//+------------------------------------------------------------------+
//| RD.COmbo.mq4 |
//| Shimodax |
//| |
//+------------------------------------------------------------------+
#property copyright "Shimodax & RickyD"
#property link "http://www.strategybuilderfx.com/forums/showthread.php?t=15187"
//----
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 Gray
#property indicator_color2 OrangeRed
#property indicator_color3 LawnGreen
#property indicator_color4 Gold
#property indicator_maximum 5
#property indicator_minimum -5
#property indicator_level1 4
#property indicator_level2 -4
//---- buffers
extern bool DoAlertForEntry= false;
extern bool DoAlertForExit= false;
extern int HistorySize= 1000;
extern int ColorThreshold= 5;
extern double NoiseFilterRVI= 0.03; // delay exit signal
extern bool DebugLogger= false;
extern bool DebugLoggerData= false;
//----
double LongSignalBuffer[],
ShortSignalBuffer[],
NeutralBuffer[],
SignalBuffer[];
double Osc[],
Osct3[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
SetIndexStyle(0,DRAW_HISTOGRAM,STYLE_SOLID,2);
SetIndexBuffer(0,NeutralBuffer);
SetIndexEmptyValue(0, 0.0);
SetIndexStyle(1,DRAW_HISTOGRAM,STYLE_SOLID,2);
SetIndexBuffer(1,ShortSignalBuffer);
SetIndexEmptyValue(1, 0.0);
SetIndexStyle(2,DRAW_HISTOGRAM,STYLE_SOLID,2);
SetIndexBuffer(2,LongSignalBuffer);
SetIndexEmptyValue(2, 0.0);
SetIndexStyle(3,DRAW_LINE);
SetIndexBuffer(3,SignalBuffer);
// SetIndexEmptyValue(3, 0.0);
IndicatorShortName("RD-Combo()= ");
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
static bool didentryalert= false, didexitalert= false;
int counted_bars= IndicatorCounted(),
lastbar, result;
if (Bars<=100)
return(0);
if (counted_bars>0)
counted_bars--;
lastbar= Bars - counted_bars;
lastbar= MathMin(HistorySize, lastbar);
// precalc forecast oscillater array
ArrayResize(Osc, Bars);
ArrayResize(Osct3, Bars);
ForecastOsc(0, Bars, Osc, Osct3, 15, 3, 0.7);
// check for signals
Combo(0, lastbar, LongSignalBuffer, ShortSignalBuffer, NeutralBuffer, SignalBuffer, ColorThreshold);
// do alerting
if (DoAlertForEntry>0 && SignalBuffer[0]!=0 && SignalBuffer[1]==0)
{
if (!didentryalert)
{
Alert("RD signals trade entry on ", Symbol(),"/",Period());
didentryalert= true;
}
}
else
{
didentryalert= false;
}
if (DoAlertForExit>0 && SignalBuffer[0]==0 && SignalBuffer[1]!=0)
{
if (!didexitalert)
{
Alert("RD signals trade exit on ", Symbol(),"/",Period());
didexitalert= true;
}
}
else
{
didexitalert= false;
}
return(0);
}
//+------------------------------------------------------------------+
//| Combo Indicator (All-In-One signal) |
//+------------------------------------------------------------------+
int Combo(int offset, int lastbar, double &longsignalbuf[], double &shortsignalbuf[], double &neutralbuffer[], double &signalbuffer[], int colthreshold)
{
int val,
lookupidx= 0,
signalstate= 0;
double
adxmain,
adxplus,
adxminus,
adxmain2,
adxplus2,
adxminus2,
cci,
rvimain,
rvisignal,
ma5,
ma20,
ma100,
ma200,
fcblue,
fcred;
if (lastbar>Bars)
lastbar= Bars;
for(int i= lastbar+5; i>=offset; i--)
{
lookupidx= i;
ma5= iMA(NULL, 0, 5, 0, MODE_LWMA, PRICE_CLOSE, lookupidx);
ma20= iMA(NULL, 0, 20, 0, MODE_LWMA, PRICE_CLOSE, lookupidx);
ma100= iMA(NULL, 0, 100, 0, MODE_LWMA, PRICE_CLOSE, lookupidx);
ma200= iMA(NULL, 0, 200, 0, MODE_LWMA, PRICE_CLOSE, lookupidx);
cci= iCCI(NULL, 0, 5, PRICE_CLOSE, lookupidx);
rvimain= iRVI(NULL, 0, 1, MODE_MAIN, lookupidx);
rvisignal= iRVI(NULL, 0, 1, MODE_SIGNAL, lookupidx);
adxmain= iADX(NULL, 0, 14, PRICE_CLOSE, MODE_MAIN, lookupidx);
adxplus= iADX(NULL, 0, 14, PRICE_CLOSE, MODE_PLUSDI, lookupidx);
adxminus= iADX(NULL, 0, 14, PRICE_CLOSE, MODE_MINUSDI, lookupidx);
adxmain2= iADX(NULL, 0, 14, PRICE_CLOSE, MODE_MAIN, lookupidx+1);
adxplus2= iADX(NULL, 0, 14, PRICE_CLOSE, MODE_PLUSDI, lookupidx+1);
adxminus2= iADX(NULL, 0, 14, PRICE_CLOSE, MODE_MINUSDI, lookupidx+1);
fcblue= Osc[lookupidx]; // forecast
fcred= Osct3[lookupidx]; // forecast
/*
fcblue= iCustom(NULL, 0, "RD-ForecastOsc", 0, lookupidx);
fcred= iCustom(NULL, 0, "RD-ForecastOsc", 1, lookupidx);
double
fc2blue= iCustom(NULL, 0, "RD-ForecastOsc", 0, lookupidx);
fc2red= iCustom(NULL, 0, "RD-ForecastOsc", 1, lookupidx);
if (fc2blue!=fcblue)
Print("#", lookupidx, "Blue ", fc2blue, " ", fcblue);
if (fc2red!=fcred)
Print("#", lookupidx, "Red ", fc2red, " ", fcred);
*/
// calc entry signal
int maval= 0,
ccival= 0,
rvival= 0,
adxval= 0,
fcval= 0;
if (ma5>ma20)
maval= 1;
else
maval= -1;
if (cci>0)
ccival= 1;
else
if (cci<0)
ccival= -1;
else
ccival= 0;
if (fcblue>0 && fcred>0 && fcblue>fcred)
fcval= 1;
else
if (fcblue<0 && fcred<0 && fcblue<fcred)
fcval= -1;
else
fcval= 0;
if (rvimain>0 && rvisignal>0 && rvimain-rvisignal>0)
rvival= 1;
else
if (rvimain<0 && rvisignal<0 && rvimain-rvisignal<0)
rvival= -1;
else
rvival= 0;
if (adxmain>adxmain2 && adxplus>adxplus2 && adxmain>20 && adxplus>20)
adxval= 1;
else
if (adxmain>adxmain2 && adxminus>adxminus2 && adxmain>20 && adxminus>20)
adxval= -1;
else
adxval= 0;
val= maval + ccival + fcval + rvival + adxval;
// exit signal
if (signalstate!=0)
{
if (signalstate==1 && (rvimain<0 || rvisignal-rvimain>0.2))
{
signalstate= 0;
}
if (signalstate==-1 && (rvimain>0 || rvimain-rvisignal>0.2))
{
signalstate= 0;
}
if (DebugLogger)
Print(TimeToStr(Time[i]), " #", i, " rvimain= ", rvimain, ", rvisignal= ", rvisignal, ", diff= ", DoubleToStr(rvimain-rvisignal,2),
" => signalstate", signalstate);
}
if (i<=lastbar)
{ // ignore the first few loops that were only used to catch previous signal state
if (DebugLogger || DebugLoggerData)
{
if (DebugLoggerData)
{
Print(TimeToStr(Time[i]), " # --------------------------------------------------------------------------");
Print(TimeToStr(Time[i]), " #", i, " MA 5/20/100/200", ma5, "/", ma20, "/", ma100, "/", ma200);
Print(TimeToStr(Time[i]), " #", i, " CCI ", cci, ", RVI ", rvimain, "/", rvisignal);
Print(TimeToStr(Time[i]), " #", i, " ADX(now) main/+DI/-DI ", adxmain, "/", adxplus, "/", adxminus);
Print(TimeToStr(Time[i]), " #", i, " ADX(prev) main/+DI/-DI ", adxmain2, "/", adxplus2, "/", adxminus2);
Print(TimeToStr(Time[i]), " #", i, " Forecast blue/red ", fcblue, "/", fcred);
}
if (DebugLogger || DebugLoggerData)
Print(TimeToStr(Time[i]), " #", i, " MAtrend(", maval, ") + CCI(", ccival, ") + FC(", fcval,
") + RVItrend( ", rvival, ") + ADXtrend(", adxval, ") => ", val, " # trade state =", signalstate);
}
longsignalbuf[i]= 0;
shortsignalbuf[i]= 0;
neutralbuffer[i]= 0;
if (val>=colthreshold)
{
longsignalbuf[i]= val;
signalstate= 1;
}
else
if (val<=-colthreshold)
{
shortsignalbuf[i]= val;
signalstate= -1;
}
else
neutralbuffer[i]= val;
signalbuffer[i]= 2*signalstate;
}
}
return(signalstate);
}
//+------------------------------------------------------------------+
//| Calc forecast buffers from lastbar down to offset |
//+------------------------------------------------------------------+
void ForecastOsc(int offset, int lastbar, double &osc[], double &osct3[], int regress, int t3, double b)
{
int shift, length;
double b2=b*b,
b3=b2*b,
c1=-b3,
c2=(3*(b2+b3)),
c3=-3*(2*b2+b+b3),
c4=(1+3*b+b3+3*b2),
n=1 + 0.5*(t3-1),
w1=2/(n + 1),
w2=1 - w1,
wt,forecastosc,t3_fosc,sum,
e1,e2,e3,e4,e5,e6,tmp,tmp2;
lastbar= MathMin(Bars-31-regress, lastbar);
for(shift= lastbar+30; shift>=offset; shift--)
{
length= regress;
sum=0;
for(int i=length; i>0; i--)
{
tmp=length+1;
tmp=tmp/3;
tmp2=i;
tmp=tmp2 - tmp;
sum=sum + tmp*Close[shift+length-i];
}
tmp=length;
wt=sum*6/(tmp*(tmp+1));
forecastosc= (Close[shift]-wt)/wt*100;
e1=w1*forecastosc + w2*e1;
e2=w1*e1 + w2*e2;
e3=w1*e2 + w2*e3;
e4=w1*e3 + w2*e4;
e5=w1*e4 + w2*e5;
e6=w1*e5 + w2*e6;
t3_fosc=c1*e6 + c2*e5 + c3*e4 + c4*e3;
if (shift<=lastbar)
{ // don't put swing in cycle into the signal buffers
osc[shift]=forecastosc;
osct3[shift]=t3_fosc;
}
}
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_HISTOGRAM
Implements a curve of type DRAW_LINE
Indicators Used:
Moving average indicator
Commodity channel index
Relative Vigor index
Movement directional index
Custom Indicators Used:
RD-ForecastOsc
Order Management characteristics:
Other Features:
It issuies visual alerts to the screen