Time: 2014-12-17 | Download file:T3_Dtm.mq4
//+------------------------------------------------------------------+
//|t3 dtm.mq4
//|
//+------------------------------------------------------------------+
#property copyright "www.forex-tsd.com"
#property link "www.forex-tsd.com"
#property indicator_separate_window
#property indicator_buffers 6
#property indicator_color1 LimeGreen
#property indicator_color2 Red
#property indicator_color3 Red
#property indicator_color4 Green
#property indicator_color5 Crimson
#property indicator_color6 Crimson
#property indicator_width1 2
#property indicator_width2 2
#property indicator_width3 2
#property indicator_width4 2
#property indicator_width5 2
#property indicator_width6 2
#property indicator_level1 0
#property indicator_levelcolor DarkSlateGray
#property indicator_levelstyle STYLE_DOT
//
//
//
//
//
extern string TimeFrame = "Current time frame";
extern int T3Period = 4;
extern double T3Hot = 1.0;
extern bool T3Original = false;
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 stlm[];
double stlmDa[];
double stlmDb[];
double ftlm[];
double ftlmDa[];
double ftlmDb[];
double trend[];
double trene[];
//
//
//
//
//
string indicatorFileName;
bool calculateValue;
bool returnBars;
int timeFrame;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
int init()
{
IndicatorBuffers(8);
SetIndexBuffer(0,stlm);
SetIndexBuffer(1,stlmDa);
SetIndexBuffer(2,stlmDb);
SetIndexBuffer(3,ftlm);
SetIndexBuffer(4,ftlmDa);
SetIndexBuffer(5,ftlmDb);
SetIndexBuffer(6,trend);
SetIndexBuffer(7,trene);
//
//
//
//
//
indicatorFileName = WindowExpertName();
calculateValue = (TimeFrame=="calculateValue"); if (calculateValue) return(0);
returnBars = (TimeFrame=="returnBars"); if (returnBars) return(0);
timeFrame = stringToTimeFrame(TimeFrame);
//
//
//
//
//
IndicatorShortName(timeFrameToString(timeFrame)+" t3 dtm");
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) { stlm[0] = limit+1; return(0); }
//
//
//
//
//
if(calculateValue || timeFrame==Period())
{
if(MultiColor && !calculateValue && trend[limit]==-1) CleanPoint(limit,stlmDa,stlmDb);
if(MultiColor && !calculateValue && trene[limit]==-1) CleanPoint(limit,ftlmDa,ftlmDb);
for(i=limit; i>=0; i--)
{
double value1 =
0.112952*Close[i+0]
+0.111644*Close[i+1]
+0.109058*Close[i+2]
+0.105254*Close[i+3]
+0.100320*Close[i+4]
+0.094368*Close[i+5]
+0.087532*Close[i+6]
+0.079966*Close[i+7]
+0.071834*Close[i+8]
+0.063313*Close[i+9]
+0.054575*Close[i+10]
+0.045801*Close[i+11]
+0.037159*Close[i+12]
+0.028809*Close[i+13]
+0.020898*Close[i+14]
+0.013548*Close[i+15]
+0.006870*Close[i+16]
+0.000944*Close[i+17]
-0.004166*Close[i+18]
-0.008428*Close[i+19]
-0.011828*Close[i+20]
-0.014378*Close[i+21]
-0.016112*Close[i+22]
-0.017080*Close[i+23]
-0.017348*Close[i+24]
-0.016998*Close[i+25]
-0.016118*Close[i+26]
-0.014806*Close[i+27]
-0.013156*Close[i+28]
-0.011270*Close[i+29]
-0.009238*Close[i+30]
-0.007152*Close[i+31]
-0.005090*Close[i+32]
-0.003120*Close[i+33]
-0.001302*Close[i+34]
+0.000322*Close[i+35]
+0.001714*Close[i+36]
+0.002858*Close[i+37]
+0.003744*Close[i+38]
+0.004372*Close[i+39]
+0.004754*Close[i+40]
+0.004910*Close[i+41]
+0.004864*Close[i+42]
+0.004646*Close[i+43]
+0.004288*Close[i+44]
+0.003824*Close[i+45]
+0.003288*Close[i+46]
+0.002712*Close[i+47]
+0.002124*Close[i+48]
+0.001548*Close[i+49]
+0.001010*Close[i+50]
+0.000522*Close[i+51]
+0.000098*Close[i+52]
-0.000254*Close[i+53]
-0.000530*Close[i+54]
-0.000734*Close[i+55]
-0.000866*Close[i+56]
-0.000934*Close[i+57]
-0.000948*Close[i+58]
-0.000914*Close[i+59]
-0.000844*Close[i+60]
-0.000750*Close[i+61]
-0.000638*Close[i+62]
-0.000520*Close[i+63]
-0.000922*Close[i+64];
double value2 =
0.038953*Close[i+0]
+0.042502*Close[i+1]
+0.045773*Close[i+2]
+0.048702*Close[i+3]
+0.051237*Close[i+4]
+0.053326*Close[i+5]
+0.054931*Close[i+6]
+0.056018*Close[i+7]
+0.056566*Close[i+8]
+0.056566*Close[i+9]
+0.056018*Close[i+10]
+0.054931*Close[i+11]
+0.053326*Close[i+12]
+0.051237*Close[i+13]
+0.048702*Close[i+14]
+0.045773*Close[i+15]
+0.042502*Close[i+16]
+0.038953*Close[i+17]
+0.035190*Close[i+18]
+0.031281*Close[i+19]
+0.027295*Close[i+20]
+0.023298*Close[i+21]
+0.019357*Close[i+22]
+0.015532*Close[i+23]
+0.011880*Close[i+24]
+0.008451*Close[i+25]
+0.005287*Close[i+26]
+0.002424*Close[i+27]
-0.000112*Close[i+28]
-0.002305*Close[i+29]
-0.004142*Close[i+30]
-0.005624*Close[i+31]
-0.006758*Close[i+32]
-0.007558*Close[i+33]
-0.008042*Close[i+34]
-0.008240*Close[i+35]
-0.008177*Close[i+36]
-0.007890*Close[i+37]
-0.007415*Close[i+38]
-0.006786*Close[i+39]
-0.006041*Close[i+40]
-0.005219*Close[i+41]
-0.004349*Close[i+42]
-0.003466*Close[i+43]
-0.002596*Close[i+44]
-0.001764*Close[i+45]
-0.000991*Close[i+46]
-0.000294*Close[i+47]
+0.000318*Close[i+48]
+0.000835*Close[i+49]
+0.001254*Close[i+50]
+0.001575*Close[i+51]
+0.001801*Close[i+52]
+0.001937*Close[i+53]
+0.001993*Close[i+54]
+0.001978*Close[i+55]
+0.001902*Close[i+56]
+0.001777*Close[i+57]
+0.001616*Close[i+58]
+0.001428*Close[i+59]
+0.001228*Close[i+60]
+0.001020*Close[i+61]
+0.000816*Close[i+62]
+0.000622*Close[i+63]
+0.000445*Close[i+64]
+0.000287*Close[i+65]
+0.000154*Close[i+66]
+0.000045*Close[i+67]
-0.000040*Close[i+68]
-0.000100*Close[i+69]
-0.000139*Close[i+70]
-0.000159*Close[i+71]
-0.000161*Close[i+72]
-0.000672*Close[i+73];
double value3 =
0.0982862174*Close[i+0]
+0.0975682269*Close[i+1]
+0.0961401078*Close[i+2]
+0.0940230544*Close[i+3]
+0.0912437090*Close[i+4]
+0.0878391006*Close[i+5]
+0.0838544303*Close[i+6]
+0.0793406350*Close[i+7]
+0.0743569346*Close[i+8]
+0.0689666682*Close[i+9]
+0.0632381578*Close[i+10]
+0.0572428925*Close[i+11]
+0.0510534242*Close[i+12]
+0.0447468229*Close[i+13]
+0.0383959950*Close[i+14]
+0.0320735368*Close[i+15]
+0.0258537721*Close[i+16]
+0.0198005183*Close[i+17]
+0.0139807863*Close[i+18]
+0.0084512448*Close[i+19]
+0.0032639979*Close[i+20]
-0.0015350359*Close[i+21]
-0.0059060082*Close[i+22]
-0.0098190256*Close[i+23]
-0.0132507215*Close[i+24]
-0.0161875265*Close[i+25]
-0.0186164872*Close[i+26]
-0.0205446727*Close[i+27]
-0.0219739146*Close[i+28]
-0.0229204861*Close[i+29]
-0.0234080863*Close[i+30]
-0.0234566315*Close[i+31]
-0.0231017777*Close[i+32]
-0.0223796900*Close[i+33]
-0.0213300463*Close[i+34]
-0.0199924534*Close[i+35]
-0.0184126992*Close[i+36]
-0.0166377699*Close[i+37]
-0.0147139428*Close[i+38]
-0.0126796776*Close[i+39]
-0.0105938331*Close[i+40]
-0.0084736770*Close[i+41]
-0.0063841850*Close[i+42]
-0.0043466731*Close[i+43]
-0.0023956944*Close[i+44]
-0.0005535180*Close[i+45]
+0.0011421469*Close[i+46]
+0.0026845693*Close[i+47]
+0.0040471369*Close[i+48]
+0.0052380201*Close[i+49]
+0.0062194591*Close[i+50]
+0.0070340085*Close[i+51]
+0.0076266453*Close[i+52]
+0.0080376628*Close[i+53]
+0.0083037666*Close[i+54]
+0.0083694798*Close[i+55]
+0.0082901022*Close[i+56]
+0.0080741359*Close[i+57]
+0.0077543820*Close[i+58]
+0.0073260526*Close[i+59]
+0.0068163569*Close[i+60]
+0.0062325477*Close[i+61]
+0.0056078229*Close[i+62]
+0.0049516078*Close[i+63]
+0.0161380976*Close[i+64];
double value4 =
-0.0074151919*Close[i+0]
-0.0060698985*Close[i+1]
-0.0044979052*Close[i+2]
-0.0027054278*Close[i+3]
-0.0007031702*Close[i+4]
+0.0014951741*Close[i+5]
+0.0038713513*Close[i+6]
+0.0064043271*Close[i+7]
+0.0090702334*Close[i+8]
+0.0118431116*Close[i+9]
+0.0146922652*Close[i+10]
+0.0175884606*Close[i+11]
+0.0204976517*Close[i+12]
+0.0233865835*Close[i+13]
+0.0262218588*Close[i+14]
+0.0289681736*Close[i+15]
+0.0315922931*Close[i+16]
+0.0340614696*Close[i+17]
+0.0363444061*Close[i+18]
+0.0384120882*Close[i+19]
+0.0402373884*Close[i+20]
+0.0417969735*Close[i+21]
+0.0430701377*Close[i+22]
+0.0440399188*Close[i+23]
+0.0446941124*Close[i+24]
+0.0450230100*Close[i+25]
+0.0450230100*Close[i+26]
+0.0446941124*Close[i+27]
+0.0440399188*Close[i+28]
+0.0430701377*Close[i+29]
+0.0417969735*Close[i+30]
+0.0402373884*Close[i+31]
+0.0384120882*Close[i+32]
+0.0363444061*Close[i+33]
+0.0340614696*Close[i+34]
+0.0315922931*Close[i+35]
+0.0289681736*Close[i+36]
+0.0262218588*Close[i+37]
+0.0233865835*Close[i+38]
+0.0204976517*Close[i+39]
+0.0175884606*Close[i+40]
+0.0146922652*Close[i+41]
+0.0118431116*Close[i+42]
+0.0090702334*Close[i+43]
+0.0064043271*Close[i+44]
+0.0038713513*Close[i+45]
+0.0014951741*Close[i+46]
-0.0007031702*Close[i+47]
-0.0027054278*Close[i+48]
-0.0044979052*Close[i+49]
-0.0060698985*Close[i+50]
-0.0074151919*Close[i+51]
-0.0085278517*Close[i+52]
-0.0094111161*Close[i+53]
-0.0100658241*Close[i+54]
-0.0104994302*Close[i+55]
-0.0107227904*Close[i+56]
-0.0107450280*Close[i+57]
-0.0105824763*Close[i+58]
-0.0102517019*Close[i+59]
-0.0097708805*Close[i+60]
-0.0091581551*Close[i+61]
-0.0084345004*Close[i+62]
-0.0076214397*Close[i+63]
-0.0067401718*Close[i+64]
-0.0058083144*Close[i+65]
-0.0048528295*Close[i+66]
-0.0038816271*Close[i+67]
-0.0029244713*Close[i+68]
-0.0019911267*Close[i+69]
-0.0010974211*Close[i+70]
-0.0002535559*Close[i+71]
+0.0005231953*Close[i+72]
+0.0012297491*Close[i+73]
+0.0018539149*Close[i+74]
+0.0023994354*Close[i+75]
+0.0028490136*Close[i+76]
+0.0032221429*Close[i+77]
+0.0034936183*Close[i+78]
+0.0036818974*Close[i+79]
+0.0038037944*Close[i+80]
+0.0038338964*Close[i+81]
+0.0037975350*Close[i+82]
+0.0036986051*Close[i+83]
+0.0035521320*Close[i+84]
+0.0033559226*Close[i+85]
+0.0031224409*Close[i+86]
+0.0028550092*Close[i+87]
+0.0025688349*Close[i+88]
+0.0022682355*Close[i+89]
+0.0073925495*Close[i+90];
stlm[i] = iT3(value3-value4,T3Period,T3Hot,T3Original,i,0);
ftlm[i] = iT3(value1-value2,T3Period,T3Hot,T3Original,i,1);
stlmDa[i] = EMPTY_VALUE;
stlmDb[i] = EMPTY_VALUE;
ftlmDa[i] = EMPTY_VALUE;
ftlmDb[i] = EMPTY_VALUE;
trend[i] = trend[i+1];
trene[i] = trene[i+1];
if(stlm[i] > stlm[i+1]) trend[i] = 1;
if(stlm[i] < stlm[i+1]) trend[i] = -1;
if(ftlm[i] > ftlm[i+1]) trene[i] = 1;
if(ftlm[i] < ftlm[i+1]) trene[i] = -1;
if (MultiColor && !calculateValue && trend[i]==-1) PlotPoint(i,stlmDa,stlmDb,stlm);
if (MultiColor && !calculateValue && trene[i]==-1) PlotPoint(i,ftlmDa,ftlmDb,ftlm);
}
manageAlerts();
return(0);
}
//
//
//
//
//
limit = MathMax(limit,MathMin(Bars-1,iCustom(NULL,timeFrame,indicatorFileName,"returnBars",0,0)*timeFrame/Period()));
if (MultiColor && trend[limit]==-1) CleanPoint(limit,stlmDa,stlmDb);
if (MultiColor && trene[limit]==-1) CleanPoint(limit,ftlmDa,ftlmDb);
for(i=limit; i>=0; i--)
{
int y = iBarShift(NULL,timeFrame,Time[i]);
stlm[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",T3Period,T3Hot,T3Original,0,y);
ftlm[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",T3Period,T3Hot,T3Original,3,y);
trend[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",T3Period,T3Hot,T3Original,6,y);
trene[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",T3Period,T3Hot,T3Original,7,y);
stlmDa[i] = EMPTY_VALUE;
stlmDb[i] = EMPTY_VALUE;
ftlmDa[i] = EMPTY_VALUE;
ftlmDb[i] = EMPTY_VALUE;
}
if (MultiColor) for (i=limit;i>=0;i--) if (trend[i]==-1) PlotPoint(i,stlmDa,stlmDb,stlm);
if (MultiColor) for (i=limit;i>=0;i--) if (trene[i]==-1) PlotPoint(i,ftlmDa,ftlmDb,ftlm);
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 char1 = StringGetChar(s, length);
if((char1 > 96 && char1 < 123) || (char1 > 223 && char1 < 256))
s = StringSetChar(s, length, char1 - 32);
else if(char1 > -33 && char1 < 0)
s = StringSetChar(s, length, char1 + 224);
}
return(s);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
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] && trene[whichBar] != trene[whichBar+1])
{
if (trend[whichBar] == 1 && trene[whichBar] == 1) doAlert(whichBar,"strong upmove");
if (trend[whichBar] ==-1 && trene[whichBar] == 1) doAlert(whichBar,"upmove weakening");
