Forex_Strategy_Builder.Overbought_Oversold_Index.Calculate C# (CSharp) Method

Calculate() public method

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

            // Calculation
            int iFirstBar = iPeriod + 2;

            double[] adOBOS = new double[Bars];
            double dMin = double.MaxValue;
            double dMax = double.MinValue;
            for (int iBar = iPeriod; iBar < Bars; iBar++)
            {
                dMin = double.MaxValue;
                dMax = double.MinValue;
                for (int index = 0; index < iPeriod; index++)
                {
                    if (High[iBar - index] > dMax) dMax = High[iBar - index];
                    if (Low[iBar  - index] < dMin) dMin = Low[iBar  - index];
                }
                adOBOS[iBar] = 100 * (Close[iBar] - dMin) / (dMax - dMin);
            }

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

            Component[0] = new IndicatorComp();
            Component[0].CompName   = "OBOS";
            Component[0].DataType   = IndComponentType.IndicatorValue;
            Component[0].ChartType  = IndChartType.Line;
            Component[0].ChartColor = Color.Brown;
            Component[0].FirstBar   = iFirstBar;
            Component[0].Value      = adOBOS;

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

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

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

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

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

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

                default:
                    break;
            }

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

            return;
        }

Usage Example

        /// <summary>
        /// Calculates the indicator's components
        /// </summary>
        public override void Calculate(SlotTypes slotType)
        {
            MAMethod maSignalMAMethod = (MAMethod)IndParam.ListParam[2].Index;

            // Reading the parameters
            int iPeriod1 = (int)IndParam.NumParam[0].Value;
            int iPeriod2 = (int)IndParam.NumParam[1].Value;
            int iPrvs    = IndParam.CheckParam[0].Checked ? 1 : 0;

            // Calculation
            int iFirstBar = iPeriod1 + iPeriod2 + 2;
            double[] adIndicator1 = new double[Bars];
            double[] adIndicator2 = new double[Bars];
            double[] adOscllator  = new double[Bars];

            // ---------------------------------------------------------
            Overbought_Oversold_Index OBOS1 = new Overbought_Oversold_Index(slotType);
            OBOS1.IndParam.NumParam[0].Value     = IndParam.NumParam[0].Value;
            OBOS1.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
            OBOS1.Calculate(slotType);

            adIndicator1 = OBOS1.Component[0].Value;
            adIndicator2 = MovingAverage(iPeriod2, 0, maSignalMAMethod, adIndicator1);
            // ----------------------------------------------------------

            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  = "Histogram";
            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 rises":
                    indLogic = IndicatorLogic.The_indicator_rises;
                    break;

                case "The Oscillator falls":
                    indLogic = IndicatorLogic.The_indicator_falls;
                    break;

                case "The Oscillator is higher than the zero line":
                    indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
                    break;

                case "The Oscillator is lower than the zero line":
                    indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
                    break;

                case "The Oscillator crosses the zero line upward":
                    indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
                    break;

                case "The Oscillator crosses the zero line downward":
                    indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
                    break;

                case "The Oscillator changes its direction upward":
                    indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
                    break;

                case "The Oscillator 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;
        }
All Usage Examples Of Forex_Strategy_Builder.Overbought_Oversold_Index::Calculate