Description
The TOSC oscillator shows the difference between the exponential moving average and the recursive trendline.
using System;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
namespace cAlgo
{
[Levels(0)]
[Indicator(IsOverlay = false, AccessRights = AccessRights.None)]
public class mTOSC : Indicator
{
[Parameter("Period (20)", DefaultValue = 20, MinValue = 1)]
public int inpPeriod { get; set; }
[Parameter("Smooth Period (7)", DefaultValue = 7, MinValue = 2)]
public int inpPeriodSmooth { get; set; }
[Parameter("Data Source (weighted)", DefaultValue = enumPriceTypes.Weighted)]
public enumPriceTypes inpPriceType { get; set; }
[Output("TOSC", LineColor = "Black", PlotType = PlotType.Line, Thickness = 1)]
public IndicatorDataSeries outTOSC { get; set; }
[Output("FIR", LineColor = "Red", PlotType = PlotType.Line, Thickness = 1)]
public IndicatorDataSeries outFIR { get; set; }
private MovingAverage _sma, _ema;
private IndicatorDataSeries _price, _tmp0, _tmp1, _tosc, _fir;
private double alpha;
protected override void Initialize()
{
alpha = (2.0/((double)inpPeriod + 1));
_price = CreateDataSeries();
_sma = Indicators.MovingAverage(_price, 1, MovingAverageType.Simple);
_ema = Indicators.MovingAverage(_price, inpPeriod, MovingAverageType.Exponential);
_tmp0 = CreateDataSeries();
_tmp1 = CreateDataSeries();
_tosc = CreateDataSeries();
_fir = CreateDataSeries();
}
public override void Calculate(int i)
{
switch (inpPriceType)
{
case enumPriceTypes.Open:
_price[i] = Bars.OpenPrices[i];
break;
case enumPriceTypes.Close:
_price[i] = Bars.ClosePrices[i];
break;
case enumPriceTypes.High:
_price[i] = Bars.HighPrices[i];
break;
case enumPriceTypes.Low:
_price[i] = Bars.LowPrices[i];
break;
case enumPriceTypes.Median:
_price[i] = Bars.MedianPrices[i];
break;
case enumPriceTypes.Typical:
_price[i] = Bars.TypicalPrices[i];
break;
case enumPriceTypes.Weighted:
_price[i] = Bars.WeightedPrices[i];
break;
default:
_price[i] = Bars.ClosePrices[i];
break;
}
_tmp0[i] = i>inpPeriod ? (1 - alpha) * _tmp0[i-1] + _sma.Result[i] : _sma.Result[i];
_tmp1[i] = i>inpPeriod ? (1 - alpha) * _tmp1[i-1] + alpha * (_sma.Result[i] + _tmp0[i] - _tmp0[i-1]) : alpha * (_sma.Result[i] + _tmp0[i]);
_tosc[i] = (_tmp1[i] - _ema.Result[i]) / Symbol.TickSize;
_fir[i] = i>4 ? (_tosc[i] + 2.0 * _tosc[i-1] + 2.0 * _tosc[i-2] + _tosc[i-3]) / 6.0 : _tosc[i];
outTOSC[i] = _tosc[i];
outFIR[i] = _fir[i];
}
}
public enum enumPriceTypes
{
Open,
Close,
High,
Low,
Median,
Typical,
Weighted
}
}
mfejza
Joined on 25.01.2022
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: mTOSC.algo
- Rating: 5
- Installs: 579
- Modified: 01/04/2023 17:01
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