EmaPredictive Moving Averages Crossover by footon
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//==============================================================
// 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 EmaPredictiveCrossover : Indicator
{
public EmaPredictiveCrossover()
{
IndicatorName = "EmaPredictive Moving Averages Crossover";
PossibleSlots = SlotTypes.OpenFilter | 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";
IndParam.ListParam[0].ItemList = new string[]
{
"The Fast MA crosses the Slow MA upward",
"The Fast MA crosses the Slow MA downward",
"The Fast MA is higher than the Slow MA",
"The Fast MA is lower than the Slow MA",
};
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 = "Slow Base price";
IndParam.ListParam[1].ItemList = Enum.GetNames(typeof(BasePrice));
IndParam.ListParam[1].Index = (int)BasePrice.Close;
IndParam.ListParam[1].Text = IndParam.ListParam[1].ItemList[IndParam.ListParam[1].Index];
IndParam.ListParam[1].Enabled = true;
IndParam.ListParam[1].ToolTip = "The price Moving Average is based on.";
IndParam.ListParam[3].Caption = "Fast Base price";
IndParam.ListParam[3].ItemList = Enum.GetNames(typeof(BasePrice));
IndParam.ListParam[3].Index = (int)BasePrice.Close;
IndParam.ListParam[3].Text = IndParam.ListParam[3].ItemList[IndParam.ListParam[3].Index];
IndParam.ListParam[3].Enabled = true;
IndParam.ListParam[3].ToolTip = "The price Moving Average is based on.";*/
// The NumericUpDown parameters
IndParam.NumParam[0].Caption = "Fast LongPeriod";
IndParam.NumParam[0].Value = 25.0;
IndParam.NumParam[0].Min = 0.1;
IndParam.NumParam[0].Max = 200;
IndParam.NumParam[0].Point = 1;
IndParam.NumParam[0].Enabled = true;
IndParam.NumParam[0].ToolTip = "The Moving Average period.";
IndParam.NumParam[1].Caption = "Fast ShortPeriod";
IndParam.NumParam[1].Value = 8.0;
IndParam.NumParam[1].Min = 0.1;
IndParam.NumParam[1].Max = 200;
IndParam.NumParam[1].Point = 1;
IndParam.NumParam[1].Enabled = true;
IndParam.NumParam[1].ToolTip = "ShortPeriod";
IndParam.NumParam[2].Caption = "Fast ExtraTimeForward";
IndParam.NumParam[2].Value = 1.0;
IndParam.NumParam[2].Min = 0.1;
IndParam.NumParam[2].Max = 200;
IndParam.NumParam[2].Point = 1;
IndParam.NumParam[2].Enabled = true;
IndParam.NumParam[2].ToolTip = "ExtraTimeForward";
IndParam.NumParam[3].Caption = "Slow LongPeriod";
IndParam.NumParam[3].Value = 50.0;
IndParam.NumParam[3].Min = 0;
IndParam.NumParam[3].Max = 200;
IndParam.NumParam[3].Point = 1;
IndParam.NumParam[3].Enabled = true;
IndParam.NumParam[3].ToolTip = "The Moving Average period.";
IndParam.NumParam[4].Caption = "Slow ShortPeriod";
IndParam.NumParam[4].Value = 16.0;
IndParam.NumParam[4].Min = 0.1;
IndParam.NumParam[4].Max = 200;
IndParam.NumParam[4].Point = 1;
IndParam.NumParam[4].Enabled = true;
IndParam.NumParam[4].ToolTip = "ShortPeriod";
IndParam.NumParam[5].Caption = "Slow ExtraTimeForward";
IndParam.NumParam[5].Value = 1.0;
IndParam.NumParam[5].Min = 0;
IndParam.NumParam[5].Max = 200;
IndParam.NumParam[5].Point = 1;
IndParam.NumParam[5].Enabled = true;
IndParam.NumParam[5].ToolTip = "ExtraTimeForward";
// 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;
BasePrice price = (BasePrice)IndParam.ListParam[2].Index;*/
double LongPeriod = IndParam.NumParam[0].Value;
double ShortPeriod = IndParam.NumParam[1].Value;
double ExtraTimeForward = IndParam.NumParam[2].Value;
double slowLongPeriod = IndParam.NumParam[3].Value;
double slowShortPeriod = IndParam.NumParam[4].Value;
double slowExtraTimeForward = IndParam.NumParam[2].Value;
//int iDeviation = (int)IndParam.NumParam[3].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
//int firstbar = Convert.ToInt32(LongPeriod + ShortPeriod + ExtraTimeForward);
int iFirstBar = 3;//firstbar; //LongPeriod + ShortPeriod + ExtraTimeForward + 3;
double[] ExtBuffer = new double[Bars];
double[] ExtBuffer1 = new double[Bars];
double[] adMAOscillator = new double[Bars];
double ma1 = 0;
double ma3 = 0;
double p1 = 0;
double p3 = 0;
double t1 = 0;
double t3 = 0;
double t = 0;
double ma11 = 0;
double ma31 = 0;
double p11 = 0;
double p31 = 0;
double t11 = 0;
double t31 = 0;
double t2 = 0;
p1=2.0/(LongPeriod+1.0);
p3=2.0/(ShortPeriod+1.0);
p11=2.0/(slowLongPeriod+1.0);
p31=2.0/(slowShortPeriod+1.0);
