Time: 2010-02-03 | Download file:!!adaptive_Gann_Hi-Lo_activator_jma_HA_arrows.mq4
//+------------------------------------------------------------------+
//| Gann high-low activator |
//| |
//+------------------------------------------------------------------+
#property copyright "www.forex-tsd.com"
#property link "www.forex-tsd.com"
#property indicator_chart_window
#property indicator_buffers 5
#property indicator_color1 DeepSkyBlue
#property indicator_color2 PaleVioletRed
#property indicator_color3 PaleVioletRed
#property indicator_color4 DeepSkyBlue
#property indicator_color5 PaleVioletRed
#property indicator_width1 2
#property indicator_width2 2
#property indicator_width3 2
#property indicator_width4 1
#property indicator_width5 1
//
//
//
//
//
extern string TimeFrame = "Current time frame";
extern double Phase = 0;
extern int mode = 1;
extern int Price = PRICE_MEDIAN;
extern int smooth = 5;
extern bool SmoothDouble = true;
extern bool Interpolate = true;
extern bool ShowArrows = false;
extern double arrowsDistance = 1.0;
extern bool alertsOn = false;
extern bool alertsOnCurrent = true;
extern bool alertsMessage = true;
extern bool alertsSound = false;
extern bool alertsEmail = false;
//
//
//
//
//
double gup[];
double gdna[];
double gdnb[];
double arrowUp[];
double arrowDn[];
double trend[];
//
//
//
//
//
int timeFrame;
string indicatorFileName;
bool returnBars;
bool calculateValue;
//+------------------------------------------------------------------
//|
//+------------------------------------------------------------------
//
//
//
//
//
int init()
{
IndicatorBuffers(6);
SetIndexBuffer(0,gup);
SetIndexBuffer(1,gdna);
SetIndexBuffer(2,gdnb);
SetIndexBuffer(3,arrowUp);
SetIndexBuffer(4,arrowDn);
SetIndexBuffer(5,trend);
mode = MathMax(MathMin(mode,3),1);
//
//
//
//
//
indicatorFileName = WindowExpertName();
calculateValue = (TimeFrame=="calculateValue"); if (calculateValue) return(0);
returnBars = (TimeFrame=="returnBars"); if (returnBars) return(0);
timeFrame = stringToTimeFrame(TimeFrame);
if (ShowArrows)
{
SetIndexStyle(3,DRAW_ARROW); SetIndexArrow(3,241);
SetIndexStyle(4,DRAW_ARROW); SetIndexArrow(4,242);
}
else
{
SetIndexStyle(3,DRAW_NONE);
SetIndexStyle(4,DRAW_NONE);
}
//
//
//
//
//
IndicatorShortName(timeFrameToString(timeFrame)+" Gann high/low activator - HeikenAshi");
return(0);
}
//+------------------------------------------------------------------
//|
//+------------------------------------------------------------------
//
//
//
//
//
double work[][4];
#define haClose 0
#define haOpen 1
#define haHigh 2
#define haLow 3
//
//
//
//
//
int start()
{ double price =Price;
int Mode=mode ;
int i,r,limit,counted_bars=IndicatorCounted();
if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars--;
limit=MathMin(Bars-counted_bars,Bars-1);
if (returnBars) { gup[0] = limit+1; return(0); }
//
//
//
//
//
if (calculateValue || timeFrame == Period())
{
if (ArrayRange(work,0)!=Bars) ArrayResize(work,Bars);
if (!calculateValue && trend[limit]==-1) CleanPoint(limit,gdna,gdnb);
for(i=limit, r=Bars-i-1;i>=0;i--,r++)
{
if (r==0)
{
work[r][haOpen] = (Open[i]+Close[i])/2.0;
