//+--------------------------------------------------------------------+ //| Copyright: (C) 2014, Miroslav Popov - All rights reserved! | //| Website: http://forexsb.com/ | //| Support: http://forexsb.com/forum/ | //| License: Proprietary under the following circumstances: | //| | //| This code is a part of Forex Strategy Builder. It is free for | //| use as an integral part of Forex Strategy Builder. | //| One can modify it in order to improve the code or to fit it for | //| personal use. This code or any part of it cannot be used in | //| another applications without a permission. Contact information | //| cannot be changed. | //| | //| NO LIABILITY FOR CONSEQUENTIAL DAMAGES | //| | //| In no event shall the author be liable for any damages whatsoever | //| (including, without limitation, incidental, direct, indirect and | //| consequential damages, damages for loss of business profits, | //| business interruption, loss of business information, or other | //| pecuniary loss) arising out of the use or inability to use this | //| product, even if advised of the possibility of such damages. | //+--------------------------------------------------------------------+ #property copyright "Copyright 2014, Miroslav Popov" #property link "http://forexsb.com" #property version "1.00" #property strict #include #include //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class FDI : public Indicator { public: FDI(SlotTypes slotType) { SlotType=slotType; IndicatorName="FDI"; WarningMessage = ""; IsAllowLTF = true; ExecTime = ExecutionTime_DuringTheBar; IsSeparateChart = true; IsDiscreteValues = false; IsDeafultGroupAll = false; } virtual void Calculate(DataSet &dataSet); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void FDI::Calculate(DataSet &dataSet) { Data=GetPointer(dataSet); // Reading the parameters BasePrice basePrice=(BasePrice)ListParam[2].Index; int iPeriod = (int)NumParam[0].Value; double dLevel = NumParam[1].Value; int iPrvs = CheckParam[0].Checked ? 1 : 0; int gPeriodMinus1=iPeriod -1; double log2=MathLog(2.0); double eRandomLine=dLevel; // Calculation int iFirstBar=iPeriod+2; double adBasePrice[]; Price(basePrice,adBasePrice); double adFDI[]; ArrayResize(adFDI,Data.Bars); ArrayInitialize(adFDI, 0); double ExtOutputBufferUp[]; ArrayResize(ExtOutputBufferUp,Data.Bars); ArrayInitialize(ExtOutputBufferUp, 0); double ExtOutputBufferDown[]; ArrayResize(ExtOutputBufferDown,Data.Bars); ArrayInitialize(ExtOutputBufferDown, 0); double UpBufferUp[]; ArrayResize(UpBufferUp,Data.Bars); ArrayInitialize(UpBufferUp, 0); double UpBufferDown[]; ArrayResize(UpBufferDown,Data.Bars); ArrayInitialize(UpBufferDown, 0); double DownBufferUp[]; ArrayResize(DownBufferUp,Data.Bars); ArrayInitialize(DownBufferUp, 0); double DownBufferDown[]; ArrayResize(DownBufferDown,Data.Bars); ArrayInitialize(DownBufferDown, 0); double diff=0; double priorDiff;// = 0; = 0; double length;// = 0; double delta=0; double sum;// = 0; = 0; double fdi=0; double variance=0; double stddev=0; for(int iBar=iFirstBar; iBar priceMax) priceMax = adBasePrice[iBar - i]; if(adBasePrice[iBar - i] < priceMin) priceMin = adBasePrice[iBar - i]; } for(int iteration=0; iteration<=gPeriodMinus1; iteration++) { if(( priceMax-priceMin)>0.0) { diff=(adBasePrice[iBar-iteration]-priceMin)/(priceMax-priceMin); if(iteration>0) { length+=MathSqrt(MathPow(diff-priorDiff,2.0)+(1.0/MathPow(iPeriod,2.0))); } priorDiff=diff; } } if(length>0.0) { fdi=1.0+(MathLog(length)+log2)/MathLog(2*gPeriodMinus1); adFDI[iBar]=fdi; for(int