// Oscillator of CCI 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;
namespace Forex_Strategy_Builder
{
/// <summary>
/// Oscillator of CCI Indicator
/// </summary>
public class Oscillator_of_CCI : Indicator
{
/// <summary>
/// Sets the default indicator parameters for the designated slot type
/// </summary>
public Oscillator_of_CCI(SlotTypes slotType)
{
// General properties
IndicatorName = "Oscillator of CCI";
PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter;
SeparatedChart = true;
// Setting up the indicator parameters
IndParam = new IndicatorParam();
IndParam.IndicatorName = IndicatorName;
IndParam.SlotType = slotType;
IndParam.IndicatorType = TypeOfIndicator.OscillatorOfIndicators;
// The ComboBox parameters
IndParam.ListParam[0].Caption = "Logic";
IndParam.ListParam[0].ItemList = new string[]
{
"The Oscillator rises",
"The Oscillator falls",
"The Oscillator is higher than the zero line",
"The Oscillator is lower than the zero line",
"The Oscillator crosses the zero line upward",
"The Oscillator crosses the zero line downward",
"The Oscillator changes its direction upward",
"The 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 oscillator.";
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 CCI is based on.";
// The NumericUpDown parameters
IndParam.NumParam[0].Caption = "First CCI 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 first CCI.";
IndParam.NumParam[1].Caption = "Second CCI period";
IndParam.NumParam[1].Value = 20;
IndParam.NumParam[1].Min = 1;
IndParam.NumParam[1].Max = 200;
IndParam.NumParam[1].Enabled = true;
IndParam.NumParam[1].ToolTip = "The period of second CCI.";
// 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 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 + 2;
double[] adIndicator1 = new double[Bars];
double[] adIndicator2 = new double[Bars];
double[] adOscllator = new double[Bars];
// ---------------------------------------------------------
Commodity_Channel_Index CCI1 = new Commodity_Channel_Index(slotType);
CCI1.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
CCI1.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index;
CCI1.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value;
CCI1.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
CCI1.Calculate(slotType);
Commodity_Channel_Index CCI2 = new Commodity_Channel_Index(slotType);
CCI2.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
CCI2.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index;
CCI2.IndParam.NumParam[0].Value = IndParam.NumParam[1].Value;
CCI2.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
CCI2.Calculate(slotType);
adIndicator1 = CCI1.Component[0].Value;
adIndicator2 = CCI2.Component[0].Value;
// ----------------------------------------------------------
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
adOscllator[iBar] = adIndicator1[iBar] - adIndicator2[iBar];
}
// Saving the components
Component = new IndicatorComp[3];
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 = adOscllator;
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 Oscillator rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "The Oscillator falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "The Oscillator is higher than the zero line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
break;
case "The Oscillator is lower than the zero line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
break;
case "The Oscillator crosses the zero line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
break;
case "The Oscillator crosses the zero line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
break;
case "The Oscillator changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "The Oscillator changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adOscllator, 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 Oscillator rises":
EntryFilterLongDescription += "rises";
EntryFilterShortDescription += "falls";
ExitFilterLongDescription += "rises";
ExitFilterShortDescription += "falls";
break;
case "The Oscillator falls":
EntryFilterLongDescription += "falls";
EntryFilterShortDescription += "rises";
ExitFilterLongDescription += "falls";
ExitFilterShortDescription += "rises";
break;
case "The 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 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 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 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 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 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 + ", " + // Method
IndParam.ListParam[2].Text + ", " + // Price
IndParam.NumParam[0].ValueToString + ", " + // Period
IndParam.NumParam[1].ValueToString + ")"; // Period
return sString;
}
}
}