MQL5 工作: Nouveau Belkhayate Gravity MDF

描述

指定

region Using declarations

using System;

using System.ComponentModel;

using System.Diagnostics;

using System.Drawing;

using System.Drawing.Drawing2D;

using System.Xml.Serialization;

using NinjaTrader.Cbi;

using NinjaTrader.Data;

using NinjaTrader.Gui.Chart;

#endregion

// This namespace holds all indicators and is required. Do not change it.

namespace NinjaTrader.Indicator

{

/// <summary>

/// Enter the description of your new custom indicator here

/// </summary>

[Description("Belkhayate Gravity Center")]

public class BCG : Indicator

{

#region Variables

// Wizard generated variables

private int period = 180; // Default setting for Period

private int order = 3; // Default setting for Order

private double ecart = 1.618; // Default setting for Ecart

// User defined variables (add any user defined variables below)

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 int f;

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 int i0 = 0;

private int mi;

#endregion

/// <summary>

/// This method is used to configure the indicator and is called once before any bar data is loaded.

/// </summary>

protected override void Initialize()

{

Add(new Plot(Color.FromKnownColor(KnownColor.MediumBlue), PlotStyle.Line, "GravityLine"));

Add(new Plot(Color.FromKnownColor(KnownColor.Gray), PlotStyle.Line, "UC1"));

Add(new Plot(Color.FromKnownColor(KnownColor.Red), PlotStyle.Line, "UC2"));

Add(new Plot(Color.FromKnownColor(KnownColor.Red), PlotStyle.Line, "UC3"));

Add(new Plot(Color.FromKnownColor(KnownColor.Gray), PlotStyle.Line, "LC1"));

Add(new Plot(Color.FromKnownColor(KnownColor.LimeGreen), PlotStyle.Line, "LC2"));

Add(new Plot(Color.FromKnownColor(KnownColor.LimeGreen), PlotStyle.Line, "LC3"));

CalculateOnBarClose = false;

Overlay = true;

PriceTypeSupported = true;

}

/// <summary>

/// Called on each bar update event (incoming tick)

/// </summary>

protected override void OnBarUpdate()

{

if( CurrentBar < Period) return;

ip = Period;

p = ip;

sx[1] = p + 1;

nn = Order + 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=0.00000;

for(n=i0;n<=i0+p;n++)

{

if(mi==1) sum+=Close[n];

else sum+=Close[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);

}

//===========================================================================================================================

for(n=i0;n<=i0+p;n++)

{

sum=0;

for(kk=1;kk<=Order;kk++)

{

sum+=x[kk+1]*Math.Pow(n,kk);

}

GravityLine.Set(n,x[1]+sum);

}

//-----------------------------------Std-----------------------------------------------------------------------------------

sq=0.0;

for(n=i0;n<=i0+p;n++)

{

sq+=Math.Pow(Close[n]-GravityLine[n],2);

}

sq = Math.Sqrt(sq/(p+1))*Ecart;

for(n=i0;n<=i0+p;n++)

{

UC1.Set(n,GravityLine[n]+sq);

LC1.Set(n,GravityLine[n]-sq);

UC2.Set(n,GravityLine[n]+sq*2);

LC2.Set(n,GravityLine[n]-sq*2);

UC3.Set(n,GravityLine[n]+sq*3);

LC3.Set(n,GravityLine[n]-sq*3);

}

#region Properties

[Browsable(false)] // this line prevents the data series from being displayed in the indicator properties dialog, do not remove