//+------------------------------------------------------------------+
//| ^X_ParabolicRegression_StopAndReverse.mq4 |
//| Version 1.1 |
//| Copyright © 2007, Mr.WT, Senior Linux Hacker |
//| http://www.metaquotes.net/ |
//|
//| 1. make audio alerts so sound when price touches the parabolic channels?
//|
//| 2. code audio alert when parabolic channels change slope from up to
//| down or from down to up...
//|
//| 3. code an histogram of parabolic channels slope? (example slope up:
//| green bars; slope down: red bars)like ShiChannelSlope that could help
//| us to visually backtest the behaviour of the parabolic channels
//|
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, Mr.WT, Senior Linux Hacker"
#property link "http://www.metaquotes.net/"
//----
#property indicator_chart_window
#property indicator_buffers 4
#property indicator_color1 Aqua
#property indicator_color2 Orange
#property indicator_color3 DeepSkyBlue
#property indicator_color4 Red
//----
extern int _RegressionDegree = 2;
extern double _K_DeviationChannel = 2;
extern color _TrendLineColor = Gold;
extern color _ResLineColor = OrangeRed;
extern color _SupLineColor = DeepSkyBlue;
extern color _RegressionColor1 = Yellow;
extern color _RegressionColor2 = Lime;
extern color _RegressionColor3 = Red;
extern color _RegressionColor4 = RoyalBlue;
//----
double _K_Fibo1 = 1.618;
double _K_Fibo2 = 2.618;
//----
double fx, fx1;
double a[10,10], b[10], x[10], sx[20];
double sum, sum1, sq;
int p, nn, kt;
//----
int i0, ip, pn, i0n, ipn;
int t0, tp, te, te1;
int _N_Time, _Cur_Period;
//---- buffers
double Support1[];
double Support2[];
double Resist1[];
double Resist2[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
IndicatorBuffers(4);
SetIndexStyle(0, DRAW_ARROW);
SetIndexArrow(0, 159);
SetIndexBuffer(0, Support1);
//----
SetIndexStyle(1, DRAW_ARROW);
SetIndexArrow(1, 159);
SetIndexBuffer(1, Resist1);
//----
SetIndexStyle(2, DRAW_ARROW);
SetIndexArrow(2, 159);
SetIndexBuffer(2, Support2);
//----
SetIndexStyle(3, DRAW_ARROW);
SetIndexArrow(3, 159);
SetIndexBuffer(3, Resist2);
//----
SetIndexDrawBegin(0, p);
SetIndexDrawBegin(1, p);
SetIndexDrawBegin(2, p);
SetIndexDrawBegin(3, p);
//----
SetIndexLabel(0, "1-st Level Stop/Reverse");
SetIndexLabel(1, "1-st Level Stop/Reverse");
SetIndexLabel(2, "2-nd Level Stop/Reverse");
SetIndexLabel(3, "2-nd Level Stop/Reverse");
//----
IndicatorShortName("Stop And Reverse");
//----
if(Period() == PERIOD_MN1)
{
p = 13;
}
else
if(Period() == PERIOD_W1)
{
p = 21;
}
else
if(Period() == PERIOD_D1)
{
p = 89;
}
else
if(Period() == PERIOD_H4)
{
p = 144;
}
else
p = 233;
//--- too small history
if(p > Bars)
{
Comment("\n\n ERROR - TOO SMALL HISTORY, RETURN NOW!");
return(-1); // then exit
}
// ar
kt = Period()*60;
nn = _RegressionDegree + 1;
//----
t0 = Time[0];
i0 = iBarShift(Symbol(), Period(), t0);
ip = i0 + p;
tp = Time[ip];
pn = p;
// ar
for(int j = -p / 2; j < p; j++)
{
ObjectCreate("ar" + j, 2, 0, Time[i0+1+j], 0, Time[i0+j], 0);
ObjectSet("ar" + j, OBJPROP_RAY, 0);
ObjectCreate("arH" + j, 2, 0, Time[i0+1+j], 0, Time[i0+j], 0);
ObjectSet("arH" + j, OBJPROP_RAY, 0);
ObjectCreate("arL" + j, 2, 0, Time[i0+1+j], 0, Time[i0+j], 0);
ObjectSet("arL" + j, OBJPROP_RAY, 0);
}
// LR
ObjectCreate("LR", OBJ_TREND, 0, Time[0], 0, Time[0], 0);
ObjectSet("LR", OBJPROP_COLOR, _TrendLineColor);
ObjectSet("LR", OBJPROP_RAY, 1);
ObjectSet("LR", OBJPROP_STYLE, STYLE_DASH);
//----
ObjectCreate("2-nd Level ResLine", OBJ_TREND, 0, Time[0], 0,
Time[0], 0);
ObjectSet("2-nd Level ResLine", OBJPROP_COLOR, _ResLineColor);
ObjectSet("2-nd Level ResLine", OBJPROP_RAY, 1);
ObjectSet("2-nd Level ResLine", OBJPROP_STYLE, STYLE_DASH);
//----
ObjectCreate("2-nd Level SupLine", OBJ_TREND, 0, Time[0], 0,
Time[0], 0);
ObjectSet("2-nd Level SupLine", OBJPROP_COLOR, _SupLineColor);
ObjectSet("2-nd Level SupLine", OBJPROP_RAY,1);
ObjectSet("2-nd Level SupLine", OBJPROP_STYLE, STYLE_DASH);
//----
_N_Time = 0;
_Cur_Period = 0;
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int deinit()
{
for(int j = p; j >= -p / 2; j--)
{
ObjectDelete("ar" + j);
ObjectDelete("arH" + j);
ObjectDelete("arL" + j);
}
ObjectDelete("LR");
ObjectDelete("2-nd Level ResLine");
ObjectDelete("2-nd Level SupLine");
Comment("");
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
if(_N_Time != Time[0] || _Cur_Period != Period())
{
int i, n, k;
//----
if(i0n!=i0 || ipn!=ip)
{
p = ip - i0;
i0n = ip;
ipn = ip;
//----
if(pn < p)
{
for(int j = pn; j <= p; j++)
{
ObjectCreate("ar" + j, 2, 0, Time[i0+1+j], 0,
Time[i0+j], 0);
ObjectSet("ar" + j, OBJPROP_RAY, 0);
ObjectCreate("arH" + j, 2, 0, Time[i0+1+j], 0,
Time[i0+j], 0);
ObjectSet("arH" + j, OBJPROP_RAY, 0);
ObjectCreate("arL" + j, 2, 0, Time[i0+1+j], 0,
Time[i0+j], 0);
ObjectSet("arL" + j, OBJPROP_RAY, 0);
}
//----
for(j = -pn / 2; j >= -p / 2; j--)
{
ObjectCreate("ar" + j, 2, 0, Time[i0+1+j], 0,
Time[i0+j], 0);
ObjectSet("ar" + j, OBJPROP_RAY, 0);
ObjectCreate("arH" + j, 2, 0, Time[i0+1+j], 0,
Time[i0+j], 0);
ObjectSet("arH" + j, OBJPROP_RAY, 0);
ObjectCreate("arL" + j, 2, 0, Time[i0+1+j], 0,
Time[i0+j], 0);
ObjectSet("arL" + j, OBJPROP_RAY, 0);
}
pn = p;
}
if(pn > p)
{
for(j = pn; j >= p; j--)
{
ObjectDelete("ar" + j);
ObjectDelete("arH" + j);
ObjectDelete("arL" + j);
}
for(j = -p / 2; j >= -pn / 2; j--)
{
ObjectDelete("ar" + j);
ObjectDelete("arH" + j);
ObjectDelete("arL" + j);
}
pn = p;
}
}
// PR
sx[1] = p + 1;
// sx
for(i=1; i<=nn*2-2; i++)
{
sum = 0.0;
for(n = i0; n <= i0 + p; n++)
sum += MathPow(n, i);
sx[i+1] = sum;
}
// syx
for(i=1; i<=nn; i++)
{
sum = 0.0;
for(n = i0; n <= i0 + p; n++)
{
if(i == 1)
sum += Close[n];
else
sum += Close[n]*MathPow(n, i - 1);
}
b[i] = sum;
}
// Matrix
for(j = 1; j <= nn; j++)
{
for(i = 1; i <= nn; i++)
{
k = i + j - 1;
a[i,j] = sx[k];
}
}
// Gauss
af_Gauss(nn, a, b, x);
// SQ
sq = 0.0;
for(n = p; n >= 0; n--)
{
sum = 0.0;
for(k = 1; k <= _RegressionDegree; k++)
{
sum += x[k+1]*MathPow(i0 + n, k);
sum1 += x[k+1]*MathPow(i0 + n + 1, k);
}
fx = x[1] + sum;
sq += MathPow(Close[n+i0] - fx, 2);
}
sq = _K_DeviationChannel*MathSqrt(sq / (p + 1));
//----
for(n = p; n >= -p / 2; n--)
{
sum = 0.0;
sum1 = 0.0;
//----
for(k = 1; k <= _RegressionDegree; k++)
{
sum += x[k+1]*MathPow(i0 + n, k);
sum1 += x[k+1]*MathPow(i0 + n + 1, k);
}
fx = x[1] + sum;
fx1 = x[1] + sum1;
//----
if(n >= 0 && n < p)
{
ObjectMove("ar" + n, 0, Time[n+i0+1], fx1);
ObjectMove("ar" + n, 1, Time[n+i0], fx);
ObjectMove("arH" + n, 0, Time[n+i0+1], fx1 + sq);
ObjectMove("arH" + n, 1, Time[n+i0], fx + sq);
ObjectMove("arL" + n, 0, Time[n+i0+1], fx1 - sq);
ObjectMove("arL" + n, 1, Time[n+i0], fx - sq);
//----
if(fx > fx1)
{
ObjectSet("ar" + n, OBJPROP_COLOR, _RegressionColor1);
ObjectSet("arH" + n, OBJPROP_COLOR, _RegressionColor1);
ObjectSet("arL" + n, OBJPROP_COLOR, _RegressionColor1);
}
//----
if(fx < fx1)
{
ObjectSet("ar" + n, OBJPROP_COLOR, _RegressionColor2);
ObjectSet("arH" + n, OBJPROP_COLOR, _RegressionColor2);
ObjectSet("arL" + n, OBJPROP_COLOR, _RegressionColor2);
}
}
if(n < 0)
{
if((n + i0) >= 0)
{
ObjectMove("ar" + n, 0, Time[n+i0+1], fx1);
ObjectMove("ar" + n, 1, Time[n+i0], fx);
ObjectMove("arH" + n, 0, Time[n+i0+1], fx1 + sq);
ObjectMove("arH" + n, 1, Time[n+i0], fx + sq);
ObjectMove("arL" + n, 0, Time[n+i0+1], fx1 - sq);
ObjectMove("arL" + n, 1, Time[n+i0], fx - sq);
}
if((n + i0) < 0)
{
te = Time[0] - (n + i0)*kt;
te1 = Time[0] - (n + i0 + 1)*kt;
ObjectMove("ar" + n, 0, te1, fx1);
ObjectMove("ar" + n, 1, te, fx);
ObjectMove("arH" + n, 0, te1, fx1 + sq);
ObjectMove("arH" + n, 1, te, fx + sq);
ObjectMove("arL" + n, 0, te1, fx1 - sq);
ObjectMove("arL" + n, 1, te, fx - sq);
}
if(fx > fx1)
{
ObjectSet("ar" + n, OBJPROP_COLOR, _RegressionColor3);
ObjectSet("arH" + n, OBJPROP_COLOR, _RegressionColor3);
ObjectSet("arL" + n, OBJPROP_COLOR, _RegressionColor3);
}
if(fx<fx1)
{
ObjectSet("ar" + n, OBJPROP_COLOR, _RegressionColor4);
ObjectSet("arH" + n, OBJPROP_COLOR, _RegressionColor4);
ObjectSet("arL" + n, OBJPROP_COLOR, _RegressionColor4);
}
}
}
// regression calculation
int end.bar = 1, start.bar = p + 1, q = p;
// calculate price values
double xvalue, a, b, c, sumy = 0.0, sumx = 0.0, sumxy = 0.0, sumx2 = 0.0;
for(int x = 0; x < q; x++)
{
xvalue = Close[end.bar+x];
sumy += xvalue;
sumxy += xvalue*x;
sumx += x;
sumx2 += x*x;
}
c = sumx2*q - sumx*sumx;
if(c == 0.0)
return;
b = (sumxy*q - sumx*sumy) / c;
a = (sumy - sumx*b) / q;
double LR.price.2 = a;
double LR.price.1 = a + b*q;
//--- deviation
double AvgRange = 0.0, sumq = 0.0, std.dev;
for(x = end.bar; x < start.bar; x++)
{
AvgRange += (High[x] - Low[x])*(High[x] - Low[x]);
sumq += (High[x] - Low[x]);
}
std.dev = AvgRange / sumq;
ObjectMove("LR", 0, Time[start.bar], LR.price.1);
ObjectMove("LR", 1, Time[end.bar], LR.price.2);
ObjectMove("2-nd Level ResLine", 0, Time[start.bar],
LR.price.1 + _K_Fibo2*std.dev);
ObjectMove("2-nd Level ResLine", 1, Time[end.bar],
LR.price.2 + _K_Fibo2*std.dev);
ObjectMove("2-nd Level SupLine", 0, Time[start.bar],
LR.price.1 - _K_Fibo2*std.dev);
ObjectMove("2-nd Level SupLine", 1, Time[end.bar],
LR.price.2 - _K_Fibo2*std.dev);
// stop-reverse calculation
if(Point == 0.01)
std.dev /= 100;
int trend = 0, trend2 = 0;
if(LR.price.1 < LR.price.2)
{
Support1[start.bar-1] = LR.price.1 - _K_Fibo1*std.dev;
Support2[start.bar-1] = LR.price.1 - _K_Fibo2*std.dev;
Resist1[start.bar-1] = 0.0;
Resist2[start.bar-1] = 0.0;
trend = 1;
trend2 = 1;
}
else
{
Resist1[start.bar-1] = LR.price.1 + _K_Fibo1*std.dev;
Resist2[start.bar-1] = LR.price.1 + _K_Fibo2*std.dev;
Support1[start.bar-1] = 0.0;
Support2[start.bar-1] = 0.0;
trend = -1;
trend2 = -1;
}
double value, price = ObjectGetValueByShift("LR", start.bar - 2),
value2, price2 = price;
for(x = start.bar - 2; x > 0; x--)
{
// First Stop-Reverse
if(trend > 0)
{
if(Close[x] > price)
price = Close[x];
value = price * (1 - _K_Fibo1*std.dev);
if(Close[x] < value)
{
price = Close[x];
value = price * (1 + _K_Fibo1*std.dev);
trend = -1;
}
}
else
if(trend < 0)
{
if(Close[x] < price)
price = Close[x];
value = price * (1 + _K_Fibo1*std.dev);
if(Close[x] > value)
{
price = Close[x];
value = price * (1 - _K_Fibo1*std.dev);
trend = 1;
}
}
// Second Stop-Reverse
if(trend2 > 0)
{
if(Close[x] > price2)
price2 = Close[x];
value2 = price2 * (1 - _K_Fibo2*std.dev);
if(Close[x] < value2)
{
price2 = Close[x];
value2 = price2 * (1 + _K_Fibo2*std.dev);
trend2 = -1;
}
}
else
if(trend2 < 0)
{
if(Close[x] < price2)
price2 = Close[x];
value2 = price2 * (1 + _K_Fibo2*std.dev);
if(Close[x] > value2)
{
price2 = Close[x];
value2 = price2 * (1 - _K_Fibo2*std.dev);
trend2 = 1;
}
}
// Show me a Picture please
if(trend == 1)
{
Support1[x] = value;
Resist1[x] = 0.0;
}
else
if(trend == -1)
{
Resist1[x] = value;
Support1[x] = 0.0;
}
if(trend2 == 1)
{
Support2[x] = value2;
Resist2[x] = 0.0;
}
else
if(trend2 == -1)
{
Resist2[x] = value2;
Support2[x] = 0.0;
}
}
Support1[0] = Support1[1];
Resist1[0] = Resist1[1];
Support2[0] = Support2[1];
Resist2[0] = Resist2[1];
_N_Time = Time[0];
_Cur_Period = Period();
}//main if()
return(0);
}//end of program
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void af_Gauss(int n, double& a[][],double& b[], double& x[])
{
int i, j, k, l;
double q, m, t;
//----
for(k = 1; k <= n - 1; k++)
{
l = 0;
m = 0;
for(i = k; i <= n; i++)
{
if(MathAbs(a[i,k]) > m)
{
m = MathAbs(a[i,k]);
l = i;
}
}
if(l == 0)
return(0);
if(l != k)
{
for(j = 1; j <= n; j++)
{
t = a[k,j];
a[k,j] = a[l,j];
a[l,j] = t;
}
t = b[k];
b[k] = b[l];
b[l] = t;
}
for(i = k + 1; i <= n; i++)
{
q = a[i,k] / a[k,k];
for(j = 1; j <= n; j++)
{
if(j == k)
a[i,j] = 0;
else
a[i,j] = a[i,j] - q*a[k,j];
}
b[i] = b[i] - q*b[k];
}
}
x[n] = b[n] / a[n,n];
for(i = n - 1; i >= 1; i--)
{
t = 0;
for(j = 1; j <= n - i; j++)
{
t = t + a[i,i+j]*x[i+j];
x[i] = (1 / a[i,i])*(b[i]-t);
}
}
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains close prices for each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Indicator Curves created:
Implements a curve of type DRAW_ARROW
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: