Keltner Channel Crossover by slipshod
47869 downloads / 4329 views / Created: 23.05.2013
Average Rating: 5
Indicator Description
Used for filtering based on crossover of two channels, or of a channel being above or below another.
Developed with considerable help from Mr Popov :)
Forum link: Keltner Channel Crossover
Developed with considerable help from Mr Popov :)
Forum link: Keltner Channel Crossover
Comments
Indicator was updated to v2.4.
Changes: Removed unused components representing Central MA of both bands.
Changes: Removed unused components representing Central MA of both bands.
Indicator works only on Close price. Other base prices were removed because of wrong set of "Use previous bar value".
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//==============================================================
// 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 KeltnerChannel : Indicator
{
public KeltnerChannel()
{
IndicatorName = "Keltner Channel Crossover";
PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter;
IndicatorAuthor = "Andrew Sumner";
IndicatorVersion = "2.5";
IndicatorDescription = "Compares channels.";
}
public override void Initialize(SlotTypes slotType)
{
SlotType = slotType;
// The ComboBox parameters
IndParam.ListParam[0].Caption = "Logic";
IndParam.ListParam[0].ItemList = new[]
{
"Fast Channel High crosses Slow Channel Low upward",
"Fast Channel High crosses Slow Channel Low downward",
"Fast Channel High crosses Slow Channel High upward",
"Fast Channel High crosses Slow Channel High downward",
"Fast Channel Low crosses Slow Channel Low upward",
"Fast Channel Low crosses Slow Channel Low downward",
"Fast Channel Low crosses Slow Channel High upward",
"Fast Channel Low crosses Slow Channel High downward",
"Fast Channel High is higher than Slow Channel Low",
"Fast Channel High is higher than Slow Channel High",
"Fast Channel Low is higher than Slow Channel Low",
"Fast Channel Low is higher than Slow Channel High",
"Fast Channel High is lower than Slow Channel Low",
"Fast Channel High is lower than Slow Channel High",
"Fast Channel Low is lower than Slow Channel Low",
"Fast Channel Low is lower than Slow Channel High"
};
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[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.";
IndParam.ListParam[3].Caption = "Fast Channel MA method";
IndParam.ListParam[3].ItemList = Enum.GetNames(typeof (MAMethod));
IndParam.ListParam[3].Index = (int) MAMethod.Exponential;
IndParam.ListParam[3].Text = IndParam.ListParam[3].ItemList[IndParam.ListParam[3].Index];
IndParam.ListParam[3].Enabled = true;
IndParam.ListParam[3].ToolTip = "The method of smoothing of Fast central Moving Average.";
IndParam.ListParam[4].Caption = "Slow Channel MA method";
IndParam.ListParam[4].ItemList = Enum.GetNames(typeof (MAMethod));
IndParam.ListParam[4].Index = (int) MAMethod.Exponential;
IndParam.ListParam[4].Text = IndParam.ListParam[4].ItemList[IndParam.ListParam[4].Index];
IndParam.ListParam[4].Enabled = true;
IndParam.ListParam[4].ToolTip = "The method of smoothing of Slow central Moving Average.";
// The NumericUpDown parameters
IndParam.NumParam[0].Caption = "Fast MA period";
IndParam.NumParam[0].Value = 10;
IndParam.NumParam[0].Min = 1;
IndParam.NumParam[0].Max = 400;
IndParam.NumParam[0].Enabled = true;
IndParam.NumParam[0].ToolTip = "The Slow Moving Average period.";
IndParam.NumParam[1].Caption = "Slow MA period";
IndParam.NumParam[1].Value = 40;
IndParam.NumParam[1].Min = 1;
IndParam.NumParam[1].Max = 400;
IndParam.NumParam[1].Enabled = true;
IndParam.NumParam[1].ToolTip = "The Slow Moving Average period.";
IndParam.NumParam[2].Caption = "Fast ATR period";
IndParam.NumParam[2].Value = 5;
IndParam.NumParam[2].Min = 1;
IndParam.NumParam[2].Max = 200;
IndParam.NumParam[2].Point = 0;
IndParam.NumParam[2].Enabled = true;
IndParam.NumParam[2].ToolTip = "Fast Average True Range Period.";
IndParam.NumParam[3].Caption = "Slow ATR period";
IndParam.NumParam[3].Value = 10;
IndParam.NumParam[3].Min = 1;
IndParam.NumParam[3].Max = 200;
IndParam.NumParam[3].Point = 0;
IndParam.NumParam[3].Enabled = true;
IndParam.NumParam[3].ToolTip = "Slow Average True Range Period.";
IndParam.NumParam[4].Caption = "Fast ATR multiplier";
IndParam.NumParam[4].Value = 2;
IndParam.NumParam[4].Min = 0.1;
IndParam.NumParam[4].Max = 10;
IndParam.NumParam[4].Point = 1;
IndParam.NumParam[4].Enabled = true;
IndParam.NumParam[4].ToolTip = "Fast Average True Range Multiplier.";
IndParam.NumParam[5].Caption = "Slow ATR multiplier";
IndParam.NumParam[5].Value = 2;
IndParam.NumParam[5].Min = 0.1;
IndParam.NumParam[5].Max = 10;
IndParam.NumParam[5].Point = 1;
IndParam.NumParam[5].Enabled = true;
IndParam.NumParam[5].ToolTip = "Fast 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 price = (BasePrice) IndParam.ListParam[2].Index;
var fastmaMethod = (MAMethod) IndParam.ListParam[3].Index;
var fastnMA = (int) IndParam.NumParam[0].Value;
var fastatrPeriod = (int) IndParam.NumParam[2].Value;
var fastatrMultiplier = (double) IndParam.NumParam[4].Value;
var slowmaMethod = (MAMethod) IndParam.ListParam[4].Index;
var slownMA = (int) IndParam.NumParam[1].Value;
var slowatrPeriod = (int) IndParam.NumParam[3].Value;
var slowatrMultiplier = (double) IndParam.NumParam[5].Value;
int previous = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = Math.Max(Math.Max(fastnMA, fastatrPeriod), Math.Max(slownMA, slowatrPeriod)) + previous + 2;
double[] adMAFast = MovingAverage(fastnMA, 0, fastmaMethod, Price(price));
var adAtrFast = new double[Bars];
var adUpBandFast = new double[Bars];
var adDnBandFast = new double[Bars];
double[] adMASlow = MovingAverage(slownMA, 0, slowmaMethod, Price(price));
var adAtrSlow = new double[Bars];
var adUpBandSlow = new double[Bars];
var adDnBandSlow = new double[Bars];
for (int iBar = 3; iBar < Bars; iBar++)
{
adAtrFast[iBar] = Math.Max(Math.Abs(High[iBar-1] - Close[iBar - 2]), Math.Abs(Close[iBar - 2] - Low[iBar-1]));
adAtrFast[iBar] = Math.Max(Math.Abs(High[iBar-1] - Low[iBar-1]), adAtrFast[iBar]);
adAtrSlow[iBar] = Math.Max(Math.Abs(High[iBar-1] - Close[iBar - 2]), Math.Abs(Close[iBar - 2] - Low[iBar-1]));
adAtrSlow[iBar] = Math.Max(Math.Abs(High[iBar-1] - Low[iBar-1]), adAtrSlow[iBar]);
}
adAtrFast = MovingAverage(fastatrPeriod, 0, fastmaMethod, adAtrFast);
adAtrSlow = MovingAverage(slowatrPeriod, 0, slowmaMethod, adAtrSlow);
for (int iBar = Math.Max(fastnMA, slownMA); iBar < Bars; iBar++)
{
adUpBandFast[iBar] = adMAFast[iBar] + adAtrFast[iBar]*fastatrMultiplier;
adDnBandFast[iBar] = adMAFast[iBar] - adAtrFast[iBar]*fastatrMultiplier;
adUpBandSlow[iBar] = adMASlow[iBar] + adAtrSlow[iBar]*slowatrMultiplier;
adDnBandSlow[iBar] = adMASlow[iBar] - adAtrSlow[iBar]*slowatrMultiplier;
}
// Saving the components
Component = new IndicatorComp[7];
Component[0] = new IndicatorComp
{
CompName = "Fast Upper Band",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Line,
ChartColor = Color.Blue,
FirstBar = iFirstBar,
Value = adUpBandFast
};
Component[1] = new IndicatorComp
{
CompName = "Slow Upper Band",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Line,
ChartColor = Color.Brown,
FirstBar = iFirstBar,
Value = adUpBandSlow
};
Component[2] = new IndicatorComp
{
CompName = "Fast Lower Band",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Line,
ChartColor = Color.Blue,
FirstBar = iFirstBar,
Value = adDnBandFast
};
Component[3] = new IndicatorComp
{
CompName = "Slow Lower Band",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Line,
ChartColor = Color.Brown,
FirstBar = iFirstBar,
Value = adDnBandSlow
};
Component[4] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = iFirstBar,
Value = new double[Bars]
};
Component[5] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = iFirstBar,
Value = new double[Bars]
};
Component[6] = new IndicatorComp
{
CompName = "Dummy component",
ShowInDynInfo = false,
ChartType = IndChartType.NoChart,
FirstBar = iFirstBar,
DataType = IndComponentType.IndicatorValue,
Value = new double[Bars]
};
// Sets the Component's type
if (SlotType == SlotTypes.OpenFilter)
{
Component[4].DataType = IndComponentType.AllowOpenLong;
Component[4].CompName = "Is long entry allowed";
Component[5].DataType = IndComponentType.AllowOpenShort;
Component[5].CompName = "Is short entry allowed";
}
else if (SlotType == SlotTypes.CloseFilter)
{
Component[4].DataType = IndComponentType.ForceCloseLong;
Component[4].CompName = "Close out long position";
Component[5].DataType = IndComponentType.ForceCloseShort;
Component[5].CompName = "Close out short position";
}
switch (IndParam.ListParam[0].Text)
{
case "Fast Channel High crosses Slow Channel Low upward":
IndicatorCrossesAnotherIndicatorUpwardLogic(iFirstBar, previous, adUpBandFast, adDnBandSlow, ref Component[4], ref Component[6]);
IndicatorCrossesAnotherIndicatorUpwardLogic(iFirstBar, previous, adDnBandFast, adUpBandSlow, ref Component[6], ref Component[5]);
break;
case "Fast Channel High crosses Slow Channel High upward":
IndicatorCrossesAnotherIndicatorUpwardLogic(iFirstBar, previous, adUpBandFast, adUpBandSlow, ref Component[4], ref Component[6]);
IndicatorCrossesAnotherIndicatorUpwardLogic(iFirstBar, previous, adDnBandFast, adDnBandSlow, ref Component[6], ref Component[5]);
break;
case "Fast Channel Low crosses Slow Channel Low upward":
IndicatorCrossesAnotherIndicatorUpwardLogic(iFirstBar, previous, adDnBandFast, adDnBandSlow, ref Component[4], ref Component[6]);
IndicatorCrossesAnotherIndicatorUpwardLogic(iFirstBar, previous, adUpBandFast, adUpBandSlow, ref Component[6], ref Component[5]);
break;
case "Fast Channel Low crosses Slow Channel High upward":
IndicatorCrossesAnotherIndicatorUpwardLogic(iFirstBar, previous, adDnBandFast, adUpBandSlow, ref Component[4], ref Component[6]);
IndicatorCrossesAnotherIndicatorUpwardLogic(iFirstBar, previous, adUpBandFast, adDnBandSlow, ref Component[6], ref Component[5]);
break;
case "Fast Channel High crosses Slow Channel Low downward":
IndicatorCrossesAnotherIndicatorDownwardLogic(iFirstBar, previous, adUpBandFast, adDnBandSlow, ref Component[4], ref Component[6]);
IndicatorCrossesAnotherIndicatorDownwardLogic(iFirstBar, previous, adDnBandFast, adUpBandSlow, ref Component[6], ref Component[5]);
break;
case "Fast Channel High crosses Slow Channel High downward":
IndicatorCrossesAnotherIndicatorDownwardLogic(iFirstBar, previous, adUpBandFast, adUpBandSlow, ref Component[4], ref Component[6]);
IndicatorCrossesAnotherIndicatorDownwardLogic(iFirstBar, previous, adDnBandFast, adDnBandSlow, ref Component[6], ref Component[5]);
break;
case "Fast Channel Low crosses Slow Channel Low downward":
IndicatorCrossesAnotherIndicatorDownwardLogic(iFirstBar, previous, adDnBandFast, adDnBandSlow, ref Component[4], ref Component[6]);
IndicatorCrossesAnotherIndicatorDownwardLogic(iFirstBar, previous, adUpBandFast, adUpBandSlow, ref Component[6], ref Component[5]);
break;
case "Fast Channel Low crosses Slow Channel High downward":
IndicatorCrossesAnotherIndicatorDownwardLogic(iFirstBar, previous, adDnBandFast, adUpBandSlow, ref Component[4], ref Component[6]);
IndicatorCrossesAnotherIndicatorDownwardLogic(iFirstBar, previous, adUpBandFast, adDnBandSlow, ref Component[6], ref Component[5]);
break;
case "Fast Channel High is higher than Slow Channel Low":
IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar, previous, adUpBandFast, adDnBandSlow, ref Component[4], ref Component[6]);
IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar, previous, adUpBandFast, adDnBandSlow, ref Component[6], ref Component[5]);
break;
case "Fast Channel High is higher than Slow Channel High":
IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar, previous, adUpBandFast, adUpBandSlow, ref Component[4], ref Component[6]);
IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar, previous, adDnBandFast, adDnBandSlow, ref Component[6], ref Component[5]);
break;
case "Fast Channel Low is higher than Slow Channel Low":
IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar, previous, adDnBandFast, adDnBandSlow, ref Component[4], ref Component[6]);
IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar, previous, adUpBandFast, adUpBandSlow, ref Component[6], ref Component[5]);
break;
case "Fast Channel Low is higher than Slow Channel High":
IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar, previous, adDnBandFast, adUpBandSlow, ref Component[4], ref Component[6]);
IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar, previous, adUpBandFast, adDnBandSlow, ref Component[6], ref Component[5]);
break;
case "Fast Channel High is lower than Slow Channel Low":
IndicatorIsLowerThanAnotherIndicatorLogic(iFirstBar, previous, adUpBandFast, adDnBandSlow, ref Component[4], ref Component[6]);
IndicatorIsLowerThanAnotherIndicatorLogic(iFirstBar, previous, adDnBandFast, adUpBandSlow, ref Component[6], ref Component[5]);
break;
case "Fast Channel High is lower than Slow Channel High":
IndicatorIsLowerThanAnotherIndicatorLogic(iFirstBar, previous, adUpBandFast, adUpBandSlow, ref Component[4], ref Component[6]);
IndicatorIsLowerThanAnotherIndicatorLogic(iFirstBar, previous, adDnBandFast, adDnBandSlow, ref Component[6], ref Component[5]);
break;
case "Fast Channel Low is lower than Slow Channel Low":
IndicatorIsLowerThanAnotherIndicatorLogic(iFirstBar, previous, adDnBandFast, adDnBandSlow, ref Component[4], ref Component[6]);
IndicatorIsLowerThanAnotherIndicatorLogic(iFirstBar, previous, adUpBandFast, adUpBandSlow, ref Component[6], ref Component[5]);
break;
case "Fast Channel Low is lower than Slow Channel High":
IndicatorIsLowerThanAnotherIndicatorLogic(iFirstBar, previous, adUpBandFast, adDnBandSlow, ref Component[4], ref Component[6]);
IndicatorIsLowerThanAnotherIndicatorLogic(iFirstBar, previous, adDnBandFast, adUpBandSlow, ref Component[6], ref Component[5]);
break;
}
}
public override void SetDescription()
{
EntryFilterLongDescription = ToString() + "; Fast Channel ";
EntryFilterShortDescription = ToString() + "; Fast Channel ";
ExitFilterLongDescription = ToString() + "; Fast Channel ";
ExitFilterShortDescription = ToString() + "; Fast Channel ";
switch (IndParam.ListParam[0].Text)
{
case "Fast Channel High crosses Slow Channel Low upward":
EntryFilterLongDescription += "High crosses above Slow Channel Low";
EntryFilterShortDescription = "High crosses under Slow Channel Low";
ExitFilterLongDescription += "High crosses above Slow Channel Low";
ExitFilterShortDescription = "High crosses under Slow Channel Low";
break;
case "Fast Channel High crosses Slow Channel High upward":
EntryFilterLongDescription += "High crosses above Slow Channel High";
EntryFilterShortDescription = "High crosses under Slow Channel High";
ExitFilterLongDescription += "High crosses above Slow Channel High";
ExitFilterShortDescription = "High crosses under Slow Channel High";
break;
case "Fast Channel Low crosses Slow Channel Low upward":
EntryFilterLongDescription += "Low crosses above Slow Channel Low";
EntryFilterShortDescription = "Low crosses under Slow Channel Low";
ExitFilterLongDescription += "Low crosses above Slow Channel Low";
ExitFilterShortDescription = "Low crosses under Slow Channel Low";
break;
case "Fast Channel Low crosses Slow Channel High upward":
EntryFilterLongDescription += "Low crosses above Slow Channel High";
EntryFilterShortDescription = "Low crosses under Slow Channel High";
ExitFilterLongDescription += "Low crosses above Slow Channel High";
ExitFilterShortDescription = "Low crosses under Slow Channel High";
break;
case "Fast Channel High crosses Slow Channel Low downward":
EntryFilterLongDescription += "High crosses under Slow Channel Low";
EntryFilterShortDescription = "High crosses above Slow Channel Low";
ExitFilterLongDescription += "High crosses under Slow Channel Low";
ExitFilterShortDescription = "High crosses above Slow Channel Low";
break;
case "Fast Channel High crosses Slow Channel High downward":
EntryFilterLongDescription += "High crosses under Slow Channel High";
EntryFilterShortDescription = "High crosses above Slow Channel High";
ExitFilterLongDescription += "High crosses under Slow Channel High";
ExitFilterShortDescription = "High crosses above Slow Channel High";
break;
case "Fast Channel Low crosses Slow Channel Low downward":
EntryFilterLongDescription += "Low crosses under Slow Channel Low";
EntryFilterShortDescription = "Low crosses above Slow Channel Low";
ExitFilterLongDescription += "Low crosses under Slow Channel Low";
ExitFilterShortDescription = "Low crosses above Slow Channel Low";
break;
case "Fast Channel Low crosses Slow Channel High downward":
EntryFilterLongDescription += "Low crosses under Slow Channel High";
EntryFilterShortDescription = "Low crosses above Slow Channel High";
ExitFilterLongDescription += "Low crosses under Slow Channel High";
ExitFilterShortDescription = "Low crosses above Slow Channel High";
break;
case "Fast Channel High is higher than Slow Channel Low":
EntryFilterLongDescription += "High is above Slow Channel Low";
EntryFilterShortDescription = "High is under Slow Channel Low";
ExitFilterLongDescription += "High is above Slow Channel Low";
ExitFilterShortDescription = "High is under Slow Channel Low";
break;
case "Fast Channel High is higher than Slow Channel High":
EntryFilterLongDescription += "High is above Slow Channel High";
EntryFilterShortDescription = "High is under Slow Channel High";
ExitFilterLongDescription += "High is above Slow Channel High";
ExitFilterShortDescription = "High is under Slow Channel High";
break;
case "Fast Channel Low is higher than Slow Channel Low":
EntryFilterLongDescription += "Low is above Slow Channel Low";
EntryFilterShortDescription = "Low is under Slow Channel Low";
ExitFilterLongDescription += "Low is above Slow Channel Low";
ExitFilterShortDescription = "Low is under Slow Channel Low";
break;
case "Fast Channel Low is higher than Slow Channel High":
EntryFilterLongDescription += "Low is above Slow Channel High";
EntryFilterShortDescription = "Low is under Slow Channel High";
ExitFilterLongDescription += "Low is above Slow Channel High";
ExitFilterShortDescription = "Low is under Slow Channel High";
break;
case "Fast Channel High is lower than Slow Channel Low":
EntryFilterLongDescription += "High is under Slow Channel Low";
EntryFilterShortDescription = "High is above Slow Channel Low";
ExitFilterLongDescription += "High is under Slow Channel Low";
ExitFilterShortDescription = "High is above Slow Channel Low";
break;
case "Fast Channel High is lower than Slow Channel High":
EntryFilterLongDescription += "High is under Slow Channel High";
EntryFilterShortDescription = "High is above Slow Channel High";
ExitFilterLongDescription += "High is under Slow Channel High";
ExitFilterShortDescription = "High is above Slow Channel High";
break;
case "Fast Channel Low is lower than Slow Channel Low":
EntryFilterLongDescription += "Low is under Slow Channel High";
EntryFilterShortDescription = "Low is above Slow Channel High";
ExitFilterLongDescription += "Low is under Slow Channel High";
ExitFilterShortDescription = "Low is above Slow Channel High";
break;
case "Fast Channel Low is lower than Slow Channel High":
EntryFilterLongDescription += "Low is under Slow Channel High";
EntryFilterShortDescription = "Low is above Slow Channel High";
ExitFilterLongDescription += "Low is under Slow Channel High";
ExitFilterShortDescription = "Low is above Slow Channel High";
break;
}
}
public override string ToString()
{
return IndicatorName +
(IndParam.CheckParam[0].Checked ? "* (" : " (") +
IndParam.ListParam[1].Text + ", " + // Price
IndParam.ListParam[3].Text + ", " + // Fast Price
IndParam.ListParam[4].Text + ", " + // Slow Price
IndParam.NumParam[0].ValueToString + ", " + // Fast MA period
IndParam.NumParam[1].ValueToString + ")"; // Slow MA Period
}
}
}
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//+--------------------------------------------------------------------+ //| Copyright: (C) 2014, Miroslav Popov - All rights reserved! | //| 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 | //| another applications without a permission. 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 2014, Miroslav Popov" #property link "http://forexsb.com" #property version "1.10" #property strict #include <Forexsb.com/Indicator.mqh> #include <Forexsb.com/Enumerations.mqh> //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class KeltnerChannelCrossover : public Indicator { public: KeltnerChannelCrossover(SlotTypes slotType) { SlotType=slotType; IndicatorName="Keltner Channel Crossover"; WarningMessage = ""; IsAllowLTF = true; ExecTime = ExecutionTime_DuringTheBar; IsSeparateChart = false; IsDiscreteValues = false; IsDeafultGroupAll = false; } virtual void Calculate(DataSet &dataSet); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void KeltnerChannelCrossover::Calculate(DataSet &dataSet) { Data=GetPointer(dataSet); // Reading the parameters BasePrice price=(BasePrice) ListParam[2].Index; MAMethod fastmaMethod = (MAMethod) ListParam[3].Index; int fastnMA=(int) NumParam[0].Value; int fastatrPeriod=(int) NumParam[2].Value; double fastatrMultiplier=(double) NumParam[4].Value; MAMethod slowmaMethod=(MAMethod) ListParam[4].Index; int slownMA=(int) NumParam[1].Value; int slowatrPeriod=(int) NumParam[3].Value; double slowatrMultiplier=(double) NumParam[5].Value; int previous=CheckParam[0].Checked ? 1 : 0; // Calculation int iFirstBar=MathMax(MathMax(fastnMA,fastatrPeriod),MathMax(slownMA,slowatrPeriod))+previous+2; double basePrc[]; Price(price,basePrc); double adMAFast[]; MovingAverage(fastnMA,0,fastmaMethod,basePrc,adMAFast); double adAtrFast[]; ArrayResize(adAtrFast,Data.Bars); ArrayInitialize(adAtrFast, 0); double adUpBandFast[]; ArrayResize(adUpBandFast,Data.Bars); ArrayInitialize(adUpBandFast, 0); double adDnBandFast[]; ArrayResize(adDnBandFast,Data.Bars); ArrayInitialize(adDnBandFast, 0); double adMASlow[]; MovingAverage(slownMA,0,slowmaMethod,basePrc,adMASlow); double adAtrSlow[]; ArrayResize(adAtrSlow,Data.Bars); ArrayInitialize(adAtrSlow, 0); double adUpBandSlow[]; ArrayResize(adUpBandSlow,Data.Bars); ArrayInitialize(adUpBandSlow, 0); double adDnBandSlow[]; ArrayResize(adDnBandSlow,Data.Bars); ArrayInitialize(adDnBandSlow, 0); for(int iBar=3; iBar<Data.Bars; iBar++) { adAtrFast[iBar] = MathMax(MathAbs(Data.High[iBar-1] - Data.Close[iBar - 2]), MathAbs(Data.Close[iBar - 2] - Data.Low[iBar-1])); adAtrFast[iBar] = MathMax(MathAbs(Data.High[iBar-1] - Data.Low[iBar-1]), adAtrFast[iBar]); adAtrSlow[iBar] = MathMax(MathAbs(Data.High[iBar-1] - Data.Close[iBar - 2]), MathAbs(Data.Close[iBar - 2] - Data.Low[iBar-1])); adAtrSlow[iBar] = MathMax(MathAbs(Data.High[iBar-1] - Data.Low[iBar-1]), adAtrSlow[iBar]); } double adAtrFast1[]; MovingAverage(fastatrPeriod,0,fastmaMethod,adAtrFast,adAtrFast1); double adAtrSlow1[]; MovingAverage(slowatrPeriod,0,slowmaMethod,adAtrSlow,adAtrSlow1); for(int iBar=MathMax(fastnMA,slownMA); iBar<Data.Bars; iBar++) { adUpBandFast[iBar] = adMAFast[iBar] + adAtrFast1[iBar]*fastatrMultiplier; adDnBandFast[iBar] = adMAFast[iBar] - adAtrFast1[iBar]*fastatrMultiplier; adUpBandSlow[iBar] = adMASlow[iBar] + adAtrSlow1[iBar]*slowatrMultiplier; adDnBandSlow[iBar] = adMASlow[iBar] - adAtrSlow1[iBar]*slowatrMultiplier; } // Saving the components ArrayResize(Component[0].Value,Data.Bars); Component[0].CompName = "Fast Upper Band"; Component[0].DataType = IndComponentType_IndicatorValue; Component[0].FirstBar = iFirstBar; ArrayCopy(Component[0].Value,adUpBandFast); ArrayResize(Component[1].Value,Data.Bars); Component[1].CompName = "Slow Upper Band"; Component[1].DataType = IndComponentType_IndicatorValue; Component[1].FirstBar = iFirstBar; ArrayCopy(Component[1].Value,adUpBandSlow); ArrayResize(Component[2].Value,Data.Bars); Component[2].CompName = "Fast Lower Band"; Component[2].DataType = IndComponentType_IndicatorValue; Component[2].FirstBar = iFirstBar; ArrayCopy(Component[2].Value,adDnBandFast); ArrayResize(Component[3].Value,Data.Bars); Component[3].CompName = "Slow Lower Band"; Component[3].DataType = IndComponentType_IndicatorValue; Component[3].FirstBar = iFirstBar; ArrayCopy(Component[3].Value,adDnBandSlow); ArrayResize(Component[4].Value,Data.Bars); Component[4].FirstBar=iFirstBar; ArrayResize(Component[5].Value,Data.Bars); Component[5].FirstBar=iFirstBar; ArrayResize(Component[6].Value,Data.Bars); Component[6].CompName="Dummy component"; Component[6].ShowInDynInfo=false; Component[6].FirstBar = iFirstBar; Component[6].DataType = IndComponentType_IndicatorValue; // Sets the Component's type if(SlotType==SlotTypes_OpenFilter) { Component[4].DataType = IndComponentType_AllowOpenLong; Component[4].CompName = "Is long entry allowed"; Component[5].DataType = IndComponentType_AllowOpenShort; Component[5].CompName = "Is short entry allowed"; } else if(SlotType==SlotTypes_CloseFilter) { Component[4].DataType = IndComponentType_ForceCloseLong; Component[4].CompName = "Close out long position"; Component[5].DataType = IndComponentType_ForceCloseShort; Component[5].CompName = "Close out short position"; } if(ListParam[0].Text=="Fast Channel High crosses Slow Channel Low upward") { IndicatorCrossesAnotherIndicatorUpwardLogic(iFirstBar,previous,adUpBandFast,adDnBandSlow, Component[4],Component[6]); IndicatorCrossesAnotherIndicatorUpwardLogic(iFirstBar,previous,adDnBandFast,adUpBandSlow, Component[6],Component[5]); } else if(ListParam[0].Text=="Fast Channel High crosses Slow Channel High upward") { IndicatorCrossesAnotherIndicatorUpwardLogic(iFirstBar,previous,adUpBandFast,adUpBandSlow, Component[4],Component[6]); IndicatorCrossesAnotherIndicatorUpwardLogic(iFirstBar,previous,adDnBandFast,adDnBandSlow, Component[6],Component[5]); } else if(ListParam[0].Text=="Fast Channel Low crosses Slow Channel Low upward") { IndicatorCrossesAnotherIndicatorUpwardLogic(iFirstBar,previous,adDnBandFast,adDnBandSlow, Component[4],Component[6]); IndicatorCrossesAnotherIndicatorUpwardLogic(iFirstBar,previous,adUpBandFast,adUpBandSlow, Component[6],Component[5]); } else if(ListParam[0].Text=="Fast Channel Low crosses Slow Channel High upward") { IndicatorCrossesAnotherIndicatorUpwardLogic(iFirstBar,previous,adDnBandFast,adUpBandSlow, Component[4],Component[6]); IndicatorCrossesAnotherIndicatorUpwardLogic(iFirstBar,previous,adUpBandFast,adDnBandSlow, Component[6],Component[5]); } else if(ListParam[0].Text=="Fast Channel High crosses Slow Channel Low downward") { IndicatorCrossesAnotherIndicatorDownwardLogic(iFirstBar,previous,adUpBandFast,adDnBandSlow, Component[4],Component[6]); IndicatorCrossesAnotherIndicatorDownwardLogic(iFirstBar,previous,adDnBandFast,adUpBandSlow, Component[6],Component[5]); } else if(ListParam[0].Text=="Fast Channel High crosses Slow Channel High downward") { IndicatorCrossesAnotherIndicatorDownwardLogic(iFirstBar,previous,adUpBandFast,adUpBandSlow, Component[4],Component[6]); IndicatorCrossesAnotherIndicatorDownwardLogic(iFirstBar,previous,adDnBandFast,adDnBandSlow, Component[6],Component[5]); } else if(ListParam[0].Text=="Fast Channel Low crosses Slow Channel Low downward") { IndicatorCrossesAnotherIndicatorDownwardLogic(iFirstBar,previous,adDnBandFast,adDnBandSlow, Component[4],Component[6]); IndicatorCrossesAnotherIndicatorDownwardLogic(iFirstBar,previous,adUpBandFast,adUpBandSlow, Component[6],Component[5]); } else if(ListParam[0].Text=="Fast Channel Low crosses Slow Channel Data.High downward") { IndicatorCrossesAnotherIndicatorDownwardLogic(iFirstBar,previous,adDnBandFast,adUpBandSlow, Component[4],Component[6]); IndicatorCrossesAnotherIndicatorDownwardLogic(iFirstBar,previous,adUpBandFast,adDnBandSlow, Component[6],Component[5]); } else if(ListParam[0].Text=="Fast Channel High is higher than Slow Channel Low") { IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar,previous,adUpBandFast,adDnBandSlow, Component[4],Component[6]); IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar,previous,adUpBandFast,adDnBandSlow, Component[6],Component[5]); } else if(ListParam[0].Text=="Fast Channel High is higher than Slow Channel High") { IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar,previous,adUpBandFast,adUpBandSlow, Component[4],Component[6]); IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar,previous,adDnBandFast,adDnBandSlow, Component[6],Component[5]); } else if(ListParam[0].Text=="Fast Channel Low is higher than Slow Channel Low") { IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar,previous,adDnBandFast,adDnBandSlow, Component[4],Component[6]); IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar,previous,adUpBandFast,adUpBandSlow, Component[6],Component[5]); } else if(ListParam[0].Text=="Fast Channel Low is higher than Slow Channel High") { IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar,previous,adDnBandFast,adUpBandSlow, Component[4],Component[6]); IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar,previous,adUpBandFast,adDnBandSlow, Component[6],Component[5]); } else if(ListParam[0].Text=="Fast Channel High is lower than Slow Channel Low") { IndicatorIsLowerThanAnotherIndicatorLogic(iFirstBar,previous,adUpBandFast,adDnBandSlow, Component[4],Component[6]); IndicatorIsLowerThanAnotherIndicatorLogic(iFirstBar,previous,adDnBandFast,adUpBandSlow, Component[6],Component[5]); } else if(ListParam[0].Text=="Fast Channel High is lower than Slow Channel High") { IndicatorIsLowerThanAnotherIndicatorLogic(iFirstBar,previous,adUpBandFast,adUpBandSlow, Component[4],Component[6]); IndicatorIsLowerThanAnotherIndicatorLogic(iFirstBar,previous,adDnBandFast,adDnBandSlow, Component[6],Component[5]); } else if(ListParam[0].Text=="Fast Channel Low is lower than Slow Channel Low") { IndicatorIsLowerThanAnotherIndicatorLogic(iFirstBar,previous,adDnBandFast,adDnBandSlow, Component[4],Component[6]); IndicatorIsLowerThanAnotherIndicatorLogic(iFirstBar,previous,adUpBandFast,adUpBandSlow, Component[6],Component[5]); } else if(ListParam[0].Text=="Fast Channel Low is lower than Slow Channel High") { IndicatorIsLowerThanAnotherIndicatorLogic(iFirstBar,previous,adUpBandFast,adDnBandSlow, Component[4],Component[6]); IndicatorIsLowerThanAnotherIndicatorLogic(iFirstBar,previous,adDnBandFast,adUpBandSlow, Component[6],Component[5]); } } //+------------------------------------------------------------------+
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Copyright © 2006 - 2025, Forex Software Ltd.;