void BARS::calculateMA (Indicator *output)
{
if (maPeriod > 1)
{
PlotLine *in = data->getInput(maInput);
if (in)
{
PlotLine *ma = getMA(in, maType, maPeriod);
ma->setColor(maColor);
ma->setType(maLineType);
ma->setLabel(maLabel);
output->addLine(ma);
delete in;
}
}
if (maPeriod2 > 1)
{
PlotLine *in = data->getInput(maInput2);
if (in)
{
PlotLine *ma = getMA(in, maType2, maPeriod2);
ma->setColor(maColor2);
ma->setType(maLineType2);
ma->setLabel(maLabel2);
output->addLine(ma);
delete in;
}
}
if (maPeriod3 > 1)
{
PlotLine *in = data->getInput(maInput3);
if (in)
{
PlotLine *ma = getMA(in, maType3, maPeriod3);
ma->setColor(maColor3);
ma->setType(maLineType3);
ma->setLabel(maLabel3);
output->addLine(ma);
delete in;
}
}
if (maPeriod4 > 1)
{
PlotLine *in = data->getInput(maInput4);
if (in)
{
PlotLine *ma = getMA(in, maType4, maPeriod4);
ma->setColor(maColor4);
ma->setType(maLineType4);
ma->setLabel(maLabel4);
output->addLine(ma);
delete in;
}
}
}
/* Modified/Relative Japanese Candlesticks */
PlotLine * BARS::calculateCandle ()
{
PlotLine *line = new PlotLine;
for (int loop = 0; loop < (int) data->count(); loop++)
{
double O = data->getOpen(loop);
double C = data->getClose(loop);
QColor color = barNeutralColor;
if (loop > 0)
{
if (C > data->getClose(loop - 1))
color = barUpColor;
if (C < data->getClose(loop - 1))
color = barDownColor;
}
bool fillFlag = C < O ? TRUE : FALSE;
line->append(color, O, data->getHigh(loop), data->getLow(loop), C, fillFlag);
QDateTime dt;
data->getDate(loop, dt);
line->append(dt);
}
line->setType(PlotLine::Candle);
line->setLabel(label);
return line;
}
/* Heiken Ashi Candlesticks */
PlotLine * BARS::calculateHACandle ()
{
PlotLine *line = new PlotLine;
double pO, pC, xO;
for (int loop = 0; loop < (int) data->count(); loop++)
{
double O = data->getOpen(loop);
double H = data->getHigh(loop);
double L = data->getLow(loop);
double C = data->getClose(loop);
// xClose = (Open + High + Low + Close) / 4
double xC = (O + H + L + C) / 4;
QColor color = candleColor;
if (loop < 1)
// xO[Prev] and xC[Prev] are not available
xO = (O + C) / 2;
else
{
// xOpen = (xO[Prev] + xC[Prev]) / 2
xO = (pO + pC) / 2;
if (xC > xO)
color = barUpColor;
if (xC < xO)
color = barDownColor;
}
pO = xO; pC = xC;
// xHigh = Max(High, xOpen, xClose)
double xH = xO > H ? xO : H; xH = xC > xH ? xC : xH;
// xLow = Min(Low, xOpen, xClose)
double xL = xO < L ? xO : L; xL = xC < xL ? xC : xL;
bool fillFlag = C < O ? TRUE : FALSE;
line->append(color, xO, xH, xL, xC, fillFlag);
QDateTime dt;
data->getDate(loop, dt);
line->append(dt);
}
line->setType(PlotLine::Candle);
line->setLabel(label);
return line;
}
void CUS::createPlot (QString &d, QDict<PlotLine> &lines, Indicator *output)
{
if (! d.contains("plot"))
return;
QStringList l = QStringList::split("(", d, FALSE);
if (l.count() != 2)
{
qDebug("CUS::createPlot: bad plot format: %s", d.ascii());
return;
}
QString parms = l[1];
parms.truncate(parms.find(")", -1, TRUE));
l = QStringList::split(",", parms, FALSE);
if (l.count() != 4)
{
qDebug("CUS::createPlot: missing plot parms: %s",d.ascii());
return;
}
// 1.var name
l[0] = l[0].stripWhiteSpace();
PlotLine *pl = lines.find(l[0]);
if (! pl)
{
qDebug("CUS::createPlot: bad plot parm 1: %s",d.ascii());
return;
}
// 2.color
l[1] = l[1].stripWhiteSpace();
pl->setColor(l[1]);
// 3.label
l[2] = l[2].stripWhiteSpace();
pl->setLabel(l[2]);
// 4.linetype
l[3] = l[3].stripWhiteSpace();
pl->setType(l[3]);
PlotLine *tline = new PlotLine;
tline->copy(pl);
output->addLine(tline);
}
Indicator * LOWPASS::calculate ()
{
Indicator *output = new Indicator;
output->setDateFlag(dateFlag);
output->setLogScale(logScale);
PlotLine *in = data->getInput(input);
if (! in)
{
qDebug("LOWPASS::calculate: no input");
return output;
}
PlotLine *line = getLowpass(in, freq, width);
line->setColor(color);
line->setType(lineType);
line->setLabel(label);
output->addLine(line);
delete in;
return output;
}
/* Pont and Figure */
PlotLine * BARS::calculatePF ()
{
PlotLine *line = new PlotLine;
// determine start either x or o
if (data->count() < 2)
return line;
getPFSettings();
bool XOFlag = FALSE;
if (data->getHigh(1) > data->getHigh(0))
XOFlag = TRUE; // prices rising, we start with x's
double high = 0;
double d = data->getHigh(0) / pfBoxSize;
int t = (int) d;
if (t * pfBoxSize <= data->getHigh(0))
high = (t + 1) * pfBoxSize;
else
high = t * pfBoxSize;
double low = 0;
t = (int) (data->getLow(0) / pfBoxSize);
low = t * pfBoxSize;
int loop;
for (loop = 1; loop < (int) data->count(); loop++)
{
if (XOFlag)
{
if (data->getHigh(loop) > high)
{
// new high
d = data->getHigh(loop) / pfBoxSize;
t = (int) d;
if (t * pfBoxSize <= data->getHigh(loop))
high = (t + 1) * pfBoxSize;
else
high = t * pfBoxSize;
}
double reversal = high - (pfBoxSize * pfReversal);
if (data->getLow(loop) < reversal)
{
// reversal to O's
line->append(pfXColor, pfBoxSize, high, low, low, XOFlag);
high = high - pfBoxSize; // lower high 1 box
t = (int) (data->getLow(loop) / pfBoxSize);
low = t * pfBoxSize;
XOFlag = FALSE;
}
}
else
{
if (data->getLow(loop) < low)
{
// new low
t = (int) (data->getLow(loop) / pfBoxSize);
low = t * pfBoxSize;
}
double reversal = low + (pfBoxSize * pfReversal);
if (data->getHigh(loop) > reversal)
{
// reversal to X's
line->append(pfOColor, pfBoxSize, high, low, low, XOFlag);
low = low + pfBoxSize; // raise low 1 box
d = data->getHigh(loop) / pfBoxSize;
t = (int) d;
if (t * pfBoxSize <= data->getHigh(loop))
high = (t + 1) * pfBoxSize;
else
high = t * pfBoxSize;
XOFlag = TRUE;
}
}
}
if (XOFlag)
line->append(pfXColor, pfBoxSize, high, low, low, XOFlag);
else
line->append(pfOColor, pfBoxSize, high, low, low, XOFlag);
line->setType(PlotLine::PF);
line->setLabel(label);
return line;
}
Indicator * TALIB::calculate ()
{
Indicator *output = new Indicator;
output->setDateFlag(dateFlag);
output->setLogScale(logScale);
// open a TALIB handle
const TA_FuncHandle *handle;
QString ts = "method";
QString ts2;
parms.getData(ts, ts2);
TA_RetCode retCode = TA_GetFuncHandle(ts2, &handle);
if (retCode != TA_SUCCESS)
{
qDebug("TALIB::calculate:can't open handle");
return output;
}
// get info on the function
const TA_FuncInfo *theInfo;
retCode = TA_GetFuncInfo(handle, &theInfo);
if (retCode != TA_SUCCESS)
{
qDebug("TALIB::calculate:can't get function info");
return output;
}
// create parm holder
TA_ParamHolder *parmHolder;
retCode = TA_ParamHolderAlloc(handle, &parmHolder);
if (retCode != TA_SUCCESS)
{
qDebug("TALIB::calculate:can't create parm holder");
return output;
}
// create and populate the input arrays
int loop = data->count();
TA_Real open[loop];
TA_Real high[loop];
TA_Real low[loop];
TA_Real close[loop];
TA_Real volume[loop];
TA_Real oi[loop];
for (loop = 0; loop < data->count(); loop++)
{
open[loop] = (TA_Real) data->getOpen(loop);
high[loop] = (TA_Real) data->getHigh(loop);
low[loop] = (TA_Real) data->getLow(loop);
close[loop] = (TA_Real) data->getClose(loop);
volume[loop] = (TA_Real) data->getVolume(loop);
oi[loop] = (TA_Real) data->getOI(loop);
}
// setup the input arrays
const TA_InputParameterInfo *inputParms;
for (loop = 0; loop < (int) theInfo->nbInput; loop++ )
{
TA_GetInputParameterInfo(theInfo->handle, loop, &inputParms);
QString s;
int tint = 3;
switch (inputParms->type)
{
case TA_Input_Price:
retCode = TA_SetInputParamPricePtr(parmHolder, loop, &open[0], &high[0], &low[0],
&close[0], &volume[0], &oi[0]);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set input prices");
break;
case TA_Input_Real:
s = QObject::tr("input") + QString::number(loop + 1);
tint = parms.getInt(s);
switch (tint)
{
case 0:
retCode = TA_SetInputParamRealPtr(parmHolder, loop, &open[0]);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set real price");
break;
case 1:
retCode = TA_SetInputParamRealPtr(parmHolder, loop, &high[0]);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set real price");
break;
case 2:
retCode = TA_SetInputParamRealPtr(parmHolder, loop, &low[0]);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set real price");
break;
case 3:
retCode = TA_SetInputParamRealPtr(parmHolder, loop, &close[0]);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set real price");
break;
case 4:
retCode = TA_SetInputParamRealPtr(parmHolder, loop, &volume[0]);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set integer price");
break;
case 5:
retCode = TA_SetInputParamRealPtr(parmHolder, loop, &oi[0]);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set integer price");
break;
default:
break;
}
break;
case TA_Input_Integer:
break;
default:
break;
}
}
// setup the optinput parms
const TA_OptInputParameterInfo *optInfo;
for (loop = 0; loop < (int) theInfo->nbOptInput; loop++ )
{
TA_GetOptInputParameterInfo(theInfo->handle, loop, &optInfo);
QString s = optInfo->displayName;
switch (optInfo->type)
{
case TA_OptInput_RealRange:
retCode = TA_SetOptInputParamReal(parmHolder, loop, (TA_Real) parms.getDouble(s));
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set inputopt real");
break;
case TA_OptInput_IntegerRange:
retCode = TA_SetOptInputParamInteger(parmHolder, loop, (TA_Integer) parms.getInt(s));
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set inputopt integer");
break;
case TA_OptInput_IntegerList:
retCode = TA_SetOptInputParamInteger(parmHolder, loop, (TA_Integer) parms.getInt(s));
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set inputopt integerlist");
break;
default:
break;
}
}
// setup the output arrays
TA_Real out1[data->count()];
TA_Real out2[data->count()];
TA_Real out3[data->count()];
TA_Integer out4[data->count()];
const TA_OutputParameterInfo *outInfo;
for (loop = 0; loop < (int) theInfo->nbOutput; loop++)
{
retCode = TA_GetOutputParameterInfo(handle, loop, &outInfo);
if (retCode != TA_SUCCESS)
{
qDebug("TALIB::calculate:cannot get output info");
continue;
}
switch (loop)
{
case 0:
if (outInfo->type == TA_Output_Integer)
{
retCode = TA_SetOutputParamIntegerPtr(parmHolder, loop, &out4[0]);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set output4");
}
else
{
retCode = TA_SetOutputParamRealPtr(parmHolder, loop, &out1[0]);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set output1");
}
break;
case 1:
retCode = TA_SetOutputParamRealPtr(parmHolder, loop, &out2[0]);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set output2");
break;
case 2:
retCode = TA_SetOutputParamRealPtr(parmHolder, loop, &out3[0]);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set output3");
break;
default:
break;
}
}
// call the function
TA_Integer start = 0;
TA_Integer end = data->count() - 1;
TA_Integer outstart;
TA_Integer count;
retCode = TA_CallFunc(parmHolder, start, end, &outstart, &count);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:call function failed");
else
{
// create the plotlines
const TA_OutputParameterInfo *outInfo;
for (loop = 0; loop < (int) theInfo->nbOutput; loop++ )
{
TA_GetOutputParameterInfo(theInfo->handle, loop, &outInfo);
QString base = outInfo->paramName;
base = base.right(base.length() - 3);
if (! base.left(4).compare("Real"))
base = base.right(base.length() - 4);
if (! base.left(7).compare("Integer"))
base = base.right(base.length() - 7);
if (! base.length())
base = QObject::tr("Plot");
PlotLine *line = new PlotLine;
QString s = base + " " + QObject::tr("Color");
parms.getData(s, ts);
QColor color(ts);
line->setColor(color);
s = base + " " + QObject::tr("Label");
parms.getData(s, ts);
line->setLabel(ts);
s = base + " " + QObject::tr("Line Type");
line->setType((PlotLine::LineType)parms.getInt(s));
retCode = TA_GetOutputParameterInfo(handle, loop, &outInfo);
if (retCode != TA_SUCCESS)
{
qDebug("TALIB::calculate:cannot get output info");
delete line;
continue;
}
int loop2;
switch (loop)
{
case 0:
if (outInfo->type == TA_Output_Integer)
{
for (loop2 = 0; loop2 < count; loop2++)
line->append((double) out4[loop2]);
}
else
{
for (loop2 = 0; loop2 < count; loop2++)
line->append((double) out1[loop2]);
}
break;
case 1:
for (loop2 = 0; loop2 < count; loop2++)
line->append((double) out2[loop2]);
break;
case 2:
for (loop2 = 0; loop2 < count; loop2++)
line->append((double) out3[loop2]);
break;
default:
break;
}
if (line->getType() == PlotLine::Histogram || line->getType() == PlotLine::HistogramBar)
output->prependLine(line);
else
output->addLine(line);
}
}
retCode = TA_ParamHolderFree(parmHolder);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:can't delete parm holder");
return output;
}
PlotLine * ExScript::doScript ()
{
if (proc)
{
delete proc;
proc = 0;
}
PlotLine *line = new PlotLine();
if (! scriptPath.length())
{
qDebug("ExScript::calculate: no script path");
return line;
}
proc = new QProcess(this);
connect(proc, SIGNAL(readyReadStdout()), this, SLOT(readFromStdout()));
proc->setCommunication(QProcess::Stdin|QProcess::Stdout|QProcess::Stderr);
proc->addArgument(scriptPath);
QStringList l = QStringList::split(" ", comlineParms, FALSE);
int loop;
for (loop = 0; loop < (int) l.count(); loop++)
proc->addArgument(l[loop]);
buffer.truncate(0);
QString s;
if (dateFlag || openFlag || highFlag || lowFlag || closeFlag || volumeFlag || oiFlag)
getInput(s);
QByteArray ba(s.length());
if (s.length())
{
for (loop = 0; loop < (int) s.length(); loop++)
ba[loop] = s.at(loop).latin1();
}
if (! proc->launch(ba, NULL))
{
qDebug("ExScript::calculate: error starting script");
delete proc;
proc = 0;
return line;
}
timer->start(seconds * 1000, FALSE);
wakeup();
while (proc->isRunning())
{
usleep(100);
wakeup();
}
timer->stop();
if (proc)
{
delete proc;
proc = 0;
}
if (! buffer.length())
{
qDebug("ExScript::createOutput: output buffer empty");
return line;
}
l = QStringList::split(",", buffer, FALSE);
for (loop = 0; loop < (int) l.count(); loop++)
line->append(l[loop].toDouble());
line->setColor(color);
line->setType(lineType);
line->setLabel(label);
return line;
}
void THERM::getTHERM (QPtrList<PlotLine> &pll)
{
PlotLine *therm = new PlotLine();
int loop;
double thermometer = 0;
for (loop = 1; loop < (int) data->count(); loop++)
{
double high = fabs(data->getHigh(loop) - data->getHigh(loop - 1));
double lo = fabs(data->getLow(loop - 1) - data->getLow(loop));
if (high > lo)
thermometer = high;
else
thermometer = lo;
therm->append(thermometer);
}
if (smoothing > 1)
{
PlotLine *ma = getMA(therm, smoothType, smoothing);
pll.append(ma);
delete therm;
therm = ma;
}
else
pll.append(therm);
PlotLine *therm_ma = getMA(therm, maType, maPeriod);
therm_ma->setColor(maColor);
therm_ma->setType(maLineType);
therm_ma->setLabel(maLabel);
pll.append(therm_ma);
// assign the therm colors
therm->setColorFlag(TRUE);
therm->setType(lineType);
therm->setLabel(label);
int thermLoop = therm->getSize() - 1;
int maLoop = therm_ma->getSize() - 1;
while (thermLoop > -1)
{
if (maLoop > -1)
{
double thrm = therm->getData(thermLoop);
double thrmma = therm_ma->getData(maLoop);
if (thrm > (thrmma * threshold))
therm->setColorBar(thermLoop, threshColor);
else
{
if (thrm > thrmma)
therm->setColorBar(thermLoop, upColor);
else
therm->setColorBar(thermLoop, downColor);
}
}
else
therm->setColorBar(thermLoop, downColor);
thermLoop--;
maLoop--;
}
}
void PP::getPP (QPtrList<PlotLine> &pll)
{
double high = data->getHigh(data->count() - 1);
double low = data->getLow(data->count() - 1);
double close = data->getClose(data->count() - 1);
PlotLine *fr = new PlotLine();
fr->setColor(resColor);
fr->setType(resLineType);
fr->setLabel(resLabel);
double pp = (high + low + close) / 3;
double t = (2 * pp) - low;
fr->append(t);
PlotLine *sr = new PlotLine();
sr->setColor(resColor);
sr->setType(resLineType);
sr->setLabel(resLabel2);
pp = (high + low + close) / 3;
t = pp + (high - low);
sr->append(t);
PlotLine *thr = new PlotLine();
thr->setColor(resColor);
thr->setType(resLineType);
thr->setLabel(resLabel3);
pp = (high + low + close) / 3;
t = (2 * pp) + (high - (2 * low));
thr->append(t);
PlotLine *fs = new PlotLine();
fs->setColor(supColor);
fs->setType(supLineType);
fs->setLabel(supLabel);
pp = (high + low + close) / 3;
t = (2 * pp) - high;
fs->append(t);
PlotLine *ss = new PlotLine();
ss->setColor(supColor);
ss->setType(supLineType);
ss->setLabel(supLabel2);
pp = (high + low + close) / 3;
t = pp - (high - low);
ss->append(t);
PlotLine *ts = new PlotLine();
ts->setColor(supColor);
ts->setType(supLineType);
ts->setLabel(supLabel3);
pp = (high + low + close) / 3;
t = (2 * pp) - ((2 * high) - low);
ts->append(t);
pll.append(fr);
pll.append(sr);
pll.append(thr);
pll.append(fs);
pll.append(ss);
pll.append(ts);
}
