//+------------------------------------------------------------------+
//| NRTR Rosh v2.mq4 |
//| Rosh |
//| http://forexsystems.ru/phpBB/index.php |
//+------------------------------------------------------------------+
//mtf 2008fxtsd ki
#property copyright "Rosh"
#property link "http://forexsystems.ru/phpBB/index.php"
//----
#property indicator_chart_window
#property indicator_buffers 6
#property indicator_color1 Red
#property indicator_color2 Blue
#property indicator_color3 DeepSkyBlue
#property indicator_color4 Tomato
#property indicator_color5 Orange
#property indicator_color6 DodgerBlue
#property indicator_width1 2
#property indicator_width2 2
#property indicator_width3 1
#property indicator_width4 1
#property indicator_width5 0
#property indicator_width6 0
//---- input parameters
extern int PerATR =40;
extern double kATR =2.0;
extern bool Alert_Box =false;
extern bool Send_Mail =false;
extern bool useNewTrendSig =true;
extern int BuySellLevelDrawMode =1;//0-none; 1-lines,2-arrows
extern int FloorCeilLevelDrawMode=1;//0-none; 1-lines,2-arrows
extern int TimeFrame = 0;
extern string note_TimeFrames_ = "M1;5,15,30,60H1;240H4;1440D1;10080W1;43200MN|0-currentTF";
extern string NRTRDrawLineMode = "0-none; 1-lines,2-arrows";
string IndicatorFileName;
//---- buffers
double SellBuffer[];
double BuyBuffer[];
double Ceil[];
double Floor[];
double Trend[];
int sm_Bars;
double SellBufferSig[];
double BuyBufferSig[];
bool TrUpAlerted =false,TrDnAlerted =false;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
IndicatorBuffers(7);
if (BuySellLevelDrawMode==0)BuySellLevelDrawMode=DRAW_NONE;
if (BuySellLevelDrawMode==1)BuySellLevelDrawMode=DRAW_LINE;
if (BuySellLevelDrawMode==2)BuySellLevelDrawMode=DRAW_ARROW;
if (FloorCeilLevelDrawMode==0)FloorCeilLevelDrawMode=DRAW_NONE;
if (FloorCeilLevelDrawMode==1)FloorCeilLevelDrawMode=DRAW_LINE;
if (FloorCeilLevelDrawMode==2)FloorCeilLevelDrawMode=DRAW_ARROW;
SetIndexStyle(0,BuySellLevelDrawMode);
SetIndexStyle(1,BuySellLevelDrawMode);
SetIndexStyle(2,FloorCeilLevelDrawMode);
SetIndexStyle(3,FloorCeilLevelDrawMode);
SetIndexArrow(0,167); //251
SetIndexBuffer(0,SellBuffer);
SetIndexEmptyValue(0,0.0);
//
SetIndexArrow(1,167); //251
SetIndexBuffer(1,BuyBuffer);
SetIndexEmptyValue(1,0.0);
SetIndexArrow(2,158);//159
SetIndexBuffer(2,Ceil);
SetIndexEmptyValue(2,0.0);
//
SetIndexArrow(3,158);//159
SetIndexBuffer(3,Floor);
SetIndexEmptyValue(3,0.0);
if (useNewTrendSig)
{
SetIndexStyle(4,DRAW_ARROW);
SetIndexStyle(5,DRAW_ARROW);
}
else
{
SetIndexStyle(4,DRAW_NONE);
SetIndexStyle(5,DRAW_NONE);
}
SetIndexArrow(4,176); // 250 177 251
SetIndexBuffer(4,SellBufferSig);
SetIndexEmptyValue(4,0.0);
SetIndexArrow(5,176); //250 177 251
SetIndexBuffer(5,BuyBufferSig);
SetIndexEmptyValue(5,0.0);
//
SetIndexBuffer(6,Trend);
SetIndexEmptyValue(6,0);
switch(TimeFrame)
{
case 1: string TimeFrameStr = "M1" ; break;
case 5 : TimeFrameStr = "M5" ; break;
case 15 : TimeFrameStr = "M15"; break;
case 30 : TimeFrameStr = "M30"; break;
case 60 : TimeFrameStr = "H1" ; break;
case 240 : TimeFrameStr = "H4" ; break;
case 1440 : TimeFrameStr = "D1" ; break;
case 10080 : TimeFrameStr = "W1" ; break;
case 43200 : TimeFrameStr = "MN1"; break;
default : TimeFrameStr = "TF0";
}
TimeFrame = MathMax(TimeFrame,Period());
IndicatorFileName = WindowExpertName();
string short_name;
short_name="NRTR_R("+PerATR+ ", "+DoubleToStr(kATR,2)+") "+TimeFrameStr ;
IndicatorShortName(short_name);
SetIndexLabel(0,"DnTrendRes "+short_name);
SetIndexLabel(1,"UpTrendSup "+short_name);
SetIndexLabel(2,"UpTrendCeil "+short_name);
SetIndexLabel(3,"DnTrendFloor "+short_name);
SetIndexLabel(4,"DnTrendSig "+short_name);
SetIndexLabel(5,"UpTrendSig "+short_name);
//----
return(0);
}
//+------------------------------------------------------------------+
//| break downtrend's top |
//+------------------------------------------------------------------+
bool BreakDown(int shift)
{
bool result=false;
if (Close[shift]>SellBuffer[shift+1]) result=true;
return(result);
}
//+------------------------------------------------------------------+
//| break uptrend's butt om |
//+------------------------------------------------------------------+
bool BreakUp(int shift)
{
bool result=false;
if (Close[shift]<BuyBuffer[shift+1]) result=true;
return(result);
}
//+------------------------------------------------------------------+
//| taking new min on downtrend |
//+------------------------------------------------------------------+
bool BreakFloor(int shift)
{
bool result=false;
if (High[shift]<Floor[shift+1]) result=true;
return(result);
}
//+------------------------------------------------------------------+
//| taking new max on uptrend |
//+------------------------------------------------------------------+
bool BreakCeil(int shift)
{
bool result=false;
if (Low[shift]>Ceil[shift+1]) result=true;
return(result);
}
//+------------------------------------------------------------------+
//| def prev trend |
//+------------------------------------------------------------------+
bool Uptrend(int shift)
{
//Print("Trend=",Trend[shift+1]);
bool result=false;
if (Trend[shift+1]==1) result=true;
if (Trend[shift+1]==-1) result=false;
if ((Trend[shift+1]!=1)&&(Trend[shift+1]!=-1)) Print("attension! trend is not defined, thats impossible. bar from the end",(Bars-shift));
return(result);
}
//+------------------------------------------------------------------+
//| volatility calc |
//+------------------------------------------------------------------+
double ATR(int iPer,int shift)
{
double result;
//result=iMA(NULL,0,Per,0,MODE_SMA,PRICE_HIGH,shift+1)-iMA(NULL,0,Per,0,MODE_SMA,PRICE_LOW,shift+1);
result=iATR(NULL,0,iPer,shift);
//if (result>1.0) Alert("big atr=",result);
//Print("ATR[",shift,"]=",result);
return(result);
}
//+------------------------------------------------------------------+
//| setting new ceil |
//+------------------------------------------------------------------+
void NewCeil(int shift)
{
Ceil[shift]=Close[shift];
Floor[shift]=0.0;
}
//+------------------------------------------------------------------+
//| new floor |
//+------------------------------------------------------------------+
void NewFloor(int shift)
{
Floor[shift]=Close[shift];
Ceil[shift]=0.0;
}
//+------------------------------------------------------------------+
//| set sup levl uptrend |
//+------------------------------------------------------------------+
void SetBuyBuffer(int shift)
{
BuyBuffer[shift]=Close[shift]-kATR*ATR(PerATR,shift);
SellBuffer[shift]=0.0;
}
//+------------------------------------------------------------------+
//| sup levl downtrend |
//+------------------------------------------------------------------+
void SetSellBuffer(int shift)
{
SellBuffer[shift]=Close[shift]+kATR*ATR(PerATR,shift);
BuyBuffer[shift]=0.0;
}
//+------------------------------------------------------------------+
//|trend reverce and new levels set |
//+------------------------------------------------------------------+
void NewTrend(int shift)
{
if (Trend[shift+1]==1)
{
Trend[shift]=-1;
NewFloor(shift);
SetSellBuffer(shift);
}
else SellBufferSig[shift]=0.0;
if (Trend[shift+1]==-1)
{
Trend[shift]=1;
NewCeil(shift);
SetBuyBuffer(shift);
}
}
//+------------------------------------------------------------------+
//| trend continuation |
//+------------------------------------------------------------------+
void CopyLastValues(int shift)
{
SellBuffer[shift]=SellBuffer[shift+1];
BuyBuffer[shift]=BuyBuffer[shift+1];
Ceil[shift]=Ceil[shift+1];
Floor[shift]=Floor[shift+1];
Trend[shift]=Trend[shift+1];
}
//+------------------------------------------------------------------+
//| trend continuation |
//+------------------------------------------------------------------+
void SendSMS(int shift)
{
string Message;
string Signal;
Message ="NRTR Signal "+Symbol()+" TF"+TimeFrame+" on M" +Period()+"chart; Bid="+DoubleToStr(Bid,4);//+Bid;//NormalizeDouble(Bid,4);//+NormalizeDouble(Bid,Digits);//
if (sm_Bars!=Bars)
sm_Bars=Bars;
if ((Trend[shift+1]*Trend[shift+2]==-1)&&(shift==0)&& Volume[0]>1) // trend changed
{
if (Trend[shift+1]==1)
{
Signal = " NRTR turned UP";
if (Send_Mail) SendMail (Message ,"" +Signal);
if (Alert_Box &&!TrUpAlerted) Alert (Message+ Signal);
TrUpAlerted =true;TrDnAlerted =false;
}
else
{
Signal = " NRTR turned Down";
if (Send_Mail) SendMail (Message ,"" +Signal);
if (Alert_Box &&!TrDnAlerted) Alert (Message + Signal);
TrUpAlerted =false;TrDnAlerted =true;
}
}
return;
}
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int counted_bars=IndicatorCounted();
int i,limit;
if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars--;
limit=Bars-counted_bars;
if (TimeFrame != Period())
{
datetime TimeArray[];
limit = MathMax(limit,TimeFrame/Period());
ArrayCopySeries(TimeArray ,MODE_TIME ,NULL,TimeFrame);
for(i=0,int y=0; i<limit; i++)
{
if(Time[i]<TimeArray[y]) y++;
SellBuffer[i]= iCustom(NULL,TimeFrame,IndicatorFileName,PerATR,kATR,Alert_Box,
Send_Mail,useNewTrendSig,BuySellLevelDrawMode,FloorCeilLevelDrawMode,0,y);
BuyBuffer[i] = iCustom(NULL,TimeFrame,IndicatorFileName,PerATR,kATR,Alert_Box,
Send_Mail,useNewTrendSig,BuySellLevelDrawMode,FloorCeilLevelDrawMode,1,y);
Ceil[i] = iCustom(NULL,TimeFrame,IndicatorFileName,PerATR,kATR,Alert_Box,
Send_Mail,useNewTrendSig,BuySellLevelDrawMode,FloorCeilLevelDrawMode,2,y);
Floor[i] = iCustom(NULL,TimeFrame,IndicatorFileName,PerATR,kATR,Alert_Box,
Send_Mail,useNewTrendSig,BuySellLevelDrawMode,FloorCeilLevelDrawMode,3,y);
SellBufferSig[i]= iCustom(NULL,TimeFrame,IndicatorFileName,PerATR,kATR,Alert_Box,
Send_Mail,useNewTrendSig,BuySellLevelDrawMode,FloorCeilLevelDrawMode,4,y);
BuyBufferSig[i] = iCustom(NULL,TimeFrame,IndicatorFileName,PerATR,kATR,Alert_Box,
Send_Mail,useNewTrendSig,BuySellLevelDrawMode,FloorCeilLevelDrawMode,5,y);
}
return(0);
}
if (counted_bars>0) limit=Bars-counted_bars;
if (counted_bars<0) return(0);
if (counted_bars==0)
{
limit=Bars-PerATR-1;
if (Close[limit+1]>Open[limit+1]) {Trend[limit+1]=1;Ceil[limit+1]=Close[limit+1];BuyBuffer[limit+1]=Close[limit+1]-kATR*ATR(PerATR,limit+1);}
if (Close[limit+1]<Open[limit+1]) {Trend[limit+1]=-1;Floor[limit+1]=Close[limit+1];SellBuffer[limit+1]=Close[limit+1]+kATR*ATR(PerATR,limit+1);}
if (Close[limit+1]==Open[limit+1]) {Trend[limit+1]=1;Ceil[limit+1]=Close[limit+1];BuyBuffer[limit+1]=Close[limit+1]-kATR*ATR(PerATR,limit+1);}
}
//----
for(int cnt=limit;cnt>=0;cnt--)
{
SendSMS(cnt);
if (Uptrend(cnt))
{
//Print("UpTrend");
if (BreakCeil(cnt))
{
NewCeil(cnt);
SetBuyBuffer(cnt);
Trend[cnt]=1;
continue;
}
if (BreakUp(cnt))
{
NewTrend(cnt);
continue;
}
CopyLastValues(cnt);
}
else
{
//Print("DownTrend");
if (BreakFloor(cnt))
{
NewFloor(cnt);
SetSellBuffer(cnt);
Trend[cnt]=-1;
continue;
}
if (BreakDown(cnt))
{
NewTrend(cnt);
continue;
}
CopyLastValues(cnt);
}
}
// NewTrendSignal
for( cnt=limit;cnt>=0;cnt--)
{
if(Trend[cnt+1]==-1 &&Trend[cnt]==1 )
{ BuyBufferSig[cnt]=BuyBuffer[cnt];}
else BuyBufferSig[cnt]=0.0;
}
for( cnt=limit;cnt>=0;cnt--)
{
if(Trend[cnt+1]==1 && Trend[cnt]==-1 )
{ SellBufferSig[cnt]=SellBuffer[cnt];}
else SellBufferSig[cnt]=0.0;
}
//----
return(0);
}
//+------------------------------------------------------------------+
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 tick volumes of each bar
Series array that contains open time of each bar
Series array that contains open prices of each bar
Indicator Curves created:
Implements a curve of type BuySellLevelDrawMode
Implements a curve of type FloorCeilLevelDrawMode
Implements a curve of type DRAW_ARROW
Implements a curve of type DRAW_NONE
Indicators Used:
Indicator of the average true range
Custom Indicators Used:
Order Management characteristics:
Other Features: