| 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;
BasePrice basePrice = (BasePrice)IndParam.ListParam[2].Index;
int iPeriod = (int)IndParam.NumParam[0].Value;
int iSmooth = (int)IndParam.NumParam[1].Value;
double dLevel = IndParam.NumParam[2].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
int iFirstBar = iPrvs + iPeriod + iSmooth + 2;
double[] adROC = new double[Bars];
double[] adBasePrice = Price(basePrice);
for (int iBar = iPeriod; iBar < Bars; iBar++)
adROC[iBar] = adBasePrice[iBar] / adBasePrice[iBar - iPeriod];
if (iSmooth > 0)
{
adROC = MovingAverage(iSmooth, 0, maMethod, adROC);
}
// Saving the components
Component = new IndicatorComp[3];
Component[0] = new IndicatorComp();
Component[0].CompName = "ROC";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Line;
Component[0].ChartColor = Color.Violet;
Component[0].FirstBar = iFirstBar;
Component[0].Value = adROC;
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 ROC rises":
indLogic = IndicatorLogic.The_indicator_rises;
SpecialValues = new double[1] { 1 };
break;
case "The ROC falls":
indLogic = IndicatorLogic.The_indicator_falls;
SpecialValues = new double[1] { 1 };
break;
case "The ROC is higher than the Level line":
indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line;
SpecialValues = new double[2] { dLevel, 2 - dLevel };
break;
case "The ROC is lower than the Level line":
indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line;
SpecialValues = new double[2] { dLevel, 2 - dLevel };
break;
case "The ROC crosses the Level line upward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward;
SpecialValues = new double[2] { dLevel, 2 - dLevel };
break;
case "The ROC crosses the Level line downward":
indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward;
SpecialValues = new double[2] { dLevel, 2 - dLevel };
break;
case "The ROC changes its direction upward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward;
SpecialValues = new double[1] { 1 };
break;
case "The ROC changes its direction downward":
indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward;
SpecialValues = new double[1] { 1 };
break;
default:
break;
}
OscillatorLogic(iFirstBar, iPrvs, adROC, dLevel, 2 - dLevel, ref Component[1], ref Component[2], indLogic);
return;
}
/// <summary>
/// Calculates the indicator's components
/// </summary>
public override void Calculate(SlotTypes slotType)
{
// Reading the parameters
MAMethod maMethod = (MAMethod )IndParam.ListParam[1].Index;
BasePrice basePrice = (BasePrice)IndParam.ListParam[2].Index;
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];
// ---------------------------------------------------------
Rate_of_Change ROC1 = new Rate_of_Change(slotType);
ROC1.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
ROC1.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index;
ROC1.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value;
ROC1.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
ROC1.Calculate(slotType);
Rate_of_Change ROC2 = new Rate_of_Change(slotType);
ROC2.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
ROC2.IndParam.ListParam[2].Index = IndParam.ListParam[2].Index;
ROC2.IndParam.NumParam[0].Value = IndParam.NumParam[1].Value;
ROC2.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
ROC2.Calculate(slotType);
adIndicator1 = ROC1.Component[0].Value;
adIndicator2 = ROC2.Component[0].Value;
// ----------------------------------------------------------
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 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;
}
