//+------------------------------------------------------------------+ //| AllAverages_v2.1.mq4 | //| Copyright © 2007-08, TrendLaboratory | //| http://finance.groups.yahoo.com/group/TrendLaboratory | //| E-mail: igorad2003@yahoo.co.uk | //+------------------------------------------------------------------+ // mod2008fxtsd + OTCFXLables ki // List of MAs: // MA_Method= 0: SMA - Simple Moving Average // MA_Method= 1: EMA - Exponential Moving Average // MA_Method= 2: Wilder - Wilder Exponential Moving Average // MA_Method= 3: LWMA - Linear Weighted Moving Average // MA_Method= 4: SineWMA - Sine Weighted Moving Average // MA_Method= 5: TriMA - Triangular Moving Average // MA_Method= 6: LSMA - Least Square Moving Average (or EPMA, Linear Regression Line) // MA_Method= 7: SMMA - Smoothed Moving Average // MA_Method= 8: HMA - Hull Moving Average by Alan Hull // MA_Method= 9: ZeroLagEMA - Zero-Lag Exponential Moving Average // MA_Method=10: DEMA - Double Exponential Moving Average by Patrick Mulloy // MA_Method=11: T3 - T3 by T.Tillson // MA_Method=12: ITrend - Instantaneous Trendline by J.Ehlers // MA_Method=13: Median - Moving Median // MA_Method=14: GeoMean - Geometric Mean // MA_Method=15: REMA - Regularized EMA by Chris Satchwell // MA_Method=16: ILRS - Integral of Linear Regression Slope // MA_Method=17: IE/2 - Combination of LSMA and ILRS #property copyright "Copyright © 2007-08, TrendLaboratory" #property link "http://finance.groups.yahoo.com/group/TrendLaboratory" #property indicator_chart_window #property indicator_buffers 1 #property indicator_color1 DarkOrange #property indicator_width1 2 //---- extern int TimeFrame = 0; extern int MA_Period = 14; extern int MA_Method = 0; extern int Price = 0; extern int MA_Shift = 0; extern bool ShowLables = true; extern int Label_Size = 8; extern color LabelCol = DarkOrange; string xLAb1; extern string note_MA_Method ="0SMA 1EMA 2WilderSMMA 3LWMA 4SineWMA 5TriMA 6LSMA 7SMMA 8HMA 9ZeroLagEMA 10DEMA 11T3 12iTrendJEhlers 13Median 14GeoMean 15REMA 16ILRS 17IE/2"; extern string note_Price = "0C 1O 2H 3L 4Md 5Tp 6WghC: Md(HL/2)4,Tp(HLC/3)5,Wgh(HLCC/4)6"; extern string TimeFrames = "M1;5,15,30,60H1;240H4;1440D1;10080W1;43200MN"; //---- double MA[]; //---- double tmp[][6]; int draw_begin, pBars, mcnt_bars; string short_name; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS)+2); SetIndexStyle(0,DRAW_LINE); if(TimeFrame == 0 || TimeFrame < Period()) TimeFrame = Period(); SetIndexShift(0,MA_Shift*TimeFrame/Period()); draw_begin=MA_Period*TimeFrame/Period(); //---- switch(MA_Method) { case 1 : short_name="EMA("; break; case 2 : short_name="SMMAmt4("; break; case 3 : short_name="LWMA("; break; case 4 : short_name="SineWMA("; break; case 5 : short_name="TriMA("; break; case 6 : short_name="LSMA("; break; case 7 : short_name="SMMAreal("; break; case 8 : short_name="HMA("; break; case 9 : short_name="ZLagEMA("; break; case 10: short_name="DEMA("; break; case 11: short_name="T3("; break; case 12: short_name="InstTrend("; break; case 13: short_name="Median("; break; case 14: short_name="GeometrMean("; break; case 15: short_name="REMA("; break; case 16: short_name="ILRS("; break; case 17: short_name="IE/2("; break; default: MA_Method=0; short_name="SMA("; } switch(TimeFrame) { case 1 : string TF = "M1"; break; case 5 : TF = "M5"; break; case 15 : TF = "M15"; break; case 30 : TF = "M30"; break; case 60 : TF = "H1"; break; case 240 : TF ="H4"; break; case 1440 : TF="D1"; break; case 10080 : TF="W1"; break; case 43200 : TF="MN1"; break; default : TF="Current"; } IndicatorShortName(short_name+MA_Period+") "+TF); xLAb1 = short_name+MA_Period+") "+TF; SetIndexDrawBegin(0,draw_begin); SetIndexLabel(0,short_name+MA_Period+") "+TF); //---- SetIndexBuffer(0,MA); //---- return(0); } //---- int deinit() { ObjectDelete(xLAb1); return(0); } //---- //+------------------------------------------------------------------+ //| AllAverages_v2.1 | //+------------------------------------------------------------------+ int start() { int limit, y, i, shift, cnt_bars=IndicatorCounted(); double aPrice[], mMA[]; int mBars = iBars(NULL,TimeFrame); if(mBars != pBars) { ArrayResize(aPrice,mBars); ArrayResize(mMA,mBars); ArrayResize(tmp,mBars); pBars = mBars; } if(cnt_bars<1) { for(i=1;i<=draw_begin;i++) MA[Bars-i]=iMA(NULL,TimeFrame,1,0,0,Price,Bars-i); mcnt_bars = 1; } //---- if(mcnt_bars > 1) mcnt_bars--; for(y=mcnt_bars-1;y<mBars;y++) { aPrice[y] = iMA(NULL,TimeFrame,1,0,0,Price,mBars-y-1); switch(MA_Method) { case 1 : mMA[y] = EMA(aPrice[y],mMA,MA_Period,y); break; case 2 : mMA[y] = Wilder(aPrice,mMA,MA_Period,y); break; case 3 : mMA[y] = LWMA(aPrice,MA_Period,y); break; case 4 : mMA[y] = SineWMA(aPrice,MA_Period,y); break; case 5 : mMA[y] = TriMA(aPrice,MA_Period,y); break; case 6 : mMA[y] = LSMA(aPrice,MA_Period,y); break; case 7 : mMA[y] = SMMA(aPrice,mMA,MA_Period,y); break; case 8 : mMA[y] = HMA(aPrice,MA_Period,y); break; case 9 : mMA[y] = ZeroLagEMA(aPrice,mMA,MA_Period,y); break; case 10: mMA[y] = DEMA(0,aPrice[y],MA_Period,1,y); break; case 11: mMA[y] = T3(aPrice[y],MA_Period,0.7,y); break; case 12: mMA[y] = ITrend(aPrice,mMA,MA_Period,y); break; case 13: mMA[y] = Median(aPrice,MA_Period,y); break; case 14: mMA[y] = GeoMean(aPrice,MA_Period,y); break; case 15: mMA[y] = REMA(aPrice[y],mMA,MA_Period,0.5,y); break; case 16: mMA[y] = ILRS(aPrice,MA_Period,y); break; case 17: mMA[y] = IE2(aPrice,MA_Period,y); break; default: mMA[y] = SMA(aPrice,MA_Period,y); break; } if(TimeFrame == Period()) MA[mBars-y-1] = mMA[y]; } mcnt_bars = mBars-1; if(TimeFrame > Period()) { if(cnt_bars>0) cnt_bars--; limit = Bars-cnt_bars+TimeFrame/Period()-1; for(shift=0,y=0;shift<limit;shift++) { if (Time[shift] < iTime(NULL,TimeFrame,y)) y++; MA[shift] = mMA[mBars-y-1]; } } //---- if (ObjectFind(xLAb1) != 0 && ShowLables) ObjectCreate(xLAb1,OBJ_TEXT,0,0,0); ObjectMove(xLAb1,0,Time[0], MA[0]); ObjectSetText(xLAb1," -< "+xLAb1+" " +DoubleToStr( MA[0],Digits), Label_Size, "Verdana", LabelCol); return(0); } // MA_Method=0: SMA - Simple Moving Average double SMA(double array[],int per,int bar) { double Sum = 0; for(int i = 0;i < per;i++) Sum += array[bar-i]; return(Sum/per); } // MA_Method=1: EMA - Exponential Moving Average double EMA(double price,double array[],int per,int bar) { if(bar == 2) double ema = price; else if(bar > 2) ema = array[bar-1] + 2.0/(1+per)*(price - array[bar-1]); return(ema); } // MA_Method=2: Wilder - Wilder Exponential Moving Average double Wilder(double array1[],double array2[],int per,int bar) { if(bar == per) double wilder = SMA(array1,per,bar); else if(bar > per) wilder = array2[bar-1] + (array1[bar] - array2[bar-1])/per; return(wilder); } // MA_Method=3: LWMA - Linear Weighted Moving Average double LWMA(double array[],int per,int bar) { double Sum = 0; double Weight = 0; for(int i = 0;i < per;i++) { Weight+= (per - i); Sum += array[bar-i]*(per - i); } if(Weight>0) double lwma = Sum/Weight; else lwma = 0; return(lwma); } // MA_Method=4: SineWMA - Sine Weighted Moving Average double SineWMA(double array[],int per,int bar) { double pi = 3.1415926535; double Sum = 0; double Weight = 0; double del = 0.5*pi/per; for(int i = 0;i < per;i++) { Weight+= MathSin(pi*(i+1)/(per+1)); Sum += array[bar-i]*MathSin(pi*(i+1)/(per+1)); } if(Weight>0) double swma = Sum/Weight; else swma = 0; return(swma); } // MA_Method=5: TriMA - Triangular Moving Average double TriMA(double array[],int per,int bar) { double sma[]; int len = MathCeil((per+1)*0.5); ArrayResize(sma,len); double sum=0; for(int i = 0;i < len;i++) { sma[i] = SMA(array,len,bar-i); sum +=sma[i]; } double trima = sum/len; return(trima); } // MA_Method=6: LSMA - Least Square Moving Average (or EPMA, Linear Regression Line) double LSMA(double array[],int per,int bar) { double Sum=0; for(int i=per; i>=1; i--) Sum += (i-(per+1)/3.0)*array[bar-per+i]; double lsma = Sum*6/(per*(per+1)); return(lsma); } // MA_Method=7: SMMA - Smoothed Moving Average double SMMA(double array1[],double array2[],int per,int bar) { if(bar == per) double smma = SMA(array1,per,bar); else if(bar > per) { double Sum = 0; for(int i = 0;i < per;i++) Sum += array1[bar-i-1]; smma = (Sum - array2[bar-1] + array1[bar])/per; } return(smma); } // MA_Method=8: HMA - Hull Moving Average by Alan Hull double HMA(double array[],int per,int bar) { double tmp[]; int len = MathSqrt(per); ArrayResize(tmp,len); if(bar == per) double hma = array[bar]; else if(bar > per) { for(int i = 0; i < len;i++) tmp[len-i-1] = 2*LWMA(array,per/2,bar-i) - LWMA(array,per,bar-i); hma = LWMA(tmp,len,len-1); } return(hma); } // MA_Method=9: ZeroLagEMA - Zero-Lag Exponential Moving Average double ZeroLagEMA(double array1[],double array2[],int per,int bar) { double alfa = 2.0/(1+per); int lag = 0.5*(per - 1); if(bar == lag) double zema = array1[bar]; else if(bar > lag) zema = alfa*(2*array1[bar] - array1[bar-lag]) + (1-alfa)*array2[bar-1]; return(zema); } // MA_Method=10: DEMA - Double Exponential Moving Average by Patrick Mulloy double DEMA(int num,double price,int per,double v,int bar) { if(bar == 2) {double dema = price; tmp[bar][num] = dema; tmp[bar][num+1] = dema;} else if(bar > 2) { tmp[bar][num] = tmp[bar-1][num] + 2.0/(1+per)*(price - tmp[bar-1][num]); tmp[bar][num+1] = tmp[bar-1][num+1] + 2.0/(1+per)*(tmp[bar][num] - tmp[bar-1][num+1]); dema = (1+v)*tmp[bar][num] - v*tmp[bar][num+1]; } return(dema); } // MA_Method=11: T3 by T.Tillson double T3(double price,int per,double v,int bar) { if(bar == 2) { double T3 = price; for(int k=0;k<=5;k++) tmp[bar][k] = T3; } else if(bar > 2) { double dema1 = DEMA(0,price,per,v,bar); double dema2 = DEMA(2,dema1,per,v,bar); T3 = DEMA(4,dema2,per,v,bar); } return(T3); } // MA_Method=12: ITrend - Instantaneous Trendline by J.Ehlers double ITrend(double price[],double array[],int per,int bar) { double alfa = 2.0/(per+1); if(bar > 7) double it = (alfa - alfa*alfa/4)*price[bar]+ 0.5*alfa*alfa*price[bar-1]-(alfa - 0.75*alfa*alfa)*price[bar-2]+ 2*(1-alfa)*array[bar-1] - (1-alfa)*(1-alfa)*array[bar-2]; else it = (price[bar] + 2*price[bar-1]+ price[bar-2])/4; return(it); } // MA_Method=13: Median - Moving Median double Median(double price[],int per,int bar) { double array[]; ArrayResize(array,per); for(int i = 0; i < per;i++) array[i] = price[bar-i]; ArraySort(array); int num = MathRound((per-1)/2); if(MathMod(per,2)>0) double median = array[num]; else median = 0.5*(array[num]+array[num+1]); return(median); } // MA_Method=14: GeoMean - Geometric Mean double GeoMean(double price[],int per,int bar) { double gmean = MathPow(price[bar],1.0/per); for(int i = 1; i < per;i++) gmean *= MathPow(price[bar-i],1.0/per); return(gmean); } // MA_Method=15: REMA - Regularized EMA by Chris Satchwell double REMA(double price,double array[],int per,double lambda,int bar) { double alpha = 2.0/(per + 1); if(bar <= 3) double rema = price; else if(bar > 3) rema = (array[bar-1]*(1+2*lambda) + alpha*(price - array[bar-1]) - lambda*array[bar-2])/(1+lambda); return(rema); } // MA_Method=16: ILRS - Integral of Linear Regression Slope double ILRS(double price[],int per,int bar) { double sum = per*(per-1)*0.5; double sum2 = (per-1)*per*(2*per-1)/6.0; double sum1 = 0; double sumy = 0; for(int i=0;i<per;i++) { sum1 += i*price[bar-i]; sumy += price[bar-i]; } double num1 = per*sum1 - sum*sumy; double num2 = sum*sum - per*sum2; if(num2 != 0) double slope = num1/num2; else slope = 0; double ilrs = slope + SMA(price,per,bar); return(ilrs); } // MA_Method=17: IE/2 - Combination of LSMA and ILRS double IE2(double price[],int per,int bar) { double ie = 0.5*(ILRS(price,per,bar) + LSMA(price,per,bar)); return(ie); }
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: