Description
This is a Bollinger Squeeze indicator, which is used in combination with Bollinger Bands.
The indicator utilizes CCi, STD, and ATR. The column indicator is CCi(50), and the column changes color.
When STD/ART<0.75, it squeezes and displays blue.
When CCi>0, it displays LawnGreen, and when STD/ART>1.5, it displays Green.
When CCi<0, it displays Pink, and when STD/ART>1.5, it displays Red.
This indicator is very useful when combined with Bollinger Bands.
I hope it is helpful for you.
这是一个布林线挤扎指标。使用过程中结合Bollinger Bands 使用。指标使用了CCi ，STD，ATR。柱体指标为CCi(50)，柱体是变色的。当STD/ART<0.75的时候挤扎，显示蓝色。当CCi>0时候显示LawnGreen，当STD/ART>1.5，显示Green。当CCi<0时候显示Pink，当STD/ART>1.5，显示Red。这个指标结合Bollinger Bands，是非常有用的。 希望对您有帮助。
lordyy
Joined on 24.03.2015
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: Bollenger Squeeze.algo
- Rating: 5
- Installs: 738
- Modified: 07/12/2023 03:26
Comments
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
namespace cAlgo
{
[Levels(-200, 0, 200)]
[Indicator(AccessRights = AccessRights.None)]
public class BollengerSqueeze : Indicator
{
[Parameter(DefaultValue = "Hello Ctrader!")]
public string Message { get; set; }
private CommodityChannelIndex _commodityChannelIndex;
private StandardDeviation _standardDeviation;
private AverageTrueRange _averageTrueRange;
[Parameter("Periods", Group = "CCI", DefaultValue = 50)]
public int CciPeriods { get; set; }
[Parameter("Source", Group = "STD")]
public DataSeries StdSource { get; set; }
[Parameter("Periods", Group = "STD", DefaultValue = 14)]
public int STDPeriods { get; set; }
[Parameter("MA Type", Group = "STD", DefaultValue = MovingAverageType.Simple)]
public MovingAverageType STDMAType { get; set; }
[Parameter("Source", Group = "MovingAverage")]
public DataSeries MvpSource { get; set; }
[Parameter("Periods", Group = "MovingAverage", DefaultValue = 20)]
public int MvPeriods { get; set; }
[Parameter("Periods", Group = "ATR", DefaultValue = 14)]
public int ATRPeriods { get; set; }
[Parameter("MA Type", Group = "ATR", DefaultValue = MovingAverageType.Simple)]
public MovingAverageType ATRMAType { get; set; }
[Output("Histogramp1", LineColor = "LawnGreen", PlotType = PlotType.Histogram, Thickness = 5)]
public IndicatorDataSeries ResultHistogramPositive1 { get; set; }
[Output("Histogramp2", LineColor = "Green", PlotType = PlotType.Histogram, Thickness = 5)]
public IndicatorDataSeries ResultHistogramPositive2 { get; set; }
[Output("HistogramN1", LineColor = "Pink", PlotType = PlotType.Histogram, Thickness = 5)]
public IndicatorDataSeries ResultHistogramNegative1 { get; set; }
[Output("HistogramN2", LineColor = "Red", PlotType = PlotType.Histogram, Thickness = 5)]
public IndicatorDataSeries ResultHistogramNegative2 { get; set; }
[Output("HistogramSq", LineColor = "Blue", PlotType = PlotType.Histogram, Thickness = 5)]
public IndicatorDataSeries ResultHistogramSq { get; set; }
[Output("Line", LineColor = "MidnightBlue")]
public IndicatorDataSeries ResultLine { get; set; }
protected override void Initialize()
{
Print(Message);
_commodityChannelIndex = Indicators.CommodityChannelIndex(CciPeriods);
_standardDeviation = Indicators.StandardDeviation(StdSource, STDPeriods, STDMAType);
_averageTrueRange = Indicators.AverageTrueRange(ATRPeriods, ATRMAType);
}
public override void Calculate(int index)
{
// Calculate value at specified index
// Result[index] = 00
ResultLine[index] = _commodityChannelIndex.Result[index];
if (_standardDeviation.Result[index ] / _averageTrueRange.Result[index ] <= 0.75)
ResultHistogramSq[index] = _commodityChannelIndex.Result[index];
else
if (_standardDeviation.Result[index ] / _averageTrueRange.Result[index ] >= 1.5)//是否>=1.5 深色
{
if (_commodityChannelIndex.Result[index] >= 0)
ResultHistogramPositive2[index] = _commodityChannelIndex.Result[index];
else
ResultHistogramNegative2[index] = _commodityChannelIndex.Result[index];
}
else//<1.5浅色
{
if (_commodityChannelIndex.Result[index] >= 0)
ResultHistogramPositive1[index] = _commodityChannelIndex.Result[index];
else
ResultHistogramNegative1[index] = _commodityChannelIndex.Result[index];
}
}
}
}
Great Job !