//+------------------------------------------------------------------+
//| MTF Stochastic.mq4 |
//| 2007, Christof Risch (iya) |
//| Stochastic indicator from any timeframe. |
//+------------------------------------------------------------------+
#property link "http://www.forexfactory.com/showthread.php?t=30109"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 LightSeaGreen
#property indicator_color2 Red
#property indicator_level1 80
#property indicator_level2 20
#property indicator_maximum 100
#property indicator_minimum 0
//---- input parameters
extern int TimeFrame = 0, // {1=M1, 5=M5, 15=M15, ..., 1440=D1, 10080=W1, 43200=MN1}
KPeriod = 5,
DPeriod = 3,
Slowing = 3,
MAMethod = 0, // {0=SMA, 1=EMA, 2=SMMA, 3=LWMA}
PriceField = 0; // {0=Hi/Low, 1=Close/Close}
//---- indicator buffers
double Buffer1[],
Buffer2[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicator lines
SetIndexBuffer(0,Buffer1);
SetIndexBuffer(1,Buffer2);
SetIndexStyle(0,DRAW_LINE);
SetIndexStyle(1,DRAW_LINE);
//---- name for DataWindow and indicator subwindow label
string TimeFrameStr;
switch(TimeFrame)
{
case 1: TimeFrameStr="Period M1"; break;
case 5: TimeFrameStr="Period M5"; break;
case 15: TimeFrameStr="Period M15"; break;
case 30: TimeFrameStr="Period M30"; break;
case 60: TimeFrameStr="Period H1"; break;
case 240: TimeFrameStr="Period H4"; break;
case 1440: TimeFrameStr="Period D1"; break;
case 10080: TimeFrameStr="Period W1"; break;
case 43200: TimeFrameStr="Period MN1"; break;
default: TimeFrameStr="Current Timeframe";
}
IndicatorShortName(TimeFrameStr+" Stoch("+KPeriod+","+DPeriod+","+Slowing+")");
}
//+------------------------------------------------------------------+
//| MTF Stochastic |
//+------------------------------------------------------------------+
int start()
{
for(int i = Bars-1-IndicatorCounted(); i >= 0; i--)
{
int shift1 = iBarShift(NULL,TimeFrame,Time[i]),
time1 = iTime (NULL,TimeFrame,shift1),
shift2 = iBarShift(NULL,0,time1);
Buffer1[shift2] = iStochastic(NULL,TimeFrame,KPeriod,DPeriod,Slowing,MAMethod,PriceField,0,shift1);
Buffer2[shift2] = iStochastic(NULL,TimeFrame,KPeriod,DPeriod,Slowing,MAMethod,PriceField,1,shift1);
//----
// linear interpolation for indicators from a higher timeframe
if(TimeFrame <= Period())
continue;
//----
// current candle
/* if(shift1==0)
for(int n = 1; shift2-n >= 0; n++)
{
Buffer1[shift2-n] = Buffer1[shift2];
Buffer2[shift2-n] = Buffer2[shift2];
}
*/
//----
// count number of intermediate bars
for(int n = 1; shift2+n < Bars && Time[shift2+n] > iTime(NULL,TimeFrame,iBarShift(NULL,TimeFrame,Time[shift2+n],true)); n++)
continue;
//----
// apply interpolation
double factor = 1.0 / n;
for(int k = 1; k < n; k++)
{
Buffer1[shift2+k] = k*factor*Buffer1[shift2+n] + (1.0-k*factor)*Buffer1[shift2];
Buffer2[shift2+k] = k*factor*Buffer2[shift2+n] + (1.0-k*factor)*Buffer2[shift2];
}
}
return(0);
}
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Stochastic oscillator
Custom Indicators Used:
Order Management characteristics:
Other Features: