#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 SAR series holds the current SAR values.
private const int SAR = 0;
// The extreme point series holds the current extreme point.
private const int EXTREME_POINT = 1;
// The acceleration series holds the current acceleration value.
private const int ACCELERATION = 2;
// The up trend series indicates whether the symbol is in an up trend or down trend.
private const int UP_TREND = 3;
// The acceleration factor added each time.
private double _accelerationFactor;
// The maximum acceleration factor.
private double _maxAcceleration;
// The underlying symbol index on which to calculate the indicator.
private int _symbolIndex;
#endregion
#region OnInitialize
/// <summary>
/// TEST COMMENT
/// 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="accelerationFactor" type="Double" default="0.02">The acceleration factor added each time.</param>
/// <param name="maxAcceleration" type="Double" default="0.2">The maximum acceleration factor.</param>
public void OnInitialize(
int symbolIndex,
double accelerationFactor,
double maxAcceleration) {
// Set the symbol index.
_symbolIndex = symbolIndex;
// Set the acceleration factor.
_accelerationFactor = accelerationFactor;
// Set the max acceleration factor.
_maxAcceleration = maxAcceleration;
// Create the internal series required for the PSAR calculation.
IndicatorCreateSeries(4);
// Set the acceleration factor.
IndicatorSetSeriesValue(ACCELERATION, 0, accelerationFactor);
// Set the trend to start of as an up trend.
IndicatorSetSeriesValue(UP_TREND, 0, 1);
// Initiaize the SAR with 0.
IndicatorSetSeriesValue(SAR, 0, 0);
// Initialize the extreme point with 0.
IndicatorSetSeriesValue(EXTREME_POINT, 0, 0);
}
#endregion
#region OnBarUpdate
/// <summary>
/// This function is used for calculating the indicator value for the latest bar (see the Indicator functions).
/// </summary>
/// ANOTHER TEST
/// <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() < 3)
return 0;
// Get the previous SAR value.
double sar = IndicatorGetSeriesValue(SAR, 1);
// Get the previous acceleration value.
double acceleration = IndicatorGetSeriesValue(ACCELERATION, 1);
// Get the extreme point value.
double extremePoint = IndicatorGetSeriesValue(EXTREME_POINT, 1);
// Get the up trend value.
double upTrend = IndicatorGetSeriesValue(UP_TREND, 1);
// Check whether this is the initialization of the indicator.
if (IndicatorValueCount() == 3) {
// Determine whether the indicator should be in an uptrend.
upTrend = 1;
// Set the extreme point based on whether the bar is going up or down.
extremePoint = DataHigh(0);
// Reset the acceleration.
acceleration = _accelerationFactor;
// Set the initial sar.
sar = DataLow(0);
}
else {
// Check whether the trend is up.
if (upTrend == 1) {
if (DataLow(0) < sar) {
sar = extremePoint;
upTrend = 0;
extremePoint = DataLow(0);
acceleration = _accelerationFactor;
}
else {
upTrend = 1;
if (DataHigh(0) > extremePoint) {
acceleration = Math.Min(acceleration + _accelerationFactor, _maxAcceleration);
extremePoint = DataHigh(0);
}
else {
acceleration = acceleration;
extremePoint = extremePoint;
}
sar = Math.Min(Math.Min(DataLow(0), DataLow(1)), sar + (acceleration * (extremePoint - sar)));
}
}
// Check whether the trend is down.
else if (upTrend == 0) {
if (DataHigh(0) > sar) {
sar = extremePoint;
upTrend = 1;
extremePoint = DataHigh(0);
acceleration = _accelerationFactor;
}
else {
upTrend = 0;
if (DataLow(0) < extremePoint) {
acceleration = Math.Min(acceleration + _accelerationFactor, _maxAcceleration);
extremePoint = DataLow(0);
}
else {
acceleration = acceleration;
extremePoint = extremePoint;
}
sar = Math.Max(Math.Max(DataHigh(0), DataHigh(1)), sar + (acceleration * (extremePoint - sar)));
}
}
}
// Update the SAR series with the latest value.
IndicatorSetSeriesValue(SAR, 0, sar);
// Update the acceleration with the latest value.
IndicatorSetSeriesValue(ACCELERATION, 0, acceleration);
// Update the extreme point with the latest value.
IndicatorSetSeriesValue(EXTREME_POINT, 0, extremePoint);
// Update the up trend with the latest value.
IndicatorSetSeriesValue(UP_TREND, 0, upTrend);
return sar;
}
#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 plot style.
IndicatorChartSetPlotStyle(C_PlotStyle.DOT);
}
#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
}
}
