//+------------------------------------------------------------------+
//| wpr + bollinger bands.mq4 |
//| mladen |
//+------------------------------------------------------------------+
#property copyright "mladen"
#property link "[email protected]"
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 DeepSkyBlue
#property indicator_color2 Snow
#property indicator_color3 DarkOrange
#property indicator_color4 Snow
#property indicator_style2 STYLE_DASH
#property indicator_style3 STYLE_DASH
#property indicator_style4 STYLE_DASH
#property indicator_width1 4
#property indicator_levelstyle STYLE_DOT
#property indicator_levelcolor Magenta
//
//
//
//
//
extern string TimeFrame = "Current time frame";
extern int CCIPeriod = 50;
extern int CCIPrice = PRICE_TYPICAL;
extern double OverSold = -200;
extern double OverBought = 200;
extern int SmoothLength = 14;
extern double SmoothPhase = 0;
extern int BandsPeriod = 50;
extern double BandsDeviations = 2;
extern bool Interpolate = true;
extern string __ = "arrows settings";
extern bool ShowArrows = true;
extern string ArrowsIdentifier = "cciba";
extern color ArrowUpColor = Aqua;
extern color ArrowDownColor = Red;
extern int ArrowUpWidth = 1;
extern int ArrowDownWidth = 1;
extern string _ = "alerts settings";
extern bool alertsOn = true;
extern bool alertsOnCurrent = true;
extern bool alertsMessage = true;
extern bool alertsSound = false;
extern bool alertsEmail = false;
//
//
//
//
//
double cci[];
double bandsUp[];
double bandsMi[];
double bandsDo[];
double prices[];
double trend[];
double atrend[];
string IndicatorFileName;
bool Calculatingcci;
bool ReturningBars;
int timeFrame;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
int init()
{
IndicatorBuffers(7);
SetIndexBuffer(0,cci);
SetIndexBuffer(1,bandsUp);
SetIndexBuffer(2,bandsMi);
SetIndexBuffer(3,bandsDo);
SetIndexBuffer(4,prices);
SetIndexBuffer(5,trend);
SetIndexBuffer(6,atrend);
SetLevelValue(0,OverBought);
SetLevelValue(1,OverSold);
//
//
//
//
//
IndicatorFileName = WindowExpertName();
Calculatingcci = (TimeFrame=="Calculatingcci"); if (Calculatingcci) return(0);
ReturningBars = (TimeFrame=="returnBars"); if (ReturningBars) return(0);
timeFrame = stringToTimeFrame(TimeFrame);
//
//
//
//
//
IndicatorShortName(" Cci with bands "+timeFrameToString(timeFrame)+" ("+CCIPeriod+","+BandsPeriod+","+DoubleToStr(BandsDeviations,2)+")");
return(0);
}
int deinit()
{
if (ShowArrows)
{
int compareLength = StringLen(ArrowsIdentifier);
for (int i=ObjectsTotal(); i>= 0; i--)
{
string name = ObjectName(i);
if (StringSubstr(name,0,compareLength) == ArrowsIdentifier)
ObjectDelete(name);
}
}
return(0);
}
int start()
{
int counted_bars=IndicatorCounted();
int i,k,limit;
if(counted_bars < 0) return(-1);
if(counted_bars > 0) counted_bars--;
limit = MathMin(Bars-counted_bars,Bars-1);
if (ReturningBars) { cci[0] = limit+1; return(0); }
if (Calculatingcci || timeFrame==Period())
{
for(i=limit; i>=0; i--)
{
prices[i] = iSmooth(iMA(NULL,0,1,0,MODE_SMA,CCIPrice,i),SmoothLength,SmoothPhase,i);
double avg = 0; for(k=0; k=0; i--)
{
double deviations = iStdDevOnArray(cci,0,BandsPeriod,0,MODE_LWMA,i);
bandsMi[i] = iMAOnArray(cci,0,BandsPeriod,0,MODE_LWMA,i);
bandsUp[i] = bandsMi[i]+deviations*BandsDeviations;
bandsDo[i] = bandsMi[i]-deviations*BandsDeviations;
trend[i] = trend[i+1];
if (cci[i] < bandsDo[i] && cci[i+1] >= bandsDo[i+1] ) trend[i] = 1;
if (cci[i] > bandsUp[i] && cci[i+1] <= bandsUp[i+1] ) trend[i] = -1;
manageArrow(i);
}
manageAlerts();
return(0);
}
limit = MathMax(limit,MathMin(Bars-1,iCustom(NULL,timeFrame,IndicatorFileName,"","returnBars",0,0)*timeFrame/Period()));
for(i=limit; i>=0; i--)
{
int y = iBarShift(NULL,timeFrame,Time[i]);
cci[i] = iCustom(NULL,timeFrame,IndicatorFileName,"Calculatingcci",CCIPeriod,CCIPrice,OverSold,OverBought,SmoothLength,SmoothPhase,BandsPeriod,BandsDeviations,0,y);
bandsUp[i] = iCustom(NULL,timeFrame,IndicatorFileName,"Calculatingcci",CCIPeriod,CCIPrice,OverSold,OverBought,SmoothLength,SmoothPhase,BandsPeriod,BandsDeviations,1,y);
bandsMi[i] = iCustom(NULL,timeFrame,IndicatorFileName,"Calculatingcci",CCIPeriod,CCIPrice,OverSold,OverBought,SmoothLength,SmoothPhase,BandsPeriod,BandsDeviations,2,y);
bandsDo[i] = iCustom(NULL,timeFrame,IndicatorFileName,"Calculatingcci",CCIPeriod,CCIPrice,OverSold,OverBought,SmoothLength,SmoothPhase,BandsPeriod,BandsDeviations,3,y);
prices[i] = iCustom(NULL,timeFrame,IndicatorFileName,"Calculatingcci",CCIPeriod,CCIPrice,OverSold,OverBought,SmoothLength,SmoothPhase,BandsPeriod,BandsDeviations,4,y);
trend[i] = iCustom(NULL,timeFrame,IndicatorFileName,"Calculatingcci",CCIPeriod,CCIPrice,OverSold,OverBought,SmoothLength,SmoothPhase,BandsPeriod,BandsDeviations,5,y);
manageArrow(i);
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++)
{
cci[i+j] = j*factor*cci[i+n] + (1.0-j*factor)*cci[i];
bandsUp[i+j] = j*factor*bandsUp[i+n] + (1.0-j*factor)*bandsUp[i];
bandsMi[i+j] = j*factor*bandsMi[i+n] + (1.0-j*factor)*bandsMi[i];
bandsDo[i+j] = j*factor*bandsDo[i+n] + (1.0-j*factor)*bandsDo[i];
prices[i+j] = j*factor*prices[i+n] + (1.0-j*factor)*prices[i];
}
}
manageAlerts();
return(0);
}
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);
}
void manageArrow(int i)
{
if (ShowArrows && !Calculatingcci)
{
double dist = iATR(NULL,0,20,i)/2.0;
ObjectDelete(ArrowsIdentifier+Time[0]);
//
//
//
//
//
atrend[i] = atrend[i+1];
if (cci[i] < bandsDo[i] && cci[i+1] >= bandsDo[i+1] ) atrend[i] = 1;
if (cci[i] > bandsUp[i] && cci[i+1] <= bandsUp[i+1] ) atrend[i] = -1;
if (atrend[i] !=atrend[i+1])
{
string name = ArrowsIdentifier+Time[i];
if (atrend[i] == 1)
{
ObjectCreate(name,OBJ_ARROW,0, Time[i],Low[i]-dist );
ObjectSet(name,OBJPROP_ARROWCODE,241);
ObjectSet(name,OBJPROP_COLOR,ArrowUpColor);
ObjectSet(name,OBJPROP_WIDTH,ArrowUpWidth);
}
else
{
ObjectCreate(name,OBJ_ARROW,0, Time[i],High[i]+dist );
ObjectSet(name,OBJPROP_ARROWCODE,242);
ObjectSet(name,OBJPROP_COLOR,ArrowDownColor);
ObjectSet(name,OBJPROP_WIDTH,ArrowDownWidth);
}
}
}
}
void manageAlerts()
{
if (!Calculatingcci && 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,"buy");
if (trend[whichBar] ==-1) doAlert(whichBar,"sell");
}
}
}
//
//
//
//
//
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)," - ",timeFrameToString(timeFrame)+" Cci bands on jurik trend changed to ",doWhat);
if (alertsMessage) Alert(message);
if (alertsEmail) SendMail(StringConcatenate(Symbol()," Cci bands on jurik "),message);
if (alertsSound) PlaySound("alert2.wav");
}
}
double wrk[][10];
#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)
{
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]=price; for(; k<10; k++) wrk[0][k]=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];
double del2 = price - wrk[r-1][bsmin];
double div = 1.0/(10.0+10.0*(MathMin(MathMax(length-10,0),100))/100);
int forBar = MathMin(r,10);
wrk[r][volty] = 0;
if(MathAbs(del1) > MathAbs(del2)) wrk[r][volty] = MathAbs(del1);
if(MathAbs(del1) < MathAbs(del2)) wrk[r][volty] = MathAbs(del2);
wrk[r][vsum] = wrk[r-1][vsum] + (wrk[r][volty]-wrk[r-forBar][volty])*div;
//
//
//
//
//
wrk[r][avolty] = wrk[r-1][avolty]+(2.0/(MathMax(4.0*length,30)+1.0))*(wrk[r][vsum]-wrk[r-1][avolty]);
if (wrk[r][avolty] > 0)
double dVolty = wrk[r][volty]/wrk[r][avolty]; 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] = price; else wrk[r][bsmax] = price - Kv*del1;
if (del2 < 0) wrk[r][bsmin] = price; else wrk[r][bsmin] = 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] = price + alpha*(wrk[r-1][0]-price);
wrk[r][1] = (price - wrk[r][0])*(1-beta) + beta*wrk[r-1][1];
wrk[r][2] = (wrk[r][0] + R*wrk[r][1]);
wrk[r][3] = (wrk[r][2] - wrk[r-1][4])*MathPow((1-alpha),2) + MathPow(alpha,2)*wrk[r-1][3];
wrk[r][4] = (wrk[r-1][4] + wrk[r][3]);
//
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//
//
//
return(wrk[r][4]);
}