#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 indicator.
private Indicator _indicator;
// The number of periods to include in the indicator script calculation.
private int _periods;
#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="indicator" type="Indicator">The underlying indicator.</param>
/// <param name="periods" type="Integer" default="10" min="1">The number of periods to include in the indicator script calculation.</param>
public void OnInitialize(
Indicator indicator,
int periods) {
// Set the indicator.
_indicator = indicator;
// Set the number of periods.
_periods = periods;
// Create a single internal series, since there is only one temporary variable to hold.
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() {
// The previous FISH value.
double prevFISH = 0;
// Check whether this is the first item in the indicator.
if (IndicatorValueCount() == 0) {
// Set the prev FISH value.
prevFISH = 0;
// Set the required temp value.
IndicatorSetSeriesValue(0, 0, 0);
}
else {
// Keep the prev FISH value.
prevFISH = this[0];
}
// The minimum low.
double minLow = double.MaxValue;
// The maximum high.
double maxHigh = 0;
// Iterate over the indicator values in the specified period.
for (int i = 0; i < _periods; i++) {
// Check whether the minimum low can be improved.
if (_indicator[i] < minLow)
// Keep the minimum low.
minLow = _indicator[i];
// Check whether the maximum high can be improved.
if (_indicator[i] > maxHigh)
// Keep the maximum high.
maxHigh = _indicator[i];
}
// Calculate the range.
double range = maxHigh - minLow;
// Check whether the range is invalid.
if (double.IsNaN(range) || range == 0) {
// Reset the range
range = 0.001;
}
// Calculate the current value by using the previous temporary value of the previous bar.
double currentValue = 0;
// Check whether this is the first item in the indicator.
if (IndicatorValueCount() == 0)
currentValue = 0.66 * ((_indicator[0] - minLow) / range - 0.5) + 0.67;
else
currentValue = 0.66 * ((_indicator[0] - minLow) / range - 0.5) + 0.67 * IndicatorGetSeriesValue(0, 1);
// Check whether the current value needs to be fixed.
if (currentValue > 0.99)
currentValue = 0.999;
// Check whether the current value needs to be fixed.
if (currentValue < - 0.99)
currentValue = - 0.999;
// Keep the temporary value for the current bar.
IndicatorSetSeriesValue(0, 0, currentValue);
// Calculate the fish value.
return 0.5 * Math.Log((1 + currentValue) / (1 - currentValue)) + 0.5 * prevFISH;
}
#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 indicator value with the zero pen.
return 0;
}
#endregion
}
}
