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macd_jurik_mtf_alerts.mq4

Time: 2012-08-22 | Download file:macd_jurik_mtf_alerts.mq4

//+------------------------------------------------------------------
//|
//+------------------------------------------------------------------
#property copyright "www.forex-tsd.com"
#property link      "www.forex-tsd.com"

#property indicator_separate_window
#property indicator_buffers    3
#property indicator_color1     LimeGreen
#property indicator_color2     Crimson
#property indicator_color3     Crimson
#property indicator_width1     2
#property indicator_width2     2
#property indicator_width3     2
#property indicator_level1     0
#property indicator_levelcolor MediumOrchid

//
//
//
//
//
extern string ote_TimeFrames  = "M1;5,15,30,60H1;240H4;1440D1;10080W1;43200MN|0-CurrentTF";
extern string TimeFrame       = "Current time frame";
extern int    Price           = PRICE_CLOSE;
extern double FastLength      = 7; 
extern double FastPhase       = -100; 
extern double SlowLength      = 40; 
extern double SlowPhase       = 0; 
extern bool   SmoothDouble    = true;
extern bool   Interpolate     = true;
extern bool   MultiColor      = true;

extern bool   alertsOn        = true;
extern bool   alertsOnCurrent = false;
extern bool   alertsMessage   = true;
extern bool   alertsSound     = false;
extern bool   alertsEmail     = false;
//
//
//
//
//

double macd[];
double macdUa[];
double macdUb[];
double trend[];

string indicatorFileName;
bool   calculateValue;
bool   returnBars;
int    timeFrame;


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

int init()
{
   IndicatorBuffers(4);
   SetIndexBuffer(0,macd);
   SetIndexBuffer(1,macdUa);
   SetIndexBuffer(2,macdUb);
   SetIndexBuffer(3,trend);
   
   
   indicatorFileName = WindowExpertName();
   calculateValue    = (TimeFrame=="calculateValue"); if (calculateValue) return(0);
   returnBars        = (TimeFrame=="returnBars");     if (returnBars)     return(0);
   timeFrame         = stringToTimeFrame(TimeFrame);
   
   
   IndicatorShortName(timeFrameToString(timeFrame)+ "  macd jurik ("+FastLength+","+SlowLength+")");
   
   
   return (0);
}

int deinit() { return (0); }

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

int start()
{
   int counted_bars = IndicatorCounted();
   int limit,i;

   if(counted_bars < 0) return(-1);
   if(counted_bars > 0) counted_bars--;
           limit = MathMin(Bars-counted_bars,Bars-1);
           if (returnBars) { macd[0] = limit+1; return(0); }
           
           
           
   
   if (calculateValue || timeFrame == Period())
   {
   
   if (MultiColor && !calculateValue && trend[limit]==-1) CleanPoint(limit,macdUa,macdUb);

   //
   //
   //
   //
   //
   
      for(i = limit; i >= 0; i--)
      {
         double price = iMA(NULL,0,1,0,MODE_SMA,Price,i);
            macd[i]   = iDSmooth(price,FastLength,FastPhase,i,0)-iDSmooth(price,SlowLength,SlowPhase,i,20);
            macdUa[i] = EMPTY_VALUE;
            macdUb[i] = EMPTY_VALUE;
             trend[i] = trend[i+1];
 
      if (macd[i] > macd[i+1]) trend[i]= 1;
      if (macd[i] < macd[i+1]) trend[i]=-1;
      if (MultiColor && !calculateValue && trend[i]==-1) PlotPoint(i,macdUa,macdUb,macd);
      manageAlerts();
      }            
   
   
     return(0);
     }

    limit = MathMax(limit,MathMin(Bars,iCustom(NULL,timeFrame,indicatorFileName,"returnBars",0,0)*timeFrame/Period()));
    if (MultiColor && trend[limit]==-1) CleanPoint(limit,macdUa,macdUb);
    for (i=limit;i>=0; i--)
    {
    int y     = iBarShift(NULL,timeFrame,Time[i]);
    macd[i]   = iCustom(NULL,timeFrame,indicatorFileName,"","calculateValue",Price,FastLength,FastPhase,SlowLength,SlowPhase,SmoothDouble,0,y);
    macdUa[i] = EMPTY_VALUE;
    macdUb[i] = EMPTY_VALUE;
    trend[i]  = iCustom(NULL,timeFrame,indicatorFileName,"","calculateValue",Price,FastLength,FastPhase,SlowLength,SlowPhase,SmoothDouble,3,y);
    
    if (timeFrame <= Period() || y==iBarShift(NULL,timeFrame,Time[i-1])) continue;
         if (!Interpolate) continue;

         

         datetime time = iTime(NULL,timeFrame,y);
         for(int n = 1; i+n < Bars && Time[i+n] >= time; n++) continue;	
         double factor = 1.0 / n;
         for(int j = 1; j < n; j++)
         {
  	      macd[i+j]= j*factor*macd[i+n] + (1.0-j*factor)*macd[i];
  	     
        }  	            
     }
     if (MultiColor) for (i=limit;i>=0;i--) if (trend[i]==-1) PlotPoint(i,macdUa,macdUb,macd);
     manageAlerts(); 
    
   return(0);
}

 
void manageAlerts()
{
   if (!calculateValue && alertsOn)
   {
      if (alertsOnCurrent)
           int whichBar = 0;
      else     whichBar = 1; whichBar = iBarShift(NULL,0,iTime(NULL,timeFrame,whichBar));
      if (trend[whichBar] != trend[whichBar+1])
      {
         if (trend[whichBar] ==  1) doAlert(whichBar,"up");
         if (trend[whichBar] == -1) 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()," ",timeFrameToString(timeFrame)," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," macd changed direction to ",doWhat);
          if (alertsMessage) Alert(message);
          if (alertsEmail)   SendMail(StringConcatenate(Symbol()," macd "),message);
          if (alertsSound)   PlaySound("alert2.wav");
   }
}

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

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;
      }
}
  

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[][40];

#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)
{
   if (SmoothDouble)
         return (iSmooth(iSmooth(price,MathSqrt(length),phase,i,s),MathSqrt(length),phase,i,s+10));
   else  return (iSmooth(price,length,phase,i,s));
}

//
//
//
//
//

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]);
}  

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