Aroon UpDown by footon
47571 downloads / 5527 views / Created: 24.05.2013  Average Rating: 0 
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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;
        }
    }
}
        //+--------------------------------------------------------------------+ //| 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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