//============================================================== // 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