Initial commit

2026-01-28 09:10:52 +01:00
commit a1d2e96f8a
513 changed files with 19503 additions and 0 deletions
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+
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio Version 16
+VisualStudioVersion = 16.0.30011.22
+MinimumVisualStudioVersion = 10.0.40219.1
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Parabolic Stop", "Parabolic Stop\Parabolic Stop.csproj", "{fbbf853c-ecf6-4c65-b8cf-c9b8291d74f7}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|Any CPU = Debug|Any CPU
+		Release|Any CPU = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{fbbf853c-ecf6-4c65-b8cf-c9b8291d74f7}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{fbbf853c-ecf6-4c65-b8cf-c9b8291d74f7}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{fbbf853c-ecf6-4c65-b8cf-c9b8291d74f7}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{fbbf853c-ecf6-4c65-b8cf-c9b8291d74f7}.Release|Any CPU.Build.0 = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+EndGlobal
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+using cAlgo.API;
+using cAlgo.API.Indicators;
+
+namespace cAlgo
+{
+
+    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
+    public class ParabolicStop : Indicator
+    {
+
+        [Parameter("Start", DefaultValue = 0.02)]
+        public double Start { get; set; }
+
+        [Parameter("Maximum", DefaultValue = 0.2)]
+        public double Maximum { get; set; }
+
+        [Parameter("Length", DefaultValue = 20)]
+        public int Length { get; set; }
+
+        [Parameter("Multiplier", DefaultValue = 4)]
+        public int Multiplier { get; set; }
+
+        private ParabolicSAR _sar;
+        private SimpleMovingAverage _smaClose;
+        private AverageTrueRange _atr;
+
+        private double _max;
+        private double _min;
+        private bool _isUptrend;
+        private double _vstop;
+        bool isUptrendPrev;
+        double vstopPrev;
+
+        // Erstelle die IndicatorDataSeries mit Output-Attribut und LineColor
+        [Output("Stop Line", LineColor = "Aqua", PlotType = PlotType.Line)]
+        public IndicatorDataSeries _stopLine { get; set; }
+
+        [Output("SMA Line", LineColor = "White", PlotType = PlotType.Line)]
+        public IndicatorDataSeries _smaLine { get; set; }
+
+        protected override void Initialize()
+        {
+            _sar = Indicators.ParabolicSAR(Bars, Start, Maximum);
+            _smaClose = Indicators.SimpleMovingAverage(Bars.ClosePrices, 3 * Length);
+            _atr = Indicators.AverageTrueRange(Bars, Length, MovingAverageType.Exponential);
+
+        }
+
+        public override void Calculate(int index)
+        {
+            double smaClose = _smaClose.Result[index];
+
+            double max1 = System.Math.Max(_max, Bars.ClosePrices[index]); 
+            double min1 = System.Math.Min(_min, Bars.ClosePrices[index]); 
+
+            double stop = isUptrendPrev ? max1 - Multiplier * _atr.Result[index] : min1 + Multiplier * _atr.Result[index];
+
+            double vstop1 = isUptrendPrev ? System.Math.Min(System.Math.Max(vstopPrev, stop), _sar.Result[index]) : System.Math.Max(System.Math.Min(vstopPrev, stop), _sar.Result[index]); 
+
+            isUptrendPrev = _isUptrend;
+            _isUptrend = Bars.ClosePrices[index] - vstop1 >= 0;
+            bool isTrendChanged = _isUptrend != isUptrendPrev;
+
+            _max = isTrendChanged ? Bars.ClosePrices[index] : max1;
+            _min = isTrendChanged ? Bars.ClosePrices[index] : min1;
+
+            vstopPrev = _vstop;
+            _vstop = isTrendChanged ? (_isUptrend ? System.Math.Max(_max - Multiplier * _atr.Result[index], _sar.Result[index]) : System.Math.Min(_min + Multiplier * _atr.Result[index], _sar.Result[index])) : vstop1; 
+
+            _stopLine[index] = _vstop;  
+            _smaLine[index] = smaClose;  
+        }
+    }
+}
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+<Project Sdk="Microsoft.NET.Sdk">
+  <PropertyGroup>
+    <TargetFramework>net6.0</TargetFramework>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <PackageReference Include="cTrader.Automate" Version="*" />
+  </ItemGroup>
+</Project>