Exit Interval by Popov
5030 downloads / 5314 views / Created: 31.07.2013
Average Rating: 0
Indicator Description
Request: indicator to close at a specified interval, like every 15 minutes, or every hour.
Indicator: Exit Interval
How to Use: in Closing slots, add Bar Closing. Then, add Exit Interval.
Parameters:
Interval Period -- set to every 5 minutes, 15 minutes, 30 minutes, 1 hour, or 4 hours
-- it will change the options so it's always higher than your current time frame
Offset -- move the interval forward this number of bars
Since it's Bar Closing, by default, it sends the close signal at the end of the bar before your target periodicity. This way, the signal comes fairly close to the target time, not after market closes.
Ex: 15 minutes current time frame, Interval Period = 1 hour
Expected: It will send the close signal on the bar at 1:45, 2:45, 3:45 (not 2:00, 3:00, 4:00). This is so that the order will be sent very close to the target time. In the example, the end of bar 1:45 would be 1:59:59.
If you really want it on the 2:00 bar, then set offset to 1.
If you want a 4-hour interval like 1:00, 5:00, 9:00:
- figure out how many bars offset your desired time
(ex: want to adjust by 1 hour, which has 12 bars with current time frame = 5)
- enter in Offset parameter
Forum link Exit Interval
Indicator: Exit Interval
How to Use: in Closing slots, add Bar Closing. Then, add Exit Interval.
Parameters:
Interval Period -- set to every 5 minutes, 15 minutes, 30 minutes, 1 hour, or 4 hours
-- it will change the options so it's always higher than your current time frame
Offset -- move the interval forward this number of bars
Since it's Bar Closing, by default, it sends the close signal at the end of the bar before your target periodicity. This way, the signal comes fairly close to the target time, not after market closes.
Ex: 15 minutes current time frame, Interval Period = 1 hour
Expected: It will send the close signal on the bar at 1:45, 2:45, 3:45 (not 2:00, 3:00, 4:00). This is so that the order will be sent very close to the target time. In the example, the end of bar 1:45 would be 1:59:59.
If you really want it on the 2:00 bar, then set offset to 1.
If you want a 4-hour interval like 1:00, 5:00, 9:00:
- figure out how many bars offset your desired time
(ex: want to adjust by 1 hour, which has 12 bars with current time frame = 5)
- enter in Offset parameter
Forum link Exit Interval
Comments
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
//==============================================================
// Forex Strategy Builder
// Copyright © 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
{
///
/// Exit Interval indicator
/// to exit at some interval of the hour (ex, every 15 minutes)
///
public class ExitInterval : Indicator
{
public ExitInterval()
{
IndicatorName = "Exit Interval";
PossibleSlots = SlotTypes.CloseFilter;
IndicatorAuthor = "Krog";
IndicatorVersion = "2.0";
IndicatorDescription = "A custom indicator for FSB and FST.";
}
public override void Initialize(SlotTypes slotType)
{
SlotType = slotType;
IndParam.IndicatorType = TypeOfIndicator.DateTime;
IndParam.ExecutionTime = ExecutionTime.AtBarClosing;
// The ComboBox parameters
IndParam.ListParam[0].Caption = "Logic";
IndParam.ListParam[0].ItemList = new string[]
{
"Exit the market at the specified interval."
};
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 = "Indicator's logic.";
// The NumericUpDown parameters
IndParam.ListParam[1].Caption = "Interval Period";
IndParam.ListParam[1].ItemList = new string[] {
"5 Minutes",
"10 Minutes",
"15 Minutes",
"30 Minutes",
"1 Hour",
"2 Hours",
"3 Hours",
"4 Hours",
"8 Hours",
"12 Hours"
};
IndParam.ListParam[1].Index = 9;
IndParam.ListParam[1].Text = IndParam.ListParam[1].ItemList[IndParam.ListParam[1].Index];
IndParam.ListParam[1].Enabled = true;
IndParam.ListParam[1].ToolTip = "Choose interval in bars at which to exit.\nIf lower than your data time frame it will do nothing.";
IndParam.NumParam[1].Caption = "Offset";
IndParam.NumParam[1].Value = 0;
IndParam.NumParam[1].Min = 0;
IndParam.NumParam[1].Max = 500;
IndParam.NumParam[1].Enabled = true;
IndParam.NumParam[1].ToolTip = "Offset the interval by this many bars.\nTry to choose a number of bars below the interval.";
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
TimeSpan ts = new TimeSpan();
switch (IndParam.ListParam[1].Text)
{
case "5 Minutes":
ts = TimeSpan.FromMinutes (5);
break;
case "10 Minutes":
ts = TimeSpan.FromMinutes (10);
break;
case "15 Minutes":
ts = TimeSpan.FromMinutes (15);
break;
case "30 Minutes":
ts = TimeSpan.FromMinutes (30);
break;
case "1 Hour":
ts = TimeSpan.FromHours (1);
break;
case "2 Hours":
ts = TimeSpan.FromHours (2);
break;
case "3 Hours":
ts = TimeSpan.FromHours (3);
break;
case "4 Hours":
ts = TimeSpan.FromHours (4);
break;
case "8 Hours":
ts = TimeSpan.FromHours (8);
break;
case "12 Hours":
ts = TimeSpan.FromHours (12);
break;
default:
// if nothing works, then return to fail silently, used for start up
return;
}
// if time frame is lower than interval, then return and do nothing
if (ts.TotalMinutes <= (int)Period)
{
return;
}
double dOffset = IndParam.NumParam[1].Value * (double)Period;
// Calculation
double[] adBars = new double[Bars];
int iFirstBar = 10;
DateTime dtStart = new DateTime (Time[0].Year, Time[0].Month, Time[0].Day, 0, 0, 0);
// init so it's one bar back before target time, since indicator executes at Bar Closing
dtStart = dtStart.AddMinutes(-(double)Period);
// increment by number of bars to offset
dtStart = dtStart.AddMinutes(dOffset);
// Calculation of the logic
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
if((Time[iBar]-dtStart).Ticks % ts.Ticks == 0)
adBars[iBar] = 1;
else
adBars[iBar] = 0;
}
// Saving the components
Component = new IndicatorComp[1];
Component[0] = new IndicatorComp();
Component[0].CompName = "Force Exit";
Component[0].DataType = IndComponentType.ForceClose;
Component[0].ChartType = IndChartType.NoChart;
Component[0].ShowInDynInfo = true;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adBars;
}
public override void SetDescription()
{
string sInterval = IndParam.ListParam[1].Text;
string sOffset = IndParam.NumParam[1].Value.ToString();
ExitFilterLongDescription = "at the interval of " + sInterval + " with offset of " + sOffset + " bars";
ExitFilterShortDescription = "at the interval of " + sInterval + " with offset of " + sOffset + " bars";
return;
}
public override string ToString()
{
string sInterval = IndParam.ListParam[1].Text;
string sOffset = IndParam.NumParam[1].Value.ToString();
return IndicatorName + " (" +
sInterval + ", " + // Interval
"off=" + sOffset + ")"; // Offset
}
}
}
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 - 2025, Forex Software Ltd.;
Copyright © 2006 - 2025, Forex Software Ltd.;