- ago
Could someone show me an example of the proper code structure for GetBarChartCompanion(PriceComponents pc).

CODE:
public override IndicatorBase GetBarChartCompanion(PriceComponents pc) { get { return MyOpen; } }

Thank you for your help.
0
1,136
15 Replies

Reply

Bookmark

Sort
- ago
#1
Maybe something like this?
CODE:
public override IndicatorBase GetBarChartCompanion(PriceComponents pc) { if (PriceComponent == pc) return this; return MyOpen; }
0
- ago
#2
Thank you Eugene, I am trying to construct a bar chart indicator. Can you show me how to link the price components to the proper values so that I get a bar chart? All I get is a straight line for myClose.
public enum PriceComponents
{
Open = 0,
High = 1,
Low = 2,
Close = 3,
0
- ago
#3
It depends on how your indicator works. Assuming your indicator is called MyOpen and it accepts two arguments...

CODE:
public MyOpen(BarHistory source, PriceComponents pc)


...your GetBarChartCompanion implementation should be like this:

CODE:
public override IndicatorBase GetBarChartCompanion(PriceComponents pc) { if (PriceComponent == pc) return this; return new MyOpen(Parameters[0].AsBarHistory, pc); }
0
- ago
#4
Sorry Eugene but once again I find myself in over my head. I have constructed MyOpen with two arguments but not PriceComponents which would then make three.

CODE:
//for code based construction public Myopen(BarHistory source, Int32 len) : base() { Parameters[0].Value = source; Parameters[1].Value = len; Populate(); }


Do I some how need to add PriceComponents in this code.
0
- ago
#5
CODE:
//for code based construction public Myopen(BarHistory source, Int32 len, PriceComponents pc) : base() { Parameters[0].Value = source; Parameters[1].Value = len; Parameters[2].Value = pc; Populate(); }


CODE:
//access price component used public PriceComponents PriceComponent => Parameters[2].AsPriceComponent;


Populate() also requires an adjustment dependinng on how your logic works with the PriceComponents

CODE:
public override void Populate()


Don't forget to change the body of the Series method accordingly to reflect the new parameter:

CODE:
//static method public static VChart Series(BarHistory source, int len, PriceComponents pc) { ...
0
- ago
#6
I made some code changes and it all compiles ok. But when starting WL7 and it initializes indicators it fails to start giving me this error message.
QUOTE:
.MissingMethodException: No parameterless constructor defined for type 'ClassLibraryWL7_Indicators.WealthLab.Indicators.Myopen'

So apparently I am still doing something wrong. In your last post you mention
QUOTE:
Don't forget to change the body of the Series method accordingly to reflect the new parameter:
And this statement is not very clear to me. Should I be doing else?
What I have been doing was to make separate indicators for MyOpen, MyHigh, MyLow, and MyClose and I was thinking that GetBarChartCompanion(PriceComponents pc) was the method to link them together to create the bar chart indicator. Similar to Indicator Companions or BandCompanion.
Also Is this correct way to code PriceComponent in GenerateParameters()
CODE:
protected override void GenerateParameters() { AddParameter("Source", ParameterTypes.BarHistory, null); AddParameter("Len", ParameterTypes.Int32, 5); AddParameter("pc", ParameterTypes.PriceComponent, "Open"); }

Or just add the enum zero to it? Open = 0,
Once again thank you for your valuable help.
0
- ago
#7
GenerateParameters should look like this:
CODE:
protected override void GenerateParameters() { AddParameter("Source", ParameterTypes.BarHistory, null); AddParameter("Len", ParameterTypes.Int32, 5); AddParameter("pc", ParameterTypes.PriceComponent, PriceComponents.Open); }


Re: .MissingMethodException: No parameterless constructor defined for type 'ClassLibraryWL7_Indicators.WealthLab.Indicators.Myopen'. You should add this:

CODE:
//parameterless constructor public MyOpen() : base() { }
0
Glitch8
 ( 12.53% )
- ago
#8
Every custom indicator needs two constructors, one parameterless and one with the associated parameters. The parameterless constructor is used to create lightweight instances to populate the indicator list. It’s documented in the Indicator API reference here on site under Support.
0
- ago
#9
Apparently I had omitted the "parameterless constructor" while performing cut and paste while coding. I am perplexed because I can not find any difference in the code structure of my four indicators but only the high indicator is showing the price component "High". I have noticed that the Vchart indicator that is provided in WL7 has some type of container for all four {O,H,L,C} price components in a single indicator. Can you provide an example how I can code this?

0
Glitch8
 ( 12.53% )
- ago
#10
Sure, here's the VChart code in its entirety.

CODE:
using WealthLab.Core; namespace WealthLab.Indicators { //the VChart indicator public class VChart : IndicatorBase { //parameterless constructor public VChart() : base() { } //for code based construction public VChart(BarHistory source, int maPeriod, PriceComponents pc) : base() { Parameters[0].Value = source; Parameters[1].Value = maPeriod; Parameters[2].Value = pc; Populate(); } //static method public static VChart Series(BarHistory source, int maPeriod, PriceComponents pc) { string key = CacheKey("VChart", maPeriod, pc); if (source.Cache.ContainsKey(key)) return (VChart)source.Cache[key]; VChart vchart = new VChart(source, maPeriod, pc); source.Cache[key] = vchart; return vchart; } //Name public override string Name => "Value Chart"; //Abbreviation public override string Abbreviation => "VChart"; //description public override string HelpDescription => "The Value Charts indicator developed by Mark W. Helweg. Applies a volatility based detrending to the source price component."; //pane public override string PaneTag => "VChart"; //access price component used public PriceComponents PriceComponent => Parameters[2].AsPriceComponent; //default color public override System.Drawing.Color DefaultColor => System.Drawing.Color.Blue; //default plot style public override PlotStyles DefaultPlotStyle => PlotStyles.BarChart; //populate public override void Populate() { //get parameter values BarHistory source = Parameters[0].AsBarHistory; if (source == null) return; int maPeriod = Parameters[1].AsInt; PriceComponents pc = Parameters[2].AsPriceComponent; //set datetimes DateTimes = source.DateTimes; //calculate floating axis TimeSeries floatScale = SMA.Series(source.AveragePriceHL, maPeriod); //calculate detrended series TimeSeries detrended = source.GetPriceComponent(pc) - floatScale; //get 5 day range TimeSeries range = source.High - source.Low; range = SMA.Series(range, maPeriod) * 0.2; //create value chart by dividing relative price by volatility unit detrended /= range; Values = detrended.Values; } //generate parameters protected override void GenerateParameters() { AddParameter("Source", ParameterTypes.BarHistory, null); AddParameter("Period", ParameterTypes.Int32, 5); AddParameter("Price Component", ParameterTypes.PriceComponent, PriceComponents.Close); } //get corresponding bar chart companion indicator public override IndicatorBase GetBarChartCompanion(PriceComponents pc) { if (PriceComponent == pc) return this; return new VChart(Parameters[0].AsBarHistory, Parameters[1].AsInt, pc); } } }
0
- ago
#11
Thank you for the example code. It is going to take me a while to decipher your code and implement it into mine. Any idea why my four indicators do not create a bar chart?
0
Glitch8
 ( 12.53% )
- ago
#12
Have you posted the complete code? Without seeing that I wouldn’t be able to say.
0
- ago
#13
Here is the High and Low. They should mirror each other other than High or Low. Let me know if you need the Open and Close.
CODE:
public class Vchigh : IndicatorBase { //parameterless constructor public Vchigh() : base() { } //for code based construction public Vchigh(BarHistory source, Int32 len, PriceComponents pc) : base() { Parameters[0].Value = source; Parameters[1].Value = len; Parameters[2].Value = pc; Populate(); } //static Series method public static Vchigh Series(BarHistory source, Int32 len, PriceComponents pc) { return new Vchigh(source, len, pc); } //name public override string Name { get { return "Vchigh"; } } //abbreviation public override string Abbreviation { get { return "Vchigh"; } } //description public override string HelpDescription { get { return "Value Charts High"; } } //price pane public override string PaneTag { get { return "VCpane"; } } //default color public override Color DefaultColor { get { return Color.FromArgb(255, 0, 0, 255); } } //default plot style public override PlotStyles DefaultPlotStyle { get { return PlotStyles.BarChart; } } //access price component used public PriceComponents PriceComponent => Parameters[2].AsPriceComponent; public override IndicatorBase GetBarChartCompanion(PriceComponents pc) { if (PriceComponent == pc) return this; return new Vchigh(Parameters[0].AsBarHistory, Parameters[1].AsInt, Parameters[2].AsPriceComponent); } //populate public override void Populate() { BarHistory source = Parameters[0].AsBarHistory; Int32 len = Parameters[1].AsInt; PriceComponents pc = Parameters[2].AsPriceComponent; DateTimes = source.Close.DateTimes; //----- Value Charts -------------------------------------- int NumBars = len; int VarNumBars = 0; // Insure NumBars is between 2 and 1000 if (NumBars < 2) VarNumBars = 2; if (NumBars > 1000) VarNumBars = 1000; if (NumBars >= 2 && NumBars <= 1000) VarNumBars = NumBars; int VarP = (int)Math.Round((VarNumBars / 5.0), 0); TimeSeries VarA = new TimeSeries(source.DateTimes, 0); TimeSeries VarB = new TimeSeries(source.DateTimes, 0); TimeSeries VarC = new TimeSeries(source.DateTimes, 0); TimeSeries VarD = new TimeSeries(source.DateTimes, 0); TimeSeries VarE = new TimeSeries(source.DateTimes, 0); TimeSeries Var0 = new TimeSeries(source.DateTimes, 0); TimeSeries VarR1 = new TimeSeries(source.DateTimes, 0); TimeSeries VarR2 = new TimeSeries(source.DateTimes, 0); TimeSeries VarR3 = new TimeSeries(source.DateTimes, 0); TimeSeries VarR4 = new TimeSeries(source.DateTimes, 0); TimeSeries VarR5 = new TimeSeries(source.DateTimes, 0); TimeSeries LRange = new TimeSeries(source.DateTimes, 0); //modify the code below to implement your own indicator calculation if (VarNumBars > 7) { for (int n = 50; n < source.Close.Count; n++) { VarA[n] = Highest.Value(n, source.High, VarP) - Lowest.Value(n, source.Low, VarP); if (VarA[n] == 0 & VarP == 1) VarR1[n] = Math.Abs(source.Close[n] - source.Close[n - VarP]); else VarR1[n] = VarA[n]; VarB[n] = Highest.Value(n - (VarP + 1), source.High, VarP) - Lowest.Value(n - VarP, source.Low, VarP); if ((VarB[n] == 0) & (VarP == 1)) VarR2[n] = Math.Abs(source.Close[VarP] - source.Close[VarP * 2]); else VarR2[n] = VarB[n]; VarC[n] = Highest.Value(n - VarP * 2, source.High, VarP) - Lowest.Value(n - VarP * 2, source.Low, VarP); if ((VarC[n] == 0) & (VarP == 1)) VarR3[n] = Math.Abs(source.Close[VarP * 2] - source.Close[VarP * 3]); else VarR3[n] = VarC[n]; VarD[n] = Highest.Value(n - VarP * 3, source.High, VarP) - Lowest.Value(n - VarP * 3, source.Low, VarP); if ((VarD[n] == 0) & (VarP == 1)) VarR4[n] = Math.Abs(source.Close[VarP * 3] - source.Close[VarP * 4]); else VarR4[n] = VarD[n]; VarE[n] = Highest.Value(n - VarP * 4, source.High, VarP) - Lowest.Value(n - VarP * 4, source.Low, VarP); if ((VarE[n] == 0) & (VarP == 1)) VarR5[n] = Math.Abs(source.Close[VarP * 4] - source.Close[VarP * 5]); else VarR5[n] = VarE[n]; LRange[n] = ((VarR1[n] + VarR2[n] + VarR3[n] + VarR4[n] + VarR5[n]) / 5) * 0.2; } } if (VarNumBars <= 7) { for (int n = 1; n < source.Close.Count; n++) { if (Math.Abs(source.Close[n] - source.Close[n - 1]) > (source.High[n] - source.Low[n])) Var0[n] = Math.Abs(source.Close[n] - source.Close[n - 1]); else Var0[n] = source.High[n] - source.Low[n]; if (source.High[n] == source.Low[n]) Var0[n] = Math.Abs(source.Close[n] - source.Close[n - 1]); } LRange = SMA.Series(Var0, 5) * 0.2; } //TimeSeries vcOpen = (source.Open - SMA.Series((source.High + source.Low) / 2, NumBars)) / LRange; TimeSeries vcHigh = (source.High - SMA.Series((source.High + source.Low) / 2, NumBars)) / LRange; //TimeSeries vcLow = (source.Low - SMA.Series((source.High + source.Low) / 2, NumBars)) / LRange; //TimeSeries vcClose = (source.Close - SMA.Series((source.High + source.Low) / 2, NumBars)) / LRange; //TimeSeries vcSMA5 = SMA.Series(vcClose, 5); //vcSMA5.Description = "vcSMA5"; for (int n = 0; n < source.Close.Count; n++) { Values[n] = vcHigh[n]; } } //generate parameters protected override void GenerateParameters() { AddParameter("Source", ParameterTypes.BarHistory, null); AddParameter("Len", ParameterTypes.Int32, 5); AddParameter("pc", ParameterTypes.PriceComponent, PriceComponents.High); } }


CODE:
public class Vclow : IndicatorBase { //parameterless constructor public Vclow() : base() { } //for code based construction public Vclow(BarHistory source, Int32 len, PriceComponents pc) : base() { Parameters[0].Value = source; Parameters[1].Value = len; Parameters[2].Value = pc; Populate(); } //static Series method public static Vclow Series(BarHistory source, Int32 len, PriceComponents pc) { return new Vclow(source, len, pc); } //name public override string Name { get { return "Vclow"; } } //abbreviation public override string Abbreviation { get { return "Vclow"; } } //description public override string HelpDescription { get { return "Value Charts Low"; } } //price pane public override string PaneTag { get { return "VCpane"; } } //default color public override Color DefaultColor { get { return Color.FromArgb(255, 0, 0, 255); } } //default plot style public override PlotStyles DefaultPlotStyle { get { return PlotStyles.BarChart; } } //access price component used public PriceComponents PriceComponent => Parameters[2].AsPriceComponent; public override IndicatorBase GetBarChartCompanion(PriceComponents pc) { if (PriceComponent == pc) return this; return new Vclow(Parameters[0].AsBarHistory, Parameters[1].AsInt, Parameters[2].AsPriceComponent); } //populate public override void Populate() { BarHistory source = Parameters[0].AsBarHistory; Int32 len = Parameters[1].AsInt; PriceComponents pc = Parameters[2].AsPriceComponent; DateTimes = source.Close.DateTimes; //----- Value Charts -------------------------------------- int NumBars = len; int VarNumBars = 0; // Insure NumBars is between 2 and 1000 if (NumBars < 2) VarNumBars = 2; if (NumBars > 1000) VarNumBars = 1000; if (NumBars >= 2 && NumBars <= 1000) VarNumBars = NumBars; int VarP = (int)Math.Round((VarNumBars / 5.0), 0); TimeSeries VarA = new TimeSeries(source.DateTimes, 0); TimeSeries VarB = new TimeSeries(source.DateTimes, 0); TimeSeries VarC = new TimeSeries(source.DateTimes, 0); TimeSeries VarD = new TimeSeries(source.DateTimes, 0); TimeSeries VarE = new TimeSeries(source.DateTimes, 0); TimeSeries Var0 = new TimeSeries(source.DateTimes, 0); TimeSeries VarR1 = new TimeSeries(source.DateTimes, 0); TimeSeries VarR2 = new TimeSeries(source.DateTimes, 0); TimeSeries VarR3 = new TimeSeries(source.DateTimes, 0); TimeSeries VarR4 = new TimeSeries(source.DateTimes, 0); TimeSeries VarR5 = new TimeSeries(source.DateTimes, 0); TimeSeries LRange = new TimeSeries(source.DateTimes, 0); //modify the code below to implement your own indicator calculation if (VarNumBars > 7) { for (int n = 50; n < source.Close.Count; n++) { VarA[n] = Highest.Value(n, source.High, VarP) - Lowest.Value(n, source.Low, VarP); if (VarA[n] == 0 & VarP == 1) VarR1[n] = Math.Abs(source.Close[n] - source.Close[n - VarP]); else VarR1[n] = VarA[n]; VarB[n] = Highest.Value(n - (VarP + 1), source.High, VarP) - Lowest.Value(n - VarP, source.Low, VarP); if ((VarB[n] == 0) & (VarP == 1)) VarR2[n] = Math.Abs(source.Close[VarP] - source.Close[VarP * 2]); else VarR2[n] = VarB[n]; VarC[n] = Highest.Value(n - VarP * 2, source.High, VarP) - Lowest.Value(n - VarP * 2, source.Low, VarP); if ((VarC[n] == 0) & (VarP == 1)) VarR3[n] = Math.Abs(source.Close[VarP * 2] - source.Close[VarP * 3]); else VarR3[n] = VarC[n]; VarD[n] = Highest.Value(n - VarP * 3, source.High, VarP) - Lowest.Value(n - VarP * 3, source.Low, VarP); if ((VarD[n] == 0) & (VarP == 1)) VarR4[n] = Math.Abs(source.Close[VarP * 3] - source.Close[VarP * 4]); else VarR4[n] = VarD[n]; VarE[n] = Highest.Value(n - VarP * 4, source.High, VarP) - Lowest.Value(n - VarP * 4, source.Low, VarP); if ((VarE[n] == 0) & (VarP == 1)) VarR5[n] = Math.Abs(source.Close[VarP * 4] - source.Close[VarP * 5]); else VarR5[n] = VarE[n]; LRange[n] = ((VarR1[n] + VarR2[n] + VarR3[n] + VarR4[n] + VarR5[n]) / 5) * 0.2; } } if (VarNumBars <= 7) { for (int n = 1; n < source.Close.Count; n++) { if (Math.Abs(source.Close[n] - source.Close[n - 1]) > (source.High[n] - source.Low[n])) Var0[n] = Math.Abs(source.Close[n] - source.Close[n - 1]); else Var0[n] = source.High[n] - source.Low[n]; if (source.High[n] == source.Low[n]) Var0[n] = Math.Abs(source.Close[n] - source.Close[n - 1]); } LRange = SMA.Series(Var0, 5) * 0.2; } //TimeSeries vcOpen = (source.Open - SMA.Series((source.High + source.Low) / 2, NumBars)) / LRange; //TimeSeries vcHigh = (source.High - SMA.Series((source.High + source.Low) / 2, NumBars)) / LRange; TimeSeries vcLow = (source.Low - SMA.Series((source.High + source.Low) / 2, NumBars)) / LRange; //TimeSeries vcClose = (source.Close - SMA.Series((source.High + source.Low) / 2, NumBars)) / LRange; //TimeSeries vcSMA5 = SMA.Series(vcClose, 5); //vcSMA5.Description = "vcSMA5"; for (int n = 0; n < source.Close.Count; n++) { Values[n] = vcLow[n]; } } //generate parameters protected override void GenerateParameters() { AddParameter("Source", ParameterTypes.BarHistory, null); AddParameter("Len", ParameterTypes.Int32, 5); AddParameter("pc", ParameterTypes.PriceComponent, PriceComponents.High); } }
0
- ago
#14
Ok, After posting when reviewing the post I noticed the Low was set to PriceComponents.High I have correct it to Low. Now I am getting this where the High is a line.

