/*-----------------------------+ | | | Shared by www.Aptrafx.com | | | +------------------------------*/ //+------------------------------------------------------------------+ //| StepMA_v7.mq4 | //| Copyright © 2006, TrendLaboratory | //| http://finance.groups.yahoo.com/group/TrendLaboratory | //| E-mail: igorad2003@yahoo.co.uk | //+------------------------------------------------------------------+ #property copyright "Copyright © 2006, TrendLaboratory" #property link "http://finance.groups.yahoo.com/group/TrendLaboratory" #property indicator_chart_window #property indicator_buffers 3 #property indicator_color1 Crimson #property indicator_color2 Blue #property indicator_color3 Red //---- input parameters extern int Length = 10; // Volty Length extern double Kv = 1.0; // Sensivity Factor extern int StepSize = 0; // Constant Step Size (if need) extern int MA_Mode = 0; // Volty MA Mode : 0-SMA, 1-LWMA extern int Advance = 0; // Offset extern double Percentage = 0; // Percentage of Up/Down Moving extern bool HighLow = false; // High/Low Mode Switch (more sensitive) extern int ColorMode = 0; // Color Mode Switch extern int BarsNumber = 1000; extern int period = 10; //---- indicator buffers double LineBuffer[]; double UpBuffer[]; double DnBuffer[]; double smin[]; double smax[]; double trend[]; double StepMA=0, ATR0=0,ATRmax=-100000,ATRmin=1000000; int limit; //---- StepSize Calculation double get_current_Kv(int shift){ double u,l; find_keltner_channels(shift,u,l); double range = (u-l)/Point; double c = (Close[shift]-l)/Point; if(range!=0) return (MathAbs(0.5 - c / range) + Kv); return (Kv); } void find_keltner_channels(int shift,double &u,double &l) { double sum=0; for (int x=shift;x<(shift+period);x++) sum += High[x]-Low[x]; double avg = sum/period; double middle = iMA(NULL, 0, period, 0, MODE_SMA, PRICE_TYPICAL, shift); u = middle + avg; l = middle - avg; } double StepSizeCalc ( int Len, double Km, int Size, int k) { double result; if( Size==0 ) { double AvgRange=0; for (int i=Len-1;i>=0;i--) { if(MA_Mode==0) double alfa= 1.0; else alfa= 1.0+1.0*(Len-i)/Len; AvgRange+= alfa*(High[k+i]-Low[k+i]); } ATR0 = AvgRange/Len; if (ATR0>ATRmax) ATRmax=ATR0; if (ATR0<ATRmin) ATRmin=ATR0; result=MathRound(0.5*Km*(ATRmax+ATRmin)/Point); } else result=Km*StepSize; return(result); } //---- StepMA Calculation double StepMACalc (bool HL, double Size, int k) { int counted_bars=IndicatorCounted(); double result; if (HL) { smax[k]=Low[k]+2.0*Size*Point; smin[k]=High[k]-2.0*Size*Point; } else { smax[k]=Close[k]+2.0*Size*Point; smin[k]=Close[k]-2.0*Size*Point; } if (counted_bars==0){smax[limit+1]=smax[limit];smin[limit+1]=smin[limit];trend[limit+1]=0;} trend[k]=trend[k+1]; if (Close[k]>smax[k+1]) trend[k]=1; if (Close[k]<smin[k+1]) trend[k]=-1; if(trend[k]>0) { if(smin[k]<smin[k+1]) smin[k]=smin[k+1]; result=smin[k]+Size*Point; } else { if(smax[k]>smax[k+1]) smax[k]=smax[k+1]; result=smax[k]-Size*Point; } //Print (" k=",k," trend=",trend[k], " res=",result," Smax=", smax[k], " Smin=", smin[k]); return(result); } //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { string short_name; //---- indicator line IndicatorBuffers(6); SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,2); SetIndexStyle(1,DRAW_LINE); SetIndexStyle(2,DRAW_LINE); SetIndexArrow(1,159); SetIndexArrow(2,159); SetIndexBuffer(0,LineBuffer); SetIndexBuffer(1,UpBuffer); SetIndexBuffer(2,DnBuffer); SetIndexShift(0,Advance); SetIndexShift(1,Advance); SetIndexShift(2,Advance); SetIndexBuffer(3,smin); SetIndexBuffer(4,smax); SetIndexBuffer(5,trend); //---- name for DataWindow and indicator subwindow label short_name="StepMA("+Length+","+Kv+","+StepSize+")"; IndicatorShortName(short_name); SetIndexLabel(0,short_name); SetIndexLabel(1,"UpTrend"); SetIndexLabel(2,"DownTrend"); //---- SetIndexDrawBegin(0,Length); SetIndexDrawBegin(1,Length); SetIndexDrawBegin(2,Length); //---- return(0); } //+------------------------------------------------------------------+ //| Custor indicator deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- //---- return(0); } //+------------------------------------------------------------------+ //| StepMA_v7 | //+------------------------------------------------------------------+ int start() { int shift, counted_bars=IndicatorCounted(); if ( BarsNumber > 0 ) int Nbars=BarsNumber; else Nbars=Bars; if ( counted_bars > 0 ) limit=Nbars-counted_bars; if ( counted_bars < 0 ) return(0); if ( counted_bars ==0 ) limit=Nbars-Length-1; for(shift=limit;shift>=0;shift--){ int Step = StepSizeCalc( Length, get_current_Kv(shift)/*Kv*/, StepSize, shift); Comment (" StepSize= ", Step); StepMA = StepMACalc ( HighLow, Step, shift)+Percentage/100.0*Step*Point; if ( ColorMode == 0) LineBuffer[shift]=StepMA; else if ( ColorMode == 1){ if ( trend[shift]>0 ) { UpBuffer[shift]=StepMA-Step*Point;DnBuffer[shift]=EMPTY_VALUE; } else if ( trend[shift]<0 ) { DnBuffer[shift]=StepMA+Step*Point;UpBuffer[shift]=EMPTY_VALUE; } } else if ( ColorMode == 2){ if (trend[shift]>0){ UpBuffer[shift]=StepMA; if ( trend[shift+1] < 0 ) UpBuffer[shift+1] = DnBuffer[shift+1]; DnBuffer[shift]=EMPTY_VALUE; } else if (trend[shift]<0){ DnBuffer[shift]=StepMA; if ( trend[shift+1] > 0 ) DnBuffer[shift+1] = UpBuffer[shift+1]; UpBuffer[shift]=EMPTY_VALUE; } } else{ UpBuffer[shift]=EMPTY_VALUE; DnBuffer[shift]=EMPTY_VALUE; } } return(0); }
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: