Momentum A by ahmedalhoseny

327 downloads / 683 views / Created: 31.05.2016
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Indicator Description

Momentum indicator redesigned

http://forexsb.com/forum/post/36242/#p36242

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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 MomentumA : Indicator { public MomentumA() { IndicatorName = "Momentum A"; PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter; SeparatedChart = true; IndicatorAuthor = "Ahmedalhoseny@gmail.com"; IndicatorVersion = "2.0"; IndicatorDescription = "custom indicator."; } public override void Initialize(SlotTypes slotType) { SlotType = slotType; // The ComboBox parameters IndParam.ListParam[0].Caption = "Logic"; IndParam.ListParam[0].ItemList = new[] { "Momentum rises", "Momentum falls", "Momentum changes its direction upward", "Momentum 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.Simple; 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 Momentum 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 Momentum is based on."; IndParam.ListParam[3].Caption = "Logic"; IndParam.ListParam[3].ItemList = new[] { "Momentum is higher than the Level line", "Momentum 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[] { "Momentum crosses the Level line upward", "Momentum 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 = "Period"; IndParam.NumParam[0].Value = 14; IndParam.NumParam[0].Min = 1; IndParam.NumParam[0].Max = 200; IndParam.NumParam[0].Enabled = true; IndParam.NumParam[0].ToolTip = "The period of Momentum."; IndParam.NumParam[1].Caption = "Additional smoothing"; IndParam.NumParam[1].Value = 0; IndParam.NumParam[1].Min = 0; IndParam.NumParam[1].Max = 200; IndParam.NumParam[1].Enabled = true; IndParam.NumParam[1].ToolTip = "The period of additional smoothing."; IndParam.NumParam[2].Caption = "Level"; IndParam.NumParam[2].Value = 0; IndParam.NumParam[2].Min = -100; IndParam.NumParam[2].Max = 100; IndParam.NumParam[2].Point = 4; IndParam.NumParam[2].Enabled = true; IndParam.NumParam[2].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 iPeriod = (int) IndParam.NumParam[0].Value; var iSmooth = (int) IndParam.NumParam[1].Value; double dLevel = IndParam.NumParam[2].Value; int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0; int iFirstBar = iPrvs + iPeriod + iSmooth + 2; var adMomentum = new double[Bars]; double[] adBasePrice = Price(basePrice); for (int iBar = iPeriod; iBar < Bars; iBar++) adMomentum[iBar] = adBasePrice[iBar] - adBasePrice[iBar - iPeriod]; if (iSmooth > 0) adMomentum = MovingAverage(iSmooth, 0, maMethod, adMomentum); // Saving the components Component = new IndicatorComp[7]; Component[0] = new IndicatorComp { CompName = "Momentum", DataType = IndComponentType.IndicatorValue, ChartType = IndChartType.Line, ChartColor = Color.Blue, FirstBar = iFirstBar, Value = adMomentum }; Component[1] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = iFirstBar, Value = new double[Bars] }; Component[2] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = iFirstBar, Value = new double[Bars] }; Component[3] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = iFirstBar, Value = new double[Bars] }; Component[4] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = iFirstBar, Value = new double[Bars] }; Component[5] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = iFirstBar, Value = new double[Bars] }; Component[6] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = iFirstBar, 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 "Momentum rises": indLogic = IndicatorLogic.The_indicator_rises; SpecialValues = new double[] {0}; break; case "Momentum falls": indLogic = IndicatorLogic.The_indicator_falls; SpecialValues = new double[] {0}; break; case "Momentum changes its direction upward": indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward; SpecialValues = new double[] {0}; break; case "Momentum changes its direction downward": indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward; SpecialValues = new double[] {0}; 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(iFirstBar, iPrvs, adMomentum, dLevel, -dLevel, ref Component[1], ref Component[2], indLogic); /////////////////////////////// switch (IndParam.ListParam[3].Text) { case "Momentum is higher than the Level line": indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line; SpecialValues = new[] { dLevel, -dLevel }; break; case "Momentum is lower than the Level line": indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line; SpecialValues = new[] { dLevel, -dLevel }; 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(iFirstBar, iPrvs, adMomentum, dLevel, -dLevel, ref Component[3], ref Component[4], indLogic); /////////////////////////////////////////////////////////// switch (IndParam.ListParam[4].Text) { case "Momentum crosses the Level line upward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward; SpecialValues = new[] { dLevel, -dLevel }; break; case "Momentum crosses the Level line downward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward; SpecialValues = new[] { dLevel, -dLevel }; 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(iFirstBar, iPrvs, adMomentum, dLevel, -dLevel, ref Component[5], ref Component[6], indLogic); } public override void SetDescription() { string sLevelLong = (Math.Abs(IndParam.NumParam[2].Value - 0) < Epsilon ? "0" : IndParam.NumParam[2].ValueToString); string sLevelShort = (Math.Abs(IndParam.NumParam[2].Value - 0) < Epsilon ? "0" : "-" + IndParam.NumParam[2].ValueToString); EntryFilterLongDescription = ToString() + " "; EntryFilterShortDescription = ToString() + " "; ExitFilterLongDescription = ToString() + " "; ExitFilterShortDescription = ToString() + " "; switch (IndParam.ListParam[0].Text) { case "Momentum rises": EntryFilterLongDescription += "rises"; EntryFilterShortDescription += "falls"; ExitFilterLongDescription += "rises"; ExitFilterShortDescription += "falls"; break; case "Momentum falls": EntryFilterLongDescription += "falls"; EntryFilterShortDescription += "rises"; ExitFilterLongDescription += "falls"; ExitFilterShortDescription += "rises"; break; case "Momentum 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 "Momentum 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 "Momentum is higher than the Level line": EntryFilterLongDescription += "is higher than the Level " + sLevelLong; EntryFilterShortDescription += "is lower than the Level " + sLevelShort; ExitFilterLongDescription += "is higher than the Level " + sLevelLong; ExitFilterShortDescription += "is lower than the Level " + sLevelShort; break; case "Momentum is lower than the Level line": EntryFilterLongDescription += "is lower than the Level " + sLevelLong; EntryFilterShortDescription += "is higher than the Level " + sLevelShort; ExitFilterLongDescription += "is lower than the Level " + sLevelLong; ExitFilterShortDescription += "is higher than the Level " + sLevelShort; break; } //////////////////////////////////////////// switch (IndParam.ListParam[4].Text) { case "Momentum crosses the Level line upward": EntryFilterLongDescription += "crosses the Level " + sLevelLong + " upward"; EntryFilterShortDescription += "crosses the Level " + sLevelShort + " downward"; ExitFilterLongDescription += "crosses the Level " + sLevelLong + " upward"; ExitFilterShortDescription += "crosses the Level " + sLevelShort + " downward"; break; case "Momentum crosses the Level line downward": EntryFilterLongDescription += "crosses the Level " + sLevelLong + " downward"; EntryFilterShortDescription += "crosses the Level " + sLevelShort + " upward"; ExitFilterLongDescription += "crosses the Level " + sLevelLong + " downward"; ExitFilterShortDescription += "crosses the Level " + sLevelShort + " upward"; break; } } public override string ToString() { return IndicatorName + (IndParam.CheckParam[0].Checked ? "* (" : " (") + IndParam.ListParam[1].Text + ", " + // Method IndParam.ListParam[2].Text + ", " + // Price IndParam.NumParam[0].ValueToString + ", " + // Period IndParam.NumParam[1].ValueToString + ")"; // Period } } }
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