//============================================================== // 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; } } }