Keltner v2 by slipshod

42041 downloads / 3939 views / Created: 23.05.2013
 Average Rating: 0

Indicator Description

Keltner Channels with extended features/limits over the bundled version:-

- Price can be any of the usual types, not just Close
- Multiplier is a floating point number, minimum set at 0.1
- Limits set at 400 for the MA Period (up from 200), and 200 for the ATR period (up from 50).

Comments

Indicator was updated.
Applied fix of Squalou that corrects an issue with wrong baktest when Base Price is not "Close".
hello popov
the indicator generating strategies in builder mode but still donot take trades when trader mode !!!!!
Indicator updated.
//============================================================== // 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 Keltnerv2 : Indicator { public Keltnerv2() { IndicatorName = "Keltner v2"; PossibleSlots = SlotTypes.Open | SlotTypes.OpenFilter | SlotTypes.Close | SlotTypes.CloseFilter; IndicatorAuthor = "Miroslav Popov, Andrew Sumner"; IndicatorVersion = "2.1"; IndicatorDescription = "Extended limits & features from bundled version."; } public override void Initialize(SlotTypes slotType) { SlotType = slotType; // The ComboBox parameters IndParam.ListParam[0].Caption = "Logic"; if (SlotType == SlotTypes.Open) IndParam.ListParam[0].ItemList = new[] { "Enter long at Upper Band", "Enter long at Lower Band" }; else if (SlotType == SlotTypes.OpenFilter) IndParam.ListParam[0].ItemList = new[] { "The bar opens below Upper Band", "The bar opens above Upper Band", "The bar opens below Lower Band", "The bar opens above Lower Band", "The position opens below Upper Band", "The position opens above Upper Band", "The position opens below Lower Band", "The position opens above Lower Band", "The bar opens below Upper Band after opening above it", "The bar opens above Upper Band after opening below it", "The bar opens below Lower Band after opening above it", "The bar opens above Lower Band after opening below it" }; else if (SlotType == SlotTypes.Close) IndParam.ListParam[0].ItemList = new[] { "Exit long at Upper Band", "Exit long at Lower Band" }; else if (SlotType == SlotTypes.CloseFilter) IndParam.ListParam[0].ItemList = new[] { "The bar closes below Upper Band", "The bar closes above Upper Band", "The bar closes below Lower Band", "The bar closes above Lower Band" }; else IndParam.ListParam[0].ItemList = new[] { "Not Defined" }; 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.Exponential; IndParam.ListParam[1].Text = IndParam.ListParam[1].ItemList[IndParam.ListParam[1].Index]; IndParam.ListParam[1].Enabled = true; IndParam.ListParam[1].ToolTip = "The method of smoothing of central Moving Average."; IndParam.ListParam[2].Caption = "Base price"; IndParam.ListParam[2].ItemList = Enum.GetNames(typeof (BasePrice)); IndParam.ListParam[2].Index = (int) BasePrice.Close; IndParam.ListParam[2].Text = IndParam.ListParam[2].ItemList[IndParam.ListParam[2].Index]; IndParam.ListParam[2].Enabled = true; IndParam.ListParam[2].ToolTip = "The price the central Moving Average is based on."; // The NumericUpDown parameters IndParam.NumParam[0].Caption = "MA period"; IndParam.NumParam[0].Value = 20; IndParam.NumParam[0].Min = 1; IndParam.NumParam[0].Max = 400; IndParam.NumParam[0].Enabled = true; IndParam.NumParam[0].ToolTip = "The central Moving Average period."; IndParam.NumParam[1].Caption = "ATR period"; IndParam.NumParam[1].Value = 10; IndParam.NumParam[1].Min = 1; IndParam.NumParam[1].Max = 200; IndParam.NumParam[1].Point = 0; IndParam.NumParam[1].Enabled = true; IndParam.NumParam[1].ToolTip = "Average True Range Period."; IndParam.NumParam[3].Caption = "ATR multiplier"; IndParam.NumParam[3].Value = 2; IndParam.NumParam[3].Min = 0.1; IndParam.NumParam[3].Max = 10; IndParam.NumParam[3].Point = 1; IndParam.NumParam[3].Enabled = true; IndParam.NumParam[3].ToolTip = "Average True Range Multiplier."; // 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 var maMethod = (MAMethod) IndParam.ListParam[1].Index; var price = (BasePrice) IndParam.ListParam[2].Index; var nMA = (int) IndParam.NumParam[0].Value; var atrPeriod = (int) IndParam.NumParam[1].Value; var atrMultiplier = (double) IndParam.NumParam[3].Value; int previous = IndParam.CheckParam[0].Checked ? 1 : 0; // Calculation double[] adMA = MovingAverage(nMA, 0, maMethod, Price(price)); var adAtr = new double[Bars]; var adUpBand = new double[Bars]; var adDnBand = new double[Bars]; int firstBar = Math.Max(nMA, atrPeriod) + previous + 2; for (int iBar = 2; iBar < Bars; iBar++) { adAtr[iBar] = Math.Max(Math.Abs(High[iBar-1] - Close[iBar - 2]), Math.Abs(Close[iBar - 2] - Low[iBar-1])); adAtr[iBar] = Math.Max(Math.Abs(High[iBar-1] - Low[iBar-1]), adAtr[iBar]); } adAtr = MovingAverage(atrPeriod, 0, maMethod, adAtr); for (int iBar = nMA; iBar < Bars; iBar++) { adUpBand[iBar] = adMA[iBar] + adAtr[iBar]*atrMultiplier; adDnBand[iBar] = adMA[iBar] - adAtr[iBar]*atrMultiplier; } // Saving the components Component = new IndicatorComp[5]; Component[0] = new IndicatorComp { CompName = "Upper Band", DataType = IndComponentType.IndicatorValue, ChartType = IndChartType.Line, ChartColor = Color.Blue, FirstBar = firstBar, Value = adUpBand }; Component[1] = new IndicatorComp { CompName = "Moving Average", DataType = IndComponentType.IndicatorValue, ChartType = IndChartType.Line, ChartColor = Color.Gold, FirstBar = firstBar, Value = adMA }; Component[2] = new IndicatorComp { CompName = "Lower Band", DataType = IndComponentType.IndicatorValue, ChartType = IndChartType.Line, ChartColor = Color.Blue, FirstBar = firstBar, Value = adDnBand }; Component[3] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = firstBar, Value = new double[Bars] }; Component[4] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = firstBar, Value = new double[Bars] }; // Sets the Component's type if (SlotType == SlotTypes.Open) { Component[3].DataType = IndComponentType.OpenLongPrice; Component[3].CompName = "Long position entry price"; Component[4].DataType = IndComponentType.OpenShortPrice; Component[4].CompName = "Short position entry price"; } else if (SlotType == SlotTypes.OpenFilter) { Component[3].DataType = IndComponentType.AllowOpenLong; Component[3].CompName = "Is long entry allowed"; Component[4].DataType = IndComponentType.AllowOpenShort; Component[4].CompName = "Is short entry allowed"; } else if (SlotType == SlotTypes.Close) { Component[3].DataType = IndComponentType.CloseLongPrice; Component[3].CompName = "Long position closing price"; Component[4].DataType = IndComponentType.CloseShortPrice; Component[4].CompName = "Short position closing price"; } else if (SlotType == SlotTypes.CloseFilter) { Component[3].DataType = IndComponentType.ForceCloseLong; Component[3].CompName = "Close out long position"; Component[4].DataType = IndComponentType.ForceCloseShort; Component[4].CompName = "Close out short position"; } if (SlotType == SlotTypes.Open || SlotType == SlotTypes.Close) { if (nMA > 1) { for (int iBar = firstBar; iBar < Bars; iBar++) { // Covers the cases when the price can pass through the band without a signal. double dOpen = Open[iBar]; // Current open price // Upper band double dValueUp = adUpBand[iBar - previous]; // Current value double dValueUp1 = adUpBand[iBar - previous - 1]; // Previous value double dTempValUp = dValueUp; if ((dValueUp1 > High[iBar - 1] && dValueUp < dOpen) || // The Open price jumps above the indicator (dValueUp1 < Low[iBar - 1] && dValueUp > dOpen) || // The Open price jumps below the indicator (Close[iBar - 1] < dValueUp && dValueUp < dOpen) || // The Open price is in a positive gap (Close[iBar - 1] > dValueUp && dValueUp > dOpen)) // The Open price is in a negative gap dTempValUp = dOpen; // The entry/exit level is moved to Open price // Lower band double dValueDown = adDnBand[iBar - previous]; // Current value double dValueDown1 = adDnBand[iBar - previous - 1]; // Previous value double dTempValDown = dValueDown; if ((dValueDown1 > High[iBar - 1] && dValueDown < dOpen) || // The Open price jumps above the indicator (dValueDown1 < Low[iBar - 1] && dValueDown > dOpen) || // The Open price jumps below the indicator (Close[iBar - 1] < dValueDown && dValueDown < dOpen) || // The Open price is in a positive gap (Close[iBar - 1] > dValueDown && dValueDown > dOpen)) // The Open price is in a negative gap dTempValDown = dOpen; // The entry/exit level is moved to Open price if (IndParam.ListParam[0].Text == "Enter long at Upper Band" || IndParam.ListParam[0].Text == "Exit long at Upper Band") { Component[3].Value[iBar] = dTempValUp; Component[4].Value[iBar] = dTempValDown; } else { Component[3].Value[iBar] = dTempValDown; Component[4].Value[iBar] = dTempValUp; } } } else { for (int iBar = 2; iBar < Bars; iBar++) { if (IndParam.ListParam[0].Text == "Enter long at Upper Band" || IndParam.ListParam[0].Text == "Exit long at Upper Band") { Component[3].Value[iBar] = adUpBand[iBar - previous]; Component[4].Value[iBar] = adDnBand[iBar - previous]; } else { Component[3].Value[iBar] = adDnBand[iBar - previous]; Component[4].Value[iBar] = adUpBand[iBar - previous]; } } } } else { switch (IndParam.ListParam[0].Text) { case "The bar opens below Upper Band": BandIndicatorLogic(firstBar, previous, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_below_the_Upper_Band); break; case "The bar opens above Upper Band": BandIndicatorLogic(firstBar, previous, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_above_the_Upper_Band); break; case "The bar opens below Lower Band": BandIndicatorLogic(firstBar, previous, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_below_the_Lower_Band); break; case "The bar opens above Lower Band": BandIndicatorLogic(firstBar, previous, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_above_the_Lower_Band); break; case "The bar opens below Upper Band after opening above it": BandIndicatorLogic(firstBar, previous, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_below_the_Upper_Band_after_opening_above_it); break; case "The bar opens above Upper Band after opening below it": BandIndicatorLogic(firstBar, previous, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_above_the_Upper_Band_after_opening_below_it); break; case "The bar opens below Lower Band after opening above it": BandIndicatorLogic(firstBar, previous, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_below_the_Lower_Band_after_opening_above_it); break; case "The bar opens above Lower Band after opening below it": BandIndicatorLogic(firstBar, previous, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_opens_above_the_Lower_Band_after_opening_below_it); break; case "The position opens above Upper Band": Component[0].PosPriceDependence = PositionPriceDependence.PriceBuyHigher; Component[2].PosPriceDependence = PositionPriceDependence.PriceSellLower; Component[0].UsePreviousBar = previous; Component[2].UsePreviousBar = previous; Component[3].DataType = IndComponentType.Other; Component[4].DataType = IndComponentType.Other; Component[3].ShowInDynInfo = false; Component[4].ShowInDynInfo = false; break; case "The position opens below Upper Band": Component[0].PosPriceDependence = PositionPriceDependence.PriceBuyLower; Component[2].PosPriceDependence = PositionPriceDependence.PriceSellHigher; Component[0].UsePreviousBar = previous; Component[2].UsePreviousBar = previous; Component[3].DataType = IndComponentType.Other; Component[4].DataType = IndComponentType.Other; Component[3].ShowInDynInfo = false; Component[4].ShowInDynInfo = false; break; case "The position opens above Lower Band": Component[0].PosPriceDependence = PositionPriceDependence.PriceSellLower; Component[2].PosPriceDependence = PositionPriceDependence.PriceBuyHigher; Component[0].UsePreviousBar = previous; Component[2].UsePreviousBar = previous; Component[3].DataType = IndComponentType.Other; Component[4].DataType = IndComponentType.Other; Component[3].ShowInDynInfo = false; Component[4].ShowInDynInfo = false; break; case "The position opens below Lower Band": Component[0].PosPriceDependence = PositionPriceDependence.PriceSellHigher; Component[2].PosPriceDependence = PositionPriceDependence.PriceBuyLower; Component[0].UsePreviousBar = previous; Component[2].UsePreviousBar = previous; Component[3].DataType = IndComponentType.Other; Component[4].DataType = IndComponentType.Other; Component[3].ShowInDynInfo = false; Component[4].ShowInDynInfo = false; break; case "The bar closes below Upper Band": BandIndicatorLogic(firstBar, previous, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_closes_below_the_Upper_Band); break; case "The bar closes above Upper Band": BandIndicatorLogic(firstBar, previous, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_closes_above_the_Upper_Band); break; case "The bar closes below Lower Band": BandIndicatorLogic(firstBar, previous, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_closes_below_the_Lower_Band); break; case "The bar closes above Lower Band": BandIndicatorLogic(firstBar, previous, adUpBand, adDnBand, ref Component[3], ref Component[4], BandIndLogic.The_bar_closes_above_the_Lower_Band); break; } } } public override void SetDescription() { switch (IndParam.ListParam[0].Text) { case "Enter long at Upper Band": EntryPointLongDescription = "at Upper Band of " + ToString(); EntryPointShortDescription = "at Lower Band of " + ToString(); break; case "Enter long at Lower Band": EntryPointLongDescription = "at Lower Band of " + ToString(); EntryPointShortDescription = "at Upper Band of " + ToString(); break; case "Exit long at Upper Band": ExitPointLongDescription = "at Upper Band of " + ToString(); ExitPointShortDescription = "at Lower Band of " + ToString(); break; case "Exit long at Lower Band": ExitPointLongDescription = "at Lower Band of " + ToString(); ExitPointShortDescription = "at Upper Band of " + ToString(); break; case "The bar opens below Upper Band": EntryFilterLongDescription = "the bar opens below Upper Band of " + ToString(); EntryFilterShortDescription = "the bar opens above Lower Band of " + ToString(); break; case "The bar opens above Upper Band": EntryFilterLongDescription = "the bar opens above Upper Band of " + ToString(); EntryFilterShortDescription = "the bar opens below Lower Band of " + ToString(); break; case "The bar opens below Lower Band": EntryFilterLongDescription = "the bar opens below Lower Band of " + ToString(); EntryFilterShortDescription = "the bar opens above Upper Band of " + ToString(); break; case "The bar opens above Lower Band": EntryFilterLongDescription = "the bar opens above Lower Band of " + ToString(); EntryFilterShortDescription = "the bar opens below Upper Band of " + ToString(); break; case "The position opens above Upper Band": EntryFilterLongDescription = "the position opening price is higher than Upper Band of " + ToString(); EntryFilterShortDescription = "the position opening price is lower than Lower Band of " + ToString(); break; case "The position opens below Upper Band": EntryFilterLongDescription = "the position opening price is lower than Upper Band of " + ToString(); EntryFilterShortDescription = "the position opening price is higher than Lower Band of " + ToString(); break; case "The position opens above Lower Band": EntryFilterLongDescription = "the position opening price is higher than Lower Band of " + ToString(); EntryFilterShortDescription = "the position opening price is lower than Upper Band of " + ToString(); break; case "The position opens below Lower Band": EntryFilterLongDescription = "the position opening price is lower than Lower Band of " + ToString(); EntryFilterShortDescription = "the position opening price is higher than Upper Band of " + ToString(); break; case "The bar opens below Upper Band after opening above it": EntryFilterLongDescription = "the bar opens below Upper Band of " + ToString() + " after the previous bar has opened above it"; EntryFilterShortDescription = "the bar opens above Lower Band of " + ToString() + " after the previous bar has opened below it"; break; case "The bar opens above Upper Band after opening below it": EntryFilterLongDescription = "the bar opens above Upper Band of " + ToString() + " after the previous bar has opened below it"; EntryFilterShortDescription = "the bar opens below Lower Band of " + ToString() + " after the previous bar has opened above it"; break; case "The bar opens below Lower Band after opening above it": EntryFilterLongDescription = "the bar opens below Lower Band of " + ToString() + " after the previous bar has opened above it"; EntryFilterShortDescription = "the bar opens above Upper Band of " + ToString() + " after the previous bar has opened below it"; break; case "The bar opens above Lower Band after opening below it": EntryFilterLongDescription = "the bar opens above Lower Band of " + ToString() + " after the previous bar has opened below it"; EntryFilterShortDescription = "the bar opens below Upper Band of " + ToString() + " after the previous bar has opened above it"; break; case "The bar closes below Upper Band": ExitFilterLongDescription = "the bar closes below Upper Band of " + ToString(); ExitFilterShortDescription = "the bar closes above Lower Band of " + ToString(); break; case "The bar closes above Upper Band": ExitFilterLongDescription = "the bar closes above Upper Band of " + ToString(); ExitFilterShortDescription = "the bar closes below Lower Band of " + ToString(); break; case "The bar closes below Lower Band": ExitFilterLongDescription = "the bar closes below Lower Band of " + ToString(); ExitFilterShortDescription = "the bar closes above Upper Band of " + ToString(); break; case "The bar closes above Lower Band": ExitFilterLongDescription = "the bar closes above Lower Band of " + ToString(); ExitFilterShortDescription = "the bar closes below Upper Band of " + ToString(); break; } } public override string ToString() { return IndicatorName + (IndParam.CheckParam[0].Checked ? "* (" : " (") + IndParam.ListParam[1].Text + ", " + // Method IndParam.ListParam[2].Text + ", " + // Price IndParam.NumParam[0].ValueToString + ", " + // MA period IndParam.NumParam[1].ValueToString + ", " + // ATR Period IndParam.NumParam[3].ValueToString + ")"; // ATR Multiplier } } }
//+--------------------------------------------------------------------+ //| Copyright: (C) 2016 Forex Software Ltd. | //| 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 | //| other applications without a permission. | //| The 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 (C) 2016 Forex Software Ltd." #property link "http://forexsb.com" #property version "2.00" #property strict #include <Forexsb.com/Indicator.mqh> #include <Forexsb.com/Enumerations.mqh> //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class Keltnerv2 : public Indicator { public: Keltnerv2(SlotTypes slotType) { SlotType=slotType; IndicatorName="Keltner v2"; WarningMessage = ""; IsAllowLTF = true; ExecTime = ExecutionTime_DuringTheBar; IsSeparateChart = false; IsDiscreteValues = false; IsDefaultGroupAll = false; } virtual void Calculate(DataSet &dataSet); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void Keltnerv2::Calculate(DataSet &dataSet) { Data=GetPointer(dataSet); // Reading the parameters MAMethod maMethod=(MAMethod) ListParam[1].Index; BasePrice basePrice=(BasePrice) ListParam[2].Index; int nMA=(int) NumParam[0].Value; int atrPeriod=(int) NumParam[1].Value; double atrMultiplier= NumParam[3].Value; int previous=CheckParam[0].Checked ? 1 : 0; // Calculation double price[]; Price(basePrice,price); double adMA[]; MovingAverage(nMA,0,maMethod,price,adMA); double adAtr[]; ArrayResize(adAtr,Data.Bars); ArrayInitialize(adAtr,0); double adUpBand[]; ArrayResize(adUpBand,Data.Bars); ArrayInitialize(adUpBand,0); double adDnBand[]; ArrayResize(adDnBand,Data.Bars); ArrayInitialize(adDnBand,0); int firstBar=MathMax(nMA,atrPeriod)+previous+2; for(int iBar=2; iBar<Data.Bars; iBar++) { adAtr[iBar] = MathMax(MathAbs(Data.High[iBar-1] - Data.Close[iBar - 2]), MathAbs(Data.Close[iBar - 2] - Data.Low[iBar-1])); adAtr[iBar] = MathMax(MathAbs(Data.High[iBar-1] - Data.Low[iBar-1]), adAtr[iBar]); } double maAtr[]; ArrayResize(maAtr,Data.Bars); ArrayInitialize(maAtr,0); MovingAverage(atrPeriod,0,maMethod,adAtr,maAtr); for(int iBar=nMA; iBar<Data.Bars; iBar++) { adUpBand[iBar] = adMA[iBar] + maAtr[iBar]*atrMultiplier; adDnBand[iBar] = adMA[iBar] - maAtr[iBar]*atrMultiplier; } // Saving the components ArrayResize(Component[0].Value,Data.Bars); Component[0].CompName = "Upper Band"; Component[0].DataType = IndComponentType_IndicatorValue; Component[0].FirstBar = firstBar; ArrayCopy(Component[0].Value,adUpBand); ArrayResize(Component[1].Value,Data.Bars); Component[1].CompName = "Moving Average"; Component[1].DataType = IndComponentType_IndicatorValue; Component[1].FirstBar = firstBar; ArrayCopy(Component[1].Value,adMA); ArrayResize(Component[2].Value,Data.Bars); Component[2].CompName = "Lower Band"; Component[2].DataType = IndComponentType_IndicatorValue; Component[2].FirstBar = firstBar; ArrayCopy(Component[2].Value,adDnBand); ArrayResize(Component[3].Value,Data.Bars); ArrayInitialize(Component[3].Value,0); Component[3].FirstBar=firstBar; ArrayResize(Component[4].Value,Data.Bars); ArrayInitialize(Component[4].Value,0); Component[4].FirstBar=firstBar; // Sets the Component's type if(SlotType==SlotTypes_Open) { Component[3].DataType = IndComponentType_OpenLongPrice; Component[3].CompName = "Long position entry price"; Component[4].DataType = IndComponentType_OpenShortPrice; Component[4].CompName = "Short position entry price"; } else if(SlotType==SlotTypes_OpenFilter) { Component[3].DataType = IndComponentType_AllowOpenLong; Component[3].CompName = "Is long entry allowed"; Component[4].DataType = IndComponentType_AllowOpenShort; Component[4].CompName = "Is short entry allowed"; } else if(SlotType==SlotTypes_Close) { Component[3].DataType = IndComponentType_CloseLongPrice; Component[3].CompName = "Long position closing price"; Component[4].DataType = IndComponentType_CloseShortPrice; Component[4].CompName = "Short position closing price"; } else if(SlotType==SlotTypes_CloseFilter) { Component[3].DataType = IndComponentType_ForceCloseLong; Component[3].CompName = "Close out long position"; Component[4].DataType = IndComponentType_ForceCloseShort; Component[4].CompName = "Close out short position"; } if(SlotType==SlotTypes_Open || SlotType==SlotTypes_Close) { if(nMA>1) { for(int iBar=firstBar; iBar<Data.Bars; iBar++) { // Covers the cases when the price can pass through the band without a signal. double dOpen=Data.Open[iBar]; // Current open price // Upper band double dValueUp=adUpBand[iBar-previous]; // Current value double dValueUp1=adUpBand[iBar-previous-1]; // Previous value double dTempValUp=dValueUp; if((dValueUp1>Data.High[iBar-1] && dValueUp<dOpen) || // The Data.Open price jumps above the indicator (dValueUp1<Data.Low[iBar-1] && dValueUp>dOpen) || // The Data.Open price jumps below the indicator (Data.Close[iBar-1]<dValueUp && dValueUp<dOpen) || // The Data.Open price is in a positive gap (Data.Close[iBar-1]>dValueUp && dValueUp>dOpen)) // The Data.Open price is in a negative gap dTempValUp=dOpen; // The entry/exit level is moved to Data.Open price // Lower band double dValueDown=adDnBand[iBar-previous]; // Current value double dValueDown1=adDnBand[iBar-previous-1]; // Previous value double dTempValDown=dValueDown; if((dValueDown1>Data.High[iBar-1] && dValueDown<dOpen) || // The Data.Open price jumps above the indicator (dValueDown1<Data.Low[iBar-1] && dValueDown>dOpen) || // The Data.Open price jumps below the indicator (Data.Close[iBar-1]<dValueDown && dValueDown<dOpen) || // The Data.Open price is in a positive gap (Data.Close[iBar-1]>dValueDown && dValueDown>dOpen)) // The Data.Open price is in a negative gap dTempValDown=dOpen; // The entry/exit level is moved to Data.Open price if(ListParam[0].Text=="Enter long at Upper Band" || ListParam[0].Text=="Exit long at Upper Band") { Component[3].Value[iBar] = dTempValUp; Component[4].Value[iBar] = dTempValDown; } else { Component[3].Value[iBar] = dTempValDown; Component[4].Value[iBar] = dTempValUp; } } } else { for(int iBar=2; iBar<Data.Bars; iBar++) { if(ListParam[0].Text=="Enter long at Upper Band" || ListParam[0].Text=="Exit long at Upper Band") { Component[3].Value[iBar] = adUpBand[iBar - previous]; Component[4].Value[iBar] = adDnBand[iBar - previous]; } else { Component[3].Value[iBar] = adDnBand[iBar - previous]; Component[4].Value[iBar] = adUpBand[iBar - previous]; } } } } else { if(ListParam[0].Text=="The bar opens below Upper Band") BandIndicatorLogic(firstBar,previous,adUpBand,adDnBand,Component[3],Component[4],BandIndLogic_The_bar_opens_below_the_Upper_Band); else if(ListParam[0].Text=="The bar opens above Upper Band") BandIndicatorLogic(firstBar,previous,adUpBand,adDnBand,Component[3],Component[4],BandIndLogic_The_bar_opens_above_the_Upper_Band); else if(ListParam[0].Text=="The bar opens below Lower Band") BandIndicatorLogic(firstBar,previous,adUpBand,adDnBand,Component[3],Component[4],BandIndLogic_The_bar_opens_below_the_Lower_Band); else if(ListParam[0].Text=="The bar opens above Lower Band") BandIndicatorLogic(firstBar,previous,adUpBand,adDnBand,Component[3],Component[4],BandIndLogic_The_bar_opens_above_the_Lower_Band); else if(ListParam[0].Text=="The bar opens below Upper Band after opening above it") BandIndicatorLogic(firstBar,previous,adUpBand,adDnBand,Component[3],Component[4],BandIndLogic_The_bar_opens_below_Upper_Band_after_above); else if(ListParam[0].Text=="The bar opens above Upper Band after opening below it") BandIndicatorLogic(firstBar,previous,adUpBand,adDnBand,Component[3],Component[4],BandIndLogic_The_bar_opens_above_Upper_Band_after_below); else if(ListParam[0].Text=="The bar opens below Lower Band after opening above it") BandIndicatorLogic(firstBar,previous,adUpBand,adDnBand,Component[3],Component[4],BandIndLogic_The_bar_opens_below_Lower_Band_after_above); else if(ListParam[0].Text=="The bar opens above Lower Band after opening below it") BandIndicatorLogic(firstBar,previous,adUpBand,adDnBand,Component[3],Component[4],BandIndLogic_The_bar_opens_above_Lower_Band_after_below); else if(ListParam[0].Text=="The position opens above Upper Band") { Component[0].PosPriceDependence = PositionPriceDependence_PriceBuyHigher; Component[2].PosPriceDependence = PositionPriceDependence_PriceSellLower; Component[3].DataType = IndComponentType_Other; Component[4].DataType = IndComponentType_Other; Component[3].ShowInDynInfo = false; Component[4].ShowInDynInfo = false; } else if(ListParam[0].Text=="The position opens below Upper Band") { Component[0].PosPriceDependence = PositionPriceDependence_PriceBuyLower; Component[2].PosPriceDependence = PositionPriceDependence_PriceSellHigher; Component[3].DataType = IndComponentType_Other; Component[4].DataType = IndComponentType_Other; Component[3].ShowInDynInfo = false; Component[4].ShowInDynInfo = false; } else if(ListParam[0].Text=="The position opens above Lower Band") { Component[0].PosPriceDependence = PositionPriceDependence_PriceSellLower; Component[2].PosPriceDependence = PositionPriceDependence_PriceBuyHigher; Component[3].DataType = IndComponentType_Other; Component[4].DataType = IndComponentType_Other; Component[3].ShowInDynInfo = false; Component[4].ShowInDynInfo = false; } else if(ListParam[0].Text=="The position opens below Lower Band") { Component[0].PosPriceDependence = PositionPriceDependence_PriceSellHigher; Component[2].PosPriceDependence = PositionPriceDependence_PriceBuyLower; Component[3].DataType = IndComponentType_Other; Component[4].DataType = IndComponentType_Other; Component[3].ShowInDynInfo = false; Component[4].ShowInDynInfo = false; } else if(ListParam[0].Text=="The bar closes below Upper Band") BandIndicatorLogic(firstBar,previous,adUpBand,adDnBand,Component[3],Component[4],BandIndLogic_The_bar_closes_below_the_Upper_Band); else if(ListParam[0].Text=="The bar closes above Upper Band") BandIndicatorLogic(firstBar,previous,adUpBand,adDnBand,Component[3],Component[4],BandIndLogic_The_bar_closes_above_the_Upper_Band); else if(ListParam[0].Text=="The bar closes below Lower Band") BandIndicatorLogic(firstBar,previous,adUpBand,adDnBand,Component[3],Component[4],BandIndLogic_The_bar_closes_below_the_Lower_Band); else if(ListParam[0].Text=="The bar closes above Lower Band") BandIndicatorLogic(firstBar,previous,adUpBand,adDnBand,Component[3],Component[4],BandIndLogic_The_bar_closes_above_the_Lower_Band); } } //+------------------------------------------------------------------+
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