//+------------------------------------------------------------------+
//| LK_FDI_v2.mq4 |
//| Copyright © 2009, Leif Karlsson. |
//| Leffemannen1973@telia.com |
//+------------------------------------------------------------------+
//| Please feel free to copy, modify and / or redistribute this |
//| software / source code in any way you see fit. |
//+------------------------------------------------------------------+
//+ ********************* Shameless Ad. **************************** +
//+ * I do custom programing jobs in C, Java, X86 Assembler & MQL4 * +
//+ ***** Pleace do not hesitate to get in contact if you nead ***** +
//+ ***** something special: EA, indicator or somthing else. ******* +
//+ ****************** Leffemannen1973@telia.com ******************* +
//+ **************************************************************** +
//+------------------------------------------------------------------+
#property copyright "Copyright © 2009, Leif Kalrsson"
#property link "mailto://Leffemannen1973@telia.com"
//+------------------------------------------------------------------+
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 Blue
#property indicator_color2 Yellow
#property indicator_color3 Green
#property indicator_width1 1
//+------------------------------------------------------------------+
extern int WindowSize = 60;
extern int SmoothPeriod = 5;
extern bool LinearWeighted = true;
extern string AppliedPriceText1 = "Close: 0, Open: 1, High: 2, Low: 3";
extern string AppliedPriceText2 = "Median: 4, Typical: 5, Weighted: 6";
extern int AppliedPrice = 0;
extern int PriceShift = 0;
extern bool dFDI = true;
extern double RandomLevel = 1.5;
extern int MaxBars = 4000;
//+------------------------------------------------------------------+
double RangeBuffer[];
double TrendBuffer[];
double dFDIBuffer[];
double Price[];
double dPrice[];
double Alpha = 0.0;
//+------------------------------------------------------------------+
int init() {
IndicatorDigits(Digits+1);
IndicatorBuffers(5);
SetIndexStyle(0, DRAW_LINE);
SetIndexStyle(1, DRAW_LINE);
SetIndexStyle(2, DRAW_LINE);
SetIndexBuffer(0, RangeBuffer);
SetIndexBuffer(1, TrendBuffer);
SetIndexBuffer(2, dFDIBuffer);
SetIndexBuffer(3, Price);
SetIndexBuffer(4, dPrice);
SetLevelValue(0, RandomLevel);
IndicatorShortName("LK_FDI_V2, WindowSize: " + WindowSize + ", SmoothPeriod: " + SmoothPeriod + " ");
Alpha = 2.0/(SmoothPeriod + 1.0);
return(0);
}
//+------------------------------------------------------------------+
double FDI(double Data[], int p, bool w, int Shift) {
double Df = 0.0;
double Temp = 0.0;
double Range = 0.0;
int i = 0;
Range = Data[ArrayMaximum(Data, p, Shift)] - Data[ArrayMinimum(Data, p, Shift)];
i = p-2;
while(i >= 0) {
if(Range == 0.0) Temp = 1.0;
else Temp = (Data[i+Shift] - Data[i+1+Shift])/Range;
if(w) Df = Df + (p-1-i)*MathSqrt(Temp*Temp + 1.0/(p*p));
else Df = Df + MathSqrt(Temp*Temp + 1.0/(p*p));
i--;
}
if(w) Df = Df/(p/2.0);
Df = 1.0 + MathLog(2.0*Df)/MathLog(2.0*p);
return(Df);
}
//+------------------------------------------------------------------+
int start() {
int j = 0;
int i = IndicatorCounted();
if(i < 0) return(-1);
i = Bars - i;
if(i > MaxBars) {
i = MaxBars;
ArrayInitialize(TrendBuffer, 1.5);
ArrayInitialize(RangeBuffer, 1.5);
ArrayInitialize(dFDIBuffer, 1.7);
i--;
j = i + WindowSize;
}
else j = i;
while(j >= 0) {
Price[j] = iMA(NULL, 0, 1, 0, 0, AppliedPrice, j+PriceShift);
dPrice[j] = Price[j] - iMA(NULL, 0, 1, 0, 0, AppliedPrice, j+PriceShift+1);
j--;
}
while(i >= 0) {
double Df = FDI(Price, WindowSize, LinearWeighted, i);
if(RangeBuffer[i+1] == EMPTY_VALUE) Df = (1.0-Alpha)*TrendBuffer[i+1] + Alpha*Df;
else Df = (1.0-Alpha)*RangeBuffer[i+1] + Alpha*Df;
if(dFDI) dFDIBuffer[i] = (1.0-Alpha)*dFDIBuffer[i+1] + Alpha*FDI(dPrice, WindowSize, LinearWeighted, i);
else dFDIBuffer[i] = EMPTY_VALUE;
if(Df > RandomLevel) {
RangeBuffer[i] = Df;
TrendBuffer[i] = EMPTY_VALUE;
if(RangeBuffer[i+1] == EMPTY_VALUE) RangeBuffer[i+1] = TrendBuffer[i+1];
} else {
TrendBuffer[i] = Df;
RangeBuffer[i] = EMPTY_VALUE;
if(TrendBuffer[i+1] == EMPTY_VALUE) TrendBuffer[i+1] = RangeBuffer[i+1];
}
i--;
}
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: