//============================================================== // 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 RSIA : Indicator { public RSIA() { IndicatorName = "RSI A"; PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter; SeparatedChart = true; SeparatedChartMinValue = 0; SeparatedChartMaxValue = 100; IndicatorAuthor = "ahmedalhoseny@gmail.com"; IndicatorVersion = "2.1"; IndicatorDescription = "Custom indicator."; } public override void Initialize(SlotTypes slotType) { SlotType = slotType; // The ComboBox parameters IndParam.ListParam[0].Caption = "Logic"; IndParam.ListParam[0].ItemList = new[] { "RSI rises", "RSI falls", "RSI changes its direction upward", "RSI changes its direction downward", "No" }; 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.Smoothed; IndParam.ListParam[1].Text = IndParam.ListParam[1].ItemList[IndParam.ListParam[1].Index]; IndParam.ListParam[1].Enabled = true; IndParam.ListParam[1].ToolTip = "The Moving Average method used for smoothing RSI value."; 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 RSI is based on."; IndParam.ListParam[3].Caption = "Logic"; IndParam.ListParam[3].ItemList = new[] { "RSI is higher than the Level line", "RSI is lower than the Level line", "No" }; IndParam.ListParam[3].Index = 0; IndParam.ListParam[3].Text = IndParam.ListParam[3].ItemList[IndParam.ListParam[3].Index]; IndParam.ListParam[3].Enabled = true; IndParam.ListParam[3].ToolTip = "Logic of application of the indicator."; IndParam.ListParam[4].Caption = "Logic"; IndParam.ListParam[4].ItemList = new[] { "RSI crosses the Level line upward", "RSI crosses the Level line downward", "No" }; IndParam.ListParam[4].Index = 0; IndParam.ListParam[4].Text = IndParam.ListParam[4].ItemList[IndParam.ListParam[4].Index]; IndParam.ListParam[4].Enabled = true; IndParam.ListParam[4].ToolTip = "Logic of application of the indicator."; // The NumericUpDown parameters IndParam.NumParam[0].Caption = "Smoothing period"; IndParam.NumParam[0].Value = 3; IndParam.NumParam[0].Min = 1; IndParam.NumParam[0].Max = 9; IndParam.NumParam[0].Enabled = true; IndParam.NumParam[0].ToolTip = "The period of smoothing of RSI value."; IndParam.NumParam[1].Caption = "Level"; IndParam.NumParam[1].Value = 30; IndParam.NumParam[1].Min = 0; IndParam.NumParam[1].Max = 100; IndParam.NumParam[1].Enabled = true; IndParam.NumParam[1].ToolTip = "A critical level (for the appropriate logic)."; // 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 maMethod = (MAMethod) IndParam.ListParam[1].Index; var basePrice = (BasePrice) IndParam.ListParam[2].Index; var period = (int) IndParam.NumParam[0].Value; double level = IndParam.NumParam[1].Value; int previous = IndParam.CheckParam[0].Checked ? 1 : 0; // Calculation int firstBar = period + 2; double[] price = Price(basePrice); var pos = new double[Bars]; var neg = new double[Bars]; var rsi = new double[Bars]; for (int bar = 1; bar < Bars; bar++) { if (price[bar] > price[bar - 1] + Epsilon) pos[bar] = price[bar] - price[bar - 1]; if (price[bar] < price[bar - 1] - Epsilon) neg[bar] = price[bar - 1] - price[bar]; } double[] posMa = MovingAverage(period, 0, maMethod, pos); double[] negMa = MovingAverage(period, 0, maMethod, neg); for (int bar = firstBar; bar < Bars; bar++) { if (Math.Abs(negMa[bar]) > Epsilon) rsi[bar] = 100 - (100/(1 + posMa[bar]/negMa[bar])); else { if (Math.Abs(posMa[bar]) > Epsilon) rsi[bar] = 100; else rsi[bar] = 50; } } // Saving the components Component = new IndicatorComp[7]; Component[0] = new IndicatorComp { CompName = "RSI", DataType = IndComponentType.IndicatorValue, ChartType = IndChartType.Line, ChartColor = Color.RoyalBlue, FirstBar = firstBar, Value = rsi }; 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] }; Component[3] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = firstBar, Value = new double[Bars] }; Component[4] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = firstBar, Value = new double[Bars] }; Component[5] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = firstBar, Value = new double[Bars] }; Component[6] = 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"; Component[3].DataType = IndComponentType.AllowOpenLong; Component[3].CompName = "Is long entry allowed"; Component[4].DataType = IndComponentType.AllowOpenShort; Component[4].CompName = "Is short entry allowed"; Component[5].DataType = IndComponentType.AllowOpenLong; Component[5].CompName = "Is long entry allowed"; Component[6].DataType = IndComponentType.AllowOpenShort; Component[6].