Category Oscilators  Published on 09/12/2016

Stochastic Oscillator: Trend + Values

Subscribe
Description

 

UP Trend begins when 2 lines cross DOWN level bottom-up and ends when 2 lines cross UP level top-down

DOWN Trend begins when 2 lines cross UP level top-down and ends when 2 lines cross DOWN level bottom-up

Also indicator shows changes between UP and DOWN trends.

 

/

#region Using declarations
using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;
#endregion

namespace cAlgo
{
    [Levels(10, 20, 50, 80, 90)]

    [Indicator(IsOverlay = false, AutoRescale = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class SO : Indicator
    {

        #region Properties
        [Parameter("K Periods", DefaultValue = 200)]
        public int kPeriods { get; set; }

        [Parameter("K Slowing", DefaultValue = 3)]
        public int kSlowing { get; set; }

        [Parameter("D Periods", DefaultValue = 3)]
        public int dPeriods { get; set; }

        [Parameter("MA Type", DefaultValue = MovingAverageType.Triangular)]
        public MovingAverageType maType { get; set; }

        [Parameter("UP Level", DefaultValue = 90, MinValue = 80, MaxValue = 100, Step = 1)]
        public int Up_Level { get; set; }

        [Parameter("Down Level", DefaultValue = 10, MinValue = 0, MaxValue = 20, Step = 1)]
        public int Down_Level { get; set; }

        [Output("% D", Color = Colors.Aquamarine, Thickness = 2)]
        public IndicatorDataSeries Percent_D { get; set; }

        [Output("% K", Color = Colors.Purple, Thickness = 2)]
        public IndicatorDataSeries Percent_K { get; set; }

        [Output("Trend", Color = Colors.Yellow, Thickness = 1)]
        public IndicatorDataSeries Value { get; set; }
        #endregion


        #region Variables
        enum Direction
        {
            Up,
            Down
        }

        private Direction direction = Direction.Down;
        private StochasticOscillator so;

        private double Extremum_Value = 0.0;
        private int Extremum_Index = 0;
        private int Last_Up_Index = 0;
        private int Last_Down_Index = 0;

        #endregion

        protected override void Initialize()
        {
            so = Indicators.StochasticOscillator(kPeriods, kSlowing, dPeriods, maType);

            if (Lines_Are_Lower_Level(Down_Level, 0))
                direction = Direction.Up;

            if (Lines_Are_Higher_Level(Up_Level, 0))
                direction = Direction.Down;
        }

        public override void Calculate(int index)
        {
            Percent_K[index] = so.PercentK.LastValue;
            Percent_D[index] = so.PercentD.LastValue;

            /// Up Level
            if (Lines_Just_Crossed_From_Up_To_Down_Level(Up_Level, index))
            {
                if (direction == Direction.Up)
                {
                    direction = Direction.Down;
                    Last_Up_Index = index;
                    Set_Extremum_At(index, Up_Level);
                }

                if (direction == Direction.Down && Extremum_Value == Up_Level)
                {
                    Last_Up_Index = index;
                    Move_Extremum_At(index, Up_Level);
                }
            }

            /// Down Level
            if (Lines_Just_Crossed_From_Down_To_Up_Level(Down_Level, index))
            {
                if (direction == Direction.Down)
                {
                    direction = Direction.Up;
                    Last_Down_Index = index;
                    Set_Extremum_At(index, Down_Level);
                }

                if (direction == Direction.Up && Extremum_Value == Down_Level)
                {
                    Last_Down_Index = index;
                    Move_Extremum_At(index, Down_Level);
                }
            }

            if (index - 1 != Extremum_Index)
            {
                Value[index - 1] = Double.NaN;
                Value[index] = Percent_D[index];
            }
        }

        private bool Lines_Are_Lower_Level(double level, int index)
        {
            return Percent_K[index] < level && Percent_D[index] < level;
        }

        private bool Lines_Are_Higher_Level(double level, int index)
        {
            return Percent_K[index] > level && Percent_D[index] > level;
        }

