MA_Angle_v4





//+------------------------------------------------------------------+
//|                                                     MA_Angle.mq4 |
//| Modified from code for EMA_Angle by jpkfox                       |
//|                                                                  |
//| You can use this indicator to measure when the MA angle is       |
//| "near zero". AngleTreshold determines when the angle for the     |
//| MA is "about zero": This is when the value is between            |
//| [-AngleTreshold, AngleTreshold] (or when the histogram is red).  |
//|   MAPeriod: MA period                                            |
//|   AngleTreshold: The angle value is "about zero" when it is      |
//|     between the values [-AngleTreshold, AngleTreshold].          |      
//|   StartMAShift: The starting point to calculate the              |   
//|     angle. This is a shift value to the left from the            |
//|     observation point. Should be StartMAShift > EndMAShift.      | 
//|   EndMAShift: The ending point to calculate the                  |
//|     angle. This is a shift value to the left from the            | 
//|     observation point. Should be StartMAShift > EndMAShift.      |
//|                                                                  |
//|   Modified by MrPip                                              |
//|       Red for down                                               |
//|       Yellow for near zero                                       |
//|       Green for up                                               |
//|  10/15/05  MrPip                                                 |
//|            Corrected problem with USDJPY and optimized code      |
//|  10/23/05  Added other JPY crosses                               |   
//|                                                                  |
//|   8/1/2006 Modified to use any MA including LSMA                 |                                                                  |
//|                                                                  |
//+------------------------------------------------------------------+

#property  copyright "MrPip and jpkfox"
//---- indicator settings
#property  indicator_separate_window
#property  indicator_buffers 3
#property  indicator_color1  LimeGreen
#property  indicator_color2  Yellow
#property  indicator_color3 FireBrick
#property  indicator_width1 2
#property  indicator_width2 2
#property  indicator_width3 2

//---- indicator parameters
extern int MAPeriod=34;
extern string  m = "--Moving Average Types--";
extern string  m0 = " 0 = SMA";
extern string  m1 = " 1 = EMA";
extern string  m2 = " 2 = SMMA";
extern string  m3 = " 3 = LWMA";
extern string  m4 = " 4 = LSMA";
extern int MA_Type = 1; //0=SMA, 1=EMA, 2=SMMA, 3=LWMA, 4=LSMA
extern string  p = "--Applied Price Types--";
extern string  p0 = " 0 = close";
extern string  p1 = " 1 = open";
extern string  p2 = " 2 = high";
extern string  p3 = " 3 = low";
extern string  p4 = " 4 = median(high+low)/2";
extern string  p5 = " 5 = typical(high+low+close)/3";
extern string  p6 = " 6 = weighted(high+low+close+close)/4";
extern int MA_AppliedPrice = 0;//0=close, 1=open, 2=high, 3=low, 4=median(high+low)/2, 5=typical(high+low+close)/3, 6=weighted(high+low+close+close)/4
extern double AngleTreshold=8;
extern int PrevMAShift=1;
extern int CurMAShift=0;

int MA_Mode;
string strMAType;

//---- indicator buffers
double UpBuffer[];
double DownBuffer[];
double ZeroBuffer[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
{
//---- 2 additional buffers are used for counting.
   IndicatorBuffers(3);
//---- drawing settings
   SetIndexStyle(0,DRAW_HISTOGRAM,STYLE_SOLID);
   SetIndexStyle(1,DRAW_HISTOGRAM,STYLE_SOLID);
   SetIndexStyle(2,DRAW_HISTOGRAM,STYLE_SOLID);

   IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS)+2);

//---- 3 indicator buffers mapping
   if(!SetIndexBuffer(0,UpBuffer) &&
      !SetIndexBuffer(1,DownBuffer) &&
      !SetIndexBuffer(2,ZeroBuffer))
      Print("cannot set indicator buffers!");
switch (MA_Type)
   {
      case 1: strMAType="EMA"; MA_Mode=MODE_EMA; break;
      case 2: strMAType="SMMA"; MA_Mode=MODE_SMMA; break;
      case 3: strMAType="LWMA"; MA_Mode=MODE_LWMA; break;
      case 4: strMAType="LSMA"; break;
      default: strMAType="SMA"; MA_Mode=MODE_SMA; break;
   }
//---- name for DataWindow and indicator subwindow label
   IndicatorShortName("MA_" + strMAType+"_Angle("+MAPeriod+","+AngleTreshold+","+PrevMAShift+","+CurMAShift+")");
//---- initialization done
   return(0);
}

//+------------------------------------------------------------------+
//| LSMA with PriceMode                                              |
//| PrMode  0=close, 1=open, 2=high, 3=low, 4=median(high+low)/2,    |
//| 5=typical(high+low+close)/3, 6=weighted(high+low+close+close)/4  |
//+------------------------------------------------------------------+

double LSMA(int Rperiod, int prMode, int shift)
{
   int i, mshift;
   double sum, pr;
   int length;
   double lengthvar;
   double tmp;
   double wt;

   length = Rperiod;
 
   sum = 0;
   for(i = length; i >= 1  ; i--)
   {
     lengthvar = length + 1;
     lengthvar /= 3;
     tmp = 0;
     mshift = length-i+shift;
     switch (prMode)
     {
     case 0: pr = Close[mshift];break;
     case 1: pr = Open[mshift];break;
     case 2: pr = High[mshift];break;
     case 3: pr = Low[mshift];break;
     case 4: pr = (High[mshift] + Low[mshift])/2;break;
     case 5: pr = (High[mshift] + Low[mshift] + Close[mshift])/3;break;
     case 6: pr = (High[mshift] + Low[mshift] + 2 * Close[mshift])/4;break;
     }
     tmp = ( i - lengthvar)*pr;
     sum+=tmp;
    }
    wt = MathFloor(sum*6/(length*(length+1))/Point)*Point;
    
    return(wt);
}

//+------------------------------------------------------------------+
//| The angle for MA                                                |
//+------------------------------------------------------------------+
int start()
{
   double fCurMA, fPrevMA;
   double fAngle, mFactor, dFactor;
   int nLimit, i;
   int nCountedBars;
   double angle;
   int ShiftDif;
   string Sym;
 
   if(CurMAShift >= PrevMAShift)
   {
      Print("Error: CurMAShift >= PrevMAShift");
      PrevMAShift = 6;
      CurMAShift = 0;      
   }  
         
   nCountedBars = IndicatorCounted();
//---- check for possible errors
   if(nCountedBars<0) 
      return(-1);
//---- last counted bar will be recounted
   if(nCountedBars>0) 
      nCountedBars--;
   nLimit = Bars-nCountedBars;
//   dFactor = 2*3.14159/180.0;
   dFactor = 3.14159/180.0;
//   mFactor = 100000.0;
   mFactor = 1000.0;
   Sym = StringSubstr(Symbol(),3,3);
//   if (Sym == "JPY") mFactor = 1000.0;
   if (Sym == "JPY") mFactor = 10.0;
   ShiftDif = PrevMAShift-CurMAShift;
//   mFactor /= ShiftDif; 
//---- main loop
   for(i=0; i<nLimit; i++)
   {
      if (MA_Type == 4)
      {
        fCurMA=LSMA(MAPeriod,MA_AppliedPrice, i+CurMAShift);
        fPrevMA=LSMA(MAPeriod,MA_AppliedPrice, i+PrevMAShift);
      }
      else
      {
        fCurMA=iMA(NULL,0,MAPeriod,0,MA_Mode,MA_AppliedPrice,i+CurMAShift);
        fPrevMA=iMA(NULL,0,MAPeriod,0,MA_Mode,MA_AppliedPrice,i+PrevMAShift);
      }
//      fAngle = mFactor * (fCurMA - fPrevMA)/2.0;
//    calculate tan(angle) = opposite / adjacent
      fAngle = (fCurMA - fPrevMA)/ShiftDif;
      // 10000.0 : Multiply by 10000 so that the fAngle is not too small
      // for the indicator Window.
      // take ArcTan of value to get the angle in radians and convert to degrees
      fAngle = mFactor * MathArctan(fAngle)/dFactor;

      DownBuffer[i] = 0.0;
      UpBuffer[i] = 0.0;
      ZeroBuffer[i] = 0.0;
      
      if(fAngle > AngleTreshold)
      {
         UpBuffer[i] = fAngle;
      }
      else if (fAngle < -AngleTreshold)
      {
         DownBuffer[i] = fAngle;
      }
      else ZeroBuffer[i] = fAngle;
   }

   return(0);
  }
//+------------------------------------------------------------------+





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


Indicator Curves created:

Implements a curve of type DRAW_HISTOGRAM


Indicators Used:

Moving average indicator


Custom Indicators Used:

Order Management characteristics:

Other Features: