//+------------------------------------------------------------------+ //| Multi pair CoeffOfLine.mq4 | //| mladen | //| | //+------------------------------------------------------------------+ #property copyright "mladen" #property link "mladenfx@gmail.com" #property indicator_separate_window #property indicator_buffers 4 #property indicator_color1 Yellow #property indicator_color2 Red #property indicator_color3 DimGray #property indicator_color4 DimGray #property indicator_style3 STYLE_DOT #property indicator_style4 STYLE_DOT // // // // // extern int FastSeed = 5; extern int SlowSeed = 20; extern int barsPerPair = 70; extern string pairs = "EURUSD;GBPUSD;USDCAD"; extern bool equalize = false; extern string text = "color"; extern color textColor = Silver; extern color backColor = C'48,48,48'; extern int separatorWidth = 6; // // // // // double ind_buffer1[]; double ind_buffer2[]; double ind_buffer3[]; double ind_buffer4[]; double ind_buffer5[]; double ind_buffer6[]; // // // // // double minValue; double maxValue; // // // // // double maxValues[]; string aPairs[]; string shortName; int window; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // int init() { IndicatorBuffers(6); SetIndexBuffer(0,ind_buffer1); SetIndexBuffer(1,ind_buffer2); SetIndexBuffer(2,ind_buffer3); SetIndexBuffer(3,ind_buffer4); SetIndexBuffer(4,ind_buffer5); SetIndexBuffer(5,ind_buffer6); SetIndexLabel(0,"Fast"); SetIndexLabel(1,"Slow"); SetIndexLabel(2,NULL); SetIndexLabel(3,NULL); // // // // // pairs = StringUpperCase(StringTrimLeft(StringTrimRight(pairs))); if (StringSubstr(pairs,StringLen(pairs),1) != ";") pairs = StringConcatenate(pairs,";"); // // // // // int s = 0; int i = StringFind(pairs,";",s); string current; string temp; while (i > 0) { if (IsMini()) current = StringSubstr(pairs,s,i-s)+"m"; else current = StringSubstr(pairs,s,i-s); if (iClose(current,0,0) > 0) { ArrayResize(aPairs,ArraySize(aPairs)+1); aPairs[ArraySize(aPairs)-1] = current; if (current == Symbol()) { temp = aPairs[0]; aPairs[0] = current; aPairs[ArraySize(aPairs)-1] = temp; } } s = i + 1; i = StringFind(pairs,";",s); } ArrayResize(maxValues,ArraySize(aPairs)); // // // // // separatorWidth = MathMax(separatorWidth,4); shortName = MakeUniqueName("Multi CoeffOfLine "," ("+FastSeed+","+SlowSeed+")"); IndicatorShortName(shortName); // // // // // return(0); } int deinit() { for (int i = 0; i < ArraySize(aPairs); i++) { ObjectDelete(shortName+i); ObjectDelete(shortName+i+i); } return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // int start() { int limit = ArraySize(aPairs); int i,k; double max; // // // // // window = WindowFind(shortName); ArrayInitialize(maxValues,0); minValue = 0; maxValue = 0; for(i=0,k=0; i<limit; i++) calculateCoeffOfLine(aPairs[i],barsPerPair,k,i); for(i=0; i<limit; i++) if (max < maxValues[i]) max = maxValues[i]; for(i=0,k=0; i<limit; i++) plotGraph(aPairs[i],barsPerPair,k,i,max); // // // // // for (i=0;i<indicator_buffers;i++) SetIndexDrawBegin(i,Bars-k); return(0); } //+------------------------------------------------------------------+ //+ + //+------------------------------------------------------------------+ // // // // // void plotGraph(string symbol,int limit, int& shift,int element, double max) { double koef = 1; if (equalize) koef = max/maxValues[element]; // // // // // for(int i=0; i<limit; i++) { ind_buffer1[i+shift] = ind_buffer5[i+shift]*koef; ind_buffer2[i+shift] = ind_buffer6[i+shift]*koef; ind_buffer3[i+shift] = 0.4; ind_buffer4[i+shift] = -0.4; } // // // // // createLabel(symbol,element,shift+limit+separatorWidth-2,max,isSignalCrossing(shift)); // // // // // shift += (limit+separatorWidth-1); } // // // // // bool isSignalCrossing(int shift) { double res = (ind_buffer5[shift] - ind_buffer6[shift])* (ind_buffer5[shift+1] - ind_buffer6[shift+1]); return(res<=0); } //+------------------------------------------------------------------+ //+ + //+------------------------------------------------------------------+ // // // // void calculateCoeffOfLine(string symbol,int limit,int& shift,int element) { double max; int i; // // // // // for(i=0; i<limit; i++) { ind_buffer5[i+shift]=iCoeffOfLine(symbol,0,FastSeed,i); ind_buffer6[i+shift]=iCoeffOfLine(symbol,0,SlowSeed,i); // // // // // max = MathMax(MathAbs(ind_buffer5[i+shift]), MathAbs(ind_buffer6[i+shift])); if (maxValues[element] < max) maxValues[element] = max; // // // // // max = MathMax(ind_buffer5[i+shift],ind_buffer6[i+shift]); if (maxValue < max) maxValue = max; max = MathMin(ind_buffer5[i+shift],ind_buffer6[i+shift]); if (minValue > max) minValue = max; } // // // // // for (i=0;i<separatorWidth;i++) { ind_buffer1[shift+limit+i] = EMPTY_VALUE; ind_buffer2[shift+limit+i] = EMPTY_VALUE; ind_buffer3[shift+limit+i] = EMPTY_VALUE; ind_buffer4[shift+limit+i] = EMPTY_VALUE; ind_buffer5[shift+limit+i] = EMPTY_VALUE; ind_buffer6[shift+limit+i] = EMPTY_VALUE; } shift += (limit+separatorWidth-1); return; } //+------------------------------------------------------------------+ //+ + //+------------------------------------------------------------------+ // // // // // void createLabel(string symbol,int element, int shift, double max, bool signalCrossing) { string name = shortName+element; double price1; double price2; // // // // // if (equalize) { price1 = MathMax(MathAbs(minValue),MathAbs(maxValue)); price2 = -price1; } else { price1 = maxValue; price2 = minValue; } // // // // // if (ObjectFind(name) == -1) { ObjectCreate(name,OBJ_TEXT,window,0,0); ObjectSet(name,OBJPROP_ANGLE,90); ObjectSetText(name,symbol); } ObjectSet(name,OBJPROP_TIME1 ,Time[shift]); ObjectSet(name,OBJPROP_PRICE1,(price1+price2)/2); if (signalCrossing) ObjectSet(name,OBJPROP_COLOR,Gold); else ObjectSet(name,OBJPROP_COLOR,textColor); // // // // // name = shortName+element+element; if (ObjectFind(name) == -1) { ObjectCreate(name,OBJ_RECTANGLE,window,0,0,0,0); ObjectSet(name,OBJPROP_COLOR,backColor); } ObjectSet(name,OBJPROP_TIME1,Time[shift]); ObjectSet(name,OBJPROP_PRICE1,price1); ObjectSet(name,OBJPROP_TIME2,Time[shift-(separatorWidth-2)]); ObjectSet(name,OBJPROP_PRICE2,price2); } //+------------------------------------------------------------------+ //+ + //+------------------------------------------------------------------+ double iCoeffOfLine(string symbol,int timeFrame,int period,int shift) { double TIndicatorVar=0; double ZIndicatorVar=0; double AIndicator; double TYVar=0; double ZYVar=0; double AY; double tmp; if (symbol == "0") symbol = Symbol(); for (int i=period; i>0; i--) { tmp = iMA(symbol,timeFrame,1,0,MODE_SMA,PRICE_MEDIAN,shift+i-1); ZYVar+=tmp*(6-i); TYVar+=tmp; tmp = iMA(symbol,timeFrame,5,3,MODE_SMMA,PRICE_MEDIAN,shift+i-1); ZIndicatorVar+=tmp*(6-i); TIndicatorVar+=tmp; } // // // // // AY=(TYVar+(55-2*ZYVar)*5/15)/15; AIndicator=(TIndicatorVar+(55-2*ZIndicatorVar)*5/15)/15; return((-1000)*MathLog(AY/AIndicator)); } //+------------------------------------------------------------------+ //+ + //+------------------------------------------------------------------+ // // // // // string StringUpperCase(string str) { string s = str; int lenght = StringLen(str) - 1; int char; while(lenght >= 0) { char = StringGetChar(s, lenght); // // // // // if((char > 96 && char < 123) || (char > 223 && char < 256)) s = StringSetChar(s, lenght, char - 32); else if(char > -33 && char < 0) s = StringSetChar(s, lenght, char + 224); // // // // // lenght--; } // // // // // return(s); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // string MakeUniqueName(string first, string rest) { string result = first+(MathRand()%1001)+rest; while (WindowFind(result)> 0) result = first+(MathRand()%1001)+rest; return(result); } bool IsMini() { if (StringFind(Symbol(),"m") > -1) return(true); else return(false); }
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Series array that contains open time of each bar
Indicator Curves created:
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: