Average RSI CCI Stochastic DeMarker & MF


/*
==================================================================================
==================================================================================
                          AverageRSI_CCI_Stoch_DeMarker_MoneyFlow 
  Copyright © 2020, Fibonacci2011 
  Developer: Fibonacci2011 // https://ctrader.com/users/profile/23066
  Telegram:  @Fibonacci2011 
==================================================================================
==================================================================================

This indicator is a combination of RSI, CCI, Stochastics, DeMarker and Money Flow indicators
Indicator simply calculates the averaged values with adjustable weighting.

Stochastics is calculated from K% only.

You can omit oscillator by inputting weight = 0.

Version update: 20191106:

Normalised CCI values to fit between 0-100

Added "Multiply All Periods" parameter, which will multiply all oscillator periods by chosen value

Version update: 20200219

cTrader 3.7. compatible. Added moving average smoothing and signal. If "Average Smooth Period" set to 1 there is no smoothing.
Converted "Multiply All Periods" to double, conversion back to an integer by Convert.ToInt32(Period * MultAll)

*/

using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;
using System;

namespace cAlgo.Indicators
{

    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AutoRescale = false, AccessRights = AccessRights.None)]
    public class AverageRSI_CCI_Stoch_DeMarker_MoneyFlow : Indicator
    {

        [Parameter("Source", Group = "--- RSI ---")]
        public DataSeries Source { get; set; }

        [Parameter("Stochastic Period", Group = "--- Stochastic ---", DefaultValue = 9)]
        public int StochPeriod { get; set; }

        [Parameter("Stochastic K% Smooth", Group = "--- Stochastic ---", DefaultValue = 3)]
        public int KSmooth { get; set; }

        [Parameter("RSI Period:", Group = "--- RSI ---", DefaultValue = 14)]
        public int Period { get; set; }

        [Parameter("CCI Period:", Group = "--- CCI ---", DefaultValue = 20)]
        public int CCIPeriod { get; set; }

        [Parameter("DeMarker Period", Group = "--- DeMarker ---", DefaultValue = 14)]
        public int DEMPeriod { get; set; }

        [Parameter("Money Flow Period", Group = "--- Money Flow ---", DefaultValue = 14)]
        public int MFPeriod { get; set; }

        [Parameter("** Stoch Weight", Group = "--- Stochastic ---", DefaultValue = 1)]
        public double StochWeight { get; set; }

        [Parameter("** RSI Weight", Group = "--- RSI ---", DefaultValue = 1)]
        public double RSIWeight { get; set; }

        [Parameter("** CCI Weight", Group = "--- CCI ---", DefaultValue = 1)]
        public double CCIWeight { get; set; }

        [Parameter("** DeMarker Weight", Group = "--- DeMarker ---", DefaultValue = 1)]
        public double DEMWeight { get; set; }

        [Parameter("** Money Flow Weight", Group = "--- Money Flow ---", DefaultValue = 1)]
        public double MFWeight { get; set; }

        [Parameter("Multiply All Periods", Group = "--- All Period Multiplier ---", DefaultValue = 1, MinValue = 1, Step = 0.1)]
        public double MultAll { get; set; }

        [Parameter("Average Smooth Period", Group = "--- Smoothing & Signal ---", DefaultValue = 5, MinValue = 0)]
        public int AllSmoothPeriod { get; set; }

        [Parameter("Average Signal Period", Group = "--- Smoothing & Signal ---", DefaultValue = 5, MinValue = 0)]
        public int AllSignalPeriod { get; set; }

        [Parameter("Average MA Type:", Group = "--- Smoothing & Signal ---", DefaultValue = MovingAverageType.Simple)]
        public MovingAverageType MAType { get; set; }

        [Parameter("Levels 1", Group = "--- LEVELS ---", DefaultValue = 70)]
        public int Level1 { get; set; }


        [Output("level 80", LineColor = "Yellow", LineStyle = LineStyle.Dots, PlotType = PlotType.Line, Thickness = 2)]
        public IndicatorDataSeries level80 { get; set; }
        [Output("level 20", LineColor = "Yellow", LineStyle = LineStyle.Dots, PlotType = PlotType.Line, Thickness = 2)]
        public IndicatorDataSeries level20 { get; set; }
        [Output("leve 50", LineColor = "PeachPuff", LineStyle = LineStyle.Dots, PlotType = PlotType.Line, Thickness = 2)]
        public IndicatorDataSeries level50 { get; set; }
        [Output("Average Result", LineColor = "Lime", PlotType = PlotType.Line, Thickness = 2)]
        public IndicatorDataSeries AverageResult { get; set; }
        [Output("Fast ROC Signal", LineColor = "White", LineStyle = LineStyle.Lines, Thickness = 1)]
        public IndicatorDataSeries AverageSignal { get; set; }

        private RelativeStrengthIndex rsi;
        private CommodityChannelIndex CCI;
        private StochasticOscillator Stoch;

        private IndicatorDataSeries deMin;
        private IndicatorDataSeries deMax;
        private MovingAverage deMinMA;
        private MovingAverage deMaxMA;
        private IndicatorDataSeries DMark;

        private MoneyFlowIndex moneyflow;
        private IndicatorDataSeries _AverageResult;
        private MovingAverage MA;
        private MovingAverage MASignal;

        public IndicatorDataSeries Result { get; set; }

        protected override void Initialize()
        {

            deMin = CreateDataSeries();
            deMax = CreateDataSeries();
            deMinMA = Indicators.MovingAverage(deMin, Convert.ToInt32(DEMPeriod * MultAll), MovingAverageType.Simple);
            deMaxMA = Indicators.MovingAverage(deMax, Convert.ToInt32(DEMPeriod * MultAll), MovingAverageType.Simple);
            DMark = CreateDataSeries();
            _AverageResult = CreateDataSeries();


            Stoch = Indicators.StochasticOscillator(Convert.ToInt32(StochPeriod * MultAll), KSmooth, 0, MovingAverageType.Simple);
            CCI = Indicators.CommodityChannelIndex(Convert.ToInt32(CCIPeriod * MultAll));
            // rsi = Indicators.RelativeStrengthIndex(Bars.TypicalPrices, Convert.ToInt32(Period * MultAll));
            rsi = Indicators.RelativeStrengthIndex(Source, Convert.ToInt32(Period * MultAll));

            moneyflow = Indicators.MoneyFlowIndex(Convert.ToInt32(MFPeriod * MultAll));


            MA = Indicators.MovingAverage(_AverageResult, AllSmoothPeriod, MAType);
            MASignal = Indicators.MovingAverage(MA.Result, AllSignalPeriod, MAType);

        }

        public override void Calculate(int index)
        {


            deMin[index] = Math.Max(Bars.LowPrices[index - 1] - Bars.LowPrices[index], 0);
            deMax[index] = Math.Max(Bars.HighPrices[index] - Bars.HighPrices[index - 1], 0);

            var min = deMinMA.Result[index];
            var max = deMaxMA.Result[index];

            DMark[index] = max / (min + max);

            if (CCI.Result[index] >= 0)
            {
                CCI.Result[index] = Math.Min(CCI.Result[index], 200);
            }

            if (CCI.Result[index] < 0)
            {
                CCI.Result[index] = Math.Max(CCI.Result[index], -200);
            }

            CCI.Result[index] = (CCI.Result[index] / 4) + 50;

            _AverageResult[index] = ((moneyflow.Result[index] * MFWeight) + (DMark[index] * 100 * DEMWeight) + (rsi.Result[index] * RSIWeight) + (CCI.Result[index] * CCIWeight) + (Stoch.PercentK[index] * StochWeight)) / (MFWeight + DEMWeight + RSIWeight + CCIWeight + StochWeight);

            AverageResult[index] = MA.Result[index];

            AverageSignal[index] = MASignal.Result[index];

            level80[index] = Level1;
            level50[index] = 50;
            level20[index] = (100 - Level1);

            //  ChartObjects.DrawText("RLabels", " \n Bars.Count: " +double.NaN + "  //  " + Bars.Count, StaticPosition.TopLeft, Colors.White);
        }
    }
}