//+------------------------------------------------------------------+
//| StepMA_v7.1.mq4 |
//| Copyright © 2006, TrendLaboratory |
//| http://finance.groups.yahoo.com/group/TrendLaboratory |
//| E-mail: igorad2003@yahoo.co.uk |
//+------------------------------------------------------------------+
//| Modifications: |
//| - StepMA_v7.2, 2006/06/26, by Ogeima, ph_bresson@yahoo.com |
//| - Color Mode 3 |
//| - UpDownShift to ColorMode2 and ColorMode3 |
//| - Fixed LineBuffer[] for every ColorMode, in order to enable |
//| applying a MovingAverage(1) on top of the StepMA, |
//| thus enabling the charting of LevelLines on the StepMA |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, TrendLaboratory"
#property link "http://finance.groups.yahoo.com/group/TrendLaboratory"
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 Aqua
#property indicator_color2 Lime
#property indicator_color3 Red
//---- input parameters
extern int Length = 10; // Volty Length
extern double Kv = 0.5; // Sensivity Factor
extern int StepSize = 20; // Constant Step Size (if need)
extern int MA_Mode = 0; // Volty MA Mode : 0-SMA, 1-LWMA
extern int Advance = 0; // Offset
extern double Percentage = 0; // Percentage of Up/Down Moving
extern double UpDownShift = 0; // Number of Up/Down Moving, in points. For ColorMode==3 only.
extern bool HighLow = false; // High/Low Mode Switch (more sensitive)
extern int ColorMode = 2; // Color Mode Switch
extern int BarsNumber = 0;
//---- indicator buffers
double LineBuffer[];
double UpBuffer[];
double DnBuffer[];
double smin[];
double smax[];
double trend[];
double StepMA=0, ATR0=0,ATRmax=-100000,ATRmin=1000000;
int limit;
//---- StepSize Calculation
double StepSizeCalc ( int Len, double Km, int Size, int k)
{
double result;
if( Size==0 )
{
double AvgRange=0;
double Weight = 0;
for (int i=Len-1;i>=0;i--)
{
if(MA_Mode==0) double alfa= 1.0; else alfa= 1.0*(Len-i)/Len;
AvgRange+= alfa*(High[k+i]-Low[k+i]);
Weight += alfa;
}
ATR0 = AvgRange/Weight;
if (ATR0>ATRmax) ATRmax=ATR0;
if (ATR0<ATRmin) ATRmin=ATR0;
result=MathRound(0.5*Km*(ATRmax+ATRmin)/Point);
}
else
result=Km*StepSize;
return(result);
}
//---- StepMA Calculation
double StepMACalc (bool HL, double Size, int k)
{
int counted_bars=IndicatorCounted();
double result;
if (HL)
{
smax[k]=Low[k]+2.0*Size*Point;
smin[k]=High[k]-2.0*Size*Point;
}
else
{
smax[k]=Close[k]+2.0*Size*Point;
smin[k]=Close[k]-2.0*Size*Point;
}
if (counted_bars==0){smax[limit+1]=smax[limit];smin[limit+1]=smin[limit];trend[limit+1]=0;}
trend[k]=trend[k+1];
if (Close[k]>smax[k+1]) trend[k]=1;
if (Close[k]<smin[k+1]) trend[k]=-1;
if(trend[k]>0)
{
if(smin[k]<smin[k+1]) smin[k]=smin[k+1];
result=smin[k]+Size*Point;
}
else
{
if(smax[k]>smax[k+1]) smax[k]=smax[k+1];
result=smax[k]-Size*Point;
}
//Print (" k=",k," trend=",trend[k], " res=",result," Smax=", smax[k], " Smin=", smin[k]);
return(result);
}
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
string short_name;
//---- indicator line
IndicatorBuffers(6);
// SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,2);
SetIndexStyle(0,DRAW_LINE);
SetIndexStyle(1,DRAW_LINE);
SetIndexStyle(2,DRAW_LINE);
SetIndexArrow(1,159);
SetIndexArrow(2,159);
SetIndexBuffer(0,LineBuffer);
SetIndexBuffer(1,UpBuffer);
SetIndexBuffer(2,DnBuffer);
SetIndexShift(0,Advance);
SetIndexShift(1,Advance);
SetIndexShift(2,Advance);
SetIndexBuffer(3,smin);
SetIndexBuffer(4,smax);
SetIndexBuffer(5,trend);
//---- name for DataWindow and indicator subwindow label
short_name="StepMA("+Length+","+Kv+","+StepSize+")";
IndicatorShortName(short_name);
SetIndexLabel(0,short_name);
SetIndexLabel(1,"UpTrend");
SetIndexLabel(2,"DownTrend");
//----
SetIndexDrawBegin(0,Length);
SetIndexDrawBegin(1,Length);
SetIndexDrawBegin(2,Length);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| StepMA_v7.2 |
//+------------------------------------------------------------------+
int start()
{
int shift, counted_bars=IndicatorCounted();
if ( BarsNumber > 0 ) int Nbars=BarsNumber; else Nbars=Bars;
if ( counted_bars > 0 ) limit=Bars-counted_bars;
if ( counted_bars < 0 ) return(0);
if ( counted_bars ==0 ) limit=Nbars-Length-1;
for(shift=limit;shift>=0;shift--)
{
int Step = StepSizeCalc( Length, Kv, StepSize, shift);
Comment (" StepSize= ", Step);
StepMA = StepMACalc ( HighLow, Step, shift)+Percentage/100.0*Step*Point;
if ( ColorMode == 0) LineBuffer[shift]=StepMA;
if ( ColorMode == 1)
{
if ( trend[shift]>0 )
{
UpBuffer[shift]=StepMA-Step*Point;
LineBuffer[shift]= UpBuffer[shift];
DnBuffer[shift]=EMPTY_VALUE;
}
else
if ( trend[shift]<0 )
{
DnBuffer[shift]=StepMA+Step*Point;
LineBuffer[shift]= DnBuffer[shift];
UpBuffer[shift]=EMPTY_VALUE;
}
}
else
if ( ColorMode == 2)
{
if (trend[shift]>0)
{
UpBuffer[shift]=StepMA+UpDownShift*Point;
if ( trend[shift+1] < 0 ) UpBuffer[shift+1] = DnBuffer[shift+1];
LineBuffer[shift]= UpBuffer[shift];
DnBuffer[shift]=EMPTY_VALUE;
}
if (trend[shift]<0)
{
DnBuffer[shift]=StepMA-UpDownShift*Point;
if ( trend[shift+1] > 0 ) DnBuffer[shift+1] = UpBuffer[shift+1];
LineBuffer[shift]= DnBuffer[shift];
UpBuffer[shift]=EMPTY_VALUE;
}
}//end if ( ColorMode == 2)
else
if ( ColorMode == 3)
{
if ( trend[shift]>0 )
{
UpBuffer[shift]=StepMA+(Step+UpDownShift)*Point;
LineBuffer[shift]= UpBuffer[shift];
DnBuffer[shift]=EMPTY_VALUE;
}
else
if ( trend[shift]<0 )
{
DnBuffer[shift]=StepMA-(Step+UpDownShift)*Point;
LineBuffer[shift]= DnBuffer[shift];
UpBuffer[shift]=EMPTY_VALUE;
}
}//end if ( ColorMode == 3)
else
{
LineBuffer[shift]=StepMA;
UpBuffer[shift]=EMPTY_VALUE;
DnBuffer[shift]=EMPTY_VALUE;
}
}//end for(shift=limit;shift>=0;shift--)
return(0);
}
Sample
Analysis
Market Information Used:
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: