Description
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 HLAveragesTFStoch : Indicator
{
[Parameter("Custom TF")]
public TimeFrame customTimeFrame { get; set; }
[Output("Result1", LineColor = "Green")]
public IndicatorDataSeries Result { get; set; }
private Bars customBars;
private int idx;
private int previousIdx;
private int buyPeriod;
private int sellPeriod;
private double buyAverage;
private double sellAverage;
protected override void Initialize()
{
customBars = MarketData.GetBars(customTimeFrame);
}
public override void Calculate(int index)
{
idx = customBars.OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
if (idx > previousIdx)
{
buyPeriod++;
sellPeriod++;
}
buyAverage = 0;
for (int i = idx - buyPeriod + 1; i <= idx; i++)
buyAverage += customBars.HighPrices[i];
buyAverage = buyAverage / buyPeriod;
sellAverage = 0;
for (int i = idx - sellPeriod + 1; i <= idx; i++)
sellAverage += customBars.LowPrices[i];
sellAverage = sellAverage / sellPeriod;
if (Bars.HighPrices[index] >= buyAverage)
{
buyPeriod = 1;
buyAverage = Bars.HighPrices[index];
}
if (Bars.LowPrices[index] <= sellAverage)
{
sellPeriod = 1;
sellAverage = Bars.LowPrices[index];
}
Result[index] = (Bars.ClosePrices[index] - sellAverage) / (buyAverage - sellAverage) * 100;
previousIdx = idx;
}
}
}
srm_bcn
Joined on 01.09.2019
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: HLAveragesTFStoch.algo
- Rating: 0
- Installs: 1268
- Modified: 13/10/2021 09:54
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