Price MA Relation by Popov
49092 downloads / 4542 views / Created: 27.06.2015 Average Rating: 5
Indicator Description
This indicator compares a bar price with a Moving Average.
See this post for examples Moving Average strategy
See this post for examples Moving Average strategy
//==============================================================
// 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.Custom
{
public class PriceMARelation : Indicator
{
public PriceMARelation()
{
IndicatorName = "Price MA Relation";
PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter;
IndicatorAuthor = "Miroslav Popov";
IndicatorVersion = "1.0";
IndicatorDescription = "Compares a bar price with a Moving Average";
}
public override void Initialize(SlotTypes slotType)
{
SlotType = slotType;
// The ComboBox parameters
IndParam.ListParam[0].Caption = "Logic";
IndParam.ListParam[0].ItemList = new[]
{
"Bar price is higher than MA",
"Bar price is lower than MA"
};
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 = "Releation between a bar price and a MA";
IndParam.ListParam[1].Caption = "MA base price";
IndParam.ListParam[1].ItemList = new[] {"Close"};
IndParam.ListParam[1].Index = 0;
IndParam.ListParam[1].Text = "Close";
IndParam.ListParam[1].Enabled = true;
IndParam.ListParam[1].ToolTip = "Base price of the MA";
IndParam.ListParam[2].Caption = "MA method";
IndParam.ListParam[2].ItemList = Enum.GetNames(typeof (MAMethod));
IndParam.ListParam[2].Index = (int) MAMethod.Simple;
IndParam.ListParam[2].Text = IndParam.ListParam[2].ItemList[IndParam.ListParam[2].Index];
IndParam.ListParam[2].Enabled = true;
IndParam.ListParam[2].ToolTip = "Method for calculating the MA";
IndParam.ListParam[3].Caption = "Bar reference price";
IndParam.ListParam[3].ItemList = Enum.GetNames(typeof (BasePrice));
IndParam.ListParam[3].Index = (int) BasePrice.Close;
IndParam.ListParam[3].Text = IndParam.ListParam[3].ItemList[IndParam.ListParam[3].Index];
IndParam.ListParam[3].Enabled = true;
IndParam.ListParam[3].ToolTip = "Bar reference price.";
// The NumericUpDown parameters
IndParam.NumParam[0].Caption = "MA period";
IndParam.NumParam[0].Value = 13;
IndParam.NumParam[0].Min = 1;
IndParam.NumParam[0].Max = 200;
IndParam.NumParam[0].Enabled = true;
IndParam.NumParam[0].ToolTip = "Bars used for calculating the MA";
// 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;
// Reading the parameters
var maBasePrice = (BasePrice) IndParam.ListParam[1].Index;
var maMethod = (MAMethod) IndParam.ListParam[2].Index;
var maPeriod = (int) IndParam.NumParam[0].Value;
var previous = IndParam.CheckParam[0].Checked ? 1 : 0;
var barBasePriceLong = (BasePrice) IndParam.ListParam[3].Index;
var barBasePriceShort = barBasePriceLong;
if (barBasePriceLong == BasePrice.High)
barBasePriceShort = BasePrice.Low;
if (barBasePriceLong == BasePrice.Low)
barBasePriceShort = BasePrice.High;
var ma = MovingAverage(maPeriod, 0, maMethod, Price(maBasePrice));
var barLong = Price(barBasePriceLong);
var barShort = Price(barBasePriceShort);
var firstBar = maPeriod + previous + 1;
// Initializing components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp
{
CompName = "Moving Average",
ChartColor = Color.DarkViolet,
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Line,
FirstBar = firstBar,
Value = ma
};
Component[1] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = firstBar,
Value = new double[Bars]
};
Component[2] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = firstBar,
Value = new double[Bars]
};
// Sets the Component's type
if (SlotType == 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";
}
else if (SlotType == 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";
}
// Sets the components signals
if (IndParam.ListParam[0].Text == "Bar price is higher than MA")
{
var sigma = Sigma();
for (int bar = firstBar; bar < Bars; bar++)
{
if (barLong[bar - previous] > ma[bar - previous] + sigma)
Component[1].Value[bar] = 1;
if (barShort[bar - previous] < ma[bar - previous] - sigma)
Component[2].Value[bar] = 1;
}
}
else if (IndParam.ListParam[0].Text == "Bar price is lower than MA")
{
var sigma = Sigma();
for (int bar = firstBar + previous; bar < Bars; bar++)
{
if (barLong[bar - previous] < ma[bar - previous] - sigma)
Component[1].Value[bar] = 1;
if (barShort[bar - previous] > ma[bar - previous] + sigma)
Component[2].Value[bar] = 1;
}
}
}
public override void SetDescription()
{
var maPeriod = (int) IndParam.NumParam[0].Value;
