| 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;
MAMethod slMethod = (MAMethod )IndParam.ListParam[3].Index;
BasePrice basePrice = (BasePrice)IndParam.ListParam[2].Index;
int nSlow = (int)IndParam.NumParam[0].Value;
int nFast = (int)IndParam.NumParam[1].Value;
int nSignal = (int)IndParam.NumParam[2].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = nSlow + nFast + 3;
double[] adMASlow = MovingAverage(nSlow, 0, maMethod, Price(basePrice));
double[] adMAFast = MovingAverage(nFast, 0, maMethod, Price(basePrice));
double[] adMACD = new double[Bars];
for (int iBar = nSlow - 1; iBar < Bars; iBar++)
adMACD[iBar] = adMAFast[iBar] - adMASlow[iBar];
double[] maSignalLine = MovingAverage(nSignal, 0, slMethod, adMACD);
// adHistogram represents the MACD oscillator
double[] adHistogram = new double[Bars];
for (int iBar = nSlow + nSignal - 1; iBar < Bars; iBar++)
adHistogram[iBar] = adMACD[iBar] - maSignalLine[iBar];
// Saving the components
Component = new IndicatorComp[5];
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 = adHistogram;
Component[1] = new IndicatorComp();
Component[1].CompName = "Signal line";
Component[1].DataType = IndComponentType.IndicatorValue;
Component[1].ChartType = IndChartType.Line;
Component[1].ChartColor = Color.Gold;
Component[1].FirstBar = iFirstBar;
Component[1].Value = maSignalLine;
Component[2] = new IndicatorComp();
Component[2].CompName = "MACD line";
Component[2].DataType = IndComponentType.IndicatorValue;
Component[2].ChartType = IndChartType.Line;
Component[2].ChartColor = Color.Blue;
Component[2].FirstBar = iFirstBar;
Component[2].Value = adMACD;
Component[3] = new IndicatorComp();
Component[3].ChartType = IndChartType.NoChart;
Component[3].FirstBar = iFirstBar;
Component[3].Value = new double[Bars];
Component[4] = new IndicatorComp();
Component[4].ChartType = IndChartType.NoChart;
Component[4].FirstBar = iFirstBar;
Component[4].Value = new double[Bars];
// Sets the Component's type
if (slotType == SlotTypes.OpenFilter)
{
Component[3].DataType = IndComponentType.AllowOpenLong;
Component[3].CompName = "Is long entry allowed";
Component[4].DataType = IndComponentType.AllowOpenShort;
Component[4].CompName = "Is short entry allowed";
}
else if (slotType == SlotTypes.CloseFilter)
{
Component[3].DataType = IndComponentType.ForceCloseLong;
Component[3].CompName = "Close out long position";
Component[4].DataType = IndComponentType.ForceCloseShort;
Component[4].CompName = "Close out short position";
}
switch (IndParam.ListParam[0].Text)
{
case "The MACD line rises":
OscillatorLogic(iFirstBar, iPrvs, adMACD, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_rises);
break;
case "The MACD line falls":
OscillatorLogic(iFirstBar, iPrvs, adMACD, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_falls);
break;
case "The MACD line is higher than zero":
OscillatorLogic(iFirstBar, iPrvs, adMACD, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_is_higher_than_the_level_line);
break;
case "The MACD line is lower than zero":
OscillatorLogic(iFirstBar, iPrvs, adMACD, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_is_lower_than_the_level_line);
break;
case "The MACD line crosses the zero line upward":
OscillatorLogic(iFirstBar, iPrvs, adMACD, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_crosses_the_level_line_upward);
break;
case "The MACD line crosses the zero line downward":
OscillatorLogic(iFirstBar, iPrvs, adMACD, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_crosses_the_level_line_downward);
break;
case "The MACD line changes its direction upward":
OscillatorLogic(iFirstBar, iPrvs, adMACD, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_changes_its_direction_upward);
break;
case "The MACD line changes its direction downward":
OscillatorLogic(iFirstBar, iPrvs, adMACD, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_changes_its_direction_downward);
break;
case "The MACD line crosses the Signal line upward":
OscillatorLogic(iFirstBar, iPrvs, adHistogram, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_crosses_the_level_line_upward);
break;
case "The MACD line crosses the Signal line downward":
OscillatorLogic(iFirstBar, iPrvs, adHistogram, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_crosses_the_level_line_downward);
break;
case "The MACD line is higher than the Signal line":
OscillatorLogic(iFirstBar, iPrvs, adHistogram, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_is_higher_than_the_level_line);
break;
case "The MACD line is lower than the Signal line":
OscillatorLogic(iFirstBar, iPrvs, adHistogram, 0, 0, ref Component[3], ref Component[4], IndicatorLogic.The_indicator_is_lower_than_the_level_line);
break;
default:
break;
}
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
MACD MACD1 = new MACD(slotType);
MACD1.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
MACD1.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index;
MACD1.IndParam.ListParam[3].Index = IndParam.ListParam[3].Index;
MACD1.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value;
MACD1.IndParam.NumParam[1].Value = IndParam.NumParam[2].Value;
MACD1.IndParam.NumParam[2].Value = IndParam.NumParam[4].Value;
MACD1.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
MACD1.Calculate(slotType);
MACD MACD2 = new MACD(slotType);
MACD2.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
MACD2.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index;
MACD2.IndParam.ListParam[3].Index = IndParam.ListParam[3].Index;
MACD2.IndParam.NumParam[0].Value = IndParam.NumParam[1].Value;
MACD2.IndParam.NumParam[1].Value = IndParam.NumParam[3].Value;
MACD2.IndParam.NumParam[2].Value = IndParam.NumParam[5].Value;
MACD2.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
MACD2.Calculate(slotType);
// Calculation
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
int iPeriod1 = (int)IndParam.NumParam[0].Value;
int iPeriod2 = (int)IndParam.NumParam[1].Value;
int iFirstBar = iPeriod1 + iPeriod2 + 2;
double[] adIndicator1 = new double[Bars];
double[] adIndicator2 = new double[Bars];
if (IndParam.ListParam[4].Index == 0)
{
adIndicator1 = MACD1.Component[0].Value;
adIndicator2 = MACD2.Component[0].Value;
}
else if (IndParam.ListParam[4].Index == 1)
{
adIndicator1 = MACD1.Component[1].Value;
adIndicator2 = MACD2.Component[1].Value;
}
else
{
adIndicator1 = MACD1.Component[2].Value;
adIndicator2 = MACD2.Component[2].Value;
}
double[] adOscllator = new double[Bars];
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 = "Oscillator";
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 of MACD rises":
indLogic = IndicatorLogic.The_indicator_rises;
break;
case "The Oscillator of MACD falls":
indLogic = IndicatorLogic.The_indicator_falls;
break;
case "The Oscillator of MACD is higher than the zero line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
break;
case "The Oscillator of MACD is lower than the zero line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
break;
case "The Oscillator of MACD crosses the zero line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
break;
case "The Oscillator of MACD crosses the zero line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
break;
case "The Oscillator of MACD changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
break;
case "The Oscillator of MACD 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;
}