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ChaikinOsc.cs
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ChaikinOsc.cs
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using System.Collections.Generic;
using System.Drawing;
using OsEngine.Entity;
using OsEngine.Indicators;
namespace CustomIndicators.Scripts
{
public class ChaikinOsc : Aindicator
{
private IndicatorDataSeries _seriesLine;
private IndicatorDataSeries _seriesVi;
private IndicatorDataSeries _seriesAccDistr;
private IndicatorParameterInt _longPeriod;
private IndicatorParameterInt _shortPeriod;
public override void OnStateChange(IndicatorState state)
{
if (state == IndicatorState.Configure)
{
_shortPeriod = CreateParameterInt("Short Period", 3);
_longPeriod = CreateParameterInt("Long Period", 10);
_seriesLine = CreateSeries("Chaikin Oscillator", Color.Gold, IndicatorChartPaintType.Line, true);
_seriesLine.CanReBuildHistoricalValues = false;
_seriesVi = CreateSeries("Series Vi", Color.AliceBlue, IndicatorChartPaintType.Line, false);
_seriesVi.CanReBuildHistoricalValues = false;
_seriesAccDistr = CreateSeries("Series Acc Distr", Color.Red, IndicatorChartPaintType.Line, false);
_seriesAccDistr.CanReBuildHistoricalValues = false;
}
}
public override void OnProcess(List<Candle> source, int index)
{
if (index < _longPeriod.ValueInt ||
index < _shortPeriod.ValueInt)
{
return;
}
if (index <= 0)
{
return;
}
_seriesVi.Values[index] = GetVi(source, index);
_seriesAccDistr.Values[index] = GetAccDist(_seriesVi.Values, index);
_seriesLine.Values[index] =
GetSma(_seriesAccDistr.Values, _shortPeriod.ValueInt, index)
- GetSma(_seriesAccDistr.Values, _longPeriod.ValueInt, index);
}
private decimal GetVi(List<Candle> candles, int index)
{
decimal high = candles[index].High;
decimal low = candles[index].Low;
if (high == low)
{
return 0;
}
decimal close = candles[index].Close;
decimal volume = candles[index].Volume;
decimal result = ((2 * close) - (high + low)) / (high - low) * volume;
return result;
}
private decimal GetAccDist(List<decimal> vi, int index)
{
if (index == 0)
{
return vi[index];
}
return _seriesAccDistr.Values[index - 1] + vi[index];
}
private decimal GetSma(List<decimal> values, int lenght, int index)
{
decimal result = 0;
int lenghtReal = 0;
for (int i = index; i > 0 && i > index - lenght; i--)
{
result += values[i];
lenghtReal++;
}
return result / lenghtReal; ;
}
}
}