//============================================================== // Forex Strategy Builder // Copyright (c) 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 VidyaMACrossover : Indicator { public VidyaMACrossover() { IndicatorName = "Vidya Moving Averages Crossover"; PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter; IndicatorAuthor = "Footon"; IndicatorVersion = "2.0"; IndicatorDescription = "Footon's indi corner: custom indicators for FSB and FST."; } public override void Initialize(SlotTypes slotType) { SlotType = slotType; // The ComboBox parameters IndParam.ListParam[0].Caption = "Logic"; IndParam.ListParam[0].ItemList = new string[] { "The Fast MA crosses the Slow MA upward", "The Fast MA crosses the Slow MA downward", "The Fast MA is higher than the Slow MA", "The Fast MA is lower than the Slow MA", }; 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 = "Slow Base price"; IndParam.ListParam[1].ItemList = Enum.GetNames(typeof(BasePrice)); IndParam.ListParam[1].Index = (int)BasePrice.Close; IndParam.ListParam[1].Text = IndParam.ListParam[1].ItemList[IndParam.ListParam[1].Index]; IndParam.ListParam[1].Enabled = true; IndParam.ListParam[1].ToolTip = "The price Moving Average is based on."; IndParam.ListParam[3].Caption = "Fast Base price"; IndParam.ListParam[3].ItemList = Enum.GetNames(typeof(BasePrice)); IndParam.ListParam[3].Index = (int)BasePrice.Close; IndParam.ListParam[3].Text = IndParam.ListParam[3].ItemList[IndParam.ListParam[3].Index]; IndParam.ListParam[3].Enabled = true; IndParam.ListParam[3].ToolTip = "The price Moving Average is based on."; // The NumericUpDown parameters IndParam.NumParam[0].Caption = "Slow Period"; IndParam.NumParam[0].Value = 21; IndParam.NumParam[0].Min = 1; IndParam.NumParam[0].Max = 200; IndParam.NumParam[0].Enabled = true; IndParam.NumParam[0].ToolTip = "The Vidya Moving Average period."; IndParam.NumParam[1].Caption = "Slow Smooth"; IndParam.NumParam[1].Value = 5; IndParam.NumParam[1].Min = 1; IndParam.NumParam[1].Max = 200; IndParam.NumParam[1].Enabled = true; IndParam.NumParam[1].ToolTip = "Smoothing period of Vidya."; IndParam.NumParam[2].Caption = "Fast Period"; IndParam.NumParam[2].Value = 31; IndParam.NumParam[2].Min = 1; IndParam.NumParam[2].Max = 200; IndParam.NumParam[2].Enabled = true; IndParam.NumParam[2].ToolTip = "The Vidya Moving Average period."; IndParam.NumParam[3].Caption = "Fast Smooth"; IndParam.NumParam[3].Value = 7; IndParam.NumParam[3].Min = 1; IndParam.NumParam[3].Max = 200; IndParam.NumParam[3].Enabled = true; IndParam.NumParam[3].ToolTip = "Smoothing period of Vidya."; // 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; } public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Reading the parameters BasePrice basePrice = (BasePrice)IndParam.ListParam[1].Index; int iPeriod = (int)IndParam.NumParam[0].Value; int iSmooth = (int)IndParam.NumParam[1].Value; BasePrice basePricefast = (BasePrice)IndParam.ListParam[3].Index; int iPeriodfast = (int)IndParam.NumParam[2].Value; int iSmoothfast = (int)IndParam.NumParam[3].Value; int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0; // Calculation double[] adBasePrice = Price(basePrice); double[] adMA = new double[Bars]; double[] adBasePricefast = Price(basePricefast); double[] adMAfast = new double[Bars]; int iFirstBar = (int)Math.Max(iPeriod + iSmooth, iPeriodfast + iSmoothfast) + 2 + iPrvs; // Calculating Chande Momentum Oscillator double[] adCMO1 = new double[Bars]; double[] adCMO2 = new double[Bars]; double[] adCMO1Sum = new double[Bars]; double[] adCMO2Sum = new double[Bars]; double[] adCMO = new double[Bars]; double[] adCMO1fast = new double[Bars]; double[] adCMO2fast = new double[Bars]; double[] adCMO1Sumfast = new double[Bars]; double[] adCMO2Sumfast = new double[Bars]; double[] adCMOfast = new double[Bars]; double[] adMAOscillator = new double[Bars]; for (int iBar = 1; iBar < Bars; iBar++) { adCMO1[iBar] = 0; adCMO2[iBar] = 0; if (adBasePrice[iBar] > adBasePrice[iBar - 1]) adCMO1[iBar] = adBasePrice[iBar] - adBasePrice[iBar - 1]; if (adBasePrice[iBar] < adBasePrice[iBar - 1]) adCMO2[iBar] = adBasePrice[iBar - 1] - adBasePrice[iBar]; } for (int iBar = 0; iBar < iPeriod; iBar++) { adCMO1Sum[iPeriod - 1] += adCMO1[iBar]; adCMO2Sum[iPeriod - 1] += adCMO2[iBar]; } for (int iBar = iPeriod; iBar < Bars; iBar++) { adCMO1Sum[iBar] = adCMO1Sum[iBar - 1] + adCMO1[iBar] - adCMO1[iBar - iPeriod]; adCMO2Sum[iBar] = adCMO2Sum[iBar - 1] + adCMO2[iBar] - adCMO2[iBar - iPeriod]; if (adCMO1Sum[iBar] + adCMO2Sum[iBar] == 0) adCMO[iBar] = 100; else adCMO[iBar] = 100 * (adCMO1Sum[iBar] - adCMO2Sum[iBar]) / (adCMO1Sum[iBar] + adCMO2Sum[iBar]); } double SC = 2.0 / (iSmooth + 1); for (int iBar = 0; iBar < iPeriod; iBar++) adMA[iBar] = adBasePrice[iBar]; for (int iBar = iPeriod; iBar < Bars; iBar++) { double dAbsCMO = Math.Abs(adCMO[iBar]) / 100; adMA[iBar] = SC * dAbsCMO * adBasePrice[iBar] + (1 - SC * dAbsCMO) * adMA[iBar - 1]; } //fast block for (int iBar = 1; iBar < Bars; iBar++) { adCMO1fast[iBar] = 0; adCMO2fast[iBar] = 0; if (adBasePricefast[iBar] > adBasePricefast[iBar - 1]) adCMO1fast[iBar] = adBasePricefast[iBar] - adBasePricefast[iBar - 1]; if (adBasePricefast[iBar] < adBasePricefast[iBar - 1]) adCMO2fast[iBar] = adBasePricefast[iBar - 1] - adBasePricefast[iBar]; } for (int iBar = 0; iBar < iPeriodfast; iBar++) { adCMO1Sumfast[iPeriodfast - 1] += adCMO1fast[iBar]; adCMO2Sumfast[iPeriodfast - 1] += adCMO2fast[iBar]; } for (int iBar = iPeriodfast; iBar < Bars; iBar++) { adCMO1Sumfast[iBar] = adCMO1Sumfast[iBar - 1] + adCMO1fast[iBar] - adCMO1fast[iBar - iPeriodfast]; adCMO2Sumfast[iBar] = adCMO2Sumfast[iBar - 1] + adCMO2fast[iBar] - adCMO2fast[iBar - iPeriodfast]; if (adCMO1Sumfast[iBar] + adCMO2Sumfast[iBar] == 0) adCMOfast[iBar] = 100; else adCMOfast[iBar] = 100 * (adCMO1Sumfast[iBar] - adCMO2Sumfast[iBar]) / (adCMO1Sumfast[iBar] + adCMO2Sumfast[iBar]); } double SCfast = 2.0 / (iSmoothfast + 1); for (int iBar = 0; iBar < iPeriodfast; iBar++) adMAfast[iBar] = adBasePricefast[iBar]; for (int iBar = iPeriodfast; iBar < Bars; iBar++) { double dAbsCMOfast = Math.Abs(adCMOfast[iBar]) / 100; adMAfast[iBar] = SCfast * dAbsCMOfast * adBasePricefast[iBar] + (1 - SCfast * dAbsCMOfast) * adMAfast[iBar - 1]; } for (int iBar = iFirstBar; iBar < Bars; iBar++) adMAOscillator[iBar] = adMA[iBar] - adMAfast[iBar]; // Saving the components Component = new IndicatorComp[4]; Component[0] = new IndicatorComp(); Component[0].CompName = "Fast Moving Average"; Component[0].ChartColor = Color.Goldenrod; Component[0].DataType = IndComponentType.IndicatorValue; Component[0].ChartType = IndChartType.Line; Component[0].FirstBar = iFirstBar; Component[0].Value = adMAfast; Component[1] = new IndicatorComp(); Component[1].CompName = "Slow Moving Average"; Component[1].ChartColor = Color.IndianRed; Component[1].DataType = IndComponentType.IndicatorValue; Component[1].ChartType = IndChartType.Line; Component[1].FirstBar = iFirstBar; Component[1].Value = adMA; 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; switch (IndParam.ListParam[0].Text) { case "The Fast MA crosses the Slow MA upward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward; break; case "The Fast MA crosses the Slow MA downward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward; break; case "The Fast MA is higher than the Slow MA": indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line; break; case "The Fast MA is lower than the Slow MA": indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line; break; default: break; } OscillatorLogic(iFirstBar, iPrvs, adMAOscillator, 0, 0, ref Component[2], ref Component[3], indLogic); return; } ///

/// Sets the indicator logic description ///

public override void SetDescription() { EntryFilterLongDescription = ToString() + "; the Fast MA "; EntryFilterShortDescription = ToString() + "; the Fast MA "; ExitFilterLongDescription = ToString() + "; the Fast MA "; ExitFilterShortDescription = ToString() + "; the Fast MA "; switch (IndParam.ListParam[0].Text) { case "The Fast MA crosses the Slow MA upward": EntryFilterLongDescription += "crosses the Slow MA upward"; EntryFilterShortDescription += "crosses the Slow MA downward"; ExitFilterLongDescription += "crosses the Slow MA upward"; ExitFilterShortDescription += "crosses the Slow MA downward"; break; case "The Fast MA crosses the Slow MA downward": EntryFilterLongDescription += "crosses the Slow MA downward"; EntryFilterShortDescription += "crosses the Slow MA upward"; ExitFilterLongDescription += "crosses the Slow MA downward"; ExitFilterShortDescription += "crosses the Slow MA upward"; break; case "The Fast MA is higher than the Slow MA": EntryFilterLongDescription += "is higher than the Slow MA"; EntryFilterShortDescription += "is lower than the Slow MA"; ExitFilterLongDescription += "is higher than the Slow MA"; ExitFilterShortDescription += "is lower than the Slow MA"; break; case "The Fast MA is lower than the Slow MA": EntryFilterLongDescription += "is lower than the Slow MA"; EntryFilterShortDescription += "is higher than the Slow MA"; ExitFilterLongDescription += "is lower than the Slow MA"; ExitFilterShortDescription += "is higher than the Slow MA"; break; default: break; } return; } ///

/// Indicator to string ///

public override string ToString() { string sString = IndicatorName + (IndParam.CheckParam[0].Checked ? "* (" : " (") + IndParam.ListParam[1].Text + ", " + // Price IndParam.ListParam[3].Text + ", " + // Fast MA Method IndParam.ListParam[4].Text + ", " + // Slow MA Method IndParam.NumParam[0].ValueToString + ", " + // Fast MA period IndParam.NumParam[1].ValueToString + ", " + // Slow MA period IndParam.NumParam[2].ValueToString + ", " + // Fast MA shift IndParam.NumParam[3].ValueToString + ")"; // Slow MA shift return sString; } } }