//+---------------------------------------------------------------------+
//| Silence.mq4 |
//| Copyright © Trofimov 2009 |
//+---------------------------------------------------------------------+
//| Òèøèíà |
//| |
//| Îïèñàíèå: Ïîêàçûâàåò íà ñêîëüêî ïðîöåíòîâ àêòèâåí ðûíîê |
//| Ñèíÿÿ - ïðîöåíò àãðåññèâíîñòè (ñêîðîñòè èçìåíåíèÿ öåíû) |
//| Êðàñíàÿ - ïðîöåíò âîëàòèëüíîñòè (âåëè÷èíà êîðèäîðà) |
//| Àâòîðñêîå ïðàâî ïðèíàäëåæèò Òðîôèìîâó Åâãåíèþ Âèòàëüåâè÷ó, 2009 |
//+---------------------------------------------------------------------+
#property copyright "Copyright © Trofimov Evgeniy Vitalyevich, 2009"
#property link "http://TrofimovVBA.narod.ru/"
//---- Ñâîéñòâà èíäèêàòîðà
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 MidnightBlue
#property indicator_width1 1
#property indicator_color2 Maroon
#property indicator_width2 1
#property indicator_maximum 100
#property indicator_minimum 0
#property indicator_level1 50
//---- Âõîäÿùèå ïàðàìåòðû
extern int MyPeriod=12;
extern int BuffSize=96;
bool ReDraw=true; //-åñëè âêëþ÷åí, òî ïåðåðèñîâûâàåò íóëåâîé áàð ïðè êàæäîì íîâîì òèêå
// åñëè âûêëþ÷åí, òî íóëåâîé áàð ñîäåðæèò ôèêñèðîâàííîå çíà÷åíèå, âû÷èñëåííîå ïî ïðåäûäóùèì (ãîòîâûì) áàðàì
double Buff_line1[]; // - àãðåññèâíîñòü
double Buff_line2[]; // - âîëàòèëüíîñòü
double Aggress[], Volatility[];
//+------------------------------------------------------------------+
//| Ôóíêöèÿ èíèöèàëèçàöèè èíäèêàòîðà |
//+------------------------------------------------------------------+
int init()
{
//---- x äîïîëíèòåëüíûõ áóôåðà, èñïîëüçóåìûõ äëÿ ðàñ÷åòà
IndicatorBuffers(2);
IndicatorDigits(2);
//---- ïàðàìåòðû ðèñîâàíèÿ (óñòàíîâêà íà÷àëüíîãî áàðà)
SetIndexDrawBegin(0,BuffSize+MyPeriod);
SetIndexDrawBegin(1,BuffSize+MyPeriod);
//---- x ðàñïðåäåëåííûõ áóôåðà èíäèêàòîðà
SetIndexBuffer(0,Buff_line1);
SetIndexBuffer(1,Buff_line2);
//---- èìÿ èíäèêàòîðà è ïîäñêàçêè äëÿ ëèíèé
IndicatorShortName("Silence("+MyPeriod+","+BuffSize+") = ");
SetIndexLabel(0,"Aggressiveness");
SetIndexLabel(1,"Volatility");
ArrayResize(Aggress,BuffSize);
ArrayResize(Volatility,BuffSize);
return(0);
}
//+------------------------------------------------------------------+
//| Ôóíêöèÿ èíäèêàòîðà |
//+------------------------------------------------------------------+
int start() {
static datetime LastTime;
int limit, RD;
double MAX,MIN;
double upPrice,downPrice;
if(ReDraw) RD=1;
// Ïðîïóùåííûå áàðû
int counted_bars=IndicatorCounted();
//---- îáõîäèì âîçìîæíûå îøèáêè
if(counted_bars<0) return(-1);
//---- íîâûå áàðû íå ïîÿâèëèñü è ïîýòîìó íè÷åãî ðèñîâàòü íå íóæíî
limit=Bars-counted_bars-1+RD;
//---- îñíîâíûå ïåðåìåííûå
double B;
//---- îñíîâíîé öèêë
for(int t=limit-RD; t>-RD; t--) {
//Âû÷èñëåíèå àãðåññèâíîñòè áàðà t
B=0;
for(int x=t+MyPeriod-1; x>=t; x--) {
if(Close[x]>Open[x]) {
//áåëàÿ ñâå÷à
B=B+(Close[x]-Close[x+1]);
}else{
//÷¸ðíàÿ ñâå÷à
B=B+(Close[x+1]-Close[x]);
}
}//Next x
//Âû÷èñëåíèå âîëàòèëüíîñòè áàðà t
upPrice=High[iHighest(Symbol(),0,MODE_HIGH,MyPeriod,t)];//ìàêñèìóì çà N áàðîâ
downPrice=Low[iLowest(Symbol(),0,MODE_LOW,MyPeriod,t)]; //ìèíèìóì çà N áàðîâ
//Åñëè îáðàçîâàëñÿ íîâûé áàð, òî ïðîèçâîäèòñÿ ñäâèæêà ìàññèâà
if(LastTime!=Time[t+1]){
for(x=BuffSize-1; x>0; x--) {
Aggress[x]=Aggress[x-1];
Volatility[x]=Volatility[x-1];
}//Next x
LastTime=Time[t+1];
}
//Êîíåö ñäâèæêè ìàññèâà
//Ïåðåðèñîâêà àãðåññèâíîñòè
Aggress[0]=B/Point/MyPeriod;
MAX=Aggress[ArrayMaximum(Aggress)];
MIN=Aggress[ArrayMinimum(Aggress)];
Buff_line1[t]=Èíòåðïîëÿöèÿ(MAX,MIN,100,0,Aggress[0]);
if(!ReDraw && t==1) Buff_line1[0]=Buff_line1[1];
//Êîíåö ïåðåðèñîâêà àãðåññèâíîñòè
//Ïåðåðèñîâêà âîëàòèëüíîñòè
Volatility[0]=(upPrice-downPrice)/Point/MyPeriod;
MAX=Volatility[ArrayMaximum(Volatility)];
MIN=Volatility[ArrayMinimum(Volatility)];
Buff_line2[t]=Èíòåðïîëÿöèÿ(MAX,MIN,100,0,Volatility[0]);
if(!ReDraw && t==1) Buff_line2[0]=Buff_line2[1];
//Êîíåö ïåðåðèñîâêà âîëàòèëüíîñòè
}//Next t
return(0);
}
//+------------------------------------------------------------------+
double Èíòåðïîëÿöèÿ(double a,double b,double c,double d,double X) {
//a; X; b - ñòîëáåö èçâåòíûõ ÷èñåë, c; d; - ñòîëáåö ñî ñòîðîíû íåèçâåñòíîé.
if(b - a == 0)
return(10000000); //áåñêîíå÷íîñòü
else
return(d - (b - X) * (d - c) / (b - a));
}//Èíòåðïîëÿöèÿ
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Series array that contains open prices of each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains open time of each bar
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: