Polarized Fractal Efficiency v2 by footon

3772 downloads / 3170 views / Created: 24.05.2013
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Indicator Description

Polarized Fractal Efficiency v2

Forum link: Footon's indi corner

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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 PolarizedFractalEfficiencyV2 : Indicator { public PolarizedFractalEfficiencyV2() { IndicatorName = "Polarized Fractal Efficiency v2"; PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter; SeparatedChart = true; //SeparatedChartMinValue = 0; //SeparatedChartMaxValue = 3; 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[] { " 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."; IndParam.ListParam[1].Caption = "Use averaging"; IndParam.ListParam[1].ItemList = new string[] { "True", "False" }; IndParam.ListParam[1].Index = 0; IndParam.ListParam[1].Text = IndParam.ListParam[1].ItemList[IndParam.ListParam[1].Index]; IndParam.ListParam[1].Enabled = true; IndParam.ListParam[1].ToolTip = "Is ."; IndParam.ListParam[2].Caption = "Base price"; IndParam.ListParam[2].ItemList = Enum.GetNames(typeof(BasePrice)); IndParam.ListParam[2].Index = (int)BasePrice.Close; IndParam.ListParam[2].Text = IndParam.ListParam[2].ItemList[IndParam.ListParam[2].Index]; IndParam.ListParam[2].Enabled = true; IndParam.ListParam[2].ToolTip = "The price "; IndParam.ListParam[3].Caption = "Smoothing method"; IndParam.ListParam[3].ItemList = Enum.GetNames(typeof(MAMethod)); IndParam.ListParam[3].Index = (int)MAMethod.Exponential; IndParam.ListParam[3].Text = IndParam.ListParam[3].ItemList[IndParam.ListParam[3].Index]; IndParam.ListParam[3].Enabled = true; IndParam.ListParam[3].ToolTip = "method"; // The NumericUpDown parameters IndParam.NumParam[0].Caption = "PfePeriod"; 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 period "; IndParam.NumParam[1].Caption = "Level"; IndParam.NumParam[1].Value = 0; IndParam.NumParam[1].Min = -2; IndParam.NumParam[1].Max = 2; IndParam.NumParam[1].Point = 1; IndParam.NumParam[1].Enabled = true; IndParam.NumParam[1].ToolTip = "A critical level (for the appropriate logic)."; /*IndParam.NumParam[2].Caption = "Deviations"; IndParam.NumParam[2].Value = 0.5; IndParam.NumParam[2].Min = 0.1; IndParam.NumParam[2].Max = 5; IndParam.NumParam[2].Point = 1; IndParam.NumParam[2].Enabled = true; IndParam.NumParam[2].ToolTip = "The period of smoothing of the CMO value.";*/ IndParam.NumParam[3].Caption = "MaPeriod"; IndParam.NumParam[3].Value = 5; IndParam.NumParam[3].Min = 1; IndParam.NumParam[3].Max = 200; IndParam.NumParam[3].Enabled = true; IndParam.NumParam[3].ToolTip = "The 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 BasePrice basePrice = (BasePrice)IndParam.ListParam[2].Index; int PfePeriod = (int)IndParam.NumParam[0].Value; int MaPeriod = (int)IndParam.NumParam[3].Value; /*double Deviations = IndParam.NumParam[2].Value;*/ double dLevel = IndParam.NumParam[1].Value; MAMethod maMethod = (MAMethod )IndParam.ListParam[3].Index; bool Useaveraging = IndParam.ListParam[1].Text == "True"; int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0; // Calculation double[] Pfe = new double[Bars]; double[] PfeBuffer = new double[Bars]; double[] Pfema = new double[Bars]; int iFirstBar = PfePeriod + MaPeriod + 2; double[] adBasePrice = Price(basePrice); for (int iBar = iFirstBar; iBar < Bars; iBar++) { double vahe = adBasePrice[iBar]-adBasePrice[iBar-PfePeriod]; double vaheruudus = Math.Pow(vahe, 2); double perioodruudus = Math.Pow(PfePeriod, 2); double kokku = vaheruudus + perioodruudus; double Path1 = Math.Sqrt(kokku); double Path2 = 0; for (int i=0;i /// Sets the indicator logic description /// public override void SetDescription() { EntryFilterLongDescription = "the " + ToString() + " "; EntryFilterShortDescription = "the " + ToString() + " "; ExitFilterLongDescription = "the " + ToString() + " "; ExitFilterShortDescription = "the " + 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; default: break; } return; } /// /// Indicator to string /// public override string ToString() { string sString = IndicatorName + (IndParam.CheckParam[0].Checked ? "* (" : " (") + IndParam.ListParam[1].Text + ", " + // Price IndParam.NumParam[0].ValueToString + ")"; // Period return sString; } } }
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