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HiLow_channel_-_Jurik_smooth_-_mtf_hist_(2).mq4

Time: 2013-06-16 | Download file:HiLow_channel_-_Jurik_smooth_-_mtf_hist_(2).mq4

//+------------------------------------------------------------------+
//|                                 HiLow channel - Jurik smooth.mq4 |
//|                                                           mladen |
//|                                                                  |
//+------------------------------------------------------------------+
#property copyright "copyleft mladen"
#property link      "[email protected]"

#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1  Green
#property indicator_color2  Red
#property indicator_minimum 0
#property indicator_maximum 1
#property indicator_width1  2
#property indicator_width2  2

//
//
//
//
//

extern string TimeFrame       = "current time frame";
extern int    SmoothPeriod    = 10;
extern int    SmoothPhase     =  0;
extern bool   alertsOn        = false;
extern bool   alertsOnCurrent = false;
extern bool   alertsMessage   = false;
extern bool   alertsSound     = false;
extern bool   alertsEmail     = false;

//
//
//
//
//

double ssld[];
double sslu[];
double Hlv[];

//
//
//
//
//

int    timeFrame;
bool   calculating = false;
bool   returnBars  = false;
string IndicatorFileName;

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//
//
//
//
//

int init()
{
   IndicatorBuffers(3);
   SetIndexBuffer(0,ssld); SetIndexStyle(0,DRAW_HISTOGRAM);
   SetIndexBuffer(1,sslu); SetIndexStyle(1,DRAW_HISTOGRAM);
   SetIndexBuffer(2,Hlv);
   
   //
   //
   //
   //
   //
   
      if (TimeFrame == "calculate")    { calculating = true; return(0); }
      if (TimeFrame == "getBarsCount") { returnBars  = true; return(0); }   

       timeFrame = stringToTimeFrame(TimeFrame);

   //
   //
   //
   //
   //
         
   IndicatorFileName = WindowExpertName();
   IndicatorShortName(timeFrameToString(timeFrame)+" HiLow Jurik smooth");
   return(0);
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//
//
//
//
//

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) { ssld[0] = limit+1; return(0); }

   //
   //
   //
   //
   //
   
   if (calculating || timeFrame == Period())
   {
      for(i=limit;i>=0;i--)
      {
         double hiPrice = iSmooth(High[i+1],SmoothPeriod,SmoothPhase,i+1, 0);
         double loPrice = iSmooth(Low[i+1] ,SmoothPeriod,SmoothPhase,i+1,10);
         double clPrice = iSmooth(Close[i] ,SmoothPeriod,SmoothPhase,i  ,20);

         //
         //
         //
         //
         //

         sslu[i] = EMPTY_VALUE;
         ssld[i] = EMPTY_VALUE;
         Hlv[i]  = Hlv[i+1];
            if(clPrice>hiPrice) Hlv[i] = -1;
            if(clPrice=0;i--)
   {
      int bar = iBarShift(NULL,timeFrame,Time[i]);
         sslu[i] = EMPTY_VALUE;
         ssld[i] = EMPTY_VALUE;
         Hlv[i]  = iCustom(NULL,timeFrame,IndicatorFileName,"calculate",SmoothPeriod,SmoothPhase,2,bar); 
            if (Hlv[i]== 1) sslu[i] = 1;
            if (Hlv[i]==-1) ssld[i] = 1;
   }
   manageAlerts();
   
   //
   //
   //
   //
   //
         
   return(0);
}


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+  
//
//
//
//
//

void manageAlerts()
{
   if (!calculating && alertsOn)
   {
      if (alertsOnCurrent)
           int whichBar = 0;
      else     whichBar = 1; whichBar = iBarShift(NULL,0,iTime(NULL,timeFrame,whichBar));
         if (Hlv[whichBar] != Hlv[whichBar+1])
         if (Hlv[whichBar] == 1)
               doAlert(whichBar,"up");
         else  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)," High-Low channel direction changed to ",doWhat);
             if (alertsMessage) Alert(message);
             if (alertsEmail)   SendMail(StringConcatenate(Symbol(),"High-Low channel "),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 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);
}

//+------------------------------------------------------------------
//|                                                                 
//+------------------------------------------------------------------
//
//
//
//
//

double wrk[][30];

#define bsmax  5
#define bsmin  6
#define volty  7
#define vsum   8
#define avolty 9

//
//
//
//
//

double iSmooth(double price, double length, double phase, int i, int s=0)
{
   if (ArrayRange(wrk,0) != Bars) ArrayResize(wrk,Bars);
   
   int r = Bars-i-1; 
      if (r==0) { for(int k=0; k<7; k++) wrk[0][k+s]= price; for(; k<10; k++) wrk[0][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];
	
         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] + 0.1*(wrk[r][volty+s]-wrk[r-10][volty+s]);
   
         //
         //
         //
         //
         //
      
         double avgLen = MathMin(MathMax(4.0*length,30),150);
            if (r=0 ; k++) avg += wrk[r-k][vsum+s];
                                                                                   avg /= k;
            }
            else avg = (wrk[r-1][avolty+s]*avgLen-wrk[r-toInt(avgLen)][vsum+s]+wrk[r][vsum+s])/avgLen;
            
         //
         //
         //
         //
         //
                                                           
         wrk[r][avolty+s] = avg;                                           
            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]);
}
int toInt(double value) { return(value); }   

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