Hi All,
This is a Finite Volume Element indicator by Markos Katsanos. There are few version of this FVE indicator, some use Original Value of FVE, some use the Smoothing of FVE and others use Linear Regression of FVE. This indicators support both of these versions.
//==============================================================// 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.//==============================================================usingSystem;usingSystem.Drawing;usingForexStrategyBuilder.Infrastructure.Entities;usingForexStrategyBuilder.Infrastructure.Enums;usingForexStrategyBuilder.Infrastructure.Interfaces;namespaceForexStrategyBuilder.Indicators.Store{publicclassFiniteVolumeElement:Indicator{publicFiniteVolumeElement(){IndicatorName="Finite Volume Element";PossibleSlots=SlotTypes.OpenFilter|SlotTypes.CloseFilter;SeparatedChart=true;IndicatorAuthor="Denny Imanuel";IndicatorVersion="2.1";IndicatorDescription="A custom indicator for FSB and FST.";}publicoverridevoidInitialize(SlotTypesslotType){SlotType=slotType;// The ComboBox parametersIndParam.ListParam[0].Caption="Logic";IndParam.ListParam[0].ItemList=newstring[]{"The FVE Signal rises","The FVE Signal falls","The FVE Signal is higher than the Level line","The FVE Signal is lower than the Level line","The FVE Signal crosses the Level line upward","The FVE Signal crosses the Level line downward","The FVE Signal changes its direction upward","The FVE Signal 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="Chart's Signal";IndParam.ListParam[1].ItemList=newstring[]{"Original FVE","Moving Average of FVE","Regression Slope of FVE",};IndParam.ListParam[1].Index=0;IndParam.ListParam[1].Text=IndParam.ListParam[1].ItemList[IndParam.ListParam[1].Index];IndParam.ListParam[1].Enabled=true;IndParam.ListParam[1].ToolTip="The method used for smoothing the both Moving Averages.";IndParam.ListParam[2].Caption="Smoothing Method";IndParam.ListParam[2].ItemList=Enum.GetNames(typeof(MAMethod));IndParam.ListParam[2].Index=(int)MAMethod.Simple;IndParam.ListParam[2].Text=IndParam.ListParam[2].ItemList[IndParam.ListParam[2].Index];IndParam.ListParam[2].Enabled=true;IndParam.ListParam[2].ToolTip="The method used for smoothing the both Moving Averages.";// The NumericUpDown parametersIndParam.NumParam[0].Caption="FVE Samples";IndParam.NumParam[0].Value=22;IndParam.NumParam[0].Min=1;IndParam.NumParam[0].Max=200;IndParam.NumParam[0].Enabled=true;IndParam.NumParam[0].ToolTip="The period of Finite Volume Element";IndParam.NumParam[1].Caption="Smoothing/Regression Period";IndParam.NumParam[1].Value=10;IndParam.NumParam[1].Min=1;IndParam.NumParam[1].Max=200;IndParam.NumParam[1].Enabled=true;IndParam.NumParam[1].ToolTip="The period of smoothing or regression";IndParam.NumParam[2].Caption="CutOff";IndParam.NumParam[2].Value=0.003;IndParam.NumParam[2].Min=0;IndParam.NumParam[2].Max=1;IndParam.NumParam[2].Point=4;IndParam.NumParam[2].Enabled=true;IndParam.NumParam[2].ToolTip="A cutoff level (for the appropriate logic).";IndParam.NumParam[3].Caption="Level";IndParam.NumParam[3].Value=0;IndParam.NumParam[3].Min=-100;IndParam.NumParam[3].Max=100;IndParam.NumParam[3].Point=4;IndParam.NumParam[3].Enabled=true;IndParam.NumParam[3].ToolTip="A critical level (for the appropriate logic).";// The CheckBox parametersIndParam.CheckParam[0].Caption="Use previous bar value";IndParam.CheckParam[0].Enabled=true;IndParam.CheckParam[0].ToolTip="Use the indicator value from the previous bar.";}publicoverridevoidCalculate(IDataSetdataSet){DataSet=dataSet;// Reading the parametersMAMethodmaMethod=(MAMethod)IndParam.ListParam[2].Index;intiSample=(int)IndParam.NumParam[0].Value;intiLength=(int)IndParam.NumParam[1].Value;doubledCutOff=IndParam.NumParam[2].Value;doubledLevel=IndParam.NumParam[3].Value;intiPrvs=IndParam.CheckParam[0].Checked?1:0;double[]adTP=Price(BasePrice.Median);double[]adFVE=newdouble[Bars];double[]adFVESig=newdouble[Bars];double[]adVolPM=newdouble[Bars];doubledMF;doubledFVEfactor;doubledFVESum;doubledVOLAvg;intiFirstBar=Math.Max(iSample,iLength)+2;for(intiBar=iFirstBar;iBardCutOff*Close[iBar]) dFVEfactor = 1;
else if (dMF<-dCutOff*Close[iBar]) dFVEfactor = -1;
else dFVEfactor = 0;
adVolPM[iBar] = Volume[iBar] * dFVEfactor;
dFVESum = 0; dVOLAvg=0;
for (int iBack=0; iBack
