//+------------------------------------------------------------------+
//| T3_TrendCF.mq4 |
//| CF = Continuation Factor |
//| Converted by and Copyright of: Ronald Verwer/ROVERCOM |
//| 27/04/06 |
//+------------------------------------------------------------------+
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 Green
#property indicator_color2 Orange
#property indicator_color3 Silver
#property indicator_color4 Silver
#property indicator_width1 2
#property indicator_width2 2
#property indicator_width3 1
#property indicator_width4 1
extern int T3_Period = 16;
extern double T3_Continuation_Factor = 0.618;
double t1[];
double t2[];
double t3[];
double t4[];
double x1[];
double x2[];
double e1,e2,e3,e4,e5,e6;
double c1,c2,c3,c4;
double n,w1,w2,b1,b2,b3;
double ee1,ee2,ee3,ee4,ee5,ee6;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators setting
IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS)+2);
IndicatorShortName("T3 TrendCF "+T3_Period);
IndicatorBuffers(6);
SetIndexBuffer(0,t1);
SetIndexBuffer(1,t2);
SetIndexBuffer(2,t3);
SetIndexBuffer(3,t4);
SetIndexBuffer(4,x1);
SetIndexBuffer(5,x2);
SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,2);
SetIndexStyle(1,DRAW_LINE,STYLE_SOLID,2);
SetIndexStyle(2,DRAW_HISTOGRAM,STYLE_SOLID,1);
SetIndexStyle(3,DRAW_LINE,STYLE_SOLID,1);
SetIndexLabel(0,"T3 pos: "+T3_Period);
SetIndexLabel(1,"T3 neg: "+T3_Period);
SetLevelStyle(0,1,Silver);
SetLevelValue(0,0);
//---- variable reset
e1=0; e2=0; e3=0; e4=0; e5=0; e6=0;
ee1=0; ee2=0; ee3=0; ee4=0; ee5=0; ee6=0;
b1=T3_Continuation_Factor;
b2=b1*b1;
b3=b2*b1;
c1=-b3;
c2=(3*(b2+b3));
c3=-3*(2*b2+b1+b3);
c4=(1+3*b1+b3+3*b2);
n=T3_Period;
if (n<1) n=1;
n = 1 + 0.5*(n-1);
w1 = 2 / (n + 1);
w2 = 1 - w1;
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int i,q,limit;
double chp,chn,cffp,cffn;
int counted_bars=IndicatorCounted();
//---- check for possible errors
if(counted_bars<0) return(-1);
//---- last counted bar will be recounted
if(counted_bars>0) counted_bars--;
limit=Bars-counted_bars;
//---- indicator calculation
for(i=limit; i>=0; i--)
{
x1[i]=iCustom(NULL,0,"Trend_CF",0,i);
e1 = w1*x1[i] + w2*e1;
e2 = w1*e1 + w2*e2;
e3 = w1*e2 + w2*e3;
e4 = w1*e3 + w2*e4;
e5 = w1*e4 + w2*e5;
e6 = w1*e5 + w2*e6;
x2[i]=iCustom(NULL,0,"Trend_CF",1,i);
ee1 = w1*x2[i] + w2*ee1;
ee2 = w1*ee1 + w2*ee2;
ee3 = w1*ee2 + w2*ee3;
ee4 = w1*ee3 + w2*ee4;
ee5 = w1*ee4 + w2*ee5;
ee6 = w1*ee5 + w2*ee6;
t1[i]=c1*e6 + c2*e5 + c3*e4 + c4*e3;
t2[i]=c1*ee6 + c2*ee5 + c3*ee4 + c4*ee3;
t3[i]=t1[i]-t2[i];
t4[i]=t3[i];
}
//----
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Indicator Curves created:
Implements a curve of type DRAW_LINE
Implements a curve of type DRAW_HISTOGRAM
Indicators Used:
Custom Indicators Used:
Trend_CF
Order Management characteristics:
Other Features: