![CCFp_v1[1].0.3dvert](/img/2278)
This script is a multi-currency analysis tool designed to track the relative strength and price movement of several major currencies (USD, EUR, GBP, CHF, AUD, CAD, NZD, and JPY) simultaneously. Instead of just looking at one pair, it calculates how these currencies are moving in relation to one another to provide a broader market perspective.
Core Logic and Functionality
1. Multi-Currency Tracking The script monitors eight specific currencies. It is designed to handle various market conditions by identifying the correct currency symbols regardless of whether you are looking at standard pairs or those with different suffixes (like different brokers' naming conventions).
2. Customizable Smoothing (Moving Averages) The tool offers a high level of customization regarding how it "smooths" price data. Users can choose between several types of Moving Averages (such as Simple, Exponential, Smoothed, Linear Weighted, or Linear Stochastic). It also allows the user to define which price point to use for these calculations—ranging from the standard closing price to more complex averages like the "Weighted" price, which considers the high, low, and multiple closes of a candle.
3. Dual Calculation Modes The script operates in two distinct modes depending on user preference:
- Standard Mode: Calculates raw price changes based on the previous two closed candles to determine immediate momentum.
- Moving Average Mode: Uses the "Fast" and "Slow" moving average settings to calculate the difference between short-term and long-term trends. This helps in identifying smoother, more established trends rather than just "noise."
4. Dynamic Scaling for Timeframes To ensure the data remains accurate across different trading periods (e.g., switching from a 1-minute chart to a 4-hour chart), the script automatically adjusts its internal calculation multipliers. It detects the current timeframe and scales the moving averages accordingly so that the visual data remains consistent and readable.
5. Visual Data Display The results are displayed in a separate window rather than directly on the price chart. For each currency, it generates:
- Numerical Values: Shows the current value, the previous value, and the difference between them.
- Directional Symbols: It uses symbols like +, -, or = to give you an instant visual cue on whether a currency is gaining strength, losing strength, or remaining stagnant.
- Color Coding: Each currency is assigned a specific color, making it easy to distinguish between different trends at a glance.
Summary of Use
Essentially, this tool acts as a "dashboard." It takes complex price data from multiple pairs, processes them through user-defined smoothing filters (Moving Averages), and simplifies the result into a list of colored text labels. This allows a trader to quickly see which currencies are moving up or down across the entire market without having to open and monitor eight different charts individually.
Price Data Components
Indicators Used
Miscellaneous
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CCFp_v1[1].0.3dvert
//+------------------------------------------------------------------+
//| CCFp_v1.0.2.mq4 |
//| SemSemFX@rambler.ru |
//| http://onix-trade.net/forum/index.php?showtopic=107 |
//| Modifed version by Skyline on 09 Oct 2008 |
//+------------------------------------------------------------------+
// Rev. v1.0.1 ** Added +/-/= symbols to show strength of last 2 closed candles
// ** Added IBFX symbols management
// Rev. v1.0.2 ** Fixed symbols paint issue whenever a new candle starts
#property copyright "SemSemFX@rambler.ru"
#property link "http://onix-trade.net/forum/index.php?showtopic=107"
//----
extern string Indicator_ID = "CCFpdv3:";
int Objs = 0;
//----
#property indicator_separate_window
#property indicator_buffers 8
extern bool UseMAs = true;
extern string m = "--Moving Average Types--";
extern string m0 = " 0 = SMA";
extern string m1 = " 1 = EMA";
extern string m2 = " 2 = SMMA";
extern string m3 = " 3 = LWMA";
extern string m4 = " 4 = LSMA";
extern int MA_Method = 3;
extern string p = "--Applied Price Types--";
extern string p0 = " 0 = close";
extern string p1 = " 1 = open";
extern string p2 = " 2 = high";
extern string p3 = " 3 = low";
extern string p4 = " 4 = median(high+low)/2";
extern string p5 = " 5 = typical(high+low+close)/3";
extern string p6 = " 6 = weighted(high+low+close+close)/4";
extern int Price = 6;//0=close, 1=open, 2=high, 3=low, 4=median(high+low)/2, 5=typical(high+low+close)/3, 6=weighted(high+low+close+close)/4
extern int Fast = 3;
extern int Slow = 5;
extern bool USD = true;
extern bool EUR = true;
extern bool GBP = true;
extern bool CHF = true;
extern bool JPY = true;
extern bool AUD = true;
extern bool CAD = true;
extern bool NZD = true;
extern color Color_USD = Green;
extern color Color_EUR = Aqua;
extern color Color_GBP = Red;
extern color Color_CHF = Chocolate;
extern color Color_JPY = Maroon;
extern color Color_AUD = DarkOrange;
extern color Color_CAD = Purple;
extern color Color_NZD = Teal;
extern int Line_Thickness = 2;
extern int All_Bars = 200;
extern int Last_Bars = 0;
extern int Y_Top = 14;
extern int Y_Step = 15;
extern int TxtSize = 10;
//----
double arrUSD[];
double arrEUR[];
double arrGBP[];
double arrCHF[];
double arrJPY[];
double arrAUD[];
double arrCAD[];
double arrNZD[];
double myPoint;
string Indicator_Name;
string sAUDUSD,sEURUSD,sUSDCHF,sNZDUSD,sGBPUSD,sUSDJPY,sUSDCAD;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
Indicator_Name = Indicator_ID;
/*
if(USD)
Indicator_Name = StringConcatenate(Indicator_Name, " USD");
if(EUR)
Indicator_Name = StringConcatenate(Indicator_Name, " EUR");
if(GBP)
Indicator_Name = StringConcatenate(Indicator_Name, " GBP");
if(CHF)
Indicator_Name = StringConcatenate(Indicator_Name, " CHF");
if(AUD)
Indicator_Name = StringConcatenate(Indicator_Name, " AUD");
if(CAD)
Indicator_Name = StringConcatenate(Indicator_Name, " CAD");
if(JPY)
Indicator_Name = StringConcatenate(Indicator_Name, " JPY");
if(NZD)
Indicator_Name = StringConcatenate(Indicator_Name, " NZD");
*/
IndicatorShortName(Indicator_Name);
int width = 0;
if(0 > StringFind(Symbol(), "USD", 0))
width = 1;
else
width = Line_Thickness;
SetIndexStyle(0, DRAW_LINE, DRAW_LINE, width, Color_USD);
SetIndexBuffer(0, arrUSD);
SetIndexLabel(0, "USD");
if(0 > StringFind(Symbol(), "EUR", 0))
width = 1;
else
width = Line_Thickness;
SetIndexStyle(1, DRAW_LINE, DRAW_LINE, width, Color_EUR);
SetIndexBuffer(1, arrEUR);
SetIndexLabel(1, "EUR");
if(0 > StringFind(Symbol(), "GBP", 0))
width = 1;
else
width = Line_Thickness;
SetIndexStyle(2, DRAW_LINE, DRAW_LINE, width, Color_GBP);
SetIndexBuffer(2, arrGBP);
SetIndexLabel(2, "GBP");
if(0 > StringFind(Symbol(), "CHF", 0))
width = 1;
else
width = Line_Thickness;
SetIndexStyle(3, DRAW_LINE, DRAW_LINE, width, Color_CHF);
SetIndexBuffer(3, arrCHF);
SetIndexLabel(3, "CHF");
if(0 > StringFind(Symbol(), "JPY", 0))
width = 1;
else
width = Line_Thickness;
SetIndexStyle(4, DRAW_LINE, DRAW_LINE, width, Color_JPY);
SetIndexBuffer(4, arrJPY);
SetIndexLabel(4, "JPY");
if(0 > StringFind(Symbol(), "AUD", 0))
width = 1;
else
width = Line_Thickness;
SetIndexStyle(5, DRAW_LINE, DRAW_LINE, width, Color_AUD);
SetIndexBuffer(5, arrAUD);
SetIndexLabel(5, "AUD");
if(0 > StringFind(Symbol(), "CAD", 0))
width = 1;
else
width = Line_Thickness;
SetIndexStyle(6, DRAW_LINE, DRAW_LINE, width, Color_CAD);
SetIndexBuffer(6, arrCAD);
SetIndexLabel(6, "CAD");
if(0 > StringFind(Symbol(), "NZD", 0))
width = 1;
else
width = Line_Thickness;
SetIndexStyle(7, DRAW_LINE, DRAW_LINE, width, Color_NZD);
SetIndexBuffer(7, arrNZD);
SetIndexLabel(7, "NZD");
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
for(int i = 0; i < Objs; i++)
{
if(!ObjectDelete(Indicator_Name + i))
Print("error: code #", GetLastError());
}
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
string AddChar;
int limit;
int counted_bars = IndicatorCounted();
//---- checking for possible errors
if(counted_bars < 0)
return(-1);
//---- the last bar will be recounted
if(All_Bars < 1)
All_Bars = Bars;
if(counted_bars > 0 && Last_Bars > 0)
counted_bars -= Last_Bars;
limit = All_Bars;
//---- IBFX Changes
// if (StringFind(Symbol(),"m") != -1)
if (StringLen(Symbol()) == 7)
{
AddChar = StringSubstr(Symbol(), 6, 1);
sAUDUSD = "AUDUSD" + AddChar;
sEURUSD = "EURUSD" + AddChar;
sUSDCHF = "USDCHF" + AddChar;
sNZDUSD = "NZDUSD" + AddChar;
sGBPUSD = "GBPUSD" + AddChar;
sUSDJPY = "USDJPY" + AddChar;
sUSDCAD = "USDCAD" + AddChar;
}
else
{
sAUDUSD = "AUDUSD";
sEURUSD = "EURUSD";
sUSDCHF = "USDCHF";
sNZDUSD = "NZDUSD";
sGBPUSD = "GBPUSD";
sUSDJPY = "USDJPY";
sUSDCAD = "USDCAD";
}
//---- main cycle
for(int i = 0; i < limit; i++)
{
// Preliminary calculation
if (UseMAs)
GetMAcalcs(i);
else
GetOpenCloseCalcs(i);
}//end block for(int i=0; i<limit; i++)
// if (UseMAs)
PlotResults();
// else
// PlotOpenCloseResults();
//----
return(0);
}
void GetOpenCloseCalcs(int i)
{
if(EUR)
{
double EURUSD_1 = iClose(sEURUSD, 0, i+1);
double EURUSD_2 = iClose(sEURUSD, 0, i+2);
if(!EURUSD_1 || !EURUSD_2)
return;
}
if(GBP)
{
double GBPUSD_1 = iClose(sGBPUSD, 0, i+1);
double GBPUSD_2 = iClose(sGBPUSD, 0, i+2);
if(!GBPUSD_1 || !GBPUSD_2)
return;
}
if(AUD)
{
double AUDUSD_1 = iClose(sAUDUSD, 0, i+1);
double AUDUSD_2 = iClose(sAUDUSD, 0, i+2);
if(!AUDUSD_1 || !AUDUSD_2)
return;
}
if(NZD)
{
double NZDUSD_1 = iClose(sNZDUSD, 0, i+1);
double NZDUSD_2 = iClose(sNZDUSD, 0, i+2);
if(!NZDUSD_1 || !NZDUSD_2)
return;
}
if(CAD)
{
double USDCAD_1 = iClose(sUSDCAD, 0, i+1);
double USDCAD_2 = iClose(sUSDCAD, 0, i+2);
if(!USDCAD_1 || !USDCAD_2)
return;
}
if(CHF)
{
double USDCHF_1 = iClose(sUSDCHF, 0, i+1);
double USDCHF_2 = iClose(sUSDCHF, 0, i+2);
if(!USDCHF_1 || !USDCHF_2)
return;
}
if(JPY)
{
double USDJPY_1 = iClose(sUSDJPY, 0, i+1);
double USDJPY_2 = iClose(sUSDJPY, 0, i+2);
if(!USDJPY_1 || !USDJPY_2)
return;
}
// calculation of currencies
if(USD)
{
arrUSD[i] = 0;
if(EUR)
arrUSD[i] += EURUSD_2 / EURUSD_1 - 1;
if(GBP)
arrUSD[i] += GBPUSD_2 / GBPUSD_1 - 1;
if(AUD)
arrUSD[i] += AUDUSD_2 / AUDUSD_1 - 1;
if(NZD)
arrUSD[i] += NZDUSD_2 / NZDUSD_1 - 1;
if(CHF)
arrUSD[i] += USDCHF_1 / USDCHF_2 - 1;
if(CAD)
arrUSD[i] += USDCAD_1 / USDCAD_2 - 1;
if(JPY)
arrUSD[i] += USDJPY_1 / USDJPY_2 - 1;
}// end if USD
if(EUR)
{
arrEUR[i] = 0;
if(USD)
arrEUR[i] += EURUSD_1 / EURUSD_2 - 1;
if(GBP)
arrEUR[i] += (EURUSD_1 / GBPUSD_1) /
(EURUSD_2/GBPUSD_2) - 1;
if(AUD)
arrEUR[i] += (EURUSD_1 / AUDUSD_1) /
(EURUSD_2/AUDUSD_2) - 1;
if(NZD)
arrEUR[i] += (EURUSD_1 / NZDUSD_1) /
(EURUSD_2/NZDUSD_2) - 1;
if(CHF)
arrEUR[i] += (EURUSD_1*USDCHF_1) /
(EURUSD_2*USDCHF_2) - 1;
if(CAD)
arrEUR[i] += (EURUSD_1*USDCAD_1) /
(EURUSD_2*USDCAD_2) - 1;
if(JPY)
arrEUR[i] += (EURUSD_1*USDJPY_1) /
(EURUSD_2*USDJPY_2) - 1;
}// end if EUR
if(GBP)
{
arrGBP[i] = 0;
if(USD)
arrGBP[i] += GBPUSD_1 / GBPUSD_2 - 1;
if(EUR)
arrGBP[i] += (EURUSD_2 / GBPUSD_2) /
(EURUSD_1 / GBPUSD_1) - 1;
if(AUD)
arrGBP[i] += (GBPUSD_1 / AUDUSD_1) /
(GBPUSD_2 / AUDUSD_2) - 1;
if(NZD)
arrGBP[i] += (GBPUSD_1 / NZDUSD_1) /
(GBPUSD_2 / NZDUSD_2) - 1;
if(CHF)
arrGBP[i] += (GBPUSD_1*USDCHF_1) /
(GBPUSD_2*USDCHF_2) - 1;
if(CAD)
arrGBP[i] += (GBPUSD_1*USDCAD_1) /
(GBPUSD_2*USDCAD_2) - 1;
if(JPY)
arrGBP[i] += (GBPUSD_1*USDJPY_1) /
(GBPUSD_2*USDJPY_2) - 1;
}// end if GBP
if(AUD)
{
arrAUD[i] = 0;
if(USD)
arrAUD[i] += AUDUSD_1 / AUDUSD_2 - 1;
if(EUR)
arrAUD[i] += (EURUSD_2 / AUDUSD_2) /
(EURUSD_1 / AUDUSD_1) - 1;
if(GBP)
arrAUD[i] += (GBPUSD_2 / AUDUSD_2) /
(GBPUSD_1 / AUDUSD_1) - 1;
if(NZD)
arrAUD[i] += (AUDUSD_1/NZDUSD_1) /
(AUDUSD_2 / NZDUSD_2) - 1;
if(CHF)
arrAUD[i] += (AUDUSD_1*USDCHF_1) /
(AUDUSD_2*USDCHF_2) - 1;
if(CAD)
arrAUD[i] += (AUDUSD_1*USDCAD_1) /
(AUDUSD_2*USDCAD_2) - 1;
if(JPY)
arrAUD[i] += (AUDUSD_1*USDJPY_1) /
(AUDUSD_2*USDJPY_2) - 1;
}// end if AUD
if(NZD)
{
arrNZD[i] = 0;
if(USD)
arrNZD[i] += NZDUSD_1 / NZDUSD_2 - 1;
if(EUR)
arrNZD[i] += (EURUSD_2 / NZDUSD_2) /
(EURUSD_1/NZDUSD_1) - 1;
if(GBP)
arrNZD[i] += (GBPUSD_2 / NZDUSD_2) /
(GBPUSD_1 / NZDUSD_1) - 1;
if(AUD)
arrNZD[i] += (AUDUSD_2 / NZDUSD_2) /
(AUDUSD_1 / NZDUSD_1) - 1;
if(CHF)
arrNZD[i] += (NZDUSD_1*USDCHF_1) /
(NZDUSD_2*USDCHF_2) - 1;
if(CAD)
arrNZD[i] += (NZDUSD_1*USDCAD_1) /
(NZDUSD_2*USDCAD_2) - 1;
if(JPY)
arrNZD[i] += (NZDUSD_1*USDJPY_1) /
(NZDUSD_2*USDJPY_2) - 1;
}// end if NZD
if(CAD)
{
arrCAD[i] = 0;
if(USD)
arrCAD[i] += USDCAD_2 / USDCAD_1 - 1;
if(EUR)
arrCAD[i] += (EURUSD_2*USDCAD_2) /
(EURUSD_1*USDCAD_1) - 1;
if(GBP)
arrCAD[i] += (GBPUSD_2*USDCAD_2) /
(GBPUSD_1*USDCAD_1) - 1;
if(AUD)
arrCAD[i] += (AUDUSD_2*USDCAD_2) /
(AUDUSD_1*USDCAD_1) - 1;
if(NZD)
arrCAD[i] += (NZDUSD_2*USDCAD_2) /
(NZDUSD_1*USDCAD_1) - 1;
if(CHF)
arrCAD[i] += (USDCHF_1 / USDCAD_1) /
(USDCHF_2 / USDCAD_2) - 1;
if(JPY)
arrCAD[i] += (USDJPY_1 / USDCAD_1) /
(USDJPY_2 / USDCAD_2) - 1;
}// end if CAD
if(CHF)
{
arrCHF[i] = 0;
if(USD)
arrCHF[i] += USDCHF_2 / USDCHF_1 - 1;
if(EUR)
arrCHF[i] += (EURUSD_2*USDCHF_2) /
(EURUSD_1*USDCHF_1) - 1;
if(GBP)
arrCHF[i] += (GBPUSD_2*USDCHF_2) /
(GBPUSD_1*USDCHF_1) - 1;
if(AUD)
arrCHF[i] += (AUDUSD_2*USDCHF_2) /
(AUDUSD_1*USDCHF_1) - 1;
if(NZD)
arrCHF[i] += (NZDUSD_2*USDCHF_2) /
(NZDUSD_1*USDCHF_1) - 1;
if(CAD)
arrCHF[i] += (USDCHF_2 / USDCAD_2) /
(USDCHF_1 / USDCAD_1) - 1;
if(JPY)
arrCHF[i] += (USDJPY_1 / USDCHF_1) /
(USDJPY_2 / USDCHF_2) - 1;
}// end if CHF
if(JPY)
{
arrJPY[i] = 0;
if(USD)
arrJPY[i] += USDJPY_2 / USDJPY_1 - 1;
if(EUR)
arrJPY[i] += (EURUSD_2*USDJPY_2) /
(EURUSD_1*USDJPY_1) - 1;
if(GBP)
arrJPY[i] += (GBPUSD_2*USDJPY_2) /
(GBPUSD_1*USDJPY_1) - 1;
if(AUD)
arrJPY[i] += (AUDUSD_2*USDJPY_2) /
(AUDUSD_1*USDJPY_1) - 1;
if(NZD)
arrJPY[i] += (NZDUSD_2*USDJPY_2) /
(NZDUSD_1*USDJPY_1) - 1;
if(CAD)
arrJPY[i] += (USDJPY_2/USDCAD_2) /
(USDJPY_1/USDCAD_1) - 1;
if(CHF)
arrJPY[i] += (USDJPY_2/USDCHF_2) /
(USDJPY_1/USDCHF_1) - 1;
}// end if JPY
}
void GetMAcalcs(int i)
{
if(EUR)
{
double EURUSD_Fast = ma(sEURUSD, Fast, MA_Method, Price, i);
double EURUSD_Slow = ma(sEURUSD, Slow, MA_Method, Price, i);
if(!EURUSD_Fast || !EURUSD_Slow)
return;
}
if(GBP)
{
double GBPUSD_Fast = ma(sGBPUSD, Fast, MA_Method, Price, i);
double GBPUSD_Slow = ma(sGBPUSD, Slow, MA_Method, Price, i);
if(!GBPUSD_Fast || !GBPUSD_Slow)
return;
}
if(AUD)
{
double AUDUSD_Fast = ma(sAUDUSD, Fast, MA_Method, Price, i);
double AUDUSD_Slow = ma(sAUDUSD, Slow, MA_Method, Price, i);
if(!AUDUSD_Fast || !AUDUSD_Slow)
return;
}
if(NZD)
{
double NZDUSD_Fast = ma(sNZDUSD, Fast, MA_Method, Price, i);
double NZDUSD_Slow = ma(sNZDUSD, Slow, MA_Method, Price, i);
if(!NZDUSD_Fast || !NZDUSD_Slow)
return;
}
if(CAD)
{
double USDCAD_Fast = ma(sUSDCAD, Fast, MA_Method, Price, i);
double USDCAD_Slow = ma(sUSDCAD, Slow, MA_Method, Price, i);
if(!USDCAD_Fast || !USDCAD_Slow)
return;
}
if(CHF)
{
double USDCHF_Fast = ma(sUSDCHF, Fast, MA_Method, Price, i);
double USDCHF_Slow = ma(sUSDCHF, Slow, MA_Method, Price, i);
if(!USDCHF_Fast || !USDCHF_Slow)
return;
}
if(JPY)
{
double USDJPY_Fast = ma(sUSDJPY, Fast, MA_Method, Price, i);
double USDJPY_Slow = ma(sUSDJPY, Slow, MA_Method, Price, i);
if(!USDJPY_Fast || !USDJPY_Slow)
return;
}
// calculation of currencies
if(USD)
{
arrUSD[i] = 0;
if(EUR)
arrUSD[i] += EURUSD_Slow / EURUSD_Fast - 1;
if(GBP)
arrUSD[i] += GBPUSD_Slow / GBPUSD_Fast - 1;
if(AUD)
arrUSD[i] += AUDUSD_Slow / AUDUSD_Fast - 1;
if(NZD)
arrUSD[i] += NZDUSD_Slow / NZDUSD_Fast - 1;
if(CHF)
arrUSD[i] += USDCHF_Fast / USDCHF_Slow - 1;
if(CAD)
arrUSD[i] += USDCAD_Fast / USDCAD_Slow - 1;
if(JPY)
arrUSD[i] += USDJPY_Fast / USDJPY_Slow - 1;
}// end if USD
if(EUR)
{
arrEUR[i] = 0;
if(USD)
arrEUR[i] += EURUSD_Fast / EURUSD_Slow - 1;
if(GBP)
arrEUR[i] += (EURUSD_Fast / GBPUSD_Fast) /
(EURUSD_Slow/GBPUSD_Slow) - 1;
if(AUD)
arrEUR[i] += (EURUSD_Fast / AUDUSD_Fast) /
(EURUSD_Slow/AUDUSD_Slow) - 1;
if(NZD)
arrEUR[i] += (EURUSD_Fast / NZDUSD_Fast) /
(EURUSD_Slow/NZDUSD_Slow) - 1;
if(CHF)
arrEUR[i] += (EURUSD_Fast*USDCHF_Fast) /
(EURUSD_Slow*USDCHF_Slow) - 1;
if(CAD)
arrEUR[i] += (EURUSD_Fast*USDCAD_Fast) /
(EURUSD_Slow*USDCAD_Slow) - 1;
if(JPY)
arrEUR[i] += (EURUSD_Fast*USDJPY_Fast) /
(EURUSD_Slow*USDJPY_Slow) - 1;
}// end if EUR
if(GBP)
{
arrGBP[i] = 0;
if(USD)
arrGBP[i] += GBPUSD_Fast / GBPUSD_Slow - 1;
if(EUR)
arrGBP[i] += (EURUSD_Slow / GBPUSD_Slow) /
(EURUSD_Fast / GBPUSD_Fast) - 1;
if(AUD)
arrGBP[i] += (GBPUSD_Fast / AUDUSD_Fast) /
(GBPUSD_Slow / AUDUSD_Slow) - 1;
if(NZD)
arrGBP[i] += (GBPUSD_Fast / NZDUSD_Fast) /
(GBPUSD_Slow / NZDUSD_Slow) - 1;
if(CHF)
arrGBP[i] += (GBPUSD_Fast*USDCHF_Fast) /
(GBPUSD_Slow*USDCHF_Slow) - 1;
if(CAD)
arrGBP[i] += (GBPUSD_Fast*USDCAD_Fast) /
(GBPUSD_Slow*USDCAD_Slow) - 1;
if(JPY)
arrGBP[i] += (GBPUSD_Fast*USDJPY_Fast) /
(GBPUSD_Slow*USDJPY_Slow) - 1;
}// end if GBP
if(AUD)
{
arrAUD[i] = 0;
if(USD)
arrAUD[i] += AUDUSD_Fast / AUDUSD_Slow - 1;
if(EUR)
arrAUD[i] += (EURUSD_Slow / AUDUSD_Slow) /
(EURUSD_Fast / AUDUSD_Fast) - 1;
if(GBP)
arrAUD[i] += (GBPUSD_Slow / AUDUSD_Slow) /
(GBPUSD_Fast / AUDUSD_Fast) - 1;
if(NZD)
arrAUD[i] += (AUDUSD_Fast/NZDUSD_Fast) /
(AUDUSD_Slow / NZDUSD_Slow) - 1;
if(CHF)
arrAUD[i] += (AUDUSD_Fast*USDCHF_Fast) /
(AUDUSD_Slow*USDCHF_Slow) - 1;
if(CAD)
arrAUD[i] += (AUDUSD_Fast*USDCAD_Fast) /
(AUDUSD_Slow*USDCAD_Slow) - 1;
if(JPY)
arrAUD[i] += (AUDUSD_Fast*USDJPY_Fast) /
(AUDUSD_Slow*USDJPY_Slow) - 1;
}// end if AUD
if(NZD)
{
arrNZD[i] = 0;
if(USD)
arrNZD[i] += NZDUSD_Fast / NZDUSD_Slow - 1;
if(EUR)
arrNZD[i] += (EURUSD_Slow / NZDUSD_Slow) /
(EURUSD_Fast/NZDUSD_Fast) - 1;
if(GBP)
arrNZD[i] += (GBPUSD_Slow / NZDUSD_Slow) /
(GBPUSD_Fast / NZDUSD_Fast) - 1;
if(AUD)
arrNZD[i] += (AUDUSD_Slow / NZDUSD_Slow) /
(AUDUSD_Fast / NZDUSD_Fast) - 1;
if(CHF)
arrNZD[i] += (NZDUSD_Fast*USDCHF_Fast) /
(NZDUSD_Slow*USDCHF_Slow) - 1;
if(CAD)
arrNZD[i] += (NZDUSD_Fast*USDCAD_Fast) /
(NZDUSD_Slow*USDCAD_Slow) - 1;
if(JPY)
arrNZD[i] += (NZDUSD_Fast*USDJPY_Fast) /
(NZDUSD_Slow*USDJPY_Slow) - 1;
}// end if NZD
if(CAD)
{
arrCAD[i] = 0;
if(USD)
arrCAD[i] += USDCAD_Slow / USDCAD_Fast - 1;
if(EUR)
arrCAD[i] += (EURUSD_Slow*USDCAD_Slow) /
(EURUSD_Fast*USDCAD_Fast) - 1;
if(GBP)
arrCAD[i] += (GBPUSD_Slow*USDCAD_Slow) /
(GBPUSD_Fast*USDCAD_Fast) - 1;
if(AUD)
arrCAD[i] += (AUDUSD_Slow*USDCAD_Slow) /
(AUDUSD_Fast*USDCAD_Fast) - 1;
if(NZD)
arrCAD[i] += (NZDUSD_Slow*USDCAD_Slow) /
(NZDUSD_Fast*USDCAD_Fast) - 1;
if(CHF)
arrCAD[i] += (USDCHF_Fast / USDCAD_Fast) /
(USDCHF_Slow / USDCAD_Slow) - 1;
if(JPY)
arrCAD[i] += (USDJPY_Fast / USDCAD_Fast) /
(USDJPY_Slow / USDCAD_Slow) - 1;
}// end if CAD
if(CHF)
{
arrCHF[i] = 0;
if(USD)
arrCHF[i] += USDCHF_Slow / USDCHF_Fast - 1;
if(EUR)
arrCHF[i] += (EURUSD_Slow*USDCHF_Slow) /
(EURUSD_Fast*USDCHF_Fast) - 1;
if(GBP)
arrCHF[i] += (GBPUSD_Slow*USDCHF_Slow) /
(GBPUSD_Fast*USDCHF_Fast) - 1;
if(AUD)
arrCHF[i] += (AUDUSD_Slow*USDCHF_Slow) /
(AUDUSD_Fast*USDCHF_Fast) - 1;
if(NZD)
arrCHF[i] += (NZDUSD_Slow*USDCHF_Slow) /
(NZDUSD_Fast*USDCHF_Fast) - 1;
if(CAD)
arrCHF[i] += (USDCHF_Slow / USDCAD_Slow) /
(USDCHF_Fast / USDCAD_Fast) - 1;
if(JPY)
arrCHF[i] += (USDJPY_Fast / USDCHF_Fast) /
(USDJPY_Slow / USDCHF_Slow) - 1;
}// end if CHF
if(JPY)
{
arrJPY[i] = 0;
if(USD)
arrJPY[i] += USDJPY_Slow / USDJPY_Fast - 1;
if(EUR)
arrJPY[i] += (EURUSD_Slow*USDJPY_Slow) /
(EURUSD_Fast*USDJPY_Fast) - 1;
if(GBP)
arrJPY[i] += (GBPUSD_Slow*USDJPY_Slow) /
(GBPUSD_Fast*USDJPY_Fast) - 1;
if(AUD)
arrJPY[i] += (AUDUSD_Slow*USDJPY_Slow) /
(AUDUSD_Fast*USDJPY_Fast) - 1;
if(NZD)
arrJPY[i] += (NZDUSD_Slow*USDJPY_Slow) /
(NZDUSD_Fast*USDJPY_Fast) - 1;
if(CAD)
arrJPY[i] += (USDJPY_Slow/USDCAD_Slow) /
(USDJPY_Fast/USDCAD_Fast) - 1;
if(CHF)
arrJPY[i] += (USDJPY_Slow/USDCHF_Slow) /
(USDJPY_Fast/USDCHF_Fast) - 1;
}// end if JPY
}
void PlotResults()
{
int cur = Y_Top;
// int st = 23;
int st = Y_Step;
if(USD)
{
if (arrUSD[2]<arrUSD[1]) sl("USD", arrUSD[1], arrUSD[2], "SymbUSD","+", cur, Color_USD);
if (arrUSD[2]>arrUSD[1]) sl("USD", arrUSD[1], arrUSD[2], "SymbUSD","-", cur, Color_USD);
if (arrUSD[2]==arrUSD[1]) sl("USD", arrUSD[1], arrUSD[2], "SymbUSD","=", cur, Color_USD);
cur += st;
}
if(EUR)
{
if (arrEUR[2]<arrEUR[1]) sl("EUR", arrEUR[1], arrEUR[2], "SymbEUR","+", cur, Color_EUR);
if (arrEUR[2]>arrEUR[1]) sl("EUR", arrEUR[1], arrEUR[2], "SymbEUR","-", cur, Color_EUR);
if (arrEUR[2]==arrEUR[1]) sl("EUR", arrEUR[1], arrEUR[2], "SymbEUR","=", cur, Color_EUR);
cur += st;
}
if(GBP)
{
if (arrGBP[2]<arrGBP[1]) sl("GBP", arrGBP[1], arrGBP[2], "SymbGBP","+", cur, Color_GBP);
if (arrGBP[2]>arrGBP[1]) sl("GBP", arrGBP[1], arrGBP[2], "SymbGBP","-", cur, Color_GBP);
if (arrGBP[2]==arrGBP[1]) sl("GBP", arrGBP[1], arrGBP[2], "SymbGBP","=", cur, Color_GBP);
cur += st;
}
if(CHF)
{
if (arrCHF[2]<arrCHF[1]) sl("CHF", arrCHF[1], arrCHF[2], "SymbCHF","+", cur, Color_CHF);
if (arrCHF[2]>arrCHF[1]) sl("CHF", arrCHF[1], arrCHF[2], "SymbCHF","-", cur, Color_CHF);
if (arrCHF[2]==arrCHF[1]) sl("CHF", arrCHF[1], arrCHF[2], "SymbCHF","=", cur, Color_CHF);
cur += st;
}
if(AUD)
{
if (arrAUD[2]<arrAUD[1]) sl("AUD", arrAUD[1], arrAUD[2], "SymbAUD","+", cur, Color_AUD);
if (arrAUD[2]>arrAUD[1]) sl("AUD", arrAUD[1], arrAUD[2], "SymbAUD","-", cur, Color_AUD);
if (arrAUD[2]==arrAUD[1]) sl("AUD", arrAUD[1], arrAUD[2], "SymbAUD","=", cur, Color_AUD);
cur += st;
}
if(CAD)
{
if (arrCAD[2]<arrCAD[1]) sl("CAD", arrCAD[1], arrCAD[2], "SymbCAD","+", cur, Color_CAD);
if (arrCAD[2]>arrCAD[1]) sl("CAD", arrCAD[1], arrCAD[2], "SymbCAD","-", cur, Color_CAD);
if (arrCAD[2]==arrCAD[1]) sl("CAD", arrCAD[1], arrCAD[2], "SymbCAD","=", cur, Color_CAD);
cur += st;
}
if(JPY)
{
if (arrJPY[2]<arrJPY[1]) sl("JPY", arrJPY[1], arrJPY[2], "SymbJPY","+", cur, Color_JPY);
if (arrJPY[2]>arrJPY[1]) sl("JPY", arrJPY[1], arrJPY[2], "SymbJPY","-", cur, Color_JPY);
if (arrJPY[2]==arrJPY[1]) sl("JPY", arrJPY[1], arrJPY[2], "SymbJPY","=", cur, Color_JPY);
cur += st;
}
if(NZD)
{
if (arrNZD[2]<arrNZD[1]) sl("NZD", arrNZD[1], arrNZD[2], "SymbNZD","+", cur, Color_NZD);
if (arrNZD[2]>arrNZD[1]) sl("NZD", arrNZD[1], arrNZD[2], "SymbNZD","-", cur, Color_NZD);
if (arrNZD[2]==arrNZD[1]) sl("NZD", arrNZD[1], arrNZD[2], "SymbNZD","=", cur, Color_NZD);
cur += st;
}
}
//+------------------------------------------------------------------+
//| Subroutines |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| LSMA with PriceMode |
//| PrMode 0=close, 1=open, 2=high, 3=low, 4=median(high+low)/2, |
//| 5=typical(high+low+close)/3, 6=weighted(high+low+close+close)/4 |
//+------------------------------------------------------------------+
double LSMA(string symb, int TimeFrame, int Rperiod, int prMode, int shift)
{
int i, myShift;
double sum, pr;
int length;
double lengthvar;
double tmp;
double wt;
length = Rperiod;
myPoint = SetPoint(symb);
sum = 0;
for(i = length; i >= 1 ; i--)
{
lengthvar = length + 1;
lengthvar /= 3;
tmp = 0;
myShift = length - i + shift;
switch (prMode)
{
case 0: pr = iClose(symb,TimeFrame,myShift);break;
case 1: pr = iOpen(symb,TimeFrame,myShift);break;
case 2: pr = iHigh(symb,TimeFrame,myShift);break;
case 3: pr = iLow(symb,TimeFrame,myShift);break;
case 4: pr = (iHigh(symb,TimeFrame,myShift) + iLow(symb,TimeFrame,myShift))/2;break;
case 5: pr = (iHigh(symb,TimeFrame,myShift) + iLow(symb,TimeFrame,myShift) + iClose(symb,TimeFrame,myShift))/3;break;
case 6: pr = (iHigh(symb,TimeFrame,myShift) + iLow(symb,TimeFrame,myShift) + iClose(symb,TimeFrame,myShift) + iClose(symb,TimeFrame,myShift))/4;break;
}
tmp = ( i - lengthvar)*pr;
sum+=tmp;
}
wt = sum*6/(length*(length+1));
wt = MathFloor(wt/myPoint)*myPoint;
return(wt);
}
double ma(string sym, int per, int Mode, int Price, int i)
{
double res = 0;
int k = 1;
int ma_shift = 0;
int tf = 0;
if (Mode == 4)
{
switch(Period())
{
case 1: res += LSMA(sym, tf, per*k, Price,i);
k += 5;
case 5: res += LSMA(sym, tf, per*k, Price,i);
k += 3;
case 15: res += LSMA(sym, tf, per*k, Price,i);
k += 2;
case 30: res += LSMA(sym, tf, per*k, Price,i);
k += 2;
case 60: res += LSMA(sym, tf, per*k, Price,i);
k += 4;
case 240: res += LSMA(sym, tf, per*k, Price,i);
k += 6;
case 1440: res += LSMA(sym, tf, per*k, Price,i);
k += 4;
case 10080: res += LSMA(sym, tf, per*k, Price,i);
k +=4;
case 43200: res += LSMA(sym, tf, per*k, Price,i);
}
}
else
{
switch(Period())
{
case 1: res += iMA(sym, tf, per*k, ma_shift, Mode, Price, i);
k += 5;
case 5: res += iMA(sym, tf, per*k, ma_shift, Mode, Price, i);
k += 3;
case 15: res += iMA(sym, tf, per*k, ma_shift, Mode, Price, i);
k += 2;
case 30: res += iMA(sym, tf, per*k, ma_shift, Mode, Price, i);
k += 2;
case 60: res += iMA(sym, tf, per*k, ma_shift, Mode, Price, i);
k += 4;
case 240: res += iMA(sym, tf, per*k, ma_shift, Mode, Price, i);
k += 6;
case 1440: res += iMA(sym, tf, per*k, ma_shift, Mode, Price, i);
k += 4;
case 10080: res += iMA(sym, tf, per*k, ma_shift, Mode, Price, i);
k +=4;
case 43200: res += iMA(sym, tf, per*k, ma_shift, Mode, Price, i);
}
}
return(res);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void sl(string currency, double val1, double val2, string IndicatoreName, string sym, int y, color col)
{
int window = WindowFind(Indicator_Name);
string ID = Indicator_Name+Objs;
string mIndicatoreName, disp;
double diff;
mIndicatoreName = Indicator_ID + IndicatoreName;
int tmp = 10 + y;
Objs++;
diff = val1 - val2;
// disp = currency + " " + sym + " " + DoubleToStr(diff*100000.0, 2);
disp = currency + " " + sym + " " + DoubleToStr(val1,4) + " : " + DoubleToStr(val2, 4) + " : " + DoubleToStr(diff, 4);
if (ObjectFind(mIndicatoreName)==-1)
{
if(ObjectCreate(mIndicatoreName, OBJ_LABEL, window, 0, 0))
{
//ObjectDelete(ID);
ObjectSet(mIndicatoreName, OBJPROP_XDISTANCE, 10);
ObjectSet(mIndicatoreName, OBJPROP_YDISTANCE, y);
ObjectSetText(mIndicatoreName, disp, TxtSize, "Arial Black", col);
}
}
else
{
ObjectSet(mIndicatoreName, OBJPROP_XDISTANCE, 10);
ObjectSet(mIndicatoreName, OBJPROP_YDISTANCE, y);
ObjectSetText(mIndicatoreName, disp, TxtSize, "Arial Black", col);
}
/* if(ObjectCreate(ID, OBJ_LABEL, window, 0, 0))
{
//ObjectDelete(ID);
ObjectSet(ID, OBJPROP_XDISTANCE, y + 35);
ObjectSet(ID, OBJPROP_YDISTANCE, 10);
ObjectSetText(ID, sym, 15, "Arial Black", col);
}
*/
}
double SetPoint(string mySymbol)
{
double mPoint, myDigits;
myDigits = MarketInfo (mySymbol, MODE_DIGITS);
if (myDigits < 4)
mPoint = 0.01;
else
mPoint = 0.0001;
return(mPoint);
}
//+------------------------------------------------------------------+
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