Amplified William's Percent Range by zuijaideai
48758 downloads / 5221 views / Created: 23.05.2013
Average Rating: 0
Indicator Description
I tried to develop this new indicator, I called it Amplified Williams' Percent Range, because basically it's a William Percent Range (WPR) indicator with some modification. The idea is to amplify the swinging up and down characteristic of WPR by multiplication with exponential ratio.
Forum topic for this indicator: Amplified William Percent Range
Regards
Denny Imanuel
denny_imanuel@yahoo.com
Forum topic for this indicator: Amplified William Percent Range
Regards
Denny Imanuel
denny_imanuel@yahoo.com
Comments
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//==============================================================
// 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 AmplifiedWilliams : Indicator
{
public AmplifiedWilliams()
{
IndicatorName = "Amplified William's Percent Range";
PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter;
SeparatedChart = true;
SeparatedChartMinValue = -100;
SeparatedChartMaxValue = 0;
IndicatorAuthor = "Denny Imanuel";
IndicatorVersion = "2.0";
IndicatorDescription = "This is modified Williams' Percent Range";
}
public override void Initialize(SlotTypes slotType)
{
SlotType = slotType;
// The ComboBox parameters
IndParam.ListParam[0].Caption = "Logic";
IndParam.ListParam[0].ItemList = new string[]
{
"The %R rises",
"The %R falls",
"The %R is higher than the Level line",
"The %R is lower than the Level line",
"The %R crosses the Level line upward",
"The %R crosses the Level line downward",
"The %R changes its direction upward",
"The %R 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 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.";
IndParam.NumParam[0].Caption = "Period of %R";
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 calculation.";
IndParam.NumParam[1].Caption = "Smoothing period";
IndParam.NumParam[1].Value = 0;
IndParam.NumParam[1].Min = 0;
IndParam.NumParam[1].Max = 200;
IndParam.NumParam[1].Enabled = true;
IndParam.NumParam[1].ToolTip = "The period of an additional smoothing.";
IndParam.NumParam[2].Caption = "Level";
IndParam.NumParam[2].Value = -20;
IndParam.NumParam[2].Min = -100;
IndParam.NumParam[2].Max = 0;
IndParam.NumParam[2].Enabled = true;
IndParam.NumParam[2].ToolTip = "A critical level (for the appropriate logic).";
IndParam.NumParam[3].Caption = "Amplification";
IndParam.NumParam[3].Value = 2;
IndParam.NumParam[3].Min = 1;
IndParam.NumParam[3].Max = 25;
IndParam.NumParam[3].Enabled = true;
IndParam.NumParam[3].ToolTip = "Exponential amplification";
// 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;
MAMethod maMethod = (MAMethod)IndParam.ListParam[1].Index;
int iPeriod = (int)IndParam.NumParam[0].Value;
int iSmoothing = (int)IndParam.NumParam[1].Value;
int dLevel = (int)IndParam.NumParam[2].Value;
int iAmp = (int)IndParam.NumParam[3].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iPeriod + iSmoothing + iPrvs + 2;
double[] adR = new double[Bars];
double[] adAmpR = new double[Bars];
double dMin = double.MaxValue;
double dMax = double.MinValue;
for (int iBar = iPeriod; iBar < Bars; iBar++)
{
dMin = double.MaxValue;
dMax = double.MinValue;
for (int index = 0; index < iPeriod; index++)
{
if (High[iBar - index] > dMax) dMax = High[iBar - index];
if (Low [iBar - index] < dMin) dMin = Low [iBar - index];
}
adR[iBar] = 2 * ((dMax - Close[iBar]) / (dMax - dMin)) - 1;
adAmpR[iBar] = -50 * ((Math.Exp(iAmp*adR[iBar])-1) / (Math.Exp(iAmp*adR[iBar])+1)) - 50;
}
double[] adRSmoothed = MovingAverage(iSmoothing, 0, maMethod, adAmpR);
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "%R";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.Teal;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adRSmoothed;
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];
// 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
IndicatorLogic indLogic = IndicatorLogic.It_does_not_act_as_a_filter;
switch (IndParam.ListParam[0].Text)
{
case "The %R rises":
indLogic = IndicatorLogic.The_indicator_rises;
SpecialValues = new double[1] { -50 };
break;
case "The %R falls":
indLogic = IndicatorLogic.The_indicator_falls;
SpecialValues = new double[1] { -50 };
break;
case "The %R is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[2] { dLevel, -100 - dLevel };
break;
case "The %R is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[2] { dLevel, -100 - dLevel };
break;
case "The %R crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[2] { dLevel, -100 - dLevel };
break;
case "The %R crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[2] { dLevel, -100 - dLevel };
break;
case "The %R changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
SpecialValues = new double[1] { -50 };
break;
case "The %R changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
SpecialValues = new double[1] { -50 };
break;
}
OscillatorLogic(iFirstBar, iPrvs, adRSmoothed, dLevel, -100 - dLevel, ref Component[1], ref Component[2], indLogic);
}
public override void SetDescription()
{
string sLevelLong = IndParam.NumParam[2].ValueToString;
string sLevelShort = IndParam.NumParam[2].AnotherValueToString(-100 - IndParam.NumParam[2].Value);
EntryFilterLongDescription = "the " + ToString() + " ";
EntryFilterShortDescription = "the " + ToString() + " ";
ExitFilterLongDescription = "the " + ToString() + " ";
ExitFilterShortDescription = "the " + ToString() + " ";
switch (IndParam.ListParam[0].Text)
{
case "The %R rises":
EntryFilterLongDescription += "rises";
EntryFilterShortDescription += "falls";
ExitFilterLongDescription += "rises";
ExitFilterShortDescription += "falls";
break;
case "The %R falls":
EntryFilterLongDescription += "falls";
EntryFilterShortDescription += "rises";
ExitFilterLongDescription += "falls";
ExitFilterShortDescription += "rises";
break;
case "The %R 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 "The %R 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 "The %R 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 "The %R 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 "The %R 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 "The %R 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.ListParam[1].Text + ", " + // Smoothing method
IndParam.NumParam[0].ValueToString + ", " + // Period of %R
IndParam.NumParam[1].ValueToString + ", " + // Smoothing period
IndParam.NumParam[3].ValueToString + ")"; // Amplification
}
}
}
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161//+--------------------------------------------------------------------+ //| Copyright: (C) 2014, Miroslav Popov - All rights reserved! | //| 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 | //| another applications without a permission. 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 2014, Miroslav Popov" #property link "http://forexsb.com" #property version "1.00" #property strict #include <Forexsb.com/Indicator.mqh> #include <Forexsb.com/Enumerations.mqh> //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class AmplifiedWilliamsPercentRange : public Indicator { public: AmplifiedWilliamsPercentRange(SlotTypes slotType) { SlotType=slotType; IndicatorName="Amplified William's Percent Range"; WarningMessage = ""; IsAllowLTF = true; ExecTime = ExecutionTime_DuringTheBar; IsSeparateChart = true; IsDiscreteValues = false; IsDeafultGroupAll = false; } virtual void Calculate(DataSet &dataSet); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void AmplifiedWilliamsPercentRange::Calculate(DataSet &dataSet) { Data=GetPointer(dataSet); MAMethod maMethod=(MAMethod)ListParam[1].Index; int iPeriod = (int)NumParam[0].Value; int iSmoothing = (int)NumParam[1].Value; int dLevel = (int)NumParam[2].Value; int iAmp = (int)NumParam[3].Value; int iPrvs = CheckParam[0].Checked ? 1 : 0; // Calculation int iFirstBar=iPeriod+iSmoothing+iPrvs+2; double adR[]; ArrayResize(adR,Data.Bars); ArrayInitialize(adR,0); double adAmpR[]; ArrayResize(adAmpR,Data.Bars); ArrayInitialize(adAmpR,0); double dMin; double dMax; for(int iBar=iPeriod; iBar<Data.Bars; iBar++) { dMin = DBL_MAX; dMax = DBL_MIN; for(int index=0; index<iPeriod; index++) { if(Data.High[iBar - index] > dMax) dMax = Data.High[iBar - index]; if(Data.Low [iBar - index] < dMin) dMin = Data.Low [iBar - index]; } adR[iBar]=2 *((dMax-Data.Close[iBar])/(dMax-dMin))-1; adAmpR[iBar]=-50 *((MathExp(iAmp*adR[iBar])-1)/(MathExp(iAmp*adR[iBar])+1))-50; } double adRSmoothed[]; MovingAverage(iSmoothing,0,maMethod,adAmpR,adRSmoothed); // Saving the components ArrayResize(Component[0].Value,Data.Bars); Component[0].CompName = "%R"; Component[0].DataType = IndComponentType_IndicatorValue; Component[0].FirstBar = iFirstBar; ArrayCopy(Component[0].Value,adRSmoothed); ArrayResize(Component[1].Value,Data.Bars); Component[1].FirstBar=iFirstBar; ArrayResize(Component[2].Value,Data.Bars); Component[2].FirstBar=iFirstBar; // 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 IndicatorLogic indLogic=IndicatorLogic_It_does_not_act_as_a_filter; if(ListParam[0].Text=="The %R rises") { indLogic=IndicatorLogic_The_indicator_rises; } else if(ListParam[0].Text=="The %R falls") { indLogic=IndicatorLogic_The_indicator_falls; } else if(ListParam[0].Text=="The %R is higher than the Level line") { indLogic=IndicatorLogic_The_indicator_is_higher_than_the_level_line; } else if(ListParam[0].Text=="The %R is lower than the Level line") { indLogic=IndicatorLogic_The_indicator_is_lower_than_the_level_line; } else if(ListParam[0].Text=="The %R crosses the Level line upward") { indLogic=IndicatorLogic_The_indicator_crosses_the_level_line_upward; } else if(ListParam[0].Text=="The %R crosses the Level line downward") { indLogic=IndicatorLogic_The_indicator_crosses_the_level_line_downward; } else if(ListParam[0].Text=="The %R changes its direction upward") { indLogic=IndicatorLogic_The_indicator_changes_its_direction_upward; } else if(ListParam[0].Text=="The %R changes its direction downward") { indLogic=IndicatorLogic_The_indicator_changes_its_direction_downward; } OscillatorLogic(iFirstBar,iPrvs,adRSmoothed,dLevel,-100-dLevel,Component[1],Component[2],indLogic); } //+------------------------------------------------------------------+
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Copyright © 2006 - 2025, Forex Software Ltd.;