Category Trend  Published on 17/08/2021

VFX Ichimoku MultiTF v1.1

Description

Ichimoku Kinko Hyo Indicator

Enhanced version with option to select a time frame of your preference.
E.g. you can draw 1H Ichimoku on 30min chart as shown on the picture:

Note: This Indicator only works with Standard time frames (Tick, Renko and Range are not supported)


Version history:
v1.0 - initial release
v1.1 - missing Functions class added


//  Ichimoku Multi-TimeFrame v1.0 by VFX
//  https://ctrader.com/algos/indicators/show/2766

//  Version history:
//  v1.0    - initial release
//  v1.1    - missing Functions class added


using cAlgo.API;
using cAlgo.API.Indicators;
using System.Collections.Generic;

namespace cAlgo.Indicators
{
    [Cloud("Senkou Span A", "Senkou Span B")]
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class VFX_Ichimoku_MultiTF : Indicator
    {
        [Parameter("Use Other TF", DefaultValue = false)]
        public bool parUseTFPrice { get; set; }
        [Parameter("Time Frame", DefaultValue = "Hour")]
        public TimeFrame parTF { get; set; }
        [Parameter("Tenkan Sen Periods", DefaultValue = 9, MinValue = 1)]
        public int parTenkanSenPeriods { get; set; }
        [Parameter("Kijun Sen Periods", DefaultValue = 26, MinValue = 1)]
        public int parKijunSenPeriods { get; set; }
        [Parameter("Senkou Span B Periods", DefaultValue = 52, MinValue = 1)]
        public int parSenkouSpanBPeriods { get; set; }

        [Output("Tenkan Sen", LineColor = "FF1E90FF")]
        public IndicatorDataSeries TenkanSen { get; set; }
        [Output("Kijun Sen", LineColor = "FFDC143C")]
        public IndicatorDataSeries KijunSen { get; set; }
        [Output("Chikou Span", LineColor = "FF00FA9A")]
        public IndicatorDataSeries ChikouSpan { get; set; }
        [Output("Senkou Span A", LineColor = "FF2E8B57")]
        public IndicatorDataSeries SenkouSpanA { get; set; }
        [Output("Senkou Span B", LineColor = "FFFF0000")]
        public IndicatorDataSeries SenkouSpanB { get; set; }

        private IchimokuKinkoHyo IKH;
        private Bars TFbars;
        private double TFratio;
        private int indexTF, prevIndexTF, indexShift;

        private Functions Fn = new Functions();

        protected override void Initialize()
        {
            prevIndexTF = -1;
            TFbars = parUseTFPrice ? MarketData.GetBars(parTF) : Bars;
            TFratio = parUseTFPrice ? (double)Fn.TimeFrameInMinutes(parTF) / (double)Fn.TimeFrameInMinutes(TimeFrame) : 1;
            indexShift = (int)(parKijunSenPeriods * TFratio);

            IKH = Indicators.IchimokuKinkoHyo(TFbars, parTenkanSenPeriods, parKijunSenPeriods, parSenkouSpanBPeriods);
        }

        public override void Calculate(int index)
        {
            indexTF = parUseTFPrice ? TFbars.OpenTimes.GetIndexByTime(Bars.OpenTimes[index]) : index;
            if (indexTF > parKijunSenPeriods)
            {
                if (IsLastBar)
                {
                    // approximate and draw middle points
                    double indexStep = 1.0 / TFratio;
                    TenkanSen[index] = (1.0 - indexStep) * IKH.TenkanSen[prevIndexTF] + indexStep * IKH.TenkanSen[indexTF];
                    KijunSen[index] = (1.0 - indexStep) * IKH.KijunSen[prevIndexTF] + indexStep * IKH.KijunSen[indexTF];
                    ChikouSpan[index - indexShift] = (1.0 - indexStep) * IKH.ChikouSpan[prevIndexTF - parKijunSenPeriods] + indexStep * IKH.ChikouSpan[indexTF - parKijunSenPeriods];
                    SenkouSpanA[index + indexShift] = (1.0 - indexStep) * IKH.SenkouSpanA[prevIndexTF + parKijunSenPeriods] + indexStep * IKH.SenkouSpanA[indexTF + parKijunSenPeriods];
                    SenkouSpanB[index + indexShift] = (1.0 - indexStep) * IKH.SenkouSpanB[prevIndexTF + parKijunSenPeriods] + indexStep * IKH.SenkouSpanB[indexTF + parKijunSenPeriods];
                }

