CandleCode Crossover by footon

44053 downloads / 4222 views / Created: 24.05.2013
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Indicator Description

CandleCode Crossover

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 CandleCodeCrossover : Indicator { public CandleCodeCrossover() { IndicatorName = "CandleCode Crossover"; PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter; SeparatedChart = true; //SeparatedChartMinValue = -3; //SeparatedChartMaxValue = 3; 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[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 = "method"; // The NumericUpDown parameters IndParam.NumParam[0].Caption = "BBlength"; IndParam.NumParam[0].Value = 55; IndParam.NumParam[0].Min = 1; 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 = 150; //IndParam.NumParam[1].Point = 1; IndParam.NumParam[1].Enabled = true; IndParam.NumParam[1].ToolTip = "A critical level (for the appropriate logic)."; IndParam.NumParam[2].Caption = "Deviations"; IndParam.NumParam[2].Value = 0.5; IndParam.NumParam[2].Min = 0.1; IndParam.NumParam[2].Max = 5; IndParam.NumParam[2].Point = 1; IndParam.NumParam[2].Enabled = true; IndParam.NumParam[2].ToolTip = "The period"; IndParam.NumParam[3].Caption = "Average"; IndParam.NumParam[3].Value = 9; IndParam.NumParam[3].Min = 1; IndParam.NumParam[3].Max = 200; IndParam.NumParam[3].Enabled = true; IndParam.NumParam[3].ToolTip = "The period"; // 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 BBlength = (int)IndParam.NumParam[0].Value; int Average = (int)IndParam.NumParam[3].Value; double Deviations = IndParam.NumParam[2].Value; double dLevel = IndParam.NumParam[1].Value; MAMethod maMethod = (MAMethod )IndParam.ListParam[3].Index; int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0; // Calculation double[] Body = new double[Bars]; double[] UpperShadow = new double[Bars]; double[] LowerShadow = new double[Bars]; int iFirstBar = BBlength + 2; //double[] adBasePrice = Price(basePrice); double[] CandleCode = new double[Bars]; double[] CandleCodeAverage = new double[Bars]; double[] ExtOutputBufferUp = new double[Bars]; double[] ExtOutputBufferDown = new double[Bars]; double[] UpBufferUp = new double[Bars]; double[] UpBufferDown = new double[Bars]; double[] DownBufferUp = new double[Bars]; double[] DownBufferDown = new double[Bars]; double BodyHi = 0; double BodyLo = 0; double ThBot_Body = 0; double ThTop_Body = 0; double ThBot_Ushd = 0; double ThTop_Ushd = 0; double ThBot_Lshd = 0; double ThTop_Lshd = 0; double ColorCode = 0; double BodyCode = 0; double UshdCode = 0; double LshdCode = 0; for (int iBar = iFirstBar; iBar < Bars; iBar++) { BodyHi=Math.Max(Open[iBar],Close[iBar]); BodyLo=Math.Min(Open[iBar],Close[iBar]); Body[iBar]=BodyHi-BodyLo; UpperShadow[iBar]=High[iBar]-BodyHi; LowerShadow[iBar]=BodyLo-Low[iBar]; } double[] adMA1 = MovingAverage(BBlength, 0, maMethod, Body); double[] adSTDV1 = new double[Bars]; for (int iBar = iFirstBar; iBar < Bars; iBar++) { double dSum = 0; for (int index = 0; index < BBlength; index++) { double fDelta = (Body[iBar - index] - adMA1[iBar]); dSum += fDelta * fDelta; } adSTDV1[iBar] = Math.Sqrt(dSum / BBlength); } double[] adMA2 = MovingAverage(BBlength, 0, maMethod, UpperShadow); double[] adSTDV2 = new double[Bars]; for (int iBar = iFirstBar; iBar < Bars; iBar++) { double dSum = 0; for (int index = 0; index < BBlength; index++) { double fDelta = (UpperShadow[iBar - index] - adMA2[iBar]); dSum += fDelta * fDelta; } adSTDV2[iBar] = Math.Sqrt(dSum / BBlength); } double[] adMA3 = MovingAverage(BBlength, 0, maMethod, LowerShadow); double[] adSTDV3 = new double[Bars]; for (int iBar = iFirstBar; iBar < Bars; iBar++) { double dSum = 0; for (int index = 0; index < BBlength; index++) { double fDelta = (LowerShadow[iBar - index] - adMA3[iBar]); dSum += fDelta * fDelta; } adSTDV3[iBar] = Math.Sqrt(dSum / BBlength); } for (int iBar = iFirstBar; iBar < Bars; iBar++) { ThBot_Body=adMA1[iBar]+Deviations*adSTDV1[iBar]; ThTop_Body=adMA1[iBar]-Deviations*adSTDV1[iBar]; ThBot_Ushd=adMA2[iBar]+Deviations*adSTDV2[iBar]; ThTop_Ushd=adMA2[iBar]-Deviations*adSTDV2[iBar]; ThBot_Lshd=adMA3[iBar]+Deviations*adSTDV3[iBar]; ThTop_Lshd=adMA3[iBar]-Deviations*adSTDV3[iBar]; if(Close[iBar]>=Open[iBar]) { ColorCode=64; BodyCode=48; if(Body[iBar] /// 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) 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 CandleCodeCrossover : public Indicator
  {
public:
                     CandleCodeCrossover(SlotTypes slotType)
     {
      SlotType=slotType;

      IndicatorName="CandleCode Crossover";

      WarningMessage    = "";
      IsAllowLTF        = true;
      ExecTime          = ExecutionTime_DuringTheBar;
      IsSeparateChart   = true;
      IsDiscreteValues  = false;
      IsDeafultGroupAll = false;
     }

   virtual void      Calculate(DataSet &dataSet);
  };
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CandleCodeCrossover::Calculate(DataSet &dataSet)
  {
   Data=GetPointer(dataSet);


// Reading the parameters
//BasePrice basePrice = (BasePrice)ListParam[2].Index;
   int           BBlength=(int)NumParam[0].Value;
   int           Average =(int)NumParam[3].Value;
   double        Deviations=NumParam[2].Value;
   double        dLevel= NumParam[1].Value;
   MAMethod  maMethod  =(MAMethod)ListParam[3].Index;
   int           iPrvs=CheckParam[0].Checked ? 1 : 0;

// Calculation
   int      iFirstBar=BBlength+2;

   double Body[];             ArrayResize(Body,Data.Bars);              ArrayInitialize(Body,0);
   double UpperShadow[];      ArrayResize(UpperShadow,Data.Bars);       ArrayInitialize(UpperShadow,0);
   double LowerShadow[];      ArrayResize(LowerShadow,Data.Bars);       ArrayInitialize(LowerShadow,0);
   double adCandleCode[];     ArrayResize(adCandleCode,Data.Bars);      ArrayInitialize(adCandleCode,0);
   double CandleCodeAverage[];ArrayResize(CandleCodeAverage,Data.Bars); ArrayInitialize(CandleCodeAverage,0);

   double BodyHi = 0;
   double BodyLo = 0;
   double ThBot_Body = 0;
   double ThTop_Body = 0;
   double ThBot_Ushd = 0;
   double ThTop_Ushd = 0;
   double ThBot_Lshd = 0;
   double ThTop_Lshd = 0;
   double ColorCode= 0;
   double BodyCode = 0;
   double UshdCode = 0;
   double LshdCode = 0;

   for(int iBar=iFirstBar; iBar<Data.Bars; iBar++)
     {
      BodyHi=MathMax(Data.Open[iBar],Data.Close[iBar]);
      BodyLo=MathMin(Data.Open[iBar],Data.Close[iBar]);
      Body[iBar]=BodyHi-BodyLo;
      UpperShadow[iBar]=Data.High[iBar]-BodyHi;
      LowerShadow[iBar]=BodyLo-Data.Low[iBar];
     }

   double adMA1[];   MovingAverage(BBlength,0,maMethod,Body,adMA1);
   double adSTDV1[]; ArrayResize(adSTDV1,Data.Bars); ArrayInitialize(adSTDV1,0);

   for(int iBar=iFirstBar; iBar<Data.Bars; iBar++)
     {
      double dSum=0;
      for(int index=0; index<BBlength; index++)
        {
         double fDelta=(Body[iBar-index]-adMA1[iBar]);
         dSum+=fDelta*fDelta;
        }
      adSTDV1[iBar]=MathSqrt(dSum/BBlength);
     }

   double adMA2[];   MovingAverage(BBlength,0,maMethod,UpperShadow,adMA2);
   double adSTDV2[]; ArrayResize(adSTDV2,Data.Bars); ArrayInitialize(adSTDV2,0);

   for(int iBar=iFirstBar; iBar<Data.Bars; iBar++)
     {
      double dSum=0;
      for(int index=0; index<BBlength; index++)
        {
         double fDelta=(UpperShadow[iBar-index]-adMA2[iBar]);
         dSum+=fDelta*fDelta;
        }
      adSTDV2[iBar]=MathSqrt(dSum/BBlength);
     }

   double adMA3[];   MovingAverage(BBlength,0,maMethod,LowerShadow,adMA3);
   double adSTDV3[]; ArrayResize(adSTDV3,Data.Bars);ArrayInitialize(adSTDV3,0);

   for(int iBar=iFirstBar; iBar<Data.Bars; iBar++)
     {
      double dSum=0;
      for(int index=0; index<BBlength; index++)
        {
         double fDelta=(LowerShadow[iBar-index]-adMA3[iBar]);
         dSum+=fDelta*fDelta;
        }
      adSTDV3[iBar]=MathSqrt(dSum/BBlength);
     }

   for(int iBar=iFirstBar; iBar<Data.Bars; iBar++)
     {
      ThBot_Body=adMA1[iBar]+Deviations*adSTDV1[iBar];
      ThTop_Body=adMA1[iBar]-Deviations*adSTDV1[iBar];
      ThBot_Ushd=adMA2[iBar]+Deviations*adSTDV2[iBar];
      ThTop_Ushd=adMA2[iBar]-Deviations*adSTDV2[iBar];
      ThBot_Lshd=adMA3[iBar]+Deviations*adSTDV3[iBar];
      ThTop_Lshd=adMA3[iBar]-Deviations*adSTDV3[iBar];

      if(Data.Close[iBar]>=Data.Open[iBar])
        {
         ColorCode=64;
         BodyCode=48;
         if(Body[iBar]<ThTop_Body) BodyCode=32;
         if(Body[iBar]<ThBot_Body) BodyCode=16;
         if(Body[iBar]==0) BodyCode=0;
        }
      else
        {
         ColorCode=0;
         BodyCode=0;
         if(Body[iBar]<ThTop_Body) BodyCode=16;
         if(Body[iBar]<ThBot_Body) BodyCode=32;
         if(Body[iBar]==0) BodyCode=48;
        }
      UshdCode=12;
      if(UpperShadow[iBar]<ThTop_Ushd) UshdCode=8;
      if(UpperShadow[iBar]<ThBot_Ushd) UshdCode=4;
      if(UpperShadow[iBar]==0) UshdCode=0;
      LshdCode=0;
      if(LowerShadow[iBar]<ThTop_Lshd) LshdCode=1;
      if(LowerShadow[iBar]<ThBot_Lshd) LshdCode=2;
      if(LowerShadow[iBar]==0) LshdCode=3;

      adCandleCode[iBar]=ColorCode+BodyCode+UshdCode+LshdCode;
     }

   MovingAverage(Average,0,maMethod,adCandleCode,CandleCodeAverage);

// 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,adCandleCode);

   ArrayResize(Component[3].Value,Data.Bars);
   Component[3].CompName   = "Slow line";
   Component[3].DataType   = IndComponentType_IndicatorValue;
   Component[3].FirstBar   = iFirstBar;
   ArrayCopy(Component[3].Value,CandleCodeAverage);

   ArrayResize(Component[1].Value,Data.Bars);
   Component[1].FirstBar=iFirstBar;

   ArrayResize(Component[2].Value,Data.Bars);
   Component[2].FirstBar=iFirstBar;

// 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,iPrvs,adCandleCode,CandleCodeAverage,
                                                  Component[1],Component[2]);
     }
   else if(ListParam[0].Text=="The fast line crosses the slow line downward")
     {
      IndicatorCrossesAnotherIndicatorDownwardLogic(iFirstBar,iPrvs,adCandleCode,CandleCodeAverage,
                                                    Component[1],Component[2]);
     }
   else if(ListParam[0].Text=="The fast line is higher than the slow line")
     {
      IndicatorIsHigherThanAnotherIndicatorLogic(iFirstBar,iPrvs,adCandleCode,CandleCodeAverage,
                                                 Component[1],Component[2]);
     }
   else if(ListParam[0].Text=="The fast line is lower than the slow line")
     {
      IndicatorIsLowerThanAnotherIndicatorLogic(iFirstBar,iPrvs,adCandleCode,CandleCodeAverage,
                                                Component[1],Component[2]);
     }

   OscillatorLogic(iFirstBar,iPrvs,adCandleCode,dLevel,dLevel,Component[1],Component[2],indLogic);

  }
//+------------------------------------------------------------------+
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