// Stochastics Indicator
// Last changed on 2009-11-17
// 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>
/// Stochastics Indicator
/// </summary>
public class Stochastics : Indicator
{
/// <summary>
/// Sets the default indicator parameters for the designated slot type
/// </summary>
public Stochastics(SlotTypes slotType)
{
// General properties
IndicatorName = "Stochastics";
PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter;
SeparatedChart = true;
SeparatedChartMinValue = 0;
SeparatedChartMaxValue = 100;
// 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 Slow %D rises",
"The Slow %D falls",
"The Slow %D is higher than the Level line",
"The Slow %D is lower than the Level line",
"The Slow %D crosses the Level line upward",
"The Slow %D crosses the Level line downward",
"The Slow %D changes its direction upward",
"The Slow %D changes its direction downward",
"The %K is higher than the Slow %D",
"The %K is lower than the Slow %D",
"The %K crosses the Slow %D upward",
"The %K crosses the Slow %D 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.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.";
IndParam.NumParam[0].Caption = "%K period";
IndParam.NumParam[0].Value = 5;
IndParam.NumParam[0].Min = 1;
IndParam.NumParam[0].Max = 200;
IndParam.NumParam[0].Enabled = true;
IndParam.NumParam[0].ToolTip = "The smoothing period of %K.";
IndParam.NumParam[1].Caption = "Fast %D period";
IndParam.NumParam[1].Value = 3;
IndParam.NumParam[1].Min = 1;
IndParam.NumParam[1].Max = 200;
IndParam.NumParam[1].Enabled = true;
IndParam.NumParam[1].ToolTip = "The smoothing period of Fast %D.";
IndParam.NumParam[2].Caption = "Slow %D period";
IndParam.NumParam[2].Value = 3;
IndParam.NumParam[2].Min = 1;
IndParam.NumParam[2].Max = 200;
IndParam.NumParam[2].Enabled = true;
IndParam.NumParam[2].ToolTip = "The smoothing period of Slow %D.";
IndParam.NumParam[3].Caption = "Level";
IndParam.NumParam[3].Value = 20;
IndParam.NumParam[3].Min = 0;
IndParam.NumParam[3].Max = 100;
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;
int iK = (int)IndParam.NumParam[0].Value;
int iDFast = (int)IndParam.NumParam[1].Value;
int iDSlow = (int)IndParam.NumParam[2].Value;
int iLevel = (int)IndParam.NumParam[3].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iK + iDFast + iDSlow + 3;
double[] adHighs = new double[Bars];
double[] adLows = new double[Bars];
for (int iBar = 0; iBar < iK; iBar++)
{
double dMin = double.MaxValue;
double dMax = double.MinValue;
for (int i = 0; i < iBar; i++)
{
if (High[iBar - i] > dMax) dMax = High[iBar - i];
if (Low[iBar - i] < dMin) dMin = Low[iBar - i];
}
adHighs[iBar] = dMax;
adLows[iBar] = dMin;
}
adHighs[0] = High[0];
adLows[0] = Low[0];
for (int iBar = iK; iBar < Bars; iBar++)
{
double dMin = double.MaxValue;
double dMax = double.MinValue;
for (int i = 0; i < iK; i++)
{
if (High[iBar - i] > dMax) dMax = High[iBar - i];
if (Low[iBar - i] < dMin) dMin = Low[iBar - i];
}
adHighs[iBar] = dMax;
adLows[iBar] = dMin;
}
double[] adK = new double[Bars];
for (int iBar = iK; iBar < Bars; iBar++)
{
if (adHighs[iBar] == adLows[iBar])
adK[iBar] = 50;
else
adK[iBar] = 100 * (Close[iBar] - adLows[iBar]) / (adHighs[iBar] - adLows[iBar]);
}
double[] adDFast = new double[Bars];
for (int iBar = iDFast; iBar < Bars; iBar++)
{
double dSumHigh = 0;
double dSumLow = 0;
for (int i = 0; i < iDFast; i++)
{
dSumLow += Close[iBar - i] - adLows[iBar - i];
dSumHigh += adHighs[iBar - i] - adLows[iBar - i];
}
if (dSumHigh == 0)
adDFast[iBar] = 100;
else
adDFast[iBar] = 100 * dSumLow / dSumHigh;
}
double[] adDSlow = MovingAverage(iDSlow, 0, maMethod, adDFast);
// Saving the components
Component = new IndicatorComp[5];
Component[0] = new IndicatorComp();
Component[0].CompName = "%K";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.Brown;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adK;
Component[1] = new IndicatorComp();
Component[1].CompName = "Fast %D";
Component[1].DataType = IndComponentType.IndicatorValue;
Component[1].ChartType = IndChartType.Line;
Component[1].ChartColor = Color.Yellow;
Component[1].FirstBar = iFirstBar;
Component[1].Value = adDFast;
Component[2] = new IndicatorComp();
Component[2].CompName = "Slow %D";
Component[2].DataType = IndComponentType.IndicatorValue;
Component[2].ChartType = IndChartType.Line;
Component[2].ChartColor = Color.Blue;
Component[2].FirstBar = iFirstBar;
Component[2].Value = adDSlow;
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;
if (IndParam.ListParam[0].Text == "The %K crosses the Slow %D upward")
{
SpecialValues = new double[1] { 50 };
IndicatorCrossesAnotherIndicatorUpwardLogic(iFirstBar, iPrvs,adK, adDSlow, ref Component[3], ref Component[4]);
return;
}
else if (IndParam.ListParam[0].Text == "The %K crosses the Slow %D downward")
{
SpecialValues = new double[1] { 50 };
IndicatorCrossesAnotherIndicatorDownwardLogic(iFirstBar, iPrvs, adK, adDSlow, ref Component[3], ref Component[4]);
return;
}
else if (IndParam.ListParam[0].Text == "The %K is higher than the Slow %D")
{
SpecialValues = new double[1] { 50 };
IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar, iPrvs, adK, adDSlow, ref Component[3], ref Component[4]);
return;
}
else if (IndParam.ListParam[0].Text == "The %K is lower than the Slow %D")
{
SpecialValues = new double[1] { 50 };
IndicatorIsLowerThanAnotherIndicatorLogic(iFirstBar, iPrvs, adK, adDSlow, ref Component[3], ref Component[4]);
return;
}
else
{
switch (IndParam.ListParam[0].Text)
{
case "The Slow %D rises":
indLogic = IndicatorLogic.The_indicator_rises;
SpecialValues = new double[1] { 50 };
break;
case "The Slow %D falls":
indLogic = IndicatorLogic.The_indicator_falls;
SpecialValues = new double[1] { 50 };
break;
case "The Slow %D is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[2] { iLevel, 100 - iLevel };
break;
case "The Slow %D is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[2] { iLevel, 100 - iLevel };
break;
case "The Slow %D crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[2] { iLevel, 100 - iLevel };
break;
case "The Slow %D crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[2] { iLevel, 100 - iLevel };
break;
case "The Slow %D changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
SpecialValues = new double[1] { 50 };
break;
case "The Slow %D changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
SpecialValues = new double[1] { 50 };
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adDSlow, iLevel, 100 - iLevel, 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].ValueToString;
string sLevelShort = IndParam.NumParam[3].AnotherValueToString(100 - IndParam.NumParam[3].Value);
EntryFilterLongDescription = ToString() + " - ";
EntryFilterShortDescription = ToString() + " - ";
ExitFilterLongDescription = ToString() + " - ";
ExitFilterShortDescription = ToString() + " - ";
switch (IndParam.ListParam[0].Text)
{
case "The Slow %D rises":
EntryFilterLongDescription += "the Slow %D rises";
EntryFilterShortDescription += "the Slow %D falls";
ExitFilterLongDescription += "the Slow %D rises";
ExitFilterShortDescription += "the Slow %D falls";
break;
case "The Slow %D falls":
EntryFilterLongDescription += "the Slow %D falls";
EntryFilterShortDescription += "the Slow %D rises";
ExitFilterLongDescription += "the Slow %D falls";
ExitFilterShortDescription += "the Slow %D rises";
break;
case "The Slow %D is higher than the Level line":
EntryFilterLongDescription += "the Slow %D is higher than the Level " + sLevelLong;
EntryFilterShortDescription += "the Slow %D is lower than the Level " + sLevelShort;
ExitFilterLongDescription += "the Slow %D is higher than the Level " + sLevelLong;
ExitFilterShortDescription += "the Slow %D is lower than the Level " + sLevelShort;
break;
case "The Slow %D is lower than the Level line":
EntryFilterLongDescription += "the Slow %D is lower than the Level " + sLevelLong;
EntryFilterShortDescription += "the Slow %D is higher than the Level " + sLevelShort;
ExitFilterLongDescription += "the Slow %D is lower than the Level " + sLevelLong;
ExitFilterShortDescription += "the Slow %D is higher than the Level " + sLevelShort;
break;
case "The Slow %D crosses the Level line upward":
EntryFilterLongDescription += "the Slow %D crosses the Level " + sLevelLong + " upward";
EntryFilterShortDescription += "the Slow %D crosses the Level " + sLevelShort + " downward";
ExitFilterLongDescription += "the Slow %D crosses the Level " + sLevelLong + " upward";
ExitFilterShortDescription += "the Slow %D crosses the Level " + sLevelShort + " downward";
break;
case "The Slow %D crosses the Level line downward":
EntryFilterLongDescription += "the Slow %D crosses the Level " + sLevelLong + " downward";
EntryFilterShortDescription += "the Slow %D crosses the Level " + sLevelShort + " upward";
ExitFilterLongDescription += "the Slow %D crosses the Level " + sLevelLong + " downward";
ExitFilterShortDescription += "the Slow %D crosses the Level " + sLevelShort + " upward";
break;
case "The %K crosses the Slow %D upward":
EntryFilterLongDescription += "the %K crosses the Slow %D upward";
EntryFilterShortDescription += "the %K crosses the Slow %D downward";
ExitFilterLongDescription += "the %K crosses the Slow %D upward";
ExitFilterShortDescription += "the %K crosses the Slow %D downward";
break;
case "The %K crosses the Slow %D downward":
EntryFilterLongDescription += "the %K crosses the Slow %D downward";
EntryFilterShortDescription += "the %K crosses the Slow %D upward";
ExitFilterLongDescription += "the %K crosses the Slow %D downward";
ExitFilterShortDescription += "the %K crosses the Slow %D upward";
break;
case "The %K is higher than the Slow %D":
EntryFilterLongDescription += "the %K is higher than the Slow %D";
EntryFilterShortDescription += "the %K is lower than the Slow %D";
ExitFilterLongDescription += "the %K is higher than the Slow %D";
ExitFilterShortDescription += "the %K is lower than the Slow %D";
break;
case "The %K is lower than the Slow %D":
EntryFilterLongDescription += "the %K is lower than the Slow %D";
EntryFilterShortDescription += "the %K is higher than than the Slow %D";
ExitFilterLongDescription += "the %K is lower than the Slow %D";
ExitFilterShortDescription += "the %K is higher than than the Slow %D";
break;
case "The Slow %D changes its direction upward":
EntryFilterLongDescription += "the Slow %D changes its direction upward";
EntryFilterShortDescription += "the Slow %D changes its direction downward";
ExitFilterLongDescription += "the Slow %D changes its direction upward";
ExitFilterShortDescription += "the Slow %D changes its direction downward";
break;
case "The Slow %D changes its direction downward":
EntryFilterLongDescription += "the Slow %D changes its direction downward";
EntryFilterShortDescription += "the Slow %D changes its direction upward";
ExitFilterLongDescription += "the Slow %D changes its direction downward";
ExitFilterShortDescription += "the Slow %D 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 + ", " + // Smoothing method
IndParam.NumParam[0].ValueToString + ", " + // %K period
IndParam.NumParam[1].ValueToString + ", " + // Fast %D period
IndParam.NumParam[2].ValueToString + ")"; // Slow %D period
return sString;
}
}
}