//+------------------------------------------------------------------+
//| zscore.mq4 |
//| mtf fx tsd ki modulatum |
//+------------------------------------------------------------------+
// C-MA(C,60)/ Stddev(C,60) normalizes price over a period60
#property copyright "Mod"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 BlueViolet
#property indicator_color2 DeepSkyBlue
//#property indicator_level1 0
#property indicator_level1 2
#property indicator_level2 1
#property indicator_level3 -1
#property indicator_level4 -2
#property indicator_levelcolor DarkSlateGray
//---- input parameters
extern int TimeFrame = 0;
extern int MA1_Period = 20;
extern int MA2_Period = 38;
extern string note_MA_Method_Mode = "SMA0 EMA1 SMMA2 LWMA3";
extern int MA1_Method = 0;
extern int MA2_Method = 0;
extern string note_Price = "C0,O1, 2H3L,4Md 5Tp 6WghC: Md(HL/2)4,Tp(HLC/3)5,Wgh(HLCC/4)6";
extern int MA1_Price = 0;
extern int MA2_Price = 0;
extern bool DrawMa1Histo = true;
extern int barsToCount = 2000;
extern string TimeFrames = "M1;5,15,30,60H1;240H4;1440D1;10080W1;43200MN|0-CurrentTF";
//---- buffers
double zscore1[];
double zscore2[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
IndicatorBuffers(2);
SetIndexBuffer(1,zscore1);
SetIndexBuffer(0,zscore2);
if (DrawMa1Histo) SetIndexStyle(0,DRAW_HISTOGRAM);
else SetIndexStyle(0,DRAW_LINE);
SetIndexStyle(1,DRAW_LINE);
//----
IndicatorShortName("zscore ["+TimeFrame+"]"+MA1_Period+"|"+MA2_Period+"");
if (TimeFrame<Period())TimeFrame=Period();
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
datetime TimeArray[];
int i,limit,y=0,counted_bars=IndicatorCounted();
ArrayCopySeries(TimeArray,MODE_TIME,Symbol(),TimeFrame);
limit= Bars-counted_bars;
limit= MathMax(limit,TimeFrame/Period());
limit= MathMin(limit,barsToCount);
//----
for(i=0,y=0;i<limit;i++)
{
if (Time[i]<TimeArray[y]) y++;
zscore1[i] = (iClose(NULL,TimeFrame,y)-iMA(NULL,TimeFrame,MA1_Period,0,MA1_Method,MA1_Price,y))/iStdDev(NULL,TimeFrame,MA1_Period,0,MA1_Method,MA1_Price,y);
zscore2[i] = (iClose(NULL,TimeFrame,y)-iMA(NULL,TimeFrame,MA2_Period,0,MA2_Method,MA2_Price,y))/iStdDev(NULL,TimeFrame,MA2_Period,0,MA2_Method,MA2_Price,y);
}
//----
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
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_HISTOGRAM
Implements a curve of type DRAW_LINE
Indicators Used:
Moving average indicator
Standard Deviation indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: