//============================================================== // 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 } } }