//+---------------------------------------------------------------------+
//| Silence.mq4 |
//| Copyright © Trofimov 2009 |
//+---------------------------------------------------------------------+
//| Òèøèíà |
//| |
//| Îïèñàíèå: Ïîêàçûâàåò íà ñêîëüêî ïðîöåíòîâ àêòèâåí ðûíîê |
//| Ñèíÿÿ - ïðîöåíò àãðåññèâíîñòè (ñêîðîñòè èçìåíåíèÿ öåíû) |
//| Êðàñíàÿ - ïðîöåíò âîëàòèëüíîñòè (ïî èíäèêàòîðó StdDev) |
//| Àâòîðñêîå ïðàâî ïðèíàäëåæèò Òðîôèìîâó Åâãåíèþ Âèòàëüåâè÷ó, 2009 |
//+---------------------------------------------------------------------+
//=============================================================================================================================
// Äîðàáîòêà èíäèêàòîðà DS dolsergon@yandex.ru
// äîáàâëåíà ñðåäíÿÿ ìåæäó äâóõ ëèíèé
#property copyright "Copyright © Trofimov Evgeniy, 2009"
#property link "http://www.mql4.com/ru/users/EvgeTrofi"
//---- Ñâîéñòâà èíäèêàòîðà
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 CLR_NONE
#property indicator_width1 1
#property indicator_color2 Yellow
#property indicator_width2 1
#property indicator_color3 CLR_NONE
#property indicator_width3 2
#property indicator_maximum 100
#property indicator_minimum 0
#property indicator_level1 78
//---- 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 Buff_line3[]; // - îáùåå ñðåäíåå
double Aggress[], Volatility[];
//+------------------------------------------------------------------+
//| Ôóíêöèÿ èíèöèàëèçàöèè èíäèêàòîðà |
//+------------------------------------------------------------------+
int init()
{
//---- x äîïîëíèòåëüíûõ áóôåðà, èñïîëüçóåìûõ äëÿ ðàñ÷åòà
IndicatorBuffers(3);
IndicatorDigits(2);
//---- ïàðàìåòðû ðèñîâàíèÿ (óñòàíîâêà íà÷àëüíîãî áàðà)
SetIndexDrawBegin(0,BuffSize+MyPeriod);
SetIndexDrawBegin(1,BuffSize+MyPeriod);
SetIndexDrawBegin(2,BuffSize+MyPeriod);
//---- x ðàñïðåäåëåííûõ áóôåðà èíäèêàòîðà
SetIndexBuffer(0,Buff_line1);
SetIndexBuffer(1,Buff_line2);
SetIndexBuffer(2,Buff_line3);
//---- èìÿ èíäèêàòîðà è ïîäñêàçêè äëÿ ëèíèé
IndicatorShortName("Silence2("+MyPeriod+","+BuffSize+") = ");
SetIndexLabel(0,"Aggressiveness");
SetIndexLabel(1,"Volatility");
SetIndexLabel(1,"Middle");
ArrayResize(Aggress,BuffSize);
ArrayResize(Volatility,BuffSize);
return(0);
}
//+------------------------------------------------------------------+
//| Ôóíêöèÿ èíäèêàòîðà |
//+------------------------------------------------------------------+
int start() {
static datetime LastTime;
int limit, RD;
double MAX,MIN;
//double upPrice,downPrice;
double dAmount,dMovingAverage,dAPrice;
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
dAmount=0.0;
dMovingAverage=iMA(NULL,0,MyPeriod,0,0,0,t);
for(x=t+MyPeriod-1; x>=t; x--)
{
dAPrice=Close[x];
dAmount+=(dAPrice-dMovingAverage)*(dAPrice-dMovingAverage);
}
//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]=MathSqrt(dAmount/MyPeriod);
MAX=Volatility[ArrayMaximum(Volatility)];
MIN=Volatility[ArrayMinimum(Volatility)];
Buff_line2[t]=Èíòåðïîëÿöèÿ(MAX,MIN,100,0,Volatility[0]);
Set_Line3(t);
if(!ReDraw && t==1) {
Buff_line2[0]=Buff_line2[1];
Set_Line3(0);
}
//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
//+------------------------------------------------------------------+
//===================================================================================
void Set_Line3(int pBar) {
Buff_line3[pBar] = (Buff_line1[pBar] + Buff_line2[pBar]) / 2;
}
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 open time of each bar
Indicator Curves created:
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: