Description
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This indicator is made to analyze the behaviour of the choosen indicator/s on an hourly basis.
First you must apply the indicator, then, you must choose a source to analyze, in this example we will examine the distance of the closing price from a sma 200.
to calculate the distance i use this little and useful indicator that just... does maths for me without the need of writing another indicator all over again:
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 Difference : Indicator
{
[Parameter("Difference", DefaultValue = false)]
public bool diff { get; set; }
[Parameter("Distance", DefaultValue = false)]
public bool dist { get; set; }
[Parameter("Sum", DefaultValue = false)]
public bool somm { get; set; }
[Parameter("Product", DefaultValue = false)]
public bool pro { get; set; }
[Parameter("Quotient", DefaultValue = false)]
public bool q { get; set; }
[Parameter("Cumulative Sum", DefaultValue = false)]
public bool c { get; set; }
[Parameter("Source 1")]
public DataSeries sou1 { get; set; }
[Parameter("Source 2")]
public DataSeries sou2 { get; set; }
[Parameter("Cumulative Sum Periods", DefaultValue = 24)]
public int per { get; set; }
[Output("Main")]
public IndicatorDataSeries Result { get; set; }
protected override void Initialize()
{
// Initialize and create nested indicators
}
public override void Calculate(int index)
{
if (diff ^ somm ^ pro ^ q ^ c ^ dist)
{
if (diff)
{
Result[index] = sou1[index] - sou2[index];
}
else if (dist)
{
Result[index] = Math.Abs(sou1[index] - sou2[index]);
}
else if (somm)
{
Result[index] = sou1[index] + sou2[index];
}
else if (pro)
{
Result[index] = sou1[index] * sou2[index];
}
else if (q)
{
Result[index] = sou1[index] / sou2[index];
}
else if (c)
{
Result[index] = 0;
for (int i = 0; i < per; i++)
{
Result[index] += sou1[index - i];
}
}
}
else if (!diff && !dist && !somm && !pro && !q && !c)
{
ChartObjects.DrawText("sadf", "Choose an option", index, 0);
}
else
{
ChartObjects.DrawText("sadf", "Only one operation is allowed at once", index, 0);
}
}
}
}
so i set this indicator to calculate the difference I want: 
now I apply the Hourly Stagionality indicator and I ctrl + click and alt + click to set on the chart starting and ending points for the segment to analyze:
And here it is, all the data analyzen on an hourly basis from the selected start to the selected finish.
(Attention: TimeZone may be bugged, but most likely it isn't)
using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;
using System.Threading;
namespace cAlgo
{
[Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class HourlyStagionality : Indicator
{
[Parameter()]
public DataSeries source { get; set; }
[Parameter("TimeZone", DefaultValue = 2)]
public int tz { get; set; }
[Output("Main", PlotType = PlotType.Histogram, Thickness = 1, Color = Colors.White, LineStyle = LineStyle.DotsRare)]
public IndicatorDataSeries Result { get; set; }
public int startIndex, endIndex;
public bool ctrlClick = false, altClick = false;
public bool mouseDown = false;
protected override void Initialize()
{
Chart.MouseDown += OnChartMouseDown;
Chart.ScrollChanged += OnChartScrollChanged;
Chart.MouseUp += OnChartMouseUp;
}
void OnChartMouseUp(ChartMouseEventArgs obj)
{
if (ctrlClick && altClick)
_Calculate(Chart.BarsTotal);
mouseDown = false;
}
//alternative to the mouse-up refresh method
void OnChartScrollChanged(ChartScrollEventArgs obj)
{
if (ctrlClick && altClick && !mouseDown)
_Calculate(Chart.BarsTotal);
}
void OnChartMouseDown(ChartMouseEventArgs obj)
{
mouseDown = true;
if (obj.CtrlKey && !obj.AltKey && !obj.ShiftKey)
{
startIndex = (int)obj.BarIndex;
ctrlClick = true;
Chart.DrawVerticalLine("start", startIndex, Color.White, 1, LineStyle.DotsRare);
}
else if (obj.AltKey && !obj.CtrlKey && !obj.ShiftKey)
{
endIndex = (int)obj.BarIndex;
altClick = true;
Chart.DrawVerticalLine("end", endIndex, Color.White, 1, LineStyle.DotsRare);
}
if ((obj.CtrlKey || obj.AltKey) && !obj.ShiftKey && ctrlClick && altClick)
_Calculate(Chart.BarsTotal);
}
public override void Calculate(int index)
{
}
public void _Calculate(int index)
{
for (int i = 0; i < index; i++)
{
Result[i] = double.NaN;
//chart cleaning
}
double[] hours = new double[24];
for (int i = startIndex; i < endIndex; i++)
{
int opentime = MarketSeries.OpenTime[i].AddHours(tz).Hour;
//gathering the data
hours[opentime] += source[i] - source[i - 1];
}
int nOfBars = Chart.LastVisibleBarIndex - Chart.FirstVisibleBarIndex;
int segmentsWidth = nOfBars / 24;
double hoursMax = 0;
for (int i = 0; i < hours.Length; i++)
{
hoursMax = Math.Max(hoursMax, hours[i]);
}
//charting the data
for (int i = 0; i < 24; i++)
{
IndicatorArea.DrawVerticalLine("zone" + i, Chart.FirstVisibleBarIndex + i * segmentsWidth, Color.White);
for (int k = Chart.FirstVisibleBarIndex + i * segmentsWidth; k < Chart.FirstVisibleBarIndex + (i + 1) * segmentsWidth; k++)
{
if (k - Chart.FirstVisibleBarIndex - i * segmentsWidth == Math.Ceiling((double)segmentsWidth / 2))
{
int X = Chart.FirstVisibleBarIndex + i * segmentsWidth + (k - Chart.FirstVisibleBarIndex - i * segmentsWidth) / 2;
IndicatorArea.DrawText("label" + i, i.ToString() + " - " + (i + 1).ToString(), X, hoursMax, Color.AliceBlue);
}
Result[k] = hours[i];
}
}
}
}
}
CY
cysecsbin.01
Joined on 10.11.2018 Blocked
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: Stagionality.algo
- Rating: 0
- Installs: 1485
- Modified: 13/10/2021 09:54
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