//============================================================== // 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 ChoppinessIndex : Indicator { public ChoppinessIndex() { IndicatorName = "Choppiness Index"; PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter; SeparatedChart = true; IndicatorAuthor = "Footon"; IndicatorVersion = "2.0"; IndicatorDescription = "Footon's indi corner: custom indicators for FSB and FST."; // Code updated by Popov on 2015-07-23 } 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."; // The NumericUpDown parameters IndParam.NumParam[0].Caption = "Smoothing 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 smoothing of the CMO value."; IndParam.NumParam[1].Caption = "Level"; IndParam.NumParam[1].Value = 50; IndParam.NumParam[1].Min = 0; IndParam.NumParam[1].Max = 100; IndParam.NumParam[1].Enabled = true; IndParam.NumParam[1].ToolTip = "A critical level (for the appropriate logic)."; // 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 BasePrice basePrice = (BasePrice)IndParam.ListParam[2].Index; int period = (int)IndParam.NumParam[0].Value; double level = IndParam.NumParam[1].Value; int previous = IndParam.CheckParam[0].Checked ? 1 : 0; int CILength = period; double log = Math.Log(CILength)/100.00; // Calculation double[] fdi = new double[Bars]; double[] stdevi = new double[Bars]; int firstBar = period + 2; for (int bar = firstBar; bar < Bars; bar++) { double atrSum = 0.00; double maxHig = High[bar]; double minLow = Low[bar]; for (int k = 0; k < CILength; k++) { atrSum += Math.Max(High[bar-k],Close[bar-k-1])-Math.Min(Low[bar-k],Close[bar-k-1]); maxHig = Math.Max(maxHig,Math.Max(High[bar-k],Close[bar-k-1])); minLow = Math.Min(minLow,Math.Min(Low[bar-k],Close[bar-k-1])); } if (maxHig!=minLow) fdi[bar] = Math.Log(atrSum/(maxHig-minLow))/log; } // Saving the components Component = new IndicatorComp[3]; Component[0] = new IndicatorComp(); Component[0].CompName = "Choppiness index"; Component[0].DataType = IndComponentType.IndicatorValue; Component[0].ChartType = IndChartType.Line; Component[0].ChartColor = Color.RoyalBlue; Component[0].FirstBar = firstBar; Component[0].Value = fdi; Component[1] = new IndicatorComp(); Component[1].ChartType = IndChartType.NoChart; Component[1].FirstBar = firstBar; Component[1].Value = new double[Bars]; Component[2] = new IndicatorComp(); Component[2].ChartType = IndChartType.NoChart; Component[2].FirstBar = firstBar; Component[2].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 IndicatorLogic indLogic = IndicatorLogic.It_does_not_act_as_a_filter; switch (IndParam.ListParam[0].Text) { case "Rises": indLogic = IndicatorLogic.The_indicator_rises; break; case "Falls": indLogic = IndicatorLogic.The_indicator_falls; break; case "Is higher than the level line": indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line; break; case "Is lower than the level line": indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line; break; case "Crosses the level line upward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward; break; case "Crosses the level line downward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward; break; case "Changes its direction upward": indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward; break; case "Changes its direction downward": indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward; break; } OscillatorLogic(firstBar, previous, fdi, level, 100-level, 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 "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; } } public override string ToString() { return IndicatorName + (IndParam.CheckParam[0].Checked ? "* (" : " (") + IndParam.NumParam[0].ValueToString + ")"; } } }