QQEm1_mtf





//+------------------------------------------------------------------+
//| Qualitative Quantitative Estimation Indicator   for Metatrader 4 |
//|                                    Copyright © 2006Roman Ignatov |
//|QQEm1_mtf                          mailto:roman.ignatov@gmail.com |
//+------------------------------------------------------------------+
//mod2007fxtsd   ki
#property copyright "Copyright © 200 Roman Ignatov"
#property link      "mailto:roman.ignatov@gmail.com"

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_color1 DarkViolet
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2

#property indicator_color2 Teal
#property indicator_style2 4


extern int SF = 5;
extern int SF_Mode = 1;
extern int RSI_Period = 14;
extern int RSI_Price = 0;
extern double DARFACTOR = 4.236; 

extern int TimeFrame = 0;
extern string  note_TimeFrames = "M1;5,15,30,60H1;240H4;1440D1;10080W1;43200MN|0-CurrentTF";
extern string  notes__ = "RSI(14);RsiMa(SF);WildersPeriod(rsi*2-1);MaAtrRsi(WP)";
extern string  SF_Rsi_MaMode = "SMA0 EMA1 SMMA2 LWMA3";
extern string  SF_Rsi_Price = "0C 1O 2H 3L 4Md 5Tp 6WghC : Md(HL/2)4,Tp(HLC/3)5,Wgh(HLCC/4)6";

string IndicatorFileName;


//int RSI_Period = 14;
int Wilders_Period;
int StartBar;

double TrLevelSlow[];
double AtrRsi[];
double MaAtrRsi[];
double Rsi[];
double RsiMa[];

int init()
{
    Wilders_Period = RSI_Period * 2 - 1;
    if (Wilders_Period < SF)
        StartBar = SF;
    else
        StartBar = Wilders_Period;
        
    IndicatorBuffers(6);
    SetIndexBuffer(0, RsiMa);
    SetIndexStyle(0, DRAW_LINE);
    SetIndexDrawBegin(0, StartBar);
    SetIndexStyle(1, DRAW_LINE);
    SetIndexBuffer(1, TrLevelSlow);
    SetIndexDrawBegin(1, StartBar);
    SetIndexBuffer(2, AtrRsi);
    SetIndexBuffer(3, MaAtrRsi);
    SetIndexBuffer(4, Rsi);
    
     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());
    string ShortName;
    ShortName = "QQEm ( "+SF+","+RSI_Period+" ) ["+TimeFrameStr+"] ";

    IndicatorShortName (ShortName);
    IndicatorFileName = WindowExpertName();

    SetIndexLabel(0, "RsiMa "+ShortName+"");
    SetIndexLabel(1, "TrLevelSlow "+ShortName+"");


    return(0);
}



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++;
            
       RsiMa [i]     =iCustom(NULL,TimeFrame,IndicatorFileName,SF,SF_Mode,RSI_Period,RSI_Price,DARFACTOR,0,y);
       TrLevelSlow[i]=iCustom(NULL,TimeFrame,IndicatorFileName,SF,SF_Mode,RSI_Period,RSI_Price,DARFACTOR,1,y);

         }
       return(0);         
     }

    int counted;
    double rsi0, rsi1, dar, tr, dv;
    
    if(Bars <= StartBar)
        return (0);

    counted = IndicatorCounted();
    if(counted < 1)
        for(i = Bars - StartBar; i < Bars; i++)
        {
            TrLevelSlow[i] = 0.0;
            AtrRsi[i] = 0.0;
            MaAtrRsi[i] = 0.0;
            Rsi[i] = 0.0;
            RsiMa[i] = 0.0;
        }
    
    counted = Bars - counted - 1;
        
    for (i = counted; i >= 0; i--)
        Rsi[i] = iRSI(NULL, 0, RSI_Period, RSI_Price, i);

    for (i = counted; i >= 0; i--)
    {
        RsiMa[i] = iMAOnArray(Rsi, 0, SF, 0, SF_Mode, i);
        AtrRsi[i] = MathAbs(RsiMa[i + 1] - RsiMa[i]);
    }

    for (i = counted; i >= 0; i--)
        MaAtrRsi[i] = iMAOnArray(AtrRsi, 0, Wilders_Period, 0, SF_Mode, i);

    i = counted + 1;
    tr = TrLevelSlow[i];
    rsi1 = iMAOnArray(Rsi, 0, SF, 0, SF_Mode, i);
    while (i > 0)
    {
        i--;
        rsi0 = iMAOnArray(Rsi, 0, SF, 0, SF_Mode, i);
        dar = iMAOnArray(MaAtrRsi, 0, Wilders_Period, 0, SF_Mode, i) * DARFACTOR;

        dv = tr;
        if (rsi0 < tr)
        {
            tr = rsi0 + dar;
            if (rsi1 < dv)
                if (tr > dv)
                    tr = dv;
        }
        else if (rsi0 > tr)
        {
            tr = rsi0 - dar;
            if (rsi1 > dv)
                if (tr < dv)
                    tr = dv;
        }
        TrLevelSlow[i] = tr;
        rsi1 = rsi0;
    }
    
    return(0);
}






Sample





Analysis



Market Information Used:

Series array that contains open time of each bar


Indicator Curves created:


Implements a curve of type DRAW_LINE

Indicators Used:


Relative strength index
Moving average indicator


Custom Indicators Used:
IndicatorFileName

Order Management characteristics:

Other Features: