//+------------------------------------------------------------------+ //| Multi pair MACD mtf.mq4 | //| mladen | //+------------------------------------------------------------------+ #property copyright "mladen" #property link "mladenfx@gmail.com" //---- #property indicator_separate_window #property indicator_buffers 6 #property indicator_color1 Green #property indicator_color2 Green #property indicator_color3 Red #property indicator_color4 Red #property indicator_color5 Gray #property indicator_color6 Gold #property indicator_width1 2 #property indicator_width3 2 //---- extern int FastEma =12; extern int SlowEma =26; extern int SignalEma =9; extern int barsPerPair=70; extern string pairs ="EURUSD;GBPUSD;USDCAD"; extern string TimeFrame ="Current time frame"; extern bool equalize =false; extern string text ="color"; extern color textColor =Silver; extern color backColor =C'48,48,48'; extern int separatorWidth=6; //---- double ind_buffer1[]; double ind_buffer2[]; double ind_buffer3[]; double ind_buffer4[]; double ind_buffer5[]; double ind_buffer6[]; double ind_buffer7[]; double ind_buffer8[]; double ind_buffer9[]; double minMacd; double maxMacd; double maxValues[]; string aPairs[]; string shortName; int window; int add; int timeFrame; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ int init() { IndicatorBuffers(7); IndicatorDigits(Digits+1); SetIndexBuffer(0,ind_buffer1); SetIndexBuffer(1,ind_buffer2); SetIndexBuffer(2,ind_buffer3); SetIndexBuffer(3,ind_buffer4); SetIndexBuffer(4,ind_buffer5); SetIndexBuffer(5,ind_buffer6); SetIndexBuffer(6,ind_buffer7); SetIndexLabel(0,NULL); SetIndexLabel(1,NULL); SetIndexLabel(2,NULL); SetIndexLabel(3,NULL); SetIndexLabel(4,"Macd"); SetIndexLabel(5,"Signal"); //---- add=MathMax(FastEma,SlowEma); add=MathMax(SignalEma,add); ArrayResize(ind_buffer9,barsPerPair+add+1); ArrayResize(ind_buffer8,barsPerPair+add+1); ArraySetAsSeries(ind_buffer8,true); ArraySetAsSeries(ind_buffer9,true); //---- SetIndexStyle(0,DRAW_HISTOGRAM); SetIndexStyle(1,DRAW_HISTOGRAM); SetIndexStyle(2,DRAW_HISTOGRAM); SetIndexStyle(3,DRAW_HISTOGRAM); SetIndexStyle(4,DRAW_LINE); SetIndexStyle(5,DRAW_LINE); //---- pairs=StringUpperCase(StringTrimLeft(StringTrimRight(pairs))); if (StringSubstr(pairs,StringLen(pairs),1)!=";") pairs=StringConcatenate(pairs,";"); //---- int s= 0; int i= StringFind(pairs,";",s); string current; string temp; while(i > 0) { if (IsMini()) current=StringSubstr(pairs,s,i-s)+"m"; else current=StringSubstr(pairs,s,i-s); if (iClose(current,0,0) > 0) { ArrayResize(aPairs,ArraySize(aPairs)+1); aPairs[ArraySize(aPairs)-1]=current; if (current==Symbol()) { temp =aPairs[0]; aPairs[0]=current; aPairs[ArraySize(aPairs)-1]=temp; } } s=i + 1; i=StringFind(pairs,";",s); } ArrayResize(maxValues,ArraySize(aPairs)); //---- timeFrame=stringToTimeFrame(TimeFrame); separatorWidth=MathMax(separatorWidth,4); shortName=MakeUniqueName(" Multi MACD "+TimeFrameToString(timeFrame)," ("+FastEma+","+SlowEma+","+SignalEma+")"); IndicatorShortName(shortName); //---- return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ int deinit() { for(int i=0; i < ArraySize(aPairs); i++) { ObjectDelete(shortName+i); ObjectDelete(shortName+i+i); } return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ int start() { int limit=ArraySize(aPairs); int i,k; double max; //---- window=WindowFind(shortName); ArrayInitialize(maxValues,0); //---- minMacd=0; maxMacd=0; for(i=0,k=0; i<limit; i++) calculateMacd(aPairs[i],barsPerPair,k,i); for(i=0; i<limit; i++) if (max < maxValues[i]) max=maxValues[i]; for(i=0,k=0; i<limit; i++) plotGraph(aPairs[i],barsPerPair,k,i,max); //---- for(i=0;i<indicator_buffers;i++) SetIndexDrawBegin(i,Bars-k); return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void plotGraph(string symbol,int limit, int& shift,int element, double max) { double koef =1; if (equalize) koef=max/maxValues[element]; for(int i=limit-1; i>=0; i--) { ind_buffer5[i+shift]=ind_buffer5[i+shift]*koef; ind_buffer6[i+shift]=ind_buffer6[i+shift]*koef; //---- if (ind_buffer7[i+shift] > 0) { ind_buffer3[i+shift]=EMPTY_VALUE; ind_buffer4[i+shift]=EMPTY_VALUE; ind_buffer1[i+shift]=ind_buffer1[i+shift+1]; ind_buffer2[i+shift]=ind_buffer2[i+shift+1]; if (ind_buffer7[i+shift] > ind_buffer7[i+shift+1]) { ind_buffer1[i+shift]=ind_buffer7[i+shift]*koef; ind_buffer2[i+shift]=EMPTY_VALUE; } if (ind_buffer7[i+shift] < ind_buffer7[i+shift+1]) { ind_buffer2[i+shift]=ind_buffer7[i+shift]*koef; ind_buffer1[i+shift]=EMPTY_VALUE; } } else { ind_buffer1[i+shift]=EMPTY_VALUE; ind_buffer2[i+shift]=EMPTY_VALUE; ind_buffer3[i+shift]=ind_buffer3[i+shift+1]; ind_buffer4[i+shift]=ind_buffer4[i+shift+1]; if (ind_buffer7[i+shift] < ind_buffer7[i+shift+1]) { ind_buffer3[i+shift]=ind_buffer7[i+shift]*koef; ind_buffer4[i+shift]=EMPTY_VALUE; } if (ind_buffer7[i+shift] > ind_buffer7[i+shift+1]) { ind_buffer4[i+shift]=ind_buffer7[i+shift]*koef; ind_buffer3[i+shift]=EMPTY_VALUE; } } } //---- createLabel(symbol,element,shift+limit+separatorWidth-2,max,isSignalCrossing(shift)); shift+=(limit+separatorWidth-1); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ bool isSignalCrossing(int shift) { double res=(ind_buffer5[shift] - ind_buffer6[shift])* (ind_buffer5[shift+1] - ind_buffer6[shift+1]); return(res<=0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void calculateMacd(string symbol,int limit,int& shift,int element) { bool start=true; double max, alpha=2.0/(1.0+SignalEma); int i,y; //---- for(i=limit+add; i>=0; i--) { ind_buffer8[i]=iMA(symbol,timeFrame,FastEma,0,MODE_EMA,PRICE_CLOSE,i)- iMA(symbol,timeFrame,SlowEma,0,MODE_EMA,PRICE_CLOSE,i); if (start) { ind_buffer9[i]=ind_buffer8[i]; start=false; } else ind_buffer9[i]=ind_buffer9[i+1]+alpha*(ind_buffer8[i]-ind_buffer9[i+1]); } //---- for(i=0; i<limit; i++) { y=iBarShift(symbol,timeFrame,Time[i]); ind_buffer5[i+shift]=ind_buffer8[y]; ind_buffer6[i+shift]=ind_buffer9[y]; ind_buffer7[i+shift]=ind_buffer8[y]; //---- max=MathMax(MathAbs(ind_buffer5[i+shift]), MathAbs(ind_buffer6[i+shift])); if (maxValues[element] < max) maxValues[element]=max; //---- max=MathMax(ind_buffer5[i+shift],ind_buffer6[i+shift]); if (maxMacd < max) maxMacd=max; max=MathMin(ind_buffer5[i+shift],ind_buffer6[i+shift]); if (minMacd > max) minMacd=max; } //---- for(i=0;i<separatorWidth;i++) { ind_buffer1[shift+limit+i]=EMPTY_VALUE; ind_buffer2[shift+limit+i]=EMPTY_VALUE; ind_buffer3[shift+limit+i]=EMPTY_VALUE; ind_buffer4[shift+limit+i]=EMPTY_VALUE; ind_buffer5[shift+limit+i]=EMPTY_VALUE; ind_buffer6[shift+limit+i]=EMPTY_VALUE; } shift+=(limit+separatorWidth-1); return; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void createLabel(string symbol,int element, int shift, double max, bool signalCrossing) { string name=shortName+element; double price1; double price2; //---- if (equalize) { price1=MathMax(MathAbs(minMacd),MathAbs(maxMacd)); price2=-price1; } else { price1=maxMacd; price2=minMacd; } //---- if (ObjectFind(name)==-1) { ObjectCreate(name,OBJ_TEXT,window,0,0); ObjectSet(name,OBJPROP_ANGLE,90); ObjectSetText(name,symbol); } ObjectSet(name,OBJPROP_TIME1 ,Time[shift]); ObjectSet(name,OBJPROP_PRICE1,(price1+price2)/2); if (signalCrossing) ObjectSet(name,OBJPROP_COLOR,Gold); else ObjectSet(name,OBJPROP_COLOR,textColor); //---- name=shortName+element+element; if (ObjectFind(name)==-1) { ObjectCreate(name,OBJ_RECTANGLE,window,0,0,0,0); ObjectSet(name,OBJPROP_COLOR,backColor); } ObjectSet(name,OBJPROP_TIME1,Time[shift]); ObjectSet(name,OBJPROP_PRICE1,price1); ObjectSet(name,OBJPROP_TIME2,Time[shift-(separatorWidth-2)]); ObjectSet(name,OBJPROP_PRICE2,price2); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ int stringToTimeFrame(string tfs) { int tf=0; tfs=StringTrimLeft(StringTrimRight(StringUpperCase(tfs))); if (tfs=="M1" || tfs=="1") tf=PERIOD_M1; if (tfs=="M5" || tfs=="5") tf=PERIOD_M5; if (tfs=="M15"|| tfs=="15") tf=PERIOD_M15; if (tfs=="M30"|| tfs=="30") tf=PERIOD_M30; if (tfs=="H1" || tfs=="60") tf=PERIOD_H1; if (tfs=="H4" || tfs=="240") tf=PERIOD_H4; if (tfs=="D1" || tfs=="1440") tf=PERIOD_D1; if (tfs=="W1" || tfs=="10080") tf=PERIOD_W1; if (tfs=="MN" || tfs=="43200") tf=PERIOD_MN1; if (tf<Period()) tf=Period(); return(tf); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ string TimeFrameToString(int tf) { string tfs=""; if (tf!=Period()) switch(tf) { case PERIOD_M1: tfs="M1" ;break; case PERIOD_M5: tfs="M5" ;break; case PERIOD_M15: tfs="M15";break; case PERIOD_M30: tfs="M30";break; case PERIOD_H1: tfs="H1" ;break; case PERIOD_H4: tfs="H4" ;break; case PERIOD_D1: tfs="D1" ;break; case PERIOD_W1: tfs="W1" ;break; case PERIOD_MN1: tfs="MN1"; } if (tfs!="") tfs=tfs+" "; return(tfs); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ string StringUpperCase(string str) { string s=str; int lenght=StringLen(str) - 1; int char; while(lenght>=0) { char=StringGetChar(s, lenght); //---- if((char > 96 && char < 123) || (char > 223 && char < 256)) s=StringSetChar(s, lenght, char - 32); else if(char > -33 && char < 0) s=StringSetChar(s, lenght, char + 224); lenght--; } //---- return(s); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ string MakeUniqueName(string first, string rest) { string result=first+(MathRand()%1001)+rest; while(WindowFind(result)> 0) result=first+(MathRand()%1001)+rest; return(result); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ bool IsMini() { if (StringFind(Symbol(),"m") > -1) return(true); else return(false); } //+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Series array that contains open time of each bar
Indicator Curves created:
Implements a curve of type DRAW_HISTOGRAM
Implements a curve of type DRAW_LINE
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: