Stochastic Momentum Index free

by fzlogic in category Oscilator at 06/08/2012
Description

SMI Indicator is used to predict the trend prevailing in the market i.e. either bullish or bearish. The trend is bearish if its SMI Output is below 40. Conversely, an SMI Output of above 40 indicates a bullish trend. In SMI, when the current closing price is greater than the Midpoint of High/Low Range, the outcome is above zero. Similarly, when the Current Close is less than the Midpoint of High/Low Range, than SMI is below zero. SMI uses a wide range that can vary from a negative value of -100 to a positive value of +100. In order to smooth the results of SMI, a Moving Average is determined, a.k.a. Stochastic %D.

 

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Formula / Source Code
Language: C#
Trading Platform: cAlgocTrader
/*
 * H = CurrentClose   (High MAX + Low MIN) / 2

HS1 =Exponential Moving Average(H,3)
HS2 = Exponential Moving Average(HS1,3)

DHL1 =Exponential Moving Average  (High MAX   Low MIN,3) 
DHL2 = Exponential Moving Average (High MAX   Low MIN, 3) / 2

SMI TODAY = (HS2 / DHL2) * 100
 */

using cAlgo.API;
using cAlgo.API.Indicators;

namespace cAlgo.Indicators
{
    [Indicator(AccessRights = AccessRights.None)]
    internal class SMI : Indicator
    {
        private ExponentialMovingAverage _emaDiffCenter;
        private ExponentialMovingAverage _emaDiffHighLow;
        private ExponentialMovingAverage _emaDiffHighLow2;
        private ExponentialMovingAverage _emaSmoothed;
        private MovingAverage _maSmi;
        private IndicatorDataSeries _iDataSeries;
        private IndicatorDataSeries _iDataSeriesHighLow;
        private IndicatorDataSeries _smi;

        [Parameter("Period", DefaultValue = 10)]
        public int Period { get; set; }

        [Parameter("MA Type", DefaultValue = MovingAverageType.Simple)]
        public MovingAverageType MaType { get; set; }

        [Output("SMI")]
        public IndicatorDataSeries Result { get; set; }

        [Output("Moving Average", Color = Colors.Blue, LineStyle=LineStyle.Dots)]
        public IndicatorDataSeries MaResult { get; set; }


        [Output("SellLine", Color = Colors.Magenta, LineStyle = LineStyle.Dots)]
        public IndicatorDataSeries SellLine { get; set; }

        [Output("BuyLine", Color = Colors.Magenta, LineStyle = LineStyle.Dots)]
        public IndicatorDataSeries BuyLine { get; set; }

        protected override void Initialize()
        {
            _iDataSeries = CreateDataSeries();
            _emaDiffCenter = Indicators.ExponentialMovingAverage(_iDataSeries, 3);
            _emaSmoothed = Indicators.ExponentialMovingAverage(_emaDiffCenter.Result, 3);

            _iDataSeriesHighLow = CreateDataSeries();
            _emaDiffHighLow = Indicators.ExponentialMovingAverage(_iDataSeriesHighLow, 3);
            _emaDiffHighLow2 = Indicators.ExponentialMovingAverage(_emaDiffHighLow.Result, 3);
            
            _smi = CreateDataSeries();
            _maSmi = Indicators.MovingAverage(_smi, Period, MaType);
        }

        public override void Calculate(int index)
        {
            double center = (High(index) + Low(index))/2;
            _iDataSeries[index] = MarketSeries.Close[index] - center;

            _iDataSeriesHighLow[index] = (High(index) - Low(index));
            _emaDiffHighLow2.Result[index] /= 2;

            _smi[index] = 100 * (_emaSmoothed.Result[index] / _emaDiffHighLow2.Result[index]);
            Result[index] = _smi[index];
            MaResult[index] = _maSmi.Result[index];
            
            SellLine[index] = 40;
            BuyLine[index] = -40;
        }

        /// <summary>
        /// Retrieve the Highest Price of the past Period
        /// </summary>
        /// <param name="index"></param>
        /// <returns></returns>
        private double High(int index)
        {
            double high = MarketSeries.High[index - Period];

            for (int i = index - Period + 1; i <= index; i++)
            {
                if (MarketSeries.High[i] > high)
                    high = MarketSeries.High[i];
            }

            return high;
        }

        /// <summary>
        /// Retrieve the Lowest Price of the past Period
        /// </summary>
        /// <param name="index"></param>
        /// <returns></returns>
        private double Low(int index)
        {
            double low = MarketSeries.Low[index - Period];

            for (int i = index - Period + 1; i <= index; i++)
            {
                if (MarketSeries.Low[i] < low)
                    low = MarketSeries.Low[i];
            }

            return low;
        }
    }
}
Comments

fermjy - June 09, 2018 @ 20:17

_emaDiffHighLow2.Result[index] /= 2;

¿¿?? 
it's read only

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