// Williams' Percent Range 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;
using System.Drawing;
namespace Forex_Strategy_Builder
{
/// <summary>
/// Indicator Williams' Percent Range
/// </summary>
public class Williams_Percent_Range : Indicator
{
/// <summary>
/// Sets the default indicator parameters for the designated slot type
/// </summary>
public Williams_Percent_Range(SlotTypes slotType)
{
// General properties
IndicatorName = "Williams' Percent Range";
PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter;
SeparatedChart = true;
SeparatedChartMinValue = -100;
SeparatedChartMaxValue = 0;
// 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 %R rises",
"The %R falls",
"The %R is higher than the Level line",
"The %R is lower than the Level line",
"The %R crosses the Level line upward",
"The %R crosses the Level line downward",
"The %R changes its direction upward",
"The %R 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.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 = "Period of %R";
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 calculation.";
IndParam.NumParam[1].Caption = "Smoothing period";
IndParam.NumParam[1].Value = 0;
IndParam.NumParam[1].Min = 0;
IndParam.NumParam[1].Max = 200;
IndParam.NumParam[1].Enabled = true;
IndParam.NumParam[1].ToolTip = "The period of an additional smoothing.";
IndParam.NumParam[2].Caption = "Level";
IndParam.NumParam[2].Value = -20;
IndParam.NumParam[2].Min = -100;
IndParam.NumParam[2].Max = 0;
IndParam.NumParam[2].Enabled = true;
IndParam.NumParam[2].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 iPeriod = (int)IndParam.NumParam[0].Value;
int iSmoothing = (int)IndParam.NumParam[1].Value;
int dLevel = (int)IndParam.NumParam[2].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iPeriod + iSmoothing + iPrvs + 2;
double[] adR = new double[Bars];
double dMin = double.MaxValue;
double dMax = double.MinValue;
for (int iBar = iPeriod; iBar < Bars; iBar++)
{
dMin = double.MaxValue;
dMax = double.MinValue;
for (int index = 0; index < iPeriod; index++)
{
if (High[iBar - index] > dMax) dMax = High[iBar - index];
if (Low [iBar - index] < dMin) dMin = Low [iBar - index];
}
adR[iBar] = -100 * (dMax - Close[iBar]) / (dMax - dMin);
}
double[] adRSmoothed = MovingAverage(iSmoothing, 0, maMethod, adR);
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "%R";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.Teal;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adRSmoothed;
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 %R rises":
indLogic = IndicatorLogic.The_indicator_rises;
SpecialValues = new double[1] { -50 };
break;
case "The %R falls":
indLogic = IndicatorLogic.The_indicator_falls;
SpecialValues = new double[1] { -50 };
break;
case "The %R is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[2] { dLevel, -100 - dLevel };
break;
case "The %R is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[2] { dLevel, -100 - dLevel };
break;
case "The %R crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[2] { dLevel, -100 - dLevel };
break;
case "The %R crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[2] { dLevel, -100 - dLevel };
break;
case "The %R changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
SpecialValues = new double[1] { -50 };
break;
case "The %R changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
SpecialValues = new double[1] { -50 };
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adRSmoothed, dLevel, -100 - dLevel, ref Component[1], ref Component[2], indLogic);
return;
}
/// <summary>
/// Sets the indicator logic description
/// </summary>
public override void SetDescription(SlotTypes slotType)
{
string sLevelLong = IndParam.NumParam[2].ValueToString;
string sLevelShort = IndParam.NumParam[2].AnotherValueToString(-100 - IndParam.NumParam[2].Value);
EntryFilterLongDescription = "the " + ToString() + " ";
EntryFilterShortDescription = "the " + ToString() + " ";
ExitFilterLongDescription = "the " + ToString() + " ";
ExitFilterShortDescription = "the " + ToString() + " ";
switch (IndParam.ListParam[0].Text)
{
case "The %R rises":
EntryFilterLongDescription += "rises";
EntryFilterShortDescription += "falls";
ExitFilterLongDescription += "rises";
ExitFilterShortDescription += "falls";
break;
case "The %R falls":
EntryFilterLongDescription += "falls";
EntryFilterShortDescription += "rises";
ExitFilterLongDescription += "falls";
ExitFilterShortDescription += "rises";
break;
case "The %R 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 %R 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 %R 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 %R 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 %R 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 %R 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.NumParam[0].ValueToString + ", " + // Period of %R
IndParam.NumParam[1].ValueToString + ")"; // Smoothing period
return sString;
}
}
}