//============================================================== // 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 SaneMACD : Indicator { public SaneMACD() { IndicatorName = "Sane MACD"; PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter; SeparatedChart = true; IndicatorAuthor = "DragonEagle"; IndicatorVersion = "2.0"; IndicatorDescription = "A custom indicator for FSB and FST."; } public override void Initialize(SlotTypes slotType) { SlotType = slotType; // The ComboBox parameters IndParam.ListParam[0].Caption = "Logic"; // Only allow logic settings that would be appropriate for the indicator slot type if(slotType == SlotTypes.OpenFilter){ IndParam.ListParam[0].ItemList = new string[] { "The MACD line rises", "The MACD line is higher than zero", "The MACD line crosses the zero line upward", "The MACD line changes its direction upward", "The MACD line crosses the Signal line upward", "The MACD line is higher than the Signal line", }; } else if (slotType == SlotTypes.CloseFilter){ IndParam.ListParam[0].ItemList = new string[] { "The MACD line falls", "The MACD line is lower than zero", "The MACD line crosses the zero line downward", "The MACD line changes its direction downward", "The MACD line crosses the Signal line downward", "The MACD line is lower than the Signal line" }; } /* IndParam.ListParam[0].ItemList = new string[] { "The MACD line rises", "The MACD line falls", "The MACD line is higher than zero", "The MACD line is lower than zero", "The MACD line crosses the zero line upward", "The MACD line crosses the zero line downward", "The MACD line changes its direction upward", "The MACD line changes its direction downward", "The MACD line crosses the Signal line upward", "The MACD line crosses the Signal line downward", "The MACD line is higher than the Signal line", "The MACD line is lower than the Signal line" }; */ 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 smoothing method of Moving Averages."; 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 Moving Averages are based on."; IndParam.ListParam[3].Caption = "Signal line method"; IndParam.ListParam[3].ItemList = Enum.GetNames(typeof(MAMethod)); IndParam.ListParam[3].Index = (int)MAMethod.Simple; IndParam.ListParam[3].Text = IndParam.ListParam[3].ItemList[IndParam.ListParam[3].Index]; IndParam.ListParam[3].Enabled = true; IndParam.ListParam[3].ToolTip = "The smoothing method of the signal line."; // The NumericUpDown parameters IndParam.NumParam[0].Caption = "Slow MA period"; IndParam.NumParam[0].Value = 26; IndParam.NumParam[0].Min = 1; IndParam.NumParam[0].Max = 200; IndParam.NumParam[0].Enabled = true; IndParam.NumParam[0].ToolTip = "The period of Slow MA."; IndParam.NumParam[1].Caption = "Fast MA period"; IndParam.NumParam[1].Value = 12; IndParam.NumParam[1].Min = 1; IndParam.NumParam[1].Max = 200; IndParam.NumParam[1].Enabled = true; IndParam.NumParam[1].ToolTip = "The period of Fast MA."; IndParam.NumParam[2].Caption = "Signal line period."; IndParam.NumParam[2].Value = 9; IndParam.NumParam[2].Min = 1; IndParam.NumParam[2].Max = 200; IndParam.NumParam[2].Enabled = true; IndParam.NumParam[2].ToolTip = "The period of Signal line."; // 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."; return; } /* * DragonEagle Note: As far as I know, indicator sanity checks are not performed yet. * It should be a simple matter to check the return value of this function to * determine whether or not to do back testing with this indicator of skip on to * the next setting. */ ///

/// Determines whether or not the indicator settings are sane ///

public bool HasSaneValues() { return IndParam.NumParam[0].Value > IndParam.NumParam[1].Value; } public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Reading the parameters MAMethod maMethod = (MAMethod )IndParam.ListParam[1].Index; MAMethod slMethod = (MAMethod )IndParam.ListParam[3].Index; BasePrice basePrice = (BasePrice)IndParam.ListParam[2].Index; int nSlow = (int)IndParam.NumParam[0].Value; int nFast = (int)IndParam.NumParam[1].Value; int nSignal = (int)IndParam.NumParam[2].Value; int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0; // Calculation int iFirstBar = nSlow + nFast + 3; double[] adMASlow = MovingAverage(nSlow, 0, maMethod, Price(basePrice)); double[] adMAFast = MovingAverage(nFast, 0, maMethod, Price(basePrice)); double[] adMACD = new double[Bars]; for (int iBar = nSlow - 1; iBar < Bars; iBar++) adMACD[iBar] = adMAFast[iBar] - adMASlow[iBar]; double[] maSignalLine = MovingAverage(nSignal, 0, slMethod, adMACD); // adHistogram reprezents the MACD oscillator double[] adHistogram = new double[Bars]; for (int iBar = nSlow + nSignal - 1; iBar < Bars; iBar++) adHistogram[iBar] = adMACD[iBar] - maSignalLine[iBar]; // Saving the components Component = new IndicatorComp[5]; Component[0] = new IndicatorComp(); Component[0].CompName = "Histogram"; Component[0].DataType = IndComponentType.IndicatorValue; Component[0].ChartType = IndChartType.Histogram; Component[0].FirstBar = iFirstBar; Component[0].Value = adHistogram; Component[1] = new IndicatorComp(); Component[1].CompName = "Signal line"; Component[1].DataType = IndComponentType.IndicatorValue; Component[1].ChartType = IndChartType.Line; Component[1].ChartColor = Color.Gold; Component[1].FirstBar = iFirstBar; Component[1].Value = maSignalLine; Component[2] = new IndicatorComp(); Component[2].CompName = "MACD line"; Component[2].DataType = IndComponentType.IndicatorValue; Component[2].ChartType = IndChartType.Line; Component[2].ChartColor = Color.Blue; Component[2].FirstBar = iFirstBar; Component[2].Value = adMACD; Component[3] = new IndicatorComp(); Component[3].ChartType = IndChartType.NoChart; Component[3].FirstBar = iFirstBar; Component[3].Value = new double[Bars]; Component[4] = new IndicatorComp(); Component[4].ChartType = IndChartType.NoChart; Component[4].FirstBar = iFirstBar; Component[4].Value = new double[Bars]; // Sets the Component's type 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.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"; } switch (IndParam.ListParam[0].Text) { case "The MACD line rises": OscillatorLogic(iFirstBar, iPrvs, adMACD, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_rises); break; case "The MACD line falls": OscillatorLogic(iFirstBar, iPrvs, adMACD, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_falls); break; case "The MACD line is higher than zero": OscillatorLogic(iFirstBar, iPrvs, adMACD, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_is_higher_than_the_level_line); break; case "The MACD line is lower than zero": OscillatorLogic(iFirstBar, iPrvs, adMACD, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_is_lower_than_the_level_line); break; case "The MACD line crosses the zero line upward": OscillatorLogic(iFirstBar, iPrvs, adMACD, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_crosses_the_level_line_upward); break; case "The MACD line crosses the zero line downward": OscillatorLogic(iFirstBar, iPrvs, adMACD, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_crosses_the_level_line_downward); break; case "The MACD line changes its direction upward": OscillatorLogic(iFirstBar, iPrvs, adMACD, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_changes_its_direction_upward); break; case "The MACD line changes its direction downward": OscillatorLogic(iFirstBar, iPrvs, adMACD, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_changes_its_direction_downward); break; case "The MACD line crosses the Signal line upward": OscillatorLogic(iFirstBar, iPrvs, adHistogram, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_crosses_the_level_line_upward); break; case "The MACD line crosses the Signal line downward": OscillatorLogic(iFirstBar, iPrvs, adHistogram, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_crosses_the_level_line_downward); break; case "The MACD line is higher than the Signal line": OscillatorLogic(iFirstBar, iPrvs, adHistogram, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_is_higher_than_the_level_line); break; case "The MACD line is lower than the Signal line": OscillatorLogic(iFirstBar, iPrvs, adHistogram, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_is_lower_than_the_level_line); break; default: break; } return; } public override void SetDescription() { EntryFilterLongDescription = ToString() + "; the MACD line "; EntryFilterShortDescription = ToString() + "; the MACD line "; ExitFilterLongDescription = ToString() + "; the MACD line "; ExitFilterShortDescription = ToString() + "; the MACD line "; switch (IndParam.ListParam[0].Text) { case "The MACD line rises": EntryFilterLongDescription += "rises"; EntryFilterShortDescription += "falls"; ExitFilterLongDescription += "rises"; ExitFilterShortDescription += "falls"; break; case "The MACD line falls": EntryFilterLongDescription += "falls"; EntryFilterShortDescription += "rises"; ExitFilterLongDescription += "falls"; ExitFilterShortDescription += "rises"; break; case "The MACD line is higher than zero": EntryFilterLongDescription += "is higher than the zero line"; EntryFilterShortDescription += "is lower than the zero line"; ExitFilterLongDescription += "is higher than the zero line"; ExitFilterShortDescription += "is lower than the zero line"; break; case "The MACD line is lower than zero": EntryFilterLongDescription += "is lower than the zero line"; EntryFilterShortDescription += "is higher than the zero line"; ExitFilterLongDescription += "is lower than the zero line"; ExitFilterShortDescription += "is higher than the zero line"; break; case "The MACD line crosses the zero line upward": EntryFilterLongDescription += "crosses the zero line upward"; EntryFilterShortDescription += "crosses the zero line downward"; ExitFilterLongDescription += "crosses the zero line upward"; ExitFilterShortDescription += "crosses the zero line downward"; break; case "The MACD line crosses the zero line downward": EntryFilterLongDescription += "crosses the zero line downward"; EntryFilterShortDescription += "crosses the zero line upward"; ExitFilterLongDescription += "crosses the zero line downward"; ExitFilterShortDescription += "crosses the zero line upward"; break; case "The MACD line changes its direction upward": EntryFilterLongDescription += "changes its direction upward"; EntryFilterShortDescription += "changes its direction downward"; ExitFilterLongDescription += "changes its direction upward"; ExitFilterShortDescription += "changes its direction downward"; break; case "The MACD line changes its direction downward": EntryFilterLongDescription += "changes its direction downward"; EntryFilterShortDescription += "changes its direction upward"; ExitFilterLongDescription += "changes its direction downward"; ExitFilterShortDescription += "changes its direction upward"; break; case "The MACD line is higher than the Signal line": EntryFilterLongDescription += "is higher than the Signal line"; EntryFilterShortDescription += "is lower than the Signal line"; ExitFilterLongDescription += "is higher than the Signal line"; ExitFilterShortDescription += "is lower than the Signal line"; break; case "The MACD line is lower than the Signal line": EntryFilterLongDescription += "is lower than the Signal line"; EntryFilterShortDescription += "is higher than the Signal line"; ExitFilterLongDescription += "is lower than the Signal line"; ExitFilterShortDescription += "is higher than the Signal line"; break; case "The MACD line crosses the Signal line upward": EntryFilterLongDescription += "crosses the Signal line upward"; EntryFilterShortDescription += "crosses the Signal line downward"; ExitFilterLongDescription += "crosses the Signal line upward"; ExitFilterShortDescription += "crosses the Signal line downward"; break; case "The MACD line crosses the Signal line downward": EntryFilterLongDescription += "crosses the Signal line downward"; EntryFilterShortDescription += "crosses the Signal line upward"; ExitFilterLongDescription += "crosses the Signal line downward"; ExitFilterShortDescription += "crosses the Signal line upward"; break; } } public override string ToString() { string sString = IndicatorName + (IndParam.CheckParam[0].Checked ? "* (" : " (") + IndParam.ListParam[1].Text + ", " + // Method IndParam.ListParam[2].Text + ", " + // Price IndParam.ListParam[3].Text + ", " + // Signal MA Method IndParam.NumParam[0].ValueToString + ", " + // Slow MA period IndParam.NumParam[1].ValueToString + ", " + // Fast MA period IndParam.NumParam[2].ValueToString + ")"; // Signal MA period return sString; } } }