Heiken Ashi MA T3 new_003





//+------------------------------------------------------------------+
//|                                            Heiken Ashi Ma T3.mq4 |
//+------------------------------------------------------------------+
//|                                                      mod by Raff |
//|                                               2009 mod by mladen |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2008,Forex-TSD.com"
#property link      "http://www.forex-tsd.com/"

#property indicator_chart_window
#property indicator_buffers 4
#property indicator_color1 Red
#property indicator_color2 RoyalBlue
#property indicator_color3 Red
#property indicator_color4 RoyalBlue
#property indicator_width1 1
#property indicator_width2 1
#property indicator_width3 2
#property indicator_width4 2

//
//
//
//
//

extern int    MaPeriod      = 10;
extern int    MaMetod       =  2;
extern int    Step          = 10;
extern bool   BetterFormula = false;
extern bool   T3Average     = true;
extern double T3Hot         = 0.618;
extern bool   T3Original    = false;

//
//
//
//
//

double ExtMapBuffer1[];
double ExtMapBuffer2[];
double ExtMapBuffer3[];
double ExtMapBuffer4[];

//
//
//
//
//

double emas[][24];
double alpha;
double c1;
double c2;
double c3;
double c4;

//+------------------------------------------------------------------+
//|                                                                  |
//|------------------------------------------------------------------|
//
//
//
//
//

int init()
{
   SetIndexBuffer(0, ExtMapBuffer1); SetIndexStyle(0,DRAW_HISTOGRAM);
   SetIndexBuffer(1, ExtMapBuffer2); SetIndexStyle(1,DRAW_HISTOGRAM);
   SetIndexBuffer(2, ExtMapBuffer3); SetIndexStyle(2,DRAW_HISTOGRAM);
   SetIndexBuffer(3, ExtMapBuffer4); SetIndexStyle(3,DRAW_HISTOGRAM);


   //
   //
   //
   //
   //
   
      double a  = T3Hot;
             c1 = -a*a*a;
             c2 =  3*(a*a+a*a*a);
             c3 = -3*(2*a*a+a+a*a*a);
             c4 = 1+3*a+a*a*a+3*a*a;

      MaPeriod = MathMax(1,MaPeriod);
      if (T3Original)
           alpha = 2.0/(1.0 + MaPeriod);
      else alpha = 2.0/(2.0 + (MaPeriod-1.0)/2.0);

   return(0);
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//
//
//
//
//

int start()
{
   double maOpen, maClose, maLow, maHigh;
   double haOpen, haClose, haLow, haHigh;
   int    counted_bars=IndicatorCounted();
   int    pointModifier;
   int    i,limit;

   //
   //
   //
   //
   //
   
   if(counted_bars<0) return(-1);
   if(counted_bars>0) counted_bars--;
         limit = Bars-counted_bars;
         if (ArrayRange(emas,0) != Bars) ArrayResize(emas,Bars);
         if (Digits==3 || Digits==5)
               pointModifier = 10;
         else  pointModifier = 1;               
          
   //
   //
   //
   //
   //
   
   for(int pos=limit; pos >= 0; pos--)
   {
      if (T3Average)
         {
            maOpen  = iT3(Open[pos] ,pos, 0);
            maClose = iT3(Close[pos],pos, 6);
            maLow   = iT3(Low[pos]  ,pos,12);
            maHigh  = iT3(High[pos] ,pos,18);
         }
      else
         {
            maOpen  = iMA(NULL,0,MaPeriod,0,MaMetod,PRICE_OPEN ,pos);
            maClose = iMA(NULL,0,MaPeriod,0,MaMetod,PRICE_CLOSE,pos);
            maLow   = iMA(NULL,0,MaPeriod,0,MaMetod,PRICE_LOW  ,pos);
            maHigh  = iMA(NULL,0,MaPeriod,0,MaMetod,PRICE_HIGH ,pos);
         }
   
      //
      //
      //
      //
      //
        
         if (BetterFormula) {
               if (maHigh!=maLow)
                     haClose = (maOpen+maClose)/2+(((maClose-maOpen)/(maHigh-maLow))*MathAbs((maClose-maOpen)/2));
               else  haClose = (maOpen+maClose)/2; }
         else        haClose = (maOpen+maHigh+maLow+maClose)/4;
                     haOpen   = (ExtMapBuffer3[pos+1]+ExtMapBuffer4[pos+1])/2;
                     haHigh   = MathMax(maHigh, MathMax(haOpen,haClose));
                     haLow    = MathMin(maLow,  MathMin(haOpen,haClose));

         if (haOpen<haClose) { ExtMapBuffer1[pos]=haLow;  ExtMapBuffer2[pos]=haHigh; } 
         else                { ExtMapBuffer1[pos]=haHigh; ExtMapBuffer2[pos]=haLow;  } 
                               ExtMapBuffer3[pos]=haOpen;
                               ExtMapBuffer4[pos]=haClose;
      
      //
      //
      //
      //
      //

      if (Step>0)
      {
         if( MathAbs(ExtMapBuffer1[pos]-ExtMapBuffer1[pos+1]) < Step*pointModifier*Point ) ExtMapBuffer1[pos]=ExtMapBuffer1[pos+1];
         if( MathAbs(ExtMapBuffer2[pos]-ExtMapBuffer2[pos+1]) < Step*pointModifier*Point ) ExtMapBuffer2[pos]=ExtMapBuffer2[pos+1];
         if( MathAbs(ExtMapBuffer3[pos]-ExtMapBuffer3[pos+1]) < Step*pointModifier*Point ) ExtMapBuffer3[pos]=ExtMapBuffer3[pos+1];
         if( MathAbs(ExtMapBuffer4[pos]-ExtMapBuffer4[pos+1]) < Step*pointModifier*Point ) ExtMapBuffer4[pos]=ExtMapBuffer4[pos+1];
      }            
   }
   return(0);
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//
//
//
//
//

double iT3(double price,int shift,int buffer)
{
   int i = Bars-shift-1;
   if (i < 1)
      {
         emas[i][0+buffer] = price;
         emas[i][1+buffer] = price;
         emas[i][2+buffer] = price;
         emas[i][3+buffer] = price;
         emas[i][4+buffer] = price;
         emas[i][5+buffer] = price;
      }
   else
      {
         emas[i][0+buffer] = emas[i-1][0+buffer]+alpha*(price            -emas[i-1][0+buffer]);
         emas[i][1+buffer] = emas[i-1][1+buffer]+alpha*(emas[i][0+buffer]-emas[i-1][1+buffer]);
         emas[i][2+buffer] = emas[i-1][2+buffer]+alpha*(emas[i][1+buffer]-emas[i-1][2+buffer]);
         emas[i][3+buffer] = emas[i-1][3+buffer]+alpha*(emas[i][2+buffer]-emas[i-1][3+buffer]);
         emas[i][4+buffer] = emas[i-1][4+buffer]+alpha*(emas[i][3+buffer]-emas[i-1][4+buffer]);
         emas[i][5+buffer] = emas[i-1][5+buffer]+alpha*(emas[i][4+buffer]-emas[i-1][5+buffer]);
      }
   return(c1*emas[i][5+buffer] + c2*emas[i][4+buffer] + c3*emas[i][3+buffer] + c4*emas[i][2+buffer]);
}



Sample





Analysis



Market Information Used:

Series array that contains open prices of each bar
Series array that contains close prices for each bar
Series array that contains the lowest prices of each bar
Series array that contains the highest 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: