//+------------------------------------------------------------------+
//| FRAMA.mq4 |
//| Rosh |
//| http://www.alpari-idc.ru/ru/experts/articles/ |
//+------------------------------------------------------------------+
#property copyright "Rosh"
#property link "http://www.alpari-idc.ru/ru/experts/articles/"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 DarkBlue
//---- input parameters
extern int PeriodFRAMA=10;
extern int PriceType=0;
//PRICE_CLOSE 0 Öåíà çàêðûòèÿ
//PRICE_OPEN 1 Öåíà îòêðûòèÿ
//PRICE_HIGH 2 Ìàêñèìàëüíàÿ öåíà
//PRICE_LOW 3 Ìèíèìàëüíàÿ öåíà
//PRICE_MEDIAN 4 Ñðåäíÿÿ öåíà, (high+low)/2
//PRICE_TYPICAL 5 Òèïè÷íàÿ öåíà, (high+low+close)/3
//PRICE_WEIGHTED 6 Âçâåøåííàÿ öåíà çàêðûòèÿ, (high+low+close+close)/4
//---- buffers
double ExtMapBuffer1[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,ExtMapBuffer1);
SetIndexEmptyValue(0,0.0);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| âîçâðàùàåò öåíó |
//+------------------------------------------------------------------+
double Price(int shift)
{
//----
double res;
//----
switch (PriceType)
{
case PRICE_OPEN: res=Open[shift]; break;
case PRICE_HIGH: res=High[shift]; break;
case PRICE_LOW: res=Low[shift]; break;
case PRICE_MEDIAN: res=(High[shift]+Low[shift])/2.0; break;
case PRICE_TYPICAL: res=(High[shift]+Low[shift]+Close[shift])/3.0; break;
case PRICE_WEIGHTED: res=(High[shift]+Low[shift]+2*Close[shift])/4.0; break;
default: res=Close[shift];break;
}
return(res);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
double Hi1,Lo1,Hi2,Lo2,Hi3,Lo3;
double N1,N2,N3,D;
double ALFA;
int limit;
int counted_bars=IndicatorCounted();
if (counted_bars==0) limit=Bars-2*PeriodFRAMA;
if (counted_bars>0) limit=Bars-counted_bars;
limit--;
//----
for (int i=limit;i>=0;i--)
{
Hi1=High[iHighest(Symbol(),0,MODE_HIGH,PeriodFRAMA,i)];
Lo1=Low[iLowest(Symbol(),0,MODE_LOW,PeriodFRAMA,i)];
Hi2=High[iHighest(Symbol(),0,MODE_HIGH,PeriodFRAMA,i+PeriodFRAMA)];
Lo2=Low[iLowest(Symbol(),0,MODE_LOW,PeriodFRAMA,i+PeriodFRAMA)];
Hi3=High[iHighest(Symbol(),0,MODE_HIGH,2*PeriodFRAMA,i)];
Lo3=Low[iLowest(Symbol(),0,MODE_LOW,2*PeriodFRAMA,i)];
N1=(Hi1-Lo1)/PeriodFRAMA;
N2=(Hi2-Lo2)/PeriodFRAMA;
N3=(Hi3-Lo3)/(2.0*PeriodFRAMA);
D=(MathLog(N1+N2)-MathLog(N3))/MathLog(2.0);
ALFA=MathExp(-4.6*(D-1.0));
ExtMapBuffer1[i]=ALFA*Price(i)+(1-ALFA)*ExtMapBuffer1[i+1];
}
//----
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
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
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: