//============================================================== // 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.Enums; using ForexStrategyBuilder.Infrastructure.Interfaces; namespace ForexStrategyBuilder.Indicators.Custom { public class AdaptiveMovingAverage : MainChartSingleLineIndicator { public AdaptiveMovingAverage() { IndicatorName = "Adaptive Moving Average"; IndicatorVersion = "1.0"; IndicatorAuthor = "Miroslav Popov"; IndicatorDescription = "Adaptive Moving Average - AMA"; } public override void Initialize(SlotTypes slotType) { base.Initialize(slotType); // List parameters IndParam.ListParam[1].Enabled = false; // Hides the MA method beacuse is not used // Adds two numeric parameters more IndParam.NumParam[1].Caption = "Fast period"; IndParam.NumParam[1].Value = 2; IndParam.NumParam[1].Min = 1; IndParam.NumParam[1].Max = 200; IndParam.NumParam[1].Enabled = true; IndParam.NumParam[1].ToolTip = "Period of fast EMA."; IndParam.NumParam[2].Caption = "Slow period"; IndParam.NumParam[2].Value = 30; IndParam.NumParam[2].Min = 1; IndParam.NumParam[2].Max = 200; IndParam.NumParam[2].Enabled = true; IndParam.NumParam[2].ToolTip = "Period of slow EMA."; } public override void Calculate(IDataSet dataSet) { InitCalculation(dataSet); int fastPeriod = (int)IndParam.NumParam[1].Value; int slowPeriod = (int)IndParam.NumParam[2].Value; FirstBar = IndicatorPeriod + fastPeriod + slowPeriod; double fastConstant = 2.0/(fastPeriod + 1); double slowConstant = 2.0/(slowPeriod + 1); double[] basePrice = Price(IndicatorBasePrice); for (int bar = FirstBar; bar < Bars; bar++) { double ef = CalculateEfficiencyRatio(basePrice, IndicatorPeriod, bar); double sc = ef*(fastConstant - slowConstant) + slowConstant; IndicatorLine[bar] = IndicatorLine[bar - 1] + sc*sc*(basePrice[bar] - IndicatorLine[bar - 1]); } PostCalculation(); Component[0].ChartColor = Color.DarkOrchid; // Override default color } private double CalculateEfficiencyRatio(double[] basePrice, int period, int bar) { double direction = basePrice[bar] - basePrice[bar - period]; double volatility = 0; for (int i = 0; i < period; i++) volatility += Math.Abs(basePrice[bar - i] - basePrice[bar - i - 1]); return volatility < Point ? 0 : direction/volatility; } } }