Category Oscilators Published on 28/08/2024

CSTP Indicator 4 Parametters

Description

Here’s a simple description of the C# code and its importance for the cTrader Strategy Tester v1.12 bot : (https://ctrader.com/algos/cbots/show/4487/)

Code Description

Declaration and Parameters:

The code defines an indicator called CSTP_Indi_4Parametter, which allows users to select from a broad range of technical indicators using the IndicatorSelection parameter.
It includes three additional parameters (Value1, Value2, Value3) and one for choosing the type of moving average (MaType).

Indicator Enumeration:

The EnumIndiSelection enumeration lists various technical indicators, such as oscillators, volatility measures, and volume indicators. These are used for different types of market analysis.

Indicator Calculations:

The Calculate(int index) method is called for each new data point (bar). Based on the selected indicator, it calculates values for Result and Signal.
For instance:
- For MACD Cross Over, it computes the difference between two moving averages and applies another moving average to this result.
- For Commodity Channel Index (CCI), it calculates the moving average of the CCI values.
- For Relative Strength Index (RSI), it calculates the moving average of RSI values.

Result Display:

The results of these calculations are plotted on the chart as two lines (Result and Signal), with specified colors and styles.

Importance for the cTrader Strategy Tester v1.12 Bot

This code is crucial for the cTrader Strategy Tester v1.12 bot. It enables the bot to test and analyze a wide variety of technical indicators, including oscillators, volatility measures, and volume indicators. This functionality is essential for generating and evaluating different trading signals, which helps in optimizing trading strategies and making well-informed trading decisions under various market conditions.

We are looking for all types of profiles interested in joining the adventure, so if you want to discuss this further, this is the place to do it :

Telegram group : https://t.me/cTraderStrategyTesterProject

GitHub : https://github.com/YesOrNotCtrader/Ctrader-Stragegy-Tester-Project

Enjoy for Free =)
Previous account here : https://ctrader.com/users/profile/70920
Contact telegram : https://t.me/nimi012

Source Code


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

namespace cAlgo
{
    [Indicator(IsOverlay = false, AccessRights = AccessRights.None)]
    public class CSTP_Indi_4Parametter : Indicator
    {
        [Parameter(DefaultValue = EnumIndiSelection.Relative_Strength_Index)]
        public EnumIndiSelection IndicatorSelection { get; set; }
        public enum EnumIndiSelection
        {
            oO_Oscilator_Oo,
            ________________,
            Accumulative_Swing_Index,
            Center_Of_Gravity,
            Commodity_Channel_Index,
            Cyber_Cycle,
            Detrended_Price_Oscillator,
            Linear_Regression_RSquared,
            Linear_Regression_Slope,
            Macd_Cross_Over,
            Mass_Index,
            Momentum_Oscillator,
            Price_Oscillator,
            Price_ROC,
            Rainbow_Oscillator,
            Relative_Strength_Index,
            Stochastic_Oscillator,
            Swing_Index,
            Trix,
            Vertical_Horizontal_Filter,
            Vidya,
            Williams_Pct_R,
            Williams_Accumulation_Distribution,

            _________________,
            oO_Volatility_Oo,
            __________________,
            Average_True_Range,
            Chaikin_Volatility,
            Historical_Volatility,
            Standard_Deviation,
            ADX,
            ADXR,
            oO_Volume_Oo,
            ____________________,
            Chaikin_Money_Flow,
            Ease_Of_Movement,
            Money_Flow_Index,
            Negative_Volume_Index,
            Positive_Volume_Index,
            On_Balance_Volume,
            Price_Volume_Trend,
            Tick_Volume,
            Trade_Volume_Index,
            Volume_Oscillator,
            Volume_ROC

        }
        [Parameter(DefaultValue = 14)]
        public double Value1 { get; set; }
        [Parameter(DefaultValue = 3)]
        public double Value2 { get; set; }
        [Parameter(DefaultValue = 9)]
        public double Value3 { get; set; }
        [Parameter(DefaultValue = MovingAverageType.Exponential)]
        public MovingAverageType MaType { get; set; }

        [Output("Result", IsHistogram = false, LineColor = "Green", LineStyle = LineStyle.Solid, PlotType = PlotType.Line, Thickness = 1)]
        public IndicatorDataSeries Result { get; set; }
        [Output("Signal", IsHistogram = false, LineColor = "Red", LineStyle = LineStyle.Solid, PlotType = PlotType.Line, Thickness = 1)]
        public IndicatorDataSeries Signal { get; set; }

        protected override void Initialize()
        {

        }
        public override void Calculate(int index)
        {
            switch (IndicatorSelection)
            {

                // Oscillator

                case (EnumIndiSelection.Macd_Cross_Over):
                    Result[index] = Indicators.MovingAverage(Bars.ClosePrices, (int)Value2, MaType).Result[index] - Indicators.MovingAverage(Bars.ClosePrices, (int)Value1, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Commodity_Channel_Index):
                    Result[index] = Indicators.MovingAverage(Indicators.CommodityChannelIndex(Bars, (int)Value1).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Cyber_Cycle):
                    Result[index] = Indicators.MovingAverage(Indicators.CyberCycle(Value1).Cycle, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Detrended_Price_Oscillator):
                    Result[index] = Indicators.MovingAverage(Indicators.DetrendedPriceOscillator(Bars.ClosePrices, (int)Value1, MaType).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index]; break;
                case (EnumIndiSelection.Mass_Index):
                    Result[index] = Indicators.MovingAverage(Indicators.MassIndex(Bars, (int)Value1).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Momentum_Oscillator):
                    Result[index] = Indicators.MovingAverage(Indicators.MomentumOscillator(Bars.ClosePrices, (int)Value1).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Price_Oscillator):
                    Result[index] = Indicators.PriceOscillator(Bars.ClosePrices, (int)Value1, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Price_ROC):
                    Result[index] = Indicators.MovingAverage(Indicators.PriceROC(Bars.ClosePrices, (int)Value1).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Rainbow_Oscillator):
                    Result[index] = Indicators.MovingAverage(Indicators.RainbowOscillator(Bars.ClosePrices, (int)Value1, MaType).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Vertical_Horizontal_Filter):
                    Result[index] = Indicators.MovingAverage(Indicators.VerticalHorizontalFilter(Bars.ClosePrices, (int)Value1).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Williams_Pct_R):
                    Result[index] = Indicators.MovingAverage(Indicators.WilliamsPctR(Bars, (int)Value1).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Accumulative_Swing_Index):
                    Result[index] = Indicators.MovingAverage(Indicators.AccumulativeSwingIndex(Bars, (int)Value1).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Swing_Index):
                    Result[index] = Indicators.MovingAverage(Indicators.SwingIndex(Bars, (int)Value1).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Relative_Strength_Index):
                    Result[index] = Indicators.MovingAverage(Indicators.RelativeStrengthIndex(Bars.ClosePrices, (int)Value1).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Trix):
                    Result[index] = Indicators.MovingAverage(Indicators.Trix(Bars.ClosePrices, (int)Value1).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Stochastic_Oscillator):
                    Result[index] = Indicators.StochasticOscillator(Bars, (int)Value1, (int)Value2, (int)Value3, MaType).PercentK[index];
                    Signal[index] = Indicators.StochasticOscillator(Bars, (int)Value1, (int)Value2, (int)Value3, MaType).PercentD[index];
                    break;
                case (EnumIndiSelection.Center_Of_Gravity):
                    Result[index] = Indicators.MovingAverage(Indicators.CenterOfGravity((int)Value1).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Williams_Accumulation_Distribution):
                    Result[index] = Indicators.MovingAverage(Indicators.WilliamsAccumulationDistribution(Bars).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Linear_Regression_RSquared):
                    Result[index] = Indicators.MovingAverage(Indicators.LinearRegressionRSquared(Bars.ClosePrices, (int)Value1).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Linear_Regression_Slope):
                    Result[index] = Indicators.MovingAverage(Indicators.LinearRegressionSlope(Bars.ClosePrices, (int)Value1).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Vidya):
                    Result[index] = Indicators.Vidya(Bars.ClosePrices, (int)Value1, Value2).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;

                // Volatility

                case (EnumIndiSelection.Average_True_Range):
                    Result[index] = Indicators.MovingAverage(Indicators.AverageTrueRange((int)Value1, MaType).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;

                case (EnumIndiSelection.Chaikin_Volatility):
                    Result[index] = Indicators.ChaikinVolatility((int)Value1, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Historical_Volatility):
                    Result[index] = Indicators.HistoricalVolatility(Bars.ClosePrices, (int)Value1, (int)Value2).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Standard_Deviation):
                    Result[index] = Indicators.MovingAverage(Indicators.StandardDeviation(Bars.ClosePrices, (int)Value1, MaType).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.ADX):
                    Result[index] = Indicators.MovingAverage(Indicators.AverageDirectionalMovementIndexRating((int)Value1).ADX, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.ADXR):
                    Result[index] = Indicators.MovingAverage(Indicators.AverageDirectionalMovementIndexRating((int)Value1).ADXR, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;

                // Volume
                case (EnumIndiSelection.Chaikin_Money_Flow):
                    Result[index] = Indicators.MovingAverage(Indicators.ChaikinMoneyFlow(Bars, (int)Value1).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Ease_Of_Movement):
                    Result[index] = Indicators.MovingAverage(Indicators.EaseOfMovement((int)Value1, MaType).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Money_Flow_Index):
                    Result[index] = Indicators.MovingAverage(Indicators.MoneyFlowIndex(Bars, (int)Value1).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Negative_Volume_Index):
                    Result[index] = Indicators.MovingAverage(Indicators.NegativeVolumeIndex(Bars.ClosePrices).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Positive_Volume_Index):
                    Result[index] = Indicators.MovingAverage(Indicators.PositiveVolumeIndex(Bars.ClosePrices).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.On_Balance_Volume):
                    Result[index] = Indicators.MovingAverage(Indicators.OnBalanceVolume(Bars.ClosePrices).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Price_Volume_Trend):
                    Result[index] = Indicators.MovingAverage(Indicators.PriceVolumeTrend(Bars.ClosePrices).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Tick_Volume):
                    Result[index] = Indicators.MovingAverage(Indicators.TickVolume().Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Trade_Volume_Index):
                    Result[index] = Indicators.MovingAverage(Indicators.TradeVolumeIndex(Bars.ClosePrices).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Volume_Oscillator):
                    Result[index] = Indicators.VolumeOscillator((int)Value1, (int)Value2).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;
                case (EnumIndiSelection.Volume_ROC):
                    Result[index] = Indicators.MovingAverage(Indicators.VolumeROC((int)Value1).Result, (int)Value2, MaType).Result[index];
                    Signal[index] = Indicators.MovingAverage(Result, (int)Value3, MaType).Result[index];
                    break;

            }

            //Result[index] = result[index];
        }
    }
}

YesOrNot2

Joined on 17.05.2024

Distribution: Free
Language: C#
Trading platform: cTrader Automate
File name: CSTP_Indi_4Parametter.algo
Rating: 0
Installs: 330
Modified: 28/08/2024 15:22

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