//+------------------------------------------------------------------+
//| !Ind-NRTR-3Periods.mq4 |
//| Copyright © 2005, LeonSi |
//| http://www.expert-mt4.nm.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, LeonSi"
#property link "http://www.expert-mt4.nm.ru"
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 DarkViolet
#property indicator_color2 LawnGreen
#property indicator_color3 Orange
//---- input parameters
extern int PerATR=40;
extern double kATR=2.0;
extern bool Info=true;
extern int Limit=350;
//---- buffers
double buffer_h1[];
double buffer_h4[];
double buffer_d1[];
double SellBuffer[];
double BuyBuffer[];
double Ceil[];
double Floor[];
double Trend[];
int sm_Bars;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
//---- indicators
IndicatorBuffers(8);
SetIndexLabel(0,"H1 Period");
SetIndexLabel(1,"H4 Period");
SetIndexLabel(2,"D1 Period");
SetIndexStyle(5,DRAW_ARROW);
SetIndexArrow(5,251);
SetIndexBuffer(5,SellBuffer);
SetIndexEmptyValue(5,0.0);
SetIndexStyle(6,DRAW_ARROW);
SetIndexArrow(6,251);
SetIndexBuffer(6,BuyBuffer);
SetIndexEmptyValue(6,0.0);
SetIndexStyle(7,DRAW_ARROW);
SetIndexArrow(7,159);
SetIndexBuffer(7,Ceil);
SetIndexEmptyValue(7,0.0);
SetIndexStyle(3,DRAW_ARROW);
SetIndexArrow(3,159);
SetIndexBuffer(3,Floor);
SetIndexEmptyValue(3,0.0);
SetIndexBuffer(4,Trend);
SetIndexEmptyValue(4,0);
SetIndexStyle(0,DRAW_ARROW,0,0);
SetIndexArrow(0,159);
SetIndexBuffer(0,buffer_h1);
SetIndexEmptyValue(0,0.0);
SetIndexStyle(1,DRAW_ARROW,0,0);
SetIndexArrow(1,159);
SetIndexBuffer(1,buffer_h4);
SetIndexEmptyValue(1,0.0);
SetIndexStyle(2,DRAW_ARROW,0,0);
SetIndexArrow(2,159);
SetIndexBuffer(2,buffer_d1);
SetIndexEmptyValue(2,0.0);
//----
return(0);
}
//+------------------------------------------------------------------+
//| ïðîáèòèå âåðõà ÄÀÓÍòðåíäà |
//+------------------------------------------------------------------+
bool BreakDown(int timeframe, int shift)
{
bool result=false;
if (iClose(Symbol(),timeframe,shift)>SellBuffer[shift+1]) result=true;
return(result);
}
//+------------------------------------------------------------------+
//| ïðîáèòèå äíà ÀÏòðåíäà |
//+------------------------------------------------------------------+
bool BreakUp(int timeframe, int shift)
{
bool result=false;
if (iClose(Symbol(),timeframe,shift)<BuyBuffer[shift+1]) result=true;
return(result);
}
//+------------------------------------------------------------------+
//| âçÿòèå íîâîãî ìèíèìóìà ïî ÄÀÓÍòðåíäó |
//+------------------------------------------------------------------+
bool BreakFloor(int timeframe, int shift)
{
bool result=false;
if (iHigh(Symbol(),timeframe,shift)<Floor[shift+1]) result=true;
return(result);
}
//+------------------------------------------------------------------+
//| âçÿòèå íîâîãî ìàêñèìóìà ïî ÀÏòðåíäó |
//+------------------------------------------------------------------+
bool BreakCeil(int timeframe, int shift)
{
bool result=false;
if(iLow(Symbol(),timeframe,shift)>Ceil[shift+1]) result=true;
return(result);
}
//+------------------------------------------------------------------+
//| îïðåäåëåíèå ïðåäûäóùåãî òðåíäà |
//+------------------------------------------------------------------+
bool Uptrend(int timeframe, int shift)
{
bool result=false;
if (Trend[shift+1]==1) result=true;
if (Trend[shift+1]==-1) result=false;
if ((Trend[shift+1]!=1)&&(Trend[shift+1]!=-1)) Print("Âíèìàíèå! Òðåíä íå îïðåäåëåí, òàêîãî áûòü íå ìîæåò. Áàð îò êîíöà ",(Bars-shift));
return(result);
}
//+------------------------------------------------------------------+
//| âû÷èñëåíèå âîëàòèëüíîñòè |
//+------------------------------------------------------------------+
double ATR(int timeframe, int iPer,int shift)
{
return(iATR(Symbol(),timeframe,iPer,shift));
}
//+------------------------------------------------------------------+
//| óñòàíîâêà íîâîãî óðîâíÿ ïîòîëêà |
//+------------------------------------------------------------------+
void NewCeil(int timeframe, int shift)
{
Ceil[shift]=iClose(Symbol(),timeframe,shift);
Floor[shift]=0.0;
}
//+------------------------------------------------------------------+
//| óñòàíîâêà íîâîãî óðîâíÿ ïîëà |
//+------------------------------------------------------------------+
void NewFloor(int timeframe, int shift)
{
Floor[shift]=iClose(Symbol(),timeframe,shift);
Ceil[shift]=0.0;
}
//+------------------------------------------------------------------+
//| óñòàíîâêà óðîâíÿ ïîääåðæêè ÀÏòðåíäà |
//+------------------------------------------------------------------+
void SetBuyBuffer(int timeframe, int shift)
{
BuyBuffer[shift]=iClose(Symbol(),timeframe,shift)-kATR*ATR(timeframe, PerATR,shift);
SellBuffer[shift]=0.0;
}
//+------------------------------------------------------------------+
//| óñòàíîâêà óðîâíÿ ïîääåðæêè ÄÀÓÍòðåíäà |
//+------------------------------------------------------------------+
void SetSellBuffer(int timeframe, int shift)
{
SellBuffer[shift]=iClose(Symbol(),timeframe,shift)+kATR*ATR(timeframe, PerATR,shift);
BuyBuffer[shift]=0.0;
}
//+------------------------------------------------------------------+
//| ðåâåðñ òðåíäà è óñòàíîâêà íîâûõ óðîâíåé |
//+------------------------------------------------------------------+
void NewTrend(int timeframe, int shift)
{
if (Trend[shift+1]==1)
{
Trend[shift]=-1;
NewFloor(timeframe, shift);
SetSellBuffer(timeframe, shift);
}
else
{
Trend[shift]=1;
NewCeil(timeframe, shift);
SetBuyBuffer(timeframe, shift);
}
if ((Trend[shift+1]!=1)&&(Trend[shift+1]!=-1)) Print("Âíèìàíèå! Òðåíä íå îïðåäåëåí, òàêîãî áûòü íå ìîæåò");
}
//+------------------------------------------------------------------+
//| ïðîäîëæåíèå òðåíäà |
//+------------------------------------------------------------------+
void CopyLastValues(int timeframe, int shift)
{
SellBuffer[shift]=SellBuffer[shift+1];
BuyBuffer[shift]=BuyBuffer[shift+1];
Ceil[shift]=Ceil[shift+1];
Floor[shift]=Floor[shift+1];
Trend[shift]=Trend[shift+1];
}
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
double timeframe;
double iPeriod[3]={PERIOD_H1,PERIOD_H4,PERIOD_D1};
int counted_bars, limit, i, cnt;
limit=MathMin(iBars(Symbol(),PERIOD_H1)-PerATR-1,iBars(Symbol(),PERIOD_H4)-PerATR-1);
limit=MathMin(iBars(Symbol(),PERIOD_D1)-PerATR-1,limit);
if(Limit<limit) limit=Limit;
for(i=0; i<=2; i++)
{
timeframe=iPeriod[i];
if(iClose(Symbol(),timeframe,limit+1)>=iOpen(Symbol(),timeframe,limit+1))
{
Trend[limit+1]=1;
Ceil[limit+1]=iClose(Symbol(),timeframe,limit+1);
BuyBuffer[limit+1]=iClose(Symbol(),timeframe,limit+1)-kATR*ATR(timeframe, PerATR,limit+1);
}
if(iClose(Symbol(),timeframe,limit+1)<iOpen(Symbol(),timeframe,limit+1))
{
Trend[limit+1]=-1;
Floor[limit+1]=iClose(Symbol(),timeframe,limit+1);
SellBuffer[limit+1]=iClose(Symbol(),timeframe,limit+1)+kATR*ATR(timeframe, PerATR,limit+1);
}
//----
for(cnt=limit; cnt>=0; cnt--)
{
if(Uptrend(timeframe, cnt))
{
if(BreakCeil(timeframe, cnt))
{
NewCeil(timeframe, cnt);
SetBuyBuffer(timeframe, cnt);
Trend[cnt]=1;
continue;
}
if(BreakUp(timeframe, cnt))
{
NewTrend(timeframe, cnt);
continue;
}
CopyLastValues(timeframe, cnt);
}
else
{
if(BreakFloor(timeframe, cnt))
{
NewFloor(timeframe, cnt);
SetSellBuffer(timeframe, cnt);
Trend[cnt]=-1;
continue;
}
if(BreakDown(timeframe, cnt))
{
NewTrend(timeframe, cnt);
continue;
}
CopyLastValues(timeframe, cnt);
}
}
paste(i,limit);
}
if(Info==true) Comment("H1=",buffer_h1[0]," \n",
"H4=",buffer_h4[0]," \n",
"D1=",buffer_d1[0]);
//----
return(0);
}
//+------------------------------------------------------------------+
void paste(int frame, int limit)
{
//---- H1
int z, y;
switch(frame)
{
case 0:
for(z=0; z<limit; z++) buffer_h1[z]=MathMax(SellBuffer[z],BuyBuffer[z]);
//---- H4
case 1:
y=0;
for(z=0; z<limit; z++)
{
buffer_h4[z]=MathMax(SellBuffer[y],BuyBuffer[y]);
if(iTime(Symbol(),PERIOD_H1,z)==iTime(Symbol(),PERIOD_H4,y)) y++;
}
//---- D1
case 2:
y=0;
for(z=0; z<limit; z++)
{
buffer_d1[z]=MathMax(SellBuffer[y],BuyBuffer[y]);
if(iTime(Symbol(),PERIOD_H1,z)==iTime(Symbol(),PERIOD_D1,y)) y++;
}
}
}
Sample
Analysis
Market Information Used:
Series array that contains close prices for 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 open prices of each bar
Indicator Curves created:
Implements a curve of type DRAW_ARROW
Indicators Used:
Indicator of the average true range
Custom Indicators Used:
Order Management characteristics:
Other Features: