#region Namespaces
using System;
#endregion
namespace ScriptCode {
/// <summary>
/// Indicator scripts are used for calculating a series of numerical values.
///
/// This script can be used in several ways:
/// (1) It can be used on a chart.
/// (2) It can be used from another script.
/// (3) It can be used as a script column in a watchlist.
/// </summary>
public partial class MyIndicator : IndicatorScriptBase // NEVER CHANGE THE CLASS NAME
{
#region Variables
// The underlying symbol index on which to calculate the indicator script.
private int _symbolIndex;
// The number of periods to use in the indicator script calculation.
private int _periods;
// The ADX series.
private const int ADX = 0;
// The DM plus series.
private const int DM_PLUS = 1;
// The DM minus series.
private const int DM_MINUS = 2;
// The DM plus sum series.
private const int DM_PLUS_SUM = 3;
// The DM minus sum series.
private const int DM_MINUS_SUM = 4;
// The true range sum series.
private const int TRUE_RANGE_SUM = 5;
// The true range series.
private const int TRUE_RANGE = 6;
#endregion
#region OnInitialize
/// <summary>
/// This function accepts the user parameters for the script and is called when a new indicator instance is created.
/// One of the parameters accepted by it must be that of a symbol or another script that is
/// based on a symbol (drawing, indicator, pattern or signal). This symbol will be used as the underlying symbol for the indicator.
///
/// The parameter values can be specified from the user interface (UI) or from another script, depending on usage.
/// </summary>
/// --------------------------------------------------------------------------------------------------
/// PLEASE USE THE SCRIPT WIZARD (CTRL+W) TO ADD, EDIT AND REMOVE THE SCRIPT PARAMETERS
/// --------------------------------------------------------------------------------------------------
/// YOU MUST SET A PARAM TAG FOR EACH PARAMETER ACCEPTED BY THIS FUNCTION.
/// ALL PARAM TAGS SHOULD BE SET IN THE 'OnInitialize' REGION, RIGHT ABOVE THE 'OnInitialize' FUNCTION.
/// THE ORDER OF THE TAGS MUST MATCH THE ORDER OF THE ACTUAL PARAMETERS.
/// REQUIRED ATTRIBUTES:
/// (1) name: The exact parameter name.
/// (2) type: The type of data to collect from the user:
/// Set to "Integer" when the data type is 'int'
/// Set to "IntegerArray" when the data type is 'int[]'
/// Set to "DateTime" when the data type is 'long'
/// Set to "DateTimeArray" when the data type is 'long[]'
/// Set to "Boolean" when the data type is 'bool'
/// Set to "BooleanArray" when the data type is 'bool[]'
/// Set to "Double" when the data type is 'double'
/// Set to "DoubleArray" when the data type is 'double[]'
/// Set to "String" when the data type is 'string'
/// Set to "StringArray" when the data type is 'string[]'
/// Set to "Indicator" when the data type is 'Indicator'
/// Set to "Pattern" when the data type is 'Pattern'
/// Set to "Signal" when the data type is 'Signal'
/// Set to "Drawing" when the data type is 'Drawing'
/// Set to "Symbol" when the data type is 'int' representing a symbol index.
/// OPTIONAL ATTRIBUTES:
/// (3) default: The default parameter value is only valid when the type is Integer, Boolean, Double or String.
/// (4) min: The minimum parameter value is only valid when the type is Integer or Double.
/// (5) max: The maximum parameter value is only valid when the type is Integer or Double.
/// EXAMPLE: <param name="" type="" default="" min="" max="">Enter the parameter description here.</param>
/// --------------------------------------------------------------------------------------------------
/// <param name="symbolIndex" type="Symbol">The underlying symbol index on which to calculate the indicator script.</param>
/// <param name="periods" type="Integer" default="14" min="0">The number of periods to use in the indicator script calculation. </param>
public void OnInitialize(int symbolIndex, int periods) {
// Set the symbol index.
_symbolIndex = symbolIndex;
// Set the number of periods.
_periods = periods;
// Create the internal series required for the ADX calculation.
IndicatorCreateSeries(7);
}
#endregion
#region OnBarUpdate
/// <summary>
/// This function is used for calculating the indicator value for the latest bar (see the Indicator functions).
/// </summary>
/// <returns>The indicator value for the latest bar.</returns>
public override double OnBarUpdate() {
// Check whether this is the first item in the indicator.
if (IndicatorValueCount() == 0) {
// Set the true range default.
IndicatorSetSeriesValue(TRUE_RANGE, 0, DataHigh(0) - DataLow(0));
// Set the default ADX.
IndicatorSetSeriesValue(ADX, 0, 50);
}
else {
// Calculate the true range.
double trueRange = Math.Max(Math.Abs(DataLow(0) - DataClose(1)), Math.Max(DataHigh(0) - DataLow(0), Math.Abs(DataHigh(0) - DataClose(1))));
IndicatorSetSeriesValue(TRUE_RANGE, 0, trueRange);
// Calculate the DM plus.
double dmPlus = DataHigh(0) - DataHigh(1) > DataLow(1) - DataLow(0) ? Math.Max(DataHigh(0) - DataHigh(1), 0) : 0;
IndicatorSetSeriesValue(DM_PLUS, 0, dmPlus);
// Calculate the DM minus.
double dmMinus = DataLow(1) - DataLow(0) > DataHigh(0) - DataHigh(1) ? Math.Max(DataLow(1) - DataLow(0), 0) : 0;
IndicatorSetSeriesValue(DM_MINUS, 0, dmMinus);
// Check whether enought bars exist.
if (IndicatorValueCount() < _periods) {
// Calculate the true range sum.
IndicatorSetSeriesValue(TRUE_RANGE_SUM, 0, IndicatorGetSeriesValue(TRUE_RANGE_SUM, 1) + IndicatorGetSeriesValue(TRUE_RANGE, 0));
// Calculate the DM plus sum.
IndicatorSetSeriesValue(DM_PLUS_SUM, 0, IndicatorGetSeriesValue(DM_PLUS_SUM, 1) + IndicatorGetSeriesValue(DM_PLUS, 0));
// Calculate the DM minus sm.
IndicatorSetSeriesValue(DM_MINUS_SUM, 0, IndicatorGetSeriesValue(DM_MINUS_SUM, 1) + IndicatorGetSeriesValue(DM_MINUS, 0));
}
else {
// Calculate the true range sum.
IndicatorSetSeriesValue(TRUE_RANGE_SUM, 0, IndicatorGetSeriesValue(TRUE_RANGE_SUM, 1) - IndicatorGetSeriesValue(TRUE_RANGE_SUM, 1) / _periods + IndicatorGetSeriesValue(TRUE_RANGE, 0));
// Calculate the DM plus sum.
IndicatorSetSeriesValue(DM_PLUS_SUM, 0, IndicatorGetSeriesValue(DM_PLUS_SUM, 1) - IndicatorGetSeriesValue(DM_PLUS_SUM, 1) / _periods + IndicatorGetSeriesValue(DM_PLUS, 0));
// Calculate the DM minus sm.
IndicatorSetSeriesValue(DM_MINUS_SUM, 0, IndicatorGetSeriesValue(DM_MINUS_SUM, 1) - IndicatorGetSeriesValue(DM_MINUS_SUM, 1) / _periods + IndicatorGetSeriesValue(DM_MINUS, 0));
}
// Calculate the DI plus.
double diPlus = 100 * (IndicatorGetSeriesValue(TRUE_RANGE_SUM, 0) == 0 ? 0 : IndicatorGetSeriesValue(DM_PLUS_SUM, 0) / IndicatorGetSeriesValue(TRUE_RANGE_SUM, 0));
// Calculate the DI minus.
double diMinus = 100 * (IndicatorGetSeriesValue(TRUE_RANGE_SUM, 0) == 0 ? 0 : IndicatorGetSeriesValue(DM_MINUS_SUM, 0) / IndicatorGetSeriesValue(TRUE_RANGE_SUM, 0));
// Calculate the DI plus and DI minus diff.
double diff = Math.Abs(diPlus - diMinus);
// Calculate the DI plus and DI minus sum.
double sum = diPlus + diMinus;
// Calculate the ADX.
double adx = sum == 0 ? 50 : ((_periods - 1) * IndicatorGetSeriesValue(ADX, 1) + 100 * diff / sum) / _periods;
// Store the ADX value.
IndicatorSetSeriesValue(ADX, 0, adx);
}
return IndicatorGetSeriesValue(ADX, 0);
}
#endregion
#region OnChartSetup
/// <summary>
/// This function is used for setting up the indicator on the chart and registering its pens (see the IndicatorChartRegisterPenRGB function).
/// </summary>
public override void OnChartSetup() {
// Register a pen.
IndicatorChartRegisterPenRGB(0, "Pen", new int[] { 22 ,81, 238, 255 }, C_DashStyle.SOLID, 2);
// Set the indicator on a new chart panel.
IndicatorChartSetNewPanel(true);
}
#endregion
#region OnSelectPen
/// <summary>
/// This function is used for selecting a registered indicator pen with which to color the latest indicator value.
/// Call the IndicatorChartRegisterPenRGB function from the OnChartSetup function in order to register an indicator pen.
/// </summary>
/// <returns>The indicator pen index to use for coloring the latest indicator value.</returns>
public override byte OnSelectPen() {
// Color the indicator value with the zero pen.
return 0;
}
#endregion
}
}
