#property copyright "www,forex-station.com" #property link "www,forex-station.com" #property indicator_separate_window #property indicator_buffers 6 #property indicator_color1 Goldenrod #property indicator_color2 LimeGreen #property indicator_color3 LimeGreen #property indicator_color4 Red #property indicator_color5 Red #property indicator_color6 DarkSlateGray #property indicator_style3 STYLE_DOT #property indicator_style4 STYLE_DOT #property indicator_style6 STYLE_DOT #property indicator_width1 2 // // // // // #import "dynamicZone.dll" double dzBuyP(double& sourceArray[], double probabiltyValue, int lookBack, int bars, int i, double precision); double dzSellP(double& sourceArray[],double probabiltyValue, int lookBack, int bars, int i, double precision); #import // // // // // // // // // // extern string TimeFrame = "Current time frame"; extern int PcciSmoothLength = 10; extern double PcciSmoothPhase = 0; extern bool PcciSmoothDouble = false; extern int DzLookBackBars = 70; extern double DzStartBuyProbability1 = 0.10; extern double DzStartBuyProbability2 = 0.25; extern double DzStartSellProbability1 = 0.10; extern double DzStartSellProbability2 = 0.25; extern bool Interpolate = true; // // // // // double pcci[]; double bl1Buffer[]; double bl2Buffer[]; double sl1Buffer[]; double sl2Buffer[]; double zliBuffer[]; // // // // // string indicatorFileName; bool calculateValue; bool returnBars; int timeFrame; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // int init() { IndicatorBuffers(6); SetIndexBuffer(0,pcci); SetIndexBuffer(1,bl1Buffer); SetIndexBuffer(2,bl2Buffer); SetIndexBuffer(3,sl2Buffer); SetIndexBuffer(4,sl1Buffer); SetIndexBuffer(5,zliBuffer); // // // // // indicatorFileName = WindowExpertName(); calculateValue = (TimeFrame=="calculateValue"); if (calculateValue) return(0); returnBars = (TimeFrame=="returnBars"); if (returnBars) return(0); timeFrame = stringToTimeFrame(TimeFrame); // // // // // IndicatorShortName(timeFrameToString(timeFrame)+" Dynamic zone jurik pcci"); return(0); } // // // // // int deinit(){ return(0); } // // // // // int start() { int counted_bars=IndicatorCounted(); int i,n,k,limit; if(counted_bars < 0) return(-1); if(counted_bars > 0) counted_bars--; limit = MathMin(Bars-counted_bars,Bars-1); if (returnBars) { pcci[0] = limit+1; return(0); } // // // // // if (calculateValue || timeFrame == Period()) { // // // // // for(i=limit; i>=0; i--) { double response = 0.1177628838235*Close[i+0] +0.1170077388431*Close[i+1] +0.1147601209029*Close[i+2] +0.1110729054065*Close[i+3] +0.1060324421434*Close[i+4] +0.0997560988008*Close[i+5] +0.0923890376402*Close[i+6] +0.0841000389219*Close[i+7] +0.0750766919597*Close[i+8] +0.0655202662708*Close[i+9] +0.0556401583046*Close[i+10] +0.0456482572592*Close[i+11] +0.0357530528012*Close[i+12] +0.02615415804227*Close[i+13] +0.01703731282680*Close[i+14] +0.00856960311288*Close[i+15] +0.000895555708556*Close[i+16] -0.00586627422066*Close[i+17] -0.01162552971203*Close[i+18] -0.01632152444323*Close[i+19] -0.01992414580732*Close[i+20] -0.02243335117589*Close[i+21] -0.02387813894599*Close[i+22] -0.02431430200598*Close[i+23] -0.02382176331725*Close[i+24] -0.02250140527159*Close[i+25] -0.02047075493180*Close[i+26] -0.01786000052706*Close[i+27] -0.01480733499641*Close[i+28] -0.01145463232852*Close[i+29] -0.00794304696010*Close[i+30] -0.00440829083275*Close[i+31] -0.000977238472653*Close[i+32] +0.002235823933755*Close[i+33] +0.00513191787383*Close[i+34] +0.00762972457736*Close[i+35] +0.00966747623918*Close[i+36] +0.01120310303187*Close[i+37] +0.01221499285956*Close[i+38] +0.01270127547603*Close[i+39] +0.01267881242200*Close[i+40] +0.01218165493397*Close[i+41] +0.01125820035359*Close[i+42] +0.00996954486984*Close[i+43] +0.00838605323109*Close[i+44] +0.00658436935337*Close[i+45] +0.00464439195323*Close[i+46] +0.002645759417416*Close[i+47] +0.000666068159555*Close[i+48] -0.001222776729259*Close[i+49] -0.002956488520058*Close[i+50] -0.00448011021214*Close[i+51] -0.00574988855361*Close[i+52] -0.00673332989225*Close[i+53] -0.00741117882839*Close[i+54] -0.00777644547070*Close[i+55] -0.00783388153265*Close[i+56] -0.00759966748743*Close[i+57] -0.00709931269272*Close[i+58] -0.00636769053766*Close[i+59] -0.00544559940274*Close[i+60] -0.00437852874428*Close[i+61] -0.00321542503890*Close[i+62] -0.002005580069262*Close[i+63] -0.000798178859997*Close[i+64] +0.000361723322003*Close[i+65] +0.001433101593600*Close[i+66] +0.002380073229874*Close[i+67] +0.00317453700490*Close[i+68] +0.00379492177651*Close[i+69] +0.00422884523807*Close[i+70] +0.00447038314289*Close[i+71] +0.00452100306476*Close[i+72] +0.00439082398691*Close[i+73] +0.00409492037175*Close[i+74] +0.00365528338580*Close[i+75] +0.003096238149856*Close[i+76] +0.002446112685573*Close[i+77] +0.001736376831290*Close[i+78] +0.000996103380422*Close[i+79] +0.0002557237615143*Close[i+80] -0.000458282529397*Close[i+81] -0.001119581482823*Close[i+82] -0.001704893115208*Close[i+83] -0.002199032152313*Close[i+84] -0.002586916898054*Close[i+85] -0.002861741841535*Close[i+86] -0.003018651749353*Close[i+87] -0.003060101508137*Close[i+88] -0.002997112675297*Close[i+89] -0.002834938217095*Close[i+90] -0.002589089321820*Close[i+91] -0.002272072078644*Close[i+92] -0.001902835889698*Close[i+93] -0.001502872027811*Close[i+94] -0.001077466851623*Close[i+95] -0.000655481642188*Close[i+96] -0.0002511660753314*Close[i+97] +0.0001137882502083*Close[i+98] +0.000426098842482*Close[i+99] +0.000714775119642*Close[i+100] +0.000916639580735*Close[i+101] +0.001063116482197*Close[i+102] +0.001143113996535*Close[i+103] +0.001159315803654*Close[i+104] +0.00922554212244*Close[i+105]; // // // // // pcci[i] = iDSmooth(Close[i]-response,PcciSmoothLength,PcciSmoothPhase,PcciSmoothDouble,i,0); if (DzStartBuyProbability1 > 0) bl1Buffer[i] = dzBuyP (pcci, DzStartBuyProbability1, DzLookBackBars, Bars, i, 0.0001); if (DzStartBuyProbability2 > 0) bl2Buffer[i] = dzBuyP (pcci, DzStartBuyProbability2, DzLookBackBars, Bars, i, 0.0001); if (DzStartSellProbability1 > 0) sl1Buffer[i] = dzSellP(pcci, DzStartSellProbability1, DzLookBackBars, Bars, i, 0.0001); if (DzStartSellProbability2 > 0) sl2Buffer[i] = dzSellP(pcci, DzStartSellProbability2, DzLookBackBars, Bars, i, 0.0001); zliBuffer[i] = dzSellP(pcci, 0.5 , DzLookBackBars, Bars, i, 0.0001); } 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]); pcci[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",PcciSmoothLength,PcciSmoothPhase,PcciSmoothDouble,DzLookBackBars,DzStartBuyProbability1,DzStartBuyProbability2,DzStartSellProbability1,DzStartSellProbability2,0,y); bl1Buffer[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",PcciSmoothLength,PcciSmoothPhase,PcciSmoothDouble,DzLookBackBars,DzStartBuyProbability1,DzStartBuyProbability2,DzStartSellProbability1,DzStartSellProbability2,1,y); bl2Buffer[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",PcciSmoothLength,PcciSmoothPhase,PcciSmoothDouble,DzLookBackBars,DzStartBuyProbability1,DzStartBuyProbability2,DzStartSellProbability1,DzStartSellProbability2,2,y); sl2Buffer[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",PcciSmoothLength,PcciSmoothPhase,PcciSmoothDouble,DzLookBackBars,DzStartBuyProbability1,DzStartBuyProbability2,DzStartSellProbability1,DzStartSellProbability2,3,y); sl1Buffer[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",PcciSmoothLength,PcciSmoothPhase,PcciSmoothDouble,DzLookBackBars,DzStartBuyProbability1,DzStartBuyProbability2,DzStartSellProbability1,DzStartSellProbability2,4,y); zliBuffer[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",PcciSmoothLength,PcciSmoothPhase,PcciSmoothDouble,DzLookBackBars,DzStartBuyProbability1,DzStartBuyProbability2,DzStartSellProbability1,DzStartSellProbability2,5,y); // // // // // if (!Interpolate || y==iBarShift(NULL,timeFrame,Time[i-1])) continue; // // // // // datetime time = iTime(NULL,timeFrame,y); for(n = 1; i+n < Bars && Time[i+n] >= time; n++) continue; for(k = 1; k < n; k++) { pcci[i+k] = pcci[i] + (pcci[i+n] - pcci[i] ) * k/n; bl1Buffer[i+k] = bl1Buffer[i] + (bl1Buffer[i+n] - bl1Buffer[i]) * k/n; bl2Buffer[i+k] = bl2Buffer[i] + (bl2Buffer[i+n] - bl2Buffer[i]) * k/n; sl2Buffer[i+k] = sl2Buffer[i] + (sl2Buffer[i+n] - sl2Buffer[i]) * k/n; sl1Buffer[i+k] = sl1Buffer[i] + (sl1Buffer[i+n] - sl1Buffer[i]) * k/n; zliBuffer[i+k] = zliBuffer[i] + (zliBuffer[i+n] - zliBuffer[i]) * k/n; } } return(0); } //+------------------------------------------------------------------+ // // // // 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]); } // // // // // 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 tchar = StringGetChar(s, length); if((tchar > 96 && tchar < 123) || (tchar > 223 && tchar < 256)) s = StringSetChar(s, length, tchar - 32); else if(tchar > -33 && tchar < 0) s = StringSetChar(s, length, tchar + 224); } return(s); } // // // // //