#property copyright "Max Berilo"
//----
#property indicator_chart_window
#property indicator_buffers 5
#property indicator_color1 Red
#property indicator_color2 LimeGreen
#property indicator_color3 Black
#property indicator_color4 Red
#property indicator_color5 Green
#property indicator_width1 2
#property indicator_width2 2
#property indicator_width3 0
#property indicator_width4 1
#property indicator_width5 1
//---- input parameters
extern bool ShowBody = True;
extern bool UseRSI = True;
extern bool UseRSIaccel = True;
extern bool UseRSIvalue = False;
extern bool UseRSIdir = True;
extern bool UseRSIhist = True;
extern bool UseRSIisect = True;
extern bool UseRSIsign = False;
extern int RSIperiod = 14;
extern int RSIfast = 12;
extern int RSIslow = 26;
extern int RSIsignal = 9;
extern int RSIbuyThreshold = 40;
extern int RSIsellThreshold = 60;
extern bool UseMACD = True;
extern bool UseMACDaccel = True;
extern bool UseMACDvalue = False;
extern bool UseMACDdir = True;
extern bool UseMACDhist = False;
extern bool UseMACDisect = False;
extern bool UseMACDsign = False;
extern int FastMA = 12;
extern int SlowMA = 26;
extern int SignalMA = 9;
//----
extern bool ShowTrail = True;
extern string TrlComment = "SATL-1,FATL-2,EMA(HLC/3)-3,(HLC/3)-4,EMA(C)-5,C-6";
extern int TrlMethod = 5;
extern int TrlPeriod = 5;
extern double TrlInitMul = 1.0;
extern double TrlMul = 2.0;
extern int TrlAtrPer = 21;
extern int TrlTrap = 0;
extern bool TrlUseMax = False;
extern int TrlMaxTrap = 45;
//---- buffers
double ExtMap1[];
double ExtMap2[];
double TrlBegin[];
double TrlStopDn[];
double TrlStopUp[];
double RSI[];
double RSImacd[];
double MACD[];
//---- defines
int nFATL = 39;
int nSATL = 65;
//---- static parameters
double Spread;
static int nDrawBegin;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
IndicatorBuffers(8);
SetIndexStyle(0, DRAW_HISTOGRAM, EMPTY, 2);
SetIndexStyle(1, DRAW_HISTOGRAM, EMPTY, 2);
SetIndexStyle(2, DRAW_ARROW);
SetIndexStyle(3, DRAW_LINE);
SetIndexStyle(4, DRAW_LINE);
SetIndexArrow(2, 159);
SetIndexBuffer(0, ExtMap1);
SetIndexBuffer(1, ExtMap2);
SetIndexBuffer(2, TrlBegin);
SetIndexBuffer(3, TrlStopDn);
SetIndexBuffer(4, TrlStopUp);
SetIndexBuffer(5, RSI);
SetIndexBuffer(6, RSImacd);
SetIndexBuffer(7, MACD);
//----
nDrawBegin = TrlPeriod + TrlAtrPer;
if(TrlMethod == 1) {
nDrawBegin += nSATL;
}
SetIndexDrawBegin(2, nDrawBegin);
SetIndexDrawBegin(3, nDrawBegin);
SetIndexDrawBegin(4, nDrawBegin);
//---- labels
string short_name = "Simple";
SetIndexLabel(0, short_name);
SetIndexLabel(1, short_name);
SetIndexLabel(2, "TrlBegin");
SetIndexLabel(3, "TrlStopDn");
SetIndexLabel(4, "TrlStopUp");
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator function |
