MAMA_v1_osc_MTF_alert





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