//+------------------------------------------------------------------+
//| Parabolic Sub.mq4 |
//| Copyright © 2004, MetaQuotes Software Corp. |
//| http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2004, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net/"
//----
//Added Fix1 September 6, 2006 Advance Index if new bar by Stanley Fiala http://merlin4x.com
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 DodgerBlue
//---- input parameters
extern double Step = 0.02;
extern double Maximum = 0.2;
//---- buffers
double SarBuffer[];
//----
int save_lastreverse;
bool save_dirlong;
double save_start;
double save_last_high;
double save_last_low;
double save_ep;
double save_sar;
int bartime;
//---- Íîìåð áàðà, ïî êîòîðîìó áóäåò èñêàòüñÿ ñèãíàë
#define SIGNAL_BAR 1
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
SetIndexStyle(0, DRAW_ARROW);
SetIndexArrow(0, 159);
SetIndexBuffer(0, SarBuffer);
//----
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void SaveLastReverse(int last, int dir, double start, double low, double high,
double ep, double sar)
{
save_lastreverse = last;
save_dirlong = dir;
save_start = start;
save_last_low = low;
save_last_high = high;
save_ep = ep;
save_sar = sar;
}
//+------------------------------------------------------------------+
//| Parabolic Sell And Reverse system |
//+------------------------------------------------------------------+
int start()
{
static bool first = true;
bool dirlong;
double start, last_high, last_low;
double ep, sar, price_low, price_high, price;
int i, counted_bars = IndicatorCounted();
//----
if(Bars < 3)
return(0);
//---- initial settings
i = Bars - 2;
//----
if(counted_bars == 0 || first)
{
first = false;
dirlong = true;
start = Step;
last_high = -10000000.0;
last_low = 10000000.0;
//----
while(i > 0)
{
save_lastreverse = i;
price_low = Low[i];
//----
if(last_low > price_low)
last_low = price_low;
price_high = High[i];
//----
if(last_high < price_high)
last_high = price_high;
//----
if(price_high > High[i+1] && price_low > Low[i+1])
break;
//----
if(price_high < High[i+1] && price_low < Low[i+1])
{
dirlong = false;
break;
}
i--;
}
//---- initial zero
int k = i;
Print(" k=", k, " Bars=", Bars);
//----
while(k < Bars)
{
SarBuffer[k] = 0.0;
k++;
}
//---- check further
if(dirlong)
{
SarBuffer[i] = Low[i+1];
ep = High[i];
}
else
{
SarBuffer[i] = High[i+1];
ep = Low[i];
}
i--;
}
else
{
i = save_lastreverse;
start = save_start;
dirlong = save_dirlong;
last_high = save_last_high;
last_low = save_last_low;
ep = save_ep;
sar = save_sar;
// Fix1 start
// If new bar increment index
if(Time[0] != bartime)
{
bartime = Time[0];
i++;
}
//Fix1 end
}
//----
while(i >= 0)
{
price_low = Low[i];
price_high = High[i];
//--- check for reverse from long to short
if(dirlong && price_low < SarBuffer[i+1])
{
SaveLastReverse(i, true, start, price_low, last_high, ep, sar);
start = Step;
dirlong = false;
ep = price_low;
last_low = price_low;
SarBuffer[i] = last_high;
i--;
continue;
}
//--- check for reverse from short to long
if(!dirlong && price_high > SarBuffer[i+1])
{
SaveLastReverse(i, false, start, last_low, price_high, ep, sar);
start = Step;
dirlong = true;
ep = price_high;
last_high = price_high;
SarBuffer[i] = last_low;
i--;
continue;
}
//sar(i) = sar(i+1)+start*(ep-sar(i+1))
price = SarBuffer[i+1];
sar = price + start*(ep - price);
//----
if(dirlong)
{
if(ep < price_high && (start + Step) <= Maximum)
start += Step;
//----
if(price_high < High[i+1] && i == Bars - 2)
sar = SarBuffer[i+1];
price = Low[i+1];
//----
if(sar > price)
sar = price;
price = Low[i+2];
//----
if(sar > price)
sar = price;
//----
if(sar > price_low)
{
SaveLastReverse(i, true, start, price_low, last_high, ep, sar);
start = Step;
dirlong = false;
ep = price_low;
last_low = price_low;
SarBuffer[i] = last_high;
i--;
continue;
}
//----
if(ep < price_high)
{
last_high = price_high;
ep = price_high;
}
} //dir-long
else
{
if(ep > price_low && (start + Step) <= Maximum)
start += Step;
//----
if(price_low < Low[i+1] && i == Bars - 2)
sar = SarBuffer[i+1];
price = High[i+1];
//----
if(sar < price)
sar = price;
price = High[i+2];
//----
if(sar < price)
sar = price;
//----
if(sar < price_high)
{
SaveLastReverse(i, false, start, last_low, price_high, ep,sar);
start = Step;
dirlong = true;
ep = price_high;
last_high = price_high;
SarBuffer[i] = last_low;
i--;
continue;
}
//----
if(ep > price_low)
{
last_low = price_low;
ep = price_low;
}
} //dir-short
SarBuffer[i] = sar;
i--;
} //while
// sar=SarBuffer[0];
// price=iSAR(NULL,0,Step,Maximum,0);
// if(sar!=price) Print("custom=",sar," SAR=",price," counted=",counted_bars);
// if(sar==price) Print("custom=",sar," SAR=",price," counted=",counted_bars);
//---- Ñòàòè÷åñêèå ïåðåìåííûå, â êîòîðûõ õðàíÿòñÿ
//---- âðåìÿ ïîñëåäíåãî áàðà è íàïðàâëåíèå ïîñëåäíåãî ñèãíàëà
static int PrevSignal = 0, PrevTime = 0;
//---- Åñëè áàðîì äëÿ àíàëèçà âûáðàí íå 0-é, íàì íåò ñìûñëà ïðîâåðÿòü ñèãíàë
//---- íåñêîëüêî ðàç. Åñëè íå íà÷àëñÿ íîâûé áàð, âûõîäèì.
if(SIGNAL_BAR > 0 && Time[0] <= PrevTime )
return(0);
//---- Îòìå÷àåì, ÷òî ýòîò áàð ïðîâåðåí
PrevTime = Time[0];
//---- Åñëè ïðåäûäóùèé ñèãíàë áûë ÑÅËË èëè ýòî ïåðâûé çàïóñê (PrevSignal=0)
if(PrevSignal <= 0)
{
if(Close[SIGNAL_BAR] - SarBuffer[SIGNAL_BAR] > 0)
{
PrevSignal = 1;
Alert("sParabolic Sub(", Symbol(), ", ", Period(), ") - BUY!!!");
}
}
if(PrevSignal >= 0)
{
if(SarBuffer[SIGNAL_BAR] - Close[SIGNAL_BAR] > 0)
{
PrevSignal = -1;
Alert("sParabolic Sub(", Symbol(), ", ", Period(), ") - SELL!!!");
}
}
//----
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains the lowest prices of each bar
Series array that contains the highest prices of each bar
Series array that contains open time of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_ARROW
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features:
It issuies visual alerts to the screen