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"; Component[3].DataType = IndComponentType.ForceCloseLong; Component[3].CompName = "Close out long position"; Component[4].DataType = IndComponentType.ForceCloseShort; Component[4].CompName = "Close out short position"; Component[5].DataType = IndComponentType.ForceCloseLong; Component[5].CompName = "Close out long position"; Component[6].DataType = IndComponentType.ForceCloseShort; Component[6].CompName = "Close out short position"; } // Calculation of the logic var indLogic = IndicatorLogic.It_does_not_act_as_a_filter; switch (IndParam.ListParam[0].Text) { case "RSI rises": indLogic = IndicatorLogic.The_indicator_rises; SpecialValues = new double[] {50}; break; case "RSI falls": indLogic = IndicatorLogic.The_indicator_falls; SpecialValues = new double[] {50}; break; case "RSI changes its direction upward": indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward; SpecialValues = new double[] {50}; break; case "RSI changes its direction downward": indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward; SpecialValues = new double[] {50}; break; case "No": Component[1].CompName = "Visual Only"; Component[1].DataType = IndComponentType.NotDefined; Component[2].CompName = "Visual Only"; Component[2].DataType = IndComponentType.NotDefined; break; } OscillatorLogic(firstBar, previous, rsi, level, 100 - level, ref Component[1], ref Component[2], indLogic); ////////////////// switch (IndParam.ListParam[3].Text) { case "RSI is higher than the Level line": indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line; SpecialValues = new[] { level, 100 - level }; break; case "RSI is lower than the Level line": indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line; SpecialValues = new[] { level, 100 - level }; break; case "No": Component[3].CompName = "Visual Only"; Component[3].DataType = IndComponentType.NotDefined; Component[4].CompName = "Visual Only"; Component[4].DataType = IndComponentType.NotDefined; break; } OscillatorLogic(firstBar, previous, rsi, level, 100 - level, ref Component[3], ref Component[4], indLogic); //////////////////////////////// switch (IndParam.ListParam[4].Text) { case "RSI crosses the Level line upward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward; SpecialValues = new[] { level, 100 - level }; break; case "RSI crosses the Level line downward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward; SpecialValues = new[] { level, 100 - level }; break; case "No": Component[5].CompName = "Visual Only"; Component[5].DataType = IndComponentType.NotDefined; Component[6].CompName = "Visual Only"; Component[6].DataType = IndComponentType.NotDefined; break; } OscillatorLogic(firstBar, previous, rsi, level, 100 - level, ref Component[5], ref Component[6], indLogic); } public override void SetDescription() { string longLevel = IndParam.NumParam[1].ValueToString; string shortLevel = IndParam.NumParam[1].AnotherValueToString(100 - IndParam.NumParam[1].Value); EntryFilterLongDescription = ToString() + " "; EntryFilterShortDescription = ToString() + " "; ExitFilterLongDescription = ToString() + " "; ExitFilterShortDescription = ToString() + " "; switch (IndParam.ListParam[0].Text) { case "RSI rises": EntryFilterLongDescription += "rises"; EntryFilterShortDescription += "falls"; ExitFilterLongDescription += "rises"; ExitFilterShortDescription += "falls"; break; case "RSI falls": EntryFilterLongDescription += "falls"; EntryFilterShortDescription += "rises"; ExitFilterLongDescription += "falls"; ExitFilterShortDescription += "rises"; break; case "RSI changes its direction upward": EntryFilterLongDescription += "changes its direction upward"; EntryFilterShortDescription += "changes its direction downward"; ExitFilterLongDescription += "changes its direction upward"; ExitFilterShortDescription += "changes its direction downward"; break; case "RSI changes its direction downward": EntryFilterLongDescription += "changes its direction downward"; EntryFilterShortDescription += "changes its direction upward"; ExitFilterLongDescription += "changes its direction downward"; ExitFilterShortDescription += "changes its direction upward"; break; } //////// switch (IndParam.ListParam[3].Text) { case "RSI is higher than the Level line": EntryFilterLongDescription += "is higher than the Level " + longLevel; EntryFilterShortDescription += "is lower than the Level " + shortLevel; ExitFilterLongDescription += "is higher than the Level " + longLevel; ExitFilterShortDescription += "is lower than the Level " + shortLevel; break; case "RSI is lower than the Level line": EntryFilterLongDescription += "is lower than the Level " + longLevel; EntryFilterShortDescription += "is higher than the Level " + shortLevel; ExitFilterLongDescription += "is lower than the Level " + longLevel; ExitFilterShortDescription += "is higher than the Level " + shortLevel; break; } /////////////////////////////// switch (IndParam.ListParam[4].Text) { case "RSI crosses the Level line upward": EntryFilterLongDescription += "crosses the Level " + longLevel + " upward"; EntryFilterShortDescription += "crosses the Level " + shortLevel + " downward"; ExitFilterLongDescription += "crosses the Level " + longLevel + " upward"; ExitFilterShortDescription += "crosses the Level " + shortLevel + " downward"; break; case "RSI crosses the Level line downward": EntryFilterLongDescription += "crosses the Level " + longLevel + " downward"; EntryFilterShortDescription += "crosses the Level " + shortLevel + " upward"; ExitFilterLongDescription += "crosses the Level " + longLevel + " downward"; ExitFilterShortDescription += "crosses the Level " + shortLevel + " upward"; break; } } public override string ToString() { return IndicatorName + (IndParam.CheckParam[0].Checked ? "* (" : " (") + IndParam.ListParam[1].Text + ", " + // Smoothing method IndParam.ListParam[2].Text + ", " + // Base price IndParam.NumParam[0].ValueToString + ")"; // Smoothing period } } }