VelociTy Indicator

by aysos75 in category Volatility at 22/07/2015
Description

Indicate the acceleration of the high price and the low price with a moving average. 

If the moving average is over ZERO the trend is UP otherwise it's Down.

If the green line crosse above the ZERO line in uptrend you can buy.

If the green line crosse below the ZERO line in downtrend you can sell.

For a best signal use two ceilling line.

Project Hosting for Open Source Software on Github : https://github.com/abhacid/cAlgoBot 

Copyright (c) 2014 abdallah HACID, https://www.facebook.com/ab.hacid

 

 

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Formula / Source Code
Language: C#
Trading Platform: cAlgocTrader
//The MIT License (MIT)
//Copyright (c) 2014 abdallah HACID, https://www.facebook.com/ab.hacid

//Permission is hereby granted, free of charge, to any person obtaining a copy of this software
//and associated documentation files (the "Software"), to deal in the Software without restriction,
//including without limitation the rights to use, copy, modify, merge, publish, distribute,
//sublicense, and/or sell copies of the Software, and to permit persons to whom the Software
//is furnished to do so, subject to the following conditions:

//The above copyright notice and this permission notice shall be included in all copies or
//substantial portions of the Software.

//THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING
//BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
//NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM,
//DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
//OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

// Project Hosting for Open Source Software on Github : https://github.com/abhacid/cAlgoBot 

// -------------------------------------------------------------------------------------------------
//
//    Leonardo Hermoso, modifié par https://www.facebook.com/ab.hacid
//    
//    leonardo.hermoso arroba hotmail.com
//    If you are going to modify this file please make a copy using the "Duplicate" command.
//
// -------------------------------------------------------------------------------------------------

using System;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.Lib;


namespace cAlgo.Indicators
{
    [Indicator(TimeZone = TimeZones.UTC, IsOverlay = false, AccessRights = AccessRights.None)]
    [Levels(-5, -3, -2, -1, -0.75, -0.5, -0.25, 0, 0.25, 0.5,
    0.75, 1, 2, 3, 5)]
    public class VelocityIndicator : Indicator
    {
        #region cIndicators Parammeters

        [Parameter("Number Of Candle", DefaultValue = 5, MinValue = 1)]
        public int NumberOfCandle { get; set; }

        [Parameter("Moving Average", DefaultValue = MovingAverageType.Exponential)]
        public MovingAverageType MovingAverageType { get; set; }

        [Parameter("MA Period", DefaultValue = 14, MinValue = 2)]
        public int Period { get; set; }

        [Output("High Acceleration", Color = Colors.Green, Thickness = 1)]
        public IndicatorDataSeries HighAccelerationSeries { get; set; }

        [Output("Low Acceleration", Color = Colors.Red, Thickness = 1)]
        public IndicatorDataSeries LowAccelerationSeries { get; set; }

        [Output("Moving Average", Color = Colors.Blue, Thickness = 2)]
        public IndicatorDataSeries MovingAverageSeries { get; set; }

        #endregion

        MovingAverage _movingAverage;
        double _elapsedTime;

        protected override void Initialize()
        {
            _movingAverage = Indicators.MovingAverage(HighAccelerationSeries, Period, MovingAverageType);

            long elapsedTicks = (long)Math.Ceiling((NumberOfCandle + 0.5) * MarketSeries.TimeFrame.ToTimeSpan().Ticks);
            TimeSpan elapsedSpan = new TimeSpan(elapsedTicks);
            _elapsedTime = elapsedSpan.TotalSeconds;
        }

        /// <summary>
        /// S = S0 + V0t +(at^2)/2   a = (2*(S-S0))/t^2.
        /// v = v0 +at
        /// </summary>
        /// <param name="index"></param>
        public override void Calculate(int index)
        {
            double high = MarketSeries.High[index];
            double previewHigh = MarketSeries.High[index - NumberOfCandle];
            double actualPriceOrHigh = (MarketSeries.Bars() - 1) == index ? Symbol.Mid() : high;

            double low = MarketSeries.Low[index];
            double previewLow = MarketSeries.Low[index - NumberOfCandle];
            double actualPriceOrLow = (MarketSeries.Bars() - 1) == index ? Symbol.Mid() : low;

            double highAcceleration = (2 * (high - previewHigh) / Math.Pow(_elapsedTime, 2)) * Math.Pow(10, 2 * Symbol.Digits);
            double lowAcceleration = (2 * (low - previewLow) / Math.Pow(_elapsedTime, 2)) * Math.Pow(10, 2 * Symbol.Digits);

            HighAccelerationSeries[index] = highAcceleration;
            LowAccelerationSeries[index] = lowAcceleration;
            MovingAverageSeries[index] = _movingAverage.Result[index];


            // Print("{0} {1} {2} {3} {4}",highAcceleration, lowAcceleration, elapsedTime, MarketSeries.Bars()-1, index);

        }
    }
}



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