//+------------------------------------------------------------------+
//| LowPassFilter_v1.mq4 |
//| Copyright © 2007, TrendLaboratory Ltd. |
//| http://finance.groups.yahoo.com/group/TrendLaboratory |
//| E-mail: igorad2003@yahoo.co.uk |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, TrendLaboratory Ltd."
#property link "http://finance.groups.yahoo.com/group/TrendLaboratory"
//---- indicator settings
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 Yellow
#property indicator_color2 LightBlue
#property indicator_color3 Tomato
#property indicator_width1 2
#property indicator_width2 2
#property indicator_width3 2
//---- indicator parameters
extern int Price = 0; //Price mode : 0-Close,1-Open,2-High,3-Low,4-Median,5-Typical,6-Weighted
extern int Order = 3; //Filter Order: 1-EMA,2-2nd Order,3-3rd Order
extern int FilterPeriod =14; //Filter Period
extern int PreSmooth = 1; //Pre-smoothing period
extern int PreSmoothMode = 0; //Pre-smoothing MA Mode: 0-SMA,1-EMA,2-SMMA,3-LWMA
extern double PctFilter = 0; //Dynamic filter in decimal(multiplier for StdDev)
extern int ColorMode = 0; //Color Mode: 0-off,1-on
extern int ColorBarBack = 1; //Should be 0 or 1
extern int AlertMode = 0; //Sound Alert switch (0-off,1-on)
extern int WarningMode = 0; //Sound Warning switch(0-off,1-on)
//---- indicator buffers
double Filter[];
double UpTrend[];
double DnTrend[];
double Smoother[];
double trend[];
double Del[];
double AvgDel[];
int draw_begin;
bool UpTrendAlert=false, DownTrendAlert=false;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicator buffers mapping
IndicatorBuffers(7);
SetIndexBuffer(0,Filter);
SetIndexBuffer(1,UpTrend);
SetIndexBuffer(2,DnTrend);
SetIndexBuffer(3,Smoother);
SetIndexBuffer(4,trend);
SetIndexBuffer(5,Del);
SetIndexBuffer(6,AvgDel);
//---- drawing settings
SetIndexStyle(0,DRAW_LINE);
SetIndexStyle(1,DRAW_LINE);
SetIndexStyle(2,DRAW_LINE);
draw_begin = FilterPeriod + PreSmooth;
SetIndexDrawBegin(0,draw_begin);
SetIndexDrawBegin(1,draw_begin);
SetIndexDrawBegin(2,draw_begin);
IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS)+1);
//---- name for DataWindow and indicator subwindow label
IndicatorShortName("LowPassFilter("+Order+","+FilterPeriod+")");
SetIndexLabel(0,"LowPassFilter");
SetIndexLabel(1,"UpTrend");
SetIndexLabel(2,"DnTrend");
//---- initialization done
return(0);
}
//+------------------------------------------------------------------+
//| LowPassFilter_v1 |
//+------------------------------------------------------------------+
int start()
{
int limit, i, shift;
int counted_bars=IndicatorCounted();
double a, b, c, pi = 3.1415926535;
if(counted_bars<1)
for(i=1;i<=draw_begin;i++)
{
Filter[Bars-i]=0;
UpTrend[Bars-i]=0;
DnTrend[Bars-i]=0;
}
//---- last counted bar will be recounted
if(counted_bars>0) counted_bars--;
limit=Bars-counted_bars;
for(shift=limit; shift>=0; shift--)
Smoother[shift] = iMA(NULL,0,PreSmooth,0,PreSmoothMode,Price,shift);
for(shift=limit; shift>=0; shift--)
{
if(Order == 1) Filter[shift] = iMAOnArray(Smoother,0,FilterPeriod,0,1,shift);
else
if(Order == 2)
{
a = MathExp(-MathSqrt(2)*pi/FilterPeriod);
b = 2*a*MathCos(MathSqrt(2)*pi/FilterPeriod);
Filter[shift] = b*Filter[shift+1] - a*a*Filter[shift+2] + (1 - b + a*a)*Smoother[shift];
}
else
if(Order == 3)
{
a = MathExp(-pi/FilterPeriod);
b = 2*a*MathCos(MathSqrt(3)*pi/FilterPeriod);
c = MathExp(-2*pi/FilterPeriod); //a * a;
Filter[shift] = (b+c)*Filter[shift+1] - (c+b*c)*Filter[shift+2] + c*c*Filter[shift+3] + (1-b+c)*(1-c)*Smoother[shift];
}
int Length = FilterPeriod;
if (PctFilter>0)
{
Del[shift] = MathAbs(Filter[shift] - Filter[shift+1]);
double sumdel=0;
for (int j=0;j<=Length-1;j++) sumdel = sumdel+Del[shift+j];
AvgDel[shift] = sumdel/Length;
double sumpow = 0;
for (j=0;j<=Length-1;j++) sumpow+=MathPow(Del[j+shift]-AvgDel[j+shift],2);
double StdDev = MathSqrt(sumpow/Length);
double filter = PctFilter * StdDev;
if(MathAbs(Filter[shift]-Filter[shift+1]) < filter ) Filter[shift]=Filter[shift+1];
}
else
filter=0;
if (ColorMode>0)
{
trend[shift] = trend[shift+1];
if (Filter[shift] - Filter[shift+1] > filter) trend[shift] = 1;
if (Filter[shift+1] - Filter[shift] > filter) trend[shift] =-1;
if (trend[shift]>0)
{
UpTrend[shift] = Filter[shift];
if (trend[shift+ColorBarBack]<0) UpTrend[shift+ColorBarBack]=Filter[shift+ColorBarBack];
DnTrend[i] = EMPTY_VALUE;
if (WarningMode>0 && trend[shift+1]<0 && shift==0) PlaySound("alert2.wav");
}
else
if (trend[shift]<0)
{
DnTrend[shift] = Filter[shift];
if (trend[shift+ColorBarBack]>0) DnTrend[shift+ColorBarBack]=Filter[shift+ColorBarBack];
UpTrend[shift] = EMPTY_VALUE;
if (WarningMode>0 && trend[shift+1]>0 && shift==0) PlaySound("alert2.wav");
}
}
}
//----------
string Message;
if ( trend[2]<0 && trend[1]>0 && Volume[0]>1 && !UpTrendAlert)
{
Message = " "+Symbol()+" M"+Period()+": HMA Signal for BUY";
if ( AlertMode>0 ) Alert (Message);
UpTrendAlert=true; DownTrendAlert=false;
}
if ( trend[2]>0 && trend[1]<0 && Volume[0]>1 && !DownTrendAlert)
{
Message = " "+Symbol()+" M"+Period()+": HMA Signal for SELL";
if ( AlertMode>0 ) Alert (Message);
DownTrendAlert=true; UpTrendAlert=false;
}
//---- done
return(0);
}
Sample
Analysis
Market Information Used:
Series array that contains tick volumes 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:
It plays sound alerts