How to rewrite this to get bars from file or array in C#?

Created at 10 Sep 2015, 09:20
How’s your experience with the cTrader Platform?
Your feedback is crucial to cTrader's development. Please take a few seconds to share your opinion and help us improve your trading experience. Thanks!
breakermind's avatar

breakermind

Joined 17.07.2013

How to rewrite this to get bars from file or array in C#?
10 Sep 2015, 09:20


Hi,

How change this regressin indicator to get bars from file or array dont use calculate:

Or how works Calculate?

 

using System;
using cAlgo.API;
using cAlgo.API.Indicators;
 
namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = true, AccessRights = AccessRights.None)]
    public class Regression : Indicator
    {
        [Parameter(DefaultValue = 3.0, MinValue = 1, MaxValue = 4)]
        public int degree { get; set; }
 
        [Parameter(DefaultValue = 2000)]
        public int period { get; set; }
 
        [Parameter(DefaultValue = 1.7)]
        public double strdDev { get; set; }
 
        [Output("PRC", Color = Colors.Gray, LineStyle = LineStyle.Lines)]
        public IndicatorDataSeries prc { get; set; }
 
        [Output("SQH", Color = Colors.Red, LineStyle = LineStyle.Lines)]
        public IndicatorDataSeries sqh { get; set; }
 
        [Output("SQL", Color = Colors.DodgerBlue, LineStyle = LineStyle.Lines)]
        public IndicatorDataSeries sql { get; set; }
 
        public int ix { get; set; }
 
        private double[,] ai = new double[10, 10];
        private double[] b = new double[10];
        private double[] x = new double[10];
        private double[] sx = new double[10];
        private double sum;
        private int ip;
        private int p;
        private int n;
        private double qq;
        private double mm;
        private double tt;
        private int ii;
        private int jj;
        private int kk;
        private int ll;
        private int nn;
        private double sq;
        private double sq2;
        private double sq3;
        private int i0 = 0;
        private int mi;
 
        public override void Calculate(int index)
        {
            //if (!IsLastBar || index < period)
            //return;
 
            int i = index;
            ix = i;
            ip = period;
            p = ip;
            sx[1] = p + 1;
            nn = degree + 1;
            //----------------------sx-------------------------------------------------------------------
            //
 
            for (mi = 1; mi <= nn * 2 - 2; mi++)
            {
                sum = 0;
                for (n = i0; n <= i0 + p; n++)
                {
                    sum += Math.Pow(n, mi);
                }
                sx[mi + 1] = sum;
            }
            //----------------------syx-----------
 
            for (mi = 1; mi <= nn; mi++)
            {
                sum = 0.0;
                for (n = i0; n <= i0 + p; n++)
                {
                    if (mi == 1)
                        sum += MarketSeries.Close[index - n];
                    else
                        sum += MarketSeries.Close[index - n] * Math.Pow(n, mi - 1);
                }
                b[mi] = sum;
            }
            //===============Matrix=======================================================================================================
 
            for (jj = 1; jj <= nn; jj++)
            {
                for (ii = 1; ii <= nn; ii++)
                {
                    kk = ii + jj - 1;
                    ai[ii, jj] = sx[kk];
                }
            }
 
            //===============Gauss========================================================================================================
            for (kk = 1; kk <= nn - 1; kk++)
            {
                ll = 0;
                mm = 0;
                for (ii = kk; ii <= nn; ii++)
                {
                    if (Math.Abs(ai[ii, kk]) > mm)
                    {
                        mm = Math.Abs(ai[ii, kk]);
                        ll = ii;
                    }
                }
                if (ll == 0)
                    return;
                if (ll != kk)
                {
                    for (jj = 1; jj <= nn; jj++)
                    {
                        tt = ai[kk, jj];
                        ai[kk, jj] = ai[ll, jj];
                        ai[ll, jj] = tt;
                    }
                    tt = b[kk];
                    b[kk] = b[ll];
                    b[ll] = tt;
                }
                for (ii = kk + 1; ii <= nn; ii++)
                {
                    qq = ai[ii, kk] / ai[kk, kk];
                    for (jj = 1; jj <= nn; jj++)
                    {
                        if (jj == kk)
                            ai[ii, jj] = 0;
                        else
                            ai[ii, jj] = ai[ii, jj] - qq * ai[kk, jj];
                    }
                    b[ii] = b[ii] - qq * b[kk];
                }
            }
 
            x[nn] = b[nn] / ai[nn, nn];
            for (ii = nn - 1; ii >= 1; ii--)
            {
                tt = 0;
                for (jj = 1; jj <= nn - ii; jj++)
                {
                    tt = tt + ai[ii, ii + jj] * x[ii + jj];
                    x[ii] = (1 / ai[ii, ii]) * (b[ii] - tt);
                }
            }
            sq = 0.0;
            sq2 = 0.0;
            sq3 = 0.0;
            for (n = i0; n <= i0 + p; n++)
            {
                sum = 0;
                for (kk = 1; kk <= degree; kk++)
                {
                    sum += x[kk + 1] * Math.Pow(n, kk);
                }
 
                prc[index - n] = (x[1] + sum);
                sq += Math.Pow(MarketSeries.Close[index - n] - prc[index - n], 2);
                sq2 = sq;
                sq3 = sq;
            }
 
            sq = Math.Sqrt(sq / (p + 1)) * strdDev;
 
            for (n = 0; n <= period; n++)
            {
 
                sqh[index - n] = prc[index - n] + sq;
                sql[index - n] = prc[index - n] - sq;
            }
 
            prc[index - period] = double.NaN;
            sqh[index - period] = double.NaN;
            sql[index - period] = double.NaN;
 
        }
 
 
    }
}

Thanks


@breakermind
Replies

Spotware
10 Sep 2015, 16:48

Dear Trader,

We do not provide coding assistance services. We more than glad to assist you with specific questions about cAlgo.API. You can contact one of our Partners or post a job in Development Jobs section for further coding assistance.


@Spotware