if (trend[whichBar] ==-1 && trene[whichBar] ==-1) doAlert(whichBar,"strong downmove");
if (trend[whichBar] == 1 && trene[whichBar] ==-1) doAlert(whichBar,"downmove weakening");
}
}
}
//
//
//
//
//
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)," dtm ",doWhat);
if (alertsMessage) Alert(message);
if (alertsEmail) SendMail(StringConcatenate(Symbol(),"dtm"),message);
if (alertsSound) PlaySound("alert2.wav");
}
}
//+------------------------------------------------------------------
//|
//+------------------------------------------------------------------
//
//
//
//
//
double workT3[][12];
double workT3Coeffs[][6];
#define _period 0
#define _c1 1
#define _c2 2
#define _c3 3
#define _c4 4
#define _alpha 5
//
//
//
//
//
double iT3(double price, double period, double hot, bool original, int i, int forInstance=0)
{
if (ArrayRange(workT3,0) !=Bars) ArrayResize(workT3,Bars);
if (ArrayRange(workT3Coeffs,0) < (forInstance+1)) ArrayResize(workT3Coeffs,forInstance+1);
if (workT3Coeffs[forInstance][_period] != period)
{
workT3Coeffs[forInstance][_period] = period;
double a = hot;
workT3Coeffs[forInstance][_c1] = -a*a*a;
workT3Coeffs[forInstance][_c2] = 3*a*a+3*a*a*a;
workT3Coeffs[forInstance][_c3] = -6*a*a-3*a-3*a*a*a;
workT3Coeffs[forInstance][_c4] = 1+3*a+a*a*a+3*a*a;
if (original)
workT3Coeffs[forInstance][_alpha] = 2.0/(1.0 + period);
else workT3Coeffs[forInstance][_alpha] = 2.0/(2.0 + (period-1.0)/2.0);
}
//
//
//
//
//
int buffer = forInstance*6;
int r = Bars-i-1;
if (r == 0)
{
workT3[r][0+buffer] = price;
workT3[r][1+buffer] = price;
workT3[r][2+buffer] = price;
workT3[r][3+buffer] = price;
workT3[r][4+buffer] = price;
workT3[r][5+buffer] = price;
}
else
{
workT3[r][0+buffer] = workT3[r-1][0+buffer]+workT3Coeffs[forInstance][_alpha]*(price -workT3[r-1][0+buffer]);
workT3[r][1+buffer] = workT3[r-1][1+buffer]+workT3Coeffs[forInstance][_alpha]*(workT3[r][0+buffer]-workT3[r-1][1+buffer]);
workT3[r][2+buffer] = workT3[r-1][2+buffer]+workT3Coeffs[forInstance][_alpha]*(workT3[r][1+buffer]-workT3[r-1][2+buffer]);
workT3[r][3+buffer] = workT3[r-1][3+buffer]+workT3Coeffs[forInstance][_alpha]*(workT3[r][2+buffer]-workT3[r-1][3+buffer]);
workT3[r][4+buffer] = workT3[r-1][4+buffer]+workT3Coeffs[forInstance][_alpha]*(workT3[r][3+buffer]-workT3[r-1][4+buffer]);
workT3[r][5+buffer] = workT3[r-1][5+buffer]+workT3Coeffs[forInstance][_alpha]*(workT3[r][4+buffer]-workT3[r-1][5+buffer]);
}
//
//
//
//
//
return(workT3Coeffs[forInstance][_c1]*workT3[r][5+buffer] +
workT3Coeffs[forInstance][_c2]*workT3[r][4+buffer] +
workT3Coeffs[forInstance][_c3]*workT3[r][3+buffer] +
workT3Coeffs[forInstance][_c4]*workT3[r][2+buffer]);
}
//+-------------------------------------------------------------------
//|
//+-------------------------------------------------------------------
//
//
//
//
//
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;
}
}
//
//
//
//
//