work[r][haClose] = (Open[i]+Close[i]+High[i]+Low[i])/4.0;
work[r][haHigh] = High[i];
work[r][haLow] = Low[i];
continue;
}
//
//
//
//
//
double Length = MathMax(iHilbert(iMA(NULL,0,1,0,MODE_SMA,price,i),mode,smooth,i)/2,1);
double maOpen = iDSmooth(Open[i], Length,Phase,SmoothDouble,i, 0);
double maClose = iDSmooth(Close[i],Length,Phase,SmoothDouble,i,20);
double maLow = iDSmooth(Low[i], Length,Phase,SmoothDouble,i,40);
double maHigh = iDSmooth(High[i], Length,Phase,SmoothDouble,i,60);
//
//
//
//
//
work[r][haOpen] = (work[r-1][haOpen]+work[r-1][haClose])/2.0;
work[r][haClose] = (maOpen+maHigh+maLow+maClose)/4.0;
work[r][haHigh] = MathMax(maHigh,MathMax(work[r][haOpen],work[r][haClose]));
work[r][haLow] = MathMin(maLow ,MathMin(work[r][haOpen],work[r][haClose]));
//
//
//
//
gdna[i] = EMPTY_VALUE;
gdnb[i] = EMPTY_VALUE;
arrowUp[i] = EMPTY_VALUE;
arrowDn[i] = EMPTY_VALUE;
trend[i] = trend[i+1];
if(Close[i]>work[r-1][haHigh]) trend[i] = 1;
if(Close[i]=0; i--)
{
int y = iBarShift(NULL,timeFrame,Time[i]);
gdna[i] = EMPTY_VALUE;
gdnb[i] = EMPTY_VALUE;
gup[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",Phase,mode,price,smooth,SmoothDouble,0,y);
trend[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",Phase,mode,price,smooth,SmoothDouble,5,y);
if(trend[i]!=trend[i+1])
{
if(trend[i] == 1) arrowUp[i] = Low[i] -iATR(NULL,0,20,i);
if(trend[i] == -1) arrowDn[i] = High[i]+iATR(NULL,0,20,i);
}
//
//
//
//
//
if (timeFrame <= Period() || y==iBarShift(NULL,timeFrame,Time[i-1])) continue;
if (!Interpolate) continue;
//
//
//
//
//
datetime time = iTime(NULL,timeFrame,y);
for(int n = 1; i+n < Bars && Time[i+n] >= time; n++) continue;
for(int k = 1; k < n; k++)
gup[i+k] = gup[i] + (gup[i+n]-gup[i])*k/n;
}
for (i=limit;i>=0;i--) if (trend[i]==-1) PlotPoint(i,gdna,gdnb,gup);
//
//
//
//
//
manageAlerts();
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
void manageAlerts()
{
if (!calculateValue && alertsOn)
{
if (alertsOnCurrent)
int whichBar = 0;
else whichBar = 1; whichBar = iBarShift(NULL,0,iTime(NULL,timeFrame,whichBar));
if (trend[whichBar] != trend[whichBar+1])
{
if (trend[whichBar] == 1) doAlert(whichBar,"up");
if (trend[whichBar] ==-1) doAlert(whichBar,"down");
}
}
}
//
//
//
//
//
void doAlert(int forBar, string doWhat)
{
static string previousAlert="nothing";
static datetime previousTime;
string message;
if (previousAlert != doWhat || previousTime != Time[forBar]) {
previousAlert = doWhat;
previousTime = Time[forBar];
//
//
//
//
//
message = StringConcatenate(Symbol()," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," Gann HL activator trend changed to ",doWhat);
if (alertsMessage) Alert(message);
if (alertsEmail) SendMail(StringConcatenate(Symbol(),"Gann HL "),message);
if (alertsSound) PlaySound("alert2.wav");
}
}
//+-------------------------------------------------------------------
//|
//+-------------------------------------------------------------------
//
//
//
//
//
string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"};
int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200};
//
//
//
//
//
int stringToTimeFrame(string tfs)
{
tfs = stringUpperCase(tfs);
