Projection Bands v3 by footon

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Indicator Description

Projection Bands v3

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 ProjectionBandsV3 : Indicator { public ProjectionBandsV3() { IndicatorName = "Projection Bands v3"; PossibleSlots = SlotTypes.Open | SlotTypes.OpenFilter | SlotTypes.Close | 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"; if (SlotType == SlotTypes.Open) IndParam.ListParam[0].ItemList = new string[] { "Enter long at the Upper Band", "Enter long at the Lower Band" }; else if (SlotType == SlotTypes.OpenFilter) IndParam.ListParam[0].ItemList = new string[] { "The bar opens below the Upper Band", "The bar opens above the Upper Band", "The bar opens below the Lower Band", "The bar opens above the Lower Band", "The position opens below the Upper Band", "The position opens above the Upper Band", "The position opens below the Lower Band", "The position opens above the Lower Band", "The bar opens below the Upper Band after opening above it", "The bar opens above the Upper Band after opening below it", "The bar opens below the Lower Band after opening above it", "The bar opens above the Lower Band after opening below it" }; else if (SlotType == SlotTypes.Close) IndParam.ListParam[0].ItemList = new string[] { "Exit long at the Upper Band", "Exit long at the Lower Band" }; else if (SlotType == SlotTypes.CloseFilter) IndParam.ListParam[0].ItemList = new string[] { "The bar closes below the Upper Band", "The bar closes above the Upper Band", "The bar closes below the Lower Band", "The bar closes above the Lower Band" }; else IndParam.ListParam[0].ItemList = new string[] { "Not Defined" }; 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 of smoothing of central Moving Average."; /*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 the central Moving Average is based on.";*/ // The NumericUpDown parameters IndParam.NumParam[0].Caption = "Period"; IndParam.NumParam[0].Value = 20; IndParam.NumParam[0].Min = 2; IndParam.NumParam[0].Max = 200; IndParam.NumParam[0].Enabled = true; IndParam.NumParam[0].ToolTip = "The central Moving Average period."; /*IndParam.NumParam[1].Caption = "Multiplier"; IndParam.NumParam[1].Value = 2; IndParam.NumParam[1].Min = 1; IndParam.NumParam[1].Max = 5; IndParam.NumParam[1].Point = 2; IndParam.NumParam[1].Enabled = true; IndParam.NumParam[1].ToolTip = "Determines the width of Bollinger Bands.";*/ // 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;*/ int ProjectionPeriod = (int)IndParam.NumParam[0].Value; //double dMpl = IndParam.NumParam[1].Value; int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0; // Calculation //double[] adPrice = Price(price); //double[] adMA = MovingAverage(nMA, 0, maMethod, adPrice); double[] adUpBand = new double[Bars]; double[] adDnBand = new double[Bars]; double[] j2lg = new double[Bars]; /*double[] slopel = new double[Bars]; double[] slopeh = new double[Bars];*/ int iFirstBar = ProjectionPeriod + ProjectionPeriod + 2; /*double min2 = 0; double max2 = 0; /*double max2 = double.MinValue; double min2 = double.MaxValue;*/ /*double[] max = MovingAverage(1,0,MAMethod.Simple,High); double[] min = MovingAverage(1,0,MAMethod.Simple,Low);*/ for (int iBar = iFirstBar; iBar < Bars; iBar++) { double sumx = ProjectionPeriod*(ProjectionPeriod+1.0)/2.0; double sumx2 = ProjectionPeriod*(ProjectionPeriod+1.0)*(2*ProjectionPeriod+1.0)/6.0; double sumxy = 0.00; double sumy = 0.00; double sumxy1 = 0.00; double sumy1 = 0.00; int n = ProjectionPeriod; for (int i=0; i High[iBar]) { max2 = High[iBar - k] + k * slopeh; } else { max2 = adUpBand[iBar-1]; } if (Low[iBar - k] + k * slopel < Low[iBar]) { min2 = Low[iBar - k] + k * slopel; } else { min2 = adDnBand[iBar-1]; }*/ min2 = Math.Min(Low[iBar-k]+k*slopel, min2); max2 = Math.Max(max2, High[iBar-k]+k*slopeh); } adUpBand[iBar] = max2; adDnBand[iBar] = min2; j2lg[iBar] = slopel; } // Saving the components Component = new IndicatorComp[5]; Component[0] = new IndicatorComp(); Component[0].CompName = "Upper Band"; Component[0].DataType = IndComponentType.IndicatorValue; Component[0].ChartType = IndChartType.Line; Component[0].ChartColor = Color.Blue; Component[0].FirstBar = iFirstBar; Component[0].Value = adUpBand; Component[1] = new IndicatorComp(); Component[1].CompName = "Moving Average"; Component[1].DataType = IndComponentType.IndicatorValue; Component[1].ChartType = IndChartType.NoChart; Component[1].ChartColor = Color.Gold; Component[1].FirstBar = iFirstBar; Component[1].Value = j2lg; Component[2] = new IndicatorComp(); Component[2].CompName = "Lower Band"; Component[2].DataType = IndComponentType.IndicatorValue; Component[2].ChartType = IndChartType.Line; Component[2].ChartColor = Color.Blue; Component[2].FirstBar = iFirstBar; Component[2].Value = adDnBand; Component[3] = new IndicatorComp(); Component[3].ChartType = IndChartType.NoChart; Component[3].FirstBar = iFirstBar; Component[3].Value = new double[Bars]; Component[4] = new IndicatorComp(); Component[4].ChartType = IndChartType.NoChart; Component[4].FirstBar = iFirstBar; Component[4].Value = new double[Bars]; // Sets the Component's type. if (SlotType == SlotTypes.Open) { Component[3].DataType = IndComponentType.OpenLongPrice; Component[3].CompName = "Long position entry price"; Component[4].DataType = IndComponentType.OpenShortPrice; Component[4].CompName = "Short position entry price"; } else if (SlotType == SlotTypes.OpenFilter) { Component[3].DataType = IndComponentType.AllowOpenLong; Component[3].CompName = "Is long entry allowed"; Component[4].DataType = IndComponentType.AllowOpenShort; Component[4].CompName = "Is short entry allowed"; } else if (SlotType == SlotTypes.Close) { Component[3].DataType = IndComponentType.CloseLongPrice; Component[3].CompName = "Long position closing price"; Component[4].DataType = IndComponentType.CloseShortPrice; Component[4].CompName = "Short position closing price"; } else if (SlotType == SlotTypes.CloseFilter) { Component[3].DataType = IndComponentType.ForceCloseLong; Component[3].CompName = "Close out long position"; Component[4].DataType = IndComponentType.ForceCloseShort; Component[4].CompName = "Close out short position"; } if (SlotType == SlotTypes.Open || SlotType == SlotTypes.Close) { if (ProjectionPeriod > 1) { for (int iBar = iFirstBar; iBar < Bars; iBar++) { // Covers the cases when the price can pass through the band without a signal. double dOpen = Open[iBar]; // Current open price // Upper band double dValueUp = adUpBand[iBar - iPrvs]; // Current value double dValueUp1 = adUpBand[iBar - iPrvs - 1]; // Previous value double dTempValUp = dValueUp; if ((dValueUp1 > High[iBar - 1] && dValueUp < dOpen) || // The Open price jumps above the indicator (dValueUp1 < Low[iBar - 1] && dValueUp > dOpen) || // The Open price jumps below the indicator (Close[iBar - 1] < dValueUp && dValueUp < dOpen) || // The Open price is in a positive gap (Close[iBar - 1] > dValueUp && dValueUp > dOpen)) // The Open price is in a negative gap dTempValUp = dOpen; // The entry/exit level is moved to Open price // Lower band double dValueDown = adDnBand[iBar - iPrvs]; // Current value double dValueDown1 = adDnBand[iBar - iPrvs - 1]; // Previous value double dTempValDown = dValueDown; if ((dValueDown1 > High[iBar - 1] && dValueDown < dOpen) || // The Open price jumps above the indicator (dValueDown1 < Low[iBar - 1] && dValueDown > dOpen) || // The Open price jumps below the indicator (Close[iBar - 1] < dValueDown && dValueDown < dOpen) || // The Open price is in a positive gap (Close[iBar - 1] > dValueDown && dValueDown > dOpen)) // The Open price is in a negative gap dTempValDown = dOpen; // The entry/exit level is moved to Open price if (IndParam.ListParam[0].Text == "Enter long at the Upper Band" || IndParam.ListParam[0].Text == "Exit long at the Upper Band") { Component[3].Value[iBar] = dTempValUp; Component[4].Value[iBar] = dTempValDown; } else { Component[3].Value[iBar] = dTempValDown; Component[4].Value[iBar] = dTempValUp; } } } else { for (int iBar = 2; iBar < Bars; iBar++) { if (IndParam.ListParam[0].Text == "Enter long at the Upper Band" || IndParam.ListParam[0].Text == "Exit long at the Upper Band") { Component[3].Value[iBar] = adUpBand[iBar - iPrvs]; Component[4].Value[iBar] = adDnBand[iBar - iPrvs]; } else { Component[3].Value[iBar] = adDnBand[iBar - iPrvs]; Component[4].Value[iBar] = adUpBand[iBar - iPrvs]; } } } } else { switch (IndParam.ListParam[0].Text) { case "The bar opens below the Upper Band": BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_below_the_Upper_Band); break; case "The bar opens above the Upper Band": BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_above_the_Upper_Band); break; case "The bar opens below the Lower Band": BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_below_the_Lower_Band); break; case "The bar opens above the Lower Band": BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_above_the_Lower_Band); break; case "The bar opens below the Upper Band after opening above it": BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_below_the_Upper_Band_after_opening_above_it); break; case "The bar opens above the Upper Band after opening below it": BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_above_the_Upper_Band_after_opening_below_it); break; case "The bar opens below the Lower Band after opening above it": BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_below_the_Lower_Band_after_opening_above_it); break; case "The bar opens above the Lower Band after opening below it": BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_above_the_Lower_Band_after_opening_below_it); break; case "The position opens above the Upper Band": Component[0].PosPriceDependence = PositionPriceDependence.PriceBuyHigher; Component[2].PosPriceDependence = PositionPriceDependence.PriceSellLower; Component[0].UsePreviousBar = iPrvs; Component[2].UsePreviousBar = iPrvs; Component[3].DataType = IndComponentType.Other; Component[4].DataType = IndComponentType.Other; Component[3].ShowInDynInfo = false; Component[4].ShowInDynInfo = false; break; case "The position opens below the Upper Band": Component[0].PosPriceDependence = PositionPriceDependence.PriceBuyLower; Component[2].PosPriceDependence = PositionPriceDependence.PriceSellHigher; Component[0].UsePreviousBar = iPrvs; Component[2].UsePreviousBar = iPrvs; Component[3].DataType = IndComponentType.Other; Component[4].DataType = IndComponentType.Other; Component[3].ShowInDynInfo = false; Component[4].ShowInDynInfo = false; break; case "The position opens above the Lower Band": Component[0].PosPriceDependence = PositionPriceDependence.PriceSellLower; Component[2].PosPriceDependence = PositionPriceDependence.PriceBuyHigher; Component[0].UsePreviousBar = iPrvs; Component[2].UsePreviousBar = iPrvs; Component[3].DataType = IndComponentType.Other; Component[4].DataType = IndComponentType.Other; Component[3].ShowInDynInfo = false; Component[4].ShowInDynInfo = false; break; case "The position opens below the Lower Band": Component[0].PosPriceDependence = PositionPriceDependence.PriceSellHigher; Component[2].PosPriceDependence = PositionPriceDependence.PriceBuyLower; Component[0].UsePreviousBar = iPrvs; Component[2].UsePreviousBar = iPrvs; Component[3].DataType = IndComponentType.Other; Component[4].DataType = IndComponentType.Other; Component[3].ShowInDynInfo = false; Component[4].ShowInDynInfo = false; break; case "The bar closes below the Upper Band": BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_closes_below_the_Upper_Band); break; case "The bar closes above the Upper Band": BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_closes_above_the_Upper_Band); break; case "The bar closes below the Lower Band": BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_closes_below_the_Lower_Band); break; case "The bar closes above the Lower Band": BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_closes_above_the_Lower_Band); break; default: break; } } return; } /// /// Sets the indicator logic description /// public override void SetDescription() { switch (IndParam.ListParam[0].Text) { case "Enter long at the Upper Band": EntryPointLongDescription = "at the Upper Band of " + ToString(); EntryPointShortDescription = "at the Lower Band of " + ToString(); break; case "Enter long at the Lower Band": EntryPointLongDescription = "at the Lower Band of " + ToString(); EntryPointShortDescription = "at the Upper Band of " + ToString(); break; case "Exit long at the Upper Band": ExitPointLongDescription = "at the Upper Band of " + ToString(); ExitPointShortDescription = "at the Lower Band of " + ToString(); break; case "Exit long at the Lower Band": ExitPointLongDescription = "at the Lower Band of " + ToString(); ExitPointShortDescription = "at the Upper Band of " + ToString(); break; case "The bar opens below the Upper Band": EntryFilterLongDescription = "the bar opens below the Upper Band of " + ToString(); EntryFilterShortDescription = "the bar opens above the Lower Band of " + ToString(); break; case "The bar opens above the Upper Band": EntryFilterLongDescription = "the bar opens above the Upper Band of " + ToString(); EntryFilterShortDescription = "the bar opens below the Lower Band of " + ToString(); break; case "The bar opens below the Lower Band": EntryFilterLongDescription = "the bar opens below the Lower Band of " + ToString(); EntryFilterShortDescription = "the bar opens above the Upper Band of " + ToString(); break; case "The bar opens above the Lower Band": EntryFilterLongDescription = "the bar opens above the Lower Band of " + ToString(); EntryFilterShortDescription = "the bar opens below the Upper Band of " + ToString(); break; case "The bar opens below the Upper Band after opening above it": EntryFilterLongDescription = "the bar opens below the Upper Band of " + ToString() + " after the previous bar has opened above it"; EntryFilterShortDescription = "the bar opens above the Lower Band of " + ToString() + " after the previous bar has opened below it"; break; case "The bar opens above the Upper Band after opening below it": EntryFilterLongDescription = "the bar opens above the Upper Band of " + ToString() + " after the previous bar has opened below it"; EntryFilterShortDescription = "the bar opens below the Lower Band of " + ToString() + " after the previous bar has opened above it"; break; case "The bar opens below the Lower Band after opening above it": EntryFilterLongDescription = "the bar opens below the Lower Band of " + ToString() + " after the previous bar has opened above it"; EntryFilterShortDescription = "the bar opens above the Upper Band of " + ToString() + " after the previous bar has opened below it"; break; case "The bar opens above the Lower Band after opening below it": EntryFilterLongDescription = "the bar opens above the Lower Band of " + ToString() + " after the previous bar has opened below it"; EntryFilterShortDescription = "the bar opens below the Upper Band of " + ToString() + " after the previous bar has opened above it"; break; case "The bar closes below the Upper Band": ExitFilterLongDescription = "the bar closes below the Upper Band of " + ToString(); ExitFilterShortDescription = "the bar closes above the Lower Band of " + ToString(); break; case "The bar closes above the Upper Band": ExitFilterLongDescription = "the bar closes above the Upper Band of " + ToString(); ExitFilterShortDescription = "the bar closes below the Lower Band of " + ToString(); break; case "The bar closes below the Lower Band": ExitFilterLongDescription = "the bar closes below the Lower Band of " + ToString(); ExitFilterShortDescription = "the bar closes above the Upper Band of " + ToString(); break; case "The bar closes above the Lower Band": ExitFilterLongDescription = "the bar closes above the Lower Band of " + ToString(); ExitFilterShortDescription = "the bar closes below the Upper Band of " + ToString(); break; default: break; } return; } /// /// Indicator to string /// public override string ToString() { string sString = IndicatorName + (IndParam.CheckParam[0].Checked ? "* (" : " (") + IndParam.ListParam[1].Text + ", " + // Method IndParam.ListParam[2].Text + ", " + // Price IndParam.NumParam[0].ValueToString + ", " + // MA period IndParam.NumParam[1].ValueToString + ")"; // Multiplier return sString; } } }
//+--------------------------------------------------------------------+ //| 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 ProjectionBandsv3 : public Indicator { public: ProjectionBandsv3(SlotTypes slotType) { SlotType=slotType; IndicatorName="Projection Bands v3"; WarningMessage = ""; IsAllowLTF = true; ExecTime = ExecutionTime_DuringTheBar; IsSeparateChart = false; IsDiscreteValues = false; IsDeafultGroupAll = false; } virtual void Calculate(DataSet &dataSet); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void ProjectionBandsv3::Calculate(DataSet &dataSet) { Data=GetPointer(dataSet); // Reading the parameters int ProjectionPeriod=(int)NumParam[0].Value; int iPrvs=CheckParam[0].Checked ? 1 : 0; // Calculation double adUpBand[]; ArrayResize(adUpBand, Data.Bars); ArrayInitialize(adUpBand, 0); double adDnBand[]; ArrayResize(adDnBand, Data.Bars); ArrayInitialize(adDnBand, 0); double j2lg[]; ArrayResize(j2lg,Data.Bars); ArrayInitialize(j2lg, 0); int iFirstBar=ProjectionPeriod+ProjectionPeriod+2; for(int iBar=iFirstBar; iBar<Data.Bars; iBar++) { double sumx = ProjectionPeriod*(ProjectionPeriod+1.0)/2.0; double sumx2 = ProjectionPeriod*(ProjectionPeriod+1.0)*(2*ProjectionPeriod+1.0)/6.0; double sumxy = 0.00; double sumy = 0.00; double sumxy1 = 0.00; double sumy1 = 0.00; int n=ProjectionPeriod; for(int i=0; i<ProjectionPeriod; i++,n--) { double price=Data.Low[iBar-i]; sumxy += n*price; sumy += price; double price1=Data.High[iBar-i]; sumxy1 += n*price1; sumy1 += price1; } double slopel= 0.00; double top = ProjectionPeriod*sumxy - sumx*sumy; double bot = ProjectionPeriod*sumx2 - sumx*sumx; slopel=top/bot; double slopeh = 0.00; double top1 = ProjectionPeriod*sumxy1 - sumx*sumy1; double bot1 = ProjectionPeriod*sumx2 - sumx*sumx; slopeh=top1/bot1; double max2 = Data.High[iBar]; double min2 = Data.Low[iBar]; for(int k=1; k<ProjectionPeriod; k++) { min2 = MathMin(Data.Low[iBar-k]+k*slopel, min2); max2 = MathMax(max2, Data.High[iBar-k]+k*slopeh); } adUpBand[iBar] = max2; adDnBand[iBar] = min2; j2lg[iBar]=slopel; } // Saving the components ArrayResize(Component[0].Value,Data.Bars); Component[0].CompName = "Upper Band"; Component[0].DataType = IndComponentType_IndicatorValue; Component[0].FirstBar = iFirstBar; ArrayCopy(Component[0].Value,adUpBand); ArrayResize(Component[1].Value,Data.Bars); Component[1].CompName = "Moving Average"; Component[1].DataType = IndComponentType_IndicatorValue; Component[1].FirstBar = iFirstBar; ArrayCopy(Component[1].Value,j2lg); ArrayResize(Component[2].Value,Data.Bars); Component[2].CompName = "Lower Band"; Component[2].DataType = IndComponentType_IndicatorValue; Component[2].FirstBar = iFirstBar; ArrayCopy(Component[2].Value,adDnBand); ArrayResize(Component[3].Value,Data.Bars); Component[3].FirstBar=iFirstBar; ArrayResize(Component[4].Value,Data.Bars); Component[4].FirstBar=iFirstBar; // Sets the Component's type. if(SlotType==SlotTypes_Open) { Component[3].DataType = IndComponentType_OpenLongPrice; Component[3].CompName = "Long position entry price"; Component[4].DataType = IndComponentType_OpenShortPrice; Component[4].CompName = "Short position entry price"; } else if(SlotType==SlotTypes_OpenFilter) { Component[3].DataType = IndComponentType_AllowOpenLong; Component[3].CompName = "Is long entry allowed"; Component[4].DataType = IndComponentType_AllowOpenShort; Component[4].CompName = "Is short entry allowed"; } else if(SlotType==SlotTypes_Close) { Component[3].DataType = IndComponentType_CloseLongPrice; Component[3].CompName = "Long position closing price"; Component[4].DataType = IndComponentType_CloseShortPrice; Component[4].CompName = "Short position closing price"; } else if(SlotType==SlotTypes_CloseFilter) { Component[3].DataType = IndComponentType_ForceCloseLong; Component[3].CompName = "Close out long position"; Component[4].DataType = IndComponentType_ForceCloseShort; Component[4].CompName = "Close out short position"; } if(SlotType==SlotTypes_Open || SlotType==SlotTypes_Close) { if(ProjectionPeriod>1) { for(int iBar=iFirstBar; iBar<Data.Bars; iBar++) { // Covers the cases when the price can pass through the band without a signal. double dOpen=Data.Open[iBar]; // Current open price // Upper band double dValueUp=adUpBand[iBar-iPrvs]; // Current value double dValueUp1=adUpBand[iBar-iPrvs-1]; // Previous value double dTempValUp=dValueUp; if((dValueUp1 > Data.High[iBar - 1] && dValueUp < dOpen) || // The Data.Open price jumps above the indicator (dValueUp1 < Data.Low[iBar - 1] && dValueUp > dOpen) || // The Data.Open price jumps below the indicator (Data.Close[iBar-1]<dValueUp && dValueUp<dOpen) || // The Data.Open price is in a positive gap (Data.Close[iBar-1]>dValueUp && dValueUp>dOpen)) // The Data.Open price is in a negative gap dTempValUp=dOpen; // The entry/exit level is moved to Data.Open price // Lower band double dValueDown=adDnBand[iBar-iPrvs]; // Current value double dValueDown1=adDnBand[iBar-iPrvs-1]; // Previous value double dTempValDown=dValueDown; if((dValueDown1 > Data.High[iBar - 1] && dValueDown < dOpen) || // The Data.Open price jumps above the indicator (dValueDown1 < Data.Low[iBar - 1] && dValueDown > dOpen) || // The Data.Open price jumps below the indicator (Data.Close[iBar-1]<dValueDown && dValueDown<dOpen) || // The Data.Open price is in a positive gap (Data.Close[iBar-1]>dValueDown && dValueDown>dOpen)) // The Data.Open price is in a negative gap dTempValDown=dOpen; // The entry/exit level is moved to Data.Open price if(ListParam[0].Text=="Enter long at the Upper Band" || ListParam[0].Text=="Exit long at the Upper Band") { Component[3].Value[iBar] = dTempValUp; Component[4].Value[iBar] = dTempValDown; } else { Component[3].Value[iBar] = dTempValDown; Component[4].Value[iBar] = dTempValUp; } } } else { for(int iBar=2; iBar<Data.Bars; iBar++) { if(ListParam[0].Text=="Enter long at the Upper Band" || ListParam[0].Text=="Exit long at the Upper Band") { Component[3].Value[iBar] = adUpBand[iBar - iPrvs]; Component[4].Value[iBar] = adDnBand[iBar - iPrvs]; } else { Component[3].Value[iBar] = adDnBand[iBar - iPrvs]; Component[4].Value[iBar] = adUpBand[iBar - iPrvs]; } } } } else { if(ListParam[0].Text=="The bar opens below the Upper Band") { BandIndicatorLogic(iFirstBar,iPrvs,adUpBand,adDnBand,Component[3],Component[4], BandIndLogic_The_bar_opens_below_the_Upper_Band); } else if(ListParam[0].Text=="The bar opens above the Upper Band") { BandIndicatorLogic(iFirstBar,iPrvs,adUpBand,adDnBand,Component[3],Component[4], BandIndLogic_The_bar_opens_above_the_Upper_Band); } else if(ListParam[0].Text=="The bar opens below the Lower Band") { BandIndicatorLogic(iFirstBar,iPrvs,adUpBand,adDnBand,Component[3],Component[4], BandIndLogic_The_bar_opens_below_the_Lower_Band); } else if(ListParam[0].Text=="The bar opens above the Lower Band") { BandIndicatorLogic(iFirstBar,iPrvs,adUpBand,adDnBand,Component[3],Component[4], BandIndLogic_The_bar_opens_above_the_Lower_Band); } else if(ListParam[0].Text=="The bar opens below the Upper Band after opening above it") { BandIndicatorLogic(iFirstBar,iPrvs,adUpBand,adDnBand,Component[3],Component[4], BandIndLogic_The_bar_opens_below_Upper_Band_after_above); } else if(ListParam[0].Text=="The bar opens above the Upper Band after opening below it") { BandIndicatorLogic(iFirstBar,iPrvs,adUpBand,adDnBand,Component[3],Component[4], BandIndLogic_The_bar_opens_above_Upper_Band_after_below); } else if(ListParam[0].Text=="The bar opens below the Lower Band after opening above it") { BandIndicatorLogic(iFirstBar,iPrvs,adUpBand,adDnBand,Component[3],Component[4], BandIndLogic_The_bar_opens_below_Lower_Band_after_above); } else if(ListParam[0].Text=="The bar opens above the Lower Band after opening below it") { BandIndicatorLogic(iFirstBar,iPrvs,adUpBand,adDnBand,Component[3],Component[4], BandIndLogic_The_bar_opens_above_Lower_Band_after_below); } else if(ListParam[0].Text=="The position opens above the Upper Band") { Component[0].PosPriceDependence = PositionPriceDependence_PriceBuyHigher; Component[2].PosPriceDependence = PositionPriceDependence_PriceSellLower; Component[0].UsePreviousBar = iPrvs; Component[2].UsePreviousBar = iPrvs; Component[3].DataType = IndComponentType_Other; Component[4].DataType = IndComponentType_Other; Component[3].ShowInDynInfo = false; Component[4].ShowInDynInfo = false; } else if(ListParam[0].Text=="The position opens below the Upper Band") { Component[0].PosPriceDependence = PositionPriceDependence_PriceBuyLower; Component[2].PosPriceDependence = PositionPriceDependence_PriceSellHigher; Component[0].UsePreviousBar = iPrvs; Component[2].UsePreviousBar = iPrvs; Component[3].DataType = IndComponentType_Other; Component[4].DataType = IndComponentType_Other; Component[3].ShowInDynInfo = false; Component[4].ShowInDynInfo = false; } else if(ListParam[0].Text=="The position opens above the Lower Band") { Component[0].PosPriceDependence = PositionPriceDependence_PriceSellLower; Component[2].PosPriceDependence = PositionPriceDependence_PriceBuyHigher; Component[0].UsePreviousBar = iPrvs; Component[2].UsePreviousBar = iPrvs; Component[3].DataType = IndComponentType_Other; Component[4].DataType = IndComponentType_Other; Component[3].ShowInDynInfo = false; Component[4].ShowInDynInfo = false; } else if(ListParam[0].Text=="The position opens below the Lower Band") { Component[0].PosPriceDependence = PositionPriceDependence_PriceSellHigher; Component[2].PosPriceDependence = PositionPriceDependence_PriceBuyLower; Component[0].UsePreviousBar = iPrvs; Component[2].UsePreviousBar = iPrvs; Component[3].DataType = IndComponentType_Other; Component[4].DataType = IndComponentType_Other; Component[3].ShowInDynInfo = false; Component[4].ShowInDynInfo = false; } else if(ListParam[0].Text=="The bar closes below the Upper Band") { BandIndicatorLogic(iFirstBar,iPrvs,adUpBand,adDnBand,Component[3],Component[4], BandIndLogic_The_bar_closes_below_the_Upper_Band); } else if(ListParam[0].Text=="The bar closes above the Upper Band") { BandIndicatorLogic(iFirstBar,iPrvs,adUpBand,adDnBand,Component[3],Component[4], BandIndLogic_The_bar_closes_above_the_Upper_Band); } else if(ListParam[0].Text=="The bar closes below the Lower Band") { BandIndicatorLogic(iFirstBar,iPrvs,adUpBand,adDnBand,Component[3],Component[4], BandIndLogic_The_bar_closes_below_the_Lower_Band); } else if(ListParam[0].Text=="The bar closes above the Lower Band") { BandIndicatorLogic(iFirstBar,iPrvs,adUpBand,adDnBand,Component[3],Component[4], BandIndLogic_The_bar_closes_above_the_Lower_Band); } } } //+------------------------------------------------------------------+
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 - 2019, Miroslav Popov; Created by Yavor Kirov