Time: 2013-11-05 | Download file:Dynamic_zone_CFP.mq4
//+------------------------------------------------------------------+
//| Dynamic zone CFP |
//| |
//| original CFP by SemSemFX@rambler.ru |
//| http://onix-trade.net/forum/index.php?showtopic=107 |
//| |
//| rewritten by mladen |
//+------------------------------------------------------------------+
#property copyright "www.forex-tsd.com"
#property link "www.forex-tsd.com"
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 DeepSkyBlue
#property indicator_color2 LimeGreen
#property indicator_color3 Red
#property indicator_color4 DimGray
#property indicator_width1 2
#property indicator_style4 STYLE_DOT
//
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#import "dynamicZone.dll"
double dzBuyP(double& sourceArray[],double probabiltyValue, int lookBack, int bars, int i, double precision);
double dzSellP(double& sourceArray[],double probabiltyValue, int lookBack, int bars, int i, double precision);
#import
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extern string TimeFrame = "Current time frame";
extern string Prefix = "";
extern string Suffix = "";
extern int MaMethod = MODE_SMMA;
extern int FastMaPeriod = 3;
extern int SlowMaPeriod = 5;
extern int Price = 6;
extern bool USD = true;
extern bool EUR = true;
extern bool GBP = true;
extern bool CHF = true;
extern bool JPY = true;
extern bool AUD = true;
extern bool CAD = true;
extern bool NZD = true;
extern int DzLookBackBars = 70;
extern double DzStartBuyProbability = 0.16;
extern double DzStartSellProbability = 0.16;
extern bool Interpolate = true;
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double OUT[];
double cen[];
double bli[];
double sli[];
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string symbols[];
string indicatorFileName;
bool returnBars;
bool calculateValue;
int timeFrame;
//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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int init()
{
SetIndexBuffer(0,OUT); SetIndexLabel(0, Symbol());
SetIndexBuffer(1,bli);
SetIndexBuffer(2,sli);
SetIndexBuffer(3,cen);
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indicatorFileName = WindowExpertName();
returnBars = (TimeFrame=="returnBars"); if (returnBars) return(0);
if (EUR) addSymbol("EURUSD");
if (GBP) addSymbol("GBPUSD");
if (AUD) addSymbol("AUDUSD");
if (NZD) addSymbol("NZDUSD");
if (CAD) addSymbol("USDCAD");
if (CHF) addSymbol("USDCHF");
if (JPY) addSymbol("USDJPY");
calculateValue = (TimeFrame=="calculateValue"); if (calculateValue) return(0);
timeFrame = stringToTimeFrame(TimeFrame);
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IndicatorShortName(timeFrameToString(timeFrame)+" CFP "+Symbol());
return(0);
}
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int deinit() { return(0); }
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
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int start()
{
int counted_bars=IndicatorCounted();
int i,limit;
if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars--;
limit = MathMin(Bars-counted_bars,Bars-1);
if (returnBars) { OUT[0] = limit; return(0); }
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if (calculateValue || timeFrame==Period())
{
for (int k=0; k3)
double precision = 0.001;
else precision = 0.1;
for(; i>=0; i--)
{
bli[i] = dzBuyP (OUT, DzStartBuyProbability, DzLookBackBars, Bars, i, precision);
sli[i] = dzSellP(OUT, DzStartSellProbability, DzLookBackBars, Bars, i, precision);
cen[i] = dzSellP(OUT, 0.5, DzLookBackBars, Bars, i, precision);
}
return(0);
}
//
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for (k=0; k=0; i--)
{
int y = iBarShift(NULL,timeFrame,Time[i]);
OUT[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",Prefix,Suffix,MaMethod,FastMaPeriod,SlowMaPeriod,Price,USD,EUR,GBP,CHF,JPY,AUD,CAD,NZD,DzLookBackBars,DzStartBuyProbability,DzStartSellProbability,0,y);
bli[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",Prefix,Suffix,MaMethod,FastMaPeriod,SlowMaPeriod,Price,USD,EUR,GBP,CHF,JPY,AUD,CAD,NZD,DzLookBackBars,DzStartBuyProbability,DzStartSellProbability,1,y);
sli[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",Prefix,Suffix,MaMethod,FastMaPeriod,SlowMaPeriod,Price,USD,EUR,GBP,CHF,JPY,AUD,CAD,NZD,DzLookBackBars,DzStartBuyProbability,DzStartSellProbability,2,y);
cen[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",Prefix,Suffix,MaMethod,FastMaPeriod,SlowMaPeriod,Price,USD,EUR,GBP,CHF,JPY,AUD,CAD,NZD,DzLookBackBars,DzStartBuyProbability,DzStartSellProbability,3,y);
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if (y==iBarShift(NULL,timeFrame,Time[i-1]) || !Interpolate) continue;
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datetime time = iTime(NULL,timeFrame,y);
for(int n = 1; i+n < Bars && Time[i+n] >= time; n++) continue;
for(int j = 1; j < n; j++)
{
OUT[i+j] = OUT[i] + (OUT[i+n]-OUT[i])*j/n;
bli[i+j] = bli[i] + (bli[i+n]-bli[i])*j/n;
sli[i+j] = sli[i] + (sli[i+n]-sli[i])*j/n;
cen[i+j] = cen[i] + (cen[i+n]-cen[i])*j/n;
}
}
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return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
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void addSymbol(string symbol)
{
ArrayResize(symbols,ArraySize(symbols)+1); symbols[ArraySize(symbols)-1] = Prefix+symbol+Suffix;
}
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int getLimit(int limit, string symbol)
{
if (symbol!=Symbol())
limit = MathMin(Bars-1,MathMax(iCustom(symbol,0,indicatorFileName,"returnBars",0,0),limit));
return(limit);
}
int getTfLimit(int limit, string symbol)
{
return(MathMin(Bars-1,MathMax((iCustom(symbol,timeFrame,indicatorFileName,"returnBars",0,0)+1)*timeFrame/Period(),limit)));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
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bool getMaValues(bool doIt, string symbol, double& fast, double& slow,int i)
{
if (doIt)
{
fast = ma(Prefix+symbol+Suffix,FastMaPeriod,MaMethod,Price,i);
slow = ma(Prefix+symbol+Suffix,SlowMaPeriod,MaMethod,Price,i);
return(fast!=0 && slow!=0);
}
return(true);
}
//
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double ma(string sym, int per, int Mode, int Price, int i)
{
double res = 0; int k = 1;
switch(Period())
{
case 1: res += iMA(sym, 0, per*k, 0, Mode, Price,i); k += 5;
case 5: res += iMA(sym, 0, per*k, 0, Mode, Price,i); k += 3;
case 15: res += iMA(sym, 0, per*k, 0, Mode, Price,i); k += 2;
case 30: res += iMA(sym, 0, per*k, 0, Mode, Price,i); k += 2;
case 60: res += iMA(sym, 0, per*k, 0, Mode, Price,i); k += 4;
case 240: res += iMA(sym, 0, per*k, 0, Mode, Price,i); k += 6;
case 1440: res += iMA(sym, 0, per*k, 0, Mode, Price,i); k += 4;
case 10080: res += iMA(sym, 0, per*k, 0, Mode, Price,i); k += 4;
case 43200: res += iMA(sym, 0, per*k, 0, Mode, Price,i);
}
return(res);
}
//+-------------------------------------------------------------------
//|
//+-------------------------------------------------------------------
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string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"};
int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200};
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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("");
}
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string stringUpperCase(string str)
{
string s = str;
for (int length=StringLen(str)-1; length>=0; length--)
{
int char = StringGetChar(s, length);
if((char > 96 && char < 123) || (char > 223 && char < 256))
s = StringSetChar(s, length, char - 32);
else if(char > -33 && char < 0)
s = StringSetChar(s, length, char + 224);
}
return(s);
}