Category Other  Published on 13/11/2023

Correlation with RSI *** Update ***

Description

Search for Dev Team to make big Cbot, contact me at :  https://t.me/nimi012 (direct messaging)


"This indicator aims to reveal correlations between symbols through an RSI analysis."

*** Version Beta for Test *** 

  • if you want to see the signal you need to make the same watchlist like the photo
  • if you want to analyse more symbol in same time you can uncomment the code 
  • if you use the RCS INDEX RSI You can more easily identify which currencies have a good correlation to determine if the results of the RCS are accurate for your signal and if they are strong. (RCS INDEX RSI)

 


using System;
using System.Linq;
using System.Threading;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;
using System.Collections.Generic;
using System.IO;
using System.Text;

namespace cAlgo
{
    //[Cloud("Fast Smooth", "Slow Smooth", FirstColor = "Green", SecondColor = "Red", Opacity = 0.1)]
    [Levels(0)]
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class AngleOfMultiSymbol : Indicator
    {
        [Parameter("Symbol Selection Method", DefaultValue = SymbolSelectionMethodType.SymbolList, Group = "Symbole Choice \n(Uncomment code for more than 6 Symbole)")]
        public SymbolSelectionMethodType SymbolSelectionMethod { get; set; }
        [Parameter("Symbol List", DefaultValue = "EURUSD GBPUSD AUDUSD USDCHF", Group = "Symbole Choice \n(Uncomment code for more than 6 Symbole)")]
        public string TradedSymbols { get; set; }
        [Parameter("Watchlist Name", DefaultValue = "My Watchlist", Group = "Symbole Choice \n(Uncomment code for more than 6 Symbole)")]
        public string WatchlistName { get; set; }

        public enum SymbolSelectionMethodType
        {
            CurrentChart,
            SymbolList,
            WatchList
        }

        [Parameter("History Diff Angle", DefaultValue = 1, Group = "Base Setting")]
        public int HistoryTextLookback { get; set; }
        [Parameter("Tf", DefaultValue = "Hour1", Group = "Base Setting")]
        public TimeFrame Tf { get; set; }
        [Parameter("Price Smooth Period (255)", DefaultValue = 255, Group = "Angle Setting")]
        public int SmoothPeriods { get; set; }
        [Parameter("Price Smooth Type", DefaultValue = MovingAverageType.Weighted, Group = "Angle Setting")]
        public MovingAverageType MaType { get; set; }
        [Parameter("Loockback Periods Angle", DefaultValue = 1, Group = "Angle Setting")]
        public int LookbackPeriodsAngle { get; set; }
        [Parameter("Sensitivity (1.0)", DefaultValue = 1, Group = "Angle Setting")]
        public double Sensitivity { get; set; }

        [Output("Symb n° 1", LineColor = "White", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries SymbN1 { get; set; }
        [Output("Symb n° 2", LineColor = "Lime", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries SymbN2 { get; set; }
        [Output("Symb n° 3", LineColor = "Green", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries SymbN3 { get; set; }
        [Output("Symb n° 4", LineColor = "DeepSkyBlue", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries SymbN4 { get; set; }
         [Output("Symb n° 5", LineColor = "Red", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries SymbN5 { get; set; }
        [Output("Symb n° 6", LineColor = "Magenta", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries SymbN6 { get; set; }

        /*Uncomment For more Symbole on the chart
          [Output("Symb n° 7", LineColor = "Green", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
          public IndicatorDataSeries SymbN7 { get; set; }
          [Output("Symb n° 8", LineColor = "DeepSkyBlue", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
          public IndicatorDataSeries SymbN8 { get; set; }
          [Output("Symb n° 9", LineColor = "Red", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
          public IndicatorDataSeries SymbN9 { get; set; }
          [Output("Symb n° 10", LineColor = "Magenta", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
          public IndicatorDataSeries SymbN10 { get; set; }
        */

        private MovingAverage[] ma;
        private AverageTrueRange[] atr;

        private Symbol[] TradeList;
        private Bars[] bars;
        private IndicatorDataSeries[] Sources, ResSymbol;
        private int[] indexBars;

        protected override void Initialize()
        {
            if (SymbolSelectionMethod == SymbolSelectionMethodType.WatchList)
            {
                // Get the trade list from the watchlist provided by the user
                foreach (Watchlist w in Watchlists)
                {
                    if (w.Name == WatchlistName)
                    {
                        TradeList = Symbols.GetSymbols(w.SymbolNames.ToArray());
                    }
                }
            }
            else if (SymbolSelectionMethod == SymbolSelectionMethodType.SymbolList)
            {
                // Get the trade list from the sysmbol list provided by the user
                string[] SymbolList = TradedSymbols.ToUpper().Split(' ');

                TradeList = Symbols.GetSymbols(SymbolList);
            }
            else
            {
                TradeList = new Symbol[1];
                TradeList[0] = Symbol;
            }

            atr = new AverageTrueRange[TradeList.Length];
            ma = new MovingAverage[TradeList.Length];
            bars = new Bars[TradeList.Length];
            indexBars = new int[TradeList.Length];
            Sources = new IndicatorDataSeries[TradeList.Length];
            ResSymbol = new IndicatorDataSeries[TradeList.Length];

            Print("{0} traded symbols: ", TradeList.Length);

            int i = 0;
            foreach (var symbol in TradeList)
            {
                Print(symbol.Name);

                bars[i] = MarketData.GetBars(Tf, symbol.Name);
                if (bars[i].OpenTimes[0] > Bars.OpenTimes[0])
                    bars[i].LoadMoreHistory();
                //Load indicators on start up EP5-ATR
                Sources[i] = CreateDataSeries();
                ResSymbol[i] = CreateDataSeries();
                atr[i] = Indicators.AverageTrueRange(bars[i], 500, MovingAverageType.Simple);

                ma[i] = Indicators.MovingAverage(Sources[i], SmoothPeriods, MaType);
                i++;
            }
        }

        public override void Calculate(int index)
        {
            if (index < SmoothPeriods)
                return;

            for (int i = 0; i < TradeList.Length; i++)
            {
                //indexBars[i] = GetIndexByDate(bars[i], Bars.OpenTimes[index]);

                indexBars[i] = bars[i].OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
                Sources[i][index] = bars[i].ClosePrices[indexBars[i]];
                ResSymbol[i][index] = GetCalculationSymbol(ma[i].Result[index], ma[i].Result[index - LookbackPeriodsAngle], atr[i].Result[indexBars[i]]);
            }

            SymbN1[index] = ResSymbol[0][index];
            SymbN2[index] = ResSymbol[1][index];
            SymbN3[index] = ResSymbol[2][index];
            SymbN4[index] = ResSymbol[3][index];
            SymbN5[index] = ResSymbol[4][index];
            SymbN6[index] = ResSymbol[5][index];

            /* Uncomment For More Symbols on chart
              SymbN7[index] = ResSymbol[2][index];
              SymbN8[index] = ResSymbol[3][index];
              SymbN9[index] = ResSymbol[4][index];
              SymbN10[index] = ResSymbol[5][index];
            */

            IndicatorArea.RemoveAllObjects();

            for (int i = 0; i < TradeList.Length; i++)
            {
                IndicatorArea.DrawText((TradeList[i]).ToString() + index, TradeList[i] + " : " + ResSymbol[i][index].ToString("F2"), index, ResSymbol[i][index], ResSymbol[i][index] > ResSymbol[i][index - HistoryTextLookback] ? Color.Lime : Color.Red);
            }

        }
        public double GetCalculationSymbol(double priceSmooth, double priceSmoothLoockBack, double atr)
        {
            var _momentumpositive = priceSmooth - priceSmoothLoockBack;
            var _momentumnegative = priceSmoothLoockBack - priceSmooth;
            var _momentum = priceSmooth > priceSmoothLoockBack
                         ? _momentumpositive / atr
                         : _momentumnegative / atr;
            var _hypothenuse = Math.Sqrt((_momentum * _momentum) + (LookbackPeriodsAngle * LookbackPeriodsAngle));
            var _cos = (LookbackPeriodsAngle / _hypothenuse);
            var _angle = priceSmooth > priceSmoothLoockBack
                         ? (0 + (Math.Acos(_cos) * 100)) * Sensitivity
                         : (0 - (Math.Acos(_cos) * 100)) * Sensitivity;
            return _angle;
        }
    }
}


YE
YesOrNot

Joined on 10.10.2022 Blocked

  • Distribution: Free
  • Language: C#
  • Trading platform: cTrader Automate
  • File name: Correlation with RSI.algo
  • Rating: 0
  • Installs: 376
  • Modified: 23/11/2023 21:34
Comments
Log in to add a comment.
No comments found.