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hilow_channel_2_jurik_double_smooth_mtf_nmc.mq4

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      "[email protected]"

#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;
      }
}

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