//+------------------------------------------------------------------+
//| NonLag_ATR_v3.mq4 |
//+------------------------------------------------------------------+
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 White
#property indicator_color2 Orange
#property indicator_color3 Lime
#property indicator_color4 FireBrick
//---- input parameters
extern int Length = 14; // Period of NonLagMA
extern int Filter = 0; // Static filter in points
extern int NonLagLineWidth = 2;
extern int MaPeriods = 8; // Moving Average Line Periods
extern int Displace = 0; // Moving Average Line DispLace or Shift
extern int Price = 1; // Moving Average Line Method 0 SMA , 1 EMA , 2 SMMA , 3 LWMA
extern int MaLineWidth = 1;
extern int Color = 1; // Switch of Color mode (1-color)
extern int ColorBarBack = 0; // Bar back for color mode
double Deviation = 0.0; // Up/down deviation
extern int SoundAlertMode = 0; // Sound Alert switch
extern int showbars = 1000;
//---- indicator buffers
double MaArray[];
double MABuffer[];
double UpBuffer[];
double DnBuffer[];
double trend[];
double alfa[];
int i, Len, Cycle=4,Phase;
double Coeff, beta, t, Sum, Weight, g;
double pi = 3.1415926535;
bool UpTrendAlert=false, DownTrendAlert=false;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
IndicatorBuffers(5);
SetIndexStyle(0,DRAW_LINE,STYLE_DOT,MaLineWidth);
SetIndexBuffer(0,MaArray);
SetIndexStyle(1,DRAW_LINE,STYLE_SOLID,NonLagLineWidth);
SetIndexBuffer(1,MABuffer);
SetIndexStyle(2,DRAW_LINE,STYLE_SOLID,NonLagLineWidth);
SetIndexBuffer(2,UpBuffer);
SetIndexStyle(3,DRAW_LINE,STYLE_SOLID,NonLagLineWidth);
SetIndexBuffer(3,DnBuffer);
SetIndexBuffer(4,trend);
string short_name;
//---- indicator line
IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS)+2);
//---- name for DataWindow and indicator subwindow label
short_name="NonLag_ATR_v3("+Length+")";
IndicatorShortName(short_name);
SetIndexLabel(0," ("+MaPeriods+") Period Ma of NonLag_ATR");
SetIndexLabel(1,"NonLag_ATR");
SetIndexLabel(2,"Up");
SetIndexLabel(3,"Dn");
//----
SetIndexEmptyValue(0,EMPTY_VALUE);
SetIndexEmptyValue(1,EMPTY_VALUE);
SetIndexEmptyValue(2,EMPTY_VALUE);
SetIndexEmptyValue(3,EMPTY_VALUE);
SetIndexEmptyValue(4,EMPTY_VALUE);
SetIndexDrawBegin(0,Length*Cycle+Length);
SetIndexDrawBegin(1,Length*Cycle+Length);
SetIndexDrawBegin(2,Length*Cycle+Length);
SetIndexDrawBegin(3,Length*Cycle+Length);
SetIndexDrawBegin(4,Length*Cycle+Length);
//----
Coeff = 3*pi;
Phase = Length-1;
Len = (Length*Cycle) + (Length-1);
ArrayResize(alfa,Len);
Weight=0;
for (i=0;i<Len-1;i++)
{
if (i<=Phase-1) t = 1.0*i/(Phase-1);
else t = 1.0 + (i-Phase+1)*(2.0*Cycle-1.0)/(Cycle*Length-1.0);
beta = MathCos(pi*t);
g = 1.0/(Coeff*t+1);
if (t <= 0.5 ) g = 1;
alfa[i] = g * beta;
Weight += alfa[i];
}
return(0);
}
//+------------------------------------------------------------------+
//| NonLagMA_v6.1 |
//+------------------------------------------------------------------+
int start()
{
int i,shift, counted_bars=IndicatorCounted(),limit;
double price;
if ( counted_bars > 0 ) limit=Bars-counted_bars;
if ( counted_bars < 0 ) return(0);
if ( counted_bars ==0 ) limit=showbars;
if ( counted_bars < 1 )
for(i=1;i<Length*Cycle+Length;i++)
{
MaArray[Bars-i]=EMPTY_VALUE;
MABuffer[Bars-i]=EMPTY_VALUE;
UpBuffer[Bars-i]=EMPTY_VALUE;
DnBuffer[Bars-i]=EMPTY_VALUE;
}
for(shift=showbars;shift>=0;shift--)
{
Sum = 0;
for (i=0;i<=Len-1;i++)
{
price = NormalizeDouble(iATR(Symbol(), 0, 1, i+shift),Digits);
Sum += alfa[i]*price;
}
if (Weight > 0) MABuffer[shift] = NormalizeDouble((1.0+Deviation/100)*Sum/Weight,Digits);
if (Filter>0)
{
if( MathAbs(MABuffer[shift]-MABuffer[shift+1]) < Filter*Point ) MABuffer[shift]=MABuffer[shift+1];
}
if (Color>0)
{
trend[shift]=trend[shift+1];
if (MABuffer[shift]-MABuffer[shift+1] > Filter*Point) trend[shift]= 1;
if (MABuffer[shift+1]-MABuffer[shift] > Filter*Point) trend[shift]=-1;
if (trend[shift]>0)
{
UpBuffer[shift] = MABuffer[shift];
if (trend[shift+ColorBarBack]<0) UpBuffer[shift+ColorBarBack]=MABuffer[shift+ColorBarBack];
DnBuffer[shift] = EMPTY_VALUE;
if (SoundAlertMode>0 && trend[shift+1]<0 && shift==0) PlaySound("alert2.wav");
}
if (trend[shift]<0)
{
DnBuffer[shift] = MABuffer[shift];
if (trend[shift+ColorBarBack]>0) DnBuffer[shift+ColorBarBack]=MABuffer[shift+ColorBarBack];
UpBuffer[shift] = EMPTY_VALUE;
if (SoundAlertMode>0 && trend[shift+1]>0 && shift==0) PlaySound("alert2.wav");
}
}
}
for(shift=showbars;shift>=0;shift--)
{
MaArray[shift] = iMAOnArray(MABuffer,0,MaPeriods,Displace,Price,shift);
}
//----------
string Message;
if ( trend[2]<0 && trend[1]>0 && Volume[0]>1 && !UpTrendAlert)
{
Message = " "+Symbol()+" M"+Period()+": Signal for BUY @ "+DoubleToStr(Ask,Digits);
if ( SoundAlertMode>0 ) Alert (Message);
UpTrendAlert=true; DownTrendAlert=false;
}
if ( trend[2]>0 && trend[1]<0 && Volume[0]>1 && !DownTrendAlert)
{
Message = " "+Symbol()+" M"+Period()+": Signal for SELL @ "+DoubleToStr(Bid,Digits);
if ( SoundAlertMode>0 ) Alert (Message);
DownTrendAlert=true; UpTrendAlert=false;
}
//----
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:
Indicator of the average true range
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features:
It plays sound alerts