#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 script.
private int _symbolIndex;
// The number of periods to include in the indicator script calculation.
private int _periods;
// The number of periods to include in the standard deviation calculation.
private int _stdDevPeriods;
// The high gains.
private double _highGains;
// The low gains.
private double _lowGains;
// The high losses.
private double _highLosses;
// The low losses.
private double _lowLosses;
#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">The underlying symbol index on which to calculate the indicator script.</param>
/// <param name="periods" type="Integer" default="14" min="1">The number of periods to include in the indicator script calculation. </param>
/// <param name="stdDevPeriods" type="Integer" default="10" min="1">The number of periods to include in the standard deviation calculation. </param>
public void OnInitialize(
int symbolIndex,
int periods,
int stdDevPeriods) {
// Set the symbol index.
_symbolIndex = symbolIndex;
// Set the number of periods.
_periods = periods;
// Set the number of periods in the StdDev.
_stdDevPeriods = stdDevPeriods;
}
#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 standard deviation and mean.
double highStandardDev = 0;
double highMean = 0;
double lowStandardDev = 0;
double lowMean = 0;
double highCurrentGain = 0;
double highCurrentLoss = 0;
double lowCurrentGain = 0;
double lowCurrentLoss = 0;
highMean = 0;
lowMean = 0;
for (int i = _stdDevPeriods - 1; i >= 0; i--) {
highMean += DataHigh(i);
lowMean += DataLow(i);
}
highMean = highMean / _stdDevPeriods;
lowMean = lowMean / _stdDevPeriods;
highStandardDev = 0;
lowStandardDev = 0;
for (int i = _stdDevPeriods - 1; i >= 0; i--) {
highStandardDev += Math.Pow(DataHigh(i) - highMean, 2);
lowStandardDev += Math.Pow(DataLow(i) - lowMean, 2);
}
highStandardDev = Math.Sqrt(highStandardDev / _stdDevPeriods);
lowStandardDev = Math.Sqrt(lowStandardDev / _stdDevPeriods);
if (DataHigh(0) > DataHigh(1)) {
highCurrentGain = highStandardDev;
highCurrentLoss = 0;
} else {
highCurrentGain = 0;
highCurrentLoss = highStandardDev;
}
if (DataLow(0) > DataLow(1)) {
lowCurrentGain = lowStandardDev;
lowCurrentLoss = 0;
} else {
lowCurrentGain = 0;
lowCurrentLoss = lowStandardDev;
}
if (_highGains != 0)
_highGains = (_highGains * (_periods - 1) + highCurrentGain) / _periods;
else
_highGains = highCurrentGain;
if (_highLosses != 0)
_highLosses = (_highLosses * (_periods - 1) + highCurrentLoss) / _periods;
else
_highLosses = highCurrentLoss;
if (_lowGains != 0)
_lowGains = (_lowGains * (_periods - 1) + lowCurrentGain) / _periods;
else
_lowGains = lowCurrentGain;
if (_lowLosses != 0)
_lowLosses = (_lowLosses * (_periods - 1) + lowCurrentLoss) / _periods;
else
_lowLosses = lowCurrentLoss;
return ((100 * _highGains / (_highGains + _highLosses)) + (100 * _lowGains / (_lowGains + _lowLosses))) / 2;
}
#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);
// Set the plot style.
IndicatorChartSetPlotStyle(C_PlotStyle.LINE);
// Set the indicator range.
IndicatorChartSetRange(0, 100);
// Set the overbought range.
IndicatorChartSetColorZone(70, 70, new int[] { 255, 75, 75, 200 }, new int[] { 255, 75, 75, 200 }, C_DashStyle.SOLID, 2);
// Set the oversold range.
IndicatorChartSetColorZone(30, 30, new int[] { 0, 160, 120, 200 }, new int[] { 0, 160, 120, 200 }, C_DashStyle.SOLID, 2);
}
#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
}
}