//+------------------------------------------------------------------+
//| Divergency.mq4 |
//| Copyright © Trofimov, 2008 |
//+------------------------------------------------------------------+
#property copyright "Copyright © Trofimov, 2008"
#property link ""
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 DarkSlateBlue
#property indicator_width1 2
#property indicator_color2 Red
#property indicator_width2 2
#property indicator_color3 FireBrick
#property indicator_width3 1
#property indicator_color4 DarkGreen
#property indicator_width4 1
#property indicator_maximum 100
#property indicator_minimum -100
extern double Delta=10; // - ìèíèìàëüíîå ðàññòîÿíèå ìåæäó ìèíèìóìîì è ìàêñèìóìîì
int ExtremumPoint=3; // - êîëè÷åñòâî òî÷åê ïî êîòîðûì îïðåäåëÿþòñÿ ýêñòðåìóìû. Ìîæåò áûòü ëþáûì íå÷¸òíûì çíà÷åíèåì áîëüøå åäèíèöû (Íàïðèìåð: 3,5,7,9....)
int Buffer=500; // - ðàçìåð áóôåðà ìàññèâà Stochastic[]
int CurBuffer; // - òåêóùèé (ïîñëåäíèé çàïîëíåííûé) áóôåðíûé èíäåêñ ìàññèâà Stochastic[]
double Stochastic[];
int UpStochIdx[2]; // - ìàññèâ, ñîäåðæàùèé áóôåðíûå èíäåêñû òð¸õ ïîñëåäíèõ ìàêñèìóìîâ
int DnStochIdx[2]; // - ìàññèâ, ñîäåðæàùèé áóôåðíûå èíäåêñû òð¸õ ïîñëåäíèõ ìèíèìóìîâ
int CurrentCandle;
datetime LastTime;
//---- Ìàññèâ äàííûõ èíäèêàòîðà
double StochBuffer[];
double EndLimit[];
double StochUp[],StochDn[];
//+------------------------------------------------------------------+
int init() {
//if(Buffer==0) Buffer=Bars;
ArrayResize(Stochastic, Buffer);
IndicatorBuffers(4);
//---- ïàðàìåòðû ðèñîâàíèÿ (óñòàíîâêà íà÷àëüíîãî áàðà)
SetIndexDrawBegin(0,Buffer);
//---- 2 ðàñïðåäåëåííûõ áóôåðà èíäèêàòîðà
SetIndexBuffer(0,StochBuffer);
SetIndexBuffer(1,EndLimit);
SetIndexBuffer(2,StochUp);
SetIndexBuffer(3,StochDn);
//---- èìÿ èíäèêàòîðà è ïîäñêàçêè äëÿ ëèíèé
IndicatorShortName("Divergency("+DoubleToStr(Delta,1)+")");
SetIndexLabel(0,"Divergency");
SetIndexLabel(1,"Limit");
SetIndexLabel(2,"Top");
SetIndexLabel(3,"Low");
//--- ñòèëü îòðèñîâêè
SetIndexStyle(0, DRAW_HISTOGRAM);
SetIndexStyle(1, DRAW_HISTOGRAM);
SetIndexStyle(2, DRAW_ARROW);
SetIndexStyle(3, DRAW_ARROW);
SetIndexArrow(2, 108);
SetIndexArrow(3, 108);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
static int OldUpStochIdx,OldDnStochIdx;
int limit;
// Ïðîïóùåííûå áàðû
int counted_bars=IndicatorCounted();
//---- îáõîäèì âîçìîæíûå îøèáêè
if(counted_bars<0) return(-1);
//---- íîâûå áàðû íå ïîÿâèëèñü è ïîýòîìó íè÷åãî ðèñîâàòü íå íóæíî
limit=Bars-counted_bars-1;
//---- îñíîâíîé öèêë
for(int i=limit; i>=0; i--) {
CurrentCandle=i+1;//-ýòî ïîëíîñòüþ ñôîðìèðîâàâøàÿñÿ ñâå÷à
if(LastTime!=iTime(NULL,0,CurrentCandle)) {
AddStochastic();
LastTime=iTime(NULL,0,CurrentCandle);
//Èíäèêàòîð ïåðåñå÷åíèÿ ãðàíèö 20/80
//EndLimit[i]=0;
if(OldUpStochIdx!=UpStochIdx[0]) {
if(Stochastic[UpStochIdx[0]]>80) {
EndLimit[i]=-50;
OldUpStochIdx=UpStochIdx[0];
}
}
if(OldDnStochIdx!=DnStochIdx[0]) {
if(Stochastic[DnStochIdx[0]]<20) {
EndLimit[i]=50;
OldDnStochIdx=DnStochIdx[0];
}
}
//Èíäèêàòîð äèâåðãåíöèè
//StochBuffer[i]=0;
if(VectorStochastic(true)<0 && VectorPrice(true)>0) {
if(GetIndexNormal(UpStochIdx[0])<GetIndexNormal(DnStochIdx[0])) {//åñëè ïîñëåäíèé ìèíèìóì ñòàðåå ïîñëåäíåãî ìàêñèìóìà
StochBuffer[i]=-100;
}
}
if(VectorStochastic(false)>0 && VectorPrice(false)<0) {
if(GetIndexNormal(UpStochIdx[0])>GetIndexNormal(DnStochIdx[0])) {//åñëè ïîñëåäíèé ìàêñèìóì ñòàðåå ïîñëåäíåãî ìèíèìóìà
StochBuffer[i]=100;
}
}
//Print("===== ",TimeToStr(LastTime)," =====");
}
}
return(0);
}
//+------------------------------------------------------------------+
int AddStochastic() {
//Äîáàâëÿåò íîâîå çíà÷åíèå ñòîõàñòèêà â ìàññèâ
if(CurBuffer==0)
CurBuffer=Buffer-1;
else
CurBuffer--;
Stochastic[CurBuffer]=iStochastic(NULL,0,5,3,3,MODE_EMA,0,MODE_MAIN,CurrentCandle);
//Ïðîâåðêà íà âîçíèêíîâåíèå ýêñòðåìóìà
int countUp, countDn;
int idxTop=(ExtremumPoint-1)/2; // - íîðìàëüíûé èíäåêñ âåðøèíû
for (int i = idxTop-1; i >= 0 ; i--) { //Öûêë íîðìàëüíîãî èíäåêñà
if(Stochastic[GetIndexBuffer(i)]<Stochastic[GetIndexBuffer(i+1)] &&
Stochastic[GetIndexBuffer(idxTop+(idxTop-i))]<Stochastic[GetIndexBuffer(idxTop+(idxTop-i)-1)]) {
countUp++;
}
if(Stochastic[GetIndexBuffer(i)]>Stochastic[GetIndexBuffer(i+1)] &&
Stochastic[GetIndexBuffer(idxTop+(idxTop-i))]>Stochastic[GetIndexBuffer(idxTop+(idxTop-i)-1)]) {
countDn++;
}
} //Next i
if(countUp==idxTop) { //âåðøèíà îêàçàëàñü ìàêñèìóìîì
if(GetIndexNormal(DnStochIdx[0])<GetIndexNormal(UpStochIdx[0])) { //Åñëè ïðåäûäóùèì ñòîèò ìèíèìóì
if(Stochastic[GetIndexBuffer(idxTop)]-Stochastic[DnStochIdx[0]]>Delta){
//Åñëè ìåæäó ïðåäûäóùèì ìèíèìóìîì è ïðåäïîëîæèòåëüíûì ìàêñèìóìîì ðàñòîÿíèå ïî âåðòèêàëè áîëüøå Delta
UpStochIdx[2]=UpStochIdx[1];
UpStochIdx[1]=UpStochIdx[0];
UpStochIdx[0]=GetIndexBuffer(idxTop);
StochUp[CurrentCandle-1]=Stochastic[UpStochIdx[0]];
}
} else { //Åñëè ïðåäûäóùèì ñòîèò ìàêñèìóì
if(Stochastic[UpStochIdx[0]]<Stochastic[GetIndexBuffer(idxTop)]) { //åñëè ïðåäûäóùèé ìàêñèìóì áûë ìåíüøå íàñòîÿùåãî
StochUp[CurrentCandle-2+GetIndexNormal(UpStochIdx[0])]=EMPTY_VALUE;
//StochUp[CurrentCandle-1+idxTop]=Stochastic[GetIndexBuffer(idxTop)];
StochUp[CurrentCandle-1]=Stochastic[GetIndexBuffer(idxTop)];
UpStochIdx[0]=GetIndexBuffer(idxTop);
}
}
} else if(countDn==idxTop) { //âåðøèíà îêàçàëàñü ìèíèìóìîì
if(GetIndexNormal(UpStochIdx[0])<GetIndexNormal(DnStochIdx[0])) { //Åñëè ïðåäûäóùèì ñòîèò ìàêñèìóì
if(Stochastic[UpStochIdx[0]]-Stochastic[GetIndexBuffer(idxTop)]>Delta){
//Åñëè ìåæäó ïðåäûäóùèì ìàêñèñóìîì è ïðåäïîëîæèòåëüíûì ìèíèìóìîì ðàñòîÿíèå ïî âåðòèêàëè áîëüøå Delta
DnStochIdx[2]=DnStochIdx[1];
DnStochIdx[1]=DnStochIdx[0];
DnStochIdx[0]=GetIndexBuffer(idxTop);
StochDn[CurrentCandle-1]=Stochastic[DnStochIdx[0]];
}
} else { //Åñëè ïðåäûäóùèì ñòîèò ìèíèìóì
if(Stochastic[DnStochIdx[0]]>Stochastic[GetIndexBuffer(idxTop)]) { //åñëè ïðåäûäóùèé ìèíèìóì áûë áîëüøå íàñòîÿùåãî
StochDn[CurrentCandle-2+GetIndexNormal(DnStochIdx[0])]=EMPTY_VALUE;
//StochDn[CurrentCandle-1+idxTop]=Stochastic[GetIndexBuffer(idxTop)];
StochDn[CurrentCandle-1]=Stochastic[GetIndexBuffer(idxTop)];
DnStochIdx[0]=GetIndexBuffer(idxTop);
}
}
}
return(0);
}
//+------------------------------------------------------------------+
int GetIndexBuffer(int Idx) {
//âîçâðàùàåò áóôåðíûé èíäåêñ ìàññèâà, ãäå Idx - íîðìàëüíûé èíäåêñ
if(Idx>Buffer-1) {
Print("Íåäîïóñòèìîå çíà÷åíèå èíäåêñà äëÿ ìàññèâà");
return(-1);
}
int retIndex=CurBuffer+Idx;
if(retIndex>Buffer-1) retIndex=retIndex-Buffer;
return(retIndex);
}
//+------------------------------------------------------------------+
int GetIndexNormal(int IdxBuf) {
//âîçâðàùàåò íîðìàëüíûé èíäåêñ, ãäå IdxBuf - áóôåðíûé èíäåêñ ìàññèâà
if(IdxBuf>Buffer-1) {
Print("Íåäîïóñòèìîå çíà÷åíèå èíäåêñà äëÿ ìàññèâà");
return(-1);
}
int retIndex=IdxBuf-CurBuffer;
if(retIndex<0) retIndex=retIndex+Buffer;
return(retIndex);
}
//+------------------------------------------------------------------+
int VectorStochastic(bool MaxMin) {
//âîçâðàùàåò íàïðàâëåíèå òðåíäîâîé ëèíèè, ïðîâåä¸ííîé ÷åðåç âåðøèíû ñòîõàñòèêà:
//1 - ââåðõ, -1 - âíèç, 0 - ãîðèçîíòàëüíî
//MaxMin - òèïû àíàëèçèðóåìûõ âåðøèí: true - ìàêñèìóìû, false - ìèíèìóìû
if(MaxMin) {
//Print("Stochastic[UpStochIdx[0]]="+Stochastic[UpStochIdx[0]],", Stochastic[UpStochIdx[1]]="+Stochastic[UpStochIdx[1]]);
if(Stochastic[UpStochIdx[0]]>Stochastic[UpStochIdx[1]]) {
//Print("Stochastic[0]="+Stochastic[UpStochIdx[0]],", Stochastic[1]="+Stochastic[UpStochIdx[1]],", return 1");
return(1);
} else if(Stochastic[UpStochIdx[0]]<Stochastic[UpStochIdx[1]]) {
//Print("Stochastic[0]="+Stochastic[UpStochIdx[0]],", Stochastic[1]="+Stochastic[UpStochIdx[1]],", return -1");
return(-1);
}
} else {
//Print("Stochastic[DnStochIdx[0]]="+Stochastic[DnStochIdx[0]],", Stochastic[DnStochIdx[1]]="+Stochastic[DnStochIdx[1]]);
if(Stochastic[DnStochIdx[0]]>Stochastic[DnStochIdx[1]]) {
//Print("Stochastic[0]="+Stochastic[DnStochIdx[0]],", Stochastic[1]="+Stochastic[DnStochIdx[1]],", return 1");
return(1);
} else if(Stochastic[DnStochIdx[0]]<Stochastic[DnStochIdx[1]]) {
//Print("Stochastic[0]="+Stochastic[DnStochIdx[0]],", Stochastic[1]="+Stochastic[DnStochIdx[1]],", return -1");
return(-1);
}
}
return(0);
}
//+------------------------------------------------------------------+
int VectorPrice(bool MaxMin) {
//âîçâðàùàåò íàïðàâëåíèå òðåíäîâîé ëèíèè, ïðîâåä¸ííîé ÷åðåç ïèêè ñâå÷åé òåêóùåãî ãðàôèêà:
//1 - ââåðõ, -1 - âíèç, 0 - ãîðèçîíòàëüíî
//MaxMin - òèïû àíàëèçèðóåìûõ ïèêîâ: true - High, false - Low
int Extremum0,Extremum1;
if(MaxMin) {
Extremum0=iHighest(NULL,0,MODE_HIGH,GetIndexNormal(DnStochIdx[0]),CurrentCandle);
Extremum1=iHighest(NULL,0,MODE_HIGH,GetIndexNormal(DnStochIdx[1])-GetIndexNormal(DnStochIdx[0]),GetIndexNormal(DnStochIdx[0])+CurrentCandle);
//Print("High[Extremum0]=",High[Extremum0],", High[Extremum1]=",High[Extremum1]);
if(High[Extremum0]>High[Extremum1]) {
//Print("High[0]=",High[Extremum0],", High[1]=",High[Extremum1],", return 1");
return(1);
} else {
//Print("High[0]=",High[Extremum0],", High[1]=",High[Extremum1],", return -1");
return(-1);
}
} else {
Extremum0=iLowest(NULL,0,MODE_LOW,GetIndexNormal(UpStochIdx[0]),CurrentCandle);
Extremum1=iLowest(NULL,0,MODE_LOW,GetIndexNormal(UpStochIdx[1])-GetIndexNormal(UpStochIdx[0]),GetIndexNormal(UpStochIdx[0])+CurrentCandle);
//Print("Low[Extremum0]=",Low[Extremum0],", Low[Extremum1]=",Low[Extremum1]);
if(Low[Extremum0]>Low[Extremum1]) {
//Print("Low[0]=",Low[Extremum0],", Low[1]=",Low[Extremum1],", return 1");
return(1);
} else {
//Print("Low[0]=",Low[Extremum0],", Low[1]=",Low[Extremum1],", return -1");
return(-1);
}
}
return(0);
}
//+------------------------------------------------------------------+
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
Indicator Curves created:
Implements a curve of type DRAW_HISTOGRAM
Implements a curve of type DRAW_ARROW
Indicators Used:
Stochastic oscillator
Custom Indicators Used:
Order Management characteristics:
Other Features: