//+------------------------------------------------------------------+
//| Nina.mq4 |
//| Copyright © 2005, MetaQuotes Software Corp. |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net"
#property indicator_separate_window
#property indicator_buffers 5
#property indicator_color1 Brown
#property indicator_color2 DeepSkyBlue
#property indicator_color3 Green
#property indicator_color4 Red
#property indicator_color5 Blue
#property indicator_minimum 0
#property indicator_maximum 1
//---- input parameters
extern int PeriodWATR = 10;
extern double Kwatr = 1.0000;
extern int HighLow = 0;
extern int cbars = 1000;
extern int from = 0;
//---- indicator buffers
double LineMinBuffer[];
double LineMidBuffer[];
double LineBuyBuffer[];
double LineSellBuffer[];
double LineExitBuffer[];
double Ma50[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
string short_name;
IndicatorBuffers(6);
SetIndexBuffer(0, LineMinBuffer);
SetIndexBuffer(1, LineMidBuffer);
SetIndexBuffer(2, LineBuyBuffer);
SetIndexBuffer(3, LineSellBuffer);
SetIndexBuffer(4, LineExitBuffer);
SetIndexBuffer(5, Ma50);
//---- indicator line
SetIndexStyle(0, DRAW_LINE);
SetIndexStyle(1, DRAW_LINE);
SetIndexStyle(2, DRAW_ARROW, 0, 1);
SetIndexStyle(3, DRAW_ARROW, 0, 1);
SetIndexStyle(4, DRAW_ARROW, 0, 1);
SetIndexStyle(5, DRAW_NONE);
//----
SetIndexArrow(2, 233);
SetIndexArrow(3, 234);
SetIndexArrow(4, 174);
//----
SetIndexEmptyValue(2, 0);
SetIndexEmptyValue(3, 0);
SetIndexEmptyValue(4, 0);
SetIndexEmptyValue(5, 0);
//----
IndicatorDigits(Digits + 1);
//---- name for DataWindow and indicator subwindow label
short_name="Nina(" + PeriodWATR + "," + Kwatr + "," + HighLow + ")";
IndicatorShortName(short_name);
//----
SetIndexDrawBegin(0, PeriodWATR);
SetIndexDrawBegin(1, PeriodWATR);
//----
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int last_ind_inv(int shift, int dir)
{
if(dir != 0)
{
for(int i = shift; i < cbars; i++)
{
if(dir > 0)
{
if(iCustom(NULL, 0, "0_IndInverse", 2, cbars, 1, i) != 0)
return (i);
}
else
if(dir < 0)
{
if(iCustom(NULL, 0, "0_IndInverse", 2, cbars, 2, i) != 0)
return(-i);
}
}
}
//----
return (0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
int i, shift, TrendMin, TrendMax, TrendMid;
double SminMin0, SmaxMin0, SminMin1, SmaxMin1, SumRange, dK, WATR0, WATRmax, WATRmin;
double WATRmid;
double SminMax0, SmaxMax0, SminMax1, SmaxMax1, SminMid0, SmaxMid0, SminMid1, SmaxMid1;
double linemin, linemax, linemid, Stoch1, Stoch2, bsmin, bsmax;
//----
int StepSizeMin, StepSizeMax, StepSizeMid;
double min, max, mid, h, l, c;
//----
int b = 0;
int last = 0, ma = 0;
//----
for(shift = cbars - 1; shift >= from; shift--)
{
SumRange = 0;
for(i = PeriodWATR - 1; i >= from; i--)
{
dK = 1 + 1.0*(PeriodWATR - i) / PeriodWATR;
SumRange += dK*MathAbs(High[i+shift] - Low[i+shift]);
}
WATR0 = SumRange / PeriodWATR;
WATRmax = MathMax(WATR0, WATRmax);
//----
if(shift == cbars - 1 - PeriodWATR)
WATRmin = WATR0;
WATRmin = MathMin(WATR0, WATRmin);
StepSizeMin = MathRound(Kwatr*WATRmin / Point);
StepSizeMax = MathRound(Kwatr*WATRmax / Point);
StepSizeMid = MathRound(Kwatr*0.5*(WATRmax + WATRmin) / Point);
min = Kwatr*WATRmin;
max = Kwatr*WATRmax;
mid = Kwatr*0.5*(WATRmax + WATRmin);
c = Close[shift];
h = High[shift];
l = Low[shift];
//----
if(HighLow > 0)
{
SmaxMin0 = l + 2*min;
SminMin0 = h - 2*min;
SmaxMax0 = l + 2*max;
SminMax0 = h - 2*max;
SmaxMid0 = l + 2*mid;
SminMid0 = h - 2*mid;
//----
if(c > SmaxMin1)
TrendMin = 1;
//----
if(c < SminMin1)
TrendMin = -1;
//----
if(c > SmaxMax1)
TrendMax = 1;
//----
if(c < SminMax1)
TrendMax = -1;
//----
if(c > SmaxMid1)
TrendMid = 1;
//----
if(c < SminMid1)
TrendMid = -1;
}
//----
if(HighLow == 0)
{
SmaxMin0 = c + 2*min;
SminMin0 = c - 2*min;
SmaxMax0 = c + 2*max;
SminMax0 = c - 2*max;
SmaxMid0 = c + 2*mid;
SminMid0 = c - 2*mid;
//----
if(c > SmaxMin1)
TrendMin = 1;
//----
if(c < SminMin1)
TrendMin = -1;
//----
if(c > SmaxMax1)
TrendMax = 1;
//----
if(c < SminMax1)
TrendMax = -1;
//----
if(c > SmaxMid1)
TrendMid = 1;
//----
if(c < SminMid1)
TrendMid = -1;
}
//----
if(TrendMin > 0 && SminMin0 < SminMin1)
SminMin0 = SminMin1;
//----
if(TrendMin < 0 && SmaxMin0 > SmaxMin1)
SmaxMin0 = SmaxMin1;
//----
if(TrendMax > 0 && SminMax0 < SminMax1)
SminMax0 = SminMax1;
//----
if(TrendMax < 0 && SmaxMax0 > SmaxMax1)
SmaxMax0 = SmaxMax1;
//----
if(TrendMid > 0 && SminMid0 < SminMid1)
SminMid0 = SminMid1;
//----
if(TrendMid < 0 && SmaxMid0 > SmaxMid1)
SmaxMid0 = SmaxMid1;
//----
if(TrendMin > 0)
linemin = SminMin0 + min;
//----
if(TrendMin < 0)
linemin = SmaxMin0 - min;
//----
if(TrendMax > 0)
linemax = SminMax0 + max;
//----
if(TrendMax < 0)
linemax = SmaxMax0 - max;
//----
if(TrendMid > 0)
linemid = SminMid0 + mid;
//----
if(TrendMid < 0)
linemid = SmaxMid0 - mid;
bsmin = linemax - max;
bsmax = linemax + max;
if((bsmax - bsmin) != 0)
{
Stoch1 = (linemin - bsmin) / (bsmax - bsmin);
Stoch2 = (linemid - bsmin) / (bsmax - bsmin);
LineMinBuffer[shift] = Stoch1;
LineMidBuffer[shift] = Stoch2;
}
SminMin1 = SminMin0;
SmaxMin1 = SmaxMin0;
SminMax1 = SminMax0;
SmaxMax1 = SmaxMax0;
SminMid1 = SminMid0;
SmaxMid1 = SmaxMid0;
//----
if((LineMinBuffer[shift] - LineMidBuffer[shift])*(LineMinBuffer[shift+1] -
LineMidBuffer[shift+1]) < 0)
{
LineExitBuffer[shift] = LineMidBuffer[shift];
// BUY or SELL
if(LineMinBuffer[shift] > LineMidBuffer[shift])
{
last = shift;
}
else
if(LineMinBuffer[shift] < LineMidBuffer[shift])
{
last = -shift;
}
}
//----
if(last != 0 && Ma50[shift+1] != 0)
{
if(last > 0 && ma > 0 && last_ind_inv(shift, 1) > 0)
LineBuyBuffer[shift] = LineMidBuffer[shift];
else
if(last < 0 && ma < 0 && last_ind_inv(shift, -1) < 0)
LineSellBuffer[shift] = LineMidBuffer[shift];
}
Ma50[shift] = iMA(NULL, 0, 50, 0, MODE_EMA, PRICE_MEDIAN, shift);
//----
if(Ma50[shift] >= MathMax(Close[shift], Open[shift]) - 2.5*Point ||
Ma50[shift] <= MathMin(Close[shift], Open[shift]) + 2.5*Point)
Ma50[shift] = 0;
else
{
if(Close[shift] > Open[shift])
{
ma = shift;
}
else
if(Close[shift] < Open[shift])
{
ma = -shift;
}
}
}
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains close prices for each bar
Series array that contains open prices of each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Implements a curve of type DRAW_ARROW
Implements a curve of type DRAW_NONE
Indicators Used:
Moving average indicator
Custom Indicators Used:
0_IndInverse
Order Management characteristics:
Other Features: