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); }
//
//
//
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//
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
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//
//
//
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); }
//
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//
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);
}
//
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else
//
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{
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);
//
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//
//
//
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);
}
//
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//
//
//
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);
}
//+------------------------------------------------------------------
//|
//+------------------------------------------------------------------
//
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double wrk[][60];
#define bsmax 5
#define bsmin 6
#define volty 7
#define vsum 8
#define avolty 9
//
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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));
}
//
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//
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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); }
//
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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;
//
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//
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;
//
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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;
//
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//
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]);
//
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return(wrk[r][4+s]);
}
//-------------------------------------------------------------------
//
//-------------------------------------------------------------------
//
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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;
}
//
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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;
}
}