#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 number of periods to include in the indicator script calculation.
private int _periods;
// The number of periods to use for smoothing the indicator script.
private int _smoothPeriods;
// Use for holding the raw values.
private double[] _rawValues;
// The value above which the underlying indicator is considered overbought.
private double _overboughtValue;
// The value below which the underlying indicator is considered oversold.
private double _oversoldValue;
#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="smoothPeriods" type="Integer" default="3" min="1">The number of periods to use for smoothing the indicator script. </param>
/// <param name="overboughtValue" type="Double" default="70" min="0" max="100">The minimum value above which the underlying indicator is considered overbought. Used only for graphing purposes.</param>
/// <param name="oversoldValue" type="Double" default="30" min="0" max="100">The minimum value below which the underlying indicator is considered oversold. Used only for graphing purposes.</param>
public void OnInitialize(
int symbolIndex,
int periods,
int smoothPeriods,
double overboughtValue,
double oversoldValue) {
// Set the script parameters to script variables.
_periods = periods;
_smoothPeriods = smoothPeriods;
_overboughtValue = overboughtValue;
_oversoldValue = oversoldValue;
// Create for holding the raw values.
_rawValues = new double[smoothPeriods];
}
#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() {
// Use for holding the highest and lowest numbers so far.
double highest = 0;
double lowest = 0;
double sum = 0;
// Calculate the indicator script values for the specified bar range.
for (int i = _smoothPeriods - 1; i >= 0; i--) {
highest = 0;
lowest = 1000000;
// Calculate the indicator script value for the current bar.
for (int j = i + _periods - 1; j >= i; j--) {
if (highest < DataHigh(j)) {
highest = DataHigh(j);
}
if (lowest > DataLow(j)) {
lowest = DataLow(j);
}
}
// Calculate the current raw value.
_rawValues[i] = Math.Min(100, Math.Max(0, 100 * (DataClose(i) - lowest) / (highest - lowest)));
// Calculate the sum of the raw values.
sum += double.IsNaN(_rawValues[i]) ? 0 : _rawValues[i];
}
// Calculate the oscillator.
return sum / _smoothPeriods;
}
#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[] { 150, 150, 150, 200}, 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(_overboughtValue, _overboughtValue, new int[] { 175, 25, 25, 200}, new int[] { 175, 25, 25, 200}, C_DashStyle.SOLID, 2);
// Set the oversold range.
IndicatorChartSetColorZone(_oversoldValue, _oversoldValue, new int[] { 25, 200, 25, 200}, new int[] { 25, 200, 25, 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
}
}
