Time: 2016-10-14 | Download file:T3MA_ribbon_filled_simple_&_mtf.mq4
//+------------------------------------------------------------------+
//| MA ribbon.mq4 |
//| mladenfx@gmail.com |
//| |
//| original idea by Jose Silva |
//+------------------------------------------------------------------+
#property copyright "mladen"
#property link "mladenfx@gmail.com"
#property indicator_chart_window
#property indicator_buffers 4
#property indicator_color1 C'0,70,0'
#property indicator_color2 C'70,0,0'
#property indicator_color3 Red
#property indicator_color4 Green
#property indicator_width1 3
#property indicator_width2 3
#property indicator_width3 2
#property indicator_width4 2
//
//
//
//
//
extern string TimeFrame = "Current time frame";
extern int T3Period1 = 13;
extern double T3Hot1 = 0.7;
extern int T3Price1 = PRICE_CLOSE;
extern bool T3Original1 = true;
extern int T3Period2 = 20;
extern double T3Hot2 = 0.6;
extern int T3Price2 = PRICE_CLOSE;
extern bool T3Original2 = true;
extern bool Interpolate = true;
//
//
//
//
//
double buffer1[];
double buffer2[];
double buffer3[];
double buffer4[];
double emas[][12];
double alpha1,alpha2;
double c11,c12,c13,c14;
double c21,c22,c23,c24;
//
//
//
//
//
string indicatorFileName;
bool calculateValue;
bool returnBars;
int timeFrame;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
int init()
{
SetIndexBuffer(0,buffer3); SetIndexStyle(0,DRAW_HISTOGRAM);
SetIndexBuffer(1,buffer4); SetIndexStyle(1,DRAW_HISTOGRAM);
SetIndexBuffer(2,buffer1);
SetIndexBuffer(3,buffer2);
//
//
//
//
//
double a = T3Hot1;
c11 = -a*a*a;
c12 = 3*(a*a+a*a*a);
c13 = -3*(2*a*a+a+a*a*a);
c14 = 1+3*a+a*a*a+3*a*a;
if (T3Original1)
alpha1 = 2.0/(1.0 + T3Period1);
else alpha1 = 2.0/(2.0 + (T3Period1-1.0)/2.0);
//
//
//
//
//
a = T3Hot2;
c21 = -a*a*a;
c22 = 3*(a*a+a*a*a);
c23 = -3*(2*a*a+a+a*a*a);
c24 = 1+3*a+a*a*a+3*a*a;
if (T3Original2)
alpha2 = 2.0/(1.0 + T3Period2);
else alpha2 = 2.0/(2.0 + (T3Period2-1.0)/2.0);
//
//
//
//
//
indicatorFileName = WindowExpertName();
calculateValue = (TimeFrame=="calculateValue"); if (calculateValue) return(0);
returnBars = (TimeFrame=="returnBars"); if (returnBars) return(0);
timeFrame = stringToTimeFrame(TimeFrame);
IndicatorShortName(timeFrameToString(timeFrame)+" T3 ribbon");
return(0);
}
int deinit()
{
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
int start()
{
int limit,i,counted_bars=IndicatorCounted();
if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars--;
limit=MathMin(Bars-counted_bars,Bars-1);
if (returnBars) { buffer3[0] = limit+1; return(0); }
//
//
//
//
//
if (calculateValue || timeFrame == Period())
{
if (ArrayRange(emas,0) != Bars) ArrayResize(emas,Bars);
for(i=limit; i>=0; i--)
{
buffer1[i] = iT3(iMA(NULL,0,1,0,MODE_SMMA,T3Price1,i),i,0,c11,c12,c13,c14,alpha1);
buffer2[i] = iT3(iMA(NULL,0,1,0,MODE_SMMA,T3Price2,i),i,6,c21,c22,c23,c24,alpha2);
buffer3[i] = buffer1[i];
buffer4[i] = buffer2[i];
}
return(0);
}
//
//
//
//
//
limit = MathMax(limit,MathMin(Bars,iCustom(NULL,timeFrame,indicatorFileName,"returnBars",0,0)*timeFrame/Period()));
for (i=limit;i>=0;i--)
{
int y = iBarShift(NULL,timeFrame,Time[i]);
buffer1[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",T3Period1,T3Hot1,T3Price1,T3Original1,T3Period2,T3Hot2,T3Price2,T3Original2,2,y);
buffer2[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",T3Period1,T3Hot1,T3Price1,T3Original1,T3Period2,T3Hot2,T3Price2,T3Original2,3,y);
buffer3[i] = buffer1[i];
buffer4[i] = buffer2[i];
//
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//
//
//
if (!Interpolate || y==iBarShift(NULL,timeFrame,Time[i-1])) continue;
//
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//
//
//
datetime time = iTime(NULL,timeFrame,y);
for(int n = 1; i+n < Bars && Time[i+n] >= time; n++) continue;
for(int k = 1; k < n; k++)
{
buffer1[i+k] = buffer1[i] + (buffer1[i+n]-buffer1[i])*k/n;
buffer2[i+k] = buffer2[i] + (buffer2[i+n]-buffer2[i])*k/n;
buffer3[i+k] = buffer1[i+k];
buffer4[i+k] = buffer2[i+k];
}
}
//
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//
//
//
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
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//
//
//
double iT3(double price, int shift,int buffer, double c1, double c2, double c3, double c4,double alpha)
{
int i = Bars-shift-1;
if (i < 1)
{
emas[i][0+buffer] = price;
emas[i][1+buffer] = price;
emas[i][2+buffer] = price;
emas[i][3+buffer] = price;
emas[i][4+buffer] = price;
emas[i][5+buffer] = price;
}
else
{
emas[i][0+buffer] = emas[i-1][0+buffer]+alpha*(price -emas[i-1][0+buffer]);
emas[i][1+buffer] = emas[i-1][1+buffer]+alpha*(emas[i][0+buffer]-emas[i-1][1+buffer]);
emas[i][2+buffer] = emas[i-1][2+buffer]+alpha*(emas[i][1+buffer]-emas[i-1][2+buffer]);
emas[i][3+buffer] = emas[i-1][3+buffer]+alpha*(emas[i][2+buffer]-emas[i-1][3+buffer]);
emas[i][4+buffer] = emas[i-1][4+buffer]+alpha*(emas[i][3+buffer]-emas[i-1][4+buffer]);
emas[i][5+buffer] = emas[i-1][5+buffer]+alpha*(emas[i][4+buffer]-emas[i-1][5+buffer]);
}
return(c1*emas[i][5+buffer] + c2*emas[i][4+buffer] + c3*emas[i][3+buffer] + c4*emas[i][2+buffer]);
}
//+-------------------------------------------------------------------
//|
//+-------------------------------------------------------------------
//
//
//
//
//
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);
}