Forex_Strategy_Builder.Fisher_Transform.Calculate C# (CSharp) Method

Calculate() public method

Calculates the indicator's components
public Calculate ( SlotTypes slotType ) : void
slotType SlotTypes
return void
        public override void Calculate(SlotTypes slotType)
        {
            // Reading the parameters
            BasePrice basePrice = (BasePrice)IndParam.ListParam[1].Index;
            int iPeriod  = (int)IndParam.NumParam[0].Value;
            int iPrvs    = IndParam.CheckParam[0].Checked ? 1 : 0;

            // Calculation
            int iFirstBar = iPeriod + 2;

            double[] adPrice = Price(basePrice);
            double[] adValue = new double[Bars];

            for (int iBar = 0; iBar < iPeriod; iBar++)
                adValue[iBar] = 0;

            for (int iBar = iPeriod; iBar < Bars; iBar++)
            {
                double dHighestHigh = double.MinValue;
                double dLowestLow   = double.MaxValue;
                for (int i = 0; i < iPeriod; i++)
                {
                    if (adPrice[iBar - i] > dHighestHigh)
                        dHighestHigh = adPrice[iBar - i];
                    if (adPrice[iBar - i] < dLowestLow)
                        dLowestLow = adPrice[iBar - i];
                }

                if (dHighestHigh == dLowestLow)
                    dHighestHigh = dLowestLow + Point;
                if (dHighestHigh - dLowestLow == 0.5)
                    dHighestHigh += Point;

                adValue[iBar] = 0.33 * 2 * ((adPrice[iBar] - dLowestLow) / (dHighestHigh - dLowestLow) - 0.5) + 0.67 * adValue[iBar - 1];
            }

            double[] adFT = new double[Bars];
            adFT[0] = 0;
            for (int iBar = 1; iBar < Bars; iBar++)
            {
                adFT[iBar] = 0.5 * (double)Math.Log10((1 + adValue[iBar]) / (1 - adValue[iBar])) + 0.5 * adFT[iBar - 1];
            }

            // Saving the components
            Component = new IndicatorComp[3];

            Component[0] = new IndicatorComp();
            Component[0].CompName  = "Fisher Transform";
            Component[0].DataType  = IndComponentType.IndicatorValue;
            Component[0].ChartType = IndChartType.Histogram;
            Component[0].FirstBar  = iFirstBar;
            Component[0].Value     = adFT;

            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 Fisher Transform rises":
                    indLogic = IndicatorLogic.The_indicator_rises;
                    break;

                case "The Fisher Transform falls":
                    indLogic = IndicatorLogic.The_indicator_falls;
                    break;

                case "The Fisher Transform is higher than the zero line":
                    indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
                    break;

                case "The Fisher Transform is lower than the zero line":
                    indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
                    break;

                case "The Fisher Transform crosses the zero line upward":
                    indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
                    break;

                case "The Fisher Transform crosses the zero line downward":
                    indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
                    break;

                case "The Fisher Transform changes its direction upward":
                    indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
                    break;

                case "The Fisher Transform changes its direction downward":
                    indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
                    break;

                default:
                    break;
            }

            OscillatorLogic(iFirstBar, iPrvs, adFT, 0, 0, ref Component[1], ref Component[2], indLogic);

            return;
        }