Description
The indicator is a combination of Stochastic RSI CCI.
using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;
namespace cAlgo
{
[Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class c3in1_St_RSI_CCI : Indicator
{
#region #region [Parameter]
[Parameter("weight_cci", DefaultValue = 0.1)]
public double weight_cci_parameter { get; set; }
[Parameter("weight_rsi", DefaultValue = 0.1)]
public double weight_rsi_parameter { get; set; }
[Parameter("CCI", DefaultValue = 21)]
public int CCI_parameter { get; set; }
[Parameter("RSI", DefaultValue = 21)]
public int RSI_parameter { get; set; }
[Parameter("St_K", DefaultValue = 24)]
public int St_K_parameter { get; set; }
[Parameter("St_S", DefaultValue = 10)]
public int St_S_parameter { get; set; }
[Parameter("FastMA", DefaultValue = 3)]
public int FastMA_parameter { get; set; }
[Parameter("SlowMA", DefaultValue = 7)]
public int SlowMA_parameter { get; set; }
#endregion #region [Parameter]
#region #region [Output]
[Output("SumBuffer", LineColor = "Red")]
public IndicatorDataSeries SumResult { get; set; }
[Output("FastMABuffer", LineColor = "Green")]
public IndicatorDataSeries FastMAResult { get; set; }
[Output("SlowMABuffer", LineColor = "Brown")]
public IndicatorDataSeries SlowMAResult { get; set; }
#endregion #region [Output]
RelativeStrengthIndex rsi;
CommodityChannelIndex cci;
StochasticOscillator st;
SimpleMovingAverage maFast, maSlow;
protected override void Initialize()
{
rsi = Indicators.RelativeStrengthIndex(MarketSeries.Close, RSI_parameter);
cci = Indicators.CommodityChannelIndex(CCI_parameter);
st = Indicators.StochasticOscillator(St_K_parameter, St_S_parameter, 3, MovingAverageType.Simple);
maFast = Indicators.SimpleMovingAverage(SumResult, FastMA_parameter);
maSlow = Indicators.SimpleMovingAverage(SumResult, SlowMA_parameter);
}
public override void Calculate(int index)
{
double dRSI = rsi.Result[index] - 50;
double dCCI = cci.Result[index];
double dSt = st.PercentK[index] - 50;
SumResult[index] = dSt * (1 - weight_cci_parameter - weight_rsi_parameter) + dRSI * weight_rsi_parameter + dCCI * weight_cci_parameter;
FastMAResult[index] = maFast.Result[index];
SlowMAResult[index] = maSlow.Result[index];
}
}
}
VI
Vitali Gajdabrus
Joined on 20.08.2015
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: c3in1_St_RSI_CCI.algo
- Rating: 0
- Installs: 2121
- Modified: 13/10/2021 09:54
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