#region Namespaces
using System;
using System.IO;
using System.Linq;
#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 for which to calculate the indicator script.
private int _symbolIndex;
// Use for holding values to mark top of box and generating next state.
private double _boxTop = double.MinValue;
// Use for holding values to mark bottom of box and generating next state.
private double _boxBottom = double.MaxValue;
// Use for holding the bar high to determinte next state.
private double _currentBarHigh;
// Use for holding the bar low to determinte next state.
private double _currentBarLow;
// The state series.
private const int STATE = 0;
#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, String or an API Type.
/// (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 for which to calculate the indicator script.</param>
public void OnInitialize(int symbolIndex) {
// Set the symbol index.
_symbolIndex = symbolIndex;
// Create the internal series required for the Darvas Box calculation.
IndicatorCreateSeries(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() {
// Check whether this is the first bar.
if (IndicatorValueCount() == 0) {
// Get the current bar high.
_currentBarHigh = DataHigh();
// Get the current bar low.
_currentBarLow = DataLow();
// Keep the current state.
IndicatorSetSeriesValue(STATE, 0, GetNextState());
// Return the bar close.
return DataClose();
}
else {
// Update and keep the current state between bars.
IndicatorSetSeriesValue(STATE, 0, IndicatorGetSeriesValue(STATE, 1));
// Get the bar high.
_currentBarHigh = DataHigh();
// Get the bar low.
_currentBarLow = DataLow();
// Check whether a buy or sell signal should be generated.
if ((IndicatorGetSeriesValue(STATE, 0) == 5 && _currentBarHigh > _boxTop) || (IndicatorGetSeriesValue(STATE, 0) == 5 && _currentBarLow < _boxBottom))
// Reset state back to 0.
IndicatorSetSeriesValue(STATE, 0, 0);
// Update the state to the next state.
IndicatorSetSeriesValue(STATE, 0, GetNextState());
}
// Check whether the bottom box value hasn't yet been set.
if (_boxBottom == double.MaxValue)
// Return the bar close.
return DataClose();
else
// Return the bottom box value.
return _boxBottom;
}
#endregion
#region GetNextState
/// <summary>
/// Use to get the next indicator state.
/// </summary>
/// <returns>The next indicator state.</returns>
private int GetNextState() {
// Determine how to update the box top and box bottom values.
switch ((int) IndicatorGetSeriesValue(STATE, 0)) {
case 0: // Initalized or buy/sell triggered, move to state 1.
_boxTop = _currentBarHigh;
_boxBottom = double.MaxValue;
return 1;
case 1: // Check whether the high price is lower then upper band level, move to state 2.
if (_boxTop > _currentBarHigh)
return 2;
else {
_boxTop = _currentBarHigh; // Set the upper band to current bar high.
return 1;
}
case 2: // Check whether the high price is lower then upper band level, move to state 3.
if (_boxTop > _currentBarHigh) {
_boxBottom = _currentBarLow; // Set the lower band level to current bar low.
return 3;
}
else { // Else go to state 1.
_boxTop = _currentBarHigh;
return 1;
}
case 3: // Check whether the high price is lower than the upper band level and low price is greater than the lower band level, move to state 4.
if (_boxTop > _currentBarHigh) {
if (_boxBottom < _currentBarLow)
return 4;
else { // Else set lower band level to current bar low.
_boxBottom = _currentBarLow;
return 3;
}
}
else { // Check whether the high price is not lower than upper band level, move to state 1.
_boxTop = _currentBarHigh;
_boxBottom = double.MaxValue;
return 1;
}
case 4: // Check whether the high price is lower than upper band level and low price is greater then lower band level, move to state 5.
if (_boxTop > _currentBarHigh) {
if (_boxBottom < _currentBarLow)
return 5;
else { // Else move to state 3.
_boxBottom = _currentBarLow;
return 3;
}
}
else { // Check whether the high price is greater than or equal to upper band move to state 1.
_boxTop = _currentBarHigh;
_boxBottom = double.MaxValue;
return 1;
}
case 5: // Check whether in state 5 stay in state 5 until buy/sell triggers and resets state.
return 5;
default:
return (int) IndicatorGetSeriesValue(STATE, 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);
}
#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() {
// OnSelectPen Content
return 0;
}
#endregion
}
}
