public Calculate ( SlotTypes slotType ) : void | ||
slotType | SlotTypes | |
return | 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;
int iSmooth = (int)IndParam.NumParam[1].Value;
double dLevel = IndParam.NumParam[2].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
int iFirstBar = iPrvs + iPeriod + iSmooth + 2;
double[] adMomentum = new double[Bars];
double[] adBasePrice = Price(basePrice);
for (int iBar = iPeriod; iBar < Bars; iBar++)
adMomentum[iBar] = adBasePrice[iBar] - adBasePrice[iBar-iPeriod];
if (iSmooth > 0)
adMomentum = MovingAverage(iSmooth, 0, maMethod, adMomentum);
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "Momentum";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.Blue;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adMomentum;
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 Momentum rises":
indLogic = IndicatorLogic.The_indicator_rises;
SpecialValues = new double[1] { 0 };
break;
case "The Momentum falls":
indLogic = IndicatorLogic.The_indicator_falls;
SpecialValues = new double[1] { 0 };
break;
case "The Momentum is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[2] { dLevel, -dLevel };
break;
case "The Momentum is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[2] { dLevel, -dLevel };
break;
case "The Momentum crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[2] { dLevel, -dLevel };
break;
case "The Momentum crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[2] { dLevel, -dLevel };
break;
case "The Momentum changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
SpecialValues = new double[1] { 0 };
break;
case "The Momentum changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
SpecialValues = new double[1] { 0 };
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adMomentum, dLevel, -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; MAMethod maSignalMAMethod = (MAMethod )IndParam.ListParam[2].Index; BasePrice basePrice = (BasePrice)IndParam.ListParam[3].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]; // --------------------------------------------------------- Momentum Momentum1 = new Momentum(slotType); Momentum1.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index; Momentum1.IndParam.ListParam[2].Index = IndParam.ListParam[3].Index; Momentum1.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value; Momentum1.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked; Momentum1.Calculate(slotType); adIndicator1 = Momentum1.Component[0].Value; adIndicator2 = MovingAverage(iPeriod2, 0, maSignalMAMethod, adIndicator1); // ---------------------------------------------------------- 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 = "Histogram"; 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; }