/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+GGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGG+
//| JMA_StarLight.mq4 |
//| JMA_Star_Light: Copyright © 2005, Weld, Jurik Research |
//| http://weld.torguem.net |
//| MQL4: Copyright © 2005, Nikolay Kositsin |
//| Khabarovsk, violet@mail.kht.ru |
//+GGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGG+
#property copyright "Weld"
#property link "http://weld.torguem.net"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Red
//---- input parameters
extern int Length = 5; // ãëóáèíà ñãëàæèâàíèÿ
extern int Phase = 5; // ïàðàìåòð, èçìåíÿþùèéñÿ â ïðåäåëàõ -150 ... +150, âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà;
extern int Shift = 0; // cäâèã èíäèêàòîðà âäîëü îñè âðåìåíè
extern int Input_Price_Customs = 0;//Âûáîð öåí, ïî êîòîðûì ïðîèçâîäèòñÿ ðàñ÷¸ò èíäèêàòîðà (0-"Close", 1-"Open", 2-"(High+Low)/2", 3-"High", 4-"Low")
//---- indicator buffers
double JMA_Buf[ ];
double MEMORY1[9];
int MEMORY2[12];
double MEMORY3[128];
//---- temporary double buffers
double list[128], ring1[128], ring2[11], buffer[62];
//---- double vars
double f8, f60,f20,f28,f30,f40,f48,f58,f68,f70,f90,f78,f88,f98;
double Kg,Dr,Ds,Dl,Pf,JMA,series,vv,v1,v2,v3,v4,s20,s10,fB0,fD0;
//---- integer vars
int ii,jj,s28,s30,f0,v5,v6,fE0,fD8,fE8,val,s48,s58,s60,s68,T0;
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//| JMA initFlagization function |
//+GGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGG+
int init()
{
SetIndexStyle(0, DRAW_LINE);
SetIndexShift(0, Shift);
//---- 1 indicator buffers mapping
IndicatorBuffers(1);
SetIndexBuffer (0, JMA_Buf);
SetIndexEmptyValue(0,0.0);
//----
IndicatorShortName ("JMA Star Light( Length="+Length+", Phase="+Phase+", Shift="+Shift+")");
SetIndexLabel (0, "JMA Star Light");
IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));
//+==== initial part ==============================================================================================================+
if(Phase<-100){Alert("Ïàðàìåòð Phase äîëæåí áûòü îò -100 äî +100" + " Âû ââåëè íåäîïóñòèìîå " + Phase+ " áóäåò èñïîëüçîâàíî -100");}
if(Phase> 100){Alert("Ïàðàìåòð Phase äîëæåí áûòü îò -100 äî +100" + " Âû ââåëè íåäîïóñòèìîå " + Phase+ " áóäåò èñïîëüçîâàíî 100");}
if(Length< 1){Alert("Ïàðàìåòð Length äîëæåí íå ìåíåå 1" + " Âû ââåëè íåäîïóñòèìîå " + Length+ " áóäåò èñïîëüçîâàíî 1");}
if(Input_Price_Customs<0){Alert("Ïàðàìåòð Input_Price_Customs äîëæåí íå ìåíåå 0" + " Âû ââåëè íåäîïóñòèìîå " + Input_Price_Customs+ " áóäåò èñïîëüçîâàíî 0");}
if(Input_Price_Customs>4){Alert("Ïàðàìåòð Input_Price_Customs äîëæåí íå áîëåå 4" + " Âû ââåëè íåäîïóñòèìîå " + Input_Price_Customs+ " áóäåò èñïîëüçîâàíî 0");}
if (Length < 1.0000000002) Dr = 0.0000000001; //{1.0e-10}
else Dr = (Length - 1.0) / 2.0;
if (Phase > 100) Pf = 2.5;
if (Phase < -100) Pf = 0.5;
if((Phase >= -100)&&(Phase <= 100)) Pf = Phase / 100.0 + 1.5;
Dr = Dr * 0.9; Kg = Dr / (Dr + 2.0);
Ds=MathSqrt(Dr); Dl=MathLog(Ds);
//----==========================+
return(0);
}
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//| JMA iteration function |
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int start()
{
//---- get already counted bars
int counted_bars = IndicatorCounted();
//---- check for possible errors
if (counted_bars<0) return (-1);
int limit=Bars-counted_bars-1;
//----
if(limit==Bars-1)
{
//---- Ïîâòîðíîå îáúÿâëåíèå ïåðåìåííûõ è èõ èíèöèàëèçàöèÿ ============+
ArrayInitialize (MEMORY1, 0.0);ArrayInitialize (MEMORY2, 0 );
ArrayInitialize (MEMORY3, 0.0);
ArrayInitialize (buffer, 0.0);ArrayInitialize (ring1, 0.0);
ArrayInitialize (ring2, 0.0);ArrayInitialize (list, 0.0);
//----+===============================================================+
double f18=0.0,f38=0.0,fA0=0.0,fA8=0.0,fC0=0.0,fC8=0.0,s8=0.0,s18=0.0;
int s38=0, s40=0, s50=0, s70=0, LP2=0, LP1=0;
//----+===============================================================+
f0=1; s28=63; s30=64;
for (ii=0; ii<=s28; ii++)list[ii]=-1000000.0;
for (ii=s30; ii<=127; ii++)list[ii]= 1000000.0;
//----+#########################################+
}
if (limit<Bars-1)
{
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ èíèöèàëèçàöèÿ =======================+
ArrayInitialize (buffer, 0.0);ArrayInitialize (ring1, 0.0);
ArrayInitialize (list, 0.0);ArrayInitialize (ring2, 0.0);
//----+===============================================================+
f8 =0.0;f60=0.0;f20=0.0;f28=0.0;f30=0.0;f40=0.0;f48=0.0;f58=0.0;f68=0.0;
f70=0.0;f90=0.0;f78=0.0;f88=0.0;f98=0.0;vv =0.0;v1 =0.0;v2 =0.0;v3 =0.0;
v4 =0.0;fB0=0.0;fD0=0.0;v5 =0; v6 =0; fE0=0; fD8=0; fE8=0; val=0;
//----+===============================================================+
if(Time[limit+1]!=T0)
{
//+--- Âîññòàíîâåíèå ïåðåìåííûõ ############+
if(Time[limit+1]!=MEMORY2[0])return(-1);
fC0=MEMORY1[00];
fC8=MEMORY1[01];
fA8=MEMORY1[02];
s8 =MEMORY1[03];
f18=MEMORY1[04];
f38=MEMORY1[05];
s18=MEMORY1[06];
s20=MEMORY1[07];
s10=MEMORY1[08];
//+=======================+
s38=MEMORY2[01];
s48=MEMORY2[02];
s50=MEMORY2[03];
LP1=MEMORY2[04];
LP2=MEMORY2[05];
s28=MEMORY2[06];
s30=MEMORY2[07];
s48=MEMORY2[08];
s58=MEMORY2[09];
s60=MEMORY2[10];
s68=MEMORY2[11];
JMA=JMA_Buf[limit+1];
for(ii=0;ii<=127;ii++)list [ii]=MEMORY3[ii];
//+--- ####################################+
}
}
for(int bar = limit; bar >= 0; bar--)
{
//XXXXXXXX main cycle XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX+
if((Input_Price_Customs<=0)||Input_Price_Customs>4)series=Close[bar];
if (Input_Price_Customs==1)series= Open[bar];
if (Input_Price_Customs==2)series=(High[bar]+Low[bar])/2;
if (Input_Price_Customs==3)series= High[bar];
if (Input_Price_Customs==4)series= Low [bar];
//----
if (LP1<61){LP1++; buffer[LP1]=series;}
if (LP1>30)
{
//++++++++++++++++++
v1 = Dl; v2 = v1;
if ((v1 / MathLog(2.0)) + 2.0 < 0.0) v3 = 0.0; else v3 = (v2 / MathLog(2.0)) + 2.0;
f98 = v3;
if ( f98 >= 2.5 ) f88 = f98 - 2.0; else f88 = 0.5;
f78 = Ds * f98; f90 = f78 / (f78 + 1.0);
if (f0 != 0)
{
f0 = 0; v5 = 0;
for( ii=0; ii<=29; ii++) {if (buffer[ii+1] != buffer[ii]) v5 = 1; break; }
fD8 = v5*30;
if (fD8 == 0) f38 = series; else f38 = buffer[1];
f18 = f38;
if (fD8 > 29) fD8 = 29;
}
else fD8 = 0;
for(ii=fD8; ii>=0; ii--)
{
val=31-ii;
if (ii == 0) f8 = series; else f8 = buffer[val];
f28 = f8 - f18; f48 = f8 - f38;
if (MathAbs(f28) > MathAbs(f48)) v2 = MathAbs(f28); else v2 = MathAbs(f48);
fA0 = v2; vv = fA0 + 0.0000000001; //{1.0e-10;}
if (s48 <= 1) s48 = 127; else s48 = s48 - 1;
if (s50 <= 1) s50 = 10; else s50 = s50 - 1;
if (s70 < 128) s70 = s70 + 1;
s8 = s8 + vv - ring2[s50]; ring2[s50] = vv;
if (s70 > 10) s20 = s8 / 10.0; else s20 = s8 / s70;
if (s70 > 127)
{
s10 = ring1[s48]; ring1[s48] = s20; s68 = 64; s58 = s68;
while (s68 > 1)
{
if (list[s58] < s10){s68 = s68 *0.5; s58 = s58 + s68;}
else if (list[s58] <= s10) s68 = 1; else{s68 = s68 *0.5; s58 = s58 - s68;}
}
}
else
{
ring1[s48] = s20;
if (s28 + s30 > 127){s30 = s30 - 1; s58 = s30;}
else {s28 = s28 + 1; s58 = s28;}
if (s28 > 96) s38 = 96; else s38 = s28;
if (s30 < 32) s40 = 32; else s40 = s30;
}
s68 = 64; s60 = s68;
while (s68 > 1)
{
if (list[s60] >= s20)
{
if (list[s60 - 1] <= s20) s68 = 1; else {s68 = s68 *0.5; s60 = s60 - s68; }
}
else{s68 = s68 *0.5; s60 = s60 + s68;}
if ((s60 == 127) && (s20 > list[127])) s60 = 128;
}
if (s70 > 127)
{
if (s58 >= s60)
{
if ((s38 + 1 > s60) && (s40 - 1 < s60)) s18 = s18 + s20;
else if ((s40 + 0 > s60) && (s40 - 1 < s58)) s18 = s18 + list[s40 - 1];
}
else
if (s40 >= s60) {if ((s38 + 1 < s60) && (s38 + 1 > s58)) s18 = s18 + list[s38 + 1]; }
else if (s38 + 2 > s60) s18 = s18 + s20; else if ((s38 + 1 < s60) && (s38 + 1 > s58)) s18 = s18 + list[s38 + 1];
if (s58 > s60)
{
if ( (s40 - 1 < s58) && (s38 + 1 > s58)) s18 = s18 - list[s58];
else if ((s38 < s58) && (s38 + 1 > s60)) s18 = s18 - list[s38];
}
else
{
if ((s38 + 1 > s58) && (s40 - 1 < s58)) s18 = s18 - list[s58];
else
if ((s40 + 0 > s58) && (s40 - 0 < s60)) s18 = s18 - list[s40];
}
}
if (s58 <= s60)
{
if (s58 >= s60) list[s60] = s20;
else
{
for( jj = s58 + 1; jj<=s60 - 1 ;jj++)list[jj - 1] = list[jj];
list[s60 - 1] = s20;
}
}
else
{
for( jj = s58 - 1; jj>=s60 ;jj--) list[jj + 1] = list[jj];
list[s60] = s20;
}
if (s70 <= 127)
{
s18 = 0;
for( jj = s40 ; jj<=s38 ;jj++) s18 = s18 + list[jj];
}
f60 = s18 / (s38 - s40 + 1.0);
if (LP2 + 1 > 31) LP2 = 31; else LP2 = LP2 + 1;
if (LP2 <= 30)
{
if (f28 > 0.0) f18 = f8; else f18 = f8 - f28 * f90;
if (f48 < 0.0) f38 = f8; else f38 = f8 - f48 * f90;
JMA = series;
if (LP2!=30) continue;
if (LP2==30)
{
fC0 = series;
if ( MathCeil(f78) >= 1) v4 = MathCeil(f78); else v4 = 1.0;
fE8 = IntPortion(v4);
if (MathFloor(f78) >= 1) v2 = MathFloor(f78); else v2 = 1.0;
fE0 = IntPortion(v2);
if (fE8== fE0) f68 = 1.0; else {v4 = fE8 - fE0; f68 = (f78 - fE0) / v4;}
if (fE0 <= 29) v5 = fE0; else v5 = 29;
if (fE8 <= 29) v6 = fE8; else v6 = 29;
fA8 = (series - buffer[LP1 - v5]) * (1.0 - f68) / fE0 + (series - buffer[LP1 - v6]) * f68 / fE8;
}
}
else
{
if (f98 >= MathPow(fA0/f60, f88)) v1 = MathPow(fA0/f60, f88);
else v1 = f98;
if (v1 < 1.0) v2 = 1.0;
else
{if(f98 >= MathPow(fA0/f60, f88)) v3 = MathPow(fA0/f60, f88);
else v3 = f98; v2 = v3;}
f58 = v2; f70 = MathPow(f90, MathSqrt(f58));
if (f28 > 0.0) f18 = f8; else f18 = f8 - f28 * f70;
if (f48 < 0.0) f38 = f8; else f38 = f8 - f48 * f70;
}
}
if (LP2 >30)
{
f30 = MathPow(Kg, f58);
fC0 =(1.0 - f30) * series + f30 * fC0;
fC8 =(series - fC0) * (1.0 - Kg) + Kg * fC8;
fD0 = Pf * fC8 + fC0;
f20 = f30 *(-2.0);
f40 = f30 * f30;
fB0 = f20 + f40 + 1.0;
fA8 =(fD0 - JMA) * fB0 + f40 * fA8;
JMA = JMA + fA8;
}
}
//++++++++++++++++++
if (LP1 <=30)JMA=0.0;
JMA_Buf[bar]=JMA;
if (bar==1)
{
//+--- Ñîõðàíåíèå ïåðåìåííûõ
MEMORY1[00]=fC0;
MEMORY1[01]=fC8;
MEMORY1[02]=fA8;
MEMORY1[03]= s8;
MEMORY1[04]=f18;
MEMORY1[05]=f38;
MEMORY1[06]=s18;
MEMORY1[07]=s20;
MEMORY1[08]=s10;
//+====================+
MEMORY2[01]=s38;
MEMORY2[02]=s48;
MEMORY2[03]=s50;
MEMORY2[04]=LP1;
MEMORY2[05]=LP2;
MEMORY2[06]=s28;
MEMORY2[07]=s30;
MEMORY2[08]=s48;
MEMORY2[09]=s58;
MEMORY2[10]=s60;
MEMORY2[11]=s68;
MEMORY2[00]=Time[1];
for (ii=0; ii<=127; ii++)
MEMORY3[ii]=list[ii];
T0=Time[0];
//+--- ###################+
}
}
//XXXXXXX main cycle done XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX+
return(0);
}
//+-----------------------------------------+
int IntPortion (double param)
{
if (param > 0) return (MathFloor (param));
if (param < 0) return (MathCeil (param));
return (0.0);
}
//+-----------------------------------------+
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 open prices of 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:
Custom Indicators Used:
Order Management characteristics:
Other Features:
It issuies visual alerts to the screen