//============================================================== // 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.Indicators.Store; using ForexStrategyBuilder.Infrastructure.Entities; using ForexStrategyBuilder.Infrastructure.Enums; using ForexStrategyBuilder.Infrastructure.Interfaces; namespace ForexStrategyBuilder.Indicators.Custom { public class CCIBuySellZones : Indicator { public CCIBuySellZones() { IndicatorName = "CCI Buy Sell Zones"; PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter; SeparatedChart = true; IndicatorAuthor = "Miroslav Popov"; IndicatorVersion = "1.0"; IndicatorDescription = "Determines buy and sell zones."; } public override void Initialize(SlotTypes slotType) { SlotType = slotType; // The ComboBox parameters IndParam.ListParam[0].Caption = "Logic"; IndParam.ListParam[0].ItemList = new[] { SlotType == SlotTypes.OpenFilter ? "Buy zone is formed" : "Sell zone is formed" }; 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 oscillator."; 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 the CCI value."; IndParam.ListParam[2].Caption = "MA method"; IndParam.ListParam[2].ItemList = Enum.GetNames(typeof (MAMethod)); IndParam.ListParam[2].Index = (int) MAMethod.Exponential; IndParam.ListParam[2].Text = IndParam.ListParam[2].ItemList[IndParam.ListParam[2].Index]; IndParam.ListParam[2].Enabled = true; IndParam.ListParam[2].ToolTip = "The Moving Average method used for smoothing the signal line."; IndParam.ListParam[3].Caption = "Base price"; IndParam.ListParam[3].ItemList = Enum.GetNames(typeof (BasePrice)); IndParam.ListParam[3].Index = (int) BasePrice.Typical; IndParam.ListParam[3].Text = IndParam.ListParam[3].ItemList[IndParam.ListParam[3].Index]; IndParam.ListParam[3].Enabled = true; IndParam.ListParam[3].ToolTip = "The base price of Commodity Channel Index."; // The NumericUpDown parameters IndParam.NumParam[0].Caption = "CCI period"; 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 Commodity Channel Index."; IndParam.NumParam[1].Caption = "MA period"; IndParam.NumParam[1].Value = 9; IndParam.NumParam[1].Min = 1; IndParam.NumParam[1].Max = 200; IndParam.NumParam[1].Enabled = true; IndParam.NumParam[1].ToolTip = "The period of signal line."; IndParam.NumParam[2].Caption = "Level"; IndParam.NumParam[2].Value = 100; IndParam.NumParam[2].Min = 1; IndParam.NumParam[2].Max = 1000; IndParam.NumParam[2].Enabled = true; IndParam.NumParam[2].ToolTip = "MA signal level"; // 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[2].Index; var periodCci = (int) IndParam.NumParam[0].Value; var periodMa = (int) IndParam.NumParam[1].Value; var level = (int) IndParam.NumParam[2].Value; int previous = IndParam.CheckParam[0].Checked ? 1 : 0; SpecialValues = new double[] {-level, level}; // Calculation int firstBar = periodCci + periodMa + 2; var cciIndicator = new CommodityChannelIndex(); cciIndicator.Initialize(SlotType); cciIndicator.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index; cciIndicator.IndParam.ListParam[2].Index = IndParam.ListParam[3].Index; cciIndicator.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value; cciIndicator.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked; cciIndicator.Calculate(DataSet); double[] cci = cciIndicator.Component[0].Value; double[] maCci = MovingAverage(periodMa, 0, maMethod, cci); double[] buyZone = new double[Bars]; double[] sellZone = new double[Bars]; for (int bar = firstBar; bar < Bars; bar++) { if (buyZone[bar - 1] > Epsilon && maCci[bar] < -level) { // Continue Buy zone buyZone[bar] = 1; continue; } if (sellZone[bar - 1] > Epsilon && maCci[bar] > level) { // Continue Sell zone sellZone[bar] = 1; continue; } if (cci[bar] > maCci[bar] + Epsilon && cci[bar - 1] <= maCci[bar - 1] && maCci[bar] < -level) { // Start Buy zone buyZone[bar] = 1; continue; } if (cci[bar] < maCci[bar] - Epsilon && cci[bar - 1] >= maCci[bar - 1] && maCci[bar] > level) { // Start Sell zone sellZone[bar] = 1; } } // Shift signal if it is necessary if (previous > 0) { for (int bar = Bars - 1; bar >= firstBar; bar--) { buyZone[bar] = buyZone[bar - 1]; sellZone[bar] = sellZone[bar - 1]; } } // Saving the components Component = new IndicatorComp[4]; Component[0] = new IndicatorComp { CompName = "CCI", DataType = IndComponentType.IndicatorValue, ChartType = IndChartType.Line, ChartColor = Color.RoyalBlue, FirstBar = firstBar, Value = cci }; Component[1] = new IndicatorComp { CompName = "MA CCI", DataType = IndComponentType.IndicatorValue, ChartType = IndChartType.Line, ChartColor = Color.Red, FirstBar = firstBar, Value = maCci }; Component[2] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = firstBar }; Component[3] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = firstBar }; // Sets the Component's type if (SlotType == SlotTypes.OpenFilter) { Component[2].DataType = IndComponentType.AllowOpenLong; Component[2].CompName = "Is long entry allowed"; Component[2].Value = buyZone; Component[3].DataType = IndComponentType.AllowOpenShort; Component[3].CompName = "Is short entry allowed"; Component[3].Value = sellZone; } else if (SlotType == SlotTypes.CloseFilter) { Component[2].DataType = IndComponentType.ForceCloseLong; Component[2].CompName = "Close out long position"; Component[2].Value = sellZone; Component[3].DataType = IndComponentType.ForceCloseShort; Component[3].CompName = "Close out short position"; Component[3].Value = buyZone; } } public override void SetDescription() { EntryFilterLongDescription = ToString() + " forms a buy zone"; EntryFilterShortDescription = ToString() + " forms a sell zone"; ExitFilterLongDescription = ToString() + " forms a sell zone"; ExitFilterShortDescription = ToString() + " forms a buy zone"; } } }