public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
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[] adCMO1 = new double[Bars];
double[] adCMO2 = new double[Bars];
double[] adCMO1Sum = new double[Bars];
double[] adCMO2Sum = new double[Bars];
double[] adCMO = new double[Bars];
for (int iBar = 1; iBar < Bars; iBar++)
{
adCMO1[iBar] = 0;
adCMO2[iBar] = 0;
if (adBasePrice[iBar] > adBasePrice[iBar - 1])
adCMO1[iBar] = adBasePrice[iBar] - adBasePrice[iBar - 1];
if (adBasePrice[iBar] < adBasePrice[iBar - 1])
adCMO2[iBar] = adBasePrice[iBar - 1] - adBasePrice[iBar];
}
for (int iBar = 0; iBar < iPeriod; iBar++)
{
adCMO1Sum[iPeriod - 1] += adCMO1[iBar];
adCMO2Sum[iPeriod - 1] += adCMO2[iBar];
}
for (int iBar = iPeriod; iBar < Bars; iBar++)
{
adCMO1Sum[iBar] = adCMO1Sum[iBar - 1] + adCMO1[iBar] - adCMO1[iBar - iPeriod];
adCMO2Sum[iBar] = adCMO2Sum[iBar - 1] + adCMO2[iBar] - adCMO2[iBar - iPeriod];
if (adCMO1Sum[iBar] + adCMO2Sum[iBar] == 0)
adCMO[iBar] = 100;
else
adCMO[iBar] = 100 * (adCMO1Sum[iBar] - adCMO2Sum[iBar]) / (adCMO1Sum[iBar] + adCMO2Sum[iBar]);
}
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "CMO";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.RoyalBlue;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adCMO;
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 CMO rises":
indLogic = IndicatorLogic.The_indicator_rises;
SpecialValues = new double[1] { 0 };
break;
case "The CMO falls":
indLogic = IndicatorLogic.The_indicator_falls;
SpecialValues = new double[1] { 0 };
break;
case "The CMO 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 CMO 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 CMO crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[2] { dLevel, -dLevel };
break;
case "The CMO crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[2] { dLevel, -dLevel };
break;
case "The CMO changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
SpecialValues = new double[1] { 0 };
break;
case "The CMO changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
SpecialValues = new double[1] { 0 };
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adCMO, dLevel, -dLevel, ref Component[1], ref Component[2], indLogic);
return;
}
