//+------------------------------------------------------------------+
//| Indexes_v4.mq4 |
//| Copyright © 2007, Xupypr |
//| fx_forever@mail.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, Xupypr"
#property link "fx_forever@mail.ru"
//----
#property indicator_separate_window
#property indicator_buffers 8
#property indicator_color1 Lime
#property indicator_color2 DodgerBlue
#property indicator_color3 Red
#property indicator_color4 Yellow
#property indicator_color5 DeepPink
#property indicator_color6 DarkOrange
#property indicator_color7 MediumSpringGreen
#property indicator_color8 LightSkyBlue
//---- input parameters
extern bool auto_detect_pair=true; // îïðåäåëÿòü àâòîìàòè÷åñêè âàëþòíóþ ïàðó è îòîáðàæàòü ñîîòâåòñâóþùèå èíäåêñû
extern bool reverse_index=false; // "ïåðåâîðà÷èâàòü" èíäåêñ âàëþòû, êîòîðàÿ ñòîèò â çíàìåíàòåëå ïàðû
extern int applied_price=5; // èñïîëüçóåìàÿ öåíà: 0-PRICE_CLOSE; 4-PRICE_MEDIAN; 5-PRICE_TYPICAL; 6-PRICE_WEIGHTED;
extern int ma_period=1; // ïåðèîä óñðåäíåíèÿ äëÿ âû÷èñëåíèÿ ñêîëüçÿùåãî ñðåäíåãî
extern int ma_method=1; // ìåòîä óñðåäíåíèÿ: 0-MODE_SMA; 1-MODE_EMA; 2-MODE_SMMA; 3-MODE_LWMA;
extern int select_indicator=0; // 0-èíäåêñû âàëþò áåç èíäèêàòîðîâ; 1-CCI; 2-Momentum; 3-RSI;
extern int period_indicator=14; // ïåðèîä óñðåäíåíèÿ äëÿ âû÷èñëåíèÿ èíäèêàòîðà
extern bool show_USD=true; // ïîêàçûâàòü èíäåêñ äîëëàðà ÑØÀ
extern bool show_EUR=true;
extern bool show_GBP=true;
extern bool show_JPY=true;
extern bool show_CHF=true;
extern bool show_AUD=true;
extern bool show_CAD=true;
extern bool show_NZD=true;
//---- buffers
double iUSDBuffer[];
double iEURBuffer[];
double iGBPBuffer[];
double iJPYBuffer[];
double iCHFBuffer[];
double iAUDBuffer[];
double iCADBuffer[];
double iNZDBuffer[];
double xUSDBuffer[];
double xEURBuffer[];
double xGBPBuffer[];
double xJPYBuffer[];
double xCHFBuffer[];
double xAUDBuffer[];
double xCADBuffer[];
double xNZDBuffer[];
double USDBuffer[];
double EURBuffer[];
double GBPBuffer[];
double JPYBuffer[];
double CHFBuffer[];
double AUDBuffer[];
double CADBuffer[];
double NZDBuffer[];
//---- indicator parameters
int i,AllBars;
bool show_CUR[8],stop=false;
double SPrice[23];
string NmCS,DmCS;
string Currency[8]={"USD","EUR","GBP","JPY","CHF","AUD","CAD","NZD"};
string Symbols[23]={"EURUSD","EURGBP","EURJPY","EURCHF","EURAUD","EURCAD","EURNZD","GBPUSD","GBPJPY","GBPCHF","USDJPY","USDCHF","CHFJPY","USDCAD","AUDUSD","AUDJPY","AUDCHF","AUDCAD","AUDNZD","CADJPY","CADCHF","NZDUSD","NZDJPY"};
datetime SPoint;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int init()
{
int SBarCS,SBar[23],STime[23];
bool is_show=false;
string Name;
datetime Week_End;
//----
Comment("");
if (Period()==PERIOD_MN1)
{
Comment("Ïåðèîä íå ìîæåò áûòü áîëüøå W1");
stop=true;
return(-1);
}
if (auto_detect_pair)
{
ArrayInitialize(show_CUR,false);
NmCS=StringSubstr(Symbol(),0,3);
DmCS=StringSubstr(Symbol(),3,3);
for(i=0;i<8;i++)
{
if (NmCS==Currency[i]) {show_CUR[i]=true; is_show=true;}
if (DmCS==Currency[i]) {show_CUR[i]=true; is_show=true;}
}
if (is_show==false)
{
ArrayInitialize(show_CUR,true);
Comment("Âíèìàíèå! Äàííîìó èíñòðóìåíòó íå ñîîòâåòñòâóåò íè îäèí èíäåêñ");
}
}
else
{
show_CUR[0]=show_USD;
show_CUR[1]=show_EUR;
show_CUR[2]=show_GBP;
show_CUR[3]=show_JPY;
show_CUR[4]=show_CHF;
show_CUR[5]=show_AUD;
show_CUR[6]=show_CAD;
show_CUR[7]=show_NZD;
}
for(i=0;i<23;i++)
{
SBar[i]=iBars(Symbols[i],0);
if (SBar[i]==0)
{
Comment("Îøèáêà! Îòñóòñòâóåò èñòîðèÿ äëÿ "+Symbols[i]);
stop=true;
return(-1);
}
STime[i]=iTime(Symbols[i],0,SBar[i]-1);
}
SPoint=STime[ArrayMaximum(STime)];
SBarCS=iBarShift(NULL,0,SPoint,true);
if (SBarCS==-1)
{
Comment("Îøèáêà! Äëÿ îòîáðàæåíèÿ èíäåêñîâ îáíîâèòå èñòîðè÷åñêèå äàííûå äëÿ "+Symbol());
stop=true;
return(-1);
}
i=0;
while((iTime(NULL,0,i+1)+172800)>iTime(NULL,0,i)) i++;
Week_End=iTime(NULL,0,i+1);
if (applied_price!=0)
{
if (applied_price<4) applied_price=4;
if (applied_price>6) applied_price=6;
}
for(i=0;i<23;i++)
{
SBar[i]=iBarShift(Symbols[i],0,Week_End,true);
if (SBar[i]==-1)
{
Comment("Îøèáêà! Íåäîñòàòî÷íî èñòîðè÷åñêèõ äàííûõ äëÿ "+Symbols[i]);
stop=true;
return(-1);
}
switch(applied_price)
{
case PRICE_CLOSE: SPrice[i]=iClose(Symbols[i],0,SBar[i]); break;
case PRICE_MEDIAN: SPrice[i]=(iHigh(Symbols[i],0,SBar[i])+iLow(Symbols[i],0,SBar[i]))/2; break;
case PRICE_TYPICAL: SPrice[i]=(iHigh(Symbols[i],0,SBar[i])+iLow(Symbols[i],0,SBar[i])+iClose(Symbols[i],0,SBar[i]))/3; break;
case PRICE_WEIGHTED: SPrice[i]=(iHigh(Symbols[i],0,SBar[i])+iLow(Symbols[i],0,SBar[i])+iClose(Symbols[i],0,SBar[i])+iClose(Symbols[i],0,SBar[i]))/4;
}
}
//---- drawing settings
Name="Indexes( ";
for(i=0;i<8;i++) if (show_CUR[i])
{
switch(i)
{
case 0: {SetIndexBuffer(0,USDBuffer); ArraySetAsSeries(iUSDBuffer,true); ArraySetAsSeries(xUSDBuffer,true);} break;
case 1: {SetIndexBuffer(1,EURBuffer); ArraySetAsSeries(iEURBuffer,true); ArraySetAsSeries(xEURBuffer,true);} break;
case 2: {SetIndexBuffer(2,GBPBuffer); ArraySetAsSeries(iGBPBuffer,true); ArraySetAsSeries(xGBPBuffer,true);} break;
case 3: {SetIndexBuffer(3,JPYBuffer); ArraySetAsSeries(iJPYBuffer,true); ArraySetAsSeries(xJPYBuffer,true);} break;
case 4: {SetIndexBuffer(4,CHFBuffer); ArraySetAsSeries(iCHFBuffer,true); ArraySetAsSeries(xCHFBuffer,true);} break;
case 5: {SetIndexBuffer(5,AUDBuffer); ArraySetAsSeries(iAUDBuffer,true); ArraySetAsSeries(xAUDBuffer,true);} break;
case 6: {SetIndexBuffer(6,CADBuffer); ArraySetAsSeries(iCADBuffer,true); ArraySetAsSeries(xCADBuffer,true);} break;
case 7: {SetIndexBuffer(7,NZDBuffer); ArraySetAsSeries(iNZDBuffer,true); ArraySetAsSeries(xNZDBuffer,true);}
}
SetIndexStyle(i,DRAW_LINE,0,1);
SetIndexDrawBegin(i,Bars-SBarCS-1);
SetIndexLabel(i,Currency[i]);
Name=StringConcatenate(Name,Currency[i]," ");
}
Name=Name+")";
if (ma_period<1) ma_period=1;
if (ma_method>3) ma_method=3;
if (select_indicator<0) select_indicator=0;
if (select_indicator>3) select_indicator=3;
if (period_indicator<1) period_indicator=1;
switch(select_indicator)
{
case 1: Name=StringConcatenate(Name,"+CCI(",period_indicator,")"); break;
case 2: Name=StringConcatenate(Name,"+Momentum(",period_indicator,")"); break;
case 3: Name=StringConcatenate(Name,"+RSI(",period_indicator,")");
}
Name=StringConcatenate(Name,"+MA(",ma_period,",",ma_method,")");
IndicatorDigits(2);
IndicatorShortName(Name);
//---- initialization done
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
int b,c,Bar,limit,BarsCS;
double Change,Price,CIndex[8],Value[8];
string Nm,Dm;
datetime BTime;
//----
if (stop) return(-1);
if (isNewBar())
{
BarsCS=iBarShift(NULL,0,SPoint);
if (show_CUR[0]) {ArrayResize(iUSDBuffer,BarsCS); ArrayResize(xUSDBuffer,BarsCS);}
if (show_CUR[1]) {ArrayResize(iEURBuffer,BarsCS); ArrayResize(xEURBuffer,BarsCS);}
if (show_CUR[2]) {ArrayResize(iGBPBuffer,BarsCS); ArrayResize(xGBPBuffer,BarsCS);}
if (show_CUR[3]) {ArrayResize(iJPYBuffer,BarsCS); ArrayResize(xJPYBuffer,BarsCS);}
if (show_CUR[4]) {ArrayResize(iCHFBuffer,BarsCS); ArrayResize(xCHFBuffer,BarsCS);}
if (show_CUR[5]) {ArrayResize(iAUDBuffer,BarsCS); ArrayResize(xAUDBuffer,BarsCS);}
if (show_CUR[6]) {ArrayResize(iCADBuffer,BarsCS); ArrayResize(xCADBuffer,BarsCS);}
if (show_CUR[7]) {ArrayResize(iNZDBuffer,BarsCS); ArrayResize(xNZDBuffer,BarsCS);}
for(i=BarsCS-1;i>0;i--)
{
if (show_CUR[0]) {iUSDBuffer[i]=iUSDBuffer[i-1]; xUSDBuffer[i]=xUSDBuffer[i-1];}
if (show_CUR[1]) {iEURBuffer[i]=iEURBuffer[i-1]; xEURBuffer[i]=xEURBuffer[i-1];}
if (show_CUR[2]) {iGBPBuffer[i]=iGBPBuffer[i-1]; xGBPBuffer[i]=xGBPBuffer[i-1];}
if (show_CUR[3]) {iJPYBuffer[i]=iJPYBuffer[i-1]; xJPYBuffer[i]=xJPYBuffer[i-1];}
if (show_CUR[4]) {iCHFBuffer[i]=iCHFBuffer[i-1]; xCHFBuffer[i]=xCHFBuffer[i-1];}
if (show_CUR[5]) {iAUDBuffer[i]=iAUDBuffer[i-1]; xAUDBuffer[i]=xAUDBuffer[i-1];}
if (show_CUR[6]) {iCADBuffer[i]=iCADBuffer[i-1]; xCADBuffer[i]=xCADBuffer[i-1];}
if (show_CUR[7]) {iNZDBuffer[i]=iNZDBuffer[i-1]; xNZDBuffer[i]=xNZDBuffer[i-1];}
}
}
limit=Bars-IndicatorCounted();
if (limit>1) limit=BarsCS;
for(b=limit;b>=0;b--)
{
ArrayInitialize(Value,0);
ArrayInitialize(CIndex,1.0);
BTime=iTime(NULL,0,b);
for(i=0;i<23;i++)
{
Bar=iBarShift(Symbols[i],0,BTime);
switch(applied_price)
{
case PRICE_CLOSE: Price=iClose(Symbols[i],0,Bar); break;
case PRICE_MEDIAN: Price=(iHigh(Symbols[i],0,Bar)+iLow(Symbols[i],0,Bar))/2; break;
case PRICE_TYPICAL: Price=(iHigh(Symbols[i],0,Bar)+iLow(Symbols[i],0,Bar)+iClose(Symbols[i],0,Bar))/3; break;
case PRICE_WEIGHTED: Price=(iHigh(Symbols[i],0,Bar)+iLow(Symbols[i],0,Bar)+iClose(Symbols[i],0,Bar)+iClose(Symbols[i],0,Bar))/4;
}
Change=Price/SPrice[i];
Nm=StringSubstr(Symbols[i],0,3);
Dm=StringSubstr(Symbols[i],3,3);
for(c=0;c<8;c++) if (show_CUR[c])
{
if (Nm==Currency[c]) {CIndex[c]*=Change; Value[c]++;}
if (Dm==Currency[c]) {CIndex[c]/=Change; Value[c]++;}
}
}
for(c=0;c<8;c++) if (show_CUR[c])
{
CIndex[c]=100*MathPow(CIndex[c],1/Value[c]);
if (reverse_index && DmCS==Currency[c]) CIndex[c]=200-CIndex[c];
}
if (show_CUR[0]) iUSDBuffer[b]=CIndex[0];
if (show_CUR[1]) iEURBuffer[b]=CIndex[1];
if (show_CUR[2]) iGBPBuffer[b]=CIndex[2];
if (show_CUR[3]) iJPYBuffer[b]=CIndex[3];
if (show_CUR[4]) iCHFBuffer[b]=CIndex[4];
if (show_CUR[5]) iAUDBuffer[b]=CIndex[5];
if (show_CUR[6]) iCADBuffer[b]=CIndex[6];
if (show_CUR[7]) iNZDBuffer[b]=CIndex[7];
}
if (limit>1 && select_indicator>0) limit=BarsCS-period_indicator-1;
for(b=limit;b>=0;b--)
{
switch(select_indicator)
{
case 0:
{
if (show_CUR[0]) xUSDBuffer[b]=iUSDBuffer[b];
if (show_CUR[1]) xEURBuffer[b]=iEURBuffer[b];
if (show_CUR[2]) xGBPBuffer[b]=iGBPBuffer[b];
if (show_CUR[3]) xJPYBuffer[b]=iJPYBuffer[b];
if (show_CUR[4]) xCHFBuffer[b]=iCHFBuffer[b];
if (show_CUR[5]) xAUDBuffer[b]=iAUDBuffer[b];
if (show_CUR[6]) xCADBuffer[b]=iCADBuffer[b];
if (show_CUR[7]) xNZDBuffer[b]=iNZDBuffer[b];
} break;
case 1:
{
if (show_CUR[0]) xUSDBuffer[b]=iCCIOnArray(iUSDBuffer,0,period_indicator,b);
if (show_CUR[1]) xEURBuffer[b]=iCCIOnArray(iEURBuffer,0,period_indicator,b);
if (show_CUR[2]) xGBPBuffer[b]=iCCIOnArray(iGBPBuffer,0,period_indicator,b);
if (show_CUR[3]) xJPYBuffer[b]=iCCIOnArray(iJPYBuffer,0,period_indicator,b);
if (show_CUR[4]) xCHFBuffer[b]=iCCIOnArray(iCHFBuffer,0,period_indicator,b);
if (show_CUR[5]) xAUDBuffer[b]=iCCIOnArray(iAUDBuffer,0,period_indicator,b);
if (show_CUR[6]) xCADBuffer[b]=iCCIOnArray(iCADBuffer,0,period_indicator,b);
if (show_CUR[7]) xNZDBuffer[b]=iCCIOnArray(iNZDBuffer,0,period_indicator,b);
} break;
case 2:
{
if (show_CUR[0]) xUSDBuffer[b]=iMomentumOnArray(iUSDBuffer,0,period_indicator,b);
if (show_CUR[1]) xEURBuffer[b]=iMomentumOnArray(iEURBuffer,0,period_indicator,b);
if (show_CUR[2]) xGBPBuffer[b]=iMomentumOnArray(iGBPBuffer,0,period_indicator,b);
if (show_CUR[3]) xJPYBuffer[b]=iMomentumOnArray(iJPYBuffer,0,period_indicator,b);
if (show_CUR[4]) xCHFBuffer[b]=iMomentumOnArray(iCHFBuffer,0,period_indicator,b);
if (show_CUR[5]) xAUDBuffer[b]=iMomentumOnArray(iAUDBuffer,0,period_indicator,b);
if (show_CUR[6]) xCADBuffer[b]=iMomentumOnArray(iCADBuffer,0,period_indicator,b);
if (show_CUR[7]) xNZDBuffer[b]=iMomentumOnArray(iNZDBuffer,0,period_indicator,b);
} break;
case 3:
{
if (show_CUR[0]) xUSDBuffer[b]=iRSIOnArray(iUSDBuffer,0,period_indicator,b);
if (show_CUR[1]) xEURBuffer[b]=iRSIOnArray(iEURBuffer,0,period_indicator,b);
if (show_CUR[2]) xGBPBuffer[b]=iRSIOnArray(iGBPBuffer,0,period_indicator,b);
if (show_CUR[3]) xJPYBuffer[b]=iRSIOnArray(iJPYBuffer,0,period_indicator,b);
if (show_CUR[4]) xCHFBuffer[b]=iRSIOnArray(iCHFBuffer,0,period_indicator,b);
if (show_CUR[5]) xAUDBuffer[b]=iRSIOnArray(iAUDBuffer,0,period_indicator,b);
if (show_CUR[6]) xCADBuffer[b]=iRSIOnArray(iCADBuffer,0,period_indicator,b);
if (show_CUR[7]) xNZDBuffer[b]=iRSIOnArray(iNZDBuffer,0,period_indicator,b);
}
}
}
if (limit>1) limit=limit-ma_period-1;
for(b=limit;b>=0;b--)
{
if (show_CUR[0]) USDBuffer[b]=NormalizeDouble(iMAOnArray(xUSDBuffer,0,ma_period,0,ma_method,b),2);
if (show_CUR[1]) EURBuffer[b]=NormalizeDouble(iMAOnArray(xEURBuffer,0,ma_period,0,ma_method,b),2);
if (show_CUR[2]) GBPBuffer[b]=NormalizeDouble(iMAOnArray(xGBPBuffer,0,ma_period,0,ma_method,b),2);
if (show_CUR[3]) JPYBuffer[b]=NormalizeDouble(iMAOnArray(xJPYBuffer,0,ma_period,0,ma_method,b),2);
if (show_CUR[4]) CHFBuffer[b]=NormalizeDouble(iMAOnArray(xCHFBuffer,0,ma_period,0,ma_method,b),2);
if (show_CUR[5]) AUDBuffer[b]=NormalizeDouble(iMAOnArray(xAUDBuffer,0,ma_period,0,ma_method,b),2);
if (show_CUR[6]) CADBuffer[b]=NormalizeDouble(iMAOnArray(xCADBuffer,0,ma_period,0,ma_method,b),2);
if (show_CUR[7]) NZDBuffer[b]=NormalizeDouble(iMAOnArray(xNZDBuffer,0,ma_period,0,ma_method,b),2);
}
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool isNewBar()
{
bool res=false;
if (AllBars!=Bars)
{
AllBars=Bars;
res=true;
}
return(res);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains close prices for each bar
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_LINE
Indicators Used:
Commodity channel index
Momentum indicator
Relative strength index
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: