#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.
private int _symbolIndex;
// The long EMA.
private const int LONG_EMA = 0;
// The short EMA.
private const int SHORT_EMA = 1;
// The long smooth factor.
private double _longSmoothFactor;
// The short smooth factor.
private double _shortSmoothFactor;
#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.</param>
public void OnInitialize(int symbolIndex) {
_symbolIndex = symbolIndex;
// Set the long smooth factor.
_longSmoothFactor = 2 / (double)(55 + 1);
// Set the short smooth factor.
_shortSmoothFactor = 2 / (double)(34 + 1);
// Create the internal series.
IndicatorCreateSeries(2);
}
#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 the number of indicator values is lower than the number of values needed.
if (IndicatorValueCount() == 0)
return 0;
// Use for todays typical price.
double todayTypicalPrice = DataTypicalPrice(0);
// Use for yesterdays typical price.
double yesterdayTypicalPrice = DataTypicalPrice(1);
// Use for today's volume.
double todayVolume = 0;
// Check whether todays typical price is higher than yesterday's.
if (todayTypicalPrice >= yesterdayTypicalPrice)
// Set the volume.
todayVolume = DataVolume(0);
// Check whether yesterdays typical price is higher than today's.
if (todayTypicalPrice < yesterdayTypicalPrice)
// Set the volume.
todayVolume = - 1 * DataVolume(0);
// Check whether the EMA's have not yet been initialized.
if (IndicatorGetSeriesValue(LONG_EMA, 1) == 0) {
IndicatorSetSeriesValue(LONG_EMA, 0, todayVolume);
IndicatorSetSeriesValue(SHORT_EMA, 0, todayVolume);
}
else {
// Calculate the long EMA.
IndicatorSetSeriesValue(LONG_EMA, 0, (1 - _longSmoothFactor) * IndicatorGetSeriesValue(LONG_EMA, 1) + _longSmoothFactor * todayVolume);
// Calculate the short EMA.
IndicatorSetSeriesValue(SHORT_EMA, 0, (1 - _shortSmoothFactor) * IndicatorGetSeriesValue(SHORT_EMA, 1) + _shortSmoothFactor * todayVolume);
}
// Calculate the KVO
return IndicatorGetSeriesValue(SHORT_EMA, 0) - IndicatorGetSeriesValue(LONG_EMA, 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, "Positive Pen", new int[] { 0, 160, 120, 255 }, C_DashStyle.SOLID, 1);
// Register a pen.
IndicatorChartRegisterPenRGB(1, "Negative Pen", new int[] { 255, 75, 75, 255 }, C_DashStyle.SOLID, 1);
// Set the indicator in a new panel.
IndicatorChartSetNewPanel(true);
// Set a default plot style.
IndicatorChartSetPlotStyle(C_PlotStyle.BOX_ZERO);
}
#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() {
// Check whether the indicator is going up.
if (this[0] > 0)
// Return the positive pen index 0
return 0;
// The indicator is going down so return the negative pen index 1.
else return 1;
}
#endregion
}
}