//+------------------------------------------------------------------+
//| Ma_Parabolic.mq4 |
//| Copyright © 2007 |
//+------------------------------------------------------------------+
// Olker, kroufr.ru
#property copyright "Copyright © 2007"
#property link ""
//----
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_color1 Lime
#property indicator_color2 Red
//---- input parameters
extern int MA =24; // Period MA
extern int MA_Mode =2; // 0=sma, 1=ema, 2=smma, 3=lwma
extern int MA_Price=0; // 0-CLOSE,1-OPEN,2-HIGH,3-LOW,4-MEDIAN,5-TYPICAL,6-WEIGHTED
extern double Step=0.02;
extern double Maximum=0.08;
extern bool Alert_Sound=true;
//---- buffers
double SarBuffer[];
double MaBuffer[];
//----
int save_lastreverse;
bool save_dirlong;
double save_start;
double save_last_high;
double save_last_low;
double save_ep;
double save_sar;
//---- Íîìåð áàðà, ïî êîòîðîìó áóäåò èñêàòüñÿ ñèãíàë
#define SIGNAL_BAR 1
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
SetIndexStyle(0,DRAW_ARROW);
SetIndexArrow(0,159);
SetIndexBuffer(0,SarBuffer);
SetIndexStyle(1,DRAW_LINE);
SetIndexBuffer(1,MaBuffer);
//----
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void SaveLastReverse(int last,int dir,double start,double low,double high,double ep,double sar)
{
save_lastreverse=last;
save_dirlong=dir;
save_start=start;
save_last_low=low;
save_last_high=high;
save_ep=ep;
save_sar=sar;
}
//+------------------------------------------------------------------+
//| Parabolic Sell And Reverse system |
//+------------------------------------------------------------------+
int start()
{
static bool first=true;
bool dirlong;
double start,last_high,last_low;
double ep,sar,price_low,price_high,price;
int i,counted_bars=IndicatorCounted();
//----
for(i=0; i<Bars-MA-2; i++)
MaBuffer[i]=iMA(NULL,0,MA,0,MA_Mode,MA_Price,i);
//----
if(Bars<0) return(0);
//---- initial settings
i=Bars-2;
if(counted_bars==0 || first)
{
first=true;
dirlong=true;
start=Step;//start=0.002
last_high=-10000000.0;
last_low=10000000.0;
while(i>0)
{
save_lastreverse=i;
price_low=MaBuffer[i];
if(last_low>price_low) last_low=price_low;
price_high=MaBuffer[i];
if(last_high<price_high) last_high=price_high;
if(price_high>MaBuffer[i+1] && price_low>MaBuffer[i+1]) break;
if(price_high<MaBuffer[i+1] && price_low<MaBuffer[i+1]) { dirlong=false; break; }
i--;
}
//---- initial zero
int k=i;
while(k<Bars)
{
SarBuffer[k]=0.0;
k++;
}
//---- check further
if(dirlong) { SarBuffer[i]=MaBuffer[i+1]; ep=MaBuffer[i]; }
else { SarBuffer[i]=MaBuffer[i+1]; ep=MaBuffer[i]; }
i--;
}
else
{
i=save_lastreverse;
start=save_start;
dirlong=save_dirlong;
last_high=save_last_high;
last_low=save_last_low;
ep=save_ep;
sar=save_sar;
}
//----
while(i>=0)
{
price_low=MaBuffer[i];
price_high=MaBuffer[i];
//--- check for reverse
if(dirlong && price_low<SarBuffer[i+1])
{
SaveLastReverse(i,true,start,price_low,last_high,ep,sar);
start=Step;
dirlong=false;
ep=price_low;
last_low=price_low;
SarBuffer[i]=last_high;
i--;
continue;
}
if(!dirlong && price_high>SarBuffer[i+1])
{
SaveLastReverse(i,false,start,last_low,price_high,ep,sar);
start=Step;
dirlong=true;
ep=price_high;
last_high=price_high;
SarBuffer[i]=last_low;
i--;
continue;
}
//---
price=SarBuffer[i+1];
sar=price+start*(ep-price);
if(dirlong)
{
if(ep<price_high && (start+Step)<=Maximum) start+=Step;
if(price_high<MaBuffer[i+1] && i==Bars-2) sar=SarBuffer[i+1];
price=MaBuffer[i+1];
if(sar>price) sar=price;
price=MaBuffer[i+2];
if(sar>price) sar=price;
if(sar>price_low)
{SaveLastReverse(i,true,start,price_low,last_high,ep,sar);
start=Step; dirlong=false; ep=price_low;
last_low=price_low;
SarBuffer[i]=last_high;
i--;
continue;
}
if(ep<price_high)
{last_high=price_high;
ep=price_high;
}
}
else
{
if(ep>price_low && (start+Step)<=Maximum) start+=Step;
if(price_low<MaBuffer[i+1] && i==Bars-2) sar=SarBuffer[i+1];
price=MaBuffer[i+1];
if(sar<price) sar=price;
price=MaBuffer[i+2];
if(sar<price) sar=price;
if(sar<price_high)
{
SaveLastReverse(i,false,start,last_low,price_high,ep,sar);
start=Step; dirlong=true; ep=price_high;
last_high=price_high;
SarBuffer[i]=last_low;
i--;
continue;
}
if(ep>price_low) { last_low=price_low; ep=price_low; }
}
SarBuffer[i]=sar;
i--;
}
//---- âðåìÿ ïîñëåäíåãî áàðà è íàïðàâëåíèå ïîñëåäíåãî ñèãíàëà
static int PrevSignal=0, PrevTime=0;
//---- Åñëè áàðîì äëÿ àíàëèçà âûáðàí íå 0-é, íàì íåò ñìûñëà ïðîâåðÿòü ñèãíàë
//---- íåñêîëüêî ðàç. Åñëè íå íà÷àëñÿ íîâûé áàð, âûõîäèì.
if(SIGNAL_BAR > 0 && Time[0]<=PrevTime)
return(0);
//---- Îòìå÷àåì, ÷òî ýòîò áàð ïðîâåðåí
PrevTime=Time[0];
//---- Åñëè ïðåäûäóùèé ñèãíàë áûë ÑÅËË èëè ýòî ïåðâûé çàïóñê (PrevSignal=0)
if(PrevSignal<=0)
{
if(Close[SIGNAL_BAR] - SarBuffer[SIGNAL_BAR] > 0)
{
PrevSignal=1;
if (Alert_Sound)Alert("Ma_Parabolic(", Symbol(), ", ", Period(), ") - BUY");
}
}
if(PrevSignal>=0)
{
if(SarBuffer[SIGNAL_BAR] - Close[SIGNAL_BAR] > 0)
{
PrevSignal=-1;
if (Alert_Sound)Alert("Ma_Parabolic(", Symbol(), ", ", Period(), ") - SELL");
}
}
//----
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_ARROW
Implements a curve of type DRAW_LINE
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features:
It issuies visual alerts to the screen