//============================================================== // 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.Drawing; using ForexStrategyBuilder.Infrastructure.Entities; using ForexStrategyBuilder.Infrastructure.Enums; using ForexStrategyBuilder.Infrastructure.Interfaces; namespace ForexStrategyBuilder.Indicators.Store { public class OverboughtOversoldIndex : Indicator { public OverboughtOversoldIndex() { IndicatorName = "Overbought Oversold Index"; PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter; SeparatedChart = true; SeparatedChartMinValue = 0; SeparatedChartMaxValue = 100; IndicatorAuthor = "Miroslav Popov"; IndicatorVersion = "2.0"; IndicatorDescription = "Bundled in FSB distribution."; } public override void Initialize(SlotTypes slotType) { SlotType = slotType; // The ComboBox parameters IndParam.ListParam[0].Caption = "Logic"; IndParam.ListParam[0].ItemList = new[] { "Overbought Oversold Index rises", "Overbought Oversold Index falls", "Overbought Oversold Index is higher than the Level line", "Overbought Oversold Index is lower than the Level line", "Overbought Oversold Index crosses the Level line upward", "Overbought Oversold Index crosses the Level line downward", "Overbought Oversold Index changes its direction upward", "Overbought Oversold Index changes its direction downward" }; 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 OBOS Index."; // The NumericUpDown parameters IndParam.NumParam[0].Caption = "Period"; IndParam.NumParam[0].Value = 10; IndParam.NumParam[0].Min = 1; IndParam.NumParam[0].Max = 200; IndParam.NumParam[0].Enabled = true; IndParam.NumParam[0].ToolTip = "The period of Overbought Oversold Index."; 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 period = (int) IndParam.NumParam[0].Value; var level = (int) IndParam.NumParam[1].Value; int prvs = IndParam.CheckParam[0].Checked ? 1 : 0; // Calculation int iFirstBar = period + 2; var adObos = new double[Bars]; for (int iBar = period; iBar < Bars; iBar++) { double dMin = double.MaxValue; double dMax = double.MinValue; for (int index = 0; index < period; index++) { if (High[iBar - index] > dMax) dMax = High[iBar - index]; if (Low[iBar - index] < dMin) dMin = Low[iBar - index]; } adObos[iBar] = 100*(Close[iBar] - dMin)/(dMax - dMin); } // Saving the components Component = new IndicatorComp[3]; Component[0] = new IndicatorComp { CompName = "OBOS", DataType = IndComponentType.IndicatorValue, ChartType = IndChartType.Line, ChartColor = Color.Brown, FirstBar = iFirstBar, Value = adObos }; 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] }; // 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"; } 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"; } // Calculation of the logic var indLogic = IndicatorLogic.It_does_not_act_as_a_filter; switch (IndParam.ListParam[0].Text) { case "Overbought Oversold Index rises": indLogic = IndicatorLogic.The_indicator_rises; SpecialValues = new double[] {50}; break; case "Overbought Oversold Index falls": indLogic = IndicatorLogic.The_indicator_falls; SpecialValues = new double[] {50}; break; case "Overbought Oversold Index is higher than the Level line": indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line; SpecialValues = new double[] {level, 100 - level}; break; case "Overbought Oversold Index is lower than the Level line": indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line; SpecialValues = new double[] {level, 100 - level}; break; case "Overbought Oversold Index crosses the Level line upward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward; SpecialValues = new double[] {level, 100 - level}; break; case "Overbought Oversold Index crosses the Level line downward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward; SpecialValues = new double[] {level, 100 - level}; break; case "Overbought Oversold Index changes its direction upward": indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward; SpecialValues = new double[] {50}; break; case "Overbought Oversold Index changes its direction downward": indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward; SpecialValues = new double[] {50}; break; } OscillatorLogic(iFirstBar, prvs, adObos, level, 100 - level, ref Component[1], ref Component[2], indLogic); } public override void SetDescription() { string sLevelLong = IndParam.NumParam[1].ValueToString; string sLevelShort = IndParam.NumParam[1].AnotherValueToString(100 - IndParam.NumParam[1].Value); EntryFilterLongDescription = ToString() + " "; EntryFilterShortDescription = ToString() + " "; ExitFilterLongDescription = ToString() + " "; ExitFilterShortDescription = ToString() + " "; switch (IndParam.ListParam[0].Text) { case "Overbought Oversold Index rises": EntryFilterLongDescription += "rises"; EntryFilterShortDescription += "falls"; ExitFilterLongDescription += "rises"; ExitFilterShortDescription += "falls"; break; case "Overbought Oversold Index falls": EntryFilterLongDescription += "falls"; EntryFilterShortDescription += "rises"; ExitFilterLongDescription += "falls"; ExitFilterShortDescription += "rises"; break; case "Overbought Oversold Index 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 "Overbought Oversold Index 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; case "Overbought Oversold Index 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 "Overbought Oversold Index 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; case "Overbought Oversold Index 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 "Overbought Oversold Index 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; } } public override string ToString() { return IndicatorName + (IndParam.CheckParam[0].Checked ? "* (" : " (") + IndParam.NumParam[0].ValueToString + ")"; // Period } } }