Category Oscilators  Published on 20/08/2021

AW Stochastic MTF

Description

Stochastic MTF (Multi Time Frame)

This indicator is a complete version of this topic

cTDN Forum - stochastic multitime (ctrader.com)

 



 

 


using cAlgo.API;
using cAlgo.API.Indicators;

namespace cAlgo
{
    [Indicator(IsOverlay = false, AccessRights = AccessRights.None)]
    public class AWStochasticMTF : Indicator
    {
        // you could change default Value to Minute,Minute15,Hour2 and ...
        [Parameter("Base Timeframe", DefaultValue = "Minute15")]
        public TimeFrame BaseTimeFrame { get; set; }

        [Parameter("K%", DefaultValue = 5)]
        public int kPeriod { get; set; }

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

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

        [Output("K%,", LineColor = "Red", LineStyle = LineStyle.Solid, Thickness = 2)]
        public IndicatorDataSeries k_Line { get; set; }

        [Output("D%,", LineColor = "Blue", LineStyle = LineStyle.Solid, Thickness = 2)]
        public IndicatorDataSeries d_Line { get; set; }


        private StochasticOscillator _stoch;

        private Bars _baseTimeFrameBars;
        double slopeK, slopeD;
        int n, nBars, lastBar = 0, One = 0, modeTimeframe = 0;


        protected override void Initialize()
        {
            _baseTimeFrameBars = MarketData.GetBars(BaseTimeFrame);
            _stoch = Indicators.StochasticOscillator(_baseTimeFrameBars, kPeriod, kslowing, dPeriod, MovingAverageType.Simple);

            nBars = Bars.Count;
            if (Chart.TimeFrame < BaseTimeFrame)
                modeTimeframe = 1;
            else if (Chart.TimeFrame == BaseTimeFrame)
                modeTimeframe = 2;
        }


        private void Draw()
        {
            for (int j = 1; j <= nBars; j++)
            {
                var baseSeriesIndex = _baseTimeFrameBars.OpenTimes.GetIndexByTime(Bars.OpenTimes[j]);
                double k1 = _stoch.PercentK[baseSeriesIndex];
                double d1 = _stoch.PercentD[baseSeriesIndex];
                var baseSeriesIndexB = _baseTimeFrameBars.OpenTimes.GetIndexByTime(Bars.OpenTimes[j - 1]);
                double k2 = _stoch.PercentK[baseSeriesIndexB];
                if (k1 != k2)
                {
                    for (int i = j; i <= nBars; i++)
                    {
                        k2 = _stoch.PercentK[_baseTimeFrameBars.OpenTimes.GetIndexByTime(Bars.OpenTimes[i])];
                        if (k1 != k2)
                        {
                            slopeK = (k2 - k1) / (i - j);
                            double d2 = _stoch.PercentD[_baseTimeFrameBars.OpenTimes.GetIndexByTime(Bars.OpenTimes[i])];
                            slopeD = (d2 - d1) / (i - j);
                            n = 0;
                            lastBar = j;
                            break;
                        }
                    }
                }
                k_Line[j] = k1 + (slopeK * n);
                d_Line[j] = d1 + (slopeD * n);
                n++;
            }
        }


        public override void Calculate(int index)
        {
            if (modeTimeframe == 1)
            {
                if (nBars < Bars.Count)
                    nBars = Bars.Count;

                if (One != nBars)
                {
                    Draw();
                    One = nBars;
                }

                if (IsLastBar)
                {
                    var baseSeriesIndex = _baseTimeFrameBars.OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
                    double k3 = _stoch.PercentK[_baseTimeFrameBars.OpenTimes.GetIndexByTime(Bars.OpenTimes[lastBar - 1])];
                    double k4;
                    for (int i = lastBar - 1; i > 0; i--)
                    {
                        k4 = _stoch.PercentK[_baseTimeFrameBars.OpenTimes.GetIndexByTime(Bars.OpenTimes[i])];
                        if (k3 != k4)
                        {
                            k4 = _stoch.PercentK[_baseTimeFrameBars.OpenTimes.GetIndexByTime(Bars.OpenTimes[i + 1])];
                            k3 = _stoch.PercentK[_baseTimeFrameBars.OpenTimes.GetIndexByTime(Bars.OpenTimes[lastBar])];
                            slopeK = (k3 - k4) / (lastBar - i);
                            double d4 = _stoch.PercentD[_baseTimeFrameBars.OpenTimes.GetIndexByTime(Bars.OpenTimes[i + 1])];
                            double d3 = _stoch.PercentD[_baseTimeFrameBars.OpenTimes.GetIndexByTime(Bars.OpenTimes[lastBar])];
                            slopeD = (d3 - d4) / (lastBar - i);
                            n = 0;
                            for (int j = i + 1; j <= lastBar; j++)
                            {
                                k_Line[j] = k4 + (slopeK * n);
                                d_Line[j] = d4 + (slopeD * n);
                                n++;
                            }
                            break;
                        }
                    }
                }
            }
            else if (modeTimeframe == 2)
            {
                k_Line[index] = _stoch.PercentK[index];
                d_Line[index] = _stoch.PercentD[index];
            }
        }
    }
}


AM
Amin.fx

Joined on 02.08.2021

  • Distribution: Free
  • Language: C#
  • Trading platform: cTrader Automate
  • File name: AW Stochastic MTF.algo
  • Rating: 0
  • Installs: 1968
  • Modified: 13/10/2021 09:54
Comments
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FR
fratom · 1 year ago

hi…

do u know why this ind not draw for HA candle ??

/rgs