//+------------------------------------------------------------------+
double CalcTrailStop(int shift, bool uptrend, bool initial)
{
double res, atr, sl = TrlTrap;
if(!initial) {
shift++;
}
atr = iATR(NULL, 0, TrlAtrPer, shift) / Point;
if(initial) {
sl += TrlInitMul * atr;
} else {
sl += TrlMul * atr;
}
if(TrlUseMax && sl > TrlMaxTrap) {
sl = TrlMaxTrap;
}
switch(TrlMethod) {
case 1:
res = CalcSATLonMedian(shift);
break;
case 2:
res = CalcFATLonMedian(shift);
break;
case 3:
res = iMA(NULL, 0, TrlPeriod, 0, MODE_EMA, PRICE_TYPICAL, shift);
break;
case 4:
res = (High[shift] + Low[shift] + Close[shift]) / 3.0;
break;
case 5:
res = iMA(NULL, 0, TrlPeriod, 0, MODE_EMA, PRICE_CLOSE, shift);
break;
case 6:
default:
res = Close[shift];
break;
}
if(uptrend) {
res -= sl * Point;
} else {
res += (sl + Spread) * Point;
}
res = NormalizeDouble(res, Digits);
return(res);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int limit, shift, counted_bars = IndicatorCounted();
double val1, val2, ma, signal, prevsign, atr;
bool buy, sell, bRSIbuy, bRSIsell, bMACDbuy, bMACDsell;
//----
double StopLoss;
bool TrlLong, TrlPrevLong, TrlShort, TrlPrevShort;
//----
Spread = MarketInfo(Symbol(), MODE_SPREAD);
if(!ShowTrail) {
SetIndexDrawBegin(2, Bars);
SetIndexDrawBegin(3, Bars);
SetIndexDrawBegin(4, Bars);
}
//---- last counted bar will be recounted
if(Bars <= RSIperiod) return(0);
if(counted_bars > 0) {
counted_bars--;
} else {
ArrayInitialize(TrlBegin, EMPTY_VALUE);
ArrayInitialize(TrlStopDn, EMPTY_VALUE);
ArrayInitialize(TrlStopUp, EMPTY_VALUE);
}
limit = Bars - counted_bars - 1;
//----
for(shift = limit; shift >= 0; shift--) {
if(UseRSI) {
RSI[shift] = iRSI(NULL, 0, RSIperiod, PRICE_CLOSE, shift);
} else {
RSI[shift] = 0;
}
if(UseMACD) {
MACD[shift] = iMACD(NULL, 0, FastMA, SlowMA, SignalMA, PRICE_CLOSE, MODE_MAIN, shift);
} else {
MACD[shift] = 0;
}
}
//----
for(shift = limit; UseRSI && (shift >= 0); shift--) {
if(shift < Bars - (RSIperiod + RSIslow)) {
RSImacd[shift] = iMAOnArray(RSI,0,RSIfast,0,MODE_EMA,shift)-iMAOnArray(RSI,0,RSIslow,0,MODE_EMA,shift);
} else {
RSImacd[shift] = 0;
}
}
//----
for(shift = limit; shift >= 0; shift--) {
val1 = EMPTY_VALUE; val2 = EMPTY_VALUE;
if(UseRSI) {
bRSIbuy = False; bRSIsell = False;
if(shift < Bars - (RSIperiod+RSIslow+2)) {
if(UseRSIaccel) {
prevsign = iMAOnArray(RSImacd,0,RSIsignal,0,MODE_EMA,shift+1);
signal = iMAOnArray(RSImacd,0,RSIsignal,0,MODE_EMA,shift);
bRSIbuy = (RSImacd[shift] - signal) > (RSImacd[shift+1] - prevsign);
bRSIsell = (RSImacd[shift] - signal) < (RSImacd[shift+1] - prevsign);
}
if(UseRSIvalue) {
buy = RSI[shift] > RSIbuyThreshold;
sell = RSI[shift] < RSIsellThreshold;
if(UseRSIaccel) {
bRSIbuy = bRSIbuy && buy;
bRSIsell = bRSIsell && sell;
} else {
bRSIbuy = buy;
bRSIsell = sell;
}
}
if(UseRSIdir) {
buy = (RSImacd[shift] > RSImacd[shift+1]);
sell = (RSImacd[shift] < RSImacd[shift+1]);
if(UseRSIaccel || UseRSIvalue) {
bRSIbuy = bRSIbuy && buy;
bRSIsell = bRSIsell && sell;
} else {
bRSIbuy = buy;
bRSIsell = sell;
}
}
if(UseRSIhist) {
buy = RSImacd[shift] > RSImacd[shift+2];
sell = RSImacd[shift] < RSImacd[shift+2];
if(UseRSIaccel || UseRSIvalue || UseRSIdir) {
bRSIbuy = bRSIbuy && buy;
bRSIsell = bRSIsell && sell;
} else {
bRSIbuy = buy;
bRSIsell = sell;
}
}
if(UseRSIisect) {
if(!UseRSIaccel) {
signal = iMAOnArray(RSImacd,0,RSIsignal,0,MODE_EMA,shift);
}
buy = RSImacd[shift] > signal;
sell = RSImacd[shift] < signal;
if(UseRSIaccel || UseRSIvalue || UseRSIdir || UseRSIhist) {
bRSIbuy = bRSIbuy && buy;
bRSIsell = bRSIsell && sell;
} else {
bRSIbuy = buy;
bRSIsell = sell;
}
}
if(UseRSIsign) {
bRSIbuy = bRSIbuy && (RSImacd[shift] >= 0);
bRSIsell = bRSIsell && (RSImacd[shift] <= 0);
if(UseRSIaccel || UseRSIvalue || UseRSIdir || UseRSIhist || UseRSIisect) {
bRSIbuy = bRSIbuy && buy;
bRSIsell = bRSIsell && sell;
} else {
bRSIbuy = buy;
bRSIsell = sell;
}
}
}
}
if(UseMACD) {
bMACDbuy = False; bMACDsell = False;
if(shift <= Bars - (SlowMA+2)) {
if(UseMACDaccel) {
prevsign = iMAOnArray(MACD,0,SignalMA,0,MODE_EMA,shift+1);
signal = iMAOnArray(MACD,0,SignalMA,0,MODE_EMA,shift);
bMACDbuy = (MACD[shift] - signal) > (MACD[shift+1] - prevsign);
bMACDsell = (MACD[shift] - signal) < (MACD[shift+1] - prevsign);
}
if(UseMACDvalue) {
atr = iATR(NULL, 0, 21, shift);
buy = MACD[shift] > -atr;
sell = MACD[shift] < atr;
if(UseMACDaccel) {
bMACDbuy = bMACDbuy && buy;
bMACDsell = bMACDsell && sell;
} else {
bMACDbuy = buy;
bMACDsell = sell;
}
}
if(UseMACDdir) {
buy = (MACD[shift] > MACD[shift+1]);
sell = (MACD[shift] < MACD[shift+1]);
if(UseMACDaccel || UseMACDvalue) {
bMACDbuy = bMACDbuy && buy;
bMACDsell = bMACDsell && sell;
} else {
bMACDbuy = buy;
bMACDsell = sell;
}
}
if(UseMACDhist) {
buy = MACD[shift] > MACD[shift+2];
sell = MACD[shift] < MACD[shift+2];
if(UseMACDaccel || UseMACDvalue || UseMACDdir) {
bMACDbuy = bMACDbuy && buy;
bMACDsell = bMACDsell && sell;
} else {
bMACDbuy = buy;
bMACDsell = sell;
}
}
if(UseMACDisect) {
if(!UseMACDaccel) {
signal = iMAOnArray(MACD,0,SignalMA,0,MODE_EMA,shift);
}
buy = MACD[shift] > signal;
sell = MACD[shift] < signal;
if(UseMACDaccel || UseMACDvalue || UseMACDdir || UseMACDhist) {
bMACDbuy = bMACDbuy && buy;
bMACDsell = bMACDsell && sell;
} else {
bMACDbuy = buy;
bMACDsell = sell;
}
}
if(UseMACDsign) {
buy = MACD[shift] >= 0;
sell = MACD[shift] <= 0;
if(UseMACDaccel || UseMACDvalue || UseMACDdir || UseMACDhist || UseMACDsign) {
bMACDbuy = bMACDbuy && buy;
bMACDsell = bMACDsell && sell;
} else {
bMACDbuy = buy;
bMACDsell = sell;
}
}
}
}
//----
if((!UseRSI || (UseRSI && bRSIbuy)) && (!UseMACD || (UseMACD && bMACDbuy))) {
if(ShowBody) {
if(Open[shift] < Close[shift]) {
val1 = Open[shift];
val2 = Close[shift];
} else {
val2 = Open[shift];
val1 = Close[shift];
}
}
TrlLong = True;
} else {
TrlLong = False;
}
if((!UseRSI || (UseRSI && bRSIsell)) && (!UseMACD || (UseMACD && bMACDsell))) {
if(ShowBody) {
if(Open[shift] > Close[shift]) {
val1 = Open[shift];
val2 = Close[shift];
} else {
val2 = Open[shift];
val1 = Close[shift];
}
}
TrlShort = True;
} else {
TrlShort = False;
}
ExtMap1[shift] = val1;
ExtMap2[shift] = val2;
//----
if(shift < Bars - nDrawBegin) {
TrlPrevLong = (TrlStopUp[shift+1] != EMPTY_VALUE) &&
((TrlStopUp[shift+1] < Low[shift+1]) || (TrlStopUp[shift+1] == TrlBegin[shift+1]));
TrlPrevShort = (TrlStopDn[shift+1] != EMPTY_VALUE) &&
((TrlStopDn[shift+1] > High[shift+1] + Spread * Point) || (TrlStopDn[shift+1] == TrlBegin[shift+1]));
if(TrlLong || TrlPrevLong) {
StopLoss = CalcTrailStop(shift, true, !TrlPrevLong);
if(TrlPrevLong && StopLoss < TrlStopUp[shift+1]) {
TrlStopUp[shift] = TrlStopUp[shift+1];
} else {
TrlStopUp[shift] = StopLoss;
if(!TrlPrevLong) {
TrlBegin[shift] = StopLoss;
}
}
} else {
TrlStopUp[shift] = EMPTY_VALUE;
}
if(TrlShort || TrlPrevShort) {
StopLoss = CalcTrailStop(shift, false, !TrlPrevShort);
if(TrlPrevShort && StopLoss > TrlStopDn[shift+1]) {
TrlStopDn[shift] = TrlStopDn[shift+1];
} else {
TrlStopDn[shift] = StopLoss;
if(!TrlPrevShort) {
TrlBegin[shift] = StopLoss;
}
}
} else {
TrlStopDn[shift] = EMPTY_VALUE;
}
if((TrlBegin[shift] != EMPTY_VALUE)&&(TrlBegin[shift] != TrlStopUp[shift])&&(TrlBegin[shift] != TrlStopDn[shift])) {
TrlBegin[shift] = EMPTY_VALUE;
}
}
}
//----
return(0);
}
//----
double ATLprice(int i)
{
return((High[i] + Low[i]) / 2.0);
}
//----
double CalcFATLonMedian(int i)
{
double res =
0.4360409450*ATLprice(i+0) +0.3658689069*ATLprice(i+1) +0.2460452079*ATLprice(i+2) +0.1104506886*ATLprice(i+3)
-0.0054034585*ATLprice(i+4) -0.0760367731*ATLprice(i+5) -0.0933058722*ATLprice(i+6) -0.0670110374*ATLprice(i+7) -0.0190795053*ATLprice(i+8)
+0.0259609206*ATLprice(i+9) +0.0502044896*ATLprice(i+10)+0.0477818607*ATLprice(i+11)+0.0249252327*ATLprice(i+12)
-0.0047706151*ATLprice(i+13)-0.0272432537*ATLprice(i+14)-0.0338917071*ATLprice(i+15)-0.0244141482*ATLprice(i+16)-0.0055774838*ATLprice(i+17)
+0.0128149838*ATLprice(i+18)+0.0226522218*ATLprice(i+19)+0.0208778257*ATLprice(i+20)+0.0100299086*ATLprice(i+21)
-0.0036771622*ATLprice(i+22)-0.0136744850*ATLprice(i+23)-0.0160483392*ATLprice(i+24)-0.0108597376*ATLprice(i+25)-0.0016060704*ATLprice(i+26)
+0.0069480557*ATLprice(i+27)+0.0110573605*ATLprice(i+28)+0.0095711419*ATLprice(i+29)+0.0040444064*ATLprice(i+30)
-0.0023824623*ATLprice(i+31)-0.0067093714*ATLprice(i+32)-0.0072003400*ATLprice(i+33)-0.0047717710*ATLprice(i+34)
+0.0005541115*ATLprice(i+35)+0.0007860160*ATLprice(i+36)+0.0130129076*ATLprice(i+37)+0.0040364019*ATLprice(i+38);
return(res);
}
//----
double CalcSATLonMedian(int i)
{
double res = 0.0982862174*ATLprice(i+0)
+0.0975682269*ATLprice(i+1) +0.0961401078*ATLprice(i+2) +0.0940230544*ATLprice(i+3) +0.0912437090*ATLprice(i+4) +0.0878391006*ATLprice(i+5)
+0.0838544303*ATLprice(i+6) +0.0793406350*ATLprice(i+7) +0.0743569346*ATLprice(i+8) +0.0689666682*ATLprice(i+9) +0.0632381578*ATLprice(i+10)
+0.0572428925*ATLprice(i+11)+0.0510534242*ATLprice(i+12)+0.0447468229*ATLprice(i+13)+0.0383959950*ATLprice(i+14)+0.0320735368*ATLprice(i+15)
+0.0258537721*ATLprice(i+16)+0.0198005183*ATLprice(i+17)+0.0139807863*ATLprice(i+18)+0.0084512448*ATLprice(i+19)+0.0032639979*ATLprice(i+20)
-0.0015350359*ATLprice(i+21)-0.0059060082*ATLprice(i+22)-0.0098190256*ATLprice(i+23)-0.0132507215*ATLprice(i+24)-0.0161875265*ATLprice(i+25)
-0.0186164872*ATLprice(i+26)-0.0205446727*ATLprice(i+27)-0.0219739146*ATLprice(i+28)-0.0229204861*ATLprice(i+29)-0.0234080863*ATLprice(i+30)
-0.0234566315*ATLprice(i+31)-0.0231017777*ATLprice(i+32)-0.0223796900*ATLprice(i+33)-0.0213300463*ATLprice(i+34)-0.0199924534*ATLprice(i+35)
-0.0184126992*ATLprice(i+36)-0.0166377699*ATLprice(i+37)-0.0147139428*ATLprice(i+38)-0.0126796776*ATLprice(i+39)-0.0105938331*ATLprice(i+40)
-0.0084736770*ATLprice(i+41)-0.0063841850*ATLprice(i+42)-0.0043466731*ATLprice(i+43)-0.0023956944*ATLprice(i+44)-0.0005535180*ATLprice(i+45)
+0.0011421469*ATLprice(i+46)+0.0026845693*ATLprice(i+47)+0.0040471369*ATLprice(i+48)+0.0052380201*ATLprice(i+49)+0.0062194591*ATLprice(i+50)
+0.0070340085*ATLprice(i+51)+0.0076266453*ATLprice(i+52)+0.0080376628*ATLprice(i+53)+0.0083037666*ATLprice(i+54)+0.0083694798*ATLprice(i+55)
+0.0082901022*ATLprice(i+56)+0.0080741359*ATLprice(i+57)+0.0077543820*ATLprice(i+58)+0.0073260526*ATLprice(i+59)+0.0068163569*ATLprice(i+60)
+0.0062325477*ATLprice(i+61)+0.0056078229*ATLprice(i+62)+0.0049516078*ATLprice(i+63)+0.0161380976*ATLprice(i+64);
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
Indicator Curves created:
Implements a curve of type DRAW_HISTOGRAM
Implements a curve of type DRAW_ARROW
Implements a curve of type DRAW_LINE
Indicators Used:
Indicator of the average true range
Moving average indicator
Relative strength index
MACD Histogram
Custom Indicators Used:
Order Management characteristics:
Other Features: