//============================================================== // 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 { public class PsrCombo : Indicator { public PsrCombo() { IndicatorName = "Parabolic SAR Combo"; PossibleSlots = SlotTypes.Open | SlotTypes.OpenFilter | SlotTypes.Close | SlotTypes.CloseFilter; IndicatorAuthor = "Ahmed Alhoseny"; IndicatorVersion = "2.0"; IndicatorDescription = "Custom Indicator."; } public override void Initialize(SlotTypes slotType) { SlotType = slotType; IndParam.IndicatorType = TypeOfIndicator.Indicator; IndParam.ExecutionTime = ExecutionTime.DuringTheBar; // The ComboBox parameters IndParam.ListParam[0].Caption = "Logic"; if (slotType == SlotTypes.Open) IndParam.ListParam[0].ItemList = new[] { "Enter the market at PSAR" }; else if (slotType == SlotTypes.OpenFilter) IndParam.ListParam[0].ItemList = new[] { "PSAR rises", "PSAR falls", "The bar opens above PSAR", "The bar opens below PSAR", "The bar opens above PSAR after opening below it", "The bar opens below PSAR after opening above it", "The position opens above PSAR", "The position opens below PSAR" }; else if (slotType == SlotTypes.Close) IndParam.ListParam[0].ItemList = new[] { "Exit the market at PSAR" }; else if (slotType == SlotTypes.CloseFilter) IndParam.ListParam[0].ItemList = new[] { "PSAR rises", "PSAR falls", "The bar closes below PSAR", "The bar closes above PSAR" }; else IndParam.ListParam[0].ItemList = new[] { "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 PSAR."; // The NumericUpDown parameters IndParam.NumParam[0].Caption = "Starting AF"; IndParam.NumParam[0].Value = 0.02; IndParam.NumParam[0].Min = 0.00; IndParam.NumParam[0].Max = 5.00; IndParam.NumParam[0].Point = 2; IndParam.NumParam[0].Enabled = true; IndParam.NumParam[0].ToolTip = "The starting value of Acceleration Factor."; IndParam.NumParam[1].Caption = "Increment"; IndParam.NumParam[1].Value = 0.02; IndParam.NumParam[1].Min = 0.01; IndParam.NumParam[1].Max = 5.00; IndParam.NumParam[1].Point = 2; IndParam.NumParam[1].Enabled = true; IndParam.NumParam[1].ToolTip = "Increment value."; IndParam.NumParam[2].Caption = "Maximum AF"; IndParam.NumParam[2].Value = 2.00; IndParam.NumParam[2].Min = 0.01; IndParam.NumParam[2].Max = 9.00; IndParam.NumParam[2].Point = 2; IndParam.NumParam[2].Enabled = true; IndParam.NumParam[2].ToolTip = "The maximum value of the Acceleration Factor."; // 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."; } public override void Calculate(IDataSet dataSet) { DataSet = dataSet; double dAfMin = IndParam.NumParam[0].Value; double dAfInc = IndParam.NumParam[1].Value; double dAfMax = IndParam.NumParam[2].Value; int previous = IndParam.CheckParam[0].Checked ? 1 : 0; // Reading the parameters double dPExtr; double dadPsarNew = 0; var aiDir = new int[Bars]; var adPsar = new double[Bars]; //---- Calculating the initial values adPsar[0] = 0; double dAf = dAfMin; int intDirNew = 0; if (Close[1] > Open[0]) { aiDir[0] = 1; aiDir[1] = 1; dPExtr = Math.Max(High[0], High[1]); adPsar[1] = Math.Min(Low[0], Low[1]); } else { aiDir[0] = -1; aiDir[1] = -1; dPExtr = Math.Min(Low[0], Low[1]); adPsar[1] = Math.Max(High[0], High[1]); } for (int iBar = 2; iBar < Bars; iBar++) { //---- adPsar for the current period if (intDirNew != 0) { // The direction was changed during the last period aiDir[iBar] = intDirNew; intDirNew = 0; adPsar[iBar] = dadPsarNew + dAf * (dPExtr - dadPsarNew); } else { aiDir[iBar] = aiDir[iBar - 1]; adPsar[iBar] = adPsar[iBar - 1] + dAf * (dPExtr - adPsar[iBar - 1]); } // adPsar has to be out of the previous two bars limits if (aiDir[iBar] > 0 && adPsar[iBar] > Math.Min(Low[iBar - 1], Low[iBar - 2])) adPsar[iBar] = Math.Min(Low[iBar - 1], Low[iBar - 2]); else if (aiDir[iBar] < 0 && adPsar[iBar] < Math.Max(High[iBar - 1], High[iBar - 2])) adPsar[iBar] = Math.Max(High[iBar - 1], High[iBar - 2]); //---- adPsar for the next period // Calculation of the new values of flPExtr and flAF // if there is a new extreme price in the adPsar direction if (aiDir[iBar] > 0 && High[iBar] > dPExtr) { dPExtr = High[iBar]; dAf = Math.Min(dAf + dAfInc, dAfMax); } if (aiDir[iBar] < 0 && Low[iBar] < dPExtr) { dPExtr = Low[iBar]; dAf = Math.Min(dAf + dAfInc, dAfMax); } // Whether the price reaches adPsar if (Low[iBar] <= adPsar[iBar] && adPsar[iBar] <= High[iBar]) { intDirNew = -aiDir[iBar]; dadPsarNew = dPExtr; dAf = dAfMin; dPExtr = intDirNew > 0 ? High[iBar] : Low[iBar]; } } const int firstBar = 8; // Saving the components if (SlotType == SlotTypes.Open || SlotType == SlotTypes.Close) { Component = new IndicatorComp[2]; Component[1] = new IndicatorComp {Value = new double[Bars]}; for (int bar = 8; bar < Bars; bar++) { // Covers the cases when the price can pass through the Psar without a signal double value = adPsar[bar - previous]; // Current value double value1 = adPsar[bar - previous - 1]; // Previous value double tempVal = value; if ((value1 > High[bar - 1] && value < Open[bar]) || // The Open price jumps above the indicator (value1 < Low[bar - 1] && value > Open[bar]) || // The Open price jumps below the indicator (Close[bar - 1] < value && value < Open[bar]) || // The Open price is in a positive gap (Close[bar - 1] > value && value > Open[bar])) // The Open price is in a negative gap tempVal = Open[bar]; Component[1].Value[bar] = tempVal; // Entry or exit value } } else { Component = new IndicatorComp[3]; Component[1] = new IndicatorComp {ChartType = IndChartType.NoChart, FirstBar = 8, Value = new double[Bars]}; Component[2] = new IndicatorComp {ChartType = IndChartType.NoChart, FirstBar = 8, Value = new double[Bars]}; } Component[0] = new IndicatorComp { CompName = "Psar Value", DataType = IndComponentType.IndicatorValue, ChartType = IndChartType.Line, ChartColor = Color.Blue, FirstBar = 8, Value = adPsar }; switch (SlotType) { case SlotTypes.Open: Component[1].CompName = "Position opening price"; Component[1].DataType = IndComponentType.OpenPrice; break; case SlotTypes.OpenFilter: Component[1].DataType = IndComponentType.AllowOpenLong; Component[1].CompName = "Is long entry allowed"; Component[2].DataType = IndComponentType.AllowOpenShort; Component[2].CompName = "Is short entry allowed"; break; case SlotTypes.Close: Component[1].CompName = "Position closing price"; Component[1].DataType = IndComponentType.ClosePrice; break; case SlotTypes.CloseFilter: Component[1].DataType = IndComponentType.ForceCloseLong; Component[1].CompName = "Close out long position"; Component[2].DataType = IndComponentType.ForceCloseShort; Component[2].CompName = "Close out short position"; break; } if (SlotType == SlotTypes.OpenFilter || SlotType == SlotTypes.CloseFilter) { switch (IndParam.ListParam[0].Text) { case "PSAR rises": IndicatorRisesLogic(8,0, adPsar, ref Component[1], ref Component[2]); break; case "PSAR falls": IndicatorFallsLogic(8,0, adPsar, ref Component[1], ref Component[2]); break; case "The bar opens above PSAR": BarOpensAboveIndicatorLogic(8,0, adPsar, ref Component[1], ref Component[2]); break; case "The bar opens below PSAR": BarOpensBelowIndicatorLogic(8,0, adPsar, ref Component[1], ref Component[2]); break; case "The bar opens above PSAR after opening below it": BarOpensAboveIndicatorAfterOpeningBelowLogic(8,0, adPsar, ref Component[1], ref Component[2]); break; case "The bar opens below PSAR after opening above it": BarOpensBelowIndicatorAfterOpeningAboveLogic(8,0, adPsar, ref Component[1], ref Component[2]); break; case "The position opens above PSAR": Component[0].PosPriceDependence = PositionPriceDependence.BuyHigherSellLower; Component[0].UsePreviousBar = previous; Component[1].DataType = IndComponentType.Other; Component[1].ShowInDynInfo = false; Component[2].DataType = IndComponentType.Other; Component[2].ShowInDynInfo = false; break; case "The position opens below PSAR": Component[0].PosPriceDependence = PositionPriceDependence.BuyLowerSelHigher; Component[0].UsePreviousBar = previous; Component[1].DataType = IndComponentType.Other; Component[1].ShowInDynInfo = false; Component[2].DataType = IndComponentType.Other; Component[2].ShowInDynInfo = false; break; case "The bar closes below PSAR": BarClosesBelowIndicatorLogic(8,0, adPsar, ref Component[1], ref Component[2]); break; case "The bar closes above PSAR": BarClosesAboveIndicatorLogic(8,0, adPsar, ref Component[1], ref Component[2]); break; } } } public override void SetDescription() { EntryPointLongDescription = "at the " + ToString(); EntryPointShortDescription = "at the " + ToString(); ExitPointLongDescription = "at the " + ToString(); ExitPointShortDescription = "at the " + ToString(); switch (IndParam.ListParam[0].Text) { case "PSAR rises": EntryFilterLongDescription = "the " + ToString() + " rises"; EntryFilterShortDescription = "the " + ToString() + " falls"; ExitFilterLongDescription = "the " + ToString() + " rises"; ExitFilterShortDescription = "the " + ToString() + " falls"; break; case "PSAR falls": EntryFilterLongDescription = "the " + ToString() + " falls"; EntryFilterShortDescription = "the " + ToString() + " rises"; ExitFilterLongDescription = "the " + ToString() + " falls"; ExitFilterShortDescription = "the " + ToString() + " rises"; break; case "The bar opens above PSAR": EntryFilterLongDescription = "the bar opens above the " + ToString(); EntryFilterShortDescription = "the bar opens below the " + ToString(); break; case "The bar opens below PSAR": EntryFilterLongDescription = "the bar opens below the " + ToString(); EntryFilterShortDescription = "the bar opens above the " + ToString(); break; case "The position opens above PSAR": EntryFilterLongDescription = "the position opening price is higher than the " + ToString(); EntryFilterShortDescription = "the position opening price is lower than the " + ToString(); break; case "The position opens below PSAR": EntryFilterLongDescription = "the position opening price is lower than the " + ToString(); EntryFilterShortDescription = "the position opening price is higher than the " + ToString(); break; case "The bar opens above PSAR after opening below it": EntryFilterLongDescription = "the bar opens above the " + ToString() + " after opening below it"; EntryFilterShortDescription = "the bar opens below the " + ToString() + " after opening above it"; break; case "The bar opens below PSAR after opening above it": EntryFilterLongDescription = "the bar opens below the " + ToString() + " after opening above it"; EntryFilterShortDescription = "the bar opens above the " + ToString() + " after opening below it"; break; case "The bar closes above PSAR": ExitFilterLongDescription = "the bar closes above the " + ToString(); ExitFilterShortDescription = "the bar closes below the " + ToString(); break; case "The bar closes below PSAR": ExitFilterLongDescription = "the bar closes below the " + ToString(); ExitFilterShortDescription = "the bar closes above the " + ToString(); break; } } public override string ToString() { return IndicatorName + " (" + IndParam.NumParam[0].ValueToString + ", " + // Starting AF IndParam.NumParam[1].ValueToString + ", " + // Increment IndParam.NumParam[2].ValueToString + ")"; // Max AF } } }