//============================================================== // 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 DirectionalVolatility : Indicator { public DirectionalVolatility() { IndicatorName = "Directional volatility"; PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter; SeparatedChart = true; 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[] { "The line rises", "The line falls", "The line changes its direction upward", "The line changes its direction downward", "The line crosses the Signal line upward", "The line crosses the Signal line downward", "The line is higher than the Signal line", "The line is lower than the Signal line" }; 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[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 method used for smoothing."; IndParam.NumParam[0].Caption = "period1"; IndParam.NumParam[0].Value = 5; IndParam.NumParam[0].Min = 1; IndParam.NumParam[0].Max = 200; IndParam.NumParam[0].Enabled = true; IndParam.NumParam[0].ToolTip = "The smoothing period "; IndParam.NumParam[1].Caption = "period2"; IndParam.NumParam[1].Value = 3; IndParam.NumParam[1].Min = 1; IndParam.NumParam[1].Max = 200; IndParam.NumParam[1].Enabled = true; IndParam.NumParam[1].ToolTip = "The smoothing 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 MAMethod maMethod = (MAMethod)IndParam.ListParam[1].Index; int iPeriod = (int)IndParam.NumParam[0].Value; int iPeriod2 = (int)IndParam.NumParam[1].Value; int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0; // Calculation int iFirstBar = iPeriod + 3; double[] range = new double[Bars]; double[] distance = new double[Bars]; double[] adSTDV = new double[Bars]; for (int iBar = 1; iBar < Bars; iBar++) { range[iBar] = High[iBar] - Low[iBar]; distance[iBar] = Math.Abs(Open[iBar] - Close[iBar]); } for (int iBar = iPeriod; iBar < Bars; iBar++) { double dSum = 0; for (int index = 0; index < iPeriod; index++) { double fDelta = (range[iBar - index] - distance[iBar]); dSum += fDelta * fDelta; } adSTDV[iBar] = Math.Sqrt(dSum / iPeriod); } double[] signal = MovingAverage(iPeriod2, 0, maMethod, adSTDV); // Saving the components Component = new IndicatorComp[4]; Component[0] = new IndicatorComp(); Component[0].CompName = "Main Line"; Component[0].DataType = IndComponentType.IndicatorValue; Component[0].ChartType = IndChartType.Line; Component[0].ChartColor = Color.Green; Component[0].FirstBar = iFirstBar; Component[0].Value = adSTDV; Component[1] = new IndicatorComp(); Component[1].CompName = "Signal line"; Component[1].DataType = IndComponentType.IndicatorValue; Component[1].ChartType = IndChartType.Line; Component[1].ChartColor = Color.Red; Component[1].FirstBar = iFirstBar; Component[1].Value = signal; Component[2] = new IndicatorComp(); Component[2].ChartType = IndChartType.NoChart; Component[2].FirstBar = iFirstBar; Component[2].Value = new double[Bars]; Component[3] = new IndicatorComp(); Component[3].ChartType = IndChartType.NoChart; Component[3].FirstBar = iFirstBar; Component[3].Value = new double[Bars]; // Sets the Component's type if (SlotType == SlotTypes.OpenFilter) { Component[2].DataType = IndComponentType.AllowOpenLong; Component[2].CompName = "Is long entry allowed"; Component[3].DataType = IndComponentType.AllowOpenShort; Component[3].CompName = "Is short entry allowed"; } else if (SlotType == SlotTypes.CloseFilter) { Component[2].DataType = IndComponentType.ForceCloseLong; Component[2].CompName = "Close out long position"; Component[3].DataType = IndComponentType.ForceCloseShort; Component[3].CompName = "Close out short position"; } switch (IndParam.ListParam[0].Text) { case "The line rises": OscillatorLogic(iFirstBar, iPrvs, adSTDV, 0, 0, ref Component[2], ref Component[3], IndicatorLogic.The_indicator_rises); break; case "The line falls": OscillatorLogic(iFirstBar, iPrvs, adSTDV, 0, 0, ref Component[2], ref Component[3], IndicatorLogic.The_indicator_falls); break; case "The line is higher than level": OscillatorLogic(iFirstBar, iPrvs, adSTDV, 0, 0, ref Component[2], ref Component[3], IndicatorLogic.The_indicator_is_higher_than_the_level_line); break; case "The line is lower than level": OscillatorLogic(iFirstBar, iPrvs, adSTDV, 0, 0, ref Component[2], ref Component[3], IndicatorLogic.The_indicator_is_lower_than_the_level_line); break; case "The line crosses the level line upward": OscillatorLogic(iFirstBar, iPrvs, adSTDV, 0, 0, ref Component[2], ref Component[3], IndicatorLogic.The_indicator_crosses_the_level_line_upward); break; case "The line crosses the level line downward": OscillatorLogic(iFirstBar, iPrvs, adSTDV, 0, 0, ref Component[2], ref Component[3], IndicatorLogic.The_indicator_crosses_the_level_line_downward); break; case "The line changes its direction upward": OscillatorLogic(iFirstBar, iPrvs, adSTDV, 0, 0, ref Component[2], ref Component[3], IndicatorLogic.The_indicator_changes_its_direction_upward); break; case "The line changes its direction downward": OscillatorLogic(iFirstBar, iPrvs, adSTDV, 0, 0, ref Component[2], ref Component[3], IndicatorLogic.The_indicator_changes_its_direction_downward); break; case "The line crosses the Signal line upward": IndicatorCrossesAnotherIndicatorUpwardLogic(iFirstBar, iPrvs, adSTDV, signal, ref Component[2], ref Component[3]); break; case "The line crosses the Signal line downward": IndicatorCrossesAnotherIndicatorDownwardLogic(iFirstBar, iPrvs, adSTDV, signal, ref Component[2], ref Component[3]); break; case "The line is higher than the Signal line": IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar, iPrvs, adSTDV, signal, ref Component[2], ref Component[3]); break; case "The line is lower than the Signal line": IndicatorIsLowerThanAnotherIndicatorLogic(iFirstBar, iPrvs, adSTDV, signal, ref Component[2], ref Component[3]); break; default: break; } return; } ///