iteration=0; iteration<=gPeriodMinus1; iteration++) { if(( priceMax-priceMin)>0.0) { diff=(adBasePrice[iBar-iteration]-priceMin)/(priceMax-priceMin); if(iteration>0) { delta=MathSqrt(MathPow(diff-priorDiff,2.0)+(1.0/MathPow(iPeriod,2.0))); sum+=MathPow(delta-(length/gPeriodMinus1),2); } priorDiff=diff; } } variance=sum/(MathPow(length,2)*MathPow(MathLog(2*gPeriodMinus1),2)); } else { fdi=0.0; variance=0.0; } stddev=MathSqrt(variance); if(fdi>eRandomLine) { ExtOutputBufferUp[iBar]=fdi; UpBufferUp[iBar]=fdi+stddev; if(fdi-stddev>eRandomLine) { DownBufferUp[iBar]=fdi-stddev; } else { DownBufferDown[iBar]=fdi-stddev; } } else { ExtOutputBufferDown[iBar]=fdi; if(fdi+stddev>eRandomLine) { UpBufferUp[iBar]=fdi+stddev; } else { UpBufferDown[iBar]=fdi+stddev; } DownBufferDown[iBar]=fdi-stddev; } } // Saving the components ArrayResize(Component[0].Value,Data.Bars); Component[0].CompName = "FDI"; Component[0].DataType = IndComponentType_IndicatorValue; Component[0].FirstBar = iFirstBar; ArrayCopy(Component[0].Value,adFDI); ArrayResize(Component[3].Value,Data.Bars); Component[3].CompName = "ExtOutputBufferUp"; Component[3].DataType = IndComponentType_IndicatorValue; Component[3].FirstBar = iFirstBar; ArrayCopy(Component[3].Value,ExtOutputBufferUp); ArrayResize(Component[4].Value,Data.Bars); Component[4].CompName = "ExtOutputBufferDown"; Component[4].DataType = IndComponentType_IndicatorValue; Component[4].FirstBar = iFirstBar; ArrayCopy(Component[4].Value,ExtOutputBufferDown); ArrayResize(Component[5].Value,Data.Bars); Component[5].CompName = "UpBufferUp"; Component[5].DataType = IndComponentType_IndicatorValue; Component[5].FirstBar = iFirstBar; ArrayCopy(Component[5].Value,UpBufferUp); ArrayResize(Component[6].Value,Data.Bars); Component[6].CompName = "UpBufferDown"; Component[6].DataType = IndComponentType_IndicatorValue; Component[6].FirstBar = iFirstBar; ArrayCopy(Component[6].Value,UpBufferDown); ArrayResize(Component[7].Value,Data.Bars); Component[7].CompName = "DownBufferUp"; Component[7].DataType = IndComponentType_IndicatorValue; Component[7].FirstBar = iFirstBar; ArrayCopy(Component[7].Value,DownBufferUp); ArrayResize(Component[8].Value,Data.Bars); Component[8].CompName = "DownBufferDown"; Component[8].DataType = IndComponentType_IndicatorValue; Component[8].FirstBar = iFirstBar; ArrayCopy(Component[8].Value,DownBufferDown); ArrayResize(Component[1].Value,Data.Bars); Component[1].FirstBar=iFirstBar; ArrayResize(Component[2].Value,Data.Bars); Component[2].FirstBar=iFirstBar; // 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; if(ListParam[0].Text==" rises") { indLogic=IndicatorLogic_The_indicator_rises; } else if(ListParam[0].Text==" falls") { indLogic=IndicatorLogic_The_indicator_falls; } else if(ListParam[0].Text==" is higher than the level line") { indLogic=IndicatorLogic_The_indicator_is_higher_than_the_level_line; } else if(ListParam[0].Text==" is lower than the level line") { indLogic=IndicatorLogic_The_indicator_is_lower_than_the_level_line; } else if(ListParam[0].Text==" crosses the level line upward") { indLogic=IndicatorLogic_The_indicator_crosses_the_level_line_upward; } else if(ListParam[0].Text==" crosses the level line downward") { indLogic=IndicatorLogic_The_indicator_crosses_the_level_line_downward; } else if(ListParam[0].Text==" changes its direction upward") { indLogic=IndicatorLogic_The_indicator_changes_its_direction_upward; } else if(ListParam[0].Text==" changes its direction downward") { indLogic=IndicatorLogic_The_indicator_changes_its_direction_downward; } OscillatorLogic(iFirstBar,iPrvs,adFDI,dLevel,dLevel,Component[1],Component[2],indLogic); } //+------------------------------------------------------------------+