Building Custom Indicator

blousetrader — Mon, 19 Oct 2009 06:11:04 GMT

I'd started building some code for a custom indicator but ran into problems as a userseries cannot be used as input to an indicator.
Here's what I had so far but where do I go from here? Appreciate any help..

Public Class MySymbolScript
Inherits MySymbolScriptBase

Private Constant100 As ConstantSeries
Private Constant2 As ConstantSeries
Private Constant1 As ConstantSeries

Private TH As UserSeries
Private TL As UserSeries
Private TR As SubtractSeries

Private PlusDM As UserSeries
Private PlusDIDen As WildersSmoothing
Private PlusDINum As WildersSmoothing
Private PlusDIDiv As DivideSeries
Private PlusDI As MultiplySeries
Private MinusDM As UserSeries
Private MinusDIDen As WildersSmoothing
Private MinusDINum As WildersSmoothing
Private MinusDIDiv As DivideSeries
Private MinusDI As MultiplySeries

Private DIDifInput As SubtractSeries
Private DIDif As AbsoluteValue
Private DISum As AddSeries

Private ADXFinalVarInp As DivideSeries
Private ADXFinalVar As WildersSmoothing
Private ADXFinal As MultiplySeries
Private ADXFinalShift As Shift
Private ADXRAdd As AddSeries
Private ADXRCustom As DivideSeries
Private _ADX As UserSeries

Private EMAIndex As UserSeries
Private HighVAl As Highest
Private LowVAl As Lowest
Private Diff As SubtractSeries
Private MyConst As UserSeries
Private VarMASeriesSub As SubtractSeries
Private VarMASeriesMult1 As MultiplySeries
Private VarMASeriesMult2 As MultiplySeries
Private VarMASeries As AddSeries
Private SMASeries As SMA
Private VarMA As UserSeries
Private VarMAShift As Shift

'Private ADX8 As ADX
'Private baseEMA4 As VariableMA

Public Overloads Overrides Sub Startup()
' Perform initialization here
Dim ADXPr As Integer = 8

TH = New UserSeries()
TL = New UserSeries()
TR = New SubtractSeries
TR.SetInputs(TH,TL)

PlusDM = New UserSeries
MinusDM = New UserSeries

Constant100 = New ConstantSeries(100)
Constant2 = New ConstantSeries(2)
Constant1 = New ConstantSeries(1)

PlusDIDen = New WildersSmoothing(ADXPr,Tr)
PlusDINum = New WildersSmoothing(ADXPr,PlusDM)
PlusDIDiv = New DivideSeries
PlusDIDiv.SetInputs(PlusDINum,PlusDIDen)
PlusDI = New MultiplySeries
PlusDI.SetInputs(Constant100,PlusDIDiv)

MinusDIDen = New WildersSmoothing(ADXPr,Tr)
MinusDINum = New WildersSmoothing(ADXPr,MinusDM)
MinusDIDiv = New DivideSeries
MinusDIDiv.SetInputs(MinusDINum,MinusDIDen)
MinusDI = New MultiplySeries
MinusDI.SetInputs(Constant100,MinusDIDiv)

DIDifInput = New SubtractSeries
DIDifInput.SetInputs(PlusDI,MinusDI)
DIDif = New AbsoluteValue
DIDif.SetInputs(DIDifInput)
DISum = New AddSeries
DISum.SetInputs(PlusDI,MinusDI)

ADXFinalVarInp = New DivideSeries
ADXFinalVarInp.SetInputs(DIDif,DISum)
ADXFInalVar = New WildersSmoothing(ADXPr,ADXFinalVarInp)
ADXFinal = New MultiplySeries
ADXFinalShift = New Shift(7)
ADXFinal.SetInputs(Constant100,ADXFinalVar)

ADXRAdd = New AddSeries
ADXRAdd.SetInputs(ADXFinal,ADXFinalShift)
ADXRCustom = New DivideSeries
ADXRCustom.SetInputs(ADXRAdd,Constant2)
_ADX = New UserSeries

EMAIndex = New UserSeries
HighVal = New Highest(ADXPr,_ADX)
LowVal = New Lowest(ADXPr,_ADX)
Diff = New SubtractSeries
Diff.SetInputs(HighVal,LowVal)
MyConst = New UserSeries

VarMASeriesSub = New SubtractSeries
VarMASeriesSub.SetInputs(Constant1,MyConst)
VarMASeriesMult1 = New MultiplySeries
VarMASeriesMult1.SetInputs(VarMASeriesSub,VarMAShift)
VarMASeriesMult2 = New MultiplySeries
VarMASeriesMult2.SetInputs(MyConst,Close)
VarMASeries = New AddSeries
VarMASeries.SetInputs(VarMASeriesMult1,VarMASeriesMult2)
SMASeries = New SMA(2,VarMASeries)
VarMA = New UserSeries
VarMAShift = New Shift(1)

VarMA.ChartSettings.Color = Color.Black
VarMA.ChartSettings.LineSize = 2

End Sub

Public Overloads Overrides Sub NewBar()
' Put your trading code here
Dim ADXType As Integer = 2 '2 is EMA, 0 is Simple MA
Dim VarMAPr As Integer = 4
Dim ADXPr As Integer = 8

'Build UserSeries here
TH = IIf(Close.LookBack(1) > High.Current,Close.LookBack(1),High.Current)
TL = IIf(Close.LookBack(1) < Low.Current,Close.LookBack(1),Low.Current)

PlusDM = IIf(High.Current > High.LookBack(1) And low.Current >= low.LookBack(1),high.Current-high.LookBack(1), _
IIf(High.Current > High.LookBack(1) And low.Current < low.LookBack(1) And high.Current - high.LookBack(1) > low.LookBack(1) - low.Current,high.Current-high.LookBack(1),0))

MinusDM = IIf(Low.Current < Low.LookBack(1) And High.Current <= High.LookBack(1),Low.LookBack(1) - Low.Current, _
IIf(high.Current > high.LookBack(1) And low.Current < low.LookBack(1) And high.Current - high.LookBack(1) < low.LookBack(1) - low.Current,Low.LookBack(1) - Low.Current,0))

'ADXRCustom = (ADXFinal.Current + ADXFinal.LookBack(7))/2
_ADX = IIf(ADXType = 0,ADXFinal.Current,ADXRCustom.Current)

EMAIndex = IIf(VarMAPr > 0,(2/(1+VarMAPr)),0.2)
MyConst = IIf(Diff.Current > 0,(_ADX.Current - LowVal.Current)/Diff.Current,EMAIndex.Current)
MyConst = IIf(MyConst.Current > EMAIndex.Current,EMAIndex.Current,MyConst.Current)
'VarMASeries = ((1-MyConst.Current) * VarMA.LookBack(1)) + (MyConst.Current * Close.Current)
VarMA = IIf(Bars.Count < (ADXPr + (ADXPr*1.5)),Close.Current,SMASeries.Current)

End Sub

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Building Custom Indicator