StochOptimizer

using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;
using System.Collections.Generic;
using System.Threading;
namespace cAlgo
{
    [Levels(80, 20)]
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class StochOptimizer : Indicator
    {
        [Parameter(DefaultValue = 4)]
        public int minPer { get; set; }
        [Parameter(DefaultValue = 50)]
        public int maxPer { get; set; }

        [Parameter(DefaultValue = 4)]
        public int minSmt { get; set; }
        [Parameter(DefaultValue = 20)]
        public int maxSmt { get; set; }

        [Parameter("Deviation in Pips", DefaultValue = 50)]
        public double Deviation { get; set; }

        [Output("%K", PlotType = PlotType.Line)]
        public IndicatorDataSeries K { get; set; }
        [Output("%D", Color = Colors.Red, PlotType = PlotType.Line)]
        public IndicatorDataSeries D { get; set; }

        private StochasticOscillator sto;
        private ZigZagAndFiboLevels zz;

        private int countUp = 0, countDown = 0, zzCount = 0;
        private int HBought = 0, HSold = 0;
        public int start, end;

        private bool _start = false, _end = false;

        protected override void Initialize()
        {
            Deviation = 100 * Deviation * Symbol.PipSize / Symbol.Bid;
            zz = Indicators.GetIndicator<ZigZagAndFiboLevels>(Deviation, false, false, false);
            Chart.MouseDown += OnChartMouseDown;
        }

        void OnChartMouseDown(ChartMouseEventArgs obj)
        {
            if (obj.CtrlKey && !obj.AltKey && !obj.ShiftKey)
            {
                start = (int)obj.BarIndex;
                Chart.DrawVerticalLine("start", start, Color.White);
                _start = true;
            }
            else if (!obj.CtrlKey && obj.AltKey && !obj.ShiftKey)
            {
                end = (int)obj.BarIndex;
                Chart.DrawVerticalLine("end", end, Color.White);
                _end = true;
            }
            if (_start && _end && start > end)
            {
                start = end - start;
                end = end - start;
                start = start + end;
            }
            if ((obj.CtrlKey || obj.AltKey) && _start && _end)
            {
                for (int i = 0; i < Chart.BarsTotal; i++)
                {
                    K[i] = double.NaN;
                    D[i] = double.NaN;
                }
                calculate();
            }
        }

        public void calculate()
        {
            List<double[]> stochs = new List<double[]>();
            for (int i = minPer; i <= maxPer; i++)
            {
                //Print("Loading: " + 100 * (i - minPer) / (maxPer - minPer) + "%");
                for (int k = minSmt; k <= maxSmt; k++)
                {
                    sto = Indicators.StochasticOscillator(i, k, 0, MovingAverageType.Simple);
                    Reset_Vars();
                    for (int j = start; j < end; j++)
                    {
                        Count(j);
                    }
                    stochs.Add(new double[3]);
                    stochs[stochs.Count - 1][0] = i;
                    stochs[stochs.Count - 1][1] = k;
                    stochs[stochs.Count - 1][2] = 100 * ((double)(countUp + countDown) / zzCount);
                    Print(i + " " + k + " " + 100 * ((double)(countUp + countDown) / zzCount));
                }
            }


            int index = 0;
            double Value = 0;


            for (int i = 0; i < stochs.Count; i++)
            {
                if (stochs[i][2] > Value)
                {
                    Value = stochs[i][2];
                    index = i;
                }
            }
            sto = Indicators.StochasticOscillator((int)stochs[index][0], (int)stochs[index][1], 12, MovingAverageType.Simple);
            Chart.DrawStaticText("prob", "Probabilities of an inversion with current settings (" + stochs[index][0] + ", " + stochs[index][1] + ") is: " + Math.Round(stochs[index][2], 2) + "%", VerticalAlignment.Top, HorizontalAlignment.Left, Color.YellowGreen);
            for (int i = 0; i < Chart.BarsTotal; i++)
            {
                K[i] = sto.PercentK[i];
                D[i] = sto.PercentD[i];
            }
            stochs = null;
        }

        public override void Calculate(int index)
        {
            if (sto != null)
            {
                K[index] = sto.PercentK[index];
                D[index] = sto.PercentD[index];
            }
        }

        private void Count(int i)
        {
            if (!double.IsNaN(zz.Value[i]))
            {
                zzCount++;
                if (sto.PercentK[i] < 20 && zz.Value[i] == MarketSeries.Low[i])
                    countUp++;
                else if (sto.PercentK[i] > 80 && zz.Value[i] == MarketSeries.High[i])
                    countDown++;
            }

            if (sto.PercentK[i] > 80)
                HBought++;
            else if (sto.PercentK[i] < 20)
                HSold++;
            return;
        }

        private void Reset_Vars()
        {
            countUp = 0;
            countDown = 0;
            zzCount = 0;
            HBought = 0;
            HSold = 0;
            return;
        }

    }
}