//+------------------------------------------------------------------+
//| StepMA_3D_v3.mq4 |
//| Copyright © 2006, TrendLaboratory |
//| http://finance.groups.yahoo.com/group/TrendLaboratory |
//| E-mail: igorad2003@yahoo.co.uk |
//| Thanks to Nikolay Kositsin for good reversal tecnique |
//+------------------------------------------------------------------+
#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 Lime
#property indicator_color2 Red
#property indicator_color3 DodgerBlue
#property indicator_width1 1
#property indicator_width2 1
#property indicator_width3 1
//---- input parameters
extern int Length = 10; // Volty Length
extern double Kv = 1; // Sensivity Factor
extern int MA_Mode = 0; // Volty MA Mode : 0-SMA, 1-LWMA
extern int StepSizeMIN = 0; // Minimum Step Size (if need)
extern int StepSizeMAX = 0; // Maximum Step Size (if need)
extern int ShiftMIN = 0;
extern int ShiftMID = 0;
extern int ShiftMAX = 0;
//---- indicator buffers
double LineFstBuffer[];
double LineSlwBuffer[];
double LineMidBuffer[];
int time[2],TRENDMIN[2],TRENDMID[2],TRENDMAX[2];
double SMINMIN[2],SMAXMIN[2],SMINMAX[2],SMAXMAX[2],SMINMID[2],SMAXMID[2];
bool Expert=true;
double ATR0,ATRmax=0,ATRmin=100000;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
string short_name;
//---- indicator line
IndicatorBuffers(3);
SetIndexStyle(0,DRAW_LINE);
SetIndexStyle(1,DRAW_LINE);
SetIndexStyle(2,DRAW_LINE);
SetIndexBuffer(0,LineFstBuffer);
SetIndexBuffer(1,LineSlwBuffer);
SetIndexBuffer(2,LineMidBuffer);
//---- name for DataWindow and indicator subwindow label
short_name="StepMA 3D v3("+Length+","+DoubleToStr(Kv,2)+")";
IndicatorShortName(short_name);
SetIndexLabel(0,"StepMA fast");
SetIndexLabel(1,"StepMA slow");
SetIndexLabel(2,"StepMA mid");
SetIndexShift(0,ShiftMIN);
SetIndexShift(1,ShiftMAX);
SetIndexShift(2,ShiftMID);
//----
SetIndexDrawBegin(0,Length);
SetIndexDrawBegin(1,Length);
SetIndexDrawBegin(2,Length);
//----
return(0);
}
//+------------------------------------------------------------------+
//| StepMA_3D_v1 |
//+------------------------------------------------------------------+
int start()
{
int shift, TrendMin,TrendMax,TrendMid,MaxBar,limit,counted_bars=IndicatorCounted();
double StepSizeMin, StepSizeMax,StepSizeMid;
double SminMin[1],SmaxMin[1],SminMax[1],SmaxMax[1],SminMid[1],SmaxMid[1];
if (Bars-1<Length+1)return(0);
if (counted_bars<0)return(-1);
if (counted_bars>0) counted_bars--;
MaxBar=Bars-1-Length-1;
limit=Bars-counted_bars-1;
if (limit>MaxBar)
{
for (shift=limit;shift>=MaxBar;shift--)
{
LineFstBuffer[Bars-shift]=0;
LineSlwBuffer[Bars-shift]=0;
LineMidBuffer[Bars-shift]=0;
}
limit=MaxBar;
}
//----
if(ArrayResize(SminMin,limit+2)!=limit+2)return(-1);
if(ArrayResize(SmaxMin,limit+2)!=limit+2)return(-1);
if(ArrayResize(SminMax,limit+2)!=limit+2)return(-1);
if(ArrayResize(SmaxMax,limit+2)!=limit+2)return(-1);
if(ArrayResize(SminMid,limit+2)!=limit+2)return(-1);
if(ArrayResize(SmaxMid,limit+2)!=limit+2)return(-1);
//----
int Tnew=Time[limit+1];
if (limit<MaxBar)
if (Tnew==time[1])
{
TrendMin=TRENDMIN[1];
TrendMid=TRENDMID[1];
TrendMax=TRENDMAX[1];
SminMin[limit+1]=SMINMIN[1];
SmaxMin[limit+1]=SMAXMIN[1];
SminMax[limit+1]=SMINMAX[1];
