//+------------------------------------------------------------------
// ds_HDiv_OsMA.mq4
// dolsergon@yandex.ru
// icq(qip)-366382375
//+------------------------------------------------------------------+
//| OsMA.mq4 |
//| Copyright © 2004, MetaQuotes Software Corp. |
//| http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2004, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net/"
//---- indicator settings
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 Silver
#property indicator_width1 2
#property indicator_color2 Blue
#property indicator_width2 1
#property indicator_color3 Orange
#property indicator_width3 1
//---- indicator parameters
extern int FastEMA=12;
extern int SlowEMA=26;
extern int SignalSMA=9;
extern int FractRightBars = 1; // êîë-âî áàð ñïðàâà (ôðàêòàë)
extern int FractLeftBars = 4; // êîë-âî áàð ñëåâà (ôðàêòàë)
extern int MaxFanSize = 3; // ìàêñ. êîë-âî ëèíèé â "âååðå"
//---- indicator buffers
double OsmaBuffer[];
double MacdBuffer[];
double SignalBuffer[];
double FrUpBuffer[];
double FrDnBuffer[];
string IndName;
//=======================================================================================================================================================================
int init()
{
//---- 2 additional buffers are used for counting.
IndicatorBuffers(5);
//---- drawing settings
SetIndexStyle(0,DRAW_HISTOGRAM);
SetIndexDrawBegin(0,SignalSMA);
IndicatorDigits(Digits+2);
//---- 3 indicator buffers mapping
SetIndexBuffer(0,OsmaBuffer);
SetIndexBuffer(1, FrDnBuffer);
SetIndexStyle(1, DRAW_ARROW);
SetIndexArrow(1, 119);
SetIndexEmptyValue(1, 0.0);
SetIndexBuffer(2, FrUpBuffer);
SetIndexStyle(2, DRAW_ARROW);
SetIndexArrow(2, 119);
SetIndexEmptyValue(2, 0.0);
SetIndexBuffer(3,MacdBuffer);
SetIndexBuffer(4,SignalBuffer);
//---- name for DataWindow and indicator subwindow label
IndName = "ds_HDiv_OsMA("+FastEMA+","+SlowEMA+","+SignalSMA+")";
IndicatorShortName(IndName);
//---- initialization done
return(0);
}
//=======================================================================================================================================================================
void deinit() {
ObjectsDeleteAll();
}
//=======================================================================================================================================================================
//| Moving Average of Oscillator |
int start()
{
int limit;
int counted_bars=IndicatorCounted();
//---- last counted bar will be recounted
if(counted_bars>0) counted_bars--;
limit=Bars-counted_bars;
//---- macd counted in the 1-st additional buffer
for(int i=0; i<limit; i++)
MacdBuffer[i]=iMA(NULL,0,FastEMA,0, MODE_EMA, PRICE_CLOSE, i)-iMA(NULL,0,SlowEMA,0,MODE_EMA, PRICE_CLOSE, i);
//---- signal line counted in the 2-nd additional buffer
for(i=0; i<limit; i++)
SignalBuffer[i]=iMAOnArray(MacdBuffer,Bars,SignalSMA,0,MODE_SMA,i);
//---- main loop
for(i=0; i<limit; i++)
OsmaBuffer[i]=MacdBuffer[i]-SignalBuffer[i];
//---- done
// FRACTALS -------------------------------------------------------------------------------------------------------------------------------------------------------------
//-------------------------------------------------------------------------------------
int l_bars, r_bars;
int p;
double v, v2;
for(i=1+FractRightBars; i<limit; i++) {
l_bars = 0;
r_bars = 0;
v = OsmaBuffer[i];
for (p=1; p<=FractLeftBars; p++) {
if (OsmaBuffer[i+p] > v) {
l_bars++;
v = OsmaBuffer[i+p];
} else break;
}
v = OsmaBuffer[i];
for (p=1; p<=FractRightBars; p++) {
if (OsmaBuffer[i-p] >= v) {
r_bars++;
v = OsmaBuffer[i-p];
} else break;
}
if ( (l_bars == FractLeftBars) && (r_bars == FractRightBars)) {
FrDnBuffer[i] = OsmaBuffer[i];
}
l_bars = 0;
r_bars = 0;
v = OsmaBuffer[i];
for (p=1; p<=FractLeftBars; p++) {
if (OsmaBuffer[i+p] < v) {
l_bars++;
v = OsmaBuffer[i+p];
} else break;
}
v = OsmaBuffer[i];
for (p=1; p<=FractRightBars; p++) {
if (OsmaBuffer[i-p] <= v) {
r_bars++;
v = OsmaBuffer[i-p];
} else break;
}
if ( (l_bars == FractLeftBars) && (r_bars == FractRightBars)) {
FrUpBuffer[i] = OsmaBuffer[i];
}
}
// DIVERGENCE -----------------------------------------------------------------------------------------------------------------------------------------------------------
int PointsOffset = 9;
for(p=1+FractRightBars; p<limit; p++) {
if (FrUpBuffer[p] != 0) {
int count = 0;
for(i=FractLeftBars+p; i<Bars; i++) {
if (FrUpBuffer[i] != 0) {
if ( (FrUpBuffer[i] < FrUpBuffer[p]) && (High[i] > High[p]) ) {
DrawIndicatorTrendLine(Time[i], Time[p], OsmaBuffer[i], OsmaBuffer[p], Red, 2);
DrawPriceTrendLine(Time[i], Time[p], High[i], High[p], Red, 2);
DrawPriceArrow(Time[p-2], Open[p-2]+PointsOffset*Point, Red, 167);
count++;
if (count >= MaxFanSize) break;
} else break;
}
}
}
if (FrDnBuffer[p] != 0) {
count = 0;
for(i=FractLeftBars+p; i<Bars; i++) {
if (FrDnBuffer[i] != 0) {
if ( (FrDnBuffer[i] > FrDnBuffer[p]) && (Low[i] < Low[p]) ) {
DrawIndicatorTrendLine(Time[i], Time[p], OsmaBuffer[i], OsmaBuffer[p], Green, 2);
DrawPriceTrendLine(Time[i], Time[p], Low[i], Low[p], Green, 2);
DrawPriceArrow(Time[p-2], Open[p-2]+PointsOffset*Point, Blue, 167);
count++;
if (count >= MaxFanSize) break;
} else break;
}
}
}
}
return(0);
}
//=======================================================================================================================================================================
void DrawPriceTrendLine(datetime x1, datetime x2, double y1,
double y2, color lineColor, double style)
{
string label = "DivergLine# " + DoubleToStr(x1+x2, 0);
ObjectDelete(label);
ObjectCreate(label, OBJ_TREND, 0, x1, y1, x2, y2, 0, 0);
ObjectSet(label, OBJPROP_RAY, 0);
ObjectSet(label, OBJPROP_COLOR, lineColor);
ObjectSet(label, OBJPROP_STYLE, style);
}
//=======================================================================================================================================================================
void DrawIndicatorTrendLine(datetime x1, datetime x2, double y1,
double y2, color lineColor, double style)
{
int indicatorWindow = WindowFind(IndName);
if(indicatorWindow < 0)
return;
string label = "DivergLine$# " + DoubleToStr(x1+x2, 0);
ObjectDelete(label);
ObjectCreate(label, OBJ_TREND, indicatorWindow, x1, y1, x2, y2, 0, 0);
ObjectSet(label, OBJPROP_RAY, 0);
ObjectSet(label, OBJPROP_COLOR, lineColor);
ObjectSet(label, OBJPROP_STYLE, style);
}
//=======================================================================================================================================================================
void DrawPriceArrow(datetime x1, double y1, color Color, double style)
{
string label = "DivergArrow# " + DoubleToStr(x1, 0);
ObjectDelete(label);
ObjectCreate(label, OBJ_ARROW, 0, x1, y1);
ObjectSet(label, OBJPROP_ARROWCODE, style);
ObjectSet(label, OBJPROP_COLOR, Color);
}
Sample
Analysis
Market Information Used:
Series array that contains the highest prices of each bar
Series array that contains open time of each bar
Series array that contains open prices of each bar
Series array that contains the lowest prices of each bar
Indicator Curves created:
Implements a curve of type DRAW_HISTOGRAM
Implements a curve of type DRAW_ARROW
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: