/
DirectionalIndicators.cs
352 lines (299 loc) · 15.6 KB
/
DirectionalIndicators.cs
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
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
//==============================================================
// Forex Strategy Builder
// Copyright © 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 DirectionalIndicators : Indicator
{
public DirectionalIndicators()
{
IndicatorName = "Directional Indicators";
PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter;
SeparatedChart = true;
SeparatedChartMinValue = 0;
IndicatorAuthor = "Miroslav Popov";
IndicatorVersion = "2.0";
IndicatorDescription = "Bundled in FSB distribution.";
}
public override void Initialize(SlotTypes slotType)
{
SlotType = slotType;
// The ComboBox parameters
IndParam.ListParam[0].Caption = "Logic";
IndParam.ListParam[0].ItemList = new[]
{
"ADI+ rises",
"ADI+ falls",
"ADI- rises",
"ADI- falls",
"ADI+ is higher than ADI-",
"ADI+ is lower than ADI-",
"ADI+ crosses ADI- line upward",
"ADI+ crosses ADI- line downward",
"ADI+ changes its direction upward",
"ADI+ changes its direction downward",
"ADI- changes its direction upward",
"ADI- changes its direction downward"
};
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 = "Smoothing method";
IndParam.ListParam[1].ItemList = Enum.GetNames(typeof(MAMethod));
IndParam.ListParam[1].Index = (int)MAMethod.Exponential;
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 ADI smoothing.";
IndParam.ListParam[2].Caption = "Base price";
IndParam.ListParam[2].ItemList = new[] { "Bar range" };
IndParam.ListParam[2].Index = 0;
IndParam.ListParam[2].Text = IndParam.ListParam[2].ItemList[IndParam.ListParam[2].Index];
IndParam.ListParam[2].Enabled = true;
IndParam.ListParam[2].ToolTip = "ADI uses the current bar range.";
// The NumericUpDown parameters
IndParam.NumParam[0].Caption = "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 ADI.";
// 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.";
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
var maMethod = (MAMethod)IndParam.ListParam[1].Index;
var period = (int)IndParam.NumParam[0].Value;
int previous = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int firstBar = period + previous + 2;
var diPos = new double[Bars];
var diNeg = new double[Bars];
for (int bar = 1; bar < Bars; bar++)
{
double trueRange = Math.Max(High[bar], Close[bar - 1]) - Math.Min(Low[bar], Close[bar - 1]);
if (trueRange < Point)
trueRange = Point;
double deltaHigh = High[bar] - High[bar - 1];
double deltaLow = Low[bar - 1] - Low[bar];
if (deltaHigh > 0 && deltaHigh > deltaLow)
diPos[bar] = 100 * deltaHigh / trueRange;
else
diPos[bar] = 0;
if (deltaLow > 0 && deltaLow > deltaHigh)
diNeg[bar] = 100 * deltaLow / trueRange;
else
diNeg[bar] = 0;
}
double[] adiPos = MovingAverage(period, 0, maMethod, diPos);
double[] adiNeg = MovingAverage(period, 0, maMethod, diNeg);
var adiOsc = new double[Bars];
for (int bar = 0; bar < Bars; bar++)
adiOsc[bar] = adiPos[bar] - adiNeg[bar];
// Saving the components
Component = new IndicatorComp[4];
Component[0] = new IndicatorComp
{
CompName = "ADI+",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Line,
ChartColor = Color.Green,
FirstBar = firstBar,
Value = adiPos
};
Component[1] = new IndicatorComp
{
CompName = "ADI-",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Line,
ChartColor = Color.Red,
FirstBar = firstBar,
Value = adiNeg
};
Component[2] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = firstBar,
Value = new double[Bars]
};
Component[3] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = firstBar,
Value = new double[Bars]
};
// Sets the Component's type
if (SlotType == SlotTypes.OpenFilter)
{
Component[2].DataType = IndComponentType.AllowOpenLong;
Component[2].CompName = "Is long entry allowed";
Component[3].DataType = IndComponentType.AllowOpenShort;
Component[3].CompName = "Is short entry allowed";
}
else if (SlotType == SlotTypes.CloseFilter)
{
Component[2].DataType = IndComponentType.ForceCloseLong;
Component[2].CompName = "Close out long position";
Component[3].DataType = IndComponentType.ForceCloseShort;
Component[3].CompName = "Close out short position";
}
switch (IndParam.ListParam[0].Text)
{
case "ADI+ rises":
OscillatorLogic(firstBar, previous, adiPos, 0, 0, ref Component[2], ref Component[3],
IndicatorLogic.The_indicator_rises);
break;
case "ADI+ falls":
OscillatorLogic(firstBar, previous, adiPos, 0, 0, ref Component[2], ref Component[3],
IndicatorLogic.The_indicator_falls);
break;
case "ADI- rises":
OscillatorLogic(firstBar, previous, adiNeg, 0, 0, ref Component[2], ref Component[3],
IndicatorLogic.The_indicator_rises);
break;
case "ADI- falls":
OscillatorLogic(firstBar, previous, adiNeg, 0, 0, ref Component[2], ref Component[3],
IndicatorLogic.The_indicator_falls);
break;
case "ADI+ is higher than ADI-":
OscillatorLogic(firstBar, previous, adiOsc, 0, 0, ref Component[2], ref Component[3],
IndicatorLogic.The_indicator_is_higher_than_the_level_line);
break;
case "ADI+ is lower than ADI-":
OscillatorLogic(firstBar, previous, adiOsc, 0, 0, ref Component[2], ref Component[3],
IndicatorLogic.The_indicator_is_lower_than_the_level_line);
break;
case "ADI+ crosses ADI- line upward":
OscillatorLogic(firstBar, previous, adiOsc, 0, 0, ref Component[2], ref Component[3],
IndicatorLogic.The_indicator_crosses_the_level_line_upward);
break;
case "ADI+ crosses ADI- line downward":
OscillatorLogic(firstBar, previous, adiOsc, 0, 0, ref Component[2], ref Component[3],
IndicatorLogic.The_indicator_crosses_the_level_line_downward);
break;
case "ADI+ changes its direction upward":
OscillatorLogic(firstBar, previous, adiPos, 0, 0, ref Component[2], ref Component[3],
IndicatorLogic.The_indicator_changes_its_direction_upward);
break;
case "ADI+ changes its direction downward":
OscillatorLogic(firstBar, previous, adiPos, 0, 0, ref Component[2], ref Component[3],
IndicatorLogic.The_indicator_changes_its_direction_downward);
break;
case "ADI- changes its direction upward":
OscillatorLogic(firstBar, previous, adiNeg, 0, 0, ref Component[2], ref Component[3],
IndicatorLogic.The_indicator_changes_its_direction_upward);
break;
case "ADI- changes its direction downward":
OscillatorLogic(firstBar, previous, adiNeg, 0, 0, ref Component[2], ref Component[3],
IndicatorLogic.The_indicator_changes_its_direction_downward);
break;
}
}
public override void SetDescription()
{
EntryFilterLongDescription = ToString() + "; ";
EntryFilterShortDescription = ToString() + "; ";
ExitFilterLongDescription = ToString() + "; ";
ExitFilterShortDescription = ToString() + "; ";
switch (IndParam.ListParam[0].Text)
{
case "ADI+ rises":
EntryFilterLongDescription += "ADI+ rises";
EntryFilterShortDescription += "ADI+ falls";
ExitFilterLongDescription += "ADI+ rises";
ExitFilterShortDescription += "ADI+ falls";
break;
case "ADI+ falls":
EntryFilterLongDescription += "ADI+ falls";
EntryFilterShortDescription += "ADI+ rises";
ExitFilterLongDescription += "ADI+ falls";
ExitFilterShortDescription += "ADI+ rises";
break;
case "ADI- rises":
EntryFilterLongDescription += "ADI- rises";
EntryFilterShortDescription += "ADI- falls";
ExitFilterLongDescription += "ADI- rises";
ExitFilterShortDescription += "ADI- falls";
break;
case "ADI- falls":
EntryFilterLongDescription += "ADI- falls";
EntryFilterShortDescription += "ADI- rises";
ExitFilterLongDescription += "ADI- falls";
ExitFilterShortDescription += "ADI- rises";
break;
case "ADI+ is higher than ADI-":
EntryFilterLongDescription += "ADI+ is higher than ADI-";
EntryFilterShortDescription += "ADI+ is lower than ADI-";
ExitFilterLongDescription += "ADI+ is higher than ADI-";
ExitFilterShortDescription += "ADI+ is lower than ADI-";
break;
case "ADI+ is lower than ADI-":
EntryFilterLongDescription += "ADI+ is lower than ADI-";
EntryFilterShortDescription += "ADI+ is higher than ADI-";
ExitFilterLongDescription += "ADI+ is lower than ADI-";
ExitFilterShortDescription += "ADI+ is higher than ADI-";
break;
case "ADI+ crosses ADI- line upward":
EntryFilterLongDescription += "ADI+ crosses ADI- line upward";
EntryFilterShortDescription += "ADI+ crosses ADI- line downward";
ExitFilterLongDescription += "ADI+ crosses ADI- line upward";
ExitFilterShortDescription += "ADI+ crosses ADI- line downward";
break;
case "ADI+ crosses ADI- line downward":
EntryFilterLongDescription += "ADI+ crosses ADI- line downward";
EntryFilterShortDescription += "ADI+ crosses ADI- line upward";
ExitFilterLongDescription += "ADI+ crosses ADI- line downward";
ExitFilterShortDescription += "ADI+ crosses ADI- line upward";
break;
case "ADI+ changes its direction upward":
EntryFilterLongDescription += "ADI+ changes its direction upward";
EntryFilterShortDescription += "ADI+ changes its direction downward";
ExitFilterLongDescription += "ADI+ changes its direction upward";
ExitFilterShortDescription += "ADI+ changes its direction downward";
break;
case "ADI+ changes its direction downward":
EntryFilterLongDescription += "ADI+ changes its direction downward";
EntryFilterShortDescription += "ADI+ changes its direction upward";
ExitFilterLongDescription += "ADI+ changes its direction downward";
ExitFilterShortDescription += "ADI+ changes its direction upward";
break;
case "ADI- changes its direction upward":
EntryFilterLongDescription += "ADI- changes its direction upward";
EntryFilterShortDescription += "ADI- changes its direction downward";
ExitFilterLongDescription += "ADI- changes its direction upward";
ExitFilterShortDescription += "ADI- changes its direction downward";
break;
case "ADI- changes its direction downward":
EntryFilterLongDescription += "ADI- changes its direction downward";
EntryFilterShortDescription += "ADI- changes its direction upward";
ExitFilterLongDescription += "ADI- changes its direction downward";
ExitFilterShortDescription += "ADI- changes its direction upward";
break;
}
}
public override string ToString()
{
return IndicatorName +
(IndParam.CheckParam[0].Checked ? "* (" : " (") +
IndParam.ListParam[1].Text + ", " + // Method
IndParam.ListParam[2].Text + ", " + // Base price
IndParam.NumParam[0].ValueToString + ")"; // Period
}
}
}