Category Trend  Published on 23/09/2022

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Description

using cAlgo.API;

using cAlgo.API.Indicators;

 

namespace cAlgo.Indicators

{

    [Levels(0)]

    [Indicator(AccessRights = AccessRights.None)]

    public class ElliotOscillator : Indicator

    {

        private SimpleMovingAverage _fastSma;

        private SimpleMovingAverage _slowSma;

        private SimpleMovingAverage _sma100;

        private SimpleMovingAverage _sma200;

        private SimpleMovingAverage _sma20;

 

        private double _d;

        private bool _upTrend;

        private bool _neutral;

        private IndicatorDataSeries _elliot;

 

 

        [Parameter]

        public DataSeries Source { get; set; }

 

        [Parameter("FastPeriod", DefaultValue = 5)]

        public int FastPeriod { get; set; }

         

        [Parameter("SlowPeriod", DefaultValue = 34)]

        public int SlowPeriod { get; set; }

 

        [Output("UpTrend", Color = Colors.Green, PlotType = PlotType.Histogram, Thickness = 2)]

        public IndicatorDataSeries UpTrend { get; set; }

        [Output("DownTrend", Color = Colors.Red, PlotType = PlotType.Histogram, Thickness = 2)]

        public IndicatorDataSeries DownTrend { get; set; }

        [Output("Neutral", Color = Colors.Gray, PlotType = PlotType.Histogram, Thickness = 2)]

        public IndicatorDataSeries Neutral { get; set; }

         

        [Output("Line", Color = Colors.Red)]

        public IndicatorDataSeries Line { get; set; }

 

        protected override void Initialize()

        {

            _fastSma = Indicators.SimpleMovingAverage(Source, FastPeriod);

            _slowSma = Indicators.SimpleMovingAverage(Source, SlowPeriod);

            _sma100 = Indicators.SimpleMovingAverage(Source, 100);

            _sma200 = Indicators.SimpleMovingAverage(Source, 200);

            _sma20 = Indicators.SimpleMovingAverage(Source, 20);

            _elliot = CreateDataSeries();

 

        }

        public override void Calculate(int index)

        {

            if (index < 3)

                return;

 

            _elliot[index] = _fastSma.Result[index] - _slowSma.Result[index];

            Line[index] = _fastSma.Result[index - 3] - _slowSma.Result[index - 3];

 

            if (_sma100.Result.LastValue > _sma200.Result.LastValue

                && _sma20.Result.LastValue >_sma100.Result.LastValue)

            {

                UpTrend[index] = _elliot[index];

                DownTrend[index] = double.NaN;

                Neutral[index] = double.NaN;

            }

            else if (_sma100.Result.LastValue < _sma200.Result.LastValue

                && _sma20.Result.LastValue < _sma100.Result.LastValue)

            {

                DownTrend[index] = _elliot[index];

                UpTrend[index] = double.NaN;

                Neutral[index] = double.NaN;

            }

            else

            {

                Neutral[index] = _elliot[index];

                UpTrend[index] = double.NaN;

                DownTrend[index] = double.NaN;

            }

        }

    }

}


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CT
ctid4935132

Joined on 22.09.2022

  • Distribution: Free
  • Language: C#
  • Trading platform: cTrader Automate
  • File name: ElliotOscillator (1).algo
  • Rating: 0
  • Installs: 729
  • Modified: 22/09/2022 21:00
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