//============================================================== // 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 RecentSwingHighLowX : Indicator { public RecentSwingHighLowX() { IndicatorName = "Recent Swing High Low X"; PossibleSlots = SlotTypes.Open | SlotTypes.OpenFilter | SlotTypes.Close | SlotTypes.CloseFilter; IndicatorAuthor = "NAYA,+237674724684"; IndicatorVersion = "1.0"; IndicatorDescription = "Custom with unified bars, bar shift, and new swing rise/fall logics"; } 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[] { "Enter long at swing high", "Enter long at swing low" }; else if (slotType == SlotTypes.OpenFilter) IndParam.ListParam[0].ItemList = new[] { "The bar opens below swing high", "The bar opens above swing high", "The bar opens below swing low", "The bar opens above swing low", "The bar opens below swing high after opening above it", "The bar opens above swing high after opening below it", "The bar opens below swing low after opening above it", "The bar opens above swing low after opening below it", "Swing high rises", "Swing high falls", "Swing low rises", "Swing low falls" }; else if (slotType == SlotTypes.Close) IndParam.ListParam[0].ItemList = new[] { "Exit long at swing high", "Exit long at swing low" }; else if (slotType == SlotTypes.CloseFilter) IndParam.ListParam[0].ItemList = new[] { "The bar closes below swing high", "The bar closes above swing high", "The bar closes below swing low", "The bar closes above swing low", "Swing high rises", "Swing high falls", "Swing low rises", "Swing low falls" }; else IndParam.ListParam[0].ItemList = new[] { "Not Defined" }; IndParam.ListParam[0].Index = 0; IndParam.ListParam[0].Text = IndParam.ListParam[0].ItemList[0]; IndParam.ListParam[0].Enabled = true; IndParam.ListParam[0].ToolTip = "Logic of application of the indicator"; // NumericUpDown parameters IndParam.NumParam[0].Caption = "Vertical shift (in points)"; IndParam.NumParam[0].Value = 0; IndParam.NumParam[0].Min = -2000; IndParam.NumParam[0].Max = 2000; IndParam.NumParam[0].Enabled = true; IndParam.NumParam[0].ToolTip = "Vertical shift above swing high and below swing low price."; IndParam.NumParam[1].Caption = "Bars"; IndParam.NumParam[1].Value = 2; IndParam.NumParam[1].Min = 1; IndParam.NumParam[1].Max = 50; IndParam.NumParam[1].Enabled = true; IndParam.NumParam[1].ToolTip = "Number of bars to the left and right to confirm a swing."; IndParam.NumParam[2].Caption = "Bar shift"; IndParam.NumParam[2].Value = 0; IndParam.NumParam[2].Min = 0; IndParam.NumParam[2].Max = 100; IndParam.NumParam[2].Enabled = true; IndParam.NumParam[2].ToolTip = "How many bars to shift the swing levels forward."; } public override void Calculate(IDataSet dataSet) { DataSet = dataSet; int previous = 0; double shiftPrice = IndParam.NumParam[0].Value * Point; int bars = (int)IndParam.NumParam[1].Value; int barShift = (int)IndParam.NumParam[2].Value; // Compute raw swing arrays double[] upperRaw = new double[Bars]; double[] lowerRaw = new double[Bars]; int firstRaw = 2 * bars + 1; for (int bar = firstRaw; bar < Bars; bar++) { int candidate = bar - (bars + 1); bool isHigh = true; bool isLow = true; // Left side check for (int i = 1; i <= bars; i++) { if (High[candidate] < High[candidate - i]) isHigh = false; if (Low[candidate] > Low[candidate - i]) isLow = false; } // Right side check for (int i = 1; i <= bars; i++) { if (High[candidate] <= High[candidate + i]) isHigh = false; if (Low[candidate] >= Low[candidate + i]) isLow = false; } if (isHigh) upperRaw[bar] = High[candidate] + shiftPrice; else upperRaw[bar] = upperRaw[bar - 1]; if (isLow) lowerRaw[bar] = Low[candidate] + shiftPrice; else lowerRaw[bar] = lowerRaw[bar - 1]; } // Build shifted arrays double[] upperShifted = new double[Bars]; double[] lowerShifted = new double[Bars]; // Initialize by carrying forward prior values for (int i = 0; i < Bars; i++) { if (i == 0) { upperShifted[i] = 0.0; lowerShifted[i] = 0.0; } else { upperShifted[i] = upperShifted[i - 1]; lowerShifted[i] = lowerShifted[i - 1]; } } int firstShifted = firstRaw + barShift; for (int bar = firstRaw; bar < Bars; bar++) { int target = bar + barShift; if (target < Bars) { upperShifted[target] = upperRaw[bar]; lowerShifted[target] = lowerRaw[bar]; } } // Propagate over any gaps after shift for (int i = 1; i < Bars; i++) { if (upperShifted[i] == 0.0 && i > firstShifted) upperShifted[i] = upperShifted[i - 1]; if (lowerShifted[i] == 0.0 && i > firstShifted) lowerShifted[i] = lowerShifted[i - 1]; } // Create components array Component = new IndicatorComp[4]; // Component[0]: Swing high Component[0] = new IndicatorComp { CompName = "Swing high", DataType = IndComponentType.IndicatorValue, ChartType = IndChartType.Level, ChartColor = Color.Blue, FirstBar = firstShifted, Value = upperShifted }; // Component[1]: Swing low Component[1] = new IndicatorComp { CompName = "Swing low", DataType = IndComponentType.IndicatorValue, ChartType = IndChartType.Level, ChartColor = Color.Red, FirstBar = firstShifted, Value = lowerShifted }; // Component[2] & [3] placeholders Component[2] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = firstShifted, Value = new double[Bars] }; Component[3] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = firstShifted, Value = new double[Bars] }; // Assign data types based on slot switch (SlotType) { case SlotTypes.Open: Component[2].DataType = IndComponentType.OpenLongPrice; Component[2].CompName = "Long position entry price"; Component[3].DataType = IndComponentType.OpenShortPrice; Component[3].CompName = "Short position entry price"; break; case SlotTypes.OpenFilter: Component[2].DataType = IndComponentType.AllowOpenLong; Component[2].CompName = "Is long entry allowed"; Component[3].DataType = IndComponentType.AllowOpenShort; Component[3].CompName = "Is short entry allowed"; break; case SlotTypes.Close: Component[2].DataType = IndComponentType.CloseLongPrice; Component[2].CompName = "Long position closing price"; Component[3].DataType = IndComponentType.CloseShortPrice; Component[3].CompName = "Short position closing price"; break; case SlotTypes.CloseFilter: Component[2].DataType = IndComponentType.ForceCloseLong; Component[2].CompName = "Close out long position"; Component[3].DataType = IndComponentType.ForceCloseShort; Component[3].CompName = "Close out short position"; break; } // Fill entry/exit or filter logic if (SlotType == SlotTypes.Open || SlotType == SlotTypes.Close) { for (int bar = firstShifted; bar < Bars; bar++) { if (IndParam.ListParam[0].Text == "Enter long at swing high" || IndParam.ListParam[0].Text == "Exit long at swing high") { Component[2].Value[bar] = upperShifted[bar - previous]; Component[3].Value[bar] = lowerShifted[bar - previous]; } else { Component[2].Value[bar] = lowerShifted[bar - previous]; Component[3].Value[bar] = upperShifted[bar - previous]; } } } else { // OpenFilter or CloseFilter string logic = IndParam.ListParam[0].Text; switch (logic) { case "The bar opens below swing high": BandIndicatorLogic(firstShifted, previous, upperShifted, lowerShifted, ref Component[2], ref Component[3], BandIndLogic.The_bar_opens_below_the_Upper_Band); break; case "The bar opens above swing high": BandIndicatorLogic(firstShifted, previous, upperShifted, lowerShifted, ref Component[2], ref Component[3], BandIndLogic.The_bar_opens_above_the_Upper_Band); break; case "The bar opens below swing low": BandIndicatorLogic(firstShifted, previous, upperShifted, lowerShifted, ref Component[2], ref Component[3], BandIndLogic.The_bar_opens_below_the_Lower_Band); break; case "The bar opens above swing low": BandIndicatorLogic(firstShifted, previous, upperShifted, lowerShifted, ref Component[2], ref Component[3], BandIndLogic.The_bar_opens_above_the_Lower_Band); break; case "The bar opens below swing high after opening above it": BandIndicatorLogic(firstShifted, previous, upperShifted, lowerShifted, ref Component[2], ref Component[3], BandIndLogic.The_bar_opens_below_the_Upper_Band_after_opening_above_it); break; case "The bar opens above swing high after opening below it": BandIndicatorLogic(firstShifted, previous, upperShifted, lowerShifted, ref Component[2], ref Component[3], BandIndLogic.The_bar_opens_above_the_Upper_Band_after_opening_below_it); break; case "The bar opens below swing low after opening above it": BandIndicatorLogic(firstShifted, previous, upperShifted, lowerShifted, ref Component[2], ref Component[3], BandIndLogic.The_bar_opens_below_the_Lower_Band_after_opening_above_it); break; case "The bar opens above swing low after opening below it": BandIndicatorLogic(firstShifted, previous, upperShifted, lowerShifted, ref Component[2], ref Component[3], BandIndLogic.The_bar_opens_above_the_Lower_Band_after_opening_below_it); break; case "The bar closes below swing high": BandIndicatorLogic(firstShifted, previous, upperShifted, lowerShifted, ref Component[2], ref Component[3], BandIndLogic.The_bar_closes_below_the_Upper_Band); break; case "The bar closes above swing high": BandIndicatorLogic(firstShifted, previous, upperShifted, lowerShifted, ref Component[2], ref Component[3], BandIndLogic.The_bar_closes_above_the_Upper_Band); break; case "The bar closes below swing low": BandIndicatorLogic(firstShifted, previous, upperShifted, lowerShifted, ref Component[2], ref Component[3], BandIndLogic.The_bar_closes_below_the_Lower_Band); break; case "The bar closes above swing low": BandIndicatorLogic(firstShifted, previous, upperShifted, lowerShifted, ref Component[2], ref Component[3], BandIndLogic.The_bar_closes_above_the_Lower_Band); break; case "Swing high rises": IndicatorRisesLogic(firstShifted, previous, upperShifted, ref Component[2], ref Component[3]); break; case "Swing high falls": IndicatorFallsLogic(firstShifted, previous, upperShifted, ref Component[2], ref Component[3]); break; case "Swing low rises": IndicatorRisesLogic(firstShifted, previous, lowerShifted, ref Component[2], ref Component[3]); break; case "Swing low falls": IndicatorFallsLogic(firstShifted, previous, lowerShifted, ref Component[2], ref Component[3]); break; } } } public override void SetDescription() { string paramDescr = string.Format("{0} bars, shift {1}, vertShift {2} pts", IndParam.NumParam[1].ValueToString, IndParam.NumParam[2].ValueToString, IndParam.NumParam[0].ValueToString); switch (IndParam.ListParam[0].Text) { case "Enter long at swing high": EntryPointLongDescription = "at swing high (" + paramDescr + ")"; EntryPointShortDescription = "at swing low (" + paramDescr + ")"; break; case "Enter long at swing low": EntryPointLongDescription = "at swing low (" + paramDescr + ")"; EntryPointShortDescription = "at swing high (" + paramDescr + ")"; break; case "Exit long at swing high": ExitPointLongDescription = "at swing high (" + paramDescr + ")"; ExitPointShortDescription = "at swing low (" + paramDescr + ")"; break; case "Exit long at swing low": ExitPointLongDescription = "at swing low (" + paramDescr + ")"; ExitPointShortDescription = "at swing high (" + paramDescr + ")"; break; case "The bar opens below swing high": EntryFilterLongDescription = "the bar opens below swing high (" + paramDescr + ")"; EntryFilterShortDescription = "the bar opens above swing low (" + paramDescr + ")"; break; case "The bar opens above swing high": EntryFilterLongDescription = "the bar opens above swing high (" + paramDescr + ")"; EntryFilterShortDescription = "the bar opens below swing low (" + paramDescr + ")"; break; case "The bar opens below swing low": EntryFilterLongDescription = "the bar opens below swing low (" + paramDescr + ")"; EntryFilterShortDescription = "the bar opens above swing high (" + paramDescr + ")"; break; case "The bar opens above swing low": EntryFilterLongDescription = "the bar opens above swing low (" + paramDescr + ")"; EntryFilterShortDescription = "the bar opens below swing high (" + paramDescr + ")"; break; case "The bar opens below swing high after opening above it": EntryFilterLongDescription = "the bar opens below swing high (" + paramDescr + ") after the previous bar opened above it"; EntryFilterShortDescription = "the bar opens above swing low (" + paramDescr + ") after the previous bar opened below it"; break; case "The bar opens above swing high after opening below it": EntryFilterLongDescription = "the bar opens above swing high (" + paramDescr + ") after the previous bar opened below it"; EntryFilterShortDescription = "the bar opens below swing low (" + paramDescr + ") after the previous bar opened above it"; break; case "The bar opens below swing low after opening above it": EntryFilterLongDescription = "the bar opens below swing low (" + paramDescr + ") after the previous bar opened above it"; EntryFilterShortDescription = "the bar opens above swing high (" + paramDescr + ") after the previous bar opened below it"; break; case "The bar opens above swing low after opening below it": EntryFilterLongDescription = "the bar opens above swing low (" + paramDescr + ") after the previous bar opened below it"; EntryFilterShortDescription = "the bar opens below swing high (" + paramDescr + ") after the previous bar opened above it"; break; case "The bar closes below swing high": ExitFilterLongDescription = "the bar closes below swing high (" + paramDescr + ")"; ExitFilterShortDescription = "the bar closes above swing low (" + paramDescr + ")"; break; case "The bar closes above swing high": ExitFilterLongDescription = "the bar closes above swing high (" + paramDescr + ")"; ExitFilterShortDescription = "the bar closes below swing low (" + paramDescr + ")"; break; case "The bar closes below swing low": ExitFilterLongDescription = "the bar closes below swing low (" + paramDescr + ")"; ExitFilterShortDescription = "the bar closes above swing high (" + paramDescr + ")"; break; case "The bar closes above swing low": ExitFilterLongDescription = "the bar closes above swing low (" + paramDescr + ")"; ExitFilterShortDescription = "the bar closes below swing high (" + paramDescr + ")"; break; case "Swing high rises": EntryFilterLongDescription = "swing high rises (" + paramDescr + ")"; EntryFilterShortDescription = "swing low falls (" + paramDescr + ")"; ExitFilterLongDescription = "swing high rises (" + paramDescr + ")"; ExitFilterShortDescription = "swing low falls (" + paramDescr + ")"; break; case "Swing high falls": EntryFilterLongDescription = "swing high falls (" + paramDescr + ")"; EntryFilterShortDescription = "swing low rises (" + paramDescr + ")"; ExitFilterLongDescription = "swing high falls (" + paramDescr + ")"; ExitFilterShortDescription = "swing low rises (" + paramDescr + ")"; break; case "Swing low rises": EntryFilterLongDescription = "swing low rises (" + paramDescr + ")"; EntryFilterShortDescription = "swing high falls (" + paramDescr + ")"; ExitFilterLongDescription = "swing low rises (" + paramDescr + ")"; ExitFilterShortDescription = "swing high falls (" + paramDescr + ")"; break; case "Swing low falls": EntryFilterLongDescription = "swing low falls (" + paramDescr + ")"; EntryFilterShortDescription = "swing high rises (" + paramDescr + ")"; ExitFilterLongDescription = "swing low falls (" + paramDescr + ")"; ExitFilterShortDescription = "swing high rises (" + paramDescr + ")"; break; } } public override string ToString() { return string.Format("{0}({1} bars, shift {2}, vertShift {3} pts)", IndicatorName, IndParam.NumParam[1].ValueToString, IndParam.NumParam[2].ValueToString, IndParam.NumParam[0].ValueToString); } } }