//+------------------------------------------------------------------+
//| Ind-GG01.mq4 |
//| GGekko |
//| |
//+------------------------------------------------------------------+
//mod 2009fxtsd
#property copyright "GGekko"
#property link ""
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 Red
#property indicator_color2 Lime
#property indicator_color3 Gold
#property indicator_width1 2
#property indicator_width2 2
#property indicator_width3 1
#property indicator_minimum -2
#property indicator_maximum 2
//---- buffers
double ExtMapBuffer1[];
double ExtMapBuffer2[];
double ExtMapBuffer3[];
double CABuf[];
double ma0,ma1;
double ca;
double psar;
double boll_upper0,boll_upper1;
double boll_lower0,boll_lower1;
double bollingerdiff0,bollingerdiff1;
extern int period_ma=5;
extern int period_ca=5;
extern int method_=MODE_SMMA;
extern int price_=PRICE_CLOSE;
extern double step_psar=0.01;
extern double max_psar=0.3;
extern int period_boll=14;
extern int dev_boll=2;
extern int bolldiff=15;
extern int barsToProcess=1500;
/*
PRICE_CLOSE 0 Close price.
PRICE_OPEN 1 Open price.
PRICE_HIGH 2 High price.
PRICE_LOW 3 Low price.
PRICE_MEDIAN 4 Median price, (high+low)/2.
PRICE_TYPICAL 5 Typical price, (high+low+close)/3.
PRICE_WEIGHTED 6 Weighted close price, (high+low+close+close)/4.
MODE_SMA 0 Simple moving average,
MODE_EMA 1 Exponential moving average,
MODE_SMMA 2 Smoothed moving average,
MODE_LWMA 3 Linear weighted moving average.
*/
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
IndicatorBuffers(4);
SetIndexStyle(0,DRAW_HISTOGRAM);
SetIndexBuffer(0,ExtMapBuffer1);
SetIndexEmptyValue(0,EMPTY_VALUE);
SetIndexStyle(1,DRAW_HISTOGRAM);
SetIndexBuffer(1,ExtMapBuffer2);
SetIndexEmptyValue(1,EMPTY_VALUE);
SetIndexStyle(2,DRAW_ARROW);
SetIndexArrow(2,115);
SetIndexBuffer(2,ExtMapBuffer3);
SetIndexBuffer(3, CABuf);
IndicatorShortName("GG01 ("+period_ma+","+period_ca+","+bolldiff+")");
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int counted_bars=IndicatorCounted(), limit;
int i=0;
if(counted_bars<0) return(-1);
if(counted_bars>0)
counted_bars--;
limit=Bars-counted_bars;
limit=MathMin(limit,barsToProcess);
for (i=limit-1; i>= 0; i--)
{
ma0=iMA(NULL,0,period_ma,0,method_,price_,i);
ma1=iMA(NULL,0,period_ma,0,method_,price_,i+1);
// ca=iCustom(NULL,0,"i-CAi",period_ca,method_,price_,0,i);
psar=iSAR(NULL,0,step_psar,max_psar,i);
boll_lower0=iBands(NULL,0,period_boll,dev_boll,0,PRICE_CLOSE,MODE_LOWER,i);
boll_upper0=iBands(NULL,0,period_boll,dev_boll,0,PRICE_CLOSE,MODE_UPPER,i);
bollingerdiff0=(boll_upper0-boll_lower0)/Point;
boll_lower1=iBands(NULL,0,period_boll,dev_boll,0,PRICE_CLOSE,MODE_LOWER,i+1);
boll_upper1=iBands(NULL,0,period_boll,dev_boll,0,PRICE_CLOSE,MODE_UPPER,i+1);
bollingerdiff1=(boll_upper1-boll_lower1)/Point;
double v1, v2, k;
v1=MathPow(iStdDev(NULL, 0, period_ca, 0, method_, price_, i), 2);
v2=MathPow(CABuf[i+1] - ma0, 2);
k=0;
if (v2 < v1 || v2==0) k=0; else k=1 - v1/v2;
CABuf[i]=CABuf[i+1] + k*(ma0-CABuf[i+1]);
ca=CABuf[i];
//SELL SIGNAL
if(ma0<ca && ma0<=ma1 && psar>Close[i] && bollingerdiff0>bolldiff && bollingerdiff0>bollingerdiff1)
ExtMapBuffer1[i]=-1;
else ExtMapBuffer1[i]=EMPTY_VALUE;
//BUY SIGNAL
if(ma0>ca && ma0>=ma1 && psar<Close[i] && bollingerdiff0>bolldiff && bollingerdiff0>bollingerdiff1)
ExtMapBuffer2[i]=1;
else ExtMapBuffer2[i]=EMPTY_VALUE;
if(ExtMapBuffer1[i]==EMPTY_VALUE && ExtMapBuffer2[i]==EMPTY_VALUE)
ExtMapBuffer3[i]=0;
else ExtMapBuffer3[i]=EMPTY_VALUE;
// i++;
}
// Comment("GG01 ("+period_ma+","+period_ca+","+bolldiff+")");
//----
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_HISTOGRAM
Implements a curve of type DRAW_ARROW
Indicators Used:
Moving average indicator
Parabolic Stop and Reverse system
Bollinger bands indicator
Standard Deviation indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: