Schaff_Trend_Cycle_mtf





//+------------------------------------------------------------------+
//|                                           Schaff Trend Cycle.mq4 |
//|                                                           mladen |
//+------------------------------------------------------------------+
//mtf2008fxtsd ki
#property copyright "mladen"
#property link      "mladenfx@gmail.com"

#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1  Red

#property indicator_maximum 100
#property indicator_minimum 0

#property indicator_level1 80
#property indicator_level2 50
#property indicator_level3 20
#property indicator_levelcolor SlateGray

//
//
//
//
//

extern int STCPeriod    = 10;
extern int FastMAPeriod = 23;
extern int SlowMAPeriod = 50;


extern int TimeFrame = 0;
extern string  note_TimeFrames = "M1;5,15,30,60H1;240H4;1440D1;10080W1;43200MN|0-CurrentTF";
string  IndicatorFileName;


//
//
//
//
//

double stcBuffer[];
double macdBuffer[];
double fastKBuffer[];
double fastDBuffer[];
double fastKKBuffer[];


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//
//
//
//
//

int init()
{
   IndicatorBuffers(5);
      SetIndexBuffer(0,stcBuffer);
      SetIndexBuffer(1,macdBuffer);
      SetIndexBuffer(2,fastKBuffer);
      SetIndexBuffer(3,fastDBuffer);
      SetIndexBuffer(4,fastKKBuffer);
      
      
      TimeFrame=MathMax(TimeFrame, Period());
string shortname = "Schaff TC ("+STCPeriod+","+FastMAPeriod+","+SlowMAPeriod+") ["+TimeFrame+"]";

   SetIndexLabel(0, ""+shortname); 
   IndicatorShortName(shortname);
   IndicatorFileName = WindowExpertName();


   return(0);
}

int deinit()
{
   return(0);
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//
//
//
//
//

int start()
{
   
   int counted_bars=IndicatorCounted();
   int      limit,i;
   if(counted_bars < 0) return(-1);
   if(counted_bars>0) counted_bars--;
   limit = Bars-counted_bars;

   if (TimeFrame != Period())
      {
         limit = MathMax(limit,TimeFrame/Period());
         datetime TimeArray[];
         ArrayCopySeries(TimeArray ,MODE_TIME ,NULL,TimeFrame);
        
           for(i=0,int y=0; i<limit; i++)
           {
           if(Time[i]<TimeArray[y]) y++;

  stcBuffer[i]=iCustom(NULL,TimeFrame,IndicatorFileName,STCPeriod,FastMAPeriod,SlowMAPeriod,0,y);
            }

         return(0);         
      }

   

   //
   //
   //
   //
   //
   
   for(i = limit; i >= 0; i--)
   {
      macdBuffer[i] = iMA(NULL,0,FastMAPeriod,0,MODE_EMA,PRICE_CLOSE,i)-
                      iMA(NULL,0,SlowMAPeriod,0,MODE_EMA,PRICE_CLOSE,i);

      //
      //
      //
      //
      //
      
      double lowMacd  = minValue(macdBuffer,i);
      double highMacd = maxValue(macdBuffer,i)-lowMacd;
         if (highMacd > 0)
               fastKBuffer[i] = 100*((macdBuffer[i]-lowMacd)/highMacd);
         else  fastKBuffer[i] = fastKBuffer[i+1];
               fastDBuffer[i] = fastDBuffer[i+1]+0.5*(fastKBuffer[i]-fastDBuffer[i+1]);
               
      //
      //
      //
      //
      //
                     
      double lowStoch  = minValue(fastDBuffer,i);
      double highStoch = maxValue(fastDBuffer,i)-lowStoch;
         if (highStoch > 0)
               fastKKBuffer[i] = 100*((fastDBuffer[i]-lowStoch)/highStoch);
         else  fastKKBuffer[i] = fastKKBuffer[i+1];
               stcBuffer[i]    = stcBuffer[i+1]+0.5*(fastKKBuffer[i]-stcBuffer[i+1]);
   }   
   return(0);
}


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//
//
//
//
//

double minValue(double& array[],int shift)
{
   double minValue = array[shift];
            for (int i=1; i<STCPeriod; i++) minValue = MathMin(minValue,array[shift+i]);
   return(minValue);
}
double maxValue(double& array[],int shift)
{
   double maxValue = array[shift];
            for (int i=1; i<STCPeriod; i++) maxValue = MathMax(maxValue,array[shift+i]);
   return(maxValue);
}



Sample





Analysis



Market Information Used:

Series array that contains open time of each bar


Indicator Curves created:



Indicators Used:


Moving average indicator


Custom Indicators Used:
IndicatorFileName

Order Management characteristics:

Other Features: