QQE by footon

40782 downloads / 3230 views / Created: 24.05.2013
 Average Rating: 0

Indicator Description

QQE

Forum link: Footon's indi corner

Comments

//============================================================== // 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 QQE : Indicator { public QQE() { IndicatorName = "QQE"; PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter; SeparatedChart = true; SeparatedChartMinValue = -5; SeparatedChartMaxValue = 105; 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[] { "The fast line rises", "The fast line falls", "The fast line is higher than the level line", "The fast line is lower than the level line", "The fast line crosses the level line upward", "The fast line crosses the level line downward", "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" }; 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[1].Caption = "Smoothing method"; IndParam.ListParam[1].ItemList = Enum.GetNames(typeof(MAMethod)); IndParam.ListParam[1].Index = (int)MAMethod.Smoothed; IndParam.ListParam[1].Text = IndParam.ListParam[1].ItemList[IndParam.ListParam[1].Index]; IndParam.ListParam[1].Enabled = true; IndParam.ListParam[1].ToolTip = "The Moving Average method used for smoothing the RSI value"; IndParam.ListParam[2].Caption = "Method of MA arrays"; IndParam.ListParam[2].ItemList = Enum.GetNames(typeof(MAMethod)); IndParam.ListParam[2].Index = (int)MAMethod.Exponential; IndParam.ListParam[2].Text = IndParam.ListParam[2].ItemList[IndParam.ListParam[2].Index]; IndParam.ListParam[2].Enabled = true; IndParam.ListParam[2].ToolTip = "The Moving Average method used for smoothing"; IndParam.ListParam[3].Caption = "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 the indicator is based on."; // The NumericUpDown parameters IndParam.NumParam[0].Caption = "RSI period"; IndParam.NumParam[0].Value = 14; IndParam.NumParam[0].Min = 1; IndParam.NumParam[0].Max = 200; IndParam.NumParam[0].Enabled = true; IndParam.NumParam[0].ToolTip = "The period of RSI"; IndParam.NumParam[1].Caption = "Smoothing Factor"; IndParam.NumParam[1].Value = 5; IndParam.NumParam[1].Min = 1; IndParam.NumParam[1].Max = 200; IndParam.NumParam[1].Enabled = true; IndParam.NumParam[1].ToolTip = "The period of SF"; IndParam.NumParam[2].Caption = "Level"; IndParam.NumParam[2].Value = 50; IndParam.NumParam[2].Min = 1; IndParam.NumParam[2].Max = 100; IndParam.NumParam[2].Enabled = true; IndParam.NumParam[2].ToolTip = "The level of QQE"; /*IndParam.NumParam[3].Caption = "Dar factor"; IndParam.NumParam[3].Value = 50; IndParam.NumParam[3].Min = 1; IndParam.NumParam[3].Max = 100; IndParam.NumParam[3].Enabled = true; IndParam.NumParam[3].ToolTip = "The level of QQE";*/ // 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 MAMethod maMethod = (MAMethod )IndParam.ListParam[1].Index; MAMethod maSignalMAMethod = (MAMethod )IndParam.ListParam[2].Index; BasePrice basePrice = (BasePrice)IndParam.ListParam[3].Index; int iPeriod1 = (int)IndParam.NumParam[0].Value; int SF = (int)IndParam.NumParam[1].Value; double dLevel = IndParam.NumParam[2].Value; int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0; int Wilders_Period = iPeriod1 * 2 - 1; // Calculation int iFirstBar = iPeriod1 + SF + 1 + Wilders_Period + Wilders_Period + 2; double[] Rsi = new double[Bars]; double[] RsiMa = new double[Bars]; double[] TrLevelSlow = new double[Bars]; double[] AtrRsi = new double[Bars]; double[] MaAtrRsi = new double[Bars]; double[] MaMaAtrRsi = new double[Bars]; double dar = 0; double tr = 0; double dv = 0; double rsi12 = 0; double rsi01 = 0; // --------------------------------------------------------- RSI rsi1 = new RSI(); rsi1.Initialize(SlotType); rsi1.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index; rsi1.IndParam.ListParam[2].Index = IndParam.ListParam[3].Index; rsi1.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value; rsi1.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked; rsi1.Calculate(DataSet); Rsi = rsi1.Component[0].Value; RsiMa = MovingAverage(SF, 0, maSignalMAMethod, Rsi); // ---------------------------------------------------------- for (int iBar = iFirstBar; iBar < Bars; iBar++) { AtrRsi[iBar] = Math.Abs(RsiMa[iBar - 1] - RsiMa[iBar]); //shift +1 } MaAtrRsi = MovingAverage(Wilders_Period, 0, maSignalMAMethod, AtrRsi); //shift +wilders period MaMaAtrRsi = MovingAverage(Wilders_Period, 0, maSignalMAMethod, MaAtrRsi); //järgmine shift +wilders period //rsi11 = MovingAverage(SF, 0, maSignalMAMethod, Rsi); //miks topelt //rsi0 = MovingAverage(SF, 2, maSignalMAMethod, Rsi); // miks topelt for (int iBar = iFirstBar; iBar < Bars; iBar++) { tr=TrLevelSlow[iBar-1]; rsi12 = RsiMa[iBar-1]; rsi01 = RsiMa[iBar]; dar = MaMaAtrRsi[iBar] * 4.236; dv=tr; if (rsi01 < tr) { tr=rsi01 + dar; if (rsi12 < dv && tr > dv) { tr=dv; } } else if (rsi01 > tr) { tr = rsi01 - dar; if (rsi12 > dv && tr < dv) { tr=dv; } } TrLevelSlow[iBar]=tr; rsi12=rsi01; } // 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 = RsiMa; 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 = TrLevelSlow; 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 "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, RsiMa, TrLevelSlow, ref Component[1], ref Component[2]); break; case "The fast line crosses the slow line downward": IndicatorCrossesAnotherIndicatorDownwardLogic(iFirstBar, iPrvs, RsiMa, TrLevelSlow, ref Component[1], ref Component[2]); break; case "The fast line is higher than the slow line": IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar, iPrvs, RsiMa, TrLevelSlow, ref Component[1], ref Component[2]); break; case "The fast line is lower than the slow line": IndicatorIsLowerThanAnotherIndicatorLogic(iFirstBar, iPrvs, RsiMa, TrLevelSlow, ref Component[1], ref Component[2]); break; default: break; } OscillatorLogic(iFirstBar, iPrvs, RsiMa, dLevel, 100 - 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; } } }
//+--------------------------------------------------------------------+ //| 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> #include <Forexsb.com/Indicators/RSI.mqh> //## Requires RSI.mqh class QQE : public Indicator { public: QQE(SlotTypes slotType) { SlotType=slotType; IndicatorName="QQE"; WarningMessage = ""; IsAllowLTF = true; ExecTime = ExecutionTime_DuringTheBar; IsSeparateChart = true; IsDiscreteValues = false; IsDefaultGroupAll = false; } virtual void Calculate(DataSet &dataSet); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void QQE::Calculate(DataSet &dataSet) { Data=GetPointer(dataSet); // Reading the parameters MAMethod maMethod = (MAMethod ) ListParam[1].Index; MAMethod maSignalMAMethod = (MAMethod ) ListParam[2].Index; BasePrice basePrice = (BasePrice) ListParam[3].Index; int iPeriod1 = (int) NumParam[0].Value; int SF = (int) NumParam[1].Value; double dLevel = NumParam[2].Value; int previous=CheckParam[0].Checked ? 1 : 0; // Calculation int Wilders_Period = iPeriod1 * 2 - 1; int iFirstBar=iPeriod1 + SF + 1 + Wilders_Period + Wilders_Period + 2; double TrLevelSlow[]; ArrayResize(TrLevelSlow,Data.Bars); ArrayInitialize(TrLevelSlow,0); double AtrRsi[]; ArrayResize(AtrRsi,Data.Bars); ArrayInitialize(AtrRsi,0); double MaAtrRsi[]; double MaMaAtrRsi[]; double dar = 0; double tr = 0; double dv = 0; double rsi12 = 0; double rsi01 = 0; // ---------------------------------------------------- RSI *rsi1=new RSI(SlotType); rsi1.ListParam[1].Index = ListParam[1].Index; rsi1.ListParam[2].Index = ListParam[3].Index; rsi1.NumParam[0].Value=NumParam[0].Value; rsi1.CheckParam[0].Checked=CheckParam[0].Checked; rsi1.Calculate(dataSet); double indicator1[]; ArrayResize(indicator1,Data.Bars); ArrayCopy(indicator1,rsi1.Component[0].Value); delete rsi1; double RsiMa[]; MovingAverage(SF,0,maSignalMAMethod,indicator1,RsiMa); // ----------------------------------------------------- for (int iBar = iFirstBar; iBar < Data.Bars; iBar++) { AtrRsi[iBar] = MathAbs(RsiMa[iBar - 1] - RsiMa[iBar]); //shift +1 } MovingAverage(Wilders_Period, 0, maSignalMAMethod, AtrRsi,MaAtrRsi); //shift +wilders period MovingAverage(Wilders_Period, 0, maSignalMAMethod, MaAtrRsi,MaMaAtrRsi); for (int iBar = iFirstBar; iBar < Data.Bars; iBar++) { tr=TrLevelSlow[iBar-1]; rsi12 = RsiMa[iBar-1]; rsi01 = RsiMa[iBar]; dar = MaMaAtrRsi[iBar] * 4.236; dv=tr; if (rsi01 < tr) { tr=rsi01 + dar; if (rsi12 < dv && tr > dv) { tr=dv; } } else if (rsi01 > tr) { tr = rsi01 - dar; if (rsi12 > dv && tr < dv) { tr=dv; } } TrLevelSlow[iBar]=tr; rsi12=rsi01; } // Saving the components ArrayResize(Component[0].Value,Data.Bars); Component[0].CompName = "Fast line"; Component[0].DataType = IndComponentType_IndicatorValue; Component[0].FirstBar = iFirstBar; ArrayCopy(Component[0].Value,RsiMa); ArrayResize(Component[1].Value,Data.Bars); Component[1].FirstBar=iFirstBar; ArrayResize(Component[2].Value,Data.Bars); Component[2].FirstBar=iFirstBar; ArrayResize(Component[3].Value,Data.Bars); Component[3].CompName = "Slow line"; Component[3].DataType = IndComponentType_IndicatorValue; Component[3].FirstBar = iFirstBar; ArrayCopy(Component[3].Value,TrLevelSlow); // 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; 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 is higher than the level line") indLogic=IndicatorLogic_The_indicator_is_higher_than_the_level_line; else if(ListParam[0].Text=="The fast line is lower than the level line") indLogic=IndicatorLogic_The_indicator_is_lower_than_the_level_line; else if(ListParam[0].Text=="The fast line crosses the level line upward") indLogic=IndicatorLogic_The_indicator_crosses_the_level_line_upward; else if(ListParam[0].Text=="The fast line crosses the level line downward") indLogic=IndicatorLogic_The_indicator_crosses_the_level_line_downward; 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, previous, RsiMa, TrLevelSlow, Component[1], Component[2]); else if(ListParam[0].Text=="The fast line crosses the slow line downward") IndicatorCrossesAnotherIndicatorDownwardLogic(iFirstBar, previous, RsiMa, TrLevelSlow, Component[1], Component[2]); else if(ListParam[0].Text=="The fast line is higher than the slow line") IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar, previous, RsiMa, TrLevelSlow, Component[1], Component[2]); else if(ListParam[0].Text=="The fast line is lower than the slow line") IndicatorIsLowerThanAnotherIndicatorLogic(iFirstBar, previous, RsiMa, TrLevelSlow, Component[1], Component[2]); OscillatorLogic(iFirstBar,previous,RsiMa, dLevel, 100 - dLevel,Component[1],Component[2],indLogic); } //+------------------------------------------------------------------+
Risk warning: Forex, spread bets and CFD are leveraged products. They may not be suitable for you as they carry a high degree of risk to your capital and you can lose more than your initial investment. You should ensure you understand all of the risks.
Copyright © 2006 - 2024, Forex Software Ltd.;