Polarized Fractal Efficiency v2 by footon
3931 downloads / 3310 views / Created: 24.05.2013 Average Rating: 0
Comments
//==============================================================
// 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;
}
}
}
Risk warning: Forex, spread bets and CFD are leveraged products. They may not be suitable for you as they carry a high degree of risk to your capital and you can lose more than your initial investment. You should ensure you understand all of the risks.
Copyright © 2006 - 2024, Forex Software Ltd.;
Copyright © 2006 - 2024, Forex Software Ltd.;