MERHABA
aşağıda kodunu paylaştığım indikatörü matriks ıq ya uyarlayabilir misiniz?
namespace Matriks.Lean.Algotrader
{
[Indicator(IsOverlay = true, AutoRescale = false, AccessRights = AccessRights.None)]
public class ZigZagAndFiboLevels : Indicator
{
[Parameter("Deviation Percent", DefaultValue = 2, MinValue = 0.01)]
public double deviationPercent { get; set; }
[Parameter("Show Fibo Levels", DefaultValue = true)]
public bool Allow_To_Show_Fibo_Levels { get; set; }
[Parameter("Show Fibo Labels", DefaultValue = true)]
public bool Allow_To_Show_Fibo_Labels { get; set; }
[Parameter("Show Only Fibo %", DefaultValue = true)]
public bool Allow_To_Show_Only_Fibo_Percent { get; set; }
[Output("Zig Zag", Color = Colors.LightGray, Thickness = 1, PlotType = PlotType.Line)]
public IndicatorDataSeries Value { get; set; }
public enum Direction
{
Up,
Down
}
private Direction direction = Direction.Up;
private double Extremum_Price = 0.0;
private double Extremum_Price_Up = 0.0;
private double Extremum_Price_Down = 0.0;
private int Extremum_Index = 0;
/// used to remove objects
private int Previous_Index = 0;
//List<string> myCollection = new List<string>();
//private string[] Objects = new string[1];
public struct Result
{
public int? Index;
public double? Value;
}
public Result Last_Extremum()
{
for (int index = Value.Count - 1; index >= 0; index--)
if (!Value[index].Equals(Double.NaN))
return new Result
{
Index = index,
Value = Value[index]
};
return new Result
{
Index = null,
Value = null
};
}
public double Extremum_Price_UP()
{
return Extremum_Price_Up;
}
public double Extremum_Price_DOWN()
{
return Extremum_Price_Down;
}
private void Move_Extremum(int index, double price)
{
//ChartObjects.RemoveObject("Info " + Extremum_Index);
//for (int i = 0; i < Objects.Length; i++)
// if (Objects[i] != null)
// {
// Print("obj = {0}", Objects[i]);
// ChartObjects.RemoveObject(Objects[i]);
// }
Value[Extremum_Index] = Double.NaN;
Set_Extremum(index, price);
}
private void Set_Extremum(int index, double price)
{
if (Allow_To_Show_Fibo_Levels)
Draw_Fibo_Levels(index, price);
//ChartObjects.DrawText("Info " + index, price.ToString(), index, Extremum_Price < price ? price + 0.002 : price - 0.002, VerticalAlignment.Center, HorizontalAlignment.Center, Colors.Yellow);
Extremum_Price_Up = direction == Direction.Up ? price : Extremum_Price_Up;
Extremum_Price_Down = direction == Direction.Down ? price : Extremum_Price_Down;
Print("Extremum_Price_Up = {0} Extremum_Price_Down = {1}", Extremum_Price_Up, Extremum_Price_Down);
Extremum_Index = index;
Extremum_Price = price;
Value[Extremum_Index] = Extremum_Price;
}
private void Draw_Fibo_Levels(int New_Index, double New_Extremum)
{
var LE = Last_Extremum();
if (LE.Index == null || LE.Value == null)
return;
//0; 23,6; 38,2; 50; 61,8; 76,4; 100
//123.6 - 138.2 - 161.8 - 200.0 - 238.2 - 261.8 - 300.0 - 338.2 - 400.0 - 423.6 - 485.4 - 547.2 - 647.2 - 685.4
double First_Point = (double)LE.Value;
double Second_Point = New_Extremum;
double Value_0_00 = (double)LE.Value;
double Value_23_6 = Fibo_Level(First_Point, Second_Point, 0.236);
double Value_38_2 = Fibo_Level(First_Point, Second_Point, 0.382);
double Value_50_0 = Fibo_Level(First_Point, Second_Point, 0.5);
double Value_61_8 = Fibo_Level(First_Point, Second_Point, 0.618);
double Value_76_4 = Fibo_Level(First_Point, Second_Point, 0.764);
double Value_100_ = Fibo_Level(First_Point, Second_Point, 1.0);
double Value_138_2 = Fibo_Level(First_Point, Second_Point, 1.382);
double Value_161_8 = Fibo_Level(First_Point, Second_Point, 1.618);
double Value_200_0 = Fibo_Level(First_Point, Second_Point, 2.0);
double Value_261_8 = Fibo_Level(First_Point, Second_Point, 2.618);
double Value_338_2 = Fibo_Level(First_Point, Second_Point, 3.382);
double Value_423_6 = Fibo_Level(First_Point, Second_Point, 4.236);
double Value_547_2 = Fibo_Level(First_Point, Second_Point, 5.472);
double Value_685_4 = Fibo_Level(First_Point, Second_Point, 6.854);
int Index = (int)LE.Index;
Draw_Fibo_Level(Index, New_Index, Value_0_00, "0.00%", 1);
Draw_Fibo_Level(Index, New_Index, Value_23_6, "23.6%", 2);
Draw_Fibo_Level(Index, New_Index, Value_38_2, "38.2%", 3);
Draw_Fibo_Level(Index, New_Index, Value_50_0, "50.0%", 4);
Draw_Fibo_Level(Index, New_Index, Value_61_8, "61.6%", 5);
Draw_Fibo_Level(Index, New_Index, Value_76_4, "76.4%", 6);
Draw_Fibo_Level(Index, New_Index, Value_100_, "100.0%", 7);
Draw_Fibo_Level(Index, New_Index, Value_138_2, "138.2%", 8);
Draw_Fibo_Level(Index, New_Index, Value_161_8, "161.8%", 9);
Draw_Fibo_Level(Index, New_Index, Value_200_0, "200.0%", 10);
Draw_Fibo_Level(Index, New_Index, Value_261_8, "261.8%", 11);
Draw_Fibo_Level(Index, New_Index, Value_338_2, "338.2%", 12);
Draw_Fibo_Level(Index, New_Index, Value_423_6, "423.6%", 13);
Draw_Fibo_Level(Index, New_Index, Value_547_2, "547.2%", 14);
Draw_Fibo_Level(Index, New_Index, Value_685_4, "685.4%", 15);
Previous_Index = (int)LE.Index;
}
private void Draw_Fibo_Level(int First_Point, int Second_Point, double Value, string Level, int Object_Number)
{
Colors color = Colors.DarkGray;
double thickness = 0.5;
LineStyle Line_Style = LineStyle.DotsRare;
VerticalAlignment VA = VerticalAlignment.Center;
HorizontalAlignment HA = HorizontalAlignment.Left;
ChartObjects.DrawLine("Line" + Level + First_Point, First_Point, Value, Second_Point, Value, color, thickness, Line_Style);
if (Allow_To_Show_Fibo_Labels)
ChartObjects.DrawText("Text" + Level + First_Point, (Allow_To_Show_Only_Fibo_Percent ? "" : (Value.ToString() + " - ")) + Level, Second_Point, Value + 0.001, VA, HA, color);
}
/*
Print("Objects.Length {0}", Objects.Length);
Print("Objects Number {0}", Object_Number);
if ((int)Objects.Length < Object_Number * 2)
{
Array.Resize(ref Objects, Object_Number * 2 + 1);
Print("Objects.Length after {0}", Objects.Length);
}
Objects[Object_Number * 2 - 1] = "Line" + Level + First_Point;
Objects[Object_Number * 2] = "Text" + Level + First_Point;
*/
private double Fibo_Level(double Base_Point, double Target_Point, double Level)
{
return Math.Round(Base_Point > Target_Point ? (Base_Point - (Base_Point - Target_Point) * Level) : (Base_Point + (Target_Point - Base_Point) * Level), 5);
}
public override void Calculate(int index)
{
double low = MarketSeries.Low[index];
double high = MarketSeries.High[index];
if (Extremum_Price == 0.0)
{
Extremum_Price = high;
Extremum_Price_Up = high;
Extremum_Price_Down = low;
}
if (MarketSeries.Close.Count < 2)
return;
if (direction == Direction.Down)
{
if (low <= Extremum_Price)
Move_Extremum(index, low);
else if (high >= Extremum_Price * (1.0 + deviationPercent * 0.01))
{
Set_Extremum(index, high);
direction = Direction.Up;
}
}
else
{
if (high >= Extremum_Price)
Move_Extremum(index, high);
else if (low <= Extremum_Price * (1.0 - deviationPercent * 0.01))
{
Set_Extremum(index, low);
direction = Direction.Down;
}
}
}
}
}