                if (indexTF > prevIndexTF)
                {
                    // redraw the previous points (their final exact values)
                    TenkanSen[index - 1] = IKH.TenkanSen[prevIndexTF];
                    KijunSen[index - 1] = IKH.KijunSen[prevIndexTF];
                    ChikouSpan[index - 1 - indexShift] = IKH.ChikouSpan[prevIndexTF - parKijunSenPeriods];
                    SenkouSpanA[index - 1 + indexShift] = IKH.SenkouSpanA[prevIndexTF + parKijunSenPeriods];
                    SenkouSpanB[index - 1 + indexShift] = IKH.SenkouSpanB[prevIndexTF + parKijunSenPeriods];
                    prevIndexTF = indexTF;
                }
            }
        }

        public class Functions
        {
            public int TimeFrameInMinutes(TimeFrame TF)
            {
                int result;

                if (TimeFrameMinutes.TryGetValue(TF, out result))
                    return result;

                return 0;
            }

            public static readonly Dictionary<TimeFrame, int> TimeFrameMinutes;
            static Functions()
            {
                TimeFrameMinutes = new Dictionary<TimeFrame, int> 
                {
                    {
                        TimeFrame.Minute,
                        1
                    },
                    {
                        TimeFrame.Minute2,
                        2
                    },
                    {
                        TimeFrame.Minute3,
                        3
                    },
                    {
                        TimeFrame.Minute4,
                        4
                    },
                    {
                        TimeFrame.Minute5,
                        5
                    },
                    {
                        TimeFrame.Minute6,
                        6
                    },
                    {
                        TimeFrame.Minute7,
                        7
                    },
                    {
                        TimeFrame.Minute8,
                        8
                    },
                    {
                        TimeFrame.Minute9,
                        9
                    },
                    {
                        TimeFrame.Minute10,
                        10
                    },
                    {
                        TimeFrame.Minute15,
                        15
                    },
                    {
                        TimeFrame.Minute20,
                        20
                    },
                    {
                        TimeFrame.Minute30,
                        30
                    },
                    {
                        TimeFrame.Minute45,
                        45
                    },
                    {
                        TimeFrame.Hour,
                        60
                    },
                    {
                        TimeFrame.Hour2,
                        60 * 2
                    },
                    {
                        TimeFrame.Hour3,
                        60 * 3
                    },
                    {
                        TimeFrame.Hour4,
                        60 * 4
                    },
                    {
                        TimeFrame.Hour6,
                        60 * 6
                    },
                    {
                        TimeFrame.Hour8,
                        60 * 8
                    },
                    {
                        TimeFrame.Hour12,
                        60 * 12
                    },
                    {
                        TimeFrame.Daily,
                        60 * 24
                    },
                    {
                        TimeFrame.Day2,
                        60 * 24 * 2
                    },
                    {
                        TimeFrame.Day3,
                        60 * 24 * 3
                    },
                    {
                        TimeFrame.Weekly,
                        60 * 24 * 7
                    },
                    {
                        TimeFrame.Monthly,
                        365 / 12 * 24 * 60
                    }
                };
            }
        }

    }
}


trader.vito's avatar
trader.vito

Joined on 08.03.2021

  • Distribution: Free
  • Language: C#
  • Trading platform: cTrader Automate
  • File name: VFX_Ichimoku_MultiTF_v1.1.algo
  • Rating: 0
  • Installs: 1356
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