Forex_Strategy_Builder.Money_Flow_Index.Calculate C# (CSharp) Метод

Calculate() публичный Метод

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

            int iFirstBar = iPeriod + iPrvs;

            // Calculating Money Flow
            double[] adMF  = new double[Bars];
            for (int iBar = 1; iBar < Bars; iBar++)
            {
                double dAVG  = (High[iBar] + Low[iBar] + Close[iBar]) / 3;
                double dAVG1 = (High[iBar - 1] + Low[iBar - 1] + Close[iBar - 1]) / 3;
                if (dAVG > dAVG1)
                    adMF[iBar] = adMF[iBar - 1] + dAVG * Volume[iBar];
                else if (dAVG < dAVG1)
                    adMF[iBar] = adMF[iBar - 1] - dAVG * Volume[iBar];
                else
                    adMF[iBar] = adMF[iBar - 1];
            }

            // Calculating Money Flow Index
            double[] adMFI = new double[Bars];
            for (int iBar = iPeriod + 1; iBar < Bars; iBar++)
            {
                double dPMF = 0;
                double dNMF = 0;
                for (int index = 0; index < iPeriod; index++)
                {
                    if (adMF[iBar - index] > adMF[iBar - index - 1])
                        dPMF += adMF[iBar - index] - adMF[iBar - index - 1];
                    if (adMF[iBar - index] < adMF[iBar - index - 1])
                        dNMF += adMF[iBar - index - 1] - adMF[iBar - index];
                }
                if (dNMF == 0)
                    adMFI[iBar] = 100.0;
                else
                    adMFI[iBar] = 100.0 - (100.0 / (1.0 + (dPMF / dNMF)));
            }

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

            Component[0] = new IndicatorComp();
            Component[0].CompName   = "Money Flow Index";
            Component[0].DataType   = IndComponentType.IndicatorValue;
            Component[0].ChartType  = IndChartType.Line;
            Component[0].ChartColor = Color.Blue;
            Component[0].FirstBar   = iFirstBar;
            Component[0].Value      = adMFI;

            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 MFI rises":
                    indLogic = IndicatorLogic.The_indicator_rises;
                    SpecialValues = new double[1] { 50 };
                    break;

                case "The MFI falls":
                    indLogic = IndicatorLogic.The_indicator_falls;
                    SpecialValues = new double[1] { 50 };
                    break;

                case "The MFI is higher than the Level line":
                    indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
                    SpecialValues = new double[2] { dLevel, 100 - dLevel };
                    break;

                case "The MFI is lower than the Level line":
                    indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
                    SpecialValues = new double[2] { dLevel, 100 - dLevel };
                    break;

                case "The MFI crosses the Level line upward":
                    indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
                    SpecialValues = new double[2] { dLevel, 100 - dLevel };
                    break;

                case "The MFI crosses the Level line downward":
                    indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
                    SpecialValues = new double[2] { dLevel, 100 - dLevel };
                    break;

                case "The MFI changes its direction upward":
                    indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
                    SpecialValues = new double[1] { 50 };
                    break;

                case "The MFI changes its direction downward":
                    indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
                    SpecialValues = new double[1] { 50 };
                    break;

                default:
                    break;
            }

            OscillatorLogic(iFirstBar, iPrvs, adMFI, dLevel, 100 - dLevel, ref Component[1], ref Component[2], indLogic);

            return;
        }