CumulativeSum by md.safari.ci55
397 downloads / 2991 views / Created: 17.01.2024 Average Rating: 0
Addon Description
CumulativeSum
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//==============================================================
// Forex Strategy Builder
// Copyright © Miroslav Popov. All rights reserved.
//==============================================================
// 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.
//==============================================================
using System;
using System.Drawing;
using ForexStrategyBuilder.Infrastructure.Entities;
using ForexStrategyBuilder.Infrastructure.Enums;
using ForexStrategyBuilder.Infrastructure.Interfaces;
namespace ForexStrategyBuilder.Indicators.Store
{
public class CumulativeSum : Indicator
{
public CumulativeSum()
{
IndicatorName = "Cumulative Sum";
PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter;
SeparatedChart = true;
IndicatorAuthor = "Miroslav Popov";
IndicatorVersion = "2.0";
IndicatorDescription = "Bundled in FSB distribution.";
}
public override void Initialize(SlotTypes slotType)
{
SlotType = slotType;
IndParam.IndicatorType = TypeOfIndicator.Additional;
// The ComboBox parameters
IndParam.ListParam[0].Caption = "Logic";
IndParam.ListParam[0].ItemList = new[]
{
"Cumulative Sum rises",
"Cumulative Sum falls",
"Cumulative Sum changes its direction upward",
"Cumulative Sum 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 Cumulative Sum.";
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 Cumulative Sum.";
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 Cumulative Sum is based on.";
// The NumericUpDown parameters
IndParam.NumParam[0].Caption = "Period";
IndParam.NumParam[0].Value = 10;
IndParam.NumParam[0].Min = 1;
IndParam.NumParam[0].Max = 200;
IndParam.NumParam[0].Enabled = true;
IndParam.NumParam[0].ToolTip = "The period of Cumulative Sum.";
IndParam.NumParam[1].Caption = "Additional smoothing";
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 value of smoothing period.";
// 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
var maMethod = (MAMethod) IndParam.ListParam[1].Index;
var basePrice = (BasePrice) IndParam.ListParam[2].Index;
var iPeriod = (int) IndParam.NumParam[0].Value;
var iSmooth = (int) IndParam.NumParam[1].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iPeriod + 2;
double[] adBasePrice = Price(basePrice);
var adCumulativeSum = new double[Bars];
adCumulativeSum[iPeriod - 1] = 0;
for (int iBar = 0; iBar < iPeriod; iBar++)
{
adCumulativeSum[iPeriod - 1] += adBasePrice[iBar];
}
for (int iBar = iPeriod; iBar < Bars; iBar++)
{
adCumulativeSum[iBar] = adCumulativeSum[iBar - 1] - adBasePrice[iBar - iPeriod] + adBasePrice[iBar];
}
adCumulativeSum = MovingAverage(iSmooth, 0, maMethod, adCumulativeSum);
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp
{
CompName = "Cumulative Sum",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Line,
ChartColor = Color.Blue,
FirstBar = iFirstBar,
Value = adCumulativeSum
};
Component[1] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = iFirstBar,
Value = new double[Bars]
};
Component[2] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = iFirstBar,
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
var indLogic = IndicatorLogic.It_does_not_act_as_a_filter;
switch (IndParam.ListParam[0].Text)
{
case "Cumulative Sum rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "Cumulative Sum falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "Cumulative Sum changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "Cumulative Sum changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
}
OscillatorLogic(iFirstBar, iPrvs, adCumulativeSum, 0, 0, ref Component[1], ref Component[2], indLogic);
}
public override void SetDescription()
{
EntryFilterLongDescription = ToString() + " ";
EntryFilterShortDescription = ToString() + " ";
ExitFilterLongDescription = ToString() + " ";
ExitFilterShortDescription = ToString() + " ";
switch (IndParam.ListParam[0].Text)
{
case "Cumulative Sum rises":
EntryFilterLongDescription += "rises";
EntryFilterShortDescription += "falls";
ExitFilterLongDescription += "rises";
ExitFilterShortDescription += "falls";
break;
case "Cumulative Sum falls":
EntryFilterLongDescription += "falls";
EntryFilterShortDescription += "rises";
ExitFilterLongDescription += "falls";
ExitFilterShortDescription += "rises";
break;
case "Cumulative Sum 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 "Cumulative Sum 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 + ", " + // Method
IndParam.ListParam[2].Text + ", " + // Price
IndParam.NumParam[0].ValueToString + ", " + // Period
IndParam.NumParam[1].ValueToString + ")"; // Additional Smoothing
}
}
}
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Copyright © 2006 - 2024, Forex Software Ltd.;
Copyright © 2006 - 2024, Forex Software Ltd.;