#property copyright "Copyright © 2007, njel [andrew opeyda]"
#property link "www.signalslab.com [andrew.opeyda@gmail.com] %)"
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 Red
#property indicator_width1 1
#property indicator_color2 SkyBlue
#property indicator_width2 2
#property indicator_color3 Green
#property indicator_width3 1
#property indicator_levelwidth 1
#property indicator_levelstyle STYLE_DOT
#property indicator_maximum 1
#property indicator_minimum 0
double buff1[];
double buff2[];
double buff3[];
extern int BarsForShortTF=7; //êîëè÷åñòâî áàðîâ äëÿ ðàñ÷åòà êîððåëÿöèè íà êîðîòêîì ïåðèîäå
int SortMode=2; // ðåæèì ñîðòèðîâêè 1- ïî âîçðàñòàíèþ, 2 - ïî óáûâàíèþ
extern int HistoryBars=200;
extern string Base="EURUSD";
string iname ="";
int win_idx;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
IndicatorBuffers(8);
SetIndexStyle(0,DRAW_HISTOGRAM);
SetIndexBuffer(0,buff1);
SetIndexEmptyValue(0,0);
SetIndexStyle(1,DRAW_LINE);
SetIndexBuffer(1,buff2);
SetIndexEmptyValue(1,EMPTY_VALUE);
SetIndexLabel(1,"Êîððåëÿöèÿ çà "+BarsForShortTF+" áàðîâ");
SetIndexStyle(2,DRAW_HISTOGRAM);
SetIndexBuffer(2,buff3);
SetIndexEmptyValue(2,0);
iname = "Correlation "+Base;
IndicatorShortName(iname);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
Comment("");
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
win_idx=WindowFind(iname);
//Alert(win_idx+" name "+iname);
ObjectsDeleteAll(win_idx);
int i;
int periods[10];
periods[0] = 10;
periods[1] = 15;
periods[2] = 25;
periods[3] = 50;
periods[4] = 75;
periods[5] = 100;
periods[6] = 125;
periods[7] = 150;
periods[8] = 200;
periods[9] = 250;
double x = 1.0;
for (int p = 0; p<10; p++)
{
for(i=HistoryBars;i>=0;i--)
{
double RS=Rcalc(Symbol(),periods[p],i);
//buff2[i]=RS;
double a = (RS+1)/2;
AddObj(i,x,fromRGB(255-(a*255),a*255,0));
//AddObj(i,x,fromRGB(a*255,a*255,a*255));
}
x = x-0.1;
}
//----
return(0);
}
//+------------------------------------------------------------------+
double Rcalc(string symb,int Bars_,int shift)
{
int currday=iBarShift(NULL,Period(),iTime(NULL,Period(),shift));
double avgBase=iMA(Base,Period(),Bars_,0,MODE_SMA,PRICE_CLOSE,currday);
double avgSmb=iMA(symb,Period(),Bars_,0,MODE_SMA,PRICE_CLOSE,currday);
double E=0;
double D=0;
double F=0;
for(int i=currday;i<=currday+Bars_;i++)
{
E+=((iClose(Base,Period(),i))-avgBase)*((iClose(symb,Period(),i))-avgSmb);
D+=MathPow(((iClose(Base,Period(),i))-avgBase),2);
F+=MathPow(((iClose(symb,Period(),i))-avgSmb),2);
}
D=MathSqrt(D);
F=MathSqrt(F);
double G=D*F;
double R=E/G;
return(R);
}
//--------------------------------------------------------------------+
void AddObj(int t, double price, color c)
{
//debug
if (c==Black) return;
string name = ObjectsTotal()+"level";
//ObjectCreate(name,OBJ_TREND,1,Time[t],price,Time[t],price);
ObjectCreate(name,OBJ_ARROW,win_idx,Time[t],price,Time[t],price);
ObjectSet(name,OBJPROP_ARROWCODE,110);
ObjectSet(name,OBJPROP_COLOR,c);
ObjectSet(name,OBJPROP_WIDTH,0);
ObjectSet(name,OBJPROP_RAY,false);
}
//+------------------------------------------------------------------+
color fromRGB(int R, int G, int B)
{
return (R+(G<<8)+(B<<16));
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Series array that contains open time of each bar
Indicator Curves created:
Implements a curve of type DRAW_HISTOGRAM
Implements a curve of type DRAW_LINE
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: