Time: 2013-05-01 | Download file:hilow_channel_2_jurik_double_smooth_mtf_nmc.mq4
//+------------------------------------------------------------------+ //| HiLow channel - Jurik smooth.mq4 | //| mladen | //| | //+------------------------------------------------------------------+ #property copyright "copyleft mladen" #property link "mladenfx@gmail.com" #property indicator_chart_window #property indicator_buffers 3 #property indicator_color1 Orange #property indicator_color2 LimeGreen #property indicator_color3 LimeGreen #property indicator_width1 2 #property indicator_width2 2 #property indicator_width3 2 // // // // // extern string TimeFrame = "current time frame"; extern int SmoothPeriod = 10; extern int SmoothPhase = 0; extern bool Interpolate = true; extern bool alertsOn = false; extern bool alertsOnCurrent = true; extern bool alertsMessage = true; extern bool alertsSound = false; extern bool alertsEmail = false; // // // // // double ssld[]; double sslu[]; double sslda[]; double sslua[]; double sslub[]; double Hlv[]; // // // // // int timeFrame; bool calculating = false; bool returnBars = false; string IndicatorFileName; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // int init() { IndicatorBuffers(6); SetIndexBuffer(0,sslda); SetIndexBuffer(1,sslua); SetIndexBuffer(2,sslub); SetIndexBuffer(3,Hlv); SetIndexBuffer(4,ssld); SetIndexBuffer(5,sslu); SetIndexStyle (0,DRAW_LINE); SetIndexStyle (1,DRAW_LINE); SetIndexStyle (2,DRAW_LINE); // // // // // timeFrame = MathMax(stringToTimeFrame(TimeFrame),Period()); IndicatorFileName = WindowExpertName(); if (TimeFrame == "calculate") { calculating = true; return(0); } if (TimeFrame == "getBarsCount") { returnBars = true; return(0); } // // // // // return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // int start() { double calcSmoothPeriod = MathSqrt(SmoothPeriod); 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) { sslda[0] = limit; return(0); } // // // // // if (timeFrame > Period()) limit = MathMax(limit,MathMin(Bars-1,iCustom(NULL,timeFrame,IndicatorFileName,"getBarsCount",0,0)*timeFrame/Period())); if (Hlv[limit]==1) CleanPoint(limit,sslua,sslub); if (!calculating && timeFrame != Period()) { for(i=limit;i>=0;i--) { int bar = iBarShift(NULL,timeFrame,Time[i]); datetime time = iTime (NULL,timeFrame,bar); sslda[i] = iCustom(NULL,timeFrame,IndicatorFileName,"calculate",SmoothPeriod,SmoothPhase,0,bar); sslua[i] = EMPTY_VALUE; sslub[i] = EMPTY_VALUE; ssld[i] = iCustom(NULL,timeFrame,IndicatorFileName,"calculate",SmoothPeriod,SmoothPhase,4,bar); sslu[i] = iCustom(NULL,timeFrame,IndicatorFileName,"calculate",SmoothPeriod,SmoothPhase,5,bar); Hlv[i] = Hlv[i+1]; if (sslu[i]>ssld[i]) Hlv[i] = 1; if (sslu[i]= time; n++) continue; double factor = 1.0 / n; for(int k = 1; k < n; k++) sslda[i+k] = k*factor*sslda[i+n] + (1.0-k*factor)*sslda[i]; } for(i=limit;i>=0;i--) if (Hlv[i] ==1) PlotPoint(i,sslua,sslub,sslda); } // // // // // else // // // // // { for(i=limit;i>=0;i--) { double hiPrice = iDSmooth(High[i+1],calcSmoothPeriod,SmoothPhase,i+1, 0); double loPrice = iDSmooth(Low[i+1] ,calcSmoothPeriod,SmoothPhase,i+1,20); double clPrice = iDSmooth(Close[i] ,calcSmoothPeriod,SmoothPhase,i ,40); // // // // // Hlv[i] = Hlv[i+1]; if(clPrice>hiPrice) Hlv[i] = 1; if(clPrice = 0; l--) { int tchar = StringGetChar(tfs,l); if((tchar > 96 && tchar < 123) || (tchar > 223 && tchar < 256)) tfs = StringSetChar(tfs, l, tchar - 32); else if(tchar > -33 && tchar < 0) tfs = StringSetChar(tfs, l, tchar + 224); } // // // // // int tf=Period(); if (tfs=="M1" || tfs=="1") tf=PERIOD_M1; if (tfs=="M5" || tfs=="5") tf=PERIOD_M5; if (tfs=="M15"|| tfs=="15") tf=PERIOD_M15; if (tfs=="M30"|| tfs=="30") tf=PERIOD_M30; if (tfs=="H1" || tfs=="60") tf=PERIOD_H1; if (tfs=="H4" || tfs=="240") tf=PERIOD_H4; if (tfs=="D1" || tfs=="1440") tf=PERIOD_D1; if (tfs=="W1" || tfs=="10080") tf=PERIOD_W1; if (tfs=="MN" || tfs=="43200") tf=PERIOD_MN1; return(tf); } //+------------------------------------------------------------------ //| //+------------------------------------------------------------------ // // // // // double wrk[][60]; #define bsmax 5 #define bsmin 6 #define volty 7 #define vsum 8 #define avolty 9 // // // // // double iDSmooth(double price, double length, double phase, int i, int s=0) { return (iSmooth(iSmooth(price,length,phase,i,s),length,phase,i,s+10)); } // // // // // 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]); } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // 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; } }