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TM555.mq4

Time: 2014-02-21 | Download file:TM555.mq4

//+------------------------------------------------------------------+
//|                       TriangularMA centered asymmetric bands.mq4 |
//|                                                           mladen |
//| arrowse coded acording to idea presented by umesh                |
//+------------------------------------------------------------------+
#property copyright "mladen"
#property link      "[email protected]"

#property indicator_chart_window
#property indicator_buffers 5
#property indicator_color1  White
#property indicator_color2  Red
#property indicator_color3  LimeGreen
#property indicator_color4  Red
#property indicator_color5  Blue
#property indicator_style1  STYLE_DOT

//
//
//
//
//

extern string TimeFrame       = "current time frame";
extern int    HalfLength      = 50;
extern int    Price           = PRICE_WEIGHTED;
extern double BandsDeviations = 3;
extern double koeff           = 0.0001;

 bool   Interpolate     = true;
 bool   alertsOn        = false;
 bool   alertsOnCurrent = false;
 bool   alertsOnHighLow = true;
 bool   alertsMessage   = true;
 bool   alertsSound     = false;
 bool   alertsEmail     = false;

//
//
//
//
//

double tmBuffer[];
double upBuffer[];
double dnBuffer[];
double wuBuffer[];
double wdBuffer[];
double upArrow[];
double dnArrow[];

//
//
//
//
//

string IndicatorFileName;
bool   calculatingTma = false;
bool   returningBars  = false;
int    timeFrame;

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

int init()
{
   timeFrame  = stringToTimeFrame(TimeFrame);
   HalfLength = MathMax(HalfLength,1);
   IndicatorBuffers(7);
         SetIndexBuffer(0,tmBuffer);  SetIndexDrawBegin(0,HalfLength); SetIndexStyle(0,DRAW_NONE); 
         SetIndexBuffer(1,upBuffer);  SetIndexDrawBegin(1,HalfLength);
         SetIndexBuffer(2,dnBuffer);  SetIndexDrawBegin(2,HalfLength);
         SetIndexBuffer(3,dnArrow);   SetIndexStyle(3,DRAW_ARROW); SetIndexArrow(3,233);
         SetIndexBuffer(4,upArrow);   SetIndexStyle(4,DRAW_ARROW); SetIndexArrow(4,234);
         SetIndexBuffer(5,wuBuffer);
         SetIndexBuffer(6,wdBuffer);

         if (TimeFrame=="calculateTma")  { calculatingTma=true; return(0); }
         if (TimeFrame=="returnBars")    { returningBars=true;  return(0); }

   
   IndicatorFileName = WindowExpertName();
   return(0);
}
int deinit() { 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-1,Bars-counted_bars+HalfLength);

           if (returningBars)  { tmBuffer[0] = limit; return(0); }
           if (calculatingTma) { calculateTma(limit); return(0); }
           if (timeFrame > Period()) limit = MathMax(limit,MathMin(Bars-1,iCustom(NULL,timeFrame,IndicatorFileName,"returnBars",0,0)*timeFrame/Period()));

   //
   //
   //
   //
   //
   
 	for(i = limit; i >= 0; i--)
   {
      int      shift1 = iBarShift(NULL,timeFrame,Time[i]);
      datetime time1  = iTime    (NULL,timeFrame,shift1);

      //
      //
      //
      //
      //

         tmBuffer[i] = iCustom(NULL,timeFrame,IndicatorFileName,"calculateTma",HalfLength,Price,BandsDeviations,0,shift1);
         upBuffer[i] = iCustom(NULL,timeFrame,IndicatorFileName,"calculateTma",HalfLength,Price,BandsDeviations,1,shift1);
         dnBuffer[i] = iCustom(NULL,timeFrame,IndicatorFileName,"calculateTma",HalfLength,Price,BandsDeviations,2,shift1);

         upArrow[i] = EMPTY_VALUE;
         dnArrow[i] = EMPTY_VALUE;            
            if (High[i+1]>upBuffer[i+1] && Close[i+1]>Open[i+1] && Close[i]Open[i]) dnArrow[i] = Low[i]-iATR(NULL,0,20,i)-koeff;

         if (timeFrame <= Period() || shift1==iBarShift(NULL,timeFrame,Time[i-1])) continue;
         if (!Interpolate) continue;

      //
      //
      //
      //
      //

         for(int n = 1; i+n < Bars && Time[i+n] >= time1; n++) continue;
         double factor = 1.0 / n;
         for(int k = 1; k < n; k++)
            {
               tmBuffer[i+k] = k*factor*tmBuffer[i+n] + (1.0-k*factor)*tmBuffer[i];
               upBuffer[i+k] = k*factor*upBuffer[i+n] + (1.0-k*factor)*upBuffer[i];
               dnBuffer[i+k] = k*factor*dnBuffer[i+n] + (1.0-k*factor)*dnBuffer[i];
            }               
   }

   //
   //
   //
   //
   //
   
   if (alertsOn)
   {
      if (alertsOnCurrent)
            int forBar = 0;
      else      forBar = 1;
      if (alertsOnHighLow)       
      {
         if (High[forBar] > upBuffer[forBar] && High[forBar+1] < upBuffer[forBar+1]) doAlert("high penetrated upper bar");
         if (Low[forBar]  < dnBuffer[forBar] && Low[forBar+1]  > dnBuffer[forBar+1]) doAlert("low penetrated lower bar");
      }
      else
      {
         if (Close[forBar] > upBuffer[forBar] && Close[forBar+1] < upBuffer[forBar+1]) doAlert("close penetrated upper bar");
         if (Close[forBar] < dnBuffer[forBar] && Close[forBar+1] > dnBuffer[forBar+1]) doAlert("close penetrated lower bar");
      }
   } 

   return(0);
}

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

void calculateTma(int limit)
{
   int i,j,k;
   double FullLength = 2.0*HalfLength+1.0;
   
   //
   //
   //
   //
   //
   
   for (i=limit; i>=0; i--)
   {
      double sum  = (HalfLength+1)*iMA(NULL,0,1,0,MODE_SMA,Price,i);
      double sumw = (HalfLength+1);
      for(j=1, k=HalfLength; j<=HalfLength; j++, k--)
      {
         sum  += k*iMA(NULL,0,1,0,MODE_SMA,Price,i+j);
         sumw += k;

         if (j<=i)
         {
            sum  += k*iMA(NULL,0,1,0,MODE_SMA,Price,i-j);
            sumw += k;
         }
      }
      tmBuffer[i] = sum/sumw;

      //
      //
      //
      //
      //
            
         double diff = iMA(NULL,0,1,0,MODE_SMA,Price,i)-tmBuffer[i];
         if (i> (Bars-HalfLength-1)) continue;
         if (i==(Bars-HalfLength-1))
         {
            upBuffer[i] = tmBuffer[i];
            dnBuffer[i] = tmBuffer[i];
            if (diff>=0)
               {
                  wuBuffer[i] = MathPow(diff,2);
                  wdBuffer[i] = 0;
               }
            else
               {               
                  wdBuffer[i] = MathPow(diff,2);
                  wuBuffer[i] = 0;
               }                  
            continue;
         }
      
         //
         //
         //
         //
         //
         
         if(diff>=0)
            {
               wuBuffer[i] = (wuBuffer[i+1]*(FullLength-1)+MathPow(diff,2))/FullLength;
               wdBuffer[i] =  wdBuffer[i+1]*(FullLength-1)/FullLength;
            }
         else
            {
               wdBuffer[i] = (wdBuffer[i+1]*(FullLength-1)+MathPow(diff,2))/FullLength;
               wuBuffer[i] =  wuBuffer[i+1]*(FullLength-1)/FullLength;
            }
         upBuffer[i] = tmBuffer[i] + BandsDeviations*MathSqrt(wuBuffer[i]);
         dnBuffer[i] = tmBuffer[i] - BandsDeviations*MathSqrt(wdBuffer[i]);
   }
}
    


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

void doAlert(string doWhat)
{
   static string   previousAlert="";
   static datetime previousTime;
   string message;

   //
   //
   //
   //
   //
   
   if (previousAlert!=doWhat || previousTime!=Time[0]) 
   {
      previousAlert = doWhat;
      previousTime  = Time[0];

      message= StringConcatenate(Symbol()," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," THA : ",doWhat);
         if (alertsMessage) Alert(message);
         if (alertsEmail)   SendMail(StringConcatenate(Symbol(),"TMA "),message);
         if (alertsSound)   PlaySound("alert2.wav");
    }
}

//
//
//
//
//

int stringToTimeFrame(string tfs)
{
   for(int l = StringLen(tfs)-1; l >= 0; l--)
   {
      int char = StringGetChar(tfs,l);
          if((char > 96 && char < 123) || (char > 223 && char < 256))
               tfs = StringSetChar(tfs, 1, char - 32);
          else 
              if(char > -33 && char < 0)
                  tfs = StringSetChar(tfs, 1, char + 224);
   }
   int tf=0;
         if (tfs=="M1" || tfs=="1")     tf=PERIOD_M1;
         if (tfs=="M5" || tfs=="5")     tf=PERIOD_M5;
         if (tfs=="M15"|| tfs=="15")    tf=PERIOD_M15;
         if (tfs=="M30"|| tfs=="30")    tf=PERIOD_M30;
         if (tfs=="H1" || tfs=="60")    tf=PERIOD_H1;
         if (tfs=="H4" || tfs=="240")   tf=PERIOD_H4;
         if (tfs=="D1" || tfs=="1440")  tf=PERIOD_D1;
         if (tfs=="W1" || tfs=="10080") tf=PERIOD_W1;
         if (tfs=="MN" || tfs=="43200") tf=PERIOD_MN1;
         if (tf==0 || tf        

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