//============================================================== // 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 FractalVisible : Indicator { public FractalVisible() { IndicatorName = "Fractal Visible"; PossibleSlots = SlotTypes.Open | SlotTypes.Close; IndicatorAuthor = "Ahmed Alhoseny"; IndicatorVersion = "2.0"; IndicatorDescription = "Custom Indicator."; } 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[] { "Enter long at an Up Fractal", "Enter long at a Down Fractal" }; } else if (SlotType == SlotTypes.Close) { IndParam.ListParam[0].ItemList = new[] { "Exit long at an Up Fractal", "Exit long at a Down Fractal" }; } 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 the indicator."; IndParam.NumParam[0].Caption = "Vertical shift"; IndParam.NumParam[0].Value = 0; IndParam.NumParam[0].Min = 0; IndParam.NumParam[0].Max = 0; IndParam.NumParam[0].Enabled = false; IndParam.NumParam[0].ToolTip = "A vertical shift above Up Fractal and below Down Fractal."; } public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Reading the parameters double shift = IndParam.NumParam[0].Value * Point; const int firstBar = 8; var adFrUp = new double[Bars]; var adFrDn = new double[Bars]; for (int bar = 8; bar < Bars - 1; bar++) { if (High[bar - 1] < High[bar - 2] && High[bar] < High[bar - 2]) { // Fractal type 1 if (High[bar - 4] < High[bar - 2] && High[bar - 3] < High[bar - 2]) adFrUp[bar + 1] = High[bar - 2]; // Fractal type 2 if (High[bar - 5] < High[bar - 2] && High[bar - 4] < High[bar - 2] && High[bar - 3] == High[bar - 2]) adFrUp[bar + 1] = High[bar - 2]; // Fractal type 3, 4 if (High[bar - 6] < High[bar - 2] && High[bar - 5] < High[bar - 2] && High[bar - 4] == High[bar - 2] && High[bar - 3] <= High[bar - 2]) adFrUp[bar + 1] = High[bar - 2]; // Fractal type 5 if (High[bar - 7] < High[bar - 2] && High[bar - 6] < High[bar - 2] && High[bar - 5] == High[bar - 2] && High[bar - 4] < High[bar - 2] && High[bar - 3] == High[bar - 2]) adFrUp[bar + 1] = High[bar - 2]; // Fractal type 6 if (High[bar - 7] < High[bar - 2] && High[bar - 6] < High[bar - 2] && High[bar - 5] == High[bar - 2] && High[bar - 4] == High[bar - 2] && High[bar - 3] < High[bar - 2]) adFrUp[bar + 1] = High[bar - 2]; // Fractal type 7 if (High[bar - 8] < High[bar - 2] && High[bar - 7] < High[bar - 2] && High[bar - 6] == High[bar - 2] && High[bar - 5] < High[bar - 2] && High[bar - 4] == High[bar - 2] && High[bar - 3] < High[bar - 2]) adFrUp[bar + 1] = High[bar - 2]; } if (Low[bar - 1] > Low[bar - 2] && Low[bar] > Low[bar - 2]) { // Fractal type 1 if (Low[bar - 4] > Low[bar - 2] && Low[bar - 3] > Low[bar - 2]) adFrDn[bar + 1] = Low[bar - 2]; // Fractal type 2 if (Low[bar - 5] > Low[bar - 2] && Low[bar - 4] > Low[bar - 2] && Low[bar - 3] == Low[bar - 2]) adFrDn[bar + 1] = Low[bar - 2]; // Fractal type 3, 4 if (Low[bar - 6] > Low[bar - 2] && Low[bar - 5] > Low[bar - 2] && Low[bar - 4] == Low[bar - 2] && Low[bar - 3] >= Low[bar - 2]) adFrDn[bar + 1] = Low[bar - 2]; // Fractal type 5 if (Low[bar - 7] > Low[bar - 2] && Low[bar - 6] > Low[bar - 2] && Low[bar - 5] == Low[bar - 2] && Low[bar - 4] > Low[bar - 2] && Low[bar - 3] == Low[bar - 2]) adFrDn[bar + 1] = Low[bar - 2]; // Fractal type 6 if (Low[bar - 7] > Low[bar - 2] && Low[bar - 6] > Low[bar - 2] && Low[bar - 5] == Low[bar - 2] && Low[bar - 4] == Low[bar - 2] && Low[bar - 3] > Low[bar - 2]) adFrDn[bar + 1] = Low[bar - 2]; // Fractal type 7 if (Low[bar - 8] > Low[bar - 2] && Low[bar - 7] > Low[bar - 2] && Low[bar - 6] == Low[bar - 2] && Low[bar - 5] > Low[bar - 2] && Low[bar - 4] == Low[bar - 2] && Low[bar - 3] > Low[bar - 2]) adFrDn[bar + 1] = Low[bar - 2]; } } for (int bar = firstBar; bar < Bars; bar++) { if (adFrUp[bar - 1] > 0 && Math.Abs(adFrUp[bar] - 0) < Epsilon && High[bar - 1] < adFrUp[bar - 1]) adFrUp[bar] = adFrUp[bar - 1]; if (adFrDn[bar - 1] > 0 && Math.Abs(adFrDn[bar] - 0) < Epsilon && Low[bar - 1] > adFrDn[bar - 1]) adFrDn[bar] = adFrDn[bar - 1]; } // Saving the components Component = new IndicatorComp[4]; Component[0] = new IndicatorComp { CompName = "Up Fractal", DataType = IndComponentType.IndicatorValue, ChartType = IndChartType.Level, ChartColor = Color.SpringGreen, FirstBar = firstBar, Value = adFrUp }; Component[1] = new IndicatorComp { CompName = "Down Fractal", DataType = IndComponentType.IndicatorValue, ChartType = IndChartType.Level, ChartColor = Color.DarkRed, FirstBar = firstBar, Value = adFrDn }; Component[2] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = firstBar, Value = new double[Bars] }; Component[3] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = firstBar, Value = new double[Bars] }; if (SlotType == SlotTypes.Open) { Component[2].CompName = "Long position entry price"; Component[2].DataType = IndComponentType.OpenLongPrice; Component[3].CompName = "Short position entry price"; Component[3].DataType = IndComponentType.OpenShortPrice; } else if (SlotType == SlotTypes.Close) { Component[2].CompName = "Long position closing price"; Component[2].DataType = IndComponentType.CloseLongPrice; Component[3].CompName = "Short position closing price"; Component[3].DataType = IndComponentType.CloseShortPrice; } switch (IndParam.ListParam[0].Text) { case "Enter long at an Up Fractal": case "Exit long at an Up Fractal": for (int iBar = firstBar; iBar < Bars; iBar++) { if (adFrUp[iBar] > Point) Component[2].Value[iBar] = adFrUp[iBar] + shift; if (adFrDn[iBar] > Point) Component[3].Value[iBar] = adFrDn[iBar] - shift; } break; case "Enter long at a Down Fractal": case "Exit long at a Down Fractal": for (int iBar = firstBar; iBar < Bars; iBar++) { if (adFrDn[iBar] > Point) Component[2].Value[iBar] = adFrDn[iBar] - shift; if (adFrUp[iBar] > Point) Component[3].Value[iBar] = adFrUp[iBar] + shift; } break; } } public override void SetDescription() { var iShift = (int)IndParam.NumParam[0].Value; string sUpperTrade; string sLowerTrade; if (iShift > 0) { sUpperTrade = iShift + " points above "; sLowerTrade = iShift + " points below "; } else if (iShift == 0) { sUpperTrade = "at "; sLowerTrade = "at "; } else { sUpperTrade = -iShift + " points below "; sLowerTrade = -iShift + " points above "; } switch (IndParam.ListParam[0].Text) { case "Enter long at an Up Fractal": EntryPointLongDescription = sUpperTrade + "an Up Fractal"; EntryPointShortDescription = sLowerTrade + "a Down Fractal"; break; case "Exit long at an Up Fractal": ExitPointLongDescription = sUpperTrade + "an Up Fractal"; ExitPointShortDescription = sLowerTrade + "a Down Fractal"; break; case "Enter long at a Down Fractal": EntryPointLongDescription = sLowerTrade + "a Down Fractal"; EntryPointShortDescription = sUpperTrade + "an Up Fractal"; break; case "Exit long at a Down Fractal": ExitPointLongDescription = sLowerTrade + "a Down Fractal"; ExitPointShortDescription = sUpperTrade + "an Up Fractal"; break; } } public override string ToString() { return IndicatorName; } } }