// MACD Histogram Indicator
// Last changed on 2009-05-05
// Part of Forex Strategy Builder & Forex Strategy Trader
// Website http://forexsb.com/
// This code or any part of it cannot be used in other applications without a permission.
// Copyright (c) 2006 - 2009 Miroslav Popov - All rights reserved.
using System;
using System.Drawing;
namespace Forex_Strategy_Builder
{
/// <summary>
/// MACD Histogram Indicator
/// </summary>
public class MACD_Histogram : Indicator
{
/// <summary>
/// <summary>
/// Sets the default indicator parameters for the designated slot type
/// </summary>
public MACD_Histogram(SlotTypes slotType)
{
// General properties
IndicatorName = "MACD Histogram";
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 MACD histogram rises",
"The MACD histogram falls",
"The MACD histogram is higher than the Level line",
"The MACD histogram is lower than the Level line",
"The MACD histogram crosses the Level line upward",
"The MACD histogram crosses the Level line downward",
"The MACD histogram changes its direction upward",
"The MACD histogram 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.Exponential;
IndParam.ListParam[1].Text = IndParam.ListParam[1].ItemList[IndParam.ListParam[1].Index];
IndParam.ListParam[1].Enabled = true;
IndParam.ListParam[1].ToolTip = "The smoothing method of Moving Averages.";
IndParam.ListParam[2].Caption = "Base price";
IndParam.ListParam[2].ItemList = Enum.GetNames(typeof(BasePrice));
IndParam.ListParam[2].Index = (int)BasePrice.Close;
IndParam.ListParam[2].Text = IndParam.ListParam[2].ItemList[IndParam.ListParam[2].Index];
IndParam.ListParam[2].Enabled = true;
IndParam.ListParam[2].ToolTip = "The price the Moving Averages are based on.";
IndParam.ListParam[3].Caption = "Signal line method";
IndParam.ListParam[3].ItemList = Enum.GetNames(typeof(MAMethod));
IndParam.ListParam[3].Index = (int)MAMethod.Simple;
IndParam.ListParam[3].Text = IndParam.ListParam[3].ItemList[IndParam.ListParam[3].Index];
IndParam.ListParam[3].Enabled = true;
IndParam.ListParam[3].ToolTip = "The smoothing method of the signal line.";
// The NumericUpDown parameters
IndParam.NumParam[0].Caption = "Slow MA period";
IndParam.NumParam[0].Value = 26;
IndParam.NumParam[0].Min = 1;
IndParam.NumParam[0].Max = 200;
IndParam.NumParam[0].Enabled = true;
IndParam.NumParam[0].ToolTip = "The period of Slow MA.";
IndParam.NumParam[1].Caption = "Fast MA period";
IndParam.NumParam[1].Value = 12;
IndParam.NumParam[1].Min = 1;
IndParam.NumParam[1].Max = 200;
IndParam.NumParam[1].Enabled = true;
IndParam.NumParam[1].ToolTip = "The period of Fast MA.";
IndParam.NumParam[2].Caption = "Signal line period";
IndParam.NumParam[2].Value = 9;
IndParam.NumParam[2].Min = 1;
IndParam.NumParam[2].Max = 200;
IndParam.NumParam[2].Enabled = true;
IndParam.NumParam[2].ToolTip = "The period of Signal line.";
IndParam.NumParam[3].Caption = "Level";
IndParam.NumParam[3].Value = 0;
IndParam.NumParam[3].Min = 0;
IndParam.NumParam[3].Max = 5;
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;
MAMethod slMethod = (MAMethod )IndParam.ListParam[3].Index;
BasePrice basePrice = (BasePrice)IndParam.ListParam[2].Index;
int nSlow = (int)IndParam.NumParam[0].Value;
int nFast = (int)IndParam.NumParam[1].Value;
int nSignal = (int)IndParam.NumParam[2].Value;
double dLevel = IndParam.NumParam[3].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = nSlow + nFast + 2;
double[] adMASlow = MovingAverage(nSlow, 0, maMethod, Price(basePrice));
double[] adMAFast = MovingAverage(nFast, 0, maMethod, Price(basePrice));
double[] adMACD = new double[Bars];
for (int iBar = nSlow - 1; iBar < Bars; iBar++)
adMACD[iBar] = adMAFast[iBar] - adMASlow[iBar];
double[] maSignalLine = MovingAverage(nSignal, 0, slMethod, adMACD);
// adHistogram reprezents the MACD oscillator
double[] adHistogram = new double[Bars];
for (int iBar = nSlow + nSignal - 1; iBar < Bars; iBar++)
adHistogram[iBar] = adMACD[iBar] - maSignalLine[iBar];
// Saving the components
Component = new IndicatorComp[5];
Component[0] = new IndicatorComp();
Component[0].CompName = "Histogram";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Histogram;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adHistogram;
Component[1] = new IndicatorComp();
Component[1].CompName = "Signal line";
Component[1].DataType = IndComponentType.IndicatorValue;
Component[1].ChartType = IndChartType.Line;
Component[1].ChartColor = Color.Yellow;
Component[1].FirstBar = iFirstBar;
Component[1].Value = maSignalLine;
Component[2] = new IndicatorComp();
Component[2].CompName = "MACD line";
Component[2].DataType = IndComponentType.IndicatorValue;
Component[2].ChartType = IndChartType.Line;
Component[2].ChartColor = Color.Blue;
Component[2].FirstBar = iFirstBar;
Component[2].Value = adMACD;
Component[3] = new IndicatorComp();
Component[3].ChartType = IndChartType.NoChart;
Component[3].FirstBar = iFirstBar;
Component[3].Value = new double[Bars];
Component[4] = new IndicatorComp();
Component[4].ChartType = IndChartType.NoChart;
Component[4].FirstBar = iFirstBar;
Component[4].Value = new double[Bars];
// Sets the Component's type
if (slotType == SlotTypes.OpenFilter)
{
Component[3].DataType = IndComponentType.AllowOpenLong;
Component[3].CompName = "Is long entry allowed";
Component[4].DataType = IndComponentType.AllowOpenShort;
Component[4].CompName = "Is short entry allowed";
}
else if (slotType == SlotTypes.CloseFilter)
{
Component[3].DataType = IndComponentType.ForceCloseLong;
Component[3].CompName = "Close out long position";
Component[4].DataType = IndComponentType.ForceCloseShort;
Component[4].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 MACD histogram rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "The MACD histogram falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "The MACD histogram is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[2] { dLevel, - dLevel };
break;
case "The MACD histogram is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[2] { dLevel, - dLevel };
break;
case "The MACD histogram crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[2] { dLevel, - dLevel };
break;
case "The MACD histogram crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[2] { dLevel, - dLevel };
break;
case "The MACD histogram changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "The MACD histogram changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adHistogram, dLevel, -dLevel, ref Component[3], ref Component[4], indLogic);
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 MACD histogram rises":
EntryFilterLongDescription += "rises";
EntryFilterShortDescription += "falls";
ExitFilterLongDescription += "rises";
ExitFilterShortDescription += "falls";
break;
case "The MACD histogram falls":
EntryFilterLongDescription += "falls";
EntryFilterShortDescription += "rises";
ExitFilterLongDescription += "falls";
ExitFilterShortDescription += "rises";
break;
case "The MACD histogram 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 MACD histogram 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 MACD histogram 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 MACD histogram 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 MACD histogram 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 MACD histogram 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.ListParam[3].Text + ", " + // Signal MA Method
IndParam.NumParam[0].ValueToString + ", " + // Slow MA period
IndParam.NumParam[1].ValueToString + ", " + // Fast MA period
IndParam.NumParam[2].ValueToString + ")"; // Signal MA period
return sString;
}
}
}