//+------------------------------------------------------------------+
//| geTrendOsc.mq4 |
//| Copyright © 2007, ver 1.0 |
//| Forte928 |
//+------------------------------------------------------------------+
#property copyright "Forte928"
#property link ""
#define IndicatorName "geTrendOsc"
//#property indicator_chart_window
#property indicator_separate_window
//#property indicator_maximum 100
//#property indicator_minimum 0
#property indicator_buffers 2
#property indicator_color1 YellowGreen
#property indicator_color2 Tomato
//#property indicator_color3 Wheat
//#property indicator_color4 LightSeaGreen
extern int Window = 1;
extern int OscPeriod= 14;
extern bool OscView = true;
extern int HPPeriod = 100;
extern bool HPView = true;
extern int Counter = 2000;
//double FreqTOL =0.0001;//Tolerance of frequency calculation for Method 1
double FxView1[];
double FxView2[];
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~V~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Work Variables ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
double TimeBuf1[];
double TimeBuf2[];
double TimeBuf3[];
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~V~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Initialization program Buffers ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
void InitBufferam(int iBufferSize)
{
ArrayResize(TimeBuf1,iBufferSize);
ArrayResize(TimeBuf2,iBufferSize);
ArrayResize(TimeBuf3,iBufferSize);
return;
}
void EmptyBufferam()
{
ArrayInitialize(TimeBuf1,EMPTY_VALUE);
ArrayInitialize(TimeBuf2,EMPTY_VALUE);
ArrayInitialize(TimeBuf3,EMPTY_VALUE);
return;
}
void DoneBufferam()
{
ArrayResize(TimeBuf1,0);
ArrayResize(TimeBuf2,0);
ArrayResize(TimeBuf3,0);
return;
}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~V~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Program Constants ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
int MaxPeriod=0;
int CalcCount=0;
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Custom indicator initialization function ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
int init()
{
if (Window<=0) Window=1;
//---- initialization program values --------------------------------
MaxPeriod=MathMax(OscPeriod,0);
InitBufferam(MaxCounter(Counter,MaxPeriod));
CalcCount=InitCounter(Counter,MaxPeriod);
//---- initialization indicators -------------------------------------
SetupChartLine(0,FxView1,0,1,"OscTrend"+OscPeriod);// SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,1); SetIndexBuffer(0,ValueBuf0);
SetupChartLine(1,FxView2,0,1,"HPFilter"+HPPeriod);// SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,1); SetIndexBuffer(0,ValueBuf0);
IndicatorShortName(IndicatorName+"("+Window+","+OscPeriod+"("+HPPeriod+"))");
IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));
SetLevelValues(SlateGray,80,60,50,40,20,0);
//----
return(0);
}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~V~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Custom indicator deinitialization function ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
int deinit()
{
//----
DoneBufferam();
//----
return(0);
}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~V~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Start defination ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
int start()
{
if (!StartCounter(IndicatorName,Counter,CalcCount,MaxPeriod)) return(-1);
//------------------------------------------------------------------------------------
EmptyBufferam();
//+-------------------------- Begin Cycle ---------------------------------------------------+\\
string Tools=Symbol();
int Frame=Period();
double IxHigh=0;
double IxLow=0;
double IxOpen=0;
double IxClose=0;
for (int Rx=CalcCount-1;Rx>=0;Rx--){
IxHigh=iHigh(Tools,Frame,iHighest(Tools,Frame,MODE_HIGH,Window,Rx));
IxLow=iLow(Tools,Frame,iLowest(Tools,Frame,MODE_HIGH,Window,Rx));
if ((IxHigh-IxLow)>0) {
IxOpen=iOpen(Tools,Frame,Window+Rx-1);
IxClose=iClose(Tools,Frame,Rx);
TimeBuf1[Rx]=(IxClose-IxOpen)/(IxHigh-IxLow);
}
else TimeBuf1[Rx]=0;
}
for (Rx=CalcCount-1;Rx>=0;Rx--){
double Sumer=0;
double AbsSumer=0;
for (int Px=OscPeriod-1;Px>=0;Px--){
Sumer=Sumer+TimeBuf1[Rx+Px];
AbsSumer=AbsSumer+MathAbs(TimeBuf1[Rx+Px]);
}
if (AbsSumer!=0) TimeBuf2[Rx]=Sumer/AbsSumer*100/2+50;
else TimeBuf2[Rx]=0;
}
HPFilter(TimeBuf2,TimeBuf3,HPPeriod,CalcCount);
if (OscView==true) ArrayCopy(FxView1,TimeBuf2,0,0,CalcCount);
if (HPView==true) ArrayCopy(FxView2,TimeBuf3,0,0,CalcCount);
//----
return(0);
}
//-----------------------------------------------------------------------------------------------
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~ InitCounter ~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
int InitCounter(int iPreCount,int iMaxPeriod)
{
// Rule 1
//if ((Result==0)||(Result>Bars)) Result=Bars;
int Result=MaxCounter(iPreCount,iMaxPeriod);
// Rule 2
if ((Result+iMaxPeriod)>Bars) Result=Bars-iMaxPeriod;
// Rule 3
if (Result<iMaxPeriod) Result=0;
else Result=Result+iMaxPeriod;
return(Result);
}
//------------------------------------------ StartCounter --------------------------
bool StartCounter(string WindowName,int iPreCount,int& iCalcCount,int iMaxPeriod)
{
if ((iPreCount>iCalcCount)||(iPreCount==0)) iCalcCount=InitCounter(iPreCount,iMaxPeriod);
if (iCalcCount==0)
{
Alert(WindowName+" "+Symbol()+"("+Period()+") - Limited Calculate Period");
return(false);
}
return(true);
//int iBarCount=IndicatorCounted();
//if (iBarCount>0) return(true);
//Print("StartCounter");
return(false);
}
//------------------------------------------ StartCounter --------------------------
int MaxCounter(int iPreCount,int iMaxPeriod)
{
int Result=iPreCount;
// Rule 1
//if ((Result==0)||(Result>Bars)) Result=Bars;
if (Result==0) Result=Bars-1;
if (Result<iMaxPeriod) Result=iMaxPeriod;
return(Result+iMaxPeriod);
}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~ Style active Line ~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
void SetupChartLine(int Index,double& ViewAy[],int Style,int Width,string Label)
{
switch(Style)
{
case 0 : SetIndexStyle(Index,DRAW_LINE,STYLE_SOLID,Width);break;
case 1 : SetIndexStyle(Index,DRAW_HISTOGRAM,STYLE_SOLID,Width);break;
case 2 : SetIndexStyle(Index,DRAW_ARROW,STYLE_SOLID,Width);break;
default : SetIndexStyle(Index,DRAW_LINE,STYLE_SOLID,Width);break;
}
if (Label!="") SetIndexLabel(Index,Label);
SetIndexBuffer(Index,ViewAy);
return(0);
}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
void SetLevelValues(color iColor,double iLevel1,double iLevel2,double iLevel3,double iLevel4,double iLevel5,double iLevel6)
{
SetLevelStyle(EMPTY,EMPTY,iColor);
if (iLevel1!=0) SetLevelValue(0,iLevel1);
if (iLevel2!=0) SetLevelValue(1,iLevel2);
if (iLevel3!=0) SetLevelValue(2,iLevel3);
if (iLevel4!=0) SetLevelValue(3,iLevel4);
if (iLevel5!=0) SetLevelValue(4,iLevel5);
if (iLevel6!=0) SetLevelValue(5,iLevel6);
return;
}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~ HPFilter - Ôèëüòð Õîäðèêà-Ïðåñêîòòà ~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// Hodrick-Prescott Filter-----------------------------------------------------------------+
void HPFilter(double& aySource[],double& ayResult[],int Lambda,int iCount)
{
double Ak[],Bk[],Ck[],H1,H2,H3,H4,H5,HH1,HH2,HH3,HH4,HH5,HB,HC,Z;
ArrayResize(Ak,iCount);
ArrayResize(Bk,iCount);
ArrayResize(Ck,iCount);
Ak[0]=1.0+Lambda;
Bk[0]=-2.0*Lambda;
Ck[0]=Lambda;
for(int Hx=1;Hx<iCount-2;Hx++)
{
Ak[Hx]=6.0*Lambda+1.0;
Bk[Hx]=-4.0*Lambda;
Ck[Hx]=Lambda;
}
Ak[1]=5.0*Lambda+1;
Ak[iCount-1]=1.0+Lambda;
Ak[iCount-2]=5.0*Lambda+1.0;
Bk[iCount-2]=-2.0*Lambda;
Bk[iCount-1]=0.0;
Ck[iCount-2]=0.0;
Ck[iCount-1]=0.0;
//Forward
for(Hx=0;Hx<iCount;Hx++)
{
Z=Ak[Hx]-H4*H1-HH5*HH2;
HB=Bk[Hx];
HH1=H1;
H1=(HB-H4*H2)/Z;
Bk[Hx]=H1;
HC=Ck[Hx];
HH2=H2;
H2=HC/Z;
Ck[Hx]=H2;
Ak[Hx]=(aySource[Hx]-HH3*HH5-H3*H4)/Z;
HH3=H3;
H3=Ak[Hx];
H4=HB-H5*HH1;
HH5=H5;
H5=HC;
}
//Backward
H2=0;
H1=Ak[iCount-1];
ayResult[iCount-1]=H1;
for(Hx=iCount-2;Hx>=0;Hx--)
{
ayResult[Hx]=Ak[Hx]-Bk[Hx]*H1-Ck[Hx]*H2;
H2=H1;
H1=ayResult[Hx];
}
}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Sample
Analysis
Market Information Used:
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains open prices of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Implements a curve of type DRAW_HISTOGRAM
Implements a curve of type DRAW_ARROW
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features:
It issuies visual alerts to the screen