0
Glitch8
 ( 12.53% )
- ago
#15
Here's a fixed version, note particularly the changes in GetBarChartCompanion. The problem was you were not passing the correct PriceComponent to the constructors, you were always passing the parameter 2 value.

Incidentally, I don't think you need to have 4 indicators. You could just do it like the VChart code I posted above, calculate a different indicator based on the PriceComponent value. If you have 4 indicators, there's really no point in having a PriceComponent value as a parameter anyway, right? I mean, Vclow will always calculate based on Low, and Vchigh on high, etc.

Vclow:

CODE:
using System; using System.Drawing; using WealthLab.Core; using WealthLab.Indicators; public class Vclow : IndicatorBase { //parameterless constructor public Vclow() : base() { } //for code based construction public Vclow(BarHistory source, Int32 len, PriceComponents pc) : base() { Parameters[0].Value = source; Parameters[1].Value = len; Parameters[2].Value = pc; Populate(); } //static Series method public static Vclow Series(BarHistory source, Int32 len, PriceComponents pc) { return new Vclow(source, len, pc); } //name public override string Name { get { return "Vclow"; } } //abbreviation public override string Abbreviation { get { return "Vclow"; } } //description public override string HelpDescription { get { return "Value Charts Low"; } } //price pane public override string PaneTag { get { return "VCpane"; } } //default color public override Color DefaultColor { get { return Color.FromArgb(255, 0, 0, 255); } } //default plot style public override PlotStyles DefaultPlotStyle { get { return PlotStyles.BarChart; } } //access price component used public PriceComponents PriceComponent => Parameters[2].AsPriceComponent; public override IndicatorBase GetBarChartCompanion(PriceComponents pc) { BarHistory bh = Parameters[0].AsBarHistory; int period = Parameters[1].AsInt; switch(pc) { case PriceComponents.High: return new Vchigh(bh, period, pc); case PriceComponents.Open: //need to return Vcopen return this; case PriceComponents.Close: //need to return Vcclose return this; default: //it's low return this; } } //populate public override void Populate() { BarHistory source = Parameters[0].AsBarHistory; if (source == null) return; Int32 len = Parameters[1].AsInt; PriceComponents pc = Parameters[2].AsPriceComponent; DateTimes = source.Close.DateTimes; //----- Value Charts -------------------------------------- int NumBars = len; int VarNumBars = 0; // Insure NumBars is between 2 and 1000 if (NumBars < 2) VarNumBars = 2; if (NumBars > 1000) VarNumBars = 1000; if (NumBars >= 2 && NumBars <= 1000) VarNumBars = NumBars; int VarP = (int)Math.Round((VarNumBars / 5.0), 0); TimeSeries VarA = new TimeSeries(source.DateTimes, 0); TimeSeries VarB = new TimeSeries(source.DateTimes, 0); TimeSeries VarC = new TimeSeries(source.DateTimes, 0); TimeSeries VarD = new TimeSeries(source.DateTimes, 0); TimeSeries VarE = new TimeSeries(source.DateTimes, 0); TimeSeries Var0 = new TimeSeries(source.DateTimes, 0); TimeSeries VarR1 = new TimeSeries(source.DateTimes, 0); TimeSeries VarR2 = new TimeSeries(source.DateTimes, 0); TimeSeries VarR3 = new TimeSeries(source.DateTimes, 0); TimeSeries VarR4 = new TimeSeries(source.DateTimes, 0); TimeSeries VarR5 = new TimeSeries(source.DateTimes, 0); TimeSeries LRange = new TimeSeries(source.DateTimes, 0); //modify the code below to implement your own indicator calculation if (VarNumBars > 7) { for (int n = 50; n < source.Close.Count; n++) { VarA[n] = Lowest.Value(n, source.Low, VarP) - Lowest.Value(n, source.Low, VarP); if (VarA[n] == 0 & VarP == 1) VarR1[n] = Math.Abs(source.Close[n] - source.Close[n - VarP]); else VarR1[n] = VarA[n]; VarB[n] = Lowest.Value(n - (VarP + 1), source.Low, VarP) - Lowest.Value(n - VarP, source.Low, VarP); if ((VarB[n] == 0) & (VarP == 1)) VarR2[n] = Math.Abs(source.Close[VarP] - source.Close[VarP * 2]); else VarR2[n] = VarB[n]; VarC[n] = Lowest.Value(n - VarP * 2, source.Low, VarP) - Lowest.Value(n - VarP * 2, source.Low, VarP); if ((VarC[n] == 0) & (VarP == 1)) VarR3[n] = Math.Abs(source.Close[VarP * 2] - source.Close[VarP * 3]); else VarR3[n] = VarC[n]; VarD[n] = Lowest.Value(n - VarP * 3, source.Low, VarP) - Lowest.Value(n - VarP * 3, source.Low, VarP); if ((VarD[n] == 0) & (VarP == 1)) VarR4[n] = Math.Abs(source.Close[VarP * 3] - source.Close[VarP * 4]); else VarR4[n] = VarD[n]; VarE[n] = Lowest.Value(n - VarP * 4, source.Low, VarP) - Lowest.Value(n - VarP * 4, source.Low, VarP); if ((VarE[n] == 0) & (VarP == 1)) VarR5[n] = Math.Abs(source.Close[VarP * 4] - source.Close[VarP * 5]); else VarR5[n] = VarE[n]; LRange[n] = ((VarR1[n] + VarR2[n] + VarR3[n] + VarR4[n] + VarR5[n]) / 5) * 0.2; } } if (VarNumBars <= 7) { for (int n = 1; n < source.Close.Count; n++) { if (Math.Abs(source.Close[n] - source.Close[n - 1]) > (source.High[n] - source.Low[n])) Var0[n] = Math.Abs(source.Close[n] - source.Close[n - 1]); else Var0[n] = source.High[n] - source.Low[n]; if (source.High[n] == source.Low[n]) Var0[n] = Math.Abs(source.Close[n] - source.Close[n - 1]); } LRange = SMA.Series(Var0, 5) * 0.2; } //TimeSeries vcOpen = (source.Open - SMA.Series((source.High + source.Low) / 2, NumBars)) / LRange; //TimeSeries vcHigh = (source.High - SMA.Series((source.High + source.Low) / 2, NumBars)) / LRange; TimeSeries vcLow = (source.Low - SMA.Series((source.High + source.Low) / 2, NumBars)) / LRange; //TimeSeries vcClose = (source.Close - SMA.Series((source.High + source.Low) / 2, NumBars)) / LRange; //TimeSeries vcSMA5 = SMA.Series(vcClose, 5); //vcSMA5.Description = "vcSMA5"; for (int n = 0; n < source.Close.Count; n++) { Values[n] = vcLow[n]; } } //generate parameters protected override void GenerateParameters() { AddParameter("Source", ParameterTypes.BarHistory, null); AddParameter("Len", ParameterTypes.Int32, 5); AddParameter("pc", ParameterTypes.PriceComponent, PriceComponents.Low); } }


