//+------------------------------------------------------------------+ //| $BBS | //| | //| | //| Copyright © 2008, Avery T. Horton, Jr. aka TheRumpledOne | //| | //| PO BOX 43575, TUCSON, AZ 85733 | //| | //| GIFT AND DONATIONS ACCEPTED | //| | //| therumpldone@gmail.com | //+------------------------------------------------------------------+ //| | //| go to www.kreslik.com for the latest indicator updates | //+------------------------------------------------------------------+ //| | //| Use www.efxgroup.com as your forex broker... | //| ...tell them therumpledone sent you! | //+------------------------------------------------------------------+ #property copyright "Avery T. Horton, Jr. aka TheRumpledOne © 2008" #property link "www.kreslik.com" //+------------------------------------------------------------------+ //| bbsqueeze.mq4 | //| Copyright © 2005, Nick Bilak, beluck[AT]gmail.com | //| enhanced a little bit by CJ Rivas, carlos[AT]vealo.com | //+------------------------------------------------------------------+ //#property copyright "Copyright © 2005, Nick Bilak" //#property link "http://metatrader.50webs.com/" #property indicator_separate_window #property indicator_buffers 1 //---- input parameters extern int bolPrd=20; extern double bolDev=2.0; extern int keltPrd=20; extern double keltFactor=1.5; extern int momPrd=12; //---- buffers double upB[]; double upB2[]; double loB[]; double loB2[]; double upK[]; double loK[]; double _Value[]; int i,j,slippage=3; double breakpoint=0.0; double ema=0.0; int peakf=0; int peaks=0; int valleyf=0; int valleys=0, limit=0; double ccis[61],ccif[61]; double delta=0; double ugol=0; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- indicators IndicatorBuffers(1); SetIndexBuffer(0,_Value); SetIndexStyle(0,DRAW_LINE); return(0); //---- return(0); } //+------------------------------------------------------------------+ //| Custor indicator deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int start() { int counted_bars=IndicatorCounted(); int shift,limit; double diff,d,dPrev, std,bbs; if (counted_bars<0) return(-1); if (counted_bars>0) counted_bars--; limit=Bars-31; if(counted_bars>=31) limit=Bars-counted_bars-1; for (shift=limit;shift>=0;shift--) { //d=iMomentum(NULL,0,momPrd,PRICE_CLOSE,shift); d=LinearRegressionValue(bolPrd,shift); dPrev=LinearRegressionValue(bolPrd,shift+1); if(d>0) { if ((dPrev>0) && (dPrev > d)){ upB2[shift]=d; upB[shift] = 0; } else { upB[shift]= d; upB2[shift] = 0; } //upB[shift]=0; loB[shift]=0; loB2[shift]=0; } else { if ((dPrev<0) && (dPrev < d)){ loB2[shift]=d; loB[shift] = 0; } else { loB[shift]= d; loB2[shift] = 0; } upB[shift]=0; upB2[shift]=0; //loB[shift]=d; } diff = iATR(NULL,0,keltPrd,shift)*keltFactor; std = iStdDev(NULL,0,bolPrd,MODE_SMA,0,PRICE_CLOSE,shift); bbs = bolDev * std / diff; if(bbs<1) { upK[shift]=0; loK[shift]=EMPTY_VALUE; _Value[shift] = -1; } else { loK[shift]=0; upK[shift]=EMPTY_VALUE; _Value[shift] = 1; } } return(0); } //+------------------------------------------------------------------+ double LinearRegressionValue(int Len,int shift) { double SumBars = 0; double SumSqrBars = 0; double SumY = 0; double Sum1 = 0; double Sum2 = 0; double Slope = 0; SumBars = Len * (Len-1) * 0.5; SumSqrBars = (Len - 1) * Len * (2 * Len - 1)/6; for (int x=0; x<=Len-1;x++) { double HH = Low[x+shift]; double LL = High[x+shift]; for (int y=x; y<=(x+Len)-1; y++) { HH = MathMax(HH, High[y+shift]); LL = MathMin(LL, Low[y+shift]); } Sum1 += x* (Close[x+shift]-((HH+LL)/2 + iMA(NULL,0,Len,0,MODE_EMA,PRICE_CLOSE,x+shift))/2); SumY += (Close[x+shift]-((HH+LL)/2 + iMA(NULL,0,Len,0,MODE_EMA,PRICE_CLOSE,x+shift))/2); } Sum2 = SumBars * SumY; double Num1 = Len * Sum1 - Sum2; double Num2 = SumBars * SumBars-Len * SumSqrBars; if (Num2 != 0.0) { Slope = Num1/Num2; } else { Slope = 0; } double Intercept = (SumY - Slope*SumBars) /Len; double LinearRegValue = Intercept+Slope * (Len - 1); return (LinearRegValue); }
Sample
Analysis
Market Information Used:
Series array that contains the lowest prices of each bar
Series array that contains the highest 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:
Indicator of the average true range
Standard Deviation indicator
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: