Forex Documentation

Forex Strategy Builder and Forex Strategy Trader

Trix MA Oscillator - Source Code

// Trix MA Oscillator 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;
 
namespace Forex_Strategy_Builder
{
    /// <summary>
    /// Trix MA Oscillator Indicator
    /// </summary>
    public class Trix_MA_Oscillator : Indicator
    {
        /// <summary>
        /// Sets the default indicator parameters for the designated slot type
        /// </summary>
        public Trix_MA_Oscillator(SlotTypes slotType)
        {
            // General properties
            IndicatorName = "Trix MA Oscillator";
            PossibleSlots  = SlotTypes.OpenFilter | SlotTypes.CloseFilter;
            SeparatedChart = true;
 
            // Setting up the indicator parameters
            IndParam = new IndicatorParam();
            IndParam.IndicatorName = IndicatorName;
            IndParam.SlotType      = slotType;
            IndParam.IndicatorType = TypeOfIndicator.IndicatorsMA;
 
            // The ComboBox parameters
            IndParam.ListParam[0].Caption = "Logic";
            IndParam.ListParam[0].ItemList = new string[]
            {
                "The Trix MA Oscillator rises",
                "The Trix MA Oscillator falls",
                "The Trix MA Oscillator is higher than the zero line",
                "The Trix MA Oscillator is lower than the zero line",
                "The Trix MA Oscillator crosses the zero line upward",
                "The Trix MA Oscillator crosses the zero line downward",
                "The Trix MA Oscillator changes its direction upward",
                "The Trix MA 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.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  = "Signal line method";
            IndParam.ListParam[2].ItemList = Enum.GetNames(typeof(MAMethod));
            IndParam.ListParam[2].Index    = (int)MAMethod.Exponential;
            IndParam.ListParam[2].Text     = IndParam.ListParam[2].ItemList[IndParam.ListParam[2].Index];
            IndParam.ListParam[2].Enabled  = true;
            IndParam.ListParam[2].ToolTip  = "The Moving Average method used for smoothing the signal line.";
 
            IndParam.ListParam[3].Caption  = "Base price";
            IndParam.ListParam[3].ItemList = Enum.GetNames(typeof(BasePrice));
            IndParam.ListParam[3].Index    = (int)BasePrice.Close;
            IndParam.ListParam[3].Text     = IndParam.ListParam[3].ItemList[IndParam.ListParam[3].Index];
            IndParam.ListParam[3].Enabled  = true;
            IndParam.ListParam[3].ToolTip  = "The price the Trix Index is based on.";
 
            // The NumericUpDown parameters
            IndParam.NumParam[0].Caption = "Period of Trix";
            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 Trix Index.";
 
            IndParam.NumParam[1].Caption = "Signal line 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 signal line.";
 
            // 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  maSignalMAMethod  = (MAMethod)IndParam.ListParam[2].Index;
            BasePrice basePrice         = (BasePrice)IndParam.ListParam[3].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[3].Index;
            Trix1.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value;
            Trix1.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
            Trix1.Calculate(slotType);
 
            adIndicator1 = Trix1.Component[0].Value;
            adIndicator2 = MovingAverage(iPeriod2, 0, maSignalMAMethod, adIndicator1);
// ----------------------------------------------------------
 
            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 Trix MA Oscillator rises":
                    indLogic = IndicatorLogic.The_indicator_rises;
                    break;
 
                case "The Trix MA Oscillator falls":
                    indLogic = IndicatorLogic.The_indicator_falls;
                    break;
 
                case "The Trix MA Oscillator is higher than the zero line":
                    indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
                    break;
 
                case "The Trix MA Oscillator is lower than the zero line":
                    indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
                    break;
 
                case "The Trix MA Oscillator crosses the zero line upward":
                    indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
                    break;
 
                case "The Trix MA Oscillator crosses the zero line downward":
                    indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
                    break;
 
                case "The Trix MA Oscillator changes its direction upward":
                    indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
                    break;
 
                case "The Trix MA 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 Trix MA Oscillator rises":
                    EntryFilterLongDescription  += "rises";
                    EntryFilterShortDescription += "falls";
                    ExitFilterLongDescription   += "rises";
                    ExitFilterShortDescription  += "falls";
                    break;
 
                case "The Trix MA Oscillator falls":
                    EntryFilterLongDescription  += "falls";
                    EntryFilterShortDescription += "rises";
                    ExitFilterLongDescription   += "falls";
                    ExitFilterShortDescription  += "rises";
                    break;
 
                case "The Trix MA 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 Trix MA 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 Trix MA 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 Trix MA 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 Trix MA 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 Trix MA 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         + ", " + // Smoothing method
                IndParam.ListParam[2].Text         + ", " + // Signal line method
                IndParam.ListParam[3].Text         + ", " + // Base price
                IndParam.NumParam[0].ValueToString + ", " + // Trix period
                IndParam.NumParam[1].ValueToString + ")";   // Signal line period
 
            return sString;
        }
    }
}
 
indicators/source/trix_ma_oscillator.txt · Last modified: 2011/07/23 02:51 (external edit)