Description
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"This indicator aims to reveal correlations between symbols through an RSI analysis."
*** Version Beta for Test ***
- if you want to see the signal you need to make the same watchlist like the photo
- if you want to analyse more symbol in same time you can uncomment the code
- if you use the RCS INDEX RSI You can more easily identify which currencies have a good correlation to determine if the results of the RCS are accurate for your signal and if they are strong. (RCS INDEX RSI)
using System;
using System.Linq;
using System.Threading;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;
using System.Collections.Generic;
using System.IO;
using System.Text;
namespace cAlgo
{
//[Cloud("Fast Smooth", "Slow Smooth", FirstColor = "Green", SecondColor = "Red", Opacity = 0.1)]
[Levels(0)]
[Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class AngleOfMultiSymbol : Indicator
{
[Parameter("Symbol Selection Method", DefaultValue = SymbolSelectionMethodType.SymbolList, Group = "Symbole Choice \n(Uncomment code for more than 6 Symbole)")]
public SymbolSelectionMethodType SymbolSelectionMethod { get; set; }
[Parameter("Symbol List", DefaultValue = "EURUSD GBPUSD AUDUSD USDCHF", Group = "Symbole Choice \n(Uncomment code for more than 6 Symbole)")]
public string TradedSymbols { get; set; }
[Parameter("Watchlist Name", DefaultValue = "My Watchlist", Group = "Symbole Choice \n(Uncomment code for more than 6 Symbole)")]
public string WatchlistName { get; set; }
public enum SymbolSelectionMethodType
{
CurrentChart,
SymbolList,
WatchList
}
[Parameter("History Diff Angle", DefaultValue = 1, Group = "Base Setting")]
public int HistoryTextLookback { get; set; }
[Parameter("Tf", DefaultValue = "Hour1", Group = "Base Setting")]
public TimeFrame Tf { get; set; }
[Parameter("Price Smooth Period (255)", DefaultValue = 255, Group = "Angle Setting")]
public int SmoothPeriods { get; set; }
[Parameter("Price Smooth Type", DefaultValue = MovingAverageType.Weighted, Group = "Angle Setting")]
public MovingAverageType MaType { get; set; }
[Parameter("Loockback Periods Angle", DefaultValue = 1, Group = "Angle Setting")]
public int LookbackPeriodsAngle { get; set; }
[Parameter("Sensitivity (1.0)", DefaultValue = 1, Group = "Angle Setting")]
public double Sensitivity { get; set; }
[Output("Symb n° 1", LineColor = "White", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
public IndicatorDataSeries SymbN1 { get; set; }
[Output("Symb n° 2", LineColor = "Lime", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
public IndicatorDataSeries SymbN2 { get; set; }
[Output("Symb n° 3", LineColor = "Green", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
public IndicatorDataSeries SymbN3 { get; set; }
[Output("Symb n° 4", LineColor = "DeepSkyBlue", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
public IndicatorDataSeries SymbN4 { get; set; }
[Output("Symb n° 5", LineColor = "Red", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
public IndicatorDataSeries SymbN5 { get; set; }
[Output("Symb n° 6", LineColor = "Magenta", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
public IndicatorDataSeries SymbN6 { get; set; }
/*Uncomment For more Symbole on the chart
[Output("Symb n° 7", LineColor = "Green", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
public IndicatorDataSeries SymbN7 { get; set; }
[Output("Symb n° 8", LineColor = "DeepSkyBlue", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
public IndicatorDataSeries SymbN8 { get; set; }
[Output("Symb n° 9", LineColor = "Red", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
public IndicatorDataSeries SymbN9 { get; set; }
[Output("Symb n° 10", LineColor = "Magenta", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
public IndicatorDataSeries SymbN10 { get; set; }
*/
private MovingAverage[] ma;
private AverageTrueRange[] atr;
private Symbol[] TradeList;
private Bars[] bars;
private IndicatorDataSeries[] Sources, ResSymbol;
private int[] indexBars;
protected override void Initialize()
{
if (SymbolSelectionMethod == SymbolSelectionMethodType.WatchList)
{
// Get the trade list from the watchlist provided by the user
foreach (Watchlist w in Watchlists)
{
if (w.Name == WatchlistName)
{
TradeList = Symbols.GetSymbols(w.SymbolNames.ToArray());
}
}
}
else if (SymbolSelectionMethod == SymbolSelectionMethodType.SymbolList)
{
// Get the trade list from the sysmbol list provided by the user
string[] SymbolList = TradedSymbols.ToUpper().Split(' ');
TradeList = Symbols.GetSymbols(SymbolList);
}
else
{
TradeList = new Symbol[1];
TradeList[0] = Symbol;
}
atr = new AverageTrueRange[TradeList.Length];
ma = new MovingAverage[TradeList.Length];
bars = new Bars[TradeList.Length];
indexBars = new int[TradeList.Length];
Sources = new IndicatorDataSeries[TradeList.Length];
ResSymbol = new IndicatorDataSeries[TradeList.Length];
Print("{0} traded symbols: ", TradeList.Length);
int i = 0;
foreach (var symbol in TradeList)
{
Print(symbol.Name);
bars[i] = MarketData.GetBars(Tf, symbol.Name);
if (bars[i].OpenTimes[0] > Bars.OpenTimes[0])
bars[i].LoadMoreHistory();
//Load indicators on start up EP5-ATR
Sources[i] = CreateDataSeries();
ResSymbol[i] = CreateDataSeries();
atr[i] = Indicators.AverageTrueRange(bars[i], 500, MovingAverageType.Simple);
ma[i] = Indicators.MovingAverage(Sources[i], SmoothPeriods, MaType);
i++;
}
}
public override void Calculate(int index)
{
if (index < SmoothPeriods)
return;
for (int i = 0; i < TradeList.Length; i++)
{
//indexBars[i] = GetIndexByDate(bars[i], Bars.OpenTimes[index]);
indexBars[i] = bars[i].OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
Sources[i][index] = bars[i].ClosePrices[indexBars[i]];
ResSymbol[i][index] = GetCalculationSymbol(ma[i].Result[index], ma[i].Result[index - LookbackPeriodsAngle], atr[i].Result[indexBars[i]]);
}
SymbN1[index] = ResSymbol[0][index];
SymbN2[index] = ResSymbol[1][index];
SymbN3[index] = ResSymbol[2][index];
SymbN4[index] = ResSymbol[3][index];
SymbN5[index] = ResSymbol[4][index];
SymbN6[index] = ResSymbol[5][index];
/* Uncomment For More Symbols on chart
SymbN7[index] = ResSymbol[2][index];
SymbN8[index] = ResSymbol[3][index];
SymbN9[index] = ResSymbol[4][index];
SymbN10[index] = ResSymbol[5][index];
*/
IndicatorArea.RemoveAllObjects();
for (int i = 0; i < TradeList.Length; i++)
{
IndicatorArea.DrawText((TradeList[i]).ToString() + index, TradeList[i] + " : " + ResSymbol[i][index].ToString("F2"), index, ResSymbol[i][index], ResSymbol[i][index] > ResSymbol[i][index - HistoryTextLookback] ? Color.Lime : Color.Red);
}
}
public double GetCalculationSymbol(double priceSmooth, double priceSmoothLoockBack, double atr)
{
var _momentumpositive = priceSmooth - priceSmoothLoockBack;
var _momentumnegative = priceSmoothLoockBack - priceSmooth;
var _momentum = priceSmooth > priceSmoothLoockBack
? _momentumpositive / atr
: _momentumnegative / atr;
var _hypothenuse = Math.Sqrt((_momentum * _momentum) + (LookbackPeriodsAngle * LookbackPeriodsAngle));
var _cos = (LookbackPeriodsAngle / _hypothenuse);
var _angle = priceSmooth > priceSmoothLoockBack
? (0 + (Math.Acos(_cos) * 100)) * Sensitivity
: (0 - (Math.Acos(_cos) * 100)) * Sensitivity;
return _angle;
}
}
}
YE
YesOrNot
Joined on 10.10.2022 Blocked
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: Correlation with RSI.algo
- Rating: 0
- Installs: 364
- Modified: 23/11/2023 21:34
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