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Donchian Ultimate.cs
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Donchian Ultimate.cs
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// -------------------------------------------------------------------------------
// A classic Donchian Channel indicator with extra features:"
// * MTF support"
// * Multiple boundary calculation options"
// * Support and resistance zones"
// * Alert system"
//
// Version 1.00
// Copyright 2023, EarnForex.com
// https://www.earnforex.com/metatrader-indicators/Donchian-Ultimate/
// -------------------------------------------------------------------------------
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;
public enum PriceType
{
PRICE_HH_LL, // Highest High (Lowest Low)
PRICE_AVER_HHHO_LLLO, // Average Highest High, Highest Open (Lowest Low, Lowest Open)
PRICE_AVER_HHHC_LLLC, // Average Highest High, Highest Close (Lowest Low, Lowest Close)
PRICE_HO_LO, // Highest Open (Lowest Open)
PRICE_HC_LC // Highest Close (Lowest Close)
}
public enum AlertOnCandle
{
PreviousCandle,
CurrentCandle
}
public enum AlertType
{
MidlineBearishClosing,
MidlineBullishClosing,
ResistanceClosing,
SupportClosing
}
[Cloud("Upper Donchian", "Resistance", FirstColor = "Lime", SecondColor = "Lime", Opacity = 0.5)]
[Cloud("Support", "Lower Donchian", FirstColor = "Orange", SecondColor = "Orange", Opacity = 0.5)]
[Indicator(AccessRights = AccessRights.None, IsOverlay = true)]
public class DonchianMtf : Indicator
{
#region Parameters
[Parameter("Higher TF")]
public TimeFrame InputHigherTimeFrame { get; set; }
[Parameter("Donchian Periods", DefaultValue = 20)]
public int InputDonchianPeriods { get; set; }
[Parameter("Price Type", DefaultValue = PriceType.PRICE_HH_LL)]
public PriceType InputPriceType { get; set; }
[Parameter("Shift", DefaultValue = 0)]
public int InputShift { get; set; }
[Parameter("Use Alerts", DefaultValue = true, Group = "Alert")]
public bool InputUseAlerts { get; set; }
[Parameter("Alert Type", DefaultValue = AlertOnCandle.CurrentCandle, Group = "Alert")]
public AlertOnCandle InputAlertOnCandle { get; set; }
[Parameter("Alert About Bullish Crossing of Mid Line", DefaultValue = true, Group = "Alert")]
public bool InputAlertMidlineBullishCrossing { get; set; }
[Parameter("Alert About Bearish Crossing of Mid Line", DefaultValue = true, Group = "Alert")]
public bool InputAlertMidlineBearishCrossing { get; set; }
[Parameter("Alert About Candle Close Inside Resistance", DefaultValue = true, Group = "Alert")]
public bool InputAlertCandleCloseInsideResistance { get; set; }
[Parameter("Alert About Candle Close Inside Support", DefaultValue = true, Group = "Alert")]
public bool InputAlertCandleCloseInsideSupport { get; set; }
[Parameter("Alert PopUp", DefaultValue = false, Group = "Notifications")]
public bool InputAlertPopUp { get; set; }
[Parameter("Alert Email", DefaultValue = false, Group = "Notifications")]
public bool InputAlertEmail { get; set; }
[Parameter("Email (from)", DefaultValue = "user@mail.com", Group = "Notifications")]
public string InputEmailFrom { get; set; }
[Parameter("Email (to)", DefaultValue = "user@mail.com", Group = "Notifications")]
public string InputEmailTo { get; set; }
#endregion
#region Outputs
[Output("Upper Donchian", LineColor = "CornflowerBlue")]
public IndicatorDataSeries OutputUpperDonchian { get; set; }
[Output("Resistance", LineColor = "Green")]
public IndicatorDataSeries OutputResistance { get; set; }
[Output("Middle Line", LineColor = "Gray")]
public IndicatorDataSeries OutputMiddleLine { get; set; }
[Output("Support", LineColor = "Orange")]
public IndicatorDataSeries OutputSupport { get; set; }
[Output("Lower Donchian", LineColor = "CornflowerBlue")]
public IndicatorDataSeries OutputLowerDonchian { get; set; }
#endregion
private Bars _highTfBars;
private double _previousClose = double.NaN;
private int _midlineClosingIndex, _resistanceClosingIndex, _supportClosingIndex;
protected override void Initialize()
{
_highTfBars = MarketData.GetBars(InputHigherTimeFrame <= TimeFrame
? TimeFrame
: InputHigherTimeFrame);
}
public override void Calculate(int index)
{
if (IsLastBar)
{
// Need to update last values according to the High TF Bar that hasn't closed yet.
var highTfIndex = _highTfBars.OpenTimes.GetIndexByTime(Times[index]);
var startMainIndex = Times.GetIndexByTime(_highTfBars.OpenTimes[highTfIndex]);
for (int i = startMainIndex; i <= index; i++)
{
var ind = i + InputShift;
OutputUpperDonchian[ind] = GetUpLineValue(highTfIndex);
OutputLowerDonchian[ind] = GetDownLineValue(highTfIndex);
OutputResistance[ind] = GetResistanceValue(highTfIndex);
OutputMiddleLine[ind] = (OutputUpperDonchian[ind] + OutputLowerDonchian[ind]) / 2.0;
OutputSupport[ind] = GetSupportValue(highTfIndex);
}
}
else
{
var highTfIndex = _highTfBars.OpenTimes.GetIndexByTime(Times[index]);
index += InputShift;
OutputUpperDonchian[index] = GetUpLineValue(highTfIndex);
OutputLowerDonchian[index] = GetDownLineValue(highTfIndex);
OutputResistance[index] = GetResistanceValue(highTfIndex);
OutputMiddleLine[index] = (OutputUpperDonchian[index] + OutputLowerDonchian[index]) / 2.0;
OutputSupport[index] = GetSupportValue(highTfIndex);
}
if (!InputUseAlerts)
return;
if (InputAlertOnCandle == AlertOnCandle.PreviousCandle)
{
index--;
ProcessAlertsForPreviousCandle(index);
}
else
{
if (!IsLastBar) return;
ProcessAlertsForCurrentCandle(index);
}
_previousClose = Close[index];
}
private void ProcessAlertsForCurrentCandle(int index)
{
if (double.IsNaN(_previousClose)) return;
if (InputAlertMidlineBearishCrossing && Close[index] <= OutputMiddleLine[index] &&
_previousClose > OutputMiddleLine[index])
{
Alert("Midline Bearish Crossing", "The middle line has crossed below the lower donchian", index,
AlertType.MidlineBearishClosing);
}
if (InputAlertMidlineBullishCrossing && Close[index] >= OutputMiddleLine[index] &&
_previousClose < OutputMiddleLine[index])
{
Alert("Midline Bullish Crossing", "The middle line has crossed above the upper donchian", index,
AlertType.MidlineBullishClosing);
}
if (InputAlertCandleCloseInsideResistance &&
(Close[index] >= OutputResistance[index] && _previousClose < OutputResistance[index] &&
Close[index] < OutputUpperDonchian[index] ||
Close[index] <= OutputUpperDonchian[index] && _previousClose > OutputUpperDonchian[index] &&
Close[index] > OutputResistance[index]))
{
Alert("Candle Close Inside Resistance", "The candle has closed inside the resistance", index,
AlertType.ResistanceClosing);
}
if (InputAlertCandleCloseInsideSupport &&
(Close[index] <= OutputSupport[index] && _previousClose > OutputSupport[index] &&
Close[index] > OutputLowerDonchian[index] ||
Close[index] >= OutputLowerDonchian[index] && _previousClose < OutputLowerDonchian[index] &&
Close[index] < OutputSupport[index]))
{
Alert("Candle Close Inside Support", "The candle has closed inside the support", index,
AlertType.SupportClosing);
}
}
private void ProcessAlertsForPreviousCandle(int index)
{
if (InputAlertMidlineBearishCrossing && Close[index] < Open[index] && Close[index] <= OutputMiddleLine[index] &&
Close[index - 1] > OutputMiddleLine[index - 1])
{
Alert("Midline Bearish Crossing", "The middle line has crossed below the lower donchian", index,
AlertType.MidlineBearishClosing);
}
if (InputAlertMidlineBullishCrossing && Close[index] > Open[index] && Close[index] >= OutputMiddleLine[index] &&
Close[index - 1] < OutputMiddleLine[index - 1])
{
Alert("Midline Bullish Crossing", "The middle line has crossed above the upper donchian", index,
AlertType.MidlineBullishClosing);
}
if (InputAlertCandleCloseInsideResistance &&
(Close[index] >= OutputResistance[index] && Close[index - 1] < OutputResistance[index - 1] &&
Close[index] < OutputUpperDonchian[index] ||
Close[index] <= OutputUpperDonchian[index] && Close[index - 1] > OutputUpperDonchian[index - 1] &&
Close[index] > OutputResistance[index]))
{
Alert("Candle Close Inside Resistance", "The candle has closed inside the resistance", index,
AlertType.ResistanceClosing);
}
if (InputAlertCandleCloseInsideSupport &&
(Close[index] <= OutputSupport[index] && Close[index - 1] > OutputSupport[index - 1] &&
Close[index] > OutputLowerDonchian[index] ||
Close[index] >= OutputLowerDonchian[index] && Close[index - 1] < OutputLowerDonchian[index - 1] &&
Close[index] < OutputSupport[index]))
{
Alert("Candle Close Inside Support", "The candle has closed inside the support", index,
AlertType.SupportClosing);
}
}
public void Alert(string tittle, string message, int index, AlertType alertType)
{
if (!IsLastBar) return;
switch (alertType)
{
case AlertType.MidlineBearishClosing:
if (_midlineClosingIndex >= index)
return;
_midlineClosingIndex = index;
break;
case AlertType.MidlineBullishClosing:
if (_midlineClosingIndex >= index)
return;
_midlineClosingIndex = index;
break;
case AlertType.ResistanceClosing:
if (_resistanceClosingIndex >= index)
return;
_resistanceClosingIndex = index;
break;
case AlertType.SupportClosing:
if (_supportClosingIndex >= index)
return;
_supportClosingIndex = index;
break;
default:
throw new ArgumentOutOfRangeException(nameof(alertType), alertType, null);
}
message = $"{message} at Time = {Times[index]} Close = {Close[index]} Index = {index}";
if (InputAlertEmail)
Notifications.SendEmail(InputEmailFrom, InputEmailTo, tittle, message);
if (InputAlertPopUp)
MessageBox.Show(tittle, message, MessageBoxButton.OK);
}
private double GetUpLineValue(int index)
{
var highestHighIndex = IndexOfHighest(HHigh, index);
var highestOpenIndex = IndexOfHighest(HOpen, index);
var highestCloseIndex = IndexOfHighest(HClose, index);
return InputPriceType switch
{
PriceType.PRICE_HH_LL => HHigh[highestHighIndex],
PriceType.PRICE_AVER_HHHO_LLLO => (HHigh[highestHighIndex] + HOpen[highestOpenIndex]) / 2.0,
PriceType.PRICE_AVER_HHHC_LLLC => (HHigh[highestHighIndex] + HClose[highestCloseIndex]) / 2.0,
PriceType.PRICE_HO_LO => HOpen[highestOpenIndex],
PriceType.PRICE_HC_LC => HClose[highestCloseIndex],
_ => throw new ArgumentOutOfRangeException()
};
}
private double GetDownLineValue(int index)
{
var lowestLowIndex = IndexOfLowest(HLow, index);
var lowestOpenIndex = IndexOfLowest(HOpen, index);
var lowestCloseIndex = IndexOfLowest(HClose, index);
return InputPriceType switch
{
PriceType.PRICE_HH_LL => HLow[lowestLowIndex],
PriceType.PRICE_AVER_HHHO_LLLO => (HLow[lowestLowIndex] + HOpen[lowestOpenIndex]) / 2.0,
PriceType.PRICE_AVER_HHHC_LLLC => (HLow[lowestLowIndex] + HClose[lowestCloseIndex]) / 2.0,
PriceType.PRICE_HO_LO => HOpen[lowestOpenIndex],
PriceType.PRICE_HC_LC => HClose[lowestCloseIndex],
_ => throw new ArgumentOutOfRangeException()
};
}
private double GetResistanceValue(int index)
{
var highestLowIndex = IndexOfHighest(HLow, index);
var highestCloseIndex = IndexOfHighest(HClose, index);
var lowestHighIndex = IndexOfLowest(HHigh, index);
switch (InputPriceType)
{
case PriceType.PRICE_HH_LL:
return HLow[highestLowIndex];
case PriceType.PRICE_AVER_HHHO_LLLO:
var highestOpenIndex = IndexOfHighest(HOpen, index);
return (HLow[highestLowIndex] + HOpen[highestOpenIndex]) / 2.0;
case PriceType.PRICE_AVER_HHHC_LLLC:
return (HLow[highestLowIndex] + HClose[highestCloseIndex]) / 2.0;
case PriceType.PRICE_HO_LO:
case PriceType.PRICE_HC_LC:
return HHigh[lowestHighIndex];
default:
throw new ArgumentOutOfRangeException();
}
}
private double GetSupportValue(int index)
{
var lowestHighIndex = IndexOfLowest(HHigh, index);
var lowestOpenIndex = IndexOfLowest(HOpen, index);
var lowestCloseIndex = IndexOfLowest(HClose, index);
var highestLowIndex = IndexOfHighest(HLow, index);
switch (InputPriceType)
{
case PriceType.PRICE_HH_LL:
return HHigh[lowestHighIndex];
case PriceType.PRICE_AVER_HHHO_LLLO:
return (HHigh[lowestHighIndex] + HOpen[lowestOpenIndex]) / 2.0;
case PriceType.PRICE_AVER_HHHC_LLLC:
return (HHigh[lowestHighIndex] + HClose[lowestCloseIndex]) / 2.0;
case PriceType.PRICE_HO_LO:
case PriceType.PRICE_HC_LC:
return HLow[highestLowIndex];
default:
throw new ArgumentOutOfRangeException();
}
}
private int IndexOfLowest(DataSeries series, int index)
{
var lowestIndex = index;
for (var i = 0; i < InputDonchianPeriods; i++)
{
if (series[index - i] < series[lowestIndex])
{
lowestIndex = index - i;
}
}
return lowestIndex;
}
private int IndexOfHighest(DataSeries series, int index)
{
var highestIndex = index;
for (var i = 0; i < InputDonchianPeriods; i++)
{
if (series[index - i] > series[highestIndex])
{
highestIndex = index - i;
}
}
return highestIndex;
}
#region DataSeriesShortcuts
public DataSeries Open => Bars.OpenPrices;
public DataSeries High => Bars.HighPrices;
public DataSeries Low => Bars.LowPrices;
public DataSeries Close => Bars.ClosePrices;
public TimeSeries Times => Bars.OpenTimes;
public int Index => Bars.Count - 1;
public DataSeries HOpen => _highTfBars.OpenPrices;
public DataSeries HHigh => _highTfBars.HighPrices;
public DataSeries HLow => _highTfBars.LowPrices;
public DataSeries HClose => _highTfBars.ClosePrices;
public TimeSeries HTimes => _highTfBars.OpenTimes;
public int HIndex => _highTfBars.Count - 1;
#endregion
}