public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
bool bIsVisible = IndParam.ListParam[1].Text == "The fractal is visible";
double dShift = (double)IndParam.NumParam[0].Value * Point;
int iFirstBar = 8;
double[] adFrUp = new double[Bars];
double[] adFrDn = new double[Bars];
for (int iBar = 8; iBar < Bars - 1; iBar++)
{
if (High[iBar - 1] < High[iBar - 2] && High[iBar] < High[iBar - 2])
{
// Fractal type 1
if (High[iBar - 4] < High[iBar - 2] &&
High[iBar - 3] < High[iBar - 2])
adFrUp[iBar + 1] = High[iBar - 2];
// Fractal type 2
if (High[iBar - 5] < High[iBar - 2] &&
High[iBar - 4] < High[iBar - 2] &&
High[iBar - 3] == High[iBar - 2])
adFrUp[iBar + 1] = High[iBar - 2];
// Fractal type 3, 4
if (High[iBar - 6] < High[iBar - 2] &&
High[iBar - 5] < High[iBar - 2] &&
High[iBar - 4] == High[iBar - 2] &&
High[iBar - 3] <= High[iBar - 2])
adFrUp[iBar + 1] = High[iBar - 2];
// Fractal type 5
if (High[iBar - 7] < High[iBar - 2] &&
High[iBar - 6] < High[iBar - 2] &&
High[iBar - 5] == High[iBar - 2] &&
High[iBar - 4] < High[iBar - 2] &&
High[iBar - 3] == High[iBar - 2])
adFrUp[iBar + 1] = High[iBar - 2];
// Fractal type 6
if (High[iBar - 7] < High[iBar - 2] &&
High[iBar - 6] < High[iBar - 2] &&
High[iBar - 5] == High[iBar - 2] &&
High[iBar - 4] == High[iBar - 2] &&
High[iBar - 3] < High[iBar - 2])
adFrUp[iBar + 1] = High[iBar - 2];
// Fractal type 7
if (High[iBar - 8] < High[iBar - 2] &&
High[iBar - 7] < High[iBar - 2] &&
High[iBar - 6] == High[iBar - 2] &&
High[iBar - 5] < High[iBar - 2] &&
High[iBar - 4] == High[iBar - 2] &&
High[iBar - 3] < High[iBar - 2])
adFrUp[iBar + 1] = High[iBar - 2];
}
if (Low[iBar - 1] > Low[iBar - 2] && Low[iBar] > Low[iBar - 2])
{
// Fractal type 1
if (Low[iBar - 4] > Low[iBar - 2] &&
Low[iBar - 3] > Low[iBar - 2])
adFrDn[iBar + 1] = Low[iBar - 2];
// Fractal type 2
if (Low[iBar - 5] > Low[iBar - 2] &&
Low[iBar - 4] > Low[iBar - 2] &&
Low[iBar - 3] == Low[iBar - 2])
adFrDn[iBar + 1] = Low[iBar - 2];
// Fractal type 3, 4
if (Low[iBar - 6] > Low[iBar - 2] &&
Low[iBar - 5] > Low[iBar - 2] &&
Low[iBar - 4] == Low[iBar - 2] &&
Low[iBar - 3] >= Low[iBar - 2])
adFrDn[iBar + 1] = Low[iBar - 2];
// Fractal type 5
if (Low[iBar - 7] > Low[iBar - 2] &&
Low[iBar - 6] > Low[iBar - 2] &&
Low[iBar - 5] == Low[iBar - 2] &&
Low[iBar - 4] > Low[iBar - 2] &&
Low[iBar - 3] == Low[iBar - 2])
adFrDn[iBar + 1] = Low[iBar - 2];
// Fractal type 6
if (Low[iBar - 7] > Low[iBar - 2] &&
Low[iBar - 6] > Low[iBar - 2] &&
Low[iBar - 5] == Low[iBar - 2] &&
Low[iBar - 4] == Low[iBar - 2] &&
Low[iBar - 3] > Low[iBar - 2])
adFrDn[iBar + 1] = Low[iBar - 2];
// Fractal type 7
if (Low[iBar - 8] > Low[iBar - 2] &&
Low[iBar - 7] > Low[iBar - 2] &&
Low[iBar - 6] == Low[iBar - 2] &&
Low[iBar - 5] > Low[iBar - 2] &&
Low[iBar - 4] == Low[iBar - 2] &&
Low[iBar - 3] > Low[iBar - 2])
adFrDn[iBar + 1] = Low[iBar - 2];
}
}
// Is visible
if (bIsVisible)
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
if (adFrUp[iBar - 1] > 0 && adFrUp[iBar] == 0 && High[iBar - 1] < adFrUp[iBar - 1])
adFrUp[iBar] = adFrUp[iBar - 1];
if (adFrDn[iBar - 1] > 0 && adFrDn[iBar] == 0 && Low[iBar - 1] > adFrDn[iBar - 1])
adFrDn[iBar] = adFrDn[iBar - 1];
}
else
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
if (adFrUp[iBar] == 0) adFrUp[iBar] = adFrUp[iBar - 1];
if (adFrDn[iBar] == 0) adFrDn[iBar] = adFrDn[iBar - 1];
}
double[] adFrUpEntry = new double[Bars];
double[] adFrDnEntry = new double[Bars];
// Saving the components
Component = new IndicatorComp[4];
Component[0] = new IndicatorComp();
Component[0].CompName = "Up Fractal";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Level;
Component[0].ChartColor = Color.SpringGreen;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adFrUp;
Component[1] = new IndicatorComp();
Component[1].CompName = "Down Fractal";
Component[1].DataType = IndComponentType.IndicatorValue;
Component[1].ChartType = IndChartType.Level;
Component[1].ChartColor = Color.DarkRed;
Component[1].FirstBar = iFirstBar;
Component[1].Value = adFrDn;
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];
if (slotType == SlotTypes.Open)
{
Component[2].CompName = "Long position entry price";
Component[2].DataType = IndComponentType.OpenLongPrice;
Component[3].CompName = "Short position entry price";
Component[3].DataType = IndComponentType.OpenShortPrice;
}
else if (slotType == SlotTypes.Close)
{
Component[2].CompName = "Long position closing price";
Component[2].DataType = IndComponentType.CloseLongPrice;
Component[3].CompName = "Short position closing price";
Component[3].DataType = IndComponentType.CloseShortPrice;
}
switch (IndParam.ListParam[0].Text)
{
case "Enter long at an Up Fractal":
case "Exit long at an Up Fractal":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
if(adFrUp[iBar] > Point)
Component[2].Value[iBar] = adFrUp[iBar] + dShift;
if (adFrDn[iBar] > Point)
Component[3].Value[iBar] = adFrDn[iBar] - dShift;
}
break;
case "Enter long at a Down Fractal":
case "Exit long at a Down Fractal":
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
if (adFrDn[iBar] > Point)
Component[2].Value[iBar] = adFrDn[iBar] - dShift;
if(adFrUp[iBar] > Point)
Component[3].Value[iBar] = adFrUp[iBar] + dShift;
}
break;
default:
break;
}
return;
}
