//==============================================================
// Forex Strategy Builder
// Copyright © Miroslav Popov. All rights reserved.  - CORRECTED
//==============================================================
// THIS CODE IS PROVIDED "AS IS" WITHOUT WARRANTY OF ANY KIND,
// EITHER EXPRESSED OR IMPLIED, INCLUDING BUT NOT LIMITED TO
// THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
// A PARTICULAR PURPOSE.
//==============================================================
/*
Indicator Description
Basically this indicator is a smoothend RSI indicator with some exponential multiplier in order to extract the
swinging oscillating feature of the RSI. It's a powerful oscillating indicator.
*/

using System;
using System.Drawing;
using ForexStrategyBuilder.Infrastructure.Entities;
using ForexStrategyBuilder.Infrastructure.Enums;
using ForexStrategyBuilder.Infrastructure.Interfaces;

namespace ForexStrategyBuilder.Indicators.Store
{
    public class FishyTurbo : Indicator
    {
        public FishyTurbo()
        {
            // General properties
            IndicatorName  = "Fishy Turbo";
            PossibleSlots  = SlotTypes.OpenFilter | SlotTypes.CloseFilter;
            SeparatedChart = true;
            SeparatedChartMinValue = -1;
            SeparatedChartMaxValue = 1;

            IndicatorAuthor = "Denny Imanuel";
            IndicatorVersion = "2.0";
            IndicatorDescription = "A custom indicator for FSB and FST.";
        }

        public override void Initialize(SlotTypes slotType)
        {
            SlotType = slotType;

            // The ComboBox parameters
            IndParam.ListParam[0].Caption = "Logic";
            IndParam.ListParam[0].ItemList = new string[]
            {
                "The Fishy Turbo rises",
                "The Fishy Turbo falls",
                "The Fishy Turbo is higher than the Level line",
                "The Fishy Turbo is lower than the Level line",
                "The Fishy Turbo crosses the Level line upward",
                "The Fishy Turbo crosses the Level line downward",
                "The Fishy Turbo changes its direction upward",
                "The Fishy Turbo 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.Smoothed;
            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 RSI 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 RSI is based on.";

            // The NumericUpDown parameters
            IndParam.NumParam[0].Caption   = "Smoothing 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 period of smoothing of the RSI value.";

            IndParam.NumParam[1].Caption   = "Level";
            IndParam.NumParam[1].Value     = 0;
            IndParam.NumParam[1].Min       = -1;
            IndParam.NumParam[1].Max       = 1;
            IndParam.NumParam[1].Point     = 2;
            IndParam.NumParam[1].Enabled   = true;
            IndParam.NumParam[1].ToolTip   = "A critical level (for the appropriate logic).";

            IndParam.NumParam[2].Caption   = "Oscillating Period";
            IndParam.NumParam[2].Value     = 5;
            IndParam.NumParam[2].Min       = 1;
            IndParam.NumParam[2].Max       = 200;
            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].Enabled = true;
            IndParam.CheckParam[0].ToolTip = "Use the indicator value from the previous bar.";
        }

        public override void Calculate(IDataSet dataSet)
        {
            DataSet = dataSet;
            
            // Reading the parameters
            MAMethod  maSmtMethod   = (MAMethod)IndParam.ListParam[1].Index;
            MAMethod  maOscMethod   = MAMethod.Weighted;
            BasePrice basePrice     = (BasePrice)IndParam.ListParam[2].Index;
            int       iSmtPeriod    = (int)IndParam.NumParam[0].Value;
            int          iOscPeriod    = (int)IndParam.NumParam[2].Value;
            double    dLevel        = IndParam.NumParam[1].Value;
            int       iPrvs         = IndParam.CheckParam[0].Checked ? 1 : 0;

            // Calculation
            int      iFirstBar   = iSmtPeriod + iOscPeriod + 2;
            double[] adBasePrice = Price(basePrice);
            double[] adPos       = new double[Bars];
            double[] adNeg       = new double[Bars];
            double[] adRSI       = new double[Bars];
            double[] adRescaledRSI = new double[Bars];
            double[] adFishyTurbo  = new double[Bars];

            for (int iBar = 1; iBar < Bars; iBar++)
            {
                if (adBasePrice[iBar] > adBasePrice[iBar - 1]) adPos[iBar] = adBasePrice[iBar] - adBasePrice[iBar - 1];
                if (adBasePrice[iBar] < adBasePrice[iBar - 1]) adNeg[iBar] = adBasePrice[iBar - 1] - adBasePrice[iBar];
            }

            double[] adPosMA = MovingAverage(iSmtPeriod, 0, maSmtMethod, adPos);
            double[] adNegMA = MovingAverage(iSmtPeriod, 0, maSmtMethod, adNeg);

            for (int iBar = iFirstBar; iBar < Bars; iBar++)
            {
                if (adNegMA[iBar] == 0)
                    adRSI[iBar] = 100;
                else
                    adRSI[iBar] = 100 - (100 / (1 + adPosMA[iBar] / adNegMA[iBar]));
                adRescaledRSI[iBar] = (adRSI[iBar]-50)/10;
            }
            
            double[] adSmoothedRSI = MovingAverage(iOscPeriod, 0, maOscMethod, adRescaledRSI);

            for (int iBar = iFirstBar; iBar < Bars; iBar++)
            {
               adFishyTurbo[iBar] = (Math.Exp(2*adSmoothedRSI[iBar])-1)/(Math.Exp(2*adSmoothedRSI[iBar])+1);
            }
            
            // Saving the components
            Component = new IndicatorComp[3];

            Component[0] = new IndicatorComp();
            Component[0].CompName   = "Fishy Turbo";
            Component[0].DataType   = IndComponentType.IndicatorValue;
            Component[0].ChartType  = IndChartType.Line;
            Component[0].ChartColor = Color.RoyalBlue;
            Component[0].FirstBar   = iFirstBar;
            Component[0].Value      = adFishyTurbo;

            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 Fishy Turbo rises":
                    indLogic = IndicatorLogic.The_indicator_rises;
                    SpecialValues = new double[1] { 0 };
                    break;

                case "The Fishy Turbo falls":
                    indLogic = IndicatorLogic.The_indicator_falls;
                    SpecialValues = new double[1] { 0 };
                    break;

                case "The Fishy Turbo is higher than the Level line":
                    indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
                    SpecialValues = new double[2] { dLevel,   -  dLevel };
                    break;

                case "The Fishy Turbo is lower than the Level line":
                    indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
                    SpecialValues = new double[2] { dLevel,   -  dLevel };
                    break;

                case "The Fishy Turbo crosses the Level line upward":
                    indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
                    SpecialValues = new double[2] { dLevel,   -  dLevel };
                    break;

                case "The Fishy Turbo crosses the Level line downward":
                    indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
                    SpecialValues = new double[2] { dLevel,   -  dLevel };
                    break;

                case "The Fishy Turbo changes its direction upward":
                    indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
                    SpecialValues = new double[1] { 0 };
                    break;

                case "The Fishy Turbo changes its direction downward":
                    indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
                    SpecialValues = new double[1] { 0 };
                    break;
            }

            OscillatorLogic(iFirstBar, iPrvs, adFishyTurbo, dLevel,   -  dLevel, ref Component[1], ref Component[2], indLogic);
        }

        public override void SetDescription()
        {
            string sLevelLong  = IndParam.NumParam[1].ValueToString;
            string sLevelShort = IndParam.NumParam[1].AnotherValueToString( - IndParam.NumParam[1].Value);

            EntryFilterLongDescription  = "the " + ToString() + " ";
            EntryFilterShortDescription = "the " + ToString() + " ";
            ExitFilterLongDescription   = "the " + ToString() + " ";
            ExitFilterShortDescription  = "the " + ToString() + " ";

            switch (IndParam.ListParam[0].Text)
            {
                case "The Fishy Turbo rises":
                    EntryFilterLongDescription  += "rises";
                    EntryFilterShortDescription += "falls";
                    ExitFilterLongDescription   += "rises";
                    ExitFilterShortDescription  += "falls";
                    break;

                case "The Fishy Turbo falls":
                    EntryFilterLongDescription  += "falls";
                    EntryFilterShortDescription += "rises";
                    ExitFilterLongDescription   += "falls";
                    ExitFilterShortDescription  += "rises";
                    break;

                case "The Fishy Turbo 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 Fishy Turbo 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 Fishy Turbo 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 Fishy Turbo 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 Fishy Turbo 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 Fishy Turbo 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;
            }
        }

        public override string ToString()
        {
            return IndicatorName +
                (IndParam.CheckParam[0].Checked ? "* (" : " (") +
                IndParam.ListParam[1].Text         + ", " + // Smoothing method
                IndParam.ListParam[2].Text         + ", " + // Base price
                IndParam.NumParam[0].ValueToString + ", " + // Smoothing period
                IndParam.NumParam[2].ValueToString + ")";   // Oscillating period
        }
    }
}