public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
int iPeriod = (int)IndParam.NumParam[0].Value;
int iShift = (int)IndParam.NumParam[1].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
double[] adUpBand = new double[Bars];
double[] adDnBand = new double[Bars];
int iFirstBar = iPeriod + iShift + iPrvs + 2;
for (int iBar = iFirstBar; iBar < Bars - iShift; iBar++)
{
double dMax = double.MinValue;
double dMin = double.MaxValue;
for (int i = 0; i < iPeriod; i++)
{
if (High[iBar - i] > dMax) dMax = High[iBar - i];
if (Low[iBar - i] < dMin) dMin = Low[iBar - i];
}
adUpBand[iBar + iShift] = dMax;
adDnBand[iBar + iShift] = dMin;
}
// Saving the components
Component = new IndicatorComp[4];
Component[0] = new IndicatorComp();
Component[0].CompName = "Upper Band";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.Blue;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adUpBand;
Component[1] = new IndicatorComp();
Component[1].CompName = "Lower Band";
Component[1].DataType = IndComponentType.IndicatorValue;
Component[1].ChartType = IndChartType.Line;
Component[1].ChartColor = Color.Blue;
Component[1].FirstBar = iFirstBar;
Component[1].Value = adDnBand;
Component[2] = new IndicatorComp();
Component[2].ChartType = IndChartType.NoChart;
Component[2].FirstBar = iFirstBar;
Component[2].Value = new double[Bars];
Component[3] = new IndicatorComp();
Component[3].ChartType = IndChartType.NoChart;
Component[3].FirstBar = iFirstBar;
Component[3].Value = new double[Bars];
// Sets the Component's type.
if (slotType == SlotTypes.Open)
{
Component[2].DataType = IndComponentType.OpenLongPrice;
Component[2].CompName = "Long position entry price";
Component[3].DataType = IndComponentType.OpenShortPrice;
Component[3].CompName = "Short position entry price";
}
else 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.Close)
{
Component[2].DataType = IndComponentType.CloseLongPrice;
Component[2].CompName = "Long position closing price";
Component[3].DataType = IndComponentType.CloseShortPrice;
Component[3].CompName = "Short position closing price";
}
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";
}
if (slotType == SlotTypes.Open || slotType == SlotTypes.Close)
{
if (iPeriod > 1)
{
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{ // Covers the cases when the price can pass through the band without a signal.
double dOpen = Open[iBar]; // Current open price
// Upper band
double dValueUp = adUpBand[iBar - iPrvs]; // Current value
double dValueUp1 = adUpBand[iBar - iPrvs - 1]; // Previous value
double dTempValUp = dValueUp;
if ((dValueUp1 > High[iBar - 1] && dValueUp < dOpen) || // The Open price jumps above the indicator
(dValueUp1 < Low[iBar - 1] && dValueUp > dOpen) || // The Open price jumps below the indicator
(Close[iBar - 1] < dValueUp && dValueUp < dOpen) || // The Open price is in a positive gap
(Close[iBar - 1] > dValueUp && dValueUp > dOpen)) // The Open price is in a negative gap
dTempValUp = dOpen; // The entry/exit level is moved to Open price
// Lower band
double dValueDown = adDnBand[iBar - iPrvs]; // Current value
double dValueDown1 = adDnBand[iBar - iPrvs - 1]; // Previous value
double dTempValDown = dValueDown;
if ((dValueDown1 > High[iBar - 1] && dValueDown < dOpen) || // The Open price jumps above the indicator
(dValueDown1 < Low[iBar - 1] && dValueDown > dOpen) || // The Open price jumps below the indicator
(Close[iBar - 1] < dValueDown && dValueDown < dOpen) || // The Open price is in a positive gap
(Close[iBar - 1] > dValueDown && dValueDown > dOpen)) // The Open price is in a negative gap
dTempValDown = dOpen; // The entry/exit level is moved to Open price
if (IndParam.ListParam[0].Text == "Enter long at the Upper Band" ||
IndParam.ListParam[0].Text == "Exit long at the Upper Band")
{
Component[2].Value[iBar] = dTempValUp;
Component[3].Value[iBar] = dTempValDown;
}
else
{
Component[2].Value[iBar] = dTempValDown;
Component[3].Value[iBar] = dTempValUp;
}
}
}
else
{
for (int iBar = 2; iBar < Bars; iBar++)
{
if (IndParam.ListParam[0].Text == "Enter long at the Upper Band" ||
IndParam.ListParam[0].Text == "Exit long at the Upper Band")
{
Component[2].Value[iBar] = adUpBand[iBar - iPrvs];
Component[3].Value[iBar] = adDnBand[iBar - iPrvs];
}
else
{
Component[2].Value[iBar] = adDnBand[iBar - iPrvs];
Component[3].Value[iBar] = adUpBand[iBar - iPrvs];
}
}
}
}
else
{
switch (IndParam.ListParam[0].Text)
{
case "The bar opens below the Upper Band":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[2], ref Component[3], BandIndLogic.The_bar_opens_below_the_Upper_Band);
break;
case "The bar opens above the Upper Band":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[2], ref Component[3], BandIndLogic.The_bar_opens_above_the_Upper_Band);
break;
case "The bar opens below the Lower Band":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[2], ref Component[3], BandIndLogic.The_bar_opens_below_the_Lower_Band);
break;
case "The bar opens above the Lower Band":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[2], ref Component[3], BandIndLogic.The_bar_opens_above_the_Lower_Band);
break;
case "The bar opens below the Upper Band after opening above it":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[2], ref Component[3], BandIndLogic.The_bar_opens_below_the_Upper_Band_after_opening_above_it);
break;
case "The bar opens above the Upper Band after opening below it":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[2], ref Component[3], BandIndLogic.The_bar_opens_above_the_Upper_Band_after_opening_below_it);
break;
case "The bar opens below the Lower Band after opening above it":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[2], ref Component[3], BandIndLogic.The_bar_opens_below_the_Lower_Band_after_opening_above_it);
break;
case "The bar opens above the Lower Band after opening below it":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[2], ref Component[3], BandIndLogic.The_bar_opens_above_the_Lower_Band_after_opening_below_it);
break;
case "The position opens above the Upper Band":
Component[0].PosPriceDependence = PositionPriceDependence.PriceBuyHigher;
Component[1].PosPriceDependence = PositionPriceDependence.PriceSellLower;
Component[0].UsePreviousBar = iPrvs;
Component[1].UsePreviousBar = iPrvs;
Component[2].DataType = IndComponentType.Other;
Component[3].DataType = IndComponentType.Other;
Component[2].ShowInDynInfo = false;
Component[3].ShowInDynInfo = false;
break;
case "The position opens below the Upper Band":
Component[0].PosPriceDependence = PositionPriceDependence.PriceBuyLower;
Component[1].PosPriceDependence = PositionPriceDependence.PriceSellHigher;
Component[0].UsePreviousBar = iPrvs;
Component[1].UsePreviousBar = iPrvs;
Component[2].DataType = IndComponentType.Other;
Component[3].DataType = IndComponentType.Other;
Component[2].ShowInDynInfo = false;
Component[3].ShowInDynInfo = false;
break;
case "The position opens above the Lower Band":
Component[0].PosPriceDependence = PositionPriceDependence.PriceSellLower;
Component[1].PosPriceDependence = PositionPriceDependence.PriceBuyHigher;
Component[0].UsePreviousBar = iPrvs;
Component[1].UsePreviousBar = iPrvs;
Component[2].DataType = IndComponentType.Other;
Component[3].DataType = IndComponentType.Other;
Component[2].ShowInDynInfo = false;
Component[3].ShowInDynInfo = false;
break;
case "The position opens below the Lower Band":
Component[0].PosPriceDependence = PositionPriceDependence.PriceSellHigher;
Component[1].PosPriceDependence = PositionPriceDependence.PriceBuyLower;
Component[0].UsePreviousBar = iPrvs;
Component[1].UsePreviousBar = iPrvs;
Component[2].DataType = IndComponentType.Other;
Component[3].DataType = IndComponentType.Other;
Component[2].ShowInDynInfo = false;
Component[3].ShowInDynInfo = false;
break;
case "The bar closes below the Upper Band":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[2], ref Component[3], BandIndLogic.The_bar_closes_below_the_Upper_Band);
break;
case "The bar closes above the Upper Band":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[2], ref Component[3], BandIndLogic.The_bar_closes_above_the_Upper_Band);
break;
case "The bar closes below the Lower Band":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[2], ref Component[3], BandIndLogic.The_bar_closes_below_the_Lower_Band);
break;
case "The bar closes above the Lower Band":
BandIndicatorLogic(iFirstBar, iPrvs, adUpBand, adDnBand, ref Component[2], ref Component[3], BandIndLogic.The_bar_closes_above_the_Lower_Band);
break;
default:
break;
}
}
return;
}
