//+------------------------------------------------------------------+
//| Kase CD Peak.mq4 |
//| Copyright © 2006 |
//| http://www.stupidlife.org |
//| gexabox.@.mail...ru |
//+------------------------------------------------------------------+
/*
RWH:=(H-Ref(L,-Per1))/(ATR(Per1)*Sqrt(Per1));
RWL:=(Ref(H,-Per1)-L)/(ATR(Per1)*Sqrt(Per1));
Pk:= Mov(Mov((RWH-RWL),3,W),3,S);
KCD:= PK-Mov(PK,8,S);
MN:= Mov(KCD,Per1,S);
SD:= Stdev(KCD,Per1);
Val1:= If(MN+(1.33*SD)>2.08,MN+(1.33*SD),2.08);
Val2:= If(MN-(1.33*SD)<-1.92,MN-(1.33*SD),-1.92);
LN:= If(Ref(KCD,-1)>=0 AND KCD>0,Val1,If(Ref(KCD,-1)<=0 AND KCD<0,Val2,0));
Red:= If(Ref(KCD,-1)>KCD,KCD,0);
Green:= If(KCD>Ref(KCD,-1),KCD,0);
*/
#property copyright "Copyright © 2006"
#property link "http://www.stupidlife.org"
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 Gold
#property indicator_color2 Red
#property indicator_color3 Lime
//---- input parameters
extern int Periods=8;
//---- buffers
double LN[];
double RedHist[];
double GreenHist[];
double RWArr[];
double PrePk[];
double Pk[];
double KCD[];
double SqrtPer;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- 2 additional buffers are used for counting.
IndicatorBuffers(7);
//---- name for DataWindow and indicator subwindow label
IndicatorShortName("KaseCD("+Periods+")");
//---- indicators
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,LN);
SetIndexStyle(1,DRAW_HISTOGRAM);
SetIndexBuffer(1,RedHist);
SetIndexStyle(2,DRAW_HISTOGRAM);//DRAW_NONE
SetIndexBuffer(2,GreenHist);
//----
SetIndexBuffer(3,RWArr);
SetIndexBuffer(4,PrePk);
SetIndexBuffer(5,Pk);
SetIndexBuffer(6,KCD);
SetIndexDrawBegin(0,Periods+3+3+8+Periods);
SetIndexDrawBegin(1,Periods+3+3+8+Periods);
SetIndexDrawBegin(2,Periods+3+3+8+Periods);
SqrtPer = MathSqrt(Periods);
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
double rwh = 0;
double rwl = 0;
double mn = 0;
double sd = 0;
double val1 = 0;
double val2 = 0;
double atr = 0;
int i;
int counted_bars=IndicatorCounted();
//unted_bars = Bars - 100;
if(counted_bars<0) return(-1);
//---- last counted bar will be recounted
if(counted_bars>0) counted_bars--;
if(counted_bars>=Periods+3+3+8+Periods) counted_bars-=(Periods+3+3+8+Periods);
if(counted_bars==0) {
for(i=(Bars-1); i>=(Bars-1)-counted_bars-Periods-3-3-8-Periods+1; i--) {
RWArr[i] = 0;
PrePk[i] = 0;
Pk[i] = 0;
KCD[i] = 0;
LN[i] = 0;
RedHist[i] = 0;
GreenHist[i] = 0;
}
}
// RWH:=(H-Ref(L,-Per1))/(ATR(Per1)*Sqrt(Per1));
// RWL:=(Ref(H,-Per1)-L)/(ATR(Per1)*Sqrt(Per1));
for(i=(Bars-1)-counted_bars-Periods; i>=0; i--)
{
rwh = 0; rwl = 0;
atr = iATR(NULL, 0, Periods,i)*SqrtPer;
if(atr!=0){
rwh = (High[i]-Low[i+Periods])/atr;
rwl = (High[i+Periods]-Low[i])/atr;
}
RWArr[i] = rwh - rwl;
}
// Pk:= Mov(Mov((RWH-RWL),3,W),3,S);
for(i=(Bars-1)-counted_bars-Periods-3; i>=0; i--)
{
PrePk[i] = iMAOnArray(RWArr,Bars,3,0,MODE_LWMA,i);
}
for(i=(Bars-1)-counted_bars-Periods-3-3; i>=0; i--)
{
Pk[i] = iMAOnArray(PrePk,Bars,3,0,MODE_SMA,i);
}
// KCD:= PK-Mov(PK,8,S);
for(i=(Bars-1)-counted_bars-Periods-3-3-8; i>=0; i--)
{
KCD[i] = Pk[i]-iMAOnArray(Pk,Bars,8,0,MODE_SMA,i);
}
for(i=(Bars-1)-counted_bars-Periods-3-3-8-Periods; i>=0; i--)
{
// MN:= Mov(KCD,Per1,S);
// SD:= Stdev(KCD,Per1);
mn = iMAOnArray(KCD,Bars,Periods,0,MODE_SMA,i);
sd = iStdDevOnArray(KCD,Bars,Periods,0,MODE_SMA,i);
// Val1:= If(MN+(1.33*SD)>2.08,MN+(1.33*SD),2.08);
if(mn+(1.33*sd)>2.08)
val1 = mn+(1.33*sd);
else
val1 = 2.08;
// Val2:= If(MN-(1.33*SD)<-1.92,MN-(1.33*SD),-1.92);
if(mn-(1.33*sd)<-1.92)
val2 = mn-(1.33*sd);
else
val2 = -1.92;
// LN:= If(Ref(KCD,-1)>=0 AND KCD>0,Val1,If(Ref(KCD,-1)<=0 AND KCD<0,Val2,0));
if(KCD[i+1]>=0 && KCD[i]>0)
LN[i] = val1;
else
if(KCD[i+1]<=0 && KCD[i]<0)
LN[i] = val2;
else
LN[i] = 0;
// Red:= If(Ref(KCD,-1)>KCD,KCD,0);
if(KCD[i+1]>KCD[i])
RedHist[i] = KCD[i];
else
RedHist[i] = 0;
// Green:= If(KCD>Ref(KCD,-1),KCD,0);
if(KCD[i]>KCD[i+1])
GreenHist[i] = KCD[i];
else
GreenHist[i] = 0;
}
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
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
Implements a curve of type DRAW_HISTOGRAM
Indicators Used:
Indicator of the average true range
Moving average indicator
Standard Deviation indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: