//+------------------------------------------------------------------+
//| FullSSA.mq4 |
//| Copyright © 2007, klot |
//| klot@mail.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, klot"
#property link "klot@mail.ru"
#import "SSA.ex4" //"FullSSA.dll"
void fastsingular(double a[],int n,int lag,int s,double& b[]);
#import
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 Yellow
#property indicator_level1 0.0
//----
extern int Lag=10;
extern int NumComps=2;
extern int PeriodNorm=10;
extern int N=300;
double arryTimeSeries[];
//---- buffers
double SSA[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,SSA);
ArrayResize(arryTimeSeries,N);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int counted_bars=IndicatorCounted();
//----
SetIndexDrawBegin(0,Bars-N);
double dev,ma;
int i, nmax, nmin;
//---
for( i=N-1; i>=0; i--) {
//-----
ma=iMA(NULL,0,PeriodNorm,0,MODE_SMA,PRICE_CLOSE,i);
dev=3*iStdDev(NULL,0,PeriodNorm,0,MODE_SMA,PRICE_CLOSE,i);
if(dev==0) dev=0.1;
arryTimeSeries[i]=(Close[i]-ma)/dev;//iDeMarker(NULL,0,PeriodNorm,i);
}
fastsingular(arryTimeSeries,N,Lag,NumComps,SSA);
nmax=ArrayMaximum(SSA,3,1);
nmin=ArrayMinimum(SSA,3,1);
if(nmax==2) {
ObjectCreate("Sell"+Time[0],OBJ_ARROW,0,Time[0],Open[0]);
ObjectSet("Sell"+Time[0],OBJPROP_ARROWCODE,226);
}
if(nmin==2) {
ObjectCreate("Buy"+Time[0],OBJ_ARROW,0,Time[0],Open[0]);
ObjectSet("Buy"+Time[0],OBJPROP_ARROWCODE,225);
}
//----
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Series array that contains open prices of each bar
Series array that contains open time of each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Moving average indicator
Standard Deviation indicator
Custom Indicators Used:
SSA
Order Management characteristics:
Other Features: