#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 number of periods to include in the indicator calculation.
private int _periods;
// The number of periods to include in the mass calculation. (9 is the default).
private int _massPeriods;
// The EMA smooth factor.
private double _smoothFactor;
// The first EMA.
private double _EMA1;
// The second EMA.
private double _EMA2;
// Use for holding the historical
private double[] _historicalValues;
// The index in the historical values array/
private int _historicalIndex;
#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>
/// <param name="massPeriods" type="Integer" default="9" min="1">The number of periods to include in the EMA calculation.</param>
/// <param name="periods" type="Integer" default="25" min="1">The number of periods to include in the sum calculation. </param>
public void OnInitialize(
int symbolIndex,
int massPeriods,
int periods) {
// Set the symbol index.
_symbolIndex = symbolIndex;
// Set the number of periods in the EMA.
_massPeriods = massPeriods;
// Set the number of periods to include in the sum.
_periods = periods;
// Set the EMA smooth factor.
_smoothFactor = 2.0 / ((double) _periods + 1);
// Create an array large enough to hold the historical values.
_historicalValues = new double[_periods];
}
#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() {
// Set the range
double range = DataHigh(0) - DataLow(0);
// Check whether the EMA has not been initialized.
if (_EMA1 == 0) {
// Initialize the EMA value.
_EMA1 = range;
// Initialize the EMA value.
_EMA2 = range;
}
else {
// Calculate the first EMA value.
_EMA1 = _smoothFactor * range + (1 - _smoothFactor) * _EMA1;
// Calculate the second EMA value.
_EMA2 = _smoothFactor * _EMA1 + (1 - _smoothFactor) * _EMA2;
}
// Check whether the EMA2 isn't valid.
if (_EMA2 == 0)
_EMA2 = 1;
// Set the current value.
_historicalValues[_historicalIndex] = _EMA1 / _EMA2;
// Advancce the index.
_historicalIndex = (_historicalIndex + 1) % _periods;
double mass = 0;
// Iterate over the historical values while summing them to the mass.
for (int i = 0; i < _periods; i++)
mass += _historicalValues[i];
return mass;
}
#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
}
}
