//+------------------------------------------------------------------+
//| Louw Coetzer aka FX Sniper |
//| Copyright © 2004, MetaQuotes Software Corp. |
//| http://www.metaquotes.net/ |
//| FX_Sniper's_Ergodic_CCI_Trigger_Alert_Mod.mq4
//+------------------------------------------------------------------+
#property copyright "Copyright © 2004, Fx Sniper."
#property link "http://www.dunno.net/"
//+------------------------------------------------------------------+
//| FX_Sniper's_Ergodic_CCI_&_Trigger_Alert_Fast by mladen |
//+------------------------------------------------------------------+
//2008fxtsd
#property copyright "mladen"
#property link "mladenfx@gmail.com"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Blue
#property indicator_color2 Red
#property indicator_width1 2
#property indicator_maximum 2
#property indicator_minimum 0
//
//
//
//
//
extern int pq = 1;
extern int pr = 7;
extern int ps = 3;
extern int trigger = 3;
extern int TimeFrame = 0;
extern bool ShowArrow = true;
extern double IndicatorValue = 1;
extern bool alertsOn = true;
extern bool alertsSound = true;
extern bool alertsMessage = true;
extern bool alertsEmail = false;
extern string note_TimeFrames = "M1;5,15,30,60H1;240H4;1440D1;10080W1;43200MN|0-CurrentTF";
string IndicatorFileName;
double ErgoCCI[];
double MainCCI[];
double buffer[][8];
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int init()
{
SetIndexBuffer(0,ErgoCCI); SetIndexLabel(0,"Ergodic CCI");
SetIndexBuffer(1,MainCCI); SetIndexLabel(1,"Trigger Line");
if (ShowArrow)
{
SetIndexBuffer(0,ErgoCCI);
SetIndexStyle (0,DRAW_ARROW);
SetIndexArrow (0,167);
SetIndexBuffer(1,MainCCI);
SetIndexStyle (1,DRAW_ARROW);
SetIndexArrow (1,167);
}
TimeFrame=MathMax(TimeFrame, Period());
string shortname = "FXSniper\'s_Ergodic ("+pq+","+pr+","+ps+"; "+trigger+") ["+TimeFrame+"]";
IndicatorShortName (shortname);
IndicatorFileName = WindowExpertName();
return(0);
}
//
//
//
//
//
#define mtm 0
#define absmtm 1
#define var1 2
#define var2 3
#define var2a 4
#define var2b 5
#define var2c 6
#define var2d 7
//
//
//
//
//
int start()
{
int i,r,limit,counted_bars=IndicatorCounted();
if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars--;
limit=Bars-counted_bars;
if (TimeFrame != Period())
{
limit = MathMax(limit,TimeFrame/Period());
for(i=limit; i>=0; i--)
{
int y = iBarShift(NULL,TimeFrame,Time[i]);
ErgoCCI[i] = iCustom(NULL,TimeFrame,IndicatorFileName,pq,pr,ps,trigger,0,alertsOn,alertsSound,alertsMessage, alertsEmail,0,y);
MainCCI[i] = iCustom(NULL,TimeFrame,IndicatorFileName,pq,pr,ps,trigger,0,alertsOn,alertsSound,alertsMessage, alertsEmail,1,y);
}
if (ShowArrow)
for(int shift =limit; shift>=0; shift--)
{
MainCCI[shift] = IndicatorValue;
ErgoCCI[shift] = IndicatorValue;
if (ErgoCCI[shift] > MainCCI[shift])
{
MainCCI[shift] = EMPTY_VALUE;
ErgoCCI[shift] = IndicatorValue;
}
else if (ErgoCCI[shift] < MainCCI[shift])
{
MainCCI[shift] = IndicatorValue;
ErgoCCI[shift] = EMPTY_VALUE;
}
return(0);
}
if (ArrayRange(buffer,0) != Bars) ArrayResize(buffer,Bars);
//
//
//
//
//
double alphaPq = 2.0/(1.0+pq);
double alphaPr = 2.0/(1.0+pr);
double alphaPs = 2.0/(1.0+ps);
double alphaTrigger = 2.0/(1.0+trigger);
for(i=limit,r=Bars-limit-1; i >=0; i--,r++)
{
buffer[r][mtm] = Close[i]-Close[i+1];
buffer[r][absmtm] = MathAbs(buffer[r][mtm]);
buffer[r][var1] = buffer[r-1][var1] + alphaPq*(buffer[r][mtm] -buffer[r-1][var1]);
buffer[r][var2] = buffer[r-1][var2] + alphaPr*(buffer[r][var1] -buffer[r-1][var2]);
buffer[r][var2a] = buffer[r-1][var2a] + alphaPq*(buffer[r][absmtm]-buffer[r-1][var2a]);
buffer[r][var2b] = buffer[r-1][var2b] + alphaPr*(buffer[r][var2a] -buffer[r-1][var2b]);
buffer[r][var2c] = buffer[r-1][var2c] + alphaPs*(buffer[r][var2] -buffer[r-1][var2c]);
buffer[r][var2d] = buffer[r-1][var2d] + alphaPs*(buffer[r][var2b] -buffer[r-1][var2d]);
if (buffer[r][var2d]!=0)
ErgoCCI[i] = (500*buffer[r][var2c]/buffer[r][var2d]);
else ErgoCCI[i] = 0;
MainCCI[i] = MainCCI[i+1] + alphaTrigger*(ErgoCCI[i]-MainCCI[i+1]);
}
}
if (alertsOn)
{
if(MainCCI[1] <= ErgoCCI[1] && MainCCI[0] > ErgoCCI[0]) doAlert("short");
if(MainCCI[1] >= ErgoCCI[1] && MainCCI[0] < ErgoCCI[0]) doAlert("long");
}
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
void doAlert(string doWhat)
{
static string previousAlert="nothing";
static datetime previousTime;
string message;
if (previousAlert != doWhat || previousTime != Time[0]) {
previousAlert = doWhat;
previousTime = Time[0];
//
//
//
//
//
message = StringConcatenate(Symbol()," M",Period()," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," ergodic ",doWhat);
if (alertsSound) PlaySound("ok.wav");//alert2
if (alertsMessage) Alert(message);
if (alertsEmail) SendMail(StringConcatenate(Symbol()," ergodic crossing"),message);
}
}
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
IndicatorFileName
Order Management characteristics:
Other Features:
It issuies visual alerts to the screen
It plays sound alerts
It sends emails