Adaptive Stochastics by zuijaideai
5225 downloads / 5175 views / Created: 23.05.2013
Average Rating: 0
Indicator Description
Attached is the Adaptive Stochastic indicators. It is a Stochastic indicator where the %K period is adaptable to the changing price cycles.
Link to the forum topic: Adaptive Stochastic
Rgds
Denny Imanuel
imanuel.denny@gmail.com
Link to the forum topic: Adaptive Stochastic
Rgds
Denny Imanuel
imanuel.denny@gmail.com
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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432
//==============================================================
// Forex Strategy Builder
// Copyright В© 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 AdaptiveStochastics : Indicator
{
public AdaptiveStochastics()
{
IndicatorName = "Adaptive Stochastics";
PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter;
SeparatedChart = true;
SeparatedChartMinValue = 0;
SeparatedChartMaxValue = 100;
IndicatorAuthor = "Denny Imanuel";
IndicatorVersion = "2.0";
IndicatorDescription = "It is a Stochastic indicator where the %K period is adaptable to the changing price cycles.";
}
public override void Initialize(SlotTypes slotType)
{
SlotType = slotType;
// The ComboBox parameters
IndParam.ListParam[0].Caption = "Logic";
IndParam.ListParam[0].ItemList = new string[]
{
"The %D rises",
"The %D falls",
"The %D is higher than the Level line",
"The %D is lower than the Level line",
"The %D crosses the Level line upward",
"The %D crosses the Level line downward",
"The %D changes its direction upward",
"The %D changes its direction downward",
"The %K is higher than the %D",
"The %K is lower than the %D",
"The %K crosses the %D upward",
"The %K crosses the %D 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 = "Min %K period";
IndParam.NumParam[0].Value = 3;
IndParam.NumParam[0].Min = 1;
IndParam.NumParam[0].Max = 50;
IndParam.NumParam[0].Enabled = true;
IndParam.NumParam[0].ToolTip = "The minimum value for smoothing period of %K.";
IndParam.NumParam[1].Caption = "Max %K period";
IndParam.NumParam[1].Value = 28;
IndParam.NumParam[1].Min = 10;
IndParam.NumParam[1].Max = 200;
IndParam.NumParam[1].Enabled = true;
IndParam.NumParam[1].ToolTip = "The maximum value for smoothing period of %K.";
IndParam.NumParam[2].Caption = "%D period";
IndParam.NumParam[2].Value = 3;
IndParam.NumParam[2].Min = 1;
IndParam.NumParam[2].Max = 100;
IndParam.NumParam[2].Enabled = true;
IndParam.NumParam[2].ToolTip = "The fixed value for smoothing period of Fast %D.";
IndParam.NumParam[4].Caption = "Level";
IndParam.NumParam[4].Value = 20;
IndParam.NumParam[4].Min = 0;
IndParam.NumParam[4].Max = 100;
IndParam.NumParam[4].Enabled = true;
IndParam.NumParam[4].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
MAMethod maMethod = (MAMethod)IndParam.ListParam[1].Index;
int iKMin = (int)IndParam.NumParam[0].Value;
int iKMax = (int)IndParam.NumParam[0].Value;
int iD = (int)IndParam.NumParam[2].Value;
int iLevel = (int)IndParam.NumParam[4].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iKMax + iD + 3;
double[] adHighs = new double[Bars];
double[] adLows = new double[Bars];
double[] adPriceStdDev = new double[Bars];
double[] adMaxStdDev = new double[Bars];
double[] adMinStdDev = new double[Bars];
double[] adK = new double[Bars];
double dRatio;
int iKAvg = (int) (iKMax+iKMin)/2;
int iK;
adPriceStdDev = StdDev(Close, iKAvg);
adMaxStdDev = Highest(adPriceStdDev, iKAvg);
adMinStdDev = Lowest (adPriceStdDev, iKAvg);
for (int iBar = iKMax; iBar < Bars; iBar++)
{
// Calculate Effective Length for %K Period
if (adMaxStdDev[iBar]-adMinStdDev[iBar]!=0)
{
dRatio = (adPriceStdDev[iBar]-adMinStdDev[iBar])/(adMaxStdDev[iBar]-adMinStdDev[iBar]);
iK = (int) (iKMin + (iKMax-iKMin)*(1-dRatio));
}
else
iK = (int) iKMax;
// Calculate Highest High and Lowest Low
double dMax = double.MinValue;
double dMin = double.MaxValue;
for (int iBack = 0; iBack < iK; iBack++)
{
if (High[iBar-iBack] > dMax) dMax = High[iBar-iBack];
if (Low[iBar-iBack] < dMin) dMin = Low[iBar-iBack];
}
adHighs[iBar] = dMax;
adLows[iBar] = dMin;
// Calculate %K Value
if (adHighs[iBar] == adLows[iBar])
adK[iBar] = 50;
else
adK[iBar] = 100 * (Close[iBar] - adLows[iBar]) / (adHighs[iBar] - adLows[iBar]);
}
// Calculate %D Value
double[] adD = MovingAverage(iD, 0, maMethod, adK);
