Description
If you want to use Range charts, use 2pips for short term, 4 pips for mid term and 8 pips for long term. With regard to the remaining Inputs, use as Default .
if you want to use Tick charts, i recommend to use a 80 pips chart, and the inputs are: 17, 72,34 (macd1) 89,144,68 (macd2) and finally 42,288,42 (macd 3).
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 TrendTrader3 : Indicator
{
[Parameter("Data")]
public DataSeries Data { get; set; }
[Parameter("Slow Period 1", DefaultValue = 72)]
public int PeriodFast1 { get; set; }
[Parameter("Fast Period 1", DefaultValue = 17)]
public int PeriodSlow1 { get; set; }
[Parameter("Signal 1", DefaultValue = 34)]
public int Signal1 { get; set; }
[Parameter("Doji Percentage", DefaultValue = 0.4)]
public double Percentage { get; set; }
[Parameter("Slow Period 2", DefaultValue = 72)]
public int PeriodFast2 { get; set; }
[Parameter("Fast Period 2", DefaultValue = 17)]
public int PeriodSlow2 { get; set; }
[Parameter("Signal 2", DefaultValue = 34)]
public int Signal2 { get; set; }
[Parameter("Slow Period 3", DefaultValue = 15)]
public int PeriodFast3 { get; set; }
[Parameter("Fast Period 3", DefaultValue = 3)]
public int PeriodSlow3 { get; set; }
[Parameter("Signal 3", DefaultValue = 3)]
public int Signal3 { get; set; }
[Parameter("Short Term TimeFrame", DefaultValue = "Daily")]
public TimeFrame MACDTimeframe1 { get; set; }
[Parameter("Mid Term Timeframe", DefaultValue = "Daily")]
public TimeFrame MACDTimeframe2 { get; set; }
[Parameter("Long Term TimeFrame", DefaultValue = "Daily")]
public TimeFrame MACDTimeframe3 { get; set; }
[Parameter("Source")]
public DataSeries Source { get; set; }
[Parameter("Moving Average ", DefaultValue = 20)]
public int MaPeriod { get; set; }
[Parameter("Bars to Count ", DefaultValue = 20)]
public int Periods { get; set; }
[Parameter("Kairi Percentage ", DefaultValue = 27)]
public int kairiPercent { get; set; }
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
[Output("Up Histogram", LineColor = "DarkGreen", PlotType = PlotType.Histogram)]
public IndicatorDataSeries UpTrend { get; set; }
[Output("Down Histogram", LineColor = "Red", PlotType = PlotType.Histogram)]
public IndicatorDataSeries DownTrend { get; set; }
[Output("Neutral Histogram", LineColor = "White", PlotType = PlotType.Histogram)]
public IndicatorDataSeries Neutral { get; set; }
private Bars series1, series5, series15;
//----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
private MacdCrossOver macd1;
private MacdCrossOver macd5;
private MacdCrossOver macd15;
//----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
private IndicatorDataSeries mac1buff;
private IndicatorDataSeries signal1buff;
//----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
private IndicatorDataSeries mac5buff;
private IndicatorDataSeries signal5buff;
//----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
private IndicatorDataSeries mac15buff;
private IndicatorDataSeries signal15buff;
//----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
private MovingAverage average21;
private MovingAverage average42;
private IndicatorDataSeries average21bff;
private IndicatorDataSeries average42bff;
private IndicatorDataSeries hi_kairi;
private IndicatorDataSeries lo_kairi;
public bool isUp;
public bool isDown;
private MovingAverage average1;
//----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
protected override void Initialize()
{
mac1buff = CreateDataSeries();
mac5buff = CreateDataSeries();
mac15buff = CreateDataSeries();
signal1buff = CreateDataSeries();
signal5buff = CreateDataSeries();
signal15buff = CreateDataSeries();
series1 = MarketData.GetBars(MACDTimeframe1, Bars.SymbolName);
series5 = MarketData.GetBars(MACDTimeframe2, Bars.SymbolName);
series15 = MarketData.GetBars(MACDTimeframe3, Bars.SymbolName);
macd1 = Indicators.MacdCrossOver(series1.ClosePrices, PeriodSlow1, PeriodFast1, Signal1);
macd5 = Indicators.MacdCrossOver(series5.ClosePrices, PeriodSlow2, PeriodFast2, Signal2);
macd15 = Indicators.MacdCrossOver(series15.ClosePrices, PeriodSlow3, PeriodFast3, Signal3);
average21 = Indicators.MovingAverage(Data, 20, MovingAverageType.Exponential);
average42 = Indicators.MovingAverage(Data, 42, MovingAverageType.Exponential);
average21bff = CreateDataSeries();
average42bff = CreateDataSeries();
average1 = Indicators.MovingAverage(Source, MaPeriod, MovingAverageType.Exponential);
hi_kairi = CreateDataSeries();
lo_kairi = CreateDataSeries();
}
public override void Calculate(int index)
{
UpTrend[index] = 0;
DownTrend[index] = 0;
Neutral[index] = 1;
hi_kairi[index] = (Math.Abs(Bars.HighPrices[index] - average21.Result[index]) / average21.Result[index]) * 100 * 1000;
lo_kairi[index] = (Math.Abs(Bars.LowPrices[index] - average21.Result[index]) / average21.Result[index]) * 100 * 1000;
var index1 = GetIndexByTF(series1, this.Bars, index);
if (index1 != -1)
{
mac1buff[index] = (-1) * macd1.MACD[index1];
signal1buff[index] = (-1) * macd1.Signal[index1];
}
var index2 = GetIndexByTF(series5, this.Bars, index);
//var index4 = GetIndexByDate(series5, Bars.OpenTimes[index]);
if (double.IsNaN(index2) == false)
{
mac5buff[index] = (-1) * macd5.MACD[index2];
signal5buff[index] = (-1) * macd5.Signal[index2];
}
var index3 = GetIndexByTF(series15, this.Bars, index);
if (index3 != -1)
{
mac15buff[index] = (-1) * macd15.MACD[index3];
signal15buff[index] = (-1) * macd15.Signal[index3];
}
if ((mac1buff[index] > signal1buff[index]) && ((mac5buff[index] > signal5buff[index]) || (mac15buff[index] > signal15buff[index])))
{
UpTrend[index] = 1;
DownTrend[index] = 0;
Neutral[index] = 0;
if (Bars.ClosePrices[index] > Bars.OpenPrices[index] && Bars.ClosePrices[index - 1] < Bars.OpenPrices[index - 1] && Bars.ClosePrices[index] > average1.Result[index] && Bars.LowPrices[index] < average1.Result[index])
{
Chart.SetBarColor(index, Color.Lime);
}
if (Bars.ClosePrices[index] > Bars.OpenPrices[index])
{
Chart.SetBarColor(index, Color.DarkGreen);
if (Math.Abs(Bars.OpenPrices[index] - Bars.ClosePrices[index]) <= Percentage * Math.Abs(Bars.HighPrices[index] - Bars.LowPrices[index]))
{
if (Bars.ClosePrices[index] > Bars.OpenPrices[index])
{
if (double.IsNaN(average1.Result[index]) == false && Bars.ClosePrices[index] > average1.Result[index] && Bars.LowPrices[index] > average1.Result[index])
{
Chart.SetBarColor(index, Color.Lime);
if (lo_kairi[index] <= kairiPercent)
{
Chart.SetBarColor(index, Color.Aqua);
}
}
if (double.IsNaN(average1.Result[index]) == false && Bars.ClosePrices[index] > average1.Result[index] && Bars.LowPrices[index] < average1.Result[index])
{
Chart.SetBarColor(index, Color.Lime);
if (lo_kairi[index] <= kairiPercent)
{
Chart.SetBarColor(index, Color.Aqua);
}
}
}
}
isUp = true;
isDown = false;
}
else
{
Chart.SetBarColor(index, Color.FromHex("FF3F3F3F"));
// Cor Cinza
}
}
else if ((mac1buff[index] < signal1buff[index]) && ((mac5buff[index] < signal5buff[index]) || mac15buff[index] < signal15buff[index]))
{
UpTrend[index] = 0;
DownTrend[index] = 1;
Neutral[index] = 0;
if (Bars.ClosePrices[index] > Bars.OpenPrices[index])
{
Chart.SetBarColor(index, Color.FromHex("FF3F3F3F"));
// Cor Cinza
}
else
{
Chart.SetBarColor(index, Color.FromHex("FF500003"));
//Result[index] = 2;
// Cor Vermelho Escuro
if (Math.Abs(Bars.OpenPrices[index] - Bars.ClosePrices[index]) <= Percentage * Math.Abs(Bars.HighPrices[index] - Bars.LowPrices[index]))
{
if (Bars.ClosePrices[index] < Bars.OpenPrices[index])
{
if (double.IsNaN(average1.Result[index]) == false && Bars.ClosePrices[index] < average1.Result[index] && Bars.LowPrices[index] < average1.Result[index])
{
Chart.SetBarColor(index, Color.Red);
if (hi_kairi[index] <= kairiPercent)
{
Chart.SetBarColor(index, Color.Tomato);
}
}
if (double.IsNaN(average1.Result[index]) == false && Bars.ClosePrices[index] < average1.Result[index] && Bars.LowPrices[index] > average1.Result[index])
{
Chart.SetBarColor(index, Color.Red);
if (hi_kairi[index] <= kairiPercent)
{
Chart.SetBarColor(index, Color.Tomato);
}
}
}
}
isUp = false;
isDown = true;
}
}
}
//Chart.SetBarColor(index, Color.Red);
public int GetIndexByTF(Bars B1, Bars B2, int index)
{
var index2 = B1.OpenTimes.GetIndexByTime(B2.OpenTimes[index]);
return index2;
}
//----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
private int GetIndexByDate(Bars B1, DateTime time)
{
for (int i = B1.OpenTimes.Count - 1; i > 0; i--)
{
if (time == B1.OpenTimes[i])
return i;
}
return -1;
}
//----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
}
}
AN
andurei
Joined on 30.09.2020
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: TrendTrader3.algo
- Rating: 5
- Installs: 1997
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