//+------------------------------------------------------------------+
//| Normalizer.mq4 |
//| Copyright © 2008, al_su |
//| al_su31@mail.ru |
//+------------------------------------------------------------------+
//mod Normalizer_3param.mq4
#property copyright "Copyright © 2008, al_su"
#property link "al_su31@mail.ru"
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 DodgerBlue
#property indicator_maximum 1
#property indicator_minimum -1
#property indicator_level1 0.25
#property indicator_level2 0.5
#property indicator_level3 0.75
#property indicator_level4 -0.25
#property indicator_level5 -0.5
#property indicator_level6 -0.75
#property indicator_levelcolor C'74,85,96'//SlateGray
//---- input parameters
#define PERIODS_CHARACTERISTIC 7
extern string Indicator="macd";//macd, cci ... any with zero cross
extern int mode=0;
extern int param1=12;//Íó èëè 9, íå âàæíî...
extern int param2=26;
extern int param3=9;//Ñêîêà íàäî ïàðàìåòðîâ, ñòîêà è çàäàåì
extern string note_Indicator="type-in IndicatorFileName like macd, cci ... any with zero level cross";
//---- buffers
double Normalizer[];
double characteristic_period;
double sigma;
//-------------------------------------------------------------------------------
double Indyuk(int shift)
{
return (iCustom(0,0,Indicator,param1,param2,param3,/* è ò.ä.:)*/mode,shift));
}
double MathTanh(double x)
{
double exp;
if(x>0) {exp=MathExp(-2*x);return ((1-exp)/(1+exp));}
else {exp=MathExp(2*x);return ((exp-1)/(1+exp));}
}
double ArrayAverage(double a[])
{
int i;
double s;
if(ArraySize(a)<1) return (0);
s=0;
for(i=0;i<ArraySize(a);i++) s+=a[i];
return (s/ArraySize(a));
}
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
IndicatorShortName("Normalized "+Indicator);
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,Normalizer);
int i;
int count, count_zeros;
count=0;
count_zeros=0;
double periods[];
for(i=Bars-2;i>=0;i--)
{
if(Indyuk(i)*Indyuk(i+1)<0)//ïåðåõîä ÷åðåç 0
{
count++;
ArrayResize(periods,count);
periods[ArraySize(periods)-1]=0;
}
if(ArraySize(periods)>0) periods[ArraySize(periods)-1]++;
}
characteristic_period=2*PERIODS_CHARACTERISTIC*ArrayAverage(periods);
SetIndexDrawBegin(0,characteristic_period);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int i,j, counted_bars=IndicatorCounted();
double S;
//----
// for(i=Bars-counted_bars-characteristic_period-1;i>=0;i--)
if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars--;
int limit=Bars-counted_bars;
limit=MathMax(limit,characteristic_period-1);
for (i=limit; i>=0; i--)
{
S=0;
for(j=0;j<characteristic_period;j++) S+=MathPow(Indyuk(i+j),2);
S/=characteristic_period;
S=MathSqrt(S);
if(S!=0) Normalizer[i]=Indyuk(i)/S;
Normalizer[i]=MathTanh(Normalizer[i]);
}
//----
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Custom Indicators Used:
Indicator
Order Management characteristics:
Other Features: