//============================================================== // Forex Strategy Builder // Copyright (c) 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 CandleCode : Indicator { public CandleCode() { IndicatorName = "CandleCode"; PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter; SeparatedChart = true; //SeparatedChartMinValue = 0; //SeparatedChartMaxValue = 3; IndicatorAuthor = "Footon"; IndicatorVersion = "2.0"; IndicatorDescription = "Footon's indi corner: custom indicators 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[] { "rises", "falls", "is higher than the level line", "is lower than the level line", "crosses the level line upward", "crosses the level line downward", "changes its direction upward", "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[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 CMO is based on.";*/ IndParam.ListParam[3].Caption = "Smoothing method"; IndParam.ListParam[3].ItemList = Enum.GetNames(typeof(MAMethod)); IndParam.ListParam[3].Index = (int)MAMethod.Simple; IndParam.ListParam[3].Text = IndParam.ListParam[3].ItemList[IndParam.ListParam[3].Index]; IndParam.ListParam[3].Enabled = true; IndParam.ListParam[3].ToolTip = "method"; // The NumericUpDown parameters IndParam.NumParam[0].Caption = "BBlength"; IndParam.NumParam[0].Value = 55; IndParam.NumParam[0].Min = 1; IndParam.NumParam[0].Max = 200; IndParam.NumParam[0].Enabled = true; IndParam.NumParam[0].ToolTip = "The period"; IndParam.NumParam[1].Caption = "Level"; IndParam.NumParam[1].Value = 20; IndParam.NumParam[1].Min = 0; IndParam.NumParam[1].Max = 150; //IndParam.NumParam[1].Point = 1; IndParam.NumParam[1].Enabled = true; IndParam.NumParam[1].ToolTip = "A critical level (for the appropriate logic)."; IndParam.NumParam[2].Caption = "Deviations"; IndParam.NumParam[2].Value = 0.5; IndParam.NumParam[2].Min = 0.1; IndParam.NumParam[2].Max = 5; IndParam.NumParam[2].Point = 1; IndParam.NumParam[2].Enabled = true; IndParam.NumParam[2].ToolTip = "The period"; IndParam.NumParam[3].Caption = "Average"; IndParam.NumParam[3].Value = 9; IndParam.NumParam[3].Min = 1; IndParam.NumParam[3].Max = 200; IndParam.NumParam[3].Enabled = true; IndParam.NumParam[3].ToolTip = "The 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."; return; } public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Reading the parameters //BasePrice basePrice = (BasePrice)IndParam.ListParam[2].Index; int BBlength = (int)IndParam.NumParam[0].Value; int Average = (int)IndParam.NumParam[3].Value; double Deviations = IndParam.NumParam[2].Value; double dLevel = IndParam.NumParam[1].Value; MAMethod maMethod = (MAMethod )IndParam.ListParam[3].Index; int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0; // Calculation double[] Body = new double[Bars]; double[] UpperShadow = new double[Bars]; double[] LowerShadow = new double[Bars]; int iFirstBar = BBlength + 2; //double[] adBasePrice = Price(basePrice); double[] CandleCode = new double[Bars]; double[] CandleCodeAverage = new double[Bars]; double[] ExtOutputBufferUp = new double[Bars]; double[] ExtOutputBufferDown = new double[Bars]; double[] UpBufferUp = new double[Bars]; double[] UpBufferDown = new double[Bars]; double[] DownBufferUp = new double[Bars]; double[] DownBufferDown = new double[Bars]; double BodyHi = 0; double BodyLo = 0; double ThBot_Body = 0; double ThTop_Body = 0; double ThBot_Ushd = 0; double ThTop_Ushd = 0; double ThBot_Lshd = 0; double ThTop_Lshd = 0; double ColorCode = 0; double BodyCode = 0; double UshdCode = 0; double LshdCode = 0; for (int iBar = iFirstBar; iBar < Bars; iBar++) { BodyHi=Math.Max(Open[iBar],Close[iBar]); BodyLo=Math.Min(Open[iBar],Close[iBar]); Body[iBar]=BodyHi-BodyLo; UpperShadow[iBar]=High[iBar]-BodyHi; LowerShadow[iBar]=BodyLo-Low[iBar]; } double[] adMA1 = MovingAverage(BBlength, 0, maMethod, Body); double[] adSTDV1 = new double[Bars]; for (int iBar = iFirstBar; iBar < Bars; iBar++) { double dSum = 0; for (int index = 0; index < BBlength; index++) { double fDelta = (Body[iBar - index] - adMA1[iBar]); dSum += fDelta * fDelta; } adSTDV1[iBar] = Math.Sqrt(dSum / BBlength); } double[] adMA2 = MovingAverage(BBlength, 0, maMethod, UpperShadow); double[] adSTDV2 = new double[Bars]; for (int iBar = iFirstBar; iBar < Bars; iBar++) { double dSum = 0; for (int index = 0; index < BBlength; index++) { double fDelta = (UpperShadow[iBar - index] - adMA2[iBar]); dSum += fDelta * fDelta; } adSTDV2[iBar] = Math.Sqrt(dSum / BBlength); } double[] adMA3 = MovingAverage(BBlength, 0, maMethod, LowerShadow); double[] adSTDV3 = new double[Bars]; for (int iBar = iFirstBar; iBar < Bars; iBar++) { double dSum = 0; for (int index = 0; index < BBlength; index++) { double fDelta = (LowerShadow[iBar - index] - adMA3[iBar]); dSum += fDelta * fDelta; } adSTDV3[iBar] = Math.Sqrt(dSum / BBlength); } for (int iBar = iFirstBar; iBar < Bars; iBar++) { ThBot_Body=adMA1[iBar]+Deviations*adSTDV1[iBar]; ThTop_Body=adMA1[iBar]-Deviations*adSTDV1[iBar]; ThBot_Ushd=adMA2[iBar]+Deviations*adSTDV2[iBar]; ThTop_Ushd=adMA2[iBar]-Deviations*adSTDV2[iBar]; ThBot_Lshd=adMA3[iBar]+Deviations*adSTDV3[iBar]; ThTop_Lshd=adMA3[iBar]-Deviations*adSTDV3[iBar]; if(Close[iBar]>=Open[iBar]) { ColorCode=64; BodyCode=48; if(Body[iBar] /// Sets the indicator logic description /// public override void SetDescription() { EntryFilterLongDescription = "the " + ToString() + " "; EntryFilterShortDescription = "the " + ToString() + " "; ExitFilterLongDescription = "the " + ToString() + " "; ExitFilterShortDescription = "the " + ToString() + " "; switch (IndParam.ListParam[0].Text) { case "rises": EntryFilterLongDescription += "rises"; EntryFilterShortDescription += "falls"; ExitFilterLongDescription += "rises"; ExitFilterShortDescription += "falls"; break; case "falls": EntryFilterLongDescription += "falls"; EntryFilterShortDescription += "rises"; ExitFilterLongDescription += "falls"; ExitFilterShortDescription += "rises"; break; case "is higher than the level line": EntryFilterLongDescription += "is higher than the level line"; EntryFilterShortDescription += "is lower than the level line"; ExitFilterLongDescription += "is higher than the level line"; ExitFilterShortDescription += "is lower than the level line"; break; case "is lower than the level line": EntryFilterLongDescription += "is lower than the level line"; EntryFilterShortDescription += "is higher than the level line"; ExitFilterLongDescription += "is lower than the level line"; ExitFilterShortDescription += "is higher than the level line"; break; case "crosses the level line upward": EntryFilterLongDescription += "crosses the level line upward"; EntryFilterShortDescription += "crosses the level line downward"; ExitFilterLongDescription += "crosses the level line upward"; ExitFilterShortDescription += "crosses the level line downward"; break; case "crosses the level line downward": EntryFilterLongDescription += "crosses the level line downward"; EntryFilterShortDescription += "crosses the level line upward"; ExitFilterLongDescription += "crosses the level line downward"; ExitFilterShortDescription += "crosses the level line upward"; break; case "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 "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; } /// /// Indicator to string /// public override string ToString() { string sString = IndicatorName + (IndParam.CheckParam[0].Checked ? "* (" : " (") + IndParam.ListParam[1].Text + ", " + // Price IndParam.NumParam[0].ValueToString + ")"; // Period return sString; } } }