public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
int iSense = (int)IndParam.NumParam[0].Value;
int iFirstBar = iSense;
double[] adFibo0;
double[] adFibo382;
double[] adFibo50;
double[] adFibo618;
double[] adFibo100;
bool bReverseLogic = (IndParam.ListParam[1].Text == "Retracement");
int iDeviation = 5;
int iBackStep = 3;
double[] adHighPoint = new double[Bars];
double[] adLowPoint = new double[Bars];
adFibo0 = new double[Bars];
adFibo382 = new double[Bars];
adFibo50 = new double[Bars];
adFibo618 = new double[Bars];
adFibo100 = new double[Bars];
double dLastHigh = 0;
double dLastLow = 0;
for (int iBar = iSense; iBar < Bars; iBar++)
{
// The highest High in the period [iBar-iSence, iBar]
double dHigh = 0;
for (int iShift = 0; iShift < iSense; iShift++)
if (dHigh < High[iBar - iShift])
dHigh = High[iBar - iShift];
if (dHigh == dLastHigh)
dHigh = 0;
else
{
dLastHigh = dHigh;
if (dHigh - High[iBar] > iDeviation * Point)
dHigh = 0;
else
for (int iBack = 1; iBack <= iBackStep; iBack++)
if (adHighPoint[iBar - iBack] > 0 && adHighPoint[iBar - iBack] < dHigh)
adHighPoint[iBar - iBack] = 0;
}
adHighPoint[iBar] = dHigh;
// The lowest Low in the period [iBar-iSence, iBar]
double dLow = 10000;
for (int iShift = 0; iShift < iSense; iShift++)
if (Low[iBar - iShift] < dLow)
dLow = Low[iBar - iShift];
if (dLow == dLastLow)
dLow = 0;
else
{
dLastLow = dLow;
if (Low[iBar] - dLow > iDeviation * Point)
dLow = 0;
else
for (int iBack = 1; iBack <= iBackStep; iBack++)
if (adLowPoint[iBar - iBack] > 0 && adLowPoint[iBar - iBack] > dLow)
adLowPoint[iBar - iBack] = 0;
}
adLowPoint[iBar] = dLow;
}
int iLastHighBar = -1;
int iLastLowBar = -1;
double dCurHigh;
double dCurLow;
dLastHigh = -1;
dLastLow = -1;
for (int iBar = iSense; iBar < Bars; iBar++)
{
dCurHigh = adHighPoint[iBar];
dCurLow = adLowPoint[iBar];
if (dCurLow == 0 && dCurHigh == 0) continue;
if (dCurHigh != 0)
{
if (dLastHigh > 0)
{
if (dLastHigh < dCurHigh) adHighPoint[iLastHighBar] = 0;
else adHighPoint[iBar] = 0;
}
if (dLastHigh < dCurHigh || dLastHigh < 0)
{
dLastHigh = dCurHigh;
iLastHighBar = iBar;
}
dLastLow = -1;
}
if (dCurLow != 0)
{
if (dLastLow > 0)
{
if (dLastLow > dCurLow) adLowPoint[iLastLowBar] = 0;
else adLowPoint[iBar] = 0;
}
if (dCurLow < dLastLow || dLastLow < 0)
{
dLastLow = dCurLow;
iLastLowBar = iBar;
}
dLastHigh = -1;
}
}
dLastHigh = 0;
dLastLow = 0;
int iFirstLowBar = 0;
int iFirstHighBar = 0;
for (int iBar = 0; iBar < Bars; iBar++)
{
if (adHighPoint[iBar] > 0)
{
dLastHigh = adHighPoint[iBar];
iFirstHighBar = iBar;
}
if (adLowPoint[iBar] > 0)
{
dLastLow = adLowPoint[iBar];
iFirstLowBar = iBar;
}
if (iFirstHighBar > 0 && iFirstLowBar > 0) break;
}
for (int iBar = Math.Max(iFirstLowBar, iFirstHighBar); iBar < Bars; iBar++)
{
if (adHighPoint[iBar - 1] > 0)
{
dLastHigh = adHighPoint[iBar - 1];
adFibo0 [iBar] = dLastHigh;
adFibo382[iBar] = dLastHigh - (dLastHigh - dLastLow) * 0.382;
adFibo50 [iBar] = dLastHigh - (dLastHigh - dLastLow) * 0.500;
adFibo618[iBar] = dLastHigh - (dLastHigh - dLastLow) * 0.618;
adFibo100[iBar] = dLastLow;
}
else if (adLowPoint[iBar - 1] > 0)
{
dLastLow = adLowPoint[iBar - 1];
adFibo0 [iBar] = dLastLow;
adFibo382[iBar] = dLastLow + (dLastHigh - dLastLow) * 0.382;
adFibo50 [iBar] = dLastLow + (dLastHigh - dLastLow) * 0.500;
adFibo618[iBar] = dLastLow + (dLastHigh - dLastLow) * 0.618;
adFibo100[iBar] = dLastHigh;
}
else
{
adFibo0 [iBar] = adFibo0 [iBar - 1];
adFibo382[iBar] = adFibo382[iBar - 1];
adFibo50 [iBar] = adFibo50 [iBar - 1];
adFibo618[iBar] = adFibo618[iBar - 1];
adFibo100[iBar] = adFibo100[iBar - 1];
}
}
// Saving the components
Component = new IndicatorComp[8];
Component[0] = new IndicatorComp();
Component[0].CompName = "Position entry price";
Component[0].DataType = IndComponentType.OpenPrice;
Component[0].ChartType = IndChartType.NoChart;
Component[0].FirstBar = iFirstBar;
Component[0].Value = new double[Bars];
Component[1] = new IndicatorComp();
Component[1].CompName = "Fibonacci retracement 0%";
Component[1].DataType = IndComponentType.IndicatorValue;
Component[1].ChartType = IndChartType.Level;
Component[1].ChartColor = Color.Green;
Component[1].FirstBar = iFirstBar;
Component[1].Value = adFibo0;
Component[2] = new IndicatorComp();
Component[2].CompName = "Fibonacci retracement 38.2%";
Component[2].DataType = IndComponentType.IndicatorValue;
Component[2].ChartType = IndChartType.Level;
Component[2].ChartColor = Color.Gold;
Component[2].FirstBar = iFirstBar;
Component[2].Value = adFibo382;
Component[3] = new IndicatorComp();
Component[3].CompName = "Fibonacci retracement 50%";
Component[3].DataType = IndComponentType.IndicatorValue;
Component[3].ChartType = IndChartType.Level;
Component[3].ChartColor = Color.Orchid;
Component[3].FirstBar = iFirstBar;
Component[3].Value = adFibo50;
Component[4] = new IndicatorComp();
Component[4].CompName = "Fibonacci retracement 61.8%";
Component[4].DataType = IndComponentType.IndicatorValue;
Component[4].ChartType = IndChartType.Level;
Component[4].ChartColor = Color.Purple;
Component[4].FirstBar = iFirstBar;
Component[4].Value = adFibo618;
Component[5] = new IndicatorComp();
Component[5].CompName = "Fibonacci retracement 100%";
Component[5].DataType = IndComponentType.IndicatorValue;
Component[5].ChartType = IndChartType.Level;
Component[5].ChartColor = Color.Red;
Component[5].FirstBar = iFirstBar;
Component[5].Value = adFibo100;
Component[6] = new IndicatorComp();
Component[6].CompName = "Is long entry allowed";
Component[6].DataType = IndComponentType.AllowOpenLong;
Component[6].ChartType = IndChartType.NoChart;
Component[6].FirstBar = iFirstBar;
Component[6].Value = new double[Bars];
Component[7] = new IndicatorComp();
Component[7].CompName = "Is short entry allowed";
Component[7].DataType = IndComponentType.AllowOpenShort;
Component[7].ChartType = IndChartType.NoChart;
Component[7].FirstBar = iFirstBar;
Component[7].Value = new double[Bars];
int iBarFibo382Reached = 0;
int iBarFibo500Reached = 0;
int iBarFibo618Reached = 0;
int iBarFibo100Reached = 0;
for (int iBar = Math.Max(iFirstLowBar, iFirstHighBar); iBar < Bars; iBar++)
{
Component[0].Value[iBar] = 0;
// Reset
if (adHighPoint[iBar - 1] > 0 || adLowPoint[iBar - 1] > 0)
{
iBarFibo382Reached = 0;
iBarFibo500Reached = 0;
iBarFibo618Reached = 0;
iBarFibo100Reached = 0;
}
// Up trend
if (adFibo0[iBar] < adFibo100[iBar])
{
if (iBarFibo382Reached == 0 && Low[iBar] <= adFibo382[iBar] && High[iBar] >= adFibo382[iBar])
{
Component[6].Value[iBar] = bReverseLogic ? 0 : 1;
Component[7].Value[iBar] = bReverseLogic ? 1 : 0;
Component[0].Value[iBar] = adFibo382[iBar];
iBarFibo382Reached = iBar;
}
if (iBarFibo500Reached == 0 && Low[iBar] <= adFibo50[iBar] && High[iBar] >= adFibo50[iBar])
{
Component[6].Value[iBar] = bReverseLogic ? 0 : 1;
Component[7].Value[iBar] = bReverseLogic ? 1 : 0;
if (iBarFibo382Reached != iBar)
Component[0].Value[iBar] = adFibo50[iBar];
iBarFibo500Reached = iBar;
}
if (iBarFibo618Reached == 0 && Low[iBar] <= adFibo618[iBar] && High[iBar] >= adFibo618[iBar])
{
Component[6].Value[iBar] = bReverseLogic ? 0 : 1;
Component[7].Value[iBar] = bReverseLogic ? 1 : 0;
if (iBarFibo500Reached != iBar)
Component[0].Value[iBar] = adFibo618[iBar];
iBarFibo618Reached = iBar;
}
if (iBarFibo100Reached == 0 && Low[iBar] <= adFibo100[iBar] && High[iBar] >= adFibo100[iBar])
{
Component[6].Value[iBar] = bReverseLogic ? 0 : 1;
Component[7].Value[iBar] = bReverseLogic ? 1 : 0;
if (iBarFibo618Reached != iBar)
Component[0].Value[iBar] = adFibo100[iBar];
iBarFibo100Reached = iBar;
}
}
// Down trend
if (adFibo0[iBar] > adFibo100[iBar])
{
if (iBarFibo382Reached == 0 && Low[iBar] <= adFibo382[iBar] && High[iBar] >= adFibo382[iBar])
{
Component[6].Value[iBar] = bReverseLogic ? 1 : 0;
Component[7].Value[iBar] = bReverseLogic ? 0 : 1;
Component[0].Value[iBar] = adFibo382[iBar];
iBarFibo382Reached = iBar;
}
if (iBarFibo500Reached == 0 && Low[iBar] <= adFibo50[iBar] && High[iBar] >= adFibo50[iBar])
{
Component[6].Value[iBar] = bReverseLogic ? 1 : 0;
Component[7].Value[iBar] = bReverseLogic ? 0 : 1;
if (iBarFibo382Reached != iBar)
Component[0].Value[iBar] = adFibo50[iBar];
iBarFibo500Reached = iBar;
}
if (iBarFibo618Reached == 0 && Low[iBar] <= adFibo618[iBar] && High[iBar] >= adFibo618[iBar])
{
Component[6].Value[iBar] = bReverseLogic ? 1 : 0;
Component[7].Value[iBar] = bReverseLogic ? 0 : 1;
if (iBarFibo500Reached != iBar)
Component[0].Value[iBar] = adFibo618[iBar];
iBarFibo618Reached = iBar;
}
if (iBarFibo100Reached == 0 && Low[iBar] <= adFibo100[iBar] && High[iBar] >= adFibo100[iBar])
{
Component[6].Value[iBar] = bReverseLogic ? 1 : 0;
Component[7].Value[iBar] = bReverseLogic ? 0 : 1;
if (iBarFibo618Reached != iBar)
Component[0].Value[iBar] = adFibo100[iBar];
iBarFibo100Reached = iBar;
}
}
}
return;
}
