//============================================================== // 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 ForexStrategyBuilder.Infrastructure.Entities; using ForexStrategyBuilder.Infrastructure.Enums; using ForexStrategyBuilder.Infrastructure.Interfaces; namespace ForexStrategyBuilder.Indicators.Store { public class AtrStop : Indicator { public AtrStop() { IndicatorName = "ATR Stop"; PossibleSlots = SlotTypes.Close; IndicatorAuthor = "Miroslav Popov"; IndicatorVersion = "2.0"; IndicatorDescription = "Bundled in FSB distribution."; } public override void Initialize(SlotTypes slotType) { SlotType = slotType; IndParam.IndicatorType = TypeOfIndicator.Additional; IndParam.IsAllowLTF = false; // The ComboBox parameters IndParam.ListParam[0].Caption = "Logic"; IndParam.ListParam[0].ItemList = new[] { "Exit at ATR Stop level" }; 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 the ATR."; IndParam.ListParam[2].Caption = "Base price"; IndParam.ListParam[2].ItemList = new[] {"Bar range"}; IndParam.ListParam[2].Index = 0; IndParam.ListParam[2].Text = IndParam.ListParam[2].ItemList[IndParam.ListParam[2].Index]; IndParam.ListParam[2].Enabled = true; IndParam.ListParam[2].ToolTip = "ATR uses the range of the current bar"; // The NumericUpDown parameters IndParam.NumParam[0].Caption = "Smoothing 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 ATR smoothing."; IndParam.NumParam[1].Caption = "Multiplier"; IndParam.NumParam[1].Value = 2; IndParam.NumParam[1].Min = 1; IndParam.NumParam[1].Max = 10; IndParam.NumParam[1].Point = 2; IndParam.NumParam[1].Enabled = true; IndParam.NumParam[1].ToolTip = "Determines the stop level."; // 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 period = (int) IndParam.NumParam[0].Value; var multipl = (int) IndParam.NumParam[1].Value; int prev = IndParam.CheckParam[0].Checked ? 1 : 0; // Calculation int firstBar = period + 2; var atr = new double[Bars]; for (int bar = 1; bar < Bars; bar++) atr[bar] = Math.Max(High[bar], Close[bar - 1]) - Math.Min(Low[bar], Close[bar - 1]); atr = MovingAverage(period, 0, maMethod, atr); var atrStop = new double[Bars]; double pip = (Digits == 5 || Digits == 3) ? 10*Point : Point; double minStop = 5*pip; for (int bar = firstBar; bar < Bars - prev; bar++) atrStop[bar + prev] = Math.Max(atr[bar]*multipl, minStop); // Saving the components Component = new IndicatorComp[2]; Component[0] = new IndicatorComp { CompName = "ATR Stop margin", DataType = IndComponentType.IndicatorValue, FirstBar = firstBar, ShowInDynInfo = false, Value = atrStop }; Component[1] = new IndicatorComp { CompName = "ATR Stop for the transferred position", DataType = IndComponentType.Other, ShowInDynInfo = false, FirstBar = firstBar, Value = new double[Bars] }; } public override void SetDescription() { ExitPointLongDescription = "when the market falls to the " + ToString() + " level"; ExitPointShortDescription = "when the market rises to the " + ToString() + " level"; } public override string ToString() { return IndicatorName + (IndParam.CheckParam[0].Checked ? "* (" : " (") + IndParam.ListParam[1].Text + ", " + // Smoothing method IndParam.NumParam[0].ValueToString + ", " + // Smoothing period IndParam.NumParam[1].ValueToString + ")"; // Multiplier } } }