLowerTrade;
if (iShift > 0)
{
sUpperTrade = iShift + " pips above ";
sLowerTrade = iShift + " pips below ";
}
else if (iShift == 0)
{
sUpperTrade = "at ";
sLowerTrade = "at ";
}
else
{
sUpperTrade = -iShift + " pips below ";
sLowerTrade = -iShift + " pips above ";
}
switch (IndParam.ListParam[0].Text)
{
case "Enter long at an Up Fractal":
EntryPointLongDescription = sUpperTrade + "an Up Fractal";
EntryPointShortDescription = sLowerTrade + "a Down Fractal";
break;
case "Exit long at an Up Fractal":
ExitPointLongDescription = sUpperTrade + "an Up Fractal";
ExitPointShortDescription = sLowerTrade + "a Down Fractal";
break;
case "Enter long at a Down Fractal":
EntryPointLongDescription = sLowerTrade + "a Down Fractal";
EntryPointShortDescription = sUpperTrade + "an Up Fractal";
break;
case "Exit long at a Down Fractal":
ExitPointLongDescription = sLowerTrade + "a Down Fractal";
ExitPointShortDescription = sUpperTrade + "an Up Fractal";
break;
default:
break;
}
return;
}
/// <summary>
/// Indicator to string
/// </summary>
public override string ToString()
{
return IndicatorName;
}
}
}