Forex Documentation

Forex Strategy Builder and Forex Strategy Trader

Oscillator of Trix - Source Code

// Oscillator of Trix 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 Trix Indicator
    /// </summary>
    public class Oscillator_of_Trix : Indicator
    {
        /// <summary>
        /// Sets the default indicator parameters for the designated slot type
        /// </summary>
        public Oscillator_of_Trix(SlotTypes slotType)
        {
            // General properties
            IndicatorName  = "Oscillator of Trix";
            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 Trix Index.";
 
            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 Moving Average method used for smoothing the Trix value.";
 
            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 Trix Index is based on.";
 
            // The NumericUpDown parameters
            IndParam.NumParam[0].Caption = "First Trix period";
            IndParam.NumParam[0].Value   = 9;
            IndParam.NumParam[0].Min     = 1;
            IndParam.NumParam[0].Max     = 200;
            IndParam.NumParam[0].Enabled = true;
            IndParam.NumParam[0].ToolTip = "The period of first Trix.";
 
            IndParam.NumParam[1].Caption = "Second Trix period";
            IndParam.NumParam[1].Value   = 13;
            IndParam.NumParam[1].Min     = 1;
            IndParam.NumParam[1].Max     = 200;
            IndParam.NumParam[1].Enabled = true;
            IndParam.NumParam[1].ToolTip = "The period of second Trix.";
 
            // 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];
 
// ---------------------------------------------------------
            Trix_Index Trix1 = new Trix_Index(slotType);
            Trix1.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
            Trix1.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index;
            Trix1.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value;
            Trix1.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
            Trix1.Calculate(slotType);
 
            Trix_Index Trix2 = new Trix_Index(slotType);
            Trix2.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
            Trix2.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index;
            Trix2.IndParam.NumParam[0].Value = IndParam.NumParam[1].Value;
            Trix2.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
            Trix2.Calculate(slotType);
 
            adIndicator1 = Trix1.Component[0].Value;
            adIndicator2 = Trix2.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;
        }
    }
}
 
indicators/source/oscillator_of_trix.txt · Last modified: 2011/07/23 02:51 (external edit)