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;
}