Vidya Moving Averages Crossover by footon

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Indicator Description

Vidya Moving Averages Crossover

Forum link: Footon's indi corner

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//============================================================== // 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; } } }
//+--------------------------------------------------------------------+ //| 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 "1.00" #property strict #include <Forexsb.com/Indicator.mqh> #include <Forexsb.com/Enumerations.mqh> //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class VidyaMovingAveragesCrossover : public Indicator { public: VidyaMovingAveragesCrossover(SlotTypes slotType) { SlotType=slotType; IndicatorName="Vidya Moving Averages Crossover"; WarningMessage = ""; IsAllowLTF = true; ExecTime = ExecutionTime_DuringTheBar; IsSeparateChart = false; IsDiscreteValues = false; IsDeafultGroupAll = false; } virtual void Calculate(DataSet &dataSet); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void VidyaMovingAveragesCrossover::Calculate(DataSet &dataSet) { Data=GetPointer(dataSet); // Reading the parameters BasePrice basePrice=(BasePrice)ListParam[1].Index; int iPeriod = (int)NumParam[0].Value; int iSmooth = (int)NumParam[1].Value; BasePrice basePricefast=(BasePrice)ListParam[3].Index; int iPeriodfast=(int)NumParam[2].Value; int iSmoothfast=(int)NumParam[3].Value; int iPrvs=CheckParam[0].Checked ? 1 : 0; // Calculation double adBasePrice[]; Price(basePrice,adBasePrice); double adBasePricefast[]; Price(basePricefast,adBasePricefast); double adMA[]; ArrayResize(adMA,Data.Bars); double adMAfast[]; ArrayResize(adMAfast,Data.Bars); int iFirstBar=(int)MathMax(iPeriod+iSmooth,iPeriodfast+iSmoothfast)+2+iPrvs; // Calculating Chande Momentum Oscillator double adCMO1[]; ArrayResize(adCMO1, Data.Bars);ArrayInitialize(adCMO1, 0); double adCMO2[]; ArrayResize(adCMO2, Data.Bars);ArrayInitialize(adCMO2, 0); double adCMO1Sum[]; ArrayResize(adCMO1Sum, Data.Bars);ArrayInitialize(adCMO1Sum, 0); double adCMO2Sum[]; ArrayResize(adCMO2Sum, Data.Bars);ArrayInitialize(adCMO2Sum, 0); double adCMO[]; ArrayResize(adCMO,Data.Bars);ArrayInitialize(adCMO, 0); double adCMO1fast[]; ArrayResize(adCMO1fast, Data.Bars);ArrayInitialize(adCMO1fast, 0); double adCMO2fast[]; ArrayResize(adCMO2fast, Data.Bars);ArrayInitialize(adCMO2fast, 0); double adCMO1Sumfast[]; ArrayResize(adCMO1Sumfast, Data.Bars);ArrayInitialize(adCMO1Sumfast, 0); double adCMO2Sumfast[]; ArrayResize(adCMO2Sumfast, Data.Bars);ArrayInitialize(adCMO2Sumfast, 0); double adCMOfast[]; ArrayResize(adCMOfast,Data.Bars);ArrayInitialize(adCMOfast, 0); double adMAOscillator[]; ArrayResize(adMAOscillator,Data.Bars);ArrayInitialize(adMAOscillator, 0); for(int iBar=1; iBar<Data.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<Data.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<Data.Bars; iBar++) { double dAbsCMO=MathAbs(adCMO[iBar])/100; adMA[iBar]=SC*dAbsCMO*adBasePrice[iBar]+(1-SC*dAbsCMO)*adMA[iBar-1]; } //fast block for(int iBar=1; iBar<Data.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<Data.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<Data.Bars; iBar++) { double dAbsCMOfast=MathAbs(adCMOfast[iBar])/100; adMAfast[iBar]=SCfast*dAbsCMOfast*adBasePricefast[iBar]+(1-SCfast*dAbsCMOfast)*adMAfast[iBar-1]; } for(int iBar=iFirstBar; iBar<Data.Bars; iBar++) adMAOscillator[iBar]=adMA[iBar]-adMAfast[iBar]; // Saving the components ArrayResize(Component[0].Value,Data.Bars); Component[0].CompName = "Fast Moving Average"; Component[0].DataType = IndComponentType_IndicatorValue; Component[0].FirstBar = iFirstBar; ArrayCopy(Component[0].Value,adMAfast); ArrayResize(Component[1].Value,Data.Bars); Component[1].CompName = "Slow Moving Average"; Component[1].DataType = IndComponentType_IndicatorValue; Component[1].FirstBar = iFirstBar; ArrayCopy(Component[1].Value,adMA); ArrayResize(Component[2].Value,Data.Bars); Component[2].FirstBar=iFirstBar; ArrayResize(Component[3].Value,Data.Bars); Component[3].FirstBar=iFirstBar; // 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; if(ListParam[0].Text=="The Fast MA crosses the Slow MA upward") { indLogic=IndicatorLogic_The_indicator_crosses_the_level_line_upward; } else if(ListParam[0].Text=="The Fast MA crosses the Slow MA downward") { indLogic=IndicatorLogic_The_indicator_crosses_the_level_line_downward; } else if(ListParam[0].Text=="The Fast MA is higher than the Slow MA") { indLogic=IndicatorLogic_The_indicator_is_higher_than_the_level_line; } else if(ListParam[0].Text=="The Fast MA is lower than the Slow MA") { indLogic=IndicatorLogic_The_indicator_is_lower_than_the_level_line; } OscillatorLogic(iFirstBar,iPrvs,adMAOscillator,0,0,Component[2],Component[3],indLogic); } //+------------------------------------------------------------------+
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