RSI A by ahmedalhoseny
6238 downloads / 6404 views / Created: 30.05.2016
Average Rating: 5
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//==============================================================
// 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
}
}
}
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Copyright © 2006 - 2025, Forex Software Ltd.;