Coral Trend Indicator by jetaro

1033 downloads / 667 views / Created: 27.01.2017
 Average Rating: 0

Indicator Description

This is my first attempt at making an indicator. It's the Coral Trend Indicator and seems to work pretty well. I will try to create some more indicators later. Happy Pipping!

Comments

//============================================================== // Forex Strategy Builder // Copyright (c) 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 CoralTrendv1 : Indicator { public CoralTrendv1() { IndicatorName = "CoralTrend v1"; PossibleSlots = SlotTypes.Open | SlotTypes.OpenFilter | SlotTypes.Close | SlotTypes.CloseFilter; IndicatorAuthor = "Jim Totaro"; IndicatorVersion = "1.0"; IndicatorDescription = "Coral Trend 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 string[] { "Enter the market at the Moving Average" }; else if (SlotType == SlotTypes.OpenFilter) IndParam.ListParam[0].ItemList = new string[] { "The Moving Average rises", "The Moving Average falls", "The bar opens above the Moving Average", "The bar opens below the Moving Average", "The bar opens above the Moving Average after opening below it", "The bar opens below the Moving Average after opening above it", "The position opens above the Moving Average", "The position opens below the Moving Average", }; else if (SlotType == SlotTypes.Close) IndParam.ListParam[0].ItemList = new string[] { "Exit the market at the Moving Average" }; else if (SlotType == SlotTypes.CloseFilter) IndParam.ListParam[0].ItemList = new string[] { "The Moving Average rises", "The Moving Average falls", "The bar closes below the Moving Average", "The bar closes above the Moving Average", }; else IndParam.ListParam[0].ItemList = new string[] { "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 Moving Average."; // The NumericUpDown parameters IndParam.NumParam[0].Caption = "Period"; IndParam.NumParam[0].Value = 35; IndParam.NumParam[0].Min = 10; IndParam.NumParam[0].Max = 300; IndParam.NumParam[0].Enabled = true; IndParam.NumParam[0].ToolTip = "The Coral period."; // 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."; return; } public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Reading the parameters int iPeriod = (int)IndParam.NumParam[0].Value; int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0; double coeff0 = 0.4; // TimeExecution IndParam.ExecutionTime = ExecutionTime.AtBarOpening; // Calculations double coeff9 = coeff0 * coeff0; double coeff10 = 0; coeff10 = coeff9 * coeff0; double coeff3 = -coeff10; double coeff4 = 3.0 * (coeff9 + coeff10); double coeff5 = -3.0 * (2.0 * coeff9 + coeff0 + coeff10); double coeff6 = 3.0 * coeff0 + 1.0 + coeff10 + 3.0 * coeff9; double coeff11 = iPeriod; if (coeff11 < 1.0) coeff11 = 1.0; coeff11 = (coeff11 - 1.0) / 2.0 + 1.0; double coeff1 = 2 / (coeff11 + 1.0); double coeff2 = 1 - coeff1; double[] CoralBuffer = new double[Bars]; double[] buffer1 = new double[Bars]; double[] buffer2 = new double[Bars]; double[] buffer3 = new double[Bars]; double[] buffer4 = new double[Bars]; double[] buffer5 = new double[Bars]; double[] buffer6 = new double[Bars]; int iFirstBar = iPeriod + iPrvs + 2; for (int bar = iPeriod -1; bar < Bars; bar++) { buffer1[bar] = coeff1 * Close[bar] + coeff2 * (buffer1[bar - 1]); buffer2[bar] = coeff1 * (buffer1[bar]) + coeff2 * (buffer2[bar - 1]); buffer3[bar] = coeff1 * (buffer2[bar]) + coeff2 * (buffer3[bar - 1]); buffer4[bar] = coeff1 * (buffer3[bar]) + coeff2 * (buffer4[bar - 1]); buffer5[bar] = coeff1 * (buffer4[bar]) + coeff2 * (buffer5[bar - 1]); buffer6[bar] = coeff1 * (buffer5[bar]) + coeff2 * (buffer6[bar - 1]); CoralBuffer[bar] = coeff3 * (buffer6[bar]) + coeff4 * (buffer5[bar]) + coeff5 * (buffer4[bar]) + coeff6 * (buffer3[bar]); } // Saving the components if (SlotType == SlotTypes.Open || SlotType == SlotTypes.Close) { Component = new IndicatorComp[2]; Component[1] = new IndicatorComp(); Component[1].Value = new double[Bars]; for (int iBar = iFirstBar; iBar < Bars; iBar++) { // Covers the cases when the price can pass through the MA without a signal double dValue = CoralBuffer[iBar - iPrvs]; // Current value double dValue1 = CoralBuffer[iBar - iPrvs - 1]; // Previous value double dTempVal = dValue; if ((dValue1 > High[iBar - 1] && dValue < Open[iBar]) || // The Open price jumps above the indicator (dValue1 < Low[iBar - 1] && dValue > Open[iBar]) || // The Open price jumps below the indicator (Close[iBar - 1] < dValue && dValue < Open[iBar]) || // The Open price is in a positive gap (Close[iBar - 1] > dValue && dValue > Open[iBar])) // The Open price is in a negative gap dTempVal = Open[iBar]; Component[1].Value[iBar] = dTempVal; // Entry or exit value } } else { Component = new IndicatorComp[3]; Component[1] = new IndicatorComp(); Component[1].ChartType = IndChartType.NoChart; Component[1].FirstBar = iFirstBar; Component[1].Value = new double[Bars]; Component[2] = new IndicatorComp(); Component[2].ChartType = IndChartType.NoChart; Component[2].FirstBar = iFirstBar; Component[2].Value = new double[Bars]; } Component[0] = new IndicatorComp(); Component[0].CompName = "Coral Value"; Component[0].DataType = IndComponentType.IndicatorValue; Component[0].ChartType = IndChartType.Line; Component[0].ChartColor = Color.Blue; Component[0].FirstBar = iFirstBar; Component[0].Value = CoralBuffer; switch (SlotType) { case SlotTypes.Open: Component[1].CompName = "Position opening price"; Component[1].DataType = IndComponentType.OpenPrice; break; case 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"; break; case SlotTypes.Close: Component[1].CompName = "Position closing price"; Component[1].DataType = IndComponentType.ClosePrice; break; case 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"; break; } if (SlotType == SlotTypes.OpenFilter || SlotType == SlotTypes.CloseFilter) { switch (IndParam.ListParam[0].Text) { case "The Moving Average rises": IndicatorRisesLogic(iFirstBar, iPrvs, CoralBuffer, ref Component[1], ref Component[2]); break; case "The Moving Average falls": IndicatorFallsLogic(iFirstBar, iPrvs, CoralBuffer, ref Component[1], ref Component[2]); break; case "The bar opens above the Moving Average": BarOpensAboveIndicatorLogic(iFirstBar, iPrvs, CoralBuffer, ref Component[1], ref Component[2]); break; case "The bar opens below the Moving Average": BarOpensBelowIndicatorLogic(iFirstBar, iPrvs, CoralBuffer, ref Component[1], ref Component[2]); break; case "The bar opens above the Moving Average after opening below it": BarOpensAboveIndicatorAfterOpeningBelowLogic(iFirstBar, iPrvs, CoralBuffer, ref Component[1], ref Component[2]); break; case "The bar opens below the Moving Average after opening above it": BarOpensBelowIndicatorAfterOpeningAboveLogic(iFirstBar, iPrvs, CoralBuffer, ref Component[1], ref Component[2]); break; case "The position opens above the Moving Average": Component[0].PosPriceDependence = PositionPriceDependence.BuyHigherSellLower; Component[0].UsePreviousBar = iPrvs; Component[1].DataType = IndComponentType.Other; Component[1].ShowInDynInfo = false; Component[2].DataType = IndComponentType.Other; Component[2].ShowInDynInfo = false; break; case "The position opens below the Moving Average": Component[0].PosPriceDependence = PositionPriceDependence.BuyLowerSelHigher; Component[0].UsePreviousBar = iPrvs; Component[1].DataType = IndComponentType.Other; Component[1].ShowInDynInfo = false; Component[2].DataType = IndComponentType.Other; Component[2].ShowInDynInfo = false; break; case "The bar closes below the Moving Average": BarClosesBelowIndicatorLogic(iFirstBar, iPrvs, CoralBuffer, ref Component[1], ref Component[2]); break; case "The bar closes above the Moving Average": BarClosesAboveIndicatorLogic(iFirstBar, iPrvs, CoralBuffer, ref Component[1], ref Component[2]); break; default: break; } } return; } /// /// Sets the indicator logic description /// public override void SetDescription() { EntryPointLongDescription = "at the " + ToString(); EntryPointShortDescription = "at the " + ToString(); ExitPointLongDescription = "at the " + ToString(); ExitPointShortDescription = "at the " + ToString(); switch (IndParam.ListParam[0].Text) { case "The Moving Average rises": EntryFilterLongDescription = "the " + ToString() + " rises"; EntryFilterShortDescription = "the " + ToString() + " falls"; ExitFilterLongDescription = "the " + ToString() + " rises"; ExitFilterShortDescription = "the " + ToString() + " falls"; break; case "The Moving Average falls": EntryFilterLongDescription = "the " + ToString() + " falls"; EntryFilterShortDescription = "the " + ToString() + " rises"; ExitFilterLongDescription = "the " + ToString() + " falls"; ExitFilterShortDescription = "the " + ToString() + " rises"; break; case "The bar opens above the Moving Average": EntryFilterLongDescription = "the bar opens above the " + ToString(); EntryFilterShortDescription = "the bar opens below the " + ToString(); break; case "The bar opens below the Moving Average": EntryFilterLongDescription = "the bar opens below the " + ToString(); EntryFilterShortDescription = "the bar opens above the " + ToString(); break; case "The position opens above the Moving Average": EntryFilterLongDescription = "the position opening price is higher than the " + ToString(); EntryFilterShortDescription = "the position opening price is lower than the " + ToString(); break; case "The position opens below the Moving Average": EntryFilterLongDescription = "the position opening price is lower than the " + ToString(); EntryFilterShortDescription = "the position opening price is higher than the " + ToString(); break; case "The bar opens above the Moving Average after opening below it": EntryFilterLongDescription = "the bar opens above the " + ToString() + " after opening below it"; EntryFilterShortDescription = "the bar opens below the " + ToString() + " after opening above it"; break; case "The bar opens below the Moving Average after opening above it": EntryFilterLongDescription = "the bar opens below the " + ToString() + " after opening above it"; EntryFilterShortDescription = "the bar opens above the " + ToString() + " after opening below it"; break; case "The bar closes above the Moving Average": ExitFilterLongDescription = "the bar closes above the " + ToString(); ExitFilterShortDescription = "the bar closes below the " + ToString(); break; case "The bar closes below the Moving Average": ExitFilterLongDescription = "the bar closes below the " + ToString(); ExitFilterShortDescription = "the bar closes above the " + ToString(); break; default: break; } return; } /// /// Indicator to string /// public override string ToString() { string sString = IndicatorName + (IndParam.CheckParam[0].Checked ? "* (" : " (") + IndParam.ListParam[0].Text + ", " + // Method IndParam.NumParam[0].ValueToString + ")"; // Coral Period return sString; } } }
//+--------------------------------------------------------------------+ //| 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 CoralTrendv1 : public Indicator { public: CoralTrendv1(SlotTypes slotType) { SlotType=slotType; IndicatorName="CoralTrend v1"; WarningMessage = ""; IsAllowLTF = true; ExecTime = ExecutionTime_AtBarOpening; IsSeparateChart = false; IsDiscreteValues = false; IsDefaultGroupAll = false; } virtual void Calculate(DataSet &dataSet); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void CoralTrendv1::Calculate(DataSet &dataSet) { Data=GetPointer(dataSet); // Reading the parameters int iPeriod = (int) NumParam[0].Value; int previous = CheckParam[0].Checked ? 1 : 0; double coeff0 = 0.4; double coeff9 = coeff0 * coeff0; double coeff10 = 0; coeff10 = coeff9 * coeff0; double coeff3 = -coeff10; double coeff4 = 3.0 * (coeff9 + coeff10); double coeff5 = -3.0 * (2.0 * coeff9 + coeff0 + coeff10); double coeff6 = 3.0 * coeff0 + 1.0 + coeff10 + 3.0 * coeff9; double coeff11 = iPeriod; if (coeff11 < 1.0) coeff11 = 1.0; coeff11 = (coeff11 - 1.0) / 2.0 + 1.0; double coeff1 = 2 / (coeff11 + 1.0); double coeff2 = 1 - coeff1; double CoralBuffer[];ArrayResize(CoralBuffer,Data.Bars); ArrayInitialize(CoralBuffer,0); double buffer1[];ArrayResize(buffer1,Data.Bars); ArrayInitialize(buffer1,0); double buffer2[];ArrayResize(buffer2,Data.Bars); ArrayInitialize(buffer2,0); double buffer3[];ArrayResize(buffer3,Data.Bars); ArrayInitialize(buffer3,0); double buffer4[];ArrayResize(buffer4,Data.Bars); ArrayInitialize(buffer4,0); double buffer5[];ArrayResize(buffer5,Data.Bars); ArrayInitialize(buffer5,0); double buffer6[];ArrayResize(buffer6,Data.Bars); ArrayInitialize(buffer6,0); for(int bar = iPeriod -1; bar < Data.Bars; bar++) { buffer1[bar] = coeff1 * Data.Close[bar] + coeff2 * (buffer1[bar - 1]); buffer2[bar] = coeff1 * (buffer1[bar]) + coeff2 * (buffer2[bar - 1]); buffer3[bar] = coeff1 * (buffer2[bar]) + coeff2 * (buffer3[bar - 1]); buffer4[bar] = coeff1 * (buffer3[bar]) + coeff2 * (buffer4[bar - 1]); buffer5[bar] = coeff1 * (buffer4[bar]) + coeff2 * (buffer5[bar - 1]); buffer6[bar] = coeff1 * (buffer5[bar]) + coeff2 * (buffer6[bar - 1]); CoralBuffer[bar] = coeff3 * (buffer6[bar]) + coeff4 * (buffer5[bar]) + coeff5 * (buffer4[bar]) + coeff6 * (buffer3[bar]); } // Calculation int firstBar=iPeriod+previous+2; // Saving the components if(SlotType==SlotTypes_Open || SlotType==SlotTypes_Close) { ArrayResize(Component[1].Value, Data.Bars); ArrayInitialize(Component[1].Value,0); for(int bar=firstBar; bar<Data.Bars; bar++) { // Covers the cases when the price can pass through the MA without a signal double value = CoralBuffer[bar-previous]; // Current value double value1 = CoralBuffer[bar-previous-1]; // Previous value double tempVal = value; if((value1 > Data.High[bar - 1] && value < Data.Open[bar]) || // The Data.Open price jumps above the indicator (value1 < Data.Low[bar - 1] && value > Data.Open[bar]) || // The Data.Open price jumps below the indicator (Data.Close[bar-1]<value && value < Data.Open[bar]) || // The Data.Open price is in a positive gap (Data.Close[bar-1]>value && value > Data.Open[bar])) // The Data.Open price is in a negative gap tempVal=Data.Open[bar]; Component[1].Value[bar]=tempVal; // Entry or exit value } } else { 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; } ArrayResize(Component[0].Value,Data.Bars); Component[0].CompName = "Coral Value"; Component[0].DataType = IndComponentType_IndicatorValue; Component[0].FirstBar = firstBar; ArrayCopy(Component[0].Value,CoralBuffer); if(SlotType==SlotTypes_Open) { Component[1].CompName = "Position opening price"; Component[1].DataType = IndComponentType_OpenPrice; } 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"; } if(SlotType==SlotTypes_Close) { Component[1].CompName = "Position closing price"; Component[1].DataType = IndComponentType_ClosePrice; } 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"; } if(SlotType==SlotTypes_OpenFilter || SlotType==SlotTypes_CloseFilter) { if(ListParam[0].Text=="The Moving Average rises") IndicatorRisesLogic(firstBar,previous,CoralBuffer,Component[1],Component[2]); else if(ListParam[0].Text=="The Moving Average falls") IndicatorFallsLogic(firstBar,previous,CoralBuffer,Component[1],Component[2]); else if(ListParam[0].Text=="The bar opens above the Moving Average") BarOpensAboveIndicatorLogic(firstBar,previous,CoralBuffer,Component[1],Component[2]); else if(ListParam[0].Text=="The bar opens below the Moving Average") BarOpensBelowIndicatorLogic(firstBar,previous,CoralBuffer,Component[1],Component[2]); else if(ListParam[0].Text=="The bar opens above the Moving Average after opening below it") BarOpensAboveIndicatorAfterOpeningBelowLogic(firstBar,previous,CoralBuffer,Component[1],Component[2]); else if(ListParam[0].Text=="The bar opens below the Moving Average after opening above it") BarOpensBelowIndicatorAfterOpeningAboveLogic(firstBar,previous,CoralBuffer,Component[1],Component[2]); else if(ListParam[0].Text=="The position opens above the Moving Average") { Component[0].PosPriceDependence=PositionPriceDependence_BuyHigherSellLower; Component[0].UsePreviousBar=previous; Component[1].DataType=IndComponentType_Other; Component[1].ShowInDynInfo=false; Component[2].DataType=IndComponentType_Other; Component[2].ShowInDynInfo=false; } else if(ListParam[0].Text=="The position opens below the Moving Average") { Component[0].PosPriceDependence=PositionPriceDependence_BuyLowerSellHigher; Component[0].UsePreviousBar=previous; Component[1].DataType=IndComponentType_Other; Component[1].ShowInDynInfo=false; Component[2].DataType=IndComponentType_Other; Component[2].ShowInDynInfo=false; } else if(ListParam[0].Text=="The bar closes below the Moving Average") BarClosesBelowIndicatorLogic(firstBar,previous,CoralBuffer,Component[1],Component[2]); else if(ListParam[0].Text=="The bar closes above the Moving Average") BarClosesAboveIndicatorLogic(firstBar,previous,CoralBuffer,Component[1],Component[2]); } } //+------------------------------------------------------------------+
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Copyright © 2006 - 2017, Miroslav Popov; Created by Yavor Kirov