Aroon UpDown by footon
46312 downloads / 5033 views / Created: 24.05.2013
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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 Aroon_Histogram : Indicator
{
public Aroon_Histogram()
{
IndicatorName = "Aroon UpDown";
PossibleSlots = SlotTypes.OpenFilter;// | SlotTypes.CloseFilter;
SeparatedChart = true;
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[]
{
"Long condition if Aroon Up > 99, Short condition if Aroon Down > 99",
};
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 = "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 the Aroon is based on.";
// The NumericUpDown parameters
IndParam.NumParam[0].Caption = "Period";
IndParam.NumParam[0].Value = 9;
IndParam.NumParam[0].Min = 1;
IndParam.NumParam[0].Max = 200;
IndParam.NumParam[0].Enabled = true;
IndParam.NumParam[0].ToolTip = "Period used to calculate the Aroon value.";
/*IndParam.NumParam[1].Caption = "Level";
IndParam.NumParam[1].Value = 0;
IndParam.NumParam[1].Min = 0;
IndParam.NumParam[1].Max = 100;
IndParam.NumParam[1].Enabled = true;
IndParam.NumParam[1].ToolTip = "A critical level (for the appropriate logic).";*/
// 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;
//double dLevel = IndParam.NumParam[1].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = iPeriod + 2;
double[] adBasePrice = Price(basePrice);
double[] adUp = new double[Bars];
double[] adDown = new double[Bars];
double[] adAroon = new double[Bars];
double[] adAroon1 = new double[Bars];
for (int iBar = iPeriod; iBar < Bars; iBar++)
{
double dHighestHigh = double.MinValue;
double dLowestLow = double.MaxValue;
for (int i = 0; i < iPeriod; i++)
{
int iBaseBar = iBar - iPeriod + 1 + i;
if (adBasePrice[iBaseBar] > dHighestHigh)
{
dHighestHigh = adBasePrice[iBaseBar];
adUp[iBar] = 100.0 * i / (iPeriod - 1);
}
if (adBasePrice[iBaseBar] < dLowestLow)
{
dLowestLow = adBasePrice[iBaseBar];
adDown[iBar] = 100.0 * i / (iPeriod - 1);
}
}
if (adUp[iBar-1] > 99)
adAroon[iBar] = 1;
if (adDown[iBar-1] > 99)
adAroon1[iBar] = 1;
}
// Saving the components
Component = new IndicatorComp[4];
Component[0] = new IndicatorComp();
Component[0].CompName = "Allow long entry";
Component[0].DataType = IndComponentType.AllowOpenLong;
Component[0].ChartType = IndChartType.NoChart;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adAroon;
Component[1] = new IndicatorComp();
Component[1].CompName = "Allow short entry";
Component[1].DataType = IndComponentType.AllowOpenShort;
Component[1].ChartType = IndChartType.NoChart;
Component[1].FirstBar = iFirstBar;
Component[1].Value = adAroon1;
Component[2] = new IndicatorComp();
Component[2].CompName = "Aroon Up";
Component[2].DataType = IndComponentType.IndicatorValue;
Component[2].ChartType = IndChartType.Line;
Component[2].ChartColor = Color.Blue;
Component[2].FirstBar = iFirstBar;
Component[2].Value = adUp;
Component[3] = new IndicatorComp();
Component[3].CompName = "Aroon Down";
Component[3].DataType = IndComponentType.IndicatorValue;
Component[3].ChartType = IndChartType.Line;
Component[3].ChartColor = Color.Red;
Component[3].FirstBar = iFirstBar;
Component[3].Value = adDown;
return;
}
///
/// Sets the indicator logic description
///
public override void SetDescription()
{
EntryFilterLongDescription = "Long condition if Aroon Up > 99, Short condition if Aroon Down > 99";
EntryFilterShortDescription = "Long condition if Aroon Up > 99, Short condition if Aroon Down > 99";
return;
}
///
/// Indicator to string
///
public override string ToString()
{
string sString = IndicatorName;
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//+--------------------------------------------------------------------+ //| 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 AroonUpDown : public Indicator { public: AroonUpDown(SlotTypes slotType) { SlotType=slotType; IndicatorName="Aroon UpDown"; WarningMessage = ""; IsAllowLTF = true; ExecTime = ExecutionTime_DuringTheBar; IsSeparateChart = true; IsDiscreteValues = false; IsDeafultGroupAll = false; } virtual void Calculate(DataSet &dataSet); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void AroonUpDown::Calculate(DataSet &dataSet) { Data=GetPointer(dataSet); // Reading the parameters BasePrice basePrice = (BasePrice)ListParam[1].Index; int iPeriod = (int)NumParam[0].Value; // Calculation int iFirstBar=iPeriod+2; double adBasePrice[]; Price(basePrice,adBasePrice); double adUp[]; ArrayResize(adUp,Data.Bars); ArrayInitialize(adUp,0); double adDown[]; ArrayResize(adDown,Data.Bars); ArrayInitialize(adDown,0); double adAroon[]; ArrayResize(adAroon,Data.Bars); ArrayInitialize(adAroon,0); double adAroon1[]; ArrayResize(adAroon1,Data.Bars); ArrayInitialize(adAroon1,0); for(int iBar=iPeriod; iBar<Data.Bars; iBar++) { double dHighestHigh = DBL_MIN; double dLowestLow = DBL_MAX; for(int i=0; i<iPeriod; i++) { int iBaseBar=iBar-iPeriod+1+i; if(adBasePrice[iBaseBar]>dHighestHigh) { dHighestHigh=adBasePrice[iBaseBar]; adUp[iBar]=100.0*i/(iPeriod-1); } if(adBasePrice[iBaseBar]<dLowestLow) { dLowestLow=adBasePrice[iBaseBar]; adDown[iBar]=100.0*i/(iPeriod-1); } } if(adUp[iBar-1]>99) adAroon[iBar]=1; if(adDown[iBar-1]>99) adAroon1[iBar]=1; } // Saving the components ArrayResize(Component[0].Value,Data.Bars); Component[0].CompName = "Allow long entry"; Component[0].DataType = IndComponentType_AllowOpenLong; Component[0].FirstBar = iFirstBar; ArrayCopy(Component[0].Value,adAroon); ArrayResize(Component[1].Value,Data.Bars); Component[1].CompName = "Allow short entry"; Component[1].DataType = IndComponentType_AllowOpenShort; Component[1].FirstBar = iFirstBar; ArrayCopy(Component[1].Value,adAroon1); ArrayResize(Component[2].Value,Data.Bars); Component[2].CompName = "Aroon Up"; Component[2].DataType = IndComponentType_IndicatorValue; Component[2].FirstBar = iFirstBar; ArrayCopy(Component[2].Value,adUp); ArrayResize(Component[3].Value,Data.Bars); Component[3].CompName = "Aroon Down"; Component[3].DataType = IndComponentType_IndicatorValue; Component[3].FirstBar = iFirstBar; ArrayCopy(Component[3].Value,adDown); } //+------------------------------------------------------------------+
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Copyright © 2006 - 2025, Forex Software Ltd.;