/// Sets the indicator logic description ///

public override void SetDescription() { EntryFilterLongDescription = ToString() + "; the line "; EntryFilterShortDescription = ToString() + "; the line "; ExitFilterLongDescription = ToString() + "; the line "; ExitFilterShortDescription = ToString() + "; the line "; switch (IndParam.ListParam[0].Text) { case "The line rises": EntryFilterLongDescription += "rises"; EntryFilterShortDescription += "falls"; ExitFilterLongDescription += "rises"; ExitFilterShortDescription += "falls"; break; case "The line falls": EntryFilterLongDescription += "falls"; EntryFilterShortDescription += "rises"; ExitFilterLongDescription += "falls"; ExitFilterShortDescription += "rises"; break; case "The line is higher than level": 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 "The line is lower than level": 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 "The line 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 "The line 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 "The line 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 "The line 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; case "The line is higher than the Signal line": EntryFilterLongDescription += "is higher than the Signal line"; EntryFilterShortDescription += "is lower than the Signal line"; ExitFilterLongDescription += "is higher than the Signal line"; ExitFilterShortDescription += "is lower than the Signal line"; break; case "The line is lower than the Signal line": EntryFilterLongDescription += "is lower than the Signal line"; EntryFilterShortDescription += "is higher than the Signal line"; ExitFilterLongDescription += "is lower than the Signal line"; ExitFilterShortDescription += "is higher than the Signal line"; break; case "The line crosses the Signal line upward": EntryFilterLongDescription += "crosses the Signal line upward"; EntryFilterShortDescription += "crosses the Signal line downward"; ExitFilterLongDescription += "crosses the Signal line upward"; ExitFilterShortDescription += "crosses the Signal line downward"; break; case "The line crosses the Signal line downward": EntryFilterLongDescription += "crosses the Signal line downward"; EntryFilterShortDescription += "crosses the Signal line upward"; ExitFilterLongDescription += "crosses the Signal line downward"; ExitFilterShortDescription += "crosses the Signal line upward"; break; default: break; } return; } ///

/// Indicator to string ///

public override string ToString() { string sString = IndicatorName + (IndParam.CheckParam[0].Checked ? "* (" : " (") + IndParam.NumParam[0].ValueToString + ")"; // period return sString; } } }