// Saving the components
Component = new IndicatorComp[4];
Component[0] = new IndicatorComp();
Component[0].CompName = "%K";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.Brown;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adK;
Component[1] = new IndicatorComp();
Component[1].CompName = "%D";
Component[1].DataType = IndComponentType.IndicatorValue;
Component[1].ChartType = IndChartType.Line;
Component[1].ChartColor = Color.Blue;
Component[1].FirstBar = iFirstBar;
Component[1].Value = adD;
Component[2] = new IndicatorComp();
Component[2].ChartType = IndChartType.NoChart;
Component[2].FirstBar = iFirstBar;
Component[2].Value = new double[Bars];
Component[3] = new IndicatorComp();
Component[3].ChartType = IndChartType.NoChart;
Component[3].FirstBar = iFirstBar;
Component[3].Value = new double[Bars];
// Sets the Component's type
if (SlotType == 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";
}
else if (SlotType == 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";
}
// Calculation of the logic
IndicatorLogic indLogic = IndicatorLogic.It_does_not_act_as_a_filter;
if (IndParam.ListParam[0].Text == "The %K crosses the %D upward")
{
SpecialValues = new double[1] { 50 };
IndicatorCrossesAnotherIndicatorUpwardLogic(iFirstBar, iPrvs,adK, adD, ref Component[2], ref Component[3]);
return;
}
else if (IndParam.ListParam[0].Text == "The %K crosses the %D downward")
{
SpecialValues = new double[1] { 50 };
IndicatorCrossesAnotherIndicatorDownwardLogic(iFirstBar, iPrvs, adK, adD, ref Component[2], ref Component[3]);
return;
}
else if (IndParam.ListParam[0].Text == "The %K is higher than the %D")
{
SpecialValues = new double[1] { 50 };
IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar, iPrvs, adK, adD, ref Component[2], ref Component[3]);
return;
}
else if (IndParam.ListParam[0].Text == "The %K is lower than the %D")
{
SpecialValues = new double[1] { 50 };
IndicatorIsLowerThanAnotherIndicatorLogic(iFirstBar, iPrvs, adK, adD, ref Component[2], ref Component[3]);
return;
}
else
{
switch (IndParam.ListParam[0].Text)
{
case "The %D rises":
indLogic = IndicatorLogic.The_indicator_rises;
SpecialValues = new double[1] { 50 };
break;
case "The %D falls":
indLogic = IndicatorLogic.The_indicator_falls;
SpecialValues = new double[1] { 50 };
break;
case "The %D is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[2] { iLevel, 100 - iLevel };
break;
case "The %D is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[2] { iLevel, 100 - iLevel };
break;
case "The %D crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[2] { iLevel, 100 - iLevel };
break;
case "The %D crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[2] { iLevel, 100 - iLevel };
break;
case "The %D changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
SpecialValues = new double[1] { 50 };
break;
case "The %D changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
SpecialValues = new double[1] { 50 };
break;
}
OscillatorLogic(iFirstBar, iPrvs, adD, iLevel, 100 - iLevel, ref Component[2], ref Component[3], indLogic);
}
}
public override void SetDescription()
{
string sLevelLong = IndParam.NumParam[3].ValueToString;
string sLevelShort = IndParam.NumParam[3].AnotherValueToString(100 - IndParam.NumParam[3].Value);
EntryFilterLongDescription = ToString() + " - ";
EntryFilterShortDescription = ToString() + " - ";
ExitFilterLongDescription = ToString() + " - ";
ExitFilterShortDescription = ToString() + " - ";
switch (IndParam.ListParam[0].Text)
{
case "The %D rises":
EntryFilterLongDescription += "the %D rises";
EntryFilterShortDescription += "the %D falls";
ExitFilterLongDescription += "the %D rises";
ExitFilterShortDescription += "the %D falls";
break;
case "The %D falls":
EntryFilterLongDescription += "the %D falls";
EntryFilterShortDescription += "the %D rises";
ExitFilterLongDescription += "the %D falls";
ExitFilterShortDescription += "the %D rises";
break;
case "The %D is higher than the Level line":
EntryFilterLongDescription += "the %D is higher than the Level " + sLevelLong;
EntryFilterShortDescription += "the %D is lower than the Level " + sLevelShort;
ExitFilterLongDescription += "the %D is higher than the Level " + sLevelLong;
ExitFilterShortDescription += "the %D is lower than the Level " + sLevelShort;
break;
case "The %D is lower than the Level line":
EntryFilterLongDescription += "the %D is lower than the Level " + sLevelLong;
EntryFilterShortDescription += "the %D is higher than the Level " + sLevelShort;
ExitFilterLongDescription += "the %D is lower than the Level " + sLevelLong;
ExitFilterShortDescription += "the %D is higher than the Level " + sLevelShort;
break;
case "The %D crosses the Level line upward":
EntryFilterLongDescription += "the %D crosses the Level " + sLevelLong + " upward";
EntryFilterShortDescription += "the %D crosses the Level " + sLevelShort + " downward";
ExitFilterLongDescription += "the %D crosses the Level " + sLevelLong + " upward";
ExitFilterShortDescription += "the %D crosses the Level " + sLevelShort + " downward";
break;
case "The %D crosses the Level line downward":
EntryFilterLongDescription += "the %D crosses the Level " + sLevelLong + " downward";
EntryFilterShortDescription += "the %D crosses the Level " + sLevelShort + " upward";
ExitFilterLongDescription += "the %D crosses the Level " + sLevelLong + " downward";
ExitFilterShortDescription += "the %D crosses the Level " + sLevelShort + " upward";
break;
case "The %K crosses the %D upward":
EntryFilterLongDescription += "the %K crosses the %D upward";
EntryFilterShortDescription += "the %K crosses the %D downward";
ExitFilterLongDescription += "the %K crosses the %D upward";
ExitFilterShortDescription += "the %K crosses the %D downward";
break;
case "The %K crosses the %D downward":
EntryFilterLongDescription += "the %K crosses the %D downward";
EntryFilterShortDescription += "the %K crosses the %D upward";
ExitFilterLongDescription += "the %K crosses the %D downward";
ExitFilterShortDescription += "the %K crosses the %D upward";
break;
case "The %K is higher than the %D":
EntryFilterLongDescription += "the %K is higher than the %D";
EntryFilterShortDescription += "the %K is lower than the %D";
ExitFilterLongDescription += "the %K is higher than the %D";
ExitFilterShortDescription += "the %K is lower than the %D";
break;
case "The %K is lower than the %D":
EntryFilterLongDescription += "the %K is lower than the %D";
EntryFilterShortDescription += "the %K is higher than than the %D";
ExitFilterLongDescription += "the %K is lower than the %D";
ExitFilterShortDescription += "the %K is higher than than the %D";
break;
case "The %D changes its direction upward":
EntryFilterLongDescription += "the %D changes its direction upward";
EntryFilterShortDescription += "the %D changes its direction downward";
ExitFilterLongDescription += "the %D changes its direction upward";
ExitFilterShortDescription += "the %D changes its direction downward";
break;
case "The %D changes its direction downward":
EntryFilterLongDescription += "the %D changes its direction downward";
EntryFilterShortDescription += "the %D changes its direction upward";
ExitFilterLongDescription += "the %D changes its direction downward";
ExitFilterShortDescription += "the %D 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 + ", " + // %K Min period
IndParam.NumParam[1].ValueToString + ", " + // %K Max period
IndParam.NumParam[2].ValueToString + ")"; // %D period
}
protected double[] Highest(double[] adHigh, int iLen)
{
double[] adHighest = new double[Bars];
for (int iBar = iLen; iBar < Bars; iBar++)
{
double dMax = double.MinValue;
for (int iBack = 0; iBack < iLen; iBack++)
{
if (adHigh[iBar-iBack] > dMax) dMax = adHigh[iBar-iBack];
}
adHighest[iBar] = dMax;
}
return adHighest;
}
protected double[] Lowest(double[] adLow, int iLen)
{
double[] adLowest = new double[Bars];
for (int iBar = iLen; iBar < Bars; iBar++)
{
double dMin = double.MaxValue;
for (int iBack = 0; iBack < iLen; iBack++)
{
if (adLow[iBar-iBack] < dMin) dMin = adLow[iBar-iBack];
}
adLowest[iBar] = dMin;
}
return adLowest;
}
protected double[] StdDev(double[] adPrice, int iLen)
{
double[] adStdDev = new double[Bars];
double[] adVar = new double[Bars];
adVar = Var(adPrice, iLen);
for (int iBar = iLen; iBar
Risk warning: Forex, spread bets and CFD are leveraged products. They may not be suitable for you as they carry a high degree of risk to your capital and you can lose more than your initial investment. You should ensure you understand all of the risks.
Copyright © 2006 - 2025, Forex Software Ltd.;
Copyright © 2006 - 2025, Forex Software Ltd.;