for (int i=ArraySize(iTfTable)-1; i>=0; i--)
if (tfs==sTfTable[i] || tfs==""+iTfTable[i]) return(MathMax(iTfTable[i],Period()));
return(Period());
}
string timeFrameToString(int tf)
{
for (int i=ArraySize(iTfTable)-1; i>=0; i--)
if (tf==iTfTable[i]) return(sTfTable[i]);
return("");
}
//
//
//
//
//
string stringUpperCase(string str)
{
string s = str;
for (int length=StringLen(str)-1; length>=0; length--)
{
int chars = StringGetChar(s, length);
if((chars > 96 && chars < 123) || (chars > 223 && chars < 256))
s = StringSetChar(s, length, chars - 32);
else if(chars > -33 && chars < 0)
s = StringSetChar(s, length, chars + 224);
}
return(s);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
void CleanPoint(int i,double& first[],double& second[])
{
if ((second[i] != EMPTY_VALUE) && (second[i+1] != EMPTY_VALUE))
second[i+1] = EMPTY_VALUE;
else
if ((first[i] != EMPTY_VALUE) && (first[i+1] != EMPTY_VALUE) && (first[i+2] == EMPTY_VALUE))
first[i+1] = EMPTY_VALUE;
}
//
//
//
//
//
void PlotPoint(int i,double& first[],double& second[],double& from[])
{
if (first[i+1] == EMPTY_VALUE)
{
if (first[i+2] == EMPTY_VALUE) {
first[i] = from[i];
first[i+1] = from[i+1];
second[i] = EMPTY_VALUE;
}
else {
second[i] = from[i];
second[i+1] = from[i+1];
first[i] = EMPTY_VALUE;
}
}
else
{
first[i] = from[i];
second[i] = EMPTY_VALUE;
}
}
//
//
//
//
//
double wrk[][80];
#define bsmax 5
#define bsmin 6
#define volty 7
#define vsum 8
#define avolty 9
//
//
//
//
//
double iDSmooth(double price, double length, double phase, bool isDouble, int i, int s=0)
{
if (isDouble)
return (iSmooth(iSmooth(price,MathSqrt(length),phase,i,s),MathSqrt(length),phase,i,s+10));
else return (iSmooth(price,length,phase,i,s));
}
//
//
//
//
//
double iSmooth(double price, double length, double phase, int i, int s=0)
{
if (length <=1) return(price);
if (ArrayRange(wrk,0) != Bars) ArrayResize(wrk,Bars);
int r = Bars-i-1;
if (r==0) { for(int k=0; k<7; k++) wrk[r][k+s]=price; for(; k<10; k++) wrk[r][k+s]=0; return(price); }
//
//
//
//
//
double len1 = MathMax(MathLog(MathSqrt(0.5*(length-1)))/MathLog(2.0)+2.0,0);
double pow1 = MathMax(len1-2.0,0.5);
double del1 = price - wrk[r-1][bsmax+s];
double del2 = price - wrk[r-1][bsmin+s];
double div = 1.0/(10.0+10.0*(MathMin(MathMax(length-10,0),100))/100);
int forBar = MathMin(r,10);
wrk[r][volty+s] = 0;
if(MathAbs(del1) > MathAbs(del2)) wrk[r][volty+s] = MathAbs(del1);
if(MathAbs(del1) < MathAbs(del2)) wrk[r][volty+s] = MathAbs(del2);
wrk[r][vsum+s] = wrk[r-1][vsum+s] + (wrk[r][volty+s]-wrk[r-forBar][volty+s])*div;
//
//
//
//
//
wrk[r][avolty+s] = wrk[r-1][avolty+s]+(2.0/(MathMax(4.0*length,30)+1.0))*(wrk[r][vsum+s]-wrk[r-1][avolty+s]);
if (wrk[r][avolty+s] > 0)
double dVolty = wrk[r][volty+s]/wrk[r][avolty+s]; else dVolty = 0;
if (dVolty > MathPow(len1,1.0/pow1)) dVolty = MathPow(len1,1.0/pow1);
if (dVolty < 1) dVolty = 1.0;
//
//
//
//
//
double pow2 = MathPow(dVolty, pow1);
double len2 = MathSqrt(0.5*(length-1))*len1;
double Kv = MathPow(len2/(len2+1), MathSqrt(pow2));
if (del1 > 0) wrk[r][bsmax+s] = price; else wrk[r][bsmax+s] = price - Kv*del1;
if (del2 < 0) wrk[r][bsmin+s] = price; else wrk[r][bsmin+s] = price - Kv*del2;
//
//
//
//
//
double R = MathMax(MathMin(phase,100),-100)/100.0 + 1.5;
double beta = 0.45*(length-1)/(0.45*(length-1)+2);
double alpha = MathPow(beta,pow2);
wrk[r][0+s] = price + alpha*(wrk[r-1][0+s]-price);
wrk[r][1+s] = (price - wrk[r][0+s])*(1-beta) + beta*wrk[r-1][1+s];
wrk[r][2+s] = (wrk[r][0+s] + R*wrk[r][1+s]);
wrk[r][3+s] = (wrk[r][2+s] - wrk[r-1][4+s])*MathPow((1-alpha),2) + MathPow(alpha,2)*wrk[r-1][3+s];
wrk[r][4+s] = (wrk[r-1][4+s] + wrk[r][3+s]);
//
//
//
//
//
return(wrk[r][4+s]);
}
double workHil[][13];
#define _price 0
#define _smooth 1
#define _detrender 2
#define _period 3
#define _Q1 4
#define _I1 5
#define _JI 6
#define _JQ 7
#define _Q2 8
#define _I2 9
#define _Re 10
#define _Im 11
#define _res 12
#define Pi 3.14159265358979323846264338327950288
//
//
//
//
//
double iHilbert(double price, int Mode, double Smooth, int i, int s=0)
{
if (ArrayRange(workHil,0)!=Bars) ArrayResize(workHil,Bars);
int r = Bars-i-1; s = s*13;
//
//
//
//
//
workHil[r][s+_price] = price;
workHil[r][s+_smooth] = (4.0*workHil[r][s+_price]+3.0*workHil[r-1][s+_price]+2.0*workHil[r-2][s+_price]+workHil[r-3][s+_price])/10.0;
workHil[r][s+_detrender] = calcComp(r,_smooth,s);
workHil[r][s+_Q1] = calcComp(r,_detrender,s);
workHil[r][s+_I1] = workHil[r-3][s+_detrender];
workHil[r][s+_JI] = calcComp(r,_I1,s);
workHil[r][s+_JQ] = calcComp(r,_Q1,s);
workHil[r][s+_I2] = 0.2*(workHil[r][s+_I1]-workHil[r][s+_JQ]) + 0.8*workHil[r-1][s+_I2];
workHil[r][s+_Q2] = 0.2*(workHil[r][s+_Q1]+workHil[r][s+_JI]) + 0.8*workHil[r-1][s+_Q2];
workHil[r][s+_Re] = 0.2*(workHil[r][s+_I2]*workHil[r-1][s+_I2]+workHil[r][s+_Q2]*workHil[r-1][s+_Q2]) + 0.8*workHil[r-1][s+_Re];
workHil[r][s+_Im] = 0.2*(workHil[r][s+_I2]*workHil[r-1][s+_Q2]-workHil[r][s+_Q2]*workHil[r-1][s+_I2]) + 0.8*workHil[r-1][s+_Im];
if (workHil[r][s+_Re]!= 0 && workHil[r][s+_Im]!=0)
workHil[r][s+_period] = 2.0*Pi/(MathArctan(workHil[r][s+_Im]/workHil[r][s+_Re]));
workHil[r][s+_period] = MathMin(workHil[r][s+_period],1.50*workHil[r-1][s+_period]);
workHil[r][s+_period] = MathMax(workHil[r][s+_period],0.67*workHil[r-1][s+_period]);
workHil[r][s+_period] = MathMin(MathMax(workHil[r][s+_period],6),50);
workHil[r][s+_period] = 0.2*workHil[r][s+_period]+0.8*workHil[r-1][s+_period];
//
//
//
//
//
double alpha = 2.0/(1.0+MathMax(smooth,1));
switch (mode)
{
case 1 :
workHil[r][s+_res] = workHil[r-1][s+_res]+alpha*(workHil[r][s+_period]-workHil[r-1][s+_res]);
break;
//
//
//
//
//
case 2 :
double damp = MathSqrt(workHil[r][s+_Re]*workHil[r][s+_Re] + workHil[r][s+_Im]*workHil[r][s+_Im])/Point;
workHil[r][s+_res] = workHil[r-1][s+_res]+alpha*(damp-workHil[r-1][s+_res]);
break;
//
//
//
//
//
case 3 :
double phase;
if (workHil[r][s+_I1] != 0.0)
phase = 180.0/Pi*MathArctan(workHil[r][s+_Q1]/workHil[r][s+_I1]);
else phase = 180.0;
workHil[r][s+_res] = workHil[r-1][s+_res]+alpha*(phase-workHil[r-1][s+_res]);
break;
}
return (workHil[r][s+_res]);
}
//
//
//
//
//
double calcComp(int r, int from, int s)
{
return((0.0962*workHil[r ][s+from] +
0.5769*workHil[r-2][s+from] -
0.5769*workHil[r-4][s+from] -
0.0962*workHil[r-6][s+from]) * (0.075*workHil[r-1][s+_period] + 0.54));
}