How to rewrite this to get bars from file or array in C#?
10 Sep 2015, 09:20
Hi,
How change this regressin indicator to get bars from file or array dont use calculate:
Or how works Calculate?
using System;
using cAlgo.API;
using cAlgo.API.Indicators;
namespace cAlgo.Indicators
{
[Indicator(IsOverlay = true, AccessRights = AccessRights.None)]
public class Regression : Indicator
{
[Parameter(DefaultValue = 3.0, MinValue = 1, MaxValue = 4)]
public int degree { get; set; }
[Parameter(DefaultValue = 2000)]
public int period { get; set; }
[Parameter(DefaultValue = 1.7)]
public double strdDev { get; set; }
[Output("PRC", Color = Colors.Gray, LineStyle = LineStyle.Lines)]
public IndicatorDataSeries prc { get; set; }
[Output("SQH", Color = Colors.Red, LineStyle = LineStyle.Lines)]
public IndicatorDataSeries sqh { get; set; }
[Output("SQL", Color = Colors.DodgerBlue, LineStyle = LineStyle.Lines)]
public IndicatorDataSeries sql { get; set; }
public int ix { get; set; }
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 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 double sq3;
private int i0 = 0;
private int mi;
public override void Calculate(int index)
{
//if (!IsLastBar || index < period)
//return;
int i = index;
ix = i;
ip = period;
p = ip;
sx[1] = p + 1;
nn = degree + 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 = 0.0;
for (n = i0; n <= i0 + p; n++)
{
if (mi == 1)
sum += MarketSeries.Close[index - n];
else
sum += MarketSeries.Close[index - 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);
}
}
sq = 0.0;
sq2 = 0.0;
sq3 = 0.0;
for (n = i0; n <= i0 + p; n++)
{
sum = 0;
for (kk = 1; kk <= degree; kk++)
{
sum += x[kk + 1] * Math.Pow(n, kk);
}
prc[index - n] = (x[1] + sum);
sq += Math.Pow(MarketSeries.Close[index - n] - prc[index - n], 2);
sq2 = sq;
sq3 = sq;
}
sq = Math.Sqrt(sq / (p + 1)) * strdDev;
for (n = 0; n <= period; n++)
{
sqh[index - n] = prc[index - n] + sq;
sql[index - n] = prc[index - n] - sq;
}
prc[index - period] = double.NaN;
sqh[index - period] = double.NaN;
sql[index - period] = double.NaN;
}
}
}
Thanks

Spotware
10 Sep 2015, 16:48
Dear Trader,
We do not provide coding assistance services. We more than glad to assist you with specific questions about cAlgo.API. You can contact one of our Partners or post a job in Development Jobs section for further coding assistance.
@Spotware