Polarized Fractal Efficiency indicator free

by mfejza in category Oscilator at 01/02/2023
Description

The Polarized Fractal Efficiency indicator is designed for identifying trend from deriving fast and slow ROC indicator values

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Formula / Source Code
Language: C#
Trading Platform: cAlgocTrader
´╗┐using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;

namespace cAlgo
{
    [Levels(-100, -50, 0, 50, 100)]
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class mPFE : Indicator
    {
        [Parameter("PeriodFastROC (7)", DefaultValue = 1, MinValue = 1)]
        public int PeriodFastROC { get; set; }
        [Parameter("PeriodSlowROC (9)", DefaultValue = 9, MinValue = 3)]
        public int PeriodSlowROC { get; set; }
        [Parameter("PeriodMA (5)", DefaultValue = 5, MinValue = 1)]
        public int PeriodMA { get; set; }
        [Parameter("PDS (710)", DefaultValue = 10, MinValue = 1)]
        public int PDS { get; set; }
        [Parameter("MA Type", DefaultValue = MovingAverageType.Exponential)]
        public MovingAverageType MAType { get; set; }

        [Output("olarized Fractal Efficiency", LineColor = "Black", PlotType = PlotType.Line, Thickness = 1)]
        public IndicatorDataSeries outPFE { get; set; }


        private IndicatorDataSeries _raw;
        private IndicatorDataSeries _pfe;
        private MovingAverage _pfema;
        double slow, fast, x, y, z;


        protected override void Initialize()
        {
            _raw = CreateDataSeries();
            _pfe = CreateDataSeries();
            _pfema = Indicators.MovingAverage(_raw, PeriodMA, MAType);
        }

        public override void Calculate(int i)
        {
            slow = (Bars.ClosePrices[i + PeriodSlowROC] != 0 ? 100.0 * (Bars.ClosePrices[i] / Bars.ClosePrices[i + PeriodSlowROC] - 1) : 0);
            fast = (Bars.ClosePrices[i + PeriodFastROC] != 0 ? 100.0 * (Bars.ClosePrices[i] / Bars.ClosePrices[i + PeriodFastROC] - 1) : 0);
            x = Math.Sqrt(slow * slow + 100.0);
            y = Math.Sqrt(fast * fast + 1.0) + PDS;
            z = x / (y != 0 ? y : 1);
            _raw[i] = (Bars.ClosePrices[i] > Bars.ClosePrices[i + PeriodSlowROC] ? 100.0 * z : -100.0 * z);

            outPFE[i] = _pfema.Result[i];
        }
    }
}
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