//+------------------------------------------------------------------+
//| pfe2.mq4|
//| |
//| |
//+------------------------------------------------------------------+
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 Red
//---- input parameters
extern int smoothingLen=15;
//extern int buySellLevel = 60;
//---- buffers
double pfe[];
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double calcPrice(int bar)
{
int k;
double sum=0;
for(k=bar;k>=bar-smoothingLen;k--)
sum+=iClose(NULL, 0, k);
//Print(sum/smoothingLen);
return(sum/smoothingLen);
}
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicator line
IndicatorBuffers(1);
SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,3);
IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS)+1);
SetIndexBuffer(0,pfe);
//----
return(0);
}
//+------------------------------------------------------------------+
//| pfe |
//+------------------------------------------------------------------+
int start()
{
int CountBars=300, i =0, j=0;
double calcPrice=0, PFE=0, c2c=0, fraceff=0;
//----
SetIndexDrawBegin(0,Bars-CountBars+smoothingLen);
//---- initial zero
//for(i=Bars-CountBars+smoothingLen;i<=Bars;i++) pfe[i]=0;
for(i=0;i<=CountBars;i++) pfe[i]=0;
//----
for(i=0;i<=CountBars;i++)
{
calcPrice=0;
PFE=0;
c2c=0;
fraceff=0;
//
PFE=MathSqrt(MathPow(calcPrice(i) - calcPrice(i-9), 2) + 100);
//Print("PFE = " + PFE);
for(j=1;j<=9;j++)
c2c+=MathSqrt(MathPow(calcPrice(i-j-1) - calcPrice(i-j), 2) + 1);
//Print("c2c = " + c2c);
if (calcPrice(i) - calcPrice(i-9) > 0)
fraceff=MathRound((PFE/c2c) * 100);
else
fraceff=MathRound(-(PFE/c2c) * 100);
//a = iMomentum(NULL,0,len-1,PRICE_MEDIAN,0);
//b = iMomentum(NULL,0,len-1,PRICE_MEDIAN,0);
//a = iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,0);
//b = iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,0);
//Print("fraceff = " +fraceff);
if (i==Bars-CountBars+smoothingLen)
pfe[i]=fraceff;
else
pfe[i]=MathRound((fraceff * 0.333) + (pfe[i-1] * (1 - 0.333)));
}
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: