RegressionPolynomial by footon
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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 RegressionPolynomial : Indicator
{
public RegressionPolynomial()
{
IndicatorName = "RegressionPolynomial";
PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter;
//SeparatedChart = true;
//SeparatedChartMinValue = 0;
//SeparatedChartMaxValue = 100;
IndicatorAuthor = "Footon";
IndicatorVersion = "2.0";
IndicatorDescription = "Footon's indi corner: custom indicators for FSB and FST.";
}
public override void Initialize(SlotTypes slotType)
{
SlotType = slotType;
IndParam.IndicatorType = TypeOfIndicator.IndicatorsMA;
// The ComboBox parameters
IndParam.ListParam[0].Caption = "Logic";
IndParam.ListParam[0].ItemList = new string[]
{
"Price closes above lines",
"Price closes below lines",
"Price crosses lines upward",
"Price crosses lines downward",
"Price closes below lines",
"The fast line rises",
"The fast line falls",
"The fast line changes its direction upward",
"The fast line changes its direction downward",
"The fast line crosses the slow line upward",
"The fast line crosses the slow line downward",
"The fast line is higher than the slow line",
"The fast line is lower than the slow line",
"The slow line rises",
"The slow line falls",
"The slow line changes its direction upward",
"The slow line changes its direction downward"
};
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 oscillator.";
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 CMO is based on.";
IndParam.ListParam[3].Caption = "Smoothing 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 = "Signal method";
// The NumericUpDown parameters
IndParam.NumParam[0].Caption = "Period";
IndParam.NumParam[0].Value = 55;
IndParam.NumParam[0].Min = 2;
IndParam.NumParam[0].Max = 200;
IndParam.NumParam[0].Enabled = true;
IndParam.NumParam[0].ToolTip = "The period";
/*IndParam.NumParam[1].Caption = "Level";
IndParam.NumParam[1].Value = 20;
IndParam.NumParam[1].Min = 0;
IndParam.NumParam[1].Max = 100;
//IndParam.NumParam[1].Point = 3;
IndParam.NumParam[1].Enabled = true;
IndParam.NumParam[1].ToolTip = "A critical level (for the appropriate logic).";*/
IndParam.NumParam[2].Caption = "signal";
IndParam.NumParam[2].Value = 5;
IndParam.NumParam[2].Min = 1;
IndParam.NumParam[2].Max = 200;
//IndParam.NumParam[2].Point = 1;
IndParam.NumParam[2].Enabled = true;
IndParam.NumParam[2].ToolTip = "The period of signal";
IndParam.NumParam[3].Caption = "degree";
IndParam.NumParam[3].Value = 2;
IndParam.NumParam[3].Min = 1;
IndParam.NumParam[3].Max = 8;
IndParam.NumParam[3].Enabled = true;
IndParam.NumParam[3].ToolTip = "The degree";
// 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[2].Index;
int period = (int)IndParam.NumParam[0].Value;
int degree = (int)IndParam.NumParam[3].Value;
int signal = (int)IndParam.NumParam[2].Value;
double dLevel = 0;//IndParam.NumParam[1].Value;
MAMethod maMethod = (MAMethod )IndParam.ListParam[3].Index;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
double[] Line = new double[Bars];
int iFirstBar = Math.Max(period,signal) + 2 + degree*2;
double[] adBasePrice = Price(basePrice);
double[] adMA1 = MovingAverage(period, 0, MAMethod.Weighted, adBasePrice);
double[] adMA2 = MovingAverage(period, 0, MAMethod.Simple, adBasePrice);
double[,] a = new double[10,10];
double[] b = new double[10];
double[] x = new double[10];
double[] sx = new double[20];
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
if(degree == 1)
{
Line[iBar] = (3 * adMA1[iBar] - 2 * adMA2[iBar]);
}
else if(degree == 2)
{
int i = 1;
double sum = 0;
for (int j = 0; j < period; j++, i++)
{
sum += adBasePrice[iBar-j] * Math.Pow(period - i + 1, 2);
}
double value = 6.0 / (period * ( period + 1) * (2 * period + 1)) ;
double qwma = (value * sum);
Line[iBar] = 3.0 * adMA2[iBar] + qwma * (10 - 15 / (period + 2 )) - adMA1[iBar] * (12 - 15 / (period + 2));
}
else
{
int k;
double t;
int degree1;
sx[1] = period + 1;
degree1 = degree + 1;
for(int i = 1; i <= degree1 * 2 - 2; i++)
{
sx[i+1] = 0;
for(int n = 0; n <= period; n++)
{
sx[i+1] += Math.Pow(n, i);
}
}
for(int i = 1; i <= degree1; i++)
{
b[i] = 0;
for(int n = 0; n <= period; n++)
{
if(i == 1)
{
b[i] += adBasePrice[iBar-n];
}
else
{
b[i] += adBasePrice[iBar-n] * Math.Pow(n, i - 1);
}
}
}
for(int j = 1; j <= degree1; j++)
{
for(int i = 1; i <= degree1; i++)
{
k = i + j - 1;
a[i, j] = sx[k];
}
}
for(k = 1; k <= degree1-1; k++)
{
int l = 0;
double mm = 0;
for(int i = k; i <= degree1; i++)
{
if(Math.Abs(a[i, k]) > mm)
{
mm = Math.Abs(a[i, k]);
l = i;
}
}
/*if(l == 0)
{
return(0);
}*/
if (l != k)
{
for(int j = 1; j <= degree1; j++)
{
t = a[k, j];
a[k, j] = a[l, j];
a[l, j] = t;
}
t = b[k];
b[k] = b[l];
b[l] = t;
}
double div = 0;
for(int i = k + 1; i <= degree1; i++)
{
div = a[i, k] / a[k, k];
for(int j = 1; j <= degree1; j++)
{
if(j == k)
{
a[i, j] = 0;
}
else
{
a[i, j] = a[i, j] - div * a[k, j];
}
}
b[i] = b[i] - div * b[k];
}
}
x[degree1] = b[degree1] / a[degree1, degree1];
for(int i = degree; i >= 1; i--)
{
t = 0;
for(int j = 1; j <= degree1 - i; j++)
{
t = t + a[i, i + j] * x[i + j];
x[i] = (1 / a[i, i]) * (b[i] - t);
}
}
double value = x[1];
for(int i = 1; k <= degree; i++)
{
double n = period;
value += x[i + 1] * Math.Pow(n, i);
}
Line[iBar] = value;
}
}
double[] Signal = MovingAverage(signal, 0, maMethod, Line);
// Saving the components
Component = new IndicatorComp[4];
Component[0] = new IndicatorComp();
Component[0].CompName = "Fast line";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.Blue;
Component[0].FirstBar = iFirstBar;
Component[0].Value = Line;
Component[3] = new IndicatorComp();
Component[3].CompName = "Slow line";
Component[3].DataType = IndComponentType.IndicatorValue;
Component[3].ChartType = IndChartType.Line;
Component[3].ChartColor = Color.Green;
Component[3].FirstBar = iFirstBar;
Component[3].Value = Signal;
Component[1] = new IndicatorComp();
Component[1].ChartType = IndChartType.NoChart;
Component[1].FirstBar = iFirstBar;
Component[1].Value = new double[Bars];
Component[2] = new IndicatorComp();
Component[2].ChartType = IndChartType.NoChart;
Component[2].FirstBar = iFirstBar;
Component[2].Value = new double[Bars];
// Sets the Component's type
if (SlotType == SlotTypes.OpenFilter)
{
Component[1].DataType = IndComponentType.AllowOpenLong;
Component[1].CompName = "Is long entry allowed";
Component[2].DataType = IndComponentType.AllowOpenShort;
Component[2].CompName = "Is short entry allowed";
}
else if (SlotType == SlotTypes.CloseFilter)
{
Component[1].DataType = IndComponentType.ForceCloseLong;
Component[1].CompName = "Close out long position";
Component[2].DataType = IndComponentType.ForceCloseShort;
Component[2].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 "Price closes above lines":
for (int iBar = iFirstBar + iPrvs; iBar < Bars; iBar++)
{
Component[1].Value[iBar] = Close[iBar - 1] > Math.Max(Line[iBar - iPrvs], Signal[iBar - iPrvs]) ? 1 : 0;
Component[2].Value[iBar] = Close[iBar - 1] < Math.Min(Line[iBar - iPrvs], Signal[iBar - iPrvs]) ? 1 : 0;
}
break;
case "Price closes below lines":
for (int iBar = iFirstBar + iPrvs; iBar < Bars; iBar++)
{
Component[1].Value[iBar] = Close[iBar - 1] < Math.Min(Line[iBar - iPrvs], Signal[iBar - iPrvs]) ? 1 : 0;
Component[2].Value[iBar] = Close[iBar - 1] > Math.Max(Line[iBar - iPrvs], Signal[iBar - iPrvs]) ? 1 : 0;
}
break;
case "Price crosses lines upward":
for (int iBar = iFirstBar + iPrvs; iBar < Bars; iBar++)
{
if (Close[iBar - 2] < Math.Max(Line[iBar - iPrvs - 1], Signal[iBar - iPrvs - 1]))
Component[1].Value[iBar] = Close[iBar - 1] > Math.Max(Line[iBar - iPrvs], Signal[iBar - iPrvs]) ? 1 : 0;
if (Close[iBar - 2] > Math.Min(Line[iBar - iPrvs - 1], Signal[iBar - iPrvs - 1]))
Component[2].Value[iBar] = Close[iBar - 1] < Math.Min(Line[iBar - iPrvs], Signal[iBar - iPrvs]) ? 1 : 0;
}
break;
case "Price crosses lines downward":
for (int iBar = iFirstBar + iPrvs; iBar < Bars; iBar++)
{
if (Close[iBar - 2] > Math.Min(Line[iBar - iPrvs - 1], Signal[iBar - iPrvs - 1]))
Component[1].Value[iBar] = Close[iBar - 1] < Math.Min(Line[iBar - iPrvs], Signal[iBar - iPrvs]) ? 1 : 0;
if (Close[iBar - 2] < Math.Max(Line[iBar - iPrvs - 1], Signal[iBar - iPrvs - 1]))
Component[2].Value[iBar] = Close[iBar - 1] > Math.Max(Line[iBar - iPrvs], Signal[iBar - iPrvs]) ? 1 : 0;
}
break;
case "The fast line rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "The fast line falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
/*case "The fast line is higher than the level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
break;
case "The fast line is lower than the level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
break;
case "The fast line crosses the level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
break;
case "The fast line crosses the level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
break;*/
case "The fast line changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "The fast line changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
break;
case "The fast line crosses the slow line upward":
IndicatorCrossesAnotherIndicatorUpwardLogic(iFirstBar, iPrvs, Line, Signal, ref Component[1], ref Component[2]);
break;
case "The fast line crosses the slow line downward":
IndicatorCrossesAnotherIndicatorDownwardLogic(iFirstBar, iPrvs, Line, Signal, ref Component[1], ref Component[2]);
break;
case "The fast line is higher than the slow line":
IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar, iPrvs, Line, Signal, ref Component[1], ref Component[2]);
break;
case "The fast line is lower than the slow line":
IndicatorIsLowerThanAnotherIndicatorLogic(iFirstBar, iPrvs, Line, Signal, ref Component[1], ref Component[2]);
break;
case "The slow line rises":
OscillatorLogic(iFirstBar, iPrvs, Signal, 0, 0, ref Component[1], ref Component[2], IndicatorLogic.The_indicator_rises);
break;
case "The slow line falls":
OscillatorLogic(iFirstBar, iPrvs, Signal, 0, 0, ref Component[1], ref Component[2], IndicatorLogic.The_indicator_falls);
break;
case "The slow line changes its direction upward":
OscillatorLogic(iFirstBar, iPrvs, Signal, 0, 0, ref Component[1], ref Component[2], IndicatorLogic.The_indicator_changes_its_direction_upward);
break;
case "The slow line changes its direction downward":
OscillatorLogic(iFirstBar, iPrvs, Signal, 0, 0, ref Component[1], ref Component[2], IndicatorLogic.The_indicator_changes_its_direction_downward);
break;
/*case "The slow line is higher than the level line":
OscillatorLogic(iFirstBar, iPrvs, Signal, dLevel, dLevel, ref Component[1], ref Component[2], IndicatorLogic.The_indicator_is_higher_than_the_level_line);
break;
case "The slow line is lower than the level line":
OscillatorLogic(iFirstBar, iPrvs, Signal, dLevel, dLevel, ref Component[1], ref Component[2], IndicatorLogic.The_indicator_is_lower_than_the_level_line);
break;
case "The slow line crosses the level line upward":
OscillatorLogic(iFirstBar, iPrvs, Signal, dLevel, dLevel, ref Component[1], ref Component[2], IndicatorLogic.The_indicator_crosses_the_level_line_upward);
break;
case "The slow line crosses the level line downward":
OscillatorLogic(iFirstBar, iPrvs, Signal, dLevel, dLevel, ref Component[1], ref Component[2], IndicatorLogic.The_indicator_crosses_the_level_line_downward);
break;*/
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, Line, dLevel, dLevel, ref Component[1], ref Component[2], indLogic);
return;
}
///
/// Sets the indicator logic description
///
public override void SetDescription()
{
EntryFilterLongDescription = "the " + ToString() + " ";
EntryFilterShortDescription = "the " + ToString() + " ";
ExitFilterLongDescription = "the " + ToString() + " ";
ExitFilterShortDescription = "the " + ToString() + " ";
switch (IndParam.ListParam[0].Text)
{
case "The fast line rises":
EntryFilterLongDescription += "rises";
EntryFilterShortDescription += "falls";
ExitFilterLongDescription += "rises";
ExitFilterShortDescription += "falls";
break;
case "The fast line falls":
EntryFilterLongDescription += "falls";
EntryFilterShortDescription += "rises";
ExitFilterLongDescription += "falls";
ExitFilterShortDescription += "rises";
break;
case "The fast line is higher than the level line":
EntryFilterLongDescription += "is higher than the level line";
EntryFilterShortDescription += "is lower than the level line";
ExitFilterLongDescription += "is higher than the level line";
ExitFilterShortDescription += "is lower than the level line";
break;
case "The fast line is lower than the level line":
EntryFilterLongDescription += "is lower than the level line";
EntryFilterShortDescription += "is higher than the level line";
ExitFilterLongDescription += "is lower than the level line";
ExitFilterShortDescription += "is higher than the level line";
break;
case "The fast line crosses the level line upward":
EntryFilterLongDescription += "crosses the level line upward";
EntryFilterShortDescription += "crosses the level line downward";
ExitFilterLongDescription += "crosses the level line upward";
ExitFilterShortDescription += "crosses the level line downward";
break;
case "The fast line crosses the level line downward":
EntryFilterLongDescription += "crosses the level line downward";
EntryFilterShortDescription += "crosses the level line upward";
ExitFilterLongDescription += "crosses the level line downward";
ExitFilterShortDescription += "crosses the level line upward";
break;
case "The fast 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 fast 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;
default:
break;
}
return;
}
///
/// Indicator to string
///
public override string ToString()
{
string sString = IndicatorName +
(IndParam.CheckParam[0].Checked ? "* (" : " (") +
IndParam.ListParam[1].Text + ", " + // Smoothing method
IndParam.ListParam[2].Text + ", " + // Signal line method
IndParam.ListParam[3].Text + ", " + // Base price
IndParam.NumParam[0].ValueToString + ", " + // RSI period
IndParam.NumParam[1].ValueToString + ")"; // slow line period
return sString;
}
}
}
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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301//+--------------------------------------------------------------------+ //| 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 "2.1" #property strict #include <Forexsb.com/Indicator.mqh> #include <Forexsb.com/Enumerations.mqh> //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class RegressionPolynomial : public Indicator { public: RegressionPolynomial(SlotTypes slotType) { SlotType=slotType; IndicatorName="RegressionPolynomial"; WarningMessage = ""; IsAllowLTF = true; ExecTime = ExecutionTime_DuringTheBar; IsSeparateChart = true; IsDiscreteValues = false; IsDefaultGroupAll = false; } virtual void Calculate(DataSet &dataSet); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void RegressionPolynomial::Calculate(DataSet &dataSet) { Data=GetPointer(dataSet); BasePrice basePrice = (BasePrice)ListParam[2].Index; int period = (int)NumParam[0].Value; int degree = (int)NumParam[3].Value; int signal = (int)NumParam[2].Value; double dLevel = 0; MAMethod maMethod = (MAMethod )ListParam[3].Index; int iPrvs = CheckParam[0].Checked ? 1 : 0; int iFirstBar = MathMax(period,signal) + 2 + degree*2; double adBasePrice[]; Price(basePrice,adBasePrice); double Line[]; ArrayResize(Line,Data.Bars); ArrayInitialize(Line,0); double adMA1[]; MovingAverage(period, 0, MAMethod_Weighted, adBasePrice,adMA1); double adMA2[]; MovingAverage(period, 0, MAMethod_Simple, adBasePrice,adMA2); for (int iBar = iFirstBar; iBar < Data.Bars; iBar++) { double a[10,10]; double b[10]; double x[10]; double sx[20]; if(degree == 1) { Line[iBar] = (3 * adMA1[iBar] - 2 * adMA2[iBar]); } else if(degree == 2) { int i = 1; double sum = 0; for (int j = 0; j < period; j++, i++) { sum += adBasePrice[iBar-j] * MathPow(period - i + 1, 2); } double value = 6.0 / (period * ( period + 1) * (2 * period + 1)) ; double qwma = (value * sum); Line[iBar] = 3.0 * adMA2[iBar] + qwma * (10 - 15 / (period + 2 )) - adMA1[iBar] * (12 - 15 / (period + 2)); } else { int k; double t; int degree1; sx[1] = period + 1; degree1 = degree + 1; for(int i = 1; i <= degree1 * 2 - 2; i++) { sx[i+1] = 0; for(int n = 0; n <= period; n++) { sx[i+1] += MathPow(n, i); } } for(int i = 1; i <= degree1; i++) { b[i] = 0; for(int n = 0; n <= period; n++) { if(i == 1) { b[i] += adBasePrice[iBar-n]; } else { b[i] += adBasePrice[iBar-n] * MathPow(n, i - 1); } } } for(int j = 1; j <= degree1; j++) { for(int i = 1; i <= degree1; i++) { k = i + j - 1; a[i, j] = sx[k]; } } for(k = 1; k <= degree1-1; k++) { int l = 0; double mm = 0; for(int i = k; i <= degree1; i++) { if(MathAbs(a[i, k]) > mm) { mm = MathAbs(a[i, k]); l = i; } } if (l != k) { for(int j = 1; j <= degree1; j++) { t = a[k, j]; a[k, j] = a[l, j]; a[l, j] = t; } t = b[k]; b[k] = b[l]; b[l] = t; } double div = 0; for(int i = k + 1; i <= degree1; i++) { div = a[i, k] / a[k, k]; for(int j = 1; j <= degree1; j++) { if(j == k) { a[i, j] = 0; } else { a[i, j] = a[i, j] - div * a[k, j]; } } b[i] = b[i] - div * b[k]; } } x[degree1] = b[degree1] / a[degree1, degree1]; for(int i = degree; i >= 1; i--) { t = 0; for(int j = 1; j <= degree1 - i; j++) { t = t + a[i, i + j] * x[i + j]; x[i] = (1 / a[i, i]) * (b[i] - t); } } double value = x[1]; for(int i = 1; k <= degree; i++) { double n = period; value += x[i + 1] * MathPow(n, i); } Line[iBar] = value; } } double Signal[]; MovingAverage(signal, 0, maMethod, Line,Signal); ArrayResize(Component[0].Value,Data.Bars); Component[0].CompName = "Fast line"; Component[0].DataType = IndComponentType_IndicatorValue; Component[0].FirstBar = iFirstBar; ArrayCopy(Component[0].Value,Line); ArrayResize(Component[1].Value,Data.Bars); Component[1].CompName = "Slow line"; Component[1].DataType = IndComponentType_IndicatorValue; Component[1].FirstBar = iFirstBar; ArrayCopy(Component[1].Value,Signal); ArrayResize(Component[2].Value,Data.Bars); Component[2].FirstBar=iFirstBar; ArrayResize(Component[3].Value,Data.Bars); Component[3].FirstBar=iFirstBar; 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"; } ArrayInitialize(Component[2].Value,0); ArrayInitialize(Component[3].Value,0); IndicatorLogic indLogic=IndicatorLogic_It_does_not_act_as_a_filter; if(ListParam[0].Text=="The fast line rises") indLogic = IndicatorLogic_The_indicator_rises; else if(ListParam[0].Text=="The fast line falls") indLogic = IndicatorLogic_The_indicator_falls; else if(ListParam[0].Text=="The fast line changes its direction upward") indLogic = IndicatorLogic_The_indicator_changes_its_direction_upward; else if(ListParam[0].Text=="The fast line changes its direction downward") indLogic = IndicatorLogic_The_indicator_changes_its_direction_downward; else if(ListParam[0].Text=="The fast line crosses the slow line upward") IndicatorCrossesAnotherIndicatorUpwardLogic(iFirstBar, iPrvs, Line, Signal, Component[2], Component[3]); else if(ListParam[0].Text=="The fast line crosses the slow line downward") IndicatorCrossesAnotherIndicatorDownwardLogic(iFirstBar, iPrvs, Line, Signal, Component[2], Component[3]); else if(ListParam[0].Text=="The fast line is higher than the slow line") IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar, iPrvs, Line, Signal, Component[2], Component[3]); else if(ListParam[0].Text=="The fast line is lower than the slow line") IndicatorIsLowerThanAnotherIndicatorLogic(iFirstBar, iPrvs, Line, Signal, Component[2], Component[3]); else if(ListParam[0].Text=="The slow line rises") OscillatorLogic(iFirstBar, iPrvs, Signal, 0, 0, Component[2], Component[3], IndicatorLogic_The_indicator_rises); else if(ListParam[0].Text=="The slow line falls") OscillatorLogic(iFirstBar, iPrvs, Signal, 0, 0, Component[2], Component[3], IndicatorLogic_The_indicator_falls); else if(ListParam[0].Text=="The slow line changes its direction upward") OscillatorLogic(iFirstBar, iPrvs, Signal, 0, 0, Component[2], Component[3], IndicatorLogic_The_indicator_changes_its_direction_upward); else if(ListParam[0].Text=="The slow line changes its direction downward") OscillatorLogic(iFirstBar, iPrvs, Signal, 0, 0, Component[2], Component[3], IndicatorLogic_The_indicator_changes_its_direction_downward); else if(ListParam[0].Text=="Price closes above lines") for (int iBar = iFirstBar + iPrvs; iBar < Data.Bars; iBar++) { Component[2].Value[iBar] = Data.Close[iBar - 1] > MathMax(Line[iBar - iPrvs], Signal[iBar - iPrvs]) ? 1 : 0; Component[3].Value[iBar] = Data.Close[iBar - 1] < MathMin(Line[iBar - iPrvs], Signal[iBar - iPrvs]) ? 1 : 0; } else if(ListParam[0].Text=="Price closes below lines") for (int iBar = iFirstBar + iPrvs; iBar < Data.Bars; iBar++) { Component[2].Value[iBar] = Data.Close[iBar - 1] < MathMin(Line[iBar - iPrvs], Signal[iBar - iPrvs]) ? 1 : 0; Component[3].Value[iBar] = Data.Close[iBar - 1] > MathMax(Line[iBar - iPrvs], Signal[iBar - iPrvs]) ? 1 : 0; } else if(ListParam[0].Text=="Price crosses lines upward") for (int iBar = iFirstBar + iPrvs; iBar < Data.Bars; iBar++) { if (Data.Close[iBar - 2] < MathMax(Line[iBar - iPrvs - 1], Signal[iBar - iPrvs - 1])) Component[2].Value[iBar] = Data.Close[iBar - 1] > MathMax(Line[iBar - iPrvs], Signal[iBar - iPrvs]) ? 1 : 0; if (Data.Close[iBar - 2] > MathMin(Line[iBar - iPrvs - 1], Signal[iBar - iPrvs - 1])) Component[3].Value[iBar] = Data.Close[iBar - 1] < MathMin(Line[iBar - iPrvs], Signal[iBar - iPrvs]) ? 1 : 0; } else if(ListParam[0].Text=="Price crosses lines downward") for (int iBar = iFirstBar + iPrvs; iBar < Data.Bars; iBar++) { if (Data.Close[iBar - 2] > MathMin(Line[iBar - iPrvs - 1], Signal[iBar - iPrvs - 1])) Component[2].Value[iBar] = Data.Close[iBar - 1] < MathMin(Line[iBar - iPrvs], Signal[iBar - iPrvs]) ? 1 : 0; if (Data.Close[iBar - 2] < MathMax(Line[iBar - iPrvs - 1], Signal[iBar - iPrvs - 1])) Component[3].Value[iBar] = Data.Close[iBar - 1] > MathMax(Line[iBar - iPrvs], Signal[iBar - iPrvs]) ? 1 : 0; } OscillatorLogic(iFirstBar, iPrvs, Line, dLevel, dLevel, Component[2], Component[3], indLogic); } //+------------------------------------------------------------------+
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Copyright © 2006 - 2025, Forex Software Ltd.;