Vchigh:

CODE:
using System; using System.Drawing; using WealthLab.Core; using WealthLab.Indicators; public class Vchigh : IndicatorBase { //parameterless constructor public Vchigh() : base() { } //for code based construction public Vchigh(BarHistory source, Int32 len, PriceComponents pc) : base() { Parameters[0].Value = source; Parameters[1].Value = len; Parameters[2].Value = pc; Populate(); } //static Series method public static Vchigh Series(BarHistory source, Int32 len, PriceComponents pc) { return new Vchigh(source, len, pc); } //name public override string Name { get { return "Vchigh"; } } //abbreviation public override string Abbreviation { get { return "Vchigh"; } } //description public override string HelpDescription { get { return "Value Charts High"; } } //price pane public override string PaneTag { get { return "VCpane"; } } //default color public override Color DefaultColor { get { return Color.FromArgb(255, 0, 0, 255); } } //default plot style public override PlotStyles DefaultPlotStyle { get { return PlotStyles.BarChart; } } //access price component used public PriceComponents PriceComponent => Parameters[2].AsPriceComponent; public override IndicatorBase GetBarChartCompanion(PriceComponents pc) { BarHistory bh = Parameters[0].AsBarHistory; int period = Parameters[1].AsInt; switch (pc) { case PriceComponents.Low: return new Vclow(bh, period, pc); case PriceComponents.Open: //need to return Vcopen return this; case PriceComponents.Close: //need to return Vcclose return this; default: //it's high return this; } } //populate public override void Populate() { BarHistory source = Parameters[0].AsBarHistory; if (source == null) return; Int32 len = Parameters[1].AsInt; PriceComponents pc = Parameters[2].AsPriceComponent; DateTimes = source.Close.DateTimes; //----- Value Charts -------------------------------------- int NumBars = len; int VarNumBars = 0; // Insure NumBars is between 2 and 1000 if (NumBars < 2) VarNumBars = 2; if (NumBars > 1000) VarNumBars = 1000; if (NumBars >= 2 && NumBars <= 1000) VarNumBars = NumBars; int VarP = (int)Math.Round((VarNumBars / 5.0), 0); TimeSeries VarA = new TimeSeries(source.DateTimes, 0); TimeSeries VarB = new TimeSeries(source.DateTimes, 0); TimeSeries VarC = new TimeSeries(source.DateTimes, 0); TimeSeries VarD = new TimeSeries(source.DateTimes, 0); TimeSeries VarE = new TimeSeries(source.DateTimes, 0); TimeSeries Var0 = new TimeSeries(source.DateTimes, 0); TimeSeries VarR1 = new TimeSeries(source.DateTimes, 0); TimeSeries VarR2 = new TimeSeries(source.DateTimes, 0); TimeSeries VarR3 = new TimeSeries(source.DateTimes, 0); TimeSeries VarR4 = new TimeSeries(source.DateTimes, 0); TimeSeries VarR5 = new TimeSeries(source.DateTimes, 0); TimeSeries LRange = new TimeSeries(source.DateTimes, 0); //modify the code below to implement your own indicator calculation if (VarNumBars > 7) { for (int n = 50; n < source.Close.Count; n++) { VarA[n] = Highest.Value(n, source.High, VarP) - Lowest.Value(n, source.Low, VarP); if (VarA[n] == 0 & VarP == 1) VarR1[n] = Math.Abs(source.Close[n] - source.Close[n - VarP]); else VarR1[n] = VarA[n]; VarB[n] = Highest.Value(n - (VarP + 1), source.High, VarP) - Lowest.Value(n - VarP, source.Low, VarP); if ((VarB[n] == 0) & (VarP == 1)) VarR2[n] = Math.Abs(source.Close[VarP] - source.Close[VarP * 2]); else VarR2[n] = VarB[n]; VarC[n] = Highest.Value(n - VarP * 2, source.High, VarP) - Lowest.Value(n - VarP * 2, source.Low, VarP); if ((VarC[n] == 0) & (VarP == 1)) VarR3[n] = Math.Abs(source.Close[VarP * 2] - source.Close[VarP * 3]); else VarR3[n] = VarC[n]; VarD[n] = Highest.Value(n - VarP * 3, source.High, VarP) - Lowest.Value(n - VarP * 3, source.Low, VarP); if ((VarD[n] == 0) & (VarP == 1)) VarR4[n] = Math.Abs(source.Close[VarP * 3] - source.Close[VarP * 4]); else VarR4[n] = VarD[n]; VarE[n] = Highest.Value(n - VarP * 4, source.High, VarP) - Lowest.Value(n - VarP * 4, source.Low, VarP); if ((VarE[n] == 0) & (VarP == 1)) VarR5[n] = Math.Abs(source.Close[VarP * 4] - source.Close[VarP * 5]); else VarR5[n] = VarE[n]; LRange[n] = ((VarR1[n] + VarR2[n] + VarR3[n] + VarR4[n] + VarR5[n]) / 5) * 0.2; } } if (VarNumBars <= 7) { for (int n = 1; n < source.Close.Count; n++) { if (Math.Abs(source.Close[n] - source.Close[n - 1]) > (source.High[n] - source.Low[n])) Var0[n] = Math.Abs(source.Close[n] - source.Close[n - 1]); else Var0[n] = source.High[n] - source.Low[n]; if (source.High[n] == source.Low[n]) Var0[n] = Math.Abs(source.Close[n] - source.Close[n - 1]); } LRange = SMA.Series(Var0, 5) * 0.2; } //TimeSeries vcOpen = (source.Open - SMA.Series((source.High + source.Low) / 2, NumBars)) / LRange; TimeSeries vcHigh = (source.High - SMA.Series((source.High + source.Low) / 2, NumBars)) / LRange; //TimeSeries vcLow = (source.Low - SMA.Series((source.High + source.Low) / 2, NumBars)) / LRange; //TimeSeries vcClose = (source.Close - SMA.Series((source.High + source.Low) / 2, NumBars)) / LRange; //TimeSeries vcSMA5 = SMA.Series(vcClose, 5); //vcSMA5.Description = "vcSMA5"; for (int n = 0; n < source.Close.Count; n++) { Values[n] = vcHigh[n]; } } //generate parameters protected override void GenerateParameters() { AddParameter("Source", ParameterTypes.BarHistory, null); AddParameter("Len", ParameterTypes.Int32, 5); AddParameter("pc", ParameterTypes.PriceComponent, PriceComponents.High); } }
0

Reply

Bookmark

Sort