#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 indicator.
private Indicator _indicator;
// The number of periods to include in the calculation of the indicator script.
private int _periods;
// The smooth factor.
private double _smoothFactor;
// The historical single PFE values.
private double[] _historicalSinglePFE;
// The current index in the history array/
private int _historyIndex;
// The DIV value.
private double _div;
// The PFE.
private double _PFE;
// The bar count.
private int _barCount;
#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" default="">The indicator.</param>
/// <param name="periods" type="Integer" default="14" min="1">The number of periods to include in the calculation of the indicator script.</param>
public void OnInitialize(
Indicator indicator,
int periods) {
// Set the indicator.
_indicator = indicator;
// Set the number of periods.
_periods = periods;
// Set the smooth factor.
_smoothFactor = 2 / (double)(_periods + 1);
// Create an array large enough to hold the required PFE values.
_historicalSinglePFE = new double[_periods];
// Initialize the PFE.
_PFE = 0;
}
#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() {
// Calculate the single PFE.
double singlePFE = IndicatorValueCount() == 0 ? 1 : Math.Sqrt(Math.Pow((_indicator[1] - _indicator[0]), 2) + 1);
// Keep the PFE value.
_historicalSinglePFE[_historyIndex] = singlePFE;
// Update the DIV value.
_div = singlePFE + (IndicatorValueCount() > 0 ? _div : 0) - (IndicatorValueCount() >= _periods ? _historicalSinglePFE[(_historyIndex + _periods - 1) % _periods] : 0);
// Advance the history index.
_historyIndex = (_historyIndex + 1) % _periods;
// Check whether the bar count is invalid.
if (IndicatorValueCount() < _periods + 1)
return 0;
// Calculate the PFE value.
double PFEValue = (_indicator[0] < _indicator[_periods] ? - 1 : 1) * (Math.Sqrt(Math.Pow(_indicator[0] - _indicator[_periods], 2) + Math.Pow(_periods, 2)) / _div);
// Check whether the PFE has yet to be initialized.
if (_PFE == 0)
_PFE = PFEValue;
// Initialize the PFE.
else _PFE = _smoothFactor * PFEValue + (1 - _smoothFactor) * _PFE;
return 100 * _PFE;
}
#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);
// Set the indicator range.
IndicatorChartSetRange(-100, 100);
}
#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
}
}