//============================================================== // 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 ProjectionBandsV3 : Indicator { public ProjectionBandsV3() { IndicatorName = "Projection Bands v3"; PossibleSlots = SlotTypes.Open | SlotTypes.OpenFilter | SlotTypes.Close | SlotTypes.CloseFilter; 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"; if (SlotType == SlotTypes.Open) IndParam.ListParam[0].ItemList = new string[] { "Enter long at the Upper Band", "Enter long at the Lower Band" }; else if (SlotType == SlotTypes.OpenFilter) IndParam.ListParam[0].ItemList = new string[] { "The bar opens below the Upper Band", "The bar opens above the Upper Band", "The bar opens below the Lower Band", "The bar opens above the Lower Band", "The position opens below the Upper Band", "The position opens above the Upper Band", "The position opens below the Lower Band", "The position opens above the Lower Band", "The bar opens below the Upper Band after opening above it", "The bar opens above the Upper Band after opening below it", "The bar opens below the Lower Band after opening above it", "The bar opens above the Lower Band after opening below it" }; else if (SlotType == SlotTypes.Close) IndParam.ListParam[0].ItemList = new string[] { "Exit long at the Upper Band", "Exit long at the Lower Band" }; else if (SlotType == SlotTypes.CloseFilter) IndParam.ListParam[0].ItemList = new string[] { "The bar closes below the Upper Band", "The bar closes above the Upper Band", "The bar closes below the Lower Band", "The bar closes above the Lower Band" }; else IndParam.ListParam[0].ItemList = new string[] { "Not Defined" }; 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"; // The NumericUpDown parameters IndParam.NumParam[0].Caption = "Period"; IndParam.NumParam[0].Value = 20; IndParam.NumParam[0].Min = 2; IndParam.NumParam[0].Max = 200; IndParam.NumParam[0].Enabled = true; IndParam.NumParam[0].ToolTip = "The central Moving Average 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 int ProjectionPeriod = (int)IndParam.NumParam[0].Value; int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0; // Calculation double[] adUpBand = new double[Bars]; double[] adDnBand = new double[Bars]; double[] j2lg = new double[Bars]; int iFirstBar = ProjectionPeriod + ProjectionPeriod + 2; for (int iBar = iFirstBar; iBar < Bars; iBar++) { double sumx = ProjectionPeriod*(ProjectionPeriod+1.0)/2.0; double sumx2 = ProjectionPeriod*(ProjectionPeriod+1.0)*(2*ProjectionPeriod+1.0)/6.0; double sumxy = 0.00; double sumy = 0.00; double sumxy1 = 0.00; double sumy1 = 0.00; int n = ProjectionPeriod; for (int i=0; i 1) { for (int iBar = iFirstBar; iBar < Bars; iBar++) { // Covers the cases when the price can pass through the band without a signal. double dOpen = Open[iBar]; // Current open price // Upper band double dValueUp = adUpBand[iBar - iPrvs]; // Current value double dValueUp1 = adUpBand[iBar - iPrvs - 1]; // Previous value double dTempValUp = dValueUp; if ((dValueUp1 > High[iBar - 1] && dValueUp < dOpen) || // The Open price jumps above the indicator (dValueUp1 < Low[iBar - 1] && dValueUp > dOpen) || // The Open price jumps below the indicator (Close[iBar - 1] < dValueUp && dValueUp < dOpen) || // The Open price is in a positive gap (Close[iBar - 1] > dValueUp && dValueUp > dOpen)) // The Open price is in a negative gap dTempValUp = dOpen; // The entry/exit level is moved to Open price // Lower band double dValueDown = adDnBand[iBar - iPrvs]; // Current value double dValueDown1 = adDnBand[iBar - iPrvs - 1]; // Previous value double dTempValDown = dValueDown; if ((dValueDown1 > High[iBar - 1] && dValueDown < dOpen) || // The Open price jumps above the indicator (dValueDown1 < Low[iBar - 1] && dValueDown > dOpen) || // The Open price jumps below the indicator (Close[iBar - 1] < dValueDown && dValueDown < dOpen) || // The Open price is in a positive gap (Close[iBar - 1] > dValueDown && dValueDown > dOpen)) // The Open price is in a negative gap dTempValDown = dOpen; // The entry/exit level is moved to Open price if (IndParam.ListParam[0].Text == "Enter long at the Upper Band" || IndParam.ListParam[0].Text == "Exit long at the Upper Band") { Component[3].Value[iBar] = dTempValUp; Component[4].Value[iBar] = dTempValDown; } else { Component[3].Value[iBar] = dTempValDown; Component[4].Value[iBar] = dTempValUp; } } } else { for (int iBar = 2; iBar < Bars; iBar++) { if (IndParam.ListParam[0].Text == "Enter long at the Upper Band" || IndParam.ListParam[0].Text == "Exit long at the Upper Band") { Component[3].Value[iBar] = adUpBand[iBar - iPrvs]; Component[4].Value[iBar] = adDnBand[iBar - iPrvs]; } else { Component[3].Value[iBar] = adDnBand[iBar - iPrvs]; Component[4].Value[iBar] = adUpBand[iBar - iPrvs]; } } } } else { switch (IndParam.ListParam[0].Text) { case "The bar opens below the Upper Band": BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_below_the_Upper_Band); break; case "The bar opens above the Upper Band": BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_above_the_Upper_Band); break; case "The bar opens below the Lower Band": BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_below_the_Lower_Band); break; case "The bar opens above the Lower Band": BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_above_the_Lower_Band); break; case "The bar opens below the Upper Band after opening above it": BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_below_the_Upper_Band_after_opening_above_it); break; case "The bar opens above the Upper Band after opening below it": BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_above_the_Upper_Band_after_opening_below_it); break; case "The bar opens below the Lower Band after opening above it": BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_below_the_Lower_Band_after_opening_above_it); break; case "The bar opens above the Lower Band after opening below it": BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_above_the_Lower_Band_after_opening_below_it); break; case "The position opens above the Upper Band": Component[0].PosPriceDependence = PositionPriceDependence.PriceBuyHigher; Component[2].PosPriceDependence = PositionPriceDependence.PriceSellLower; Component[0].UsePreviousBar = iPrvs; Component[2].UsePreviousBar = iPrvs; Component[3].DataType = IndComponentType.Other; Component[4].DataType = IndComponentType.Other; Component[3].ShowInDynInfo = false; Component[4].ShowInDynInfo = false; break; case "The position opens below the Upper Band": Component[0].PosPriceDependence = PositionPriceDependence.PriceBuyLower; Component[2].PosPriceDependence = PositionPriceDependence.PriceSellHigher; Component[0].UsePreviousBar = iPrvs; Component[2].UsePreviousBar = iPrvs; Component[3].DataType = IndComponentType.Other; Component[4].DataType = IndComponentType.Other; Component[3].ShowInDynInfo = false; Component[4].ShowInDynInfo = false; break; case "The position opens above the Lower Band": Component[0].PosPriceDependence = PositionPriceDependence.PriceSellLower; Component[2].PosPriceDependence = PositionPriceDependence.PriceBuyHigher; Component[0].UsePreviousBar = iPrvs; Component[2].UsePreviousBar = iPrvs; Component[3].DataType = IndComponentType.Other; Component[4].DataType = IndComponentType.Other; Component[3].ShowInDynInfo = false; Component[4].ShowInDynInfo = false; break; case "The position opens below the Lower Band": Component[0].PosPriceDependence = PositionPriceDependence.PriceSellHigher; Component[2].PosPriceDependence = PositionPriceDependence.PriceBuyLower; Component[0].UsePreviousBar = iPrvs; Component[2].UsePreviousBar = iPrvs; Component[3].DataType = IndComponentType.Other; Component[4].DataType = IndComponentType.Other; Component[3].ShowInDynInfo = false; Component[4].ShowInDynInfo = false; break; case "The bar closes below the Upper Band": BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_closes_below_the_Upper_Band); break; case "The bar closes above the Upper Band": BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_closes_above_the_Upper_Band); break; case "The bar closes below the Lower Band": BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_closes_below_the_Lower_Band); break; case "The bar closes above the Lower Band": BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_closes_above_the_Lower_Band); break; default: break; } } return; } /// /// Sets the indicator logic description /// public override void SetDescription() { switch (IndParam.ListParam[0].Text) { case "Enter long at the Upper Band": EntryPointLongDescription = "at the Upper Band of " + ToString(); EntryPointShortDescription = "at the Lower Band of " + ToString(); break; case "Enter long at the Lower Band": EntryPointLongDescription = "at the Lower Band of " + ToString(); EntryPointShortDescription = "at the Upper Band of " + ToString(); break; case "Exit long at the Upper Band": ExitPointLongDescription = "at the Upper Band of " + ToString(); ExitPointShortDescription = "at the Lower Band of " + ToString(); break; case "Exit long at the Lower Band": ExitPointLongDescription = "at the Lower Band of " + ToString(); ExitPointShortDescription = "at the Upper Band of " + ToString(); break; case "The bar opens below the Upper Band": EntryFilterLongDescription = "the bar opens below the Upper Band of " + ToString(); EntryFilterShortDescription = "the bar opens above the Lower Band of " + ToString(); break; case "The bar opens above the Upper Band": EntryFilterLongDescription = "the bar opens above the Upper Band of " + ToString(); EntryFilterShortDescription = "the bar opens below the Lower Band of " + ToString(); break; case "The bar opens below the Lower Band": EntryFilterLongDescription = "the bar opens below the Lower Band of " + ToString(); EntryFilterShortDescription = "the bar opens above the Upper Band of " + ToString(); break; case "The bar opens above the Lower Band": EntryFilterLongDescription = "the bar opens above the Lower Band of " + ToString(); EntryFilterShortDescription = "the bar opens below the Upper Band of " + ToString(); break; case "The bar opens below the Upper Band after opening above it": EntryFilterLongDescription = "the bar opens below the Upper Band of " + ToString() + " after the previous bar has opened above it"; EntryFilterShortDescription = "the bar opens above the Lower Band of " + ToString() + " after the previous bar has opened below it"; break; case "The bar opens above the Upper Band after opening below it": EntryFilterLongDescription = "the bar opens above the Upper Band of " + ToString() + " after the previous bar has opened below it"; EntryFilterShortDescription = "the bar opens below the Lower Band of " + ToString() + " after the previous bar has opened above it"; break; case "The bar opens below the Lower Band after opening above it": EntryFilterLongDescription = "the bar opens below the Lower Band of " + ToString() + " after the previous bar has opened above it"; EntryFilterShortDescription = "the bar opens above the Upper Band of " + ToString() + " after the previous bar has opened below it"; break; case "The bar opens above the Lower Band after opening below it": EntryFilterLongDescription = "the bar opens above the Lower Band of " + ToString() + " after the previous bar has opened below it"; EntryFilterShortDescription = "the bar opens below the Upper Band of " + ToString() + " after the previous bar has opened above it"; break; case "The bar closes below the Upper Band": ExitFilterLongDescription = "the bar closes below the Upper Band of " + ToString(); ExitFilterShortDescription = "the bar closes above the Lower Band of " + ToString(); break; case "The bar closes above the Upper Band": ExitFilterLongDescription = "the bar closes above the Upper Band of " + ToString(); ExitFilterShortDescription = "the bar closes below the Lower Band of " + ToString(); break; case "The bar closes below the Lower Band": ExitFilterLongDescription = "the bar closes below the Lower Band of " + ToString(); ExitFilterShortDescription = "the bar closes above the Upper Band of " + ToString(); break; case "The bar closes above the Lower Band": ExitFilterLongDescription = "the bar closes above the Lower Band of " + ToString(); ExitFilterShortDescription = "the bar closes below the Upper Band of " + ToString(); break; default: break; } return; } /// /// Indicator to string /// public override string ToString() { string sString = IndicatorName + (IndParam.CheckParam[0].Checked ? "* (" : " (") + IndParam.ListParam[1].Text + ", " + // Method IndParam.ListParam[2].Text + ", " + // Price IndParam.NumParam[0].ValueToString + ", " + // MA period IndParam.NumParam[1].ValueToString + ")"; // Multiplier return sString; } } }