//+------------------------------------------------------------------+ //| MAMA_v1.mq4 | //| Copyright © 2009, TrendLaboratory | //| http://finance.groups.yahoo.com/group/TrendLaboratory | //| E-mail: igorad2003@yahoo.co.uk | //+------------------------------------------------------------------+ //mod osc // List of Prices: // Price = 0 - Close // Price = 1 - Open // Price = 2 - High // Price = 3 - Low // Price = 4 - Median Price = (High+Low)/2 // Price = 5 - Typical Price = (High+Low+Close)/3 // Price = 6 - Weighted Close = (High+Low+Close*2)/4 // Price = 7 - Heiken Ashi Close // Price = 8 - Heiken Ashi Open // Price = 9 - Heiken Ashi High // Price =10 - Heiken Ashi Low #property copyright "Copyright © 2009, TrendLaboratory" #property link "http://finance.groups.yahoo.com/group/TrendLaboratory" #property indicator_separate_window #property indicator_buffers 4 #property indicator_color1 Yellow #property indicator_width1 1 #property indicator_color2 SkyBlue #property indicator_width2 1 #property indicator_color3 SkyBlue #property indicator_width3 2 #property indicator_color4 Tomato #property indicator_width4 2 //---- extern int TimeFrame = 60; //Time Frame in min extern int Price = 4; //Price Mode (0...10) extern double FastLimit = 0.5; //Laguerre Period(or Order,max=10) extern double SlowLimit = 0.05; //Adaptive Factor Length extern int SignalMode = 1; //Switch of Signal mode(0-off,1-on) extern int AlertMode = 0; //Sound Alert switch(0...2) extern int WarningMode = 0; //Warning Mode (0-off,1-on) extern string note_Price = "0C 1O 2H 3L 4Md 5Tp 6WghC"; extern string _________ = "Md(HL/2)4,Tp(HLC/3)5,Wgh(HLCC/4)6"; extern string HA_price_ = "7haC 8haO 9haH 10haL"; extern string _______ = "haC=(O+H+L+C)/4; haO=(O[i1]+C[i1])/2;haH=Max(H,haO,haC);haL=Min(L,hO,hC)"; extern string TimeFrames = "M1;5,15,30,60H1;240H4;1440D1;10080W1;43200MN"; //---- double MAMA[]; double FAMA[]; double UpSignal[]; double DnSignal[]; double sig[]; //---- double haClose[], haOpen[], haHigh[], haLow[]; int draw_begin, pBars, mcnt_bars, per; string short_name1, short_name2; datetime pTime; bool UpTrendAlert=false, DnTrendAlert=false; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- SetIndexStyle(0,DRAW_LINE); // SetIndexStyle(1,DRAW_NONE); SetIndexStyle(2,DRAW_ARROW); SetIndexArrow(2,158); SetIndexStyle(3,DRAW_ARROW); SetIndexArrow(3,158); if(TimeFrame == 0 || TimeFrame < Period()) TimeFrame = Period(); per = 2/SlowLimit; draw_begin=2*per*TimeFrame/Period(); //---- switch(TimeFrame) { case 1 : string TF = "M1"; break; case 5 : TF = "M5"; break; case 15 : TF = "M15"; break; case 30 : TF = "M30"; break; case 60 : TF = "H1"; break; case 240 : TF ="H4"; break; case 1440 : TF="D1"; break; case 10080 : TF="W1"; break; case 43200 : TF="MN"; break; default : TF="CurrentTF"; } short_name1 = "MAMA"; short_name2 = "FAMA"; IndicatorShortName(short_name1+"("+DoubleToStr(FastLimit,2)+","+DoubleToStr(SlowLimit,2)+")"+" "+TF); SetIndexLabel(0,short_name1+"("+DoubleToStr(FastLimit,2)+","+DoubleToStr(SlowLimit,2)+")"+" "+TF); SetIndexLabel(1,short_name2+"("+DoubleToStr(FastLimit,2)+","+DoubleToStr(SlowLimit,2)+")"+" "+TF); SetIndexLabel(2,"UpSignal"); SetIndexLabel(3,"DnSignal"); SetIndexDrawBegin(0,draw_begin); // SetIndexDrawBegin(1,draw_begin); SetIndexDrawBegin(2,draw_begin); SetIndexDrawBegin(3,draw_begin); //---- IndicatorBuffers(6); SetIndexBuffer(0,MAMA); SetIndexBuffer(5,FAMA); SetIndexBuffer(2,UpSignal); SetIndexBuffer(3,DnSignal); SetIndexBuffer(4,sig); //---- return(0); } //+------------------------------------------------------------------+ //| MAMA_v1 | //+------------------------------------------------------------------+ int start() { int limit, y, i, shift, cnt_bars=IndicatorCounted(); double price[], mMAMA[], mFAMA[], Smooth[], Detrender[], Q1[], I1[], JL[], JQ[], I2[], Q2[], Re[], Im[], period[], Phase[], mUpsig[], mDnsig[], trend[]; if(TimeFrame!=Period()) int mBars = iBars(NULL,TimeFrame); else mBars = Bars; if(mBars != pBars) { ArrayResize(price,mBars); ArrayResize(mMAMA,mBars); ArrayResize(mFAMA,mBars); ArrayResize(Smooth,mBars); ArrayResize(Detrender,mBars); ArrayResize(Q1,mBars); ArrayResize(I1,mBars); ArrayResize(JL,mBars); ArrayResize(JQ,mBars); ArrayResize(I2,mBars); ArrayResize(Q2,mBars); ArrayResize(Re,mBars); ArrayResize(Im,mBars); ArrayResize(period,mBars); ArrayResize(Phase,mBars); if(Price > 6 && Price <= 10) { ArrayResize(haClose,mBars); ArrayResize(haOpen,mBars); ArrayResize(haHigh,mBars); ArrayResize(haLow,mBars); } if(SignalMode>0) { ArrayResize(trend,mBars); ArrayResize(mUpsig,mBars); ArrayResize(mDnsig,mBars); } pBars = mBars; } if(cnt_bars<1) { for(i=Bars-1;i>0;i--) { MAMA[i]=EMPTY_VALUE; FAMA[i]=EMPTY_VALUE; UpSignal[i]=EMPTY_VALUE; DnSignal[i]=EMPTY_VALUE; } mcnt_bars = 0; } //---- if(mcnt_bars > 0) mcnt_bars--; for(y=mcnt_bars;y<mBars;y++) { if(Price <= 6) price[y] = iMA(NULL,TimeFrame,1,0,0,Price,mBars-y-1); else if(Price > 6 && Price <= 10) price[y] = HeikenAshi(TimeFrame,Price-7,mBars-y-1); if(y >= 3) Smooth[y] = (4*price[y] + 3*price[y-1] + 2*price[y-2] + price[y-3])/10.0; Detrender[y] = (0.0962*Smooth[y] + 0.5769*Smooth[y-2] - 0.5769*Smooth[y-4] - 0.0962*Smooth[y-6])*(0.075*period[y-1] + 0.54); Q1[y] = (0.0962*Detrender[y] + 0.5769*Detrender[y-2] - 0.5769*Detrender[y-4] - 0.0962*Detrender[y-6])*(0.075*period[y-1] + 0.54); I1[y] = Detrender[y-3]; JL[y] = (0.0962*I1[y] + 0.5769*I1[y-2] - 0.5769*I1[y-4] - 0.0962*I1[y-6])*(0.075*period[y-1] + 0.54); JQ[y] = (0.0962*Q1[y] + 0.5769*Q1[y-2] - 0.5769*Q1[y-4] - 0.0962*Q1[y-6])*(0.075*period[y-1] + 0.54); I2[y] = I1[y] - JQ[y]; Q2[y] = Q1[y] + JL[y]; I2[y] = 0.2*I2[y] + 0.8*I2[y-1]; Q2[y] = 0.2*Q2[y] + 0.8*Q2[y-1]; Re[y] = I2[y]*I2[y-1] + Q2[y]*Q2[y-1]; Im[y] = I2[y]*Q2[y-1] - Q2[y]*I2[y-1]; Re[y] = 0.2*Re[y] + 0.8*Re[y-1]; Im[y] = 0.2*Im[y] + 0.8*Im[y-1]; double rad2Deg = 45.0/MathArctan(1); if(Im[y] != 0 && Re[y] != 0) period[y] = 360.0/MathArctan(Im[y]/Re[y])/rad2Deg; if(period[y] > 1.5 *period[y-1]) period[y] = 1.5*period[y-1]; if(period[y] < 0.67*period[y-1]) period[y] = 0.67*period[y-1]; if(period[y] < 6) period[y] = 6; if(period[y] > 50) period[y] = 50; period[y] = 0.2*period[y] + 0.8*period[y-1]; if(I1[y] != 0) Phase[y] = MathArctan(Q1[y]/I1[y])*rad2Deg; double DeltaPhase = Phase[y-1] - Phase[y]; if(DeltaPhase < 1) DeltaPhase = 1; double Alpha = FastLimit / DeltaPhase; if(Alpha < SlowLimit) Alpha = SlowLimit; if(Alpha > FastLimit) Alpha = FastLimit; mMAMA[y] = Alpha*price[y] + (1.0 - Alpha)*mMAMA[y-1]; mFAMA[y] = 0.5*Alpha*mMAMA[y] + (1.0 - 0.5*Alpha)*mFAMA[y-1]; if(SignalMode > 0) { trend[y] = trend[y-1]; if(mFAMA[y]-mMAMA[y] < 0 && trend[y-1]<=0) trend[y]= 1; if(mFAMA[y]-mMAMA[y] > 0 && trend[y-1]>=0) trend[y]=-1; if(trend[y] > 0) { if(trend[y-1] <= 0) { mUpsig[y] = mFAMA[y]-mMAMA[y]; if (WarningMode>0 && y==mBars-1) PlaySound("alert2.wav"); } else mUpsig[y]= EMPTY_VALUE; mDnsig[y]= EMPTY_VALUE; } else if (trend[y] < 0) { if(trend[y-1] >= 0) { mDnsig[y] =mFAMA[y]-mMAMA[y]; if (WarningMode>0 && y==mBars-1) PlaySound("alert2.wav"); } else mDnsig[y]= EMPTY_VALUE; mUpsig[y]= EMPTY_VALUE; } } if(TimeFrame == Period()) { MAMA[mBars-y-1] = mMAMA[y]-mFAMA[y]; FAMA[mBars-y-1] = mFAMA[y]; if(SignalMode > 0) { UpSignal[mBars-y-1] = mUpsig[y]; DnSignal[mBars-y-1] = mDnsig[y]; } } mcnt_bars = mBars-1; } if(TimeFrame > Period()) { if(cnt_bars>0) cnt_bars--; limit = Bars-cnt_bars+TimeFrame/Period()-1; for(shift=0,y=0;shift<limit;shift++) { if (Time[shift] < iTime(NULL,TimeFrame,y)) y++; MAMA[shift] = mMAMA[mBars-y-1]-mFAMA[mBars-y-1]; FAMA[shift] = mFAMA[mBars-y-1]; if(SignalMode > 0) { UpSignal[shift] = mUpsig[mBars-y-1]; DnSignal[shift] = mDnsig[mBars-y-1]; sig[mBars-y-1] = trend[y]; } } } //---------- string Message; if (trend[mBars-2]<0 && trend[mBars-1]>0 && !UpTrendAlert && AlertMode == 1) { Message = " "+Symbol()+" TF M"+TimeFrame+" chart M"+Period()+": MAMA Signal for BUY"; if (isNewBar()) Alert (Message); UpTrendAlert=true; DnTrendAlert=false; } else if (trend[mBars-2]>0 && trend[mBars-1]<0 && !DnTrendAlert && AlertMode == 1) { Message = " "+Symbol()+" TF M"+TimeFrame+" chart M"+Period()+": MAMA Signal for SELL"; if (isNewBar()) Alert (Message); DnTrendAlert=true; UpTrendAlert=false; } return(0); } double HeikenAshi(int tf,int price,int bar) { if(bar == iBars(NULL,TimeFrame)- 1) { haClose[bar] = iClose(NULL,tf,bar); haOpen[bar] = iOpen(NULL,tf,bar); haHigh[bar] = iHigh(NULL,tf,bar); haLow[bar] = iLow(NULL,tf,bar); } else { haClose[bar] = (iOpen(NULL,tf,bar)+iHigh(NULL,tf,bar)+iLow(NULL,tf,bar)+iClose(NULL,tf,bar))/4; haOpen[bar] = (haOpen[bar+1]+haClose[bar+1])/2; haHigh[bar] = MathMax(iHigh(NULL,tf,bar),MathMax(haOpen[bar], haClose[bar])); haLow[bar] = MathMin(iLow(NULL,tf,bar),MathMin(haOpen[bar], haClose[bar])); } switch(price) { case 0: return(haClose[bar]);break; case 1: return(haOpen[bar]);break; case 2: return(haHigh[bar]);break; case 3: return(haLow[bar]);break; } } bool isNewBar() { bool res=false; if (iTime(NULL,TimeFrame,0)!=pTime) { res=true; pTime=iTime(NULL,TimeFrame,0); } return(res); }
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
Series array that contains open time of each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Implements a curve of type DRAW_ARROW
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features:
It plays sound alerts