Initial commit

2026-01-28 09:10:52 +01:00
commit a1d2e96f8a
513 changed files with 19503 additions and 0 deletions
@@ -0,0 +1,22 @@
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+EndProject
+Global
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+EndGlobal
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+using cAlgo.API;
+using cAlgo.API.Indicators;
+
+namespace cAlgo.Indicators
+{
+    // Indicator in a separate window, shows HMA A (fast HMA) and trade signals.
+    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
+    public class HmaSmaCrossoverSignal : Indicator
+    {
+        [Parameter("HMA A Period (Fast)", DefaultValue = 20, Group = "Periods")]
+        public int HmaAPeriod { get; set; }
+
+        [Parameter("HMA B Period (Slow)", DefaultValue = 250, Group = "Periods")]
+        public int HmaBPeriod { get; set; }
+
+        [Parameter("SMA C Period (Base)", DefaultValue = 200, Group = "Periods")]
+        public int SmaCPeriod { get; set; }
+
+        // Output for HMA A to provide context for signals
+        [Output("HMA A", LineColor = "Cyan")]
+        public IndicatorDataSeries HmaAOutput { get; set; }
+
+        // Output for Buy signals
+        [Output("Buy Signal", LineColor = "Green", PlotType = PlotType.Points, Thickness = 8)]
+        public IndicatorDataSeries BuySignal { get; set; }
+
+        // Output for Sell signals
+        [Output("Sell Signal", LineColor = "Red", PlotType = PlotType.Points, Thickness = 8)]
+        public IndicatorDataSeries SellSignal { get; set; }
+
+        // Internal indicator references
+        private HullMovingAverage _hmaA;
+        private HullMovingAverage _hmaB;
+        private SimpleMovingAverage _smaC;
+
+        protected override void Initialize()
+        {
+            // Initialize the internal indicators using the close prices
+            _hmaA = Indicators.HullMovingAverage(Bars.ClosePrices, HmaAPeriod);
+            _hmaB = Indicators.HullMovingAverage(Bars.ClosePrices, HmaBPeriod);
+            _smaC = Indicators.SimpleMovingAverage(Bars.ClosePrices, SmaCPeriod);
+        }
+
+        public override void Calculate(int index)
+        {
+            // Assign HMA A value to the output series for the current index
+            HmaAOutput[index] = _hmaA.Result[index];
+
+            // We need at least 3 bars (index, index-1, index-2) for peak/trough detection at index-1
+            if (index < 2)
+            {
+                BuySignal[index] = double.NaN;
+                SellSignal[index] = double.NaN;
+                return;
+            }
+
+            // Get HMA A values for peak/trough detection
+            double hmaA_curr = _hmaA.Result[index];
+            double hmaA_prev = _hmaA.Result[index - 1];
+            double hmaA_prev2 = _hmaA.Result[index - 2];
+            
+            // Get values for signal conditions (at index - 1)
+            double hmaB_prev = _hmaB.Result[index - 1];
+            double smaC_prev = _smaC.Result[index - 1];
+
+            // Detect peak or trough at index - 1 (the last closed bar confirmed by the current bar)
+            // A peak occurs if the middle bar (index-1) is higher than its neighbors (index-2 and index)
+            bool isPeak = (hmaA_prev2 < hmaA_prev) && (hmaA_prev > hmaA_curr);
+            // A trough occurs if the middle bar (index-1) is lower than its neighbors
+            bool isTrough = (hmaA_prev2 > hmaA_prev) && (hmaA_prev < hmaA_curr);
+
+            // Initialize signals for the current bar (index) to NaN
+            BuySignal[index] = double.NaN;
+            SellSignal[index] = double.NaN;
+
+            // Reset signals at index - 1 (to handle repainting if the current bar 'index' changes)
+            BuySignal[index - 1] = double.NaN;
+            SellSignal[index - 1] = double.NaN;
+
+            // --- Sell Signal Condition ---
+            // B < C (Slow HMA below Base SMA)
+            // A > C (Fast HMA above Base SMA)
+            // A forms a peak (at index - 1)
+            if ((hmaB_prev < smaC_prev) && (hmaA_prev > smaC_prev) && isPeak)
+            {
+                // Place the signal dot at the peak (index - 1) at the HMA A level
+                SellSignal[index - 1] = hmaA_prev;
+            }
+
+            // --- Buy Signal Condition ---
+            // B > C (Slow HMA above Base SMA)
+            // A < C (Fast HMA below Base SMA)
+            // A forms a trough (at index - 1)
+            if ((hmaB_prev > smaC_prev) && (hmaA_prev < smaC_prev) && isTrough)
+            {
+                // Place the signal dot at the trough (index - 1) at the HMA A level
+                BuySignal[index - 1] = hmaA_prev;
+            }
+        }
+    }
+}
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+  <ItemGroup>
+    <PackageReference Include="cTrader.Automate" Version="*" />
+  </ItemGroup>
+</Project>
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+// <autogenerated />
+using System;
+using System.Reflection;
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+//------------------------------------------------------------------------------
+// <auto-generated>
+//     This code was generated by a tool.
+//
+//     Changes to this file may cause incorrect behavior and will be lost if
+//     the code is regenerated.
+// </auto-generated>
+//------------------------------------------------------------------------------
+
+using System;
+using System.Reflection;
+
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