Description
Volatility Channel by Larry Williams indicator x3
Note, increase calculation periods, to increase projection (in bars)
In this version is easy to read and identify trend; also discount and premium price levels)
using System;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
namespace cAlgo
{
[Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class mVolatilityChannelLWilliams : Indicator
{
[Parameter("Fast Periods (10)", DefaultValue = 10)]
public int inpPeriodsFast { get; set; }
[Parameter("Medium Periods (50)", DefaultValue = 50)]
public int inpPeriodsMedium { get; set; }
[Parameter("Slow Periods (200)", DefaultValue = 200)]
public int inpPeriodsSlow { get; set; }
[Output("Volatility Channel Top f", LineColor = "Green", PlotType = PlotType.Line, Thickness = 2)]
public IndicatorDataSeries outVolatilityChannelTopf { get; set; }
[Output("Volatility Channel Bottom f", LineColor = "Red", PlotType = PlotType.Line, Thickness = 2)]
public IndicatorDataSeries outVolatilityChannelBottomf { get; set; }
[Output("Volatility Channel Top m", LineColor = "Green", PlotType = PlotType.Line, Thickness = 2)]
public IndicatorDataSeries outVolatilityChannelTopm { get; set; }
[Output("Volatility Channel Bottom m", LineColor = "Red", PlotType = PlotType.Line, Thickness = 2)]
public IndicatorDataSeries outVolatilityChannelBottomm { get; set; }
[Output("Volatility Channel Top s", LineColor = "Green", PlotType = PlotType.Line, Thickness = 2)]
public IndicatorDataSeries outVolatilityChannelTops { get; set; }
[Output("Volatility Channel Bottom s", LineColor = "Red", PlotType = PlotType.Line, Thickness = 2)]
public IndicatorDataSeries outVolatilityChannelBottoms { get; set; }
private IndicatorDataSeries _traw, _braw, _topfast, _bottomfast, _topmedium, _bottommedium, _topslow, _bottomslow;
protected override void Initialize()
{
_traw = CreateDataSeries();
_braw = CreateDataSeries();
_topfast = CreateDataSeries();
_bottomfast = CreateDataSeries();
_topmedium = CreateDataSeries();
_bottommedium = CreateDataSeries();
_topslow = CreateDataSeries();
_bottomslow = CreateDataSeries();
}
public override void Calculate(int i)
{
_traw[i] = 2.0 * Bars.TypicalPrices[i] - Bars.HighPrices[i];
_braw[i] = 2.0 * Bars.TypicalPrices[i] - Bars.LowPrices[i];
_topfast[i] = i>inpPeriodsFast ? Math.Max(_traw.Maximum(inpPeriodsFast), _traw[i]) : Bars.HighPrices[i];
_bottomfast[i] = i>inpPeriodsFast ? Math.Min(_braw.Minimum(inpPeriodsFast), _braw[i]) : Bars.LowPrices[i];
_topmedium[i] = i>inpPeriodsMedium ? Math.Max(_traw.Maximum(inpPeriodsMedium), _traw[i]) : Bars.HighPrices[i];
_bottommedium[i] = i>inpPeriodsMedium ? Math.Min(_braw.Minimum(inpPeriodsMedium), _braw[i]) : Bars.LowPrices[i];
_topslow[i] = i>inpPeriodsSlow ? Math.Max(_traw.Maximum(inpPeriodsSlow), _traw[i]) : Bars.HighPrices[i];
_bottomslow[i] = i>inpPeriodsSlow ? Math.Min(_braw.Minimum(inpPeriodsSlow), _braw[i]) : Bars.LowPrices[i];
outVolatilityChannelTopf[i] = _topfast[i];
outVolatilityChannelBottomf[i] = _bottomfast[i];
outVolatilityChannelTopm[i] = _topmedium[i];
outVolatilityChannelBottomm[i] = _bottommedium[i];
outVolatilityChannelTops[i] = _topslow[i];
outVolatilityChannelBottoms[i] = _bottomslow[i];
}
}
}
mfejza
Joined on 25.01.2022
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: mVolatilityChannelLWilliamsX3.algo
- Rating: 5
- Installs: 414
- Modified: 05/01/2023 22:16
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