public Calculate ( SlotTypes slotType ) : void | ||
slotType | SlotTypes | |
Résultat | void |
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
MAMethod maMethod = (MAMethod )IndParam.ListParam[1].Index;
BasePrice basePrice = (BasePrice)IndParam.ListParam[2].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[] adPos = new double[Bars];
double[] adNeg = new double[Bars];
double[] adRSI = new double[Bars];
for (int iBar = 1; iBar < Bars; iBar++)
{
if (adBasePrice[iBar] > adBasePrice[iBar - 1]) adPos[iBar] = adBasePrice[iBar] - adBasePrice[iBar - 1];
if (adBasePrice[iBar] < adBasePrice[iBar - 1]) adNeg[iBar] = adBasePrice[iBar - 1] - adBasePrice[iBar];
}
double[] adPosMA = MovingAverage(iPeriod, 0, maMethod, adPos);
double[] adNegMA = MovingAverage(iPeriod, 0, maMethod, adNeg);
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
if (adNegMA[iBar] == 0)
adRSI[iBar] = 100;
else
adRSI[iBar] = 100 - (100 / (1 + adPosMA[iBar] / adNegMA[iBar]));
}
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "RSI";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.RoyalBlue;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adRSI;
Component[1] = new IndicatorComp();
Component[1].ChartType = IndChartType.NoChart;
Component[1].FirstBar = iFirstBar;
Component[1].Value = new double[Bars];
Component[2] = new IndicatorComp();
Component[2].ChartType = IndChartType.NoChart;
Component[2].FirstBar = iFirstBar;
Component[2].Value = new double[Bars];
// 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;
switch (IndParam.ListParam[0].Text)
{
case "The RSI rises":
indLogic = IndicatorLogic.The_indicator_rises;
SpecialValues = new double[1] { 50 };
break;
case "The RSI falls":
indLogic = IndicatorLogic.The_indicator_falls;
SpecialValues = new double[1] { 50 };
break;
case "The RSI is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[2] { dLevel, 100 - dLevel };
break;
case "The RSI is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[2] { dLevel, 100 - dLevel };
break;
case "The RSI crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[2] { dLevel, 100 - dLevel };
break;
case "The RSI crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[2] { dLevel, 100 - dLevel };
break;
case "The RSI changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
SpecialValues = new double[1] { 50 };
break;
case "The RSI changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
SpecialValues = new double[1] { 50 };
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adRSI, dLevel, 100 - dLevel, ref Component[1], ref Component[2], indLogic);
return;
}
/// <summary> /// Calculates the indicator's components /// </summary> public override void Calculate(SlotTypes slotType) { // Reading the parameters MAMethod maMethod = (MAMethod )IndParam.ListParam[1].Index; BasePrice basePrice = (BasePrice)IndParam.ListParam[2].Index; int iPeriod1 = (int)IndParam.NumParam[0].Value; int iPeriod2 = (int)IndParam.NumParam[1].Value; int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0; // Calculation int iFirstBar = iPeriod1 + iPeriod2 + 2; double[] adIndicator1 = new double[Bars]; double[] adIndicator2 = new double[Bars]; double[] adOscllator = new double[Bars]; // --------------------------------------------------------- RSI rsi1 = new RSI(slotType); rsi1.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index; rsi1.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index; rsi1.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value; rsi1.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked; rsi1.Calculate(slotType); RSI rsi2 = new RSI(slotType); rsi2.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index; rsi2.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index; rsi2.IndParam.NumParam[0].Value = IndParam.NumParam[1].Value; rsi2.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked; rsi2.Calculate(slotType); adIndicator1 = rsi1.Component[0].Value; adIndicator2 = rsi2.Component[0].Value; // ---------------------------------------------------------- for (int iBar = iFirstBar; iBar < Bars; iBar++) { adOscllator[iBar] = adIndicator1[iBar] - adIndicator2[iBar]; } // Saving the components Component = new IndicatorComp[3]; Component[0] = new IndicatorComp(); Component[0].CompName = "Oscillator"; Component[0].DataType = IndComponentType.IndicatorValue; Component[0].ChartType = IndChartType.Histogram; Component[0].FirstBar = iFirstBar; Component[0].Value = adOscllator; Component[1] = new IndicatorComp(); Component[1].ChartType = IndChartType.NoChart; Component[1].FirstBar = iFirstBar; Component[1].Value = new double[Bars]; Component[2] = new IndicatorComp(); Component[2].ChartType = IndChartType.NoChart; Component[2].FirstBar = iFirstBar; Component[2].Value = new double[Bars]; // 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; switch (IndParam.ListParam[0].Text) { case "The Oscillator rises": indLogic = IndicatorLogic.The_indicator_rises; break; case "The Oscillator falls": indLogic = IndicatorLogic.The_indicator_falls; break; case "The Oscillator is higher than the zero line": indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line; break; case "The Oscillator is lower than the zero line": indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line; break; case "The Oscillator crosses the zero line upward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward; break; case "The Oscillator crosses the zero line downward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward; break; case "The Oscillator changes its direction upward": indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward; break; case "The Oscillator changes its direction downward": indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward; break; default: break; } OscillatorLogic(iFirstBar, iPrvs, adOscllator, 0, 0, ref Component[1], ref Component[2], indLogic); return; }