var maMethod = (MAMethod)IndParam.ListParam[2].Index;
var previous = IndParam.CheckParam[0].Checked ? "*" : String.Empty;
var maText = String.Format("MA{0}({1}, {2})", previous, maMethod, maPeriod);
var barBasePriceLong = (BasePrice) IndParam.ListParam[3].Index;
var barBasePriceShort = barBasePriceLong;
if (barBasePriceLong == BasePrice.High)
barBasePriceShort = BasePrice.Low;
if (barBasePriceLong == BasePrice.Low)
barBasePriceShort = BasePrice.High;
var barTextLong = String.Format("Bar {0}", barBasePriceLong);
var barTextShort = String.Format("Bar {0}", barBasePriceShort);
switch (IndParam.ListParam[0].Text)
{
case "Bar price is higher than MA":
EntryFilterLongDescription = barTextLong + " is higher than " + maText;
EntryFilterShortDescription = barTextShort + " is lower than " + maText;
ExitFilterLongDescription = barTextLong + " is higher than " + maText;
ExitFilterShortDescription = barTextShort + " is lower than " + maText;
break;
case "Bar price is lower than MA":
EntryFilterLongDescription = barTextLong + " is lower than " + maText;
EntryFilterShortDescription = barTextShort + " is higher than " + maText;
ExitFilterLongDescription = barTextLong + " is lower than " + maText;
ExitFilterShortDescription = barTextShort + " is higher than " + maText;
break;
}
}
}
}
//+--------------------------------------------------------------------+ //| Copyright: (C) 2014 Forex Software Ltd. | //| 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 | //| other applications without a permission. | //| The 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 (C) 2014 Forex Software Ltd." #property link "http://forexsb.com" #property version "2.00" #property strict #include <Forexsb.com/Indicator.mqh> #include <Forexsb.com/Enumerations.mqh> //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class PriceMARelation : public Indicator { public: PriceMARelation(SlotTypes slotType) { SlotType=slotType; IndicatorName="Price MA Relation"; WarningMessage = ""; IsAllowLTF = true; ExecTime = ExecutionTime_DuringTheBar; IsSeparateChart = false; IsDiscreteValues = false; IsDeafultGroupAll = false; } virtual void Calculate(DataSet &dataSet); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void PriceMARelation::Calculate(DataSet &dataSet) { Data=GetPointer(dataSet); // Reading the parameters BasePrice maBasePrice=(BasePrice) ListParam[1].Index; MAMethod maMethod=(MAMethod) ListParam[2].Index; int maPeriod = (int) NumParam[0].Value; int previous = CheckParam[0].Checked ? 1 : 0; BasePrice barBasePriceLong=(BasePrice) ListParam[3].Index; BasePrice barBasePriceShort=barBasePriceLong; if(barBasePriceLong==BasePrice_High) barBasePriceShort=BasePrice_Low; if(barBasePriceLong==BasePrice_Low) barBasePriceShort=BasePrice_High; double basePrc[]; Price(maBasePrice,basePrc); double ma[]; MovingAverage(maPeriod,0,maMethod,basePrc,ma); double barLong[]; Price(barBasePriceLong,barLong); double barShort[]; Price(barBasePriceShort,barShort); int firstBar=maPeriod+previous+1; // Saving the components ArrayResize(Component[0].Value,Data.Bars); Component[0].CompName = "Moving Average"; Component[0].DataType = IndComponentType_IndicatorValue; Component[0].FirstBar = firstBar; ArrayCopy(Component[0].Value,ma); ArrayResize(Component[1].Value,Data.Bars); ArrayInitialize(Component[1].Value,0); Component[1].FirstBar=firstBar; ArrayResize(Component[2].Value,Data.Bars); ArrayInitialize(Component[2].Value,0); Component[2].FirstBar=firstBar; // Sets the Component's type if(SlotType==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"; } else if(SlotType==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"; } // Sets the components signals if(ListParam[0].Text=="Bar price is higher than MA") { for(int bar=firstBar; bar<Data.Bars; bar++) { double sigma=Sigma(); if(barLong[bar-previous]>ma[bar-previous]+sigma) Component[1].Value[bar]=1; if(barShort[bar-previous]<ma[bar-previous]-sigma) Component[2].Value[bar]=1; } } else if(ListParam[0].Text=="Bar price is lower than MA") { for(int bar=firstBar+previous; bar<Data.Bars; bar++) { double sigma=Sigma(); if(barLong[bar-previous]<ma[bar-previous]-sigma) Component[1].Value[bar]=1; if(barShort[bar-previous]>ma[bar-previous]+sigma) Component[2].Value[bar]=1; } } } //+------------------------------------------------------------------+
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Copyright © 2006 - 2024, Forex Software Ltd.;
Copyright © 2006 - 2024, Forex Software Ltd.;