//----
t1=(LongPeriod-1.0)/2.0;
t3=(ShortPeriod-1.0)/2.0;
t=ShortPeriod + ExtraTimeForward;
t11=(slowLongPeriod-1.0)/2.0;
t31=(slowShortPeriod-1.0)/2.0;
t2=slowShortPeriod + slowExtraTimeForward;
ma1=1;
ma3=ma1;
ma11=1;
ma31=ma1;
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
double val=Close[iBar];
double val1=Close[iBar];
ma1=p1*val + (1.0-p1)*ma1;
ma3=p3*val + (1.0-p3)*ma3;
ma11=p11*val1 + (1.0-p11)*ma11;
ma31=p31*val1 + (1.0-p31)*ma31;
//----
double slope1=(ma3-ma1)/(t1-t3);
double slope11=(ma31-ma11)/(t11-t31);
//----
double predict=ma3 + slope1*t;
ExtBuffer[iBar]=predict;
double predict1=ma31 + slope11*t2;
ExtBuffer1[iBar]=predict1;
}
for (int iBar = iFirstBar; iBar < Bars; iBar++)
adMAOscillator[iBar] = ExtBuffer1[iBar] - ExtBuffer[iBar];
// Saving the components
Component = new IndicatorComp[4];
Component[0] = new IndicatorComp();
Component[0].CompName = "Fast Moving Average";
Component[0].ChartColor = Color.Goldenrod;
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].FirstBar = iFirstBar;
Component[0].Value = ExtBuffer;
Component[1] = new IndicatorComp();
Component[1].CompName = "Slow Moving Average";
Component[1].ChartColor = Color.IndianRed;
Component[1].DataType = IndComponentType.IndicatorValue;
Component[1].ChartType = IndChartType.Line;
Component[1].FirstBar = iFirstBar;
Component[1].Value = ExtBuffer1;
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";
}
// Calculation of the logic
IndicatorLogic indLogic = IndicatorLogic.It_does_not_act_as_a_filter;
switch (IndParam.ListParam[0].Text)
{
case "The Fast MA crosses the Slow MA upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
break;
case "The Fast MA crosses the Slow MA downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
break;
case "The Fast MA is higher than the Slow MA":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
break;
case "The Fast MA is lower than the Slow MA":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adMAOscillator, 0, 0, ref Component[2], ref Component[3], indLogic);
return;
}
///
/// Sets the indicator logic description
///
public override void SetDescription()
{
EntryFilterLongDescription = ToString() + "; the Fast MA ";
EntryFilterShortDescription = ToString() + "; the Fast MA ";
ExitFilterLongDescription = ToString() + "; the Fast MA ";
ExitFilterShortDescription = ToString() + "; the Fast MA ";
switch (IndParam.ListParam[0].Text)
{
case "The Fast MA crosses the Slow MA upward":
EntryFilterLongDescription += "crosses the Slow MA upward";
EntryFilterShortDescription += "crosses the Slow MA downward";
ExitFilterLongDescription += "crosses the Slow MA upward";
ExitFilterShortDescription += "crosses the Slow MA downward";
break;
case "The Fast MA crosses the Slow MA downward":
EntryFilterLongDescription += "crosses the Slow MA downward";
EntryFilterShortDescription += "crosses the Slow MA upward";
ExitFilterLongDescription += "crosses the Slow MA downward";
ExitFilterShortDescription += "crosses the Slow MA upward";
break;
case "The Fast MA is higher than the Slow MA":
EntryFilterLongDescription += "is higher than the Slow MA";
EntryFilterShortDescription += "is lower than the Slow MA";
ExitFilterLongDescription += "is higher than the Slow MA";
ExitFilterShortDescription += "is lower than the Slow MA";
break;
case "The Fast MA is lower than the Slow MA":
EntryFilterLongDescription += "is lower than the Slow MA";
EntryFilterShortDescription += "is higher than the Slow MA";
ExitFilterLongDescription += "is lower than the Slow MA";
ExitFilterShortDescription += "is higher than the Slow MA";
break;
default:
break;
}
return;
}
///
/// Indicator to string
///
public override string ToString()
{
string sString = IndicatorName +
(IndParam.CheckParam[0].Checked ? "* (" : " (") +
IndParam.ListParam[1].Text + ", " + // Price
IndParam.ListParam[3].Text + ", " + // Fast MA Method
IndParam.ListParam[4].Text + ", " + // Slow MA Method
IndParam.NumParam[0].ValueToString + ", " + // Fast MA period
IndParam.NumParam[1].ValueToString + ", " + // Slow MA period
IndParam.NumParam[2].ValueToString + ", " + // Fast MA shift
IndParam.NumParam[3].ValueToString + ")"; // Slow MA shift
return sString;
}
}
}
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188//+--------------------------------------------------------------------+ //| 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 <Forexsb.com/Indicator.mqh> #include <Forexsb.com/Enumerations.mqh> //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class EmaPredictiveMovingAveragesCrossover : public Indicator { public: EmaPredictiveMovingAveragesCrossover(SlotTypes slotType) { SlotType=slotType; IndicatorName="EmaPredictive Moving Averages Crossover"; WarningMessage = ""; IsAllowLTF = true; ExecTime = ExecutionTime_DuringTheBar; IsSeparateChart = false; IsDiscreteValues = false; IsDeafultGroupAll = false; } virtual void Calculate(DataSet &dataSet); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void EmaPredictiveMovingAveragesCrossover::Calculate(DataSet &dataSet) { Data=GetPointer(dataSet); // Reading the parameters double longPeriod=NumParam[0].Value; double shortPeriod=NumParam[1].Value; double extraTimeForward=NumParam[2].Value; double slowLongPeriod=NumParam[3].Value; double slowShortPeriod=NumParam[4].Value; double slowExtraTimeForward=NumParam[2].Value; int prvs=CheckParam[0].Checked ? 1 : 0; int iFirstBar=3; //firstbar; //LongPeriod + ShortPeriod + ExtraTimeForward + 3; double extBuffer[]; ArrayResize(extBuffer,Data.Bars); ArrayInitialize(extBuffer, 0); double extBuffer1[]; ArrayResize(extBuffer1,Data.Bars); ArrayInitialize(extBuffer1, 0); double adMaOscillator[]; ArrayResize(adMaOscillator,Data.Bars); ArrayInitialize(adMaOscillator, 0); double ma1 = 0; double ma3 = 0; double p1 = 0; double p3 = 0; double t1 = 0; double t3 = 0; double t=0; double ma11 = 0; double ma31 = 0; double p11 = 0; double p31 = 0; double t11 = 0; double t31 = 0; double t2=0; p1 = 2.0/(longPeriod + 1.0); p3 = 2.0/(shortPeriod + 1.0); p11 = 2.0/(slowLongPeriod + 1.0); p31 = 2.0/(slowShortPeriod + 1.0); //---- t1 = (longPeriod - 1.0)/2.0; t3 = (shortPeriod - 1.0)/2.0; t=shortPeriod+extraTimeForward; t11 = (slowLongPeriod - 1.0)/2.0; t31 = (slowShortPeriod - 1.0)/2.0; t2=slowShortPeriod+slowExtraTimeForward; ma1 = 1; ma3 = ma1; ma11 = 1; ma31 = ma1; for(int iBar=iFirstBar; iBar<Data.Bars; iBar++) { double val=Data.Close[iBar]; double val1=Data.Close[iBar]; ma1 = p1*val + (1.0 - p1)*ma1; ma3 = p3*val + (1.0 - p3)*ma3; ma11 = p11*val1 + (1.0 - p11)*ma11; ma31 = p31*val1 + (1.0 - p31)*ma31; //---- double slope1=(ma3-ma1)/(t1-t3); double slope11=(ma31-ma11)/(t11-t31); //---- double predict=ma3+slope1*t; extBuffer[iBar] = predict; double predict1 = ma31 + slope11*t2; extBuffer1[iBar]= predict1; } for(int iBar=iFirstBar; iBar<Data.Bars; iBar++) adMaOscillator[iBar]=extBuffer1[iBar]-extBuffer[iBar]; // Saving the components ArrayResize(Component[0].Value,Data.Bars); Component[0].CompName = "Fast Moving Average"; Component[0].DataType = IndComponentType_IndicatorValue; Component[0].FirstBar = iFirstBar; ArrayCopy(Component[0].Value,extBuffer); ArrayResize(Component[1].Value,Data.Bars); Component[1].CompName = "Slow Moving Average"; Component[1].DataType = IndComponentType_IndicatorValue; Component[1].FirstBar = iFirstBar; ArrayCopy(Component[1].Value,extBuffer1); ArrayResize(Component[2].Value,Data.Bars); Component[2].FirstBar=iFirstBar; ArrayResize(Component[3].Value,Data.Bars); Component[3].FirstBar=iFirstBar; // 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"; } // Calculation of the logic IndicatorLogic indLogic=IndicatorLogic_It_does_not_act_as_a_filter; if(ListParam[0].Text=="The Fast MA crosses the Slow MA upward") { indLogic=IndicatorLogic_The_indicator_crosses_the_level_line_upward; } else if(ListParam[0].Text=="The Fast MA crosses the Slow MA downward") { indLogic=IndicatorLogic_The_indicator_crosses_the_level_line_downward; } else if(ListParam[0].Text=="The Fast MA is higher than the Slow MA") { indLogic=IndicatorLogic_The_indicator_is_higher_than_the_level_line; } else if(ListParam[0].Text=="The Fast MA is lower than the Slow MA") { indLogic=IndicatorLogic_The_indicator_is_lower_than_the_level_line; } OscillatorLogic(iFirstBar,prvs,adMaOscillator,0,0,Component[2],Component[3],indLogic); } //+------------------------------------------------------------------+
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Copyright © 2006 - 2025, Forex Software Ltd.;