//+------------------------------------------------------------------+ //|mtf jurik STLM_hist.mq4 //| //+------------------------------------------------------------------+ #property copyright "www.forex-tsd.com" #property link "www.forex-tsd.com" #property indicator_separate_window #property indicator_buffers 5 #property indicator_color1 LimeGreen #property indicator_color2 LimeGreen #property indicator_color3 Red #property indicator_color4 Red #property indicator_color5 Silver #property indicator_width1 2 #property indicator_width3 2 #property indicator_width5 2 #property indicator_levelcolor MediumOrchid // // // // // extern string TimeFrame = "Current time frame"; extern int StlmLength = 5; extern double StlmPhase = 0; extern bool StlmDouble = true; extern int StlmPrice = 0; extern int AtrAverageMethod = 16; extern bool divergenceVisible = true; extern bool divergenceOnValuesVisible = true; extern bool divergenceOnChartVisible = false; extern color divergenceBullishColor = Navy; extern color divergenceBearishColor = Magenta; extern string divergenceUniqueID = "jurik stlm diverge1"; extern bool HistogramOnSlope = true; extern bool Interpolate = true; extern bool alertsOn = true; extern bool alertsOnSlope = true; extern bool alertsOnCurrent = false; extern bool alertsMessage = true; extern bool alertsSound = true; extern bool alertsEmail = false; extern bool arrowsVisible = true; extern bool arrowsOnSlope = true; extern string arrowsIdentifier = "jurik stlm arrows1"; extern double arrowsDisplacement = 1.0; extern color arrowsUpColor = LimeGreen; extern color arrowsDnColor = Red; extern int arrowsUpCode = 241; extern int arrowsDnCode = 242; extern string __0 = "SMA"; extern string __1 = "EMA"; extern string __2 = "Double smoothed EMA"; extern string __3 = "Double EMA (DEMA)"; extern string __4 = "Triple EMA (TEMA)"; extern string __5 = "Smoothed MA"; extern string __6 = "Linear weighted MA"; extern string __7 = "Parabolic weighted MA"; extern string __8 = "Alexander MA"; extern string __9 = "Volume weighted MA"; extern string __10 = "Hull MA"; extern string __11 = "Triangular MA"; extern string __12 = "Sine weighted MA"; extern string __13 = "Linear regression"; extern string __14 = "IE/2"; extern string __15 = "NonLag MA"; extern string __16 = "Zero lag EMA"; extern string __17 = "Leader EMA"; // // // // // double Upa[]; double Upb[]; double Dna[]; double Dnb[]; double stlm[]; double price[]; double atr[]; double work[]; double trend[]; double slope[]; // // // // // string indicatorFileName; bool returnBars; bool calculateValue; int timeFrame; string shortName; //+------------------------------------------------------------------ //| //+------------------------------------------------------------------ // // // // // int init() { IndicatorBuffers(8); SetIndexBuffer(0,Upa); SetIndexStyle(0,DRAW_HISTOGRAM); SetIndexBuffer(1,Upb); SetIndexStyle(1,DRAW_HISTOGRAM); SetIndexBuffer(2,Dna); SetIndexStyle(2,DRAW_HISTOGRAM); SetIndexBuffer(3,Dnb); SetIndexStyle(3,DRAW_HISTOGRAM); SetIndexBuffer(4,stlm); SetIndexBuffer(5,price); SetIndexBuffer(6,atr); SetIndexBuffer(7,work); SetLevelValue(0,0); // // // // // indicatorFileName = WindowExpertName(); returnBars = (TimeFrame=="returnBars"); if (returnBars) return(0); calculateValue = (TimeFrame=="calculateValue"); if (calculateValue) { int s = StringFind(divergenceUniqueID,":",0); shortName = divergenceUniqueID; divergenceUniqueID = StringSubstr(divergenceUniqueID,0,s); return(0); } timeFrame = stringToTimeFrame(TimeFrame); // // // // // shortName = divergenceUniqueID+": "+timeFrameToString(timeFrame)+ " atr of "+getAverageName(AtrAverageMethod)+" adaptive jurik stlm"; IndicatorShortName(shortName); return(0); } // // // // // int deinit() { int lookForLength = StringLen(divergenceUniqueID); for (int i=ObjectsTotal()-1; i>=0; i--) { string objectName = ObjectName(i); if (StringSubstr(objectName,0,lookForLength) == divergenceUniqueID) ObjectDelete(objectName); } if (!calculateValue && arrowsVisible) deleteArrows(); return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // int start() { int counted_bars=IndicatorCounted(); int i,r,limit; if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; limit = MathMin(Bars-counted_bars,Bars-1); if (returnBars) { Upa[0] = limit+1; return(0); } // // // // // if (calculateValue || timeFrame == Period()) { if (ArrayRange(trend,0)!=Bars) ArrayResize(trend,Bars); if (ArrayRange(slope,0)!=Bars) ArrayResize(slope,Bars); for (i=limit, r=Bars-i-1; i >= 0; i--,r++) { price[i] = getPrice(StlmPrice,i); work[i] = iCustomMa(AtrAverageMethod,MathMax(High[i],Close[i+1])-MathMin(Low[i],Close[i+1]),StlmLength,i,2); double max = work[ArrayMaximum(work,StlmLength,i)]; double min = work[ArrayMinimum(work,StlmLength,i)]; if (min!=max) atr[i] = 1.0-(work[i]-min)/(max-min); else atr[i] = 0.5; double value1 = 0.0982862174 * price[i+0] + 0.0975682269 * price[i+1] + 0.0961401078 * price[i+2] + 0.0940230544 * price[i+3] + 0.0912437090 * price[i+4] + 0.0878391006 * price[i+5] + 0.0838544303 * price[i+6] + 0.0793406350 * price[i+7] + 0.0743569346 * price[i+8] + 0.0689666682 * price[i+9] + 0.0632381578 * price[i+10] + 0.0572428925 * price[i+11] + 0.0510534242 * price[i+12] + 0.0447468229 * price[i+13] + 0.0383959950 * price[i+14] + 0.0320735368 * price[i+15] + 0.0258537721 * price[i+16] + 0.0198005183 * price[i+17] + 0.0139807863 * price[i+18] + 0.0084512448 * price[i+19] + 0.0032639979 * price[i+20] - 0.0015350359 * price[i+21] - 0.0059060082 * price[i+22] - 0.0098190256 * price[i+23] - 0.0132507215 * price[i+24] - 0.0161875265 * price[i+25] - 0.0186164872 * price[i+26] - 0.0205446727 * price[i+27] - 0.0219739146 * price[i+28] - 0.0229204861 * price[i+29] - 0.0234080863 * price[i+30] - 0.0234566315 * price[i+31] - 0.0231017777 * price[i+32] - 0.0223796900 * price[i+33] - 0.0213300463 * price[i+34] - 0.0199924534 * price[i+35] - 0.0184126992 * price[i+36] - 0.0166377699 * price[i+37] - 0.0147139428 * price[i+38] - 0.0126796776 * price[i+39] - 0.0105938331 * price[i+40] - 0.0084736770 * price[i+41] - 0.0063841850 * price[i+42] - 0.0043466731 * price[i+43] - 0.0023956944 * price[i+44] - 0.0005535180 * price[i+45] + 0.0011421469 * price[i+46] + 0.0026845693 * price[i+47] + 0.0040471369 * price[i+48] + 0.0052380201 * price[i+49] + 0.0062194591 * price[i+50] + 0.0070340085 * price[i+51] + 0.0076266453 * price[i+52] + 0.0080376628 * price[i+53] + 0.0083037666 * price[i+54] + 0.0083694798 * price[i+55] + 0.0082901022 * price[i+56] + 0.0080741359 * price[i+57] + 0.0077543820 * price[i+58] + 0.0073260526 * price[i+59] + 0.0068163569 * price[i+60] + 0.0062325477 * price[i+61] + 0.0056078229 * price[i+62] + 0.0049516078 * price[i+63] + 0.0161380976 * price[i+64]; double value2 = - 0.0074151919 * price[i+0] - 0.0060698985 * price[i+1] - 0.0044979052 * price[i+2] - 0.0027054278 * price[i+3] - 0.0007031702 * price[i+4] + 0.0014951741 * price[i+5] + 0.0038713513 * price[i+6] + 0.0064043271 * price[i+7] + 0.0090702334 * price[i+8] + 0.0118431116 * price[i+9] + 0.0146922652 * price[i+10] + 0.0175884606 * price[i+11] + 0.0204976517 * price[i+12] + 0.0233865835 * price[i+13] + 0.0262218588 * price[i+14] + 0.0289681736 * price[i+15] + 0.0315922931 * price[i+16] + 0.0340614696 * price[i+17] + 0.0363444061 * price[i+18] + 0.0384120882 * price[i+19] + 0.0402373884 * price[i+20] + 0.0417969735 * price[i+21] + 0.0430701377 * price[i+22] + 0.0440399188 * price[i+23] + 0.0446941124 * price[i+24] + 0.0450230100 * price[i+25] + 0.0450230100 * price[i+26] + 0.0446941124 * price[i+27] + 0.0440399188 * price[i+28] + 0.0430701377 * price[i+29] + 0.0417969735 * price[i+30] + 0.0402373884 * price[i+31] + 0.0384120882 * price[i+32] + 0.0363444061 * price[i+33] + 0.0340614696 * price[i+34] + 0.0315922931 * price[i+35] + 0.0289681736 * price[i+36] + 0.0262218588 * price[i+37] + 0.0233865835 * price[i+38] + 0.0204976517 * price[i+39] + 0.0175884606 * price[i+40] + 0.0146922652 * price[i+41] + 0.0118431116 * price[i+42] + 0.0090702334 * price[i+43] + 0.0064043271 * price[i+44] + 0.0038713513 * price[i+45] + 0.0014951741 * price[i+46] - 0.0007031702 * price[i+47] - 0.0027054278 * price[i+48] - 0.0044979052 * price[i+49] - 0.0060698985 * price[i+50] - 0.0074151919 * price[i+51] - 0.0085278517 * price[i+52] - 0.0094111161 * price[i+53] - 0.0100658241 * price[i+54] - 0.0104994302 * price[i+55] - 0.0107227904 * price[i+56] - 0.0107450280 * price[i+57] - 0.0105824763 * price[i+58] - 0.0102517019 * price[i+59] - 0.0097708805 * price[i+60] - 0.0091581551 * price[i+61] - 0.0084345004 * price[i+62] - 0.0076214397 * price[i+63] - 0.0067401718 * price[i+64] - 0.0058083144 * price[i+65] - 0.0048528295 * price[i+66] - 0.0038816271 * price[i+67] - 0.0029244713 * price[i+68] - 0.0019911267 * price[i+69] - 0.0010974211 * price[i+70] - 0.0002535559 * price[i+71] + 0.0005231953 * price[i+72] + 0.0012297491 * price[i+73] + 0.0018539149 * price[i+74] + 0.0023994354 * price[i+75] + 0.0028490136 * price[i+76] + 0.0032221429 * price[i+77] + 0.0034936183 * price[i+78] + 0.0036818974 * price[i+79] + 0.0038037944 * price[i+80] + 0.0038338964 * price[i+81] + 0.0037975350 * price[i+82] + 0.0036986051 * price[i+83] + 0.0035521320 * price[i+84] + 0.0033559226 * price[i+85] + 0.0031224409 * price[i+86] + 0.0031224409 * price[i+87] + 0.0025688349 * price[i+88] + 0.0022682355 * price[i+89] + 0.0073925495 * price[i+90]; stlm[i] = iDSmooth(value1-value2,StlmLength*(atr[i]+ 1.0)/2.0,StlmPhase,StlmDouble,i); Upa[i] = EMPTY_VALUE; Upb[i] = EMPTY_VALUE; Dna[i] = EMPTY_VALUE; Dnb[i] = EMPTY_VALUE; trend[r] = trend[r-1]; slope[r] = slope[r-1]; if (stlm[i] > 0) trend[r] = 1; if (stlm[i] < 0) trend[r] = -1; if (stlm[i] > stlm[i+1]) slope[r] = 1; if (stlm[i] < stlm[i+1]) slope[r] = -1; if (divergenceVisible) { CatchBullishDivergence(stlm,i); CatchBearishDivergence(stlm,i); } if (HistogramOnSlope) { if (trend[r]== 1 && slope[r] == 1) Upa[i] = stlm[i]; if (trend[r]== 1 && slope[r] ==-1) Upb[i] = stlm[i]; if (trend[r]==-1 && slope[r] ==-1) Dna[i] = stlm[i]; if (trend[r]==-1 && slope[r] == 1) Dnb[i] = stlm[i]; } else { if (trend[r]== 1) Upa[i] = stlm[i]; if (trend[r]==-1) Dna[i] = stlm[i]; } manageArrow(i,r); } manageAlerts(); return(0); } // // // // // limit = MathMax(limit,MathMin(Bars-1,iCustom(NULL,timeFrame,indicatorFileName,"returnBars",0,0)*timeFrame/Period())); if (ArrayRange(trend,0)!=Bars) ArrayResize(trend,Bars); if (ArrayRange(slope,0)!=Bars) ArrayResize(slope,Bars); for (i=limit, r=Bars-i-1; i>=0; i--,r++) { int y = iBarShift(NULL,timeFrame,Time[i]); stlm[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",StlmLength,StlmPhase,StlmDouble,StlmPrice,AtrAverageMethod,divergenceVisible,divergenceOnValuesVisible,divergenceOnChartVisible,divergenceBullishColor,divergenceBearishColor,shortName,Interpolate,4,y); Upa[i] = EMPTY_VALUE; Upb[i] = EMPTY_VALUE; Dna[i] = EMPTY_VALUE; Dnb[i] = EMPTY_VALUE; trend[r] = trend[r-1]; slope[r] = slope[r-1]; if (stlm[i] > 0) trend[r] = 1; if (stlm[i] < 0) trend[r] = -1; if (stlm[i] > stlm[i+1]) slope[r] = 1; if (stlm[i] < stlm[i+1]) slope[r] = -1; if (HistogramOnSlope) { if (trend[r]== 1 && slope[r] == 1) Upa[i] = stlm[i]; if (trend[r]== 1 && slope[r] ==-1) Upb[i] = stlm[i]; if (trend[r]==-1 && slope[r] ==-1) Dna[i] = stlm[i]; if (trend[r]==-1 && slope[r] == 1) Dnb[i] = stlm[i]; } else { if (trend[r]== 1) Upa[i] = stlm[i]; if (trend[r]==-1) Dna[i] = stlm[i]; } manageArrow(i,r); // // // // // // if (!Interpolate || y==iBarShift(NULL,timeFrame,Time[i-1])) continue; // // // // // 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++) { stlm[i+k] = stlm[i] + (stlm[i+n] - stlm[i]) * k/n; if (Upa[i]!= EMPTY_VALUE) Upa[i+k] = stlm[i+k]; if (Upb[i]!= EMPTY_VALUE) Upb[i+k] = stlm[i+k]; if (Dna[i]!= EMPTY_VALUE) Dna[i+k] = stlm[i+k]; if (Dnb[i]!= EMPTY_VALUE) Dnb[i+k] = stlm[i+k]; } } manageAlerts(); return(0); } //+------------------------------------------------------------------ //| //+------------------------------------------------------------------ // // // // // // double getPrice(int type, int i) { switch (type) { case 7: return((Open[i]+Close[i])/2.0); case 8: return((Open[i]+High[i]+Low[i]+Close[i])/4.0); default : return(iMA(NULL,0,1,0,MODE_SMA,type,i)); } } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // double wrk[][20]; #define bsmax 5 #define bsmin 6 #define volty 7 #define vsum 8 #define avolty 9 // // // // // double iDSmooth(double price, double length, double phase, bool isDouble, int i, int s=0) { if (isDouble) 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]); } // // // // // void manageAlerts() { if (!calculateValue && alertsOn) { if (alertsOnCurrent) int whichBar = 0; else whichBar = 1; whichBar = Bars-iBarShift(NULL,0,iTime(NULL,timeFrame,whichBar))-1; if (trend[whichBar] != trend[whichBar-1]) { if (trend[whichBar] == 1) doAlert(whichBar,"up"); if (trend[whichBar] == -1) doAlert(whichBar,"down"); // // // // // if (alertsOnSlope) { if (slope[whichBar] != slope[whichBar-1]) { if (slope[whichBar] == 1) doAlert(whichBar,"slope changed to up"); if (slope[whichBar] ==-1) doAlert(whichBar,"slope changed to down"); } } else { if (trend[whichBar] != trend[whichBar-1]) { if (trend[whichBar] == 1) doAlert(whichBar,"crossed zero line up"); if (trend[whichBar] ==-1) doAlert(whichBar,"crossed zero line 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)," stlm oscillator ",doWhat); if (alertsMessage) Alert(message); if (alertsEmail) SendMail(StringConcatenate(Symbol(),"stlm"),message); if (alertsSound) PlaySound("alert2.wav"); } } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // void manageArrow(int i, int r) { if (!calculateValue && arrowsVisible) { deleteArrow(Time[i]); if(arrowsOnSlope) { if (slope[r] != slope[r-1]) { if (slope[r] == 1) drawArrow(i,arrowsUpColor,arrowsUpCode,false); if (slope[r] ==-1) drawArrow(i,arrowsDnColor,arrowsDnCode, true); } } else { if (trend[r] != trend[r-1]) { if (trend[r] == 1) drawArrow(i,arrowsUpColor,arrowsUpCode,false); if (trend[r] ==-1) drawArrow(i,arrowsDnColor,arrowsDnCode, true); } } } } // // // // // void drawArrow(int i,color theColor,int theCode,bool up) { string name = arrowsIdentifier+":"+Time[i]; double gap = iATR(NULL,0,20,i); // // // // // ObjectCreate(name,OBJ_ARROW,0,Time[i],0); ObjectSet(name,OBJPROP_ARROWCODE,theCode); ObjectSet(name,OBJPROP_COLOR,theColor); if (up) ObjectSet(name,OBJPROP_PRICE1,High[i] + arrowsDisplacement * gap); else ObjectSet(name,OBJPROP_PRICE1,Low[i] - arrowsDisplacement * gap); } // // // // // void deleteArrows() { string lookFor = arrowsIdentifier+":"; int lookForLength = StringLen(lookFor); for (int i=ObjectsTotal()-1; i>=0; i--) { string objectName = ObjectName(i); if (StringSubstr(objectName,0,lookForLength) == lookFor) ObjectDelete(objectName); } } // // // // // void deleteArrow(datetime time) { string lookFor = arrowsIdentifier+":"+time; ObjectDelete(lookFor); } //+------------------------------------------------------------------ //| //+------------------------------------------------------------------ // // // // // void CatchBullishDivergence(double& values[], int i) { i++; ObjectDelete(divergenceUniqueID+"l"+DoubleToStr(Time[i],0)); ObjectDelete(divergenceUniqueID+"l"+"os" + DoubleToStr(Time[i],0)); if (!IsIndicatorLow(values,i)) return; // // // // // int currentLow = i; int lastLow = GetIndicatorLastLow(values,i+1); if (values[currentLow] > values[lastLow] && Low[currentLow] < Low[lastLow]) { if(divergenceOnChartVisible) DrawPriceTrendLine("l",Time[currentLow],Time[lastLow],Low[currentLow],Low[lastLow],divergenceBullishColor,STYLE_SOLID); if(divergenceOnValuesVisible) DrawIndicatorTrendLine("l",Time[currentLow],Time[lastLow],values[currentLow],values[lastLow],divergenceBullishColor,STYLE_SOLID); } if (values[currentLow] < values[lastLow] && Low[currentLow] > Low[lastLow]) { if(divergenceOnChartVisible) DrawPriceTrendLine("l",Time[currentLow],Time[lastLow],Low[currentLow],Low[lastLow], divergenceBullishColor, STYLE_DOT); if(divergenceOnValuesVisible) DrawIndicatorTrendLine("l",Time[currentLow],Time[lastLow],values[currentLow],values[lastLow], divergenceBullishColor, STYLE_DOT); } } // // // // // void CatchBearishDivergence(double& values[], int i) { i++; ObjectDelete(divergenceUniqueID+"h"+DoubleToStr(Time[i],0)); ObjectDelete(divergenceUniqueID+"h"+"os" + DoubleToStr(Time[i],0)); if (IsIndicatorPeak(values,i) == false) return; // // // // // int currentPeak = i; int lastPeak = GetIndicatorLastPeak(values,i+1); if (values[currentPeak] < values[lastPeak] && High[currentPeak]>High[lastPeak]) { if (divergenceOnChartVisible) DrawPriceTrendLine("h",Time[currentPeak],Time[lastPeak],High[currentPeak],High[lastPeak],divergenceBearishColor,STYLE_SOLID); if (divergenceOnValuesVisible) DrawIndicatorTrendLine("h",Time[currentPeak],Time[lastPeak],values[currentPeak],values[lastPeak],divergenceBearishColor,STYLE_SOLID); } if(values[currentPeak] > values[lastPeak] && High[currentPeak] < High[lastPeak]) { if (divergenceOnChartVisible) DrawPriceTrendLine("h",Time[currentPeak],Time[lastPeak],High[currentPeak],High[lastPeak], divergenceBearishColor, STYLE_DOT); if (divergenceOnValuesVisible) DrawIndicatorTrendLine("h",Time[currentPeak],Time[lastPeak],values[currentPeak],values[lastPeak], divergenceBearishColor, STYLE_DOT); } } // // // // // bool IsIndicatorPeak(double& values[], int i) { return(values[i] >= values[i+1] && values[i] > values[i+2] && values[i] > values[i-1]); } bool IsIndicatorLow( double& values[], int i) { return(values[i] <= values[i+1] && values[i] < values[i+2] && values[i] < values[i-1]); } // // // // // int GetIndicatorLastPeak(double& values[], int shift) { for(int i = shift+5; i= values[i+1] && values[i] > values[i+2] && values[i] >= values[i-1] && values[i] > values[i-2]) return(i); return(-1); } // // // // // int GetIndicatorLastLow(double& values[], int shift) { for(int i = shift+5; 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); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // string methodNames[] = {"SMA","EMA","Double smoothed EMA","Double EMA","Triple EMA","Smoothed MA","Linear weighted MA","Parabolic weighted MA","Alexander MA","Volume weghted MA","Hull MA","Triangular MA","Sine weighted MA","Linear regression","IE/2","NonLag MA","Zero lag EMA","Leader EMA"}; string getAverageName(int& method) { int max = ArraySize(methodNames)-1; method=MathMax(MathMin(method,max),0); return(methodNames[method]); } // // // // // #define _maWorkBufferx1 3 #define _maWorkBufferx2 6 #define _maWorkBufferx3 9 double iCustomMa(int mode, double price, double length, int i, int instanceNo=0) { int r = Bars-i-1; switch (mode) { case 0 : return(iSma(price,length,r,instanceNo)); case 1 : return(iEma(price,length,r,instanceNo)); case 2 : return(iDsema(price,length,r,instanceNo)); case 3 : return(iDema(price,length,r,instanceNo)); case 4 : return(iTema(price,length,r,instanceNo)); case 5 : return(iSmma(price,length,r,instanceNo)); case 6 : return(iLwma(price,length,r,instanceNo)); case 7 : return(iLwmp(price,length,r,instanceNo)); case 8 : return(iAlex(price,length,r,instanceNo)); case 9 : return(iWwma(price,length,r,instanceNo)); case 10 : return(iHull(price,length,r,instanceNo)); case 11 : return(iTma(price,length,r,instanceNo)); case 12 : return(iSineWMA(price,length,r,instanceNo)); case 13 : return(iLinr(price,length,r,instanceNo)); case 14 : return(iIe2(price,length,r,instanceNo)); case 15 : return(iNonLagMa(price,length,r,instanceNo)); case 16 : return(iZeroLag(price,length,r,instanceNo)); case 17 : return(iLeader(price,length,r,instanceNo)); default : return(0); } } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // double workSma[][_maWorkBufferx2]; double iSma(double price, int period, int r, int instanceNo=0) { if (ArrayRange(workSma,0)!= Bars) ArrayResize(workSma,Bars); instanceNo *= 2; // // // // // workSma[r][instanceNo] = price; if (r>=period) workSma[r][instanceNo+1] = workSma[r-1][instanceNo+1]+(workSma[r][instanceNo]-workSma[r-period][instanceNo])/period; else { workSma[r][instanceNo+1] = 0; for(int k=0; k=0; k++) workSma[r][instanceNo+1] += workSma[r-k][instanceNo]; workSma[r][instanceNo+1] /= k; } return(workSma[r][instanceNo+1]); } // // // // // double workEma[][_maWorkBufferx1]; double iEma(double price, double period, int r, int instanceNo=0) { if (ArrayRange(workEma,0)!= Bars) ArrayResize(workEma,Bars); // // // // // double alpha = 2.0 / (1.0+period); workEma[r][instanceNo] = workEma[r-1][instanceNo]+alpha*(price-workEma[r-1][instanceNo]); return(workEma[r][instanceNo]); } // // // // // double workDsema[][_maWorkBufferx2]; #define _ema1 0 #define _ema2 1 double iDsema(double price, double period, int r, int instanceNo=0) { if (ArrayRange(workDsema,0)!= Bars) ArrayResize(workDsema,Bars); instanceNo*=2; // // // // // double alpha = 2.0 /(1.0+MathSqrt(period)); workDsema[r][_ema1+instanceNo] = workDsema[r-1][_ema1+instanceNo]+alpha*(price -workDsema[r-1][_ema1+instanceNo]); workDsema[r][_ema2+instanceNo] = workDsema[r-1][_ema2+instanceNo]+alpha*(workDsema[r][_ema1+instanceNo]-workDsema[r-1][_ema2+instanceNo]); return(workDsema[r][_ema2+instanceNo]); } // // // // // double workDema[][_maWorkBufferx2]; #define _ema1 0 #define _ema2 1 double iDema(double price, double period, int r, int instanceNo=0) { if (ArrayRange(workDema,0)!= Bars) ArrayResize(workDema,Bars); instanceNo*=2; // // // // // double alpha = 2.0 / (1.0+period); workDema[r][_ema1+instanceNo] = workDema[r-1][_ema1+instanceNo]+alpha*(price -workDema[r-1][_ema1+instanceNo]); workDema[r][_ema2+instanceNo] = workDema[r-1][_ema2+instanceNo]+alpha*(workDema[r][_ema1+instanceNo]-workDema[r-1][_ema2+instanceNo]); return(workDema[r][_ema1+instanceNo]*2.0-workDema[r][_ema2+instanceNo]); } // // // // // double workTema[][_maWorkBufferx3]; #define _ema1 0 #define _ema2 1 #define _ema3 2 double iTema(double price, double period, int r, int instanceNo=0) { if (ArrayRange(workTema,0)!= Bars) ArrayResize(workTema,Bars); instanceNo*=3; // // // // // double alpha = 2.0 / (1.0+period); workTema[r][_ema1+instanceNo] = workTema[r-1][_ema1+instanceNo]+alpha*(price -workTema[r-1][_ema1+instanceNo]); workTema[r][_ema2+instanceNo] = workTema[r-1][_ema2+instanceNo]+alpha*(workTema[r][_ema1+instanceNo]-workTema[r-1][_ema2+instanceNo]); workTema[r][_ema3+instanceNo] = workTema[r-1][_ema3+instanceNo]+alpha*(workTema[r][_ema2+instanceNo]-workTema[r-1][_ema3+instanceNo]); return(workTema[r][_ema3+instanceNo]+3.0*(workTema[r][_ema1+instanceNo]-workTema[r][_ema2+instanceNo])); } // // // // // double workSmma[][_maWorkBufferx1]; double iSmma(double price, double period, int r, int instanceNo=0) { if (ArrayRange(workSmma,0)!= Bars) ArrayResize(workSmma,Bars); // // // // // if (r=0; k++) { double weight = period-k; sumw += weight; sum += weight*workLwma[r-k][instanceNo]; } return(sum/sumw); } // // // // // double workLwmp[][_maWorkBufferx1]; double iLwmp(double price, double period, int r, int instanceNo=0) { if (ArrayRange(workLwmp,0)!= Bars) ArrayResize(workLwmp,Bars); // // // // // workLwmp[r][instanceNo] = price; double sumw = period*period; double sum = sumw*price; for(int k=1; k=0; k++) { double weight = (period-k)*(period-k); sumw += weight; sum += weight*workLwmp[r-k][instanceNo]; } return(sum/sumw); } // // // // // double workAlex[][_maWorkBufferx1]; double iAlex(double price, double period, int r, int instanceNo=0) { if (ArrayRange(workAlex,0)!= Bars) ArrayResize(workAlex,Bars); if (period<4) return(price); // // // // // workAlex[r][instanceNo] = price; double sumw = period-2; double sum = sumw*price; for(int k=1; k=0; k++) { double weight = period-k-2; sumw += weight; sum += weight*workAlex[r-k][instanceNo]; } return(sum/sumw); } // // // // // double workTma[][_maWorkBufferx1]; double iTma(double price, double period, int r, int instanceNo=0) { if (ArrayRange(workTma,0)!= Bars) ArrayResize(workTma,Bars); // // // // // workTma[r][instanceNo] = price; double half = (period+1.0)/2.0; double sum = price; double sumw = 1; for(int k=1; k=0; k++) { double weight = k+1; if (weight > half) weight = period-k; sumw += weight; sum += weight*workTma[r-k][instanceNo]; } return(sum/sumw); } // // // // // double workSineWMA[][_maWorkBufferx1]; #define Pi 3.14159265358979323846264338327950288 double iSineWMA(double price, int period, int r, int instanceNo=0) { if (period<1) return(price); if (ArrayRange(workSineWMA,0)!= Bars) ArrayResize(workSineWMA,Bars); // // // // // workSineWMA[r][instanceNo] = price; double sum = 0; double sumw = 0; for(int k=0; k=0; k++) { double weight = MathSin(Pi*(k+1.0)/(period+1.0)); sumw += weight; sum += weight*workSineWMA[r-k][instanceNo]; } return(sum/sumw); } // // // // // double workWwma[][_maWorkBufferx1]; double iWwma(double price, double period, int r, int instanceNo=0) { if (ArrayRange(workWwma,0)!= Bars) ArrayResize(workWwma,Bars); // // // // // workWwma[r][instanceNo] = price; int i = Bars-r-1; double sumw = Volume[i]; double sum = sumw*price; for(int k=1; k=0; k++) { double weight = Volume[i+k]; sumw += weight; sum += weight*workWwma[r-k][instanceNo]; } return(sum/sumw); } // // // // // double workHull[][_maWorkBufferx2]; double iHull(double price, double period, int r, int instanceNo=0) { if (ArrayRange(workHull,0)!= Bars) ArrayResize(workHull,Bars); // // // // // int HmaPeriod = MathMax(period,2); int HalfPeriod = MathFloor(HmaPeriod/2); int HullPeriod = MathFloor(MathSqrt(HmaPeriod)); double hma,hmw,weight; instanceNo *= 2; workHull[r][instanceNo] = price; // // // // // hmw = HalfPeriod; hma = hmw*price; for(int k=1; k=0; k++) { weight = HalfPeriod-k; hmw += weight; hma += weight*workHull[r-k][instanceNo]; } workHull[r][instanceNo+1] = 2.0*hma/hmw; hmw = HmaPeriod; hma = hmw*price; for(k=1; k=0; k++) { weight = HmaPeriod-k; hmw += weight; hma += weight*workHull[r-k][instanceNo]; } workHull[r][instanceNo+1] -= hma/hmw; // // // // // hmw = HullPeriod; hma = hmw*workHull[r][instanceNo+1]; for(k=1; k=0; k++) { weight = HullPeriod-k; hmw += weight; hma += weight*workHull[r-k][1+instanceNo]; } return(hma/hmw); } // // // // // double workLinr[][_maWorkBufferx1]; double iLinr(double price, double period, int r, int instanceNo=0) { if (ArrayRange(workLinr,0)!= Bars) ArrayResize(workLinr,Bars); // // // // // period = MathMax(period,1); workLinr[r][instanceNo] = price; double lwmw = period; double lwma = lwmw*price; double sma = price; for(int k=1; k=0; k++) { double weight = period-k; lwmw += weight; lwma += weight*workLinr[r-k][instanceNo]; sma += workLinr[r-k][instanceNo]; } return(3.0*lwma/lwmw-2.0*sma/period); } // // // // // double workIe2[][_maWorkBufferx1]; double iIe2(double price, double period, int r, int instanceNo=0) { if (ArrayRange(workIe2,0)!= Bars) ArrayResize(workIe2,Bars); // // // // // period = MathMax(period,1); workIe2[r][instanceNo] = price; double sumx=0, sumxx=0, sumxy=0, sumy=0; for (int k=0; k0) { double sum = 0; for (k=0; k < nlm.values[_len][instanceNo]; k++) sum += nlm.alphas[k][instanceNo]*nlm.prices[r-k][instanceNo]; return( sum / nlm.values[_weight][instanceNo]); } else return(0); }