#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 include in the indicator script calculation.
private int _periods1;
// The EMA smooth factor for periods 2.
private double _smoothFactor2;
// The EMA smooth factor for periods 3.
private double _smoothFactor3;
// The p1 value.
private double _p1;
// The p2 value.
private double _p2;
// The p3 value.
private double _p3;
// Use for holding the previous p2 values.
private double[] _p2History;
// The p2 history index.
private int _p2HistoryIndex;
// The DSS value.
private double _DSS;
#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" default="">The underlying symbol index on which to calculate the indicator script.</param>
/// <param name="periods1" type="Integer" default="10">The number of periods to include in the indicator script calculation.</param>
/// <param name="periods2" type="Integer" default="3">The number of periods to use for the first exponential moving average. </param>
/// <param name="periods3" type="Integer" default="3">The number of periods to use for the second exponential moving average. </param>
public void OnInitialize(
int symbolIndex,
int periods1,
int periods2,
int periods3) {
// Set the symbol index.
_symbolIndex = symbolIndex;
// Set the number of periods.
_periods1 = periods1;
// Use for holding the p2 history.
_p2History = new double[_periods1];
// Set the smooth factor for the first EMA.
_smoothFactor2 = 2 / (double)(periods2 + 1);
// Set the smooth factor for the second EMA.
_smoothFactor3 = 2 / (double)(periods3 + 1);
}
#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() {
double maxHigh = 0;
double minLow = double.MaxValue;
// Iterate over the data bars while searchin for the highest high and lowest low.
for (int i = _periods1 - 1; i >= 0; i--) {
// Check whether the max high can be improved.
if (DataHigh(i) > maxHigh)
maxHigh = DataHigh(i);
// Check whether the min low can be improved.
if (DataLow(i) < minLow)
minLow = DataLow(i);
}
// Calculate the difference between the highest high and lowest low.
double r = maxHigh - minLow;
if (r <= double.Epsilon)
_p1 = IndicatorValueCount() == 0 ? 50 : _p1;
else
_p1 = Math.Min(100, Math.Max(0, 100 * (DataClose(0) - minLow) / r));
// Check whether _p2 needs to be initialized.
if (IndicatorValueCount() == 0)
_p2 = _p1;
// Advance the EMA p2.
else _p2 = _smoothFactor2 * _p1 + (1 - _smoothFactor2) * _p2;
// Keep the p2 history value.
_p2History[_p2HistoryIndex] = _p2;
// Advance the history index.
_p2HistoryIndex = (_p2HistoryIndex + 1) % _periods1;
maxHigh = 0;
minLow = double.MaxValue;
// Iterate over the data bars while searchin for the highest high and lowest low.
for (int i = _periods1 - 1; i >= 0; i--) {
// Check whether the max high can be improved.
if (_p2History[i] > maxHigh)
maxHigh = _p2History[i];
// Check whether the min low can be improved.
if (_p2History[i] < minLow && _p2History[i] != 0)
minLow = _p2History[i];
}
double s = maxHigh - minLow;
if (s <= double.Epsilon)
_p3 = IndicatorValueCount() == 0 ? 50 : _p3;
else
_p3 = Math.Min(100, Math.Max(0, 100 * (_p2 - minLow) / s));
// Check whether DSS needs to be initialized.
if (IndicatorValueCount() == 0)
_DSS = _p3;
else _DSS = _smoothFactor3 * _p3 + (1 - _smoothFactor3) * _DSS;
return _DSS;
}
#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 in 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 specified indicator value with the zero pen.
return 0;
}
#endregion
}
}