        private bool Lines_Just_Crossed_From_Up_To_Down_Level(double level, int index)
        {
            return Lines_Are_Lower_Level(level, index) && (Percent_K[index - 1] >= level || Percent_D[index - 1] >= level);
        }

        private bool Lines_Just_Crossed_From_Down_To_Up_Level(double level, int index)
        {
            return Lines_Are_Higher_Level(level, index) && (Percent_K[index - 1] <= level || Percent_D[index - 1] <= level);
        }

        private void Move_Extremum_At(int index, double v)
        {
            Value[Extremum_Index] = Double.NaN;
            ChartObjects.RemoveObject("Info " + Extremum_Index);
            Set_Extremum_At(index, v);
        }

        private void Set_Extremum_At(int Index, double V)
        {
            Extremum_Index = Index;
            Extremum_Value = V;
            Value[Extremum_Index] = Extremum_Value;

            VerticalAlignment Point_VA = VerticalAlignment.Center;
            HorizontalAlignment Point_HA = HorizontalAlignment.Center;
            Colors Point_Color = Colors.Yellow;

            ChartObjects.DrawText("Direction " + Index, "•", Index, V, Point_VA, Point_HA, Point_Color);

            double Low = MarketSeries.Low[Last_Down_Index];
            double High = MarketSeries.High[Last_Up_Index];
            double Trend_Value = (High - Low) / Symbol.TickSize;
            string Dir = direction == Direction.Down ? "▲" : "▼";
            string Info = Dir + " " + Trend_Value.ToString("N0");

            VerticalAlignment Text_VA = VerticalAlignment.Center;
            HorizontalAlignment Text_HA = HorizontalAlignment.Center;
            Colors Text_Color = Colors.Yellow;

            ChartObjects.DrawText("Info " + Index, Info, Index, V >= 50 ? V - 10 : V + 10, Text_VA, Text_HA, Text_Color);
        }
    }
}
diiptrade's avatar
diiptrade

Joined on 17.11.2016

  • Distribution: Free
  • Language: C#
  • Trading platform: cTrader Automate
  • File name: SO.algo
  • Rating: 0
  • Installs: 6227

Download
Comments
Log in to add a comment.
PA
paul.williams125 · 4 years ago

// This Just puts an Icon above the price, on the chart.

using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;

//                   AutoRescale = true
namespace cAlgo
{

    [Indicator(IsOverlay = true, AccessRights = AccessRights.None)]
    public class SO : Indicator
    {


        [Parameter("K Periods", DefaultValue = 200)]
        public int kPeriods { get; set; }

        [Parameter("K Slowing", DefaultValue = 3)]
        public int kSlowing { get; set; }

        [Parameter("D Periods", DefaultValue = 3)]
        public int dPeriods { get; set; }

        [Parameter("MA Type", DefaultValue = MovingAverageType.Triangular)]
        public MovingAverageType maType { get; set; }

        [Parameter("UP Level", DefaultValue = 90, MinValue = 80, MaxValue = 100, Step = 1)]
        public int Up_Level { get; set; }

        [Parameter("Down Level", DefaultValue = 10, MinValue = 0, MaxValue = 20, Step = 1)]
        public int Down_Level { get; set; }


        private StochasticOscillator so;

        private double Extremum_Value = 0.0;
        private int Extremum_Index = 0;
        private int Last_Up_Index = 0;
        private int Last_Down_Index = 0;
        private int direction = 0;


        protected override void Initialize()
        {
            so = Indicators.StochasticOscillator(kPeriods, kSlowing, dPeriods, maType);
        }

        public override void Calculate(int index)
        {


//----------                                                                      K value is Stockastic value ( purple) , D is MA3 of it.
//-----------                                                                     if ( K is now < 90% and the previous K >= 90% )
//-----------                                                                     this is our setup for upper entry
//UP LEVEL

            if (so.PercentK[index] < Up_Level && so.PercentK[index - 1] >= Up_Level)
            {
                var high = MarketSeries.High[index];
                var highPlus2Pip = high + (5 * Symbol.PipSize);
                ChartObjects.DrawText("Info " + index, "▼", index, highPlus2Pip, VerticalAlignment.Center, HorizontalAlignment.Center, Colors.White);
            }
//DOWN lEVEL

            if (so.PercentK[index] > Down_Level && so.PercentK[index - 1] <= Down_Level)
            {
                var low = MarketSeries.Low[index];
                var lowPlus2Pip = low - (5 * Symbol.PipSize);
                ChartObjects.DrawText("Info " + index, "▲", index, lowPlus2Pip, VerticalAlignment.Center, HorizontalAlignment.Center, Colors.White);


            }


        }
    }
}

PA
paul.williams125 · 4 years ago

// This has been modified, to be more easily understandable.

using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;

namespace cAlgo
{
    [Levels(10, 20, 50, 80, 90)]

    [Indicator(IsOverlay = false, AutoRescale = true, AccessRights = AccessRights.None)]
    public class SO : Indicator
    {


        [Parameter("K Periods", DefaultValue = 200)]
        public int kPeriods { get; set; }

        [Parameter("K Slowing", DefaultValue = 3)]
        public int kSlowing { get; set; }

        [Parameter("D Periods", DefaultValue = 3)]
        public int dPeriods { get; set; }

        [Parameter("MA Type", DefaultValue = MovingAverageType.Triangular)]
        public MovingAverageType maType { get; set; }

        [Parameter("UP Level", DefaultValue = 90, MinValue = 80, MaxValue = 100, Step = 1)]
        public int Up_Level { get; set; }

        [Parameter("Down Level", DefaultValue = 10, MinValue = 0, MaxValue = 20, Step = 1)]
        public int Down_Level { get; set; }

        [Output("% D", Color = Colors.Aquamarine, Thickness = 2)]
        public IndicatorDataSeries Percent_D { get; set; }

        [Output("% K", Color = Colors.Purple, Thickness = 2)]
        public IndicatorDataSeries Percent_K { get; set; }

        [Output("Trend", Color = Colors.Yellow, Thickness = 1)]
        public IndicatorDataSeries Value { get; set; }


        private StochasticOscillator so;

        private double Extremum_Value = 0.0;
        private int Extremum_Index = 0;
        private int Last_Up_Index = 0;
        private int Last_Down_Index = 0;
        private int direction = 0;


        protected override void Initialize()
        {
            so = Indicators.StochasticOscillator(kPeriods, kSlowing, dPeriods, maType);
        }

        public override void Calculate(int index)
        {
            Percent_K[index] = so.PercentK[index];
            Percent_D[index] = so.PercentD[index];

//----------                                                                      K value is Stockastic value ( purple) , D is MA3 of it.
//-----------                                                                     if ( K is now < 90% and D < 90%  ) and  (the previous K >= 90%   or the Previous D is >= 90%)
//-----------                                                                     this is to get the position for the dot.
//UP LEVEL

            if ((Percent_K[index] < Up_Level && Percent_D[index] < Up_Level) && (Percent_K[index - 1] >= Up_Level || Percent_D[index - 1] >= Up_Level))
            {
                if (direction == 1)
                {
                    direction = 0;
                    Last_Up_Index = index;

                    Extremum_Index = index;
                    Extremum_Value = Up_Level;
                    Value[Extremum_Index] = Extremum_Value;

                    ChartObjects.DrawText("Direction " + index, "•", index, Up_Level, VerticalAlignment.Center, HorizontalAlignment.Center, Colors.Yellow);

                    double Low = MarketSeries.Low[Last_Down_Index];
                    double High = MarketSeries.High[Last_Up_Index];
                    double Trend_Value = (High - Low) / Symbol.TickSize;
                    string Dir = direction == 0 ? "▲" : "▼";
                    string Info = Dir + " " + Trend_Value.ToString("N0");

                    ChartObjects.DrawText("Info " + index, Info, index, Up_Level >= 50 ? Up_Level - 10 : Up_Level + 10, VerticalAlignment.Center, HorizontalAlignment.Center, Colors.Yellow);

                }

                if (direction == 0 && Extremum_Value == Up_Level)
                {
                    Last_Up_Index = index;
                    Value[Extremum_Index] = Double.NaN;
                    ChartObjects.RemoveObject("Info " + Extremum_Index);
                    Extremum_Index = index;
                    Extremum_Value = Up_Level;
                    Value[Extremum_Index] = Extremum_Value;

                    ChartObjects.DrawText("Direction " + index, "•", index, Up_Level, VerticalAlignment.Center, HorizontalAlignment.Center, Colors.Yellow);

                    double Low = MarketSeries.Low[Last_Down_Index];
                    double High = MarketSeries.High[Last_Up_Index];
                    double Trend_Value = (High - Low) / Symbol.TickSize;
                    string Dir = direction == 0 ? "▲" : "▼";
                    string Info = Dir + " " + Trend_Value.ToString("N0");
                    ChartObjects.DrawText("Info " + index, Info, index, Up_Level >= 50 ? Up_Level - 10 : Up_Level + 10, VerticalAlignment.Center, HorizontalAlignment.Center, Colors.Yellow);
                }
            }
//---------------------------------------------------------------------------------



            /// Down Level
            if ((Percent_K[index] > Down_Level && Percent_D[index] > Down_Level) && (Percent_K[index - 1] <= Down_Level || Percent_D[index - 1] <= Down_Level))
            {
                if (direction == 0)
                {
                    direction = 1;
                    Last_Down_Index = index;

                    Extremum_Index = index;
                    Extremum_Value = Down_Level;
                    Value[Extremum_Index] = Extremum_Value;

                    ChartObjects.DrawText("Direction " + index, "•", index, Down_Level, VerticalAlignment.Center, HorizontalAlignment.Center, Colors.Yellow);

                    double Low = MarketSeries.Low[Last_Down_Index];
                    double High = MarketSeries.High[Last_Up_Index];
                    double Trend_Value = (High - Low) / Symbol.TickSize;
                    string Dir = direction == 0 ? "▲" : "▼";
                    string Info = Dir + " " + Trend_Value.ToString("N0");
                    ChartObjects.DrawText("Info " + index, Info, index, Down_Level >= 50 ? Down_Level - 10 : Down_Level + 10, VerticalAlignment.Center, HorizontalAlignment.Center, Colors.Yellow);
                }

                if (direction == 1 && Extremum_Value == Down_Level)
                {
                    Last_Down_Index = index;
                    Value[Extremum_Index] = Double.NaN;
                    ChartObjects.RemoveObject("Info " + Extremum_Index);
                    Extremum_Index = index;
                    Extremum_Value = Down_Level;
                    Value[Extremum_Index] = Extremum_Value;

                    ChartObjects.DrawText("Direction " + index, "•", index, Down_Level, VerticalAlignment.Center, HorizontalAlignment.Center, Colors.Yellow);

                    double Low = MarketSeries.Low[Last_Down_Index];
                    double High = MarketSeries.High[Last_Up_Index];
                    double Trend_Value = (High - Low) / Symbol.TickSize;
                    string Dir = direction == 0 ? "▲" : "▼";
                    string Info = Dir + " " + Trend_Value.ToString("N0");
                    ChartObjects.DrawText("Info " + index, Info, index, Down_Level >= 50 ? Down_Level - 10 : Down_Level + 10, VerticalAlignment.Center, HorizontalAlignment.Center, Colors.Yellow);
                }

            }

            if (index - 1 != Extremum_Index)
            {
                Value[index - 1] = Double.NaN;
                Value[index] = Percent_D[index];
            }
        }
    }
}

IL
ilya430 · 5 years ago

That's a good one, my comrade!

 
Copyright © 2024 Spotware Systems Ltd. All rights reserved.
The services provided by Spotware Systems Ltd. are not available to citizens or residents of the USA. Neither is the information on our websites directed toward soliciting citizens or residents of the USA.