SmaxMax[limit+1]=SMAXMAX[1];
SminMid[limit+1]=SMINMID[1];
SmaxMid[limit+1]=SMAXMID[1];
Expert=false;
}
else
if (Tnew==time[0])
{
TrendMin=TRENDMIN[0];
TrendMid=TRENDMID[0];
TrendMax=TRENDMAX[0];
SminMin[limit+1]=SMINMIN[0];
SmaxMin[limit+1]=SMAXMIN[0];
SminMax[limit+1]=SMINMAX[0];
SmaxMax[limit+1]=SMAXMAX[0];
SminMid[limit+1]=SMINMID[0];
SmaxMid[limit+1]=SMAXMID[0];
TRENDMIN[1]=TRENDMIN[0];
TRENDMID[1]=TRENDMID[0];
TRENDMAX[1]=TRENDMAX[0];
SMINMIN[1]=SMINMIN[0];
SMAXMIN[1]=SMAXMIN[0];
SMINMAX[1]=SMINMAX[0];
SMAXMAX[1]=SMAXMAX[0];
SMINMID[1]=SMINMID[0];
SMAXMID[1]=SMAXMID[0];
}
else
{
if (Tnew>time[1])Print("ERROR01");
else Print("ERROR02");
return(-1);
}
for(shift=limit;shift>=0;shift--)
{
double AvgRange=0;
double Weight = 0;
for (int i=Length-1;i>=0;i--)
{
if(MA_Mode==0) double alfa= 1.0; else alfa= 1.0*(Length-i)/Length;
AvgRange+= alfa*(High[shift+i]-Low[shift+i]);
Weight += alfa;
}
ATR0 = AvgRange/Weight;
if (ATR0>ATRmax) ATRmax=ATR0;
if (ATR0<ATRmin) ATRmin=ATR0;
if (StepSizeMIN > 0) ATRmin = StepSizeMIN*Point;
if (StepSizeMAX > 0) ATRmax = StepSizeMAX*Point;
StepSizeMin=MathRound(Kv*ATRmin/Point)*Point;
StepSizeMax=MathRound(Kv*ATRmax/Point)*Point;
StepSizeMid=MathRound(Kv*0.5*(ATRmax+ATRmin)/Point)*Point;
Comment(" StepSize_min = ", StepSizeMin/Point,"\n",
" StepSize_mid = ", StepSizeMid/Point,"\n",
" StepSize_max = ", StepSizeMax/Point);
SmaxMin[shift]=Close[shift]+2.0*StepSizeMin;
SminMin[shift]=Close[shift]-2.0*StepSizeMin;
SmaxMax[shift]=Close[shift]+2.0*StepSizeMax;
SminMax[shift]=Close[shift]-2.0*StepSizeMax;
SmaxMid[shift]=Close[shift]+2.0*StepSizeMid;
SminMid[shift]=Close[shift]-2.0*StepSizeMid;
if(Close[shift]>SmaxMin[shift+1]) TrendMin=1;
if(Close[shift]<SminMin[shift+1]) TrendMin=-1;
if(Close[shift]>SmaxMax[shift+1]) TrendMax=1;
if(Close[shift]<SminMax[shift+1]) TrendMax=-1;
if(Close[shift]>SmaxMid[shift+1]) TrendMid=1;
if(Close[shift]<SminMid[shift+1]) TrendMid=-1;
if(TrendMin>0)
{
if(SminMin[shift]<SminMin[shift+1]) SminMin[shift]=SminMin[shift+1];
LineFstBuffer[shift]=SminMin[shift]+StepSizeMin;
}
if(TrendMin<0)
{
if(SmaxMin[shift]>SmaxMin[shift+1]) SmaxMin[shift]=SmaxMin[shift+1];
LineFstBuffer[shift]=SmaxMin[shift]-StepSizeMin;
}
if(TrendMax>0)
{
if(SminMax[shift]<SminMax[shift+1]) SminMax[shift]=SminMax[shift+1];
LineSlwBuffer[shift]=SminMax[shift]+StepSizeMax;
}
if(TrendMax<0)
{
if(SmaxMax[shift]>SmaxMax[shift+1]) SmaxMax[shift]=SmaxMax[shift+1];
LineSlwBuffer[shift]=SmaxMax[shift]-StepSizeMax;
}
if(TrendMid>0)
{
if(SminMid[shift]<SminMid[shift+1]) SminMid[shift]=SminMid[shift+1];
LineMidBuffer[shift]=SminMid[shift]+StepSizeMid;
}
if(TrendMid<0)
{
if(SmaxMid[shift]>SmaxMid[shift+1]) SmaxMid[shift]=SmaxMid[shift+1];
LineMidBuffer[shift]=SmaxMid[shift]-StepSizeMid;
}
if ((shift==2)||((shift==1)&&(Expert==true)))
{
time [shift-1]=Time [shift];
TRENDMIN[shift-1]=TrendMin;
TRENDMID[shift-1]=TrendMid;
TRENDMAX[shift-1]=TrendMax;
SMINMIN[shift-1]=SminMin[shift];
SMAXMIN[shift-1]=SmaxMin[shift];
SMINMAX[shift-1]=SminMax[shift];
SMAXMAX[shift-1]=SmaxMax[shift];
SMINMID[shift-1]=SminMid[shift];
SMAXMID[shift-1]=SmaxMid[shift];
}
}
return(0);
